Joel Greenblatt 的神奇公式(Magic Formula)是一个价值投资的选股策略。
这个策略的目标是:找到价格便宜的优质公司。
在 The Little Book that Beats the Market 一书中,Joel Greenblatt 提到,神奇公式在1988年至2009年的20年间,其年化回报率高达23.8%,大幅跑赢标普500指数仅9.6%的同期回报,表现无疑相当惊人。
神奇公式通过两个简单的核心指标,资本报酬率(ROIC)和盈余殖利率(Earning Yield),来寻找「质优」和「价廉」的股票。
具体而言,资本报酬率(ROIC)是用来判断管理层运用公司资产经营能力的高低;当然,买入经营能力好的公司,投资回报自然较高。
而盈余殖利率(Earning Yield)则是用来分析股票的估值;当股票被严重低估时,盈余殖利率就会飙升,投资者在这时候买入股票的潜在回报就会相对较高。
财报说自动计算出上市公司的资本报酬率(ROIC)和盈余殖利率(Earning Yield),并进行综合排名。
该榜单还加入财报说 CBS 评分和体质灯号机制,供您综合参考。
温馨提示:
神奇公式有其局限性,投资者应综合多年财报数据、股价趋势等因素进一步分析考量。
建议结合股价斜率榜、CBS 财报打分榜共同使用。
免责声明:
本榜单仅供公司分析使用,不构成投资建议或推荐;过往业绩不代表未来表现,股市有风险,投资需谨慎。
共 1456 间公司,其中 A 股 314 间公司
序号 | 公司 | 资本报酬率(ROIC) | 盈余殖利率 | CBS | 灯号 |
---|---|---|---|---|---|
1 | [解锁榜单] | 48.7% | 5.31% | 98.41 | 中等 |
2 | [解锁榜单] | 34.8% | 8.89% | 98.4 | 低估 |
3 | [解锁榜单] | 23.4% | 7.01% | 96.43 | 低估 |
4 | [解锁榜单] | 50.4% | 6.04% | 94.53 | 低估 |
5 | [解锁榜单] | 25.7% | 2.13% | 94.17 | 低价 |
开通「专业版会员」,畅享所有付费榜单以及全部功能
立即开通专业版会员序号 | 公司 | 资本报酬率(ROIC) | 盈余殖利率 | CBS 评分 | 灯号 | 自选 |
---|---|---|---|---|---|---|
1 | [解锁榜单] | 18.7% | 7.85% | 74.32 | 低价 | |
2 | [解锁榜单] | 23.5% | 14.10% | 81.36 | 低估 | |
3 | [解锁榜单] | 19.5% | 22.39% | 72.72 | 低价 | |
4 | [解锁榜单] | 16.6% | 16.37% | 75.02 | 低价 | |
5 | [解锁榜单] | 40.7% | 26.60% | 93.68 | 过热 | |
6 | [解锁榜单] | 197.3% | 12.18% | 70.19 | 中等 | |
7 | [解锁榜单] | 17.0% | 19.57% | 89.86 | 低估 | |
8 | [解锁榜单] | 18.6% | 16.50% | 71.12 | 低价 | |
9 | [解锁榜单] | 19.8% | 14.98% | 82.42 | 中等 | |
10 | [解锁榜单] | 23.4% | 15.95% | 81.67 | 低价 | |
11 | [解锁榜单] | 187.5% | 4.48% | 80.43 | 低估 | |
12 | [解锁榜单] | 19.6% | 8.30% | 86.29 | 中等 | |
13 | [解锁榜单] | 18.7% | 13.41% | 76.74 | 低估 | |
14 | [解锁榜单] | 14.3% | 7.57% | 83.7 | 低估 | |
15 | [解锁榜单] | 17.7% | 10.96% | 81.6 | 过热 | |
16 | [解锁榜单] | 14.4% | 13.76% | 77.55 | 中等 | |
17 | [解锁榜单] | 9.7% | 13.38% | 79.82 | 低估 | |
18 | [解锁榜单] | 29.0% | 18.63% | 93.31 | 低价 | |
19 | [解锁榜单] | 12.4% | 4.16% | 70.02 | 中等 | |
20 | [解锁榜单] | 21.7% | 10.88% | 93.04 | 低估 | |
21 | [解锁榜单] | 22.4% | 7.16% | 88.72 | 低价 | |
22 | [解锁榜单] | 20.8% | 5.89% | 74.01 | 低价 | |
23 | 承德露露 000848 | 23.4% | 7.01% | 96.43 | 低估 | |
24 | [解锁榜单] | 21.4% | 7.41% | 86.02 | 低估 | |
25 | [解锁榜单] | 13.1% | 15.06% | 75.88 | 低价 | |
26 | [解锁榜单] | 11.8% | 7.27% | 72.49 | 中等 | |
27 | [解锁榜单] | 24.3% | 17.53% | 79.94 | 低价 | |
28 | [解锁榜单] | 13.3% | 6.65% | 71.06 | 低价 | |
29 | [解锁榜单] | 26.0% | 4.75% | 90.12 | 低估 | |
30 | [解锁榜单] | 16.5% | 13.16% | 90.67 | 中等 | |
31 | [解锁榜单] | 14.7% | 8.91% | 80.83 | 中等 | |
32 | [解锁榜单] | 14.6% | 9.24% | 85.16 | 低估 | |
33 | [解锁榜单] | 12.0% | 13.04% | 79.98 | 过热 | |
34 | [解锁榜单] | 20.0% | 8.76% | 76.69 | 中等 | |
35 | [解锁榜单] | 21.7% | 10.38% | 87.07 | 过热 | |
36 | [解锁榜单] | 23.1% | 16.00% | 77.77 | 中等 | |
37 | [解锁榜单] | 34.8% | 8.89% | 98.4 | 低估 | |
38 | [解锁榜单] | 15.0% | 5.66% | 81.98 | 低价 | |
39 | [解锁榜单] | 16.1% | 15.17% | 71.8 | 中等 | |
40 | [解锁榜单] | 20.9% | 7.31% | 79.08 | 中等 | |
41 | [解锁榜单] | 16.2% | 7.99% | 75.46 | 低价 | |
42 | [解锁榜单] | 24.1% | 8.35% | 90.9 | 低估 | |
43 | [解锁榜单] | 21.9% | 7.95% | 82.3 | 低价 | |
44 | [解锁榜单] | 17.6% | 13.12% | 70.08 | 低价 | |
45 | [解锁榜单] | 16.0% | 10.27% | 89.22 | 低估 | |
46 | [解锁榜单] | 29.6% | 16.38% | 86.95 | 低估 | |
47 | [解锁榜单] | 15.2% | 14.04% | 84.91 | 中等 | |
48 | [解锁榜单] | 37.4% | 6.84% | 90.9 | 低估 | |
49 | [解锁榜单] | 26.4% | 10.64% | 74.05 | 中等 | |
50 | [解锁榜单] | 37.7% | 10.16% | 93.51 | 过热 | |
51 | [解锁榜单] | 10.8% | 7.03% | 70.23 | 低价 | |
52 | [解锁榜单] | 34.9% | 13.52% | 86.75 | 低估 | |
53 | [解锁榜单] | 12.4% | 11.24% | 73.23 | 中等 | |
54 | [解锁榜单] | 12.5% | 11.82% | 71.61 | 低价 | |
55 | [解锁榜单] | 19.9% | 9.14% | 80.72 | 低价 | |
56 | [解锁榜单] | 12.8% | 6.49% | 71.99 | 低价 | |
57 | [解锁榜单] | 26.9% | 3.06% | 87.63 | 过热 | |
58 | [解锁榜单] | 19.6% | 2.91% | 74.29 | 低价 | |
59 | [解锁榜单] | 15.2% | 11.04% | 86.16 | 低估 | |
60 | [解锁榜单] | 27.6% | 3.54% | 91.62 | 低价 | |
61 | [解锁榜单] | 21.4% | 2.33% | 73.23 | 过热 | |
62 | [解锁榜单] | 12.0% | 9.14% | 70.5 | 中等 | |
63 | [解锁榜单] | 15.5% | 12.03% | 78.2 | 中等 | |
64 | [解锁榜单] | 27.2% | 11.85% | 86.42 | 低估 | |
65 | [解锁榜单] | 14.0% | 5.02% | 74.84 | 低价 | |
66 | [解锁榜单] | 21.0% | 5.98% | 87.34 | 低估 | |
67 | [解锁榜单] | 13.5% | 11.28% | 78.35 | 过热 | |
68 | [解锁榜单] | 14.7% | 11.33% | 85.78 | 低价 | |
69 | [解锁榜单] | 34.4% | 25.55% | 80.34 | 中等 | |
70 | [解锁榜单] | 10.7% | 6.19% | 73.61 | 过热 | |
71 | [解锁榜单] | 20.2% | 7.04% | 87.22 | 低价 | |
72 | [解锁榜单] | 18.1% | 7.75% | 83.78 | 中等 | |
73 | [解锁榜单] | 32.1% | 7.31% | 93.86 | 低价 | |
74 | 洋河股份 002304 | 18.4% | 5.35% | 90.03 | 低价 | |
75 | [解锁榜单] | 16.2% | 6.39% | 88.77 | 中等 | |
76 | [解锁榜单] | 17.0% | 6.83% | 86.48 | 中等 | |
77 | [解锁榜单] | 22.6% | 5.46% | 70.34 | 低价 | |
78 | [解锁榜单] | 11.5% | 6.10% | 72.35 | 低价 | |
79 | [解锁榜单] | 16.9% | 5.99% | 79.93 | 低估 | |
80 | [解锁榜单] | 13.8% | 10.20% | 73.66 | 中等 | |
81 | [解锁榜单] | 15.3% | 8.04% | 82.02 | 过热 | |
82 | [解锁榜单] | 15.0% | 17.30% | 72.28 | 中等 | |
83 | [解锁榜单] | 14.8% | 7.05% | 76.74 | 低估 | |
84 | [解锁榜单] | 19.0% | 7.15% | 77.4 | 中等 | |
85 | [解锁榜单] | 10.1% | 6.44% | 74.94 | 中等 | |
86 | [解锁榜单] | 14.8% | 10.36% | 78.56 | 低价 | |
87 | [解锁榜单] | 51.4% | 3.51% | 78.82 | 低估 | |
88 | [解锁榜单] | 19.1% | 7.83% | 72.55 | 低价 | |
89 | [解锁榜单] | 16.0% | 10.50% | 76.68 | 过热 | |
90 | [解锁榜单] | 16.8% | 10.57% | 71.41 | 低价 | |
91 | [解锁榜单] | 10.0% | 7.43% | 70.23 | 低价 | |
92 | [解锁榜单] | 28.0% | 2.67% | 86.71 | 低估 | |
93 | [解锁榜单] | 16.0% | 8.03% | 86.21 | 低价 | |
94 | [解锁榜单] | 17.1% | 4.12% | 82.92 | 低价 | |
95 | [解锁榜单] | 16.6% | 3.42% | 73.19 | 低价 | |
96 | [解锁榜单] | 21.6% | 25.95% | 88.13 | 低估 | |
97 | [解锁榜单] | 15.2% | 2.00% | 75.66 | 过热 | |
98 | [解锁榜单] | 20.3% | 6.41% | 82.19 | 低价 | |
99 | [解锁榜单] | 12.9% | 7.04% | 78.75 | 中等 | |
100 | [解锁榜单] | 13.8% | 7.44% | 77.3 | 过热 |