亚太地区投资策略-亚洲股票研究:量化研究回顾

ab21 June 2022Global Research and Evidence LabAsia Equity ResearchQuantitative Research ReviewUBS Quantitative Research ReviewThis report shows monthly responses from UBS analysts for companies covered in Asia. The results of this monthly quantitative review are based on the published views of UBS analysts.Question CategoriesThere are 7 questions answered by UBS stock analysts in this review. Questions relate to business quality, firm strategy, business conditions and the company's industry.Forward Looking DataQuantitative reviews provide an alternative way to quantify the views of research analysts. Most of the questions are forward looking. Forward looking data can be used to augment the historical financial performance of companies. Readers should refer to the analysts published view on the stock for an in-depth analysis.UBS publishes a quantitative assessment of its analysts' responses to certain questions about the likelihood of an occurrence of a number of short term factors in a product known as the 'Quantitative Research Review'. Views contained in this assessment on a particular stock reflect only the views on those short term factors which are a different timeframe to the 12-month timeframe reflected in any equity rating set out in this note. For the latest responses, please see this monthly report. For previous responses please make reference to (i) previous UBS research reports; and (ii) if there is no research report, previous Quantitative Research Reviews. If you have any questions as to how to access the Quantitative Research Review please speak to your UBS sales representative or email Quantitative Research Team at qa@ubs.com for access to the report. A consolidated report which contains all responses is also available and again you should contact your UBS sales representative for details and pricing.This report has been prepared by UBS Securities Australia Ltd. ANALYST CERTIFICATION AND REQUIRED DISCLOSURES, including information on the Quantitative Research Review published by UBS, begin on page 132. UBS does and seeks to do business with companies covered in its research reports. As a result, investors should be aware that the firm may have a conflict of interest that could affect the objectivity of this report. Investors should consider this report as only a single factor in making their investment decision.EquitiesAsiaQuantitativePaul WinterAnalyst paul-j.winter@ubs.com +61-2-9324 2080Oliver Antrobus, CFAAnalyst oliver.antrobus@ubs.com +61-3-9242 6467Fabrice Schloegel, PhDAnalyst fabrice.schloegel@ubs.com +65-6495 3257Cathy Fang, PhDAnalystS1460518100001 cathy.fang@ubs.com +86-213-866 8891Lynce WangAssociateS1460120080001 lynce.wang@ubs.com +86-21-3866 8638Aaron Guo, CFAAnalyst aaron.guo@ubs.com +852-2971 7705James CameronAnalyst james-a.cameron@ubs.com +61-2-9324 2074Claire JonesAnalyst claire-c.jones@ubs.com +44-20-7568 1873Amanda BelcaidAnalyst amanda.belcaid@ubs.com +44-20-7568 3072Michael GrayAnalyst michael-f.gray@ubs

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2022-07-07
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2022-07-07
来源:中融产业升级 (001701)投资价值分析:高BETA、强超额的中小盘成长风格基金
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图 17 中融产业升级重仓股留存度及拥挤度
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图 16 中融产业升级股票换手率
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图 15 中融产业升级持股估值水平变化及同类比较
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2022-07-07
来源:中融产业升级 (001701)投资价值分析:高BETA、强超额的中小盘成长风格基金
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图 14 中融产业升级全部持股风格类型分布
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来源:中融产业升级 (001701)投资价值分析:高BETA、强超额的中小盘成长风格基金
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表 4 中融产业升级近三年 Brinson 业绩归因
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来源:中融产业升级 (001701)投资价值分析:高BETA、强超额的中小盘成长风格基金
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