CN107944779A - A kind of analysis on Achievements method and device of fund product - Google Patents

A kind of analysis on Achievements method and device of fund product Download PDF

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CN107944779A
CN107944779A CN201810039700.XA CN201810039700A CN107944779A CN 107944779 A CN107944779 A CN 107944779A CN 201810039700 A CN201810039700 A CN 201810039700A CN 107944779 A CN107944779 A CN 107944779A
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廖冰
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Shanghai Chaoyang Sustainable Information Technology Ltd By Share Ltd
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Abstract

This application discloses a kind of analysis on Achievements method of fund product, according to target fund product and each default historical data for contrasting fund product in preset time period, target fund product and each default fund product that contrasts are calculated respectively in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability；And generate respectively in earning capacity, risk disposal ability and the contrast schematic diagram for withdrawing ability；Using the corresponding each factor of influence earning rate of target fund product and target fund preset time period earning rate as input data, based on multivariate regression models, calculate revenue impact value and venture influence value of each factor of influence to target fund；The index for the target fund product selected according to user, determines multiple scenes of target fund product, and the carry out scene analysis on Achievements to target fund product, obtains the scene analysis on Achievements result of target fund product.

Description

A kind of analysis on Achievements method and device of fund product
Technical field
The present invention relates to technical field of data processing, more particularly to a kind of analysis on Achievements method of fund product and Device.
Background technology
Client goes to past it should be understood that the overall condition of fund product in purchase fund.Current prior art is from income and wind The angle structure index of danger two, investigates fund product, complementary reference is provided for clients investment.
But current fund product evaluation index lacks comparativity, fund not similar with the market is contrasted, and base In fund on hand product evaluation method can not learn fund appear as because, it is impossible to accurately reflect the income and risk of fund product.
The content of the invention
In view of this, the present invention provides a kind of analysis on Achievements method and device of fund product, from analysis on Achievements, attribution Three aspects of analysis and scene analysis carry out fund product to analyze and evaluate comprehensively, accurately reflect the income and wind of fund product Danger.
In order to realize foregoing invention purpose, concrete technical scheme provided by the invention is as follows：
A kind of analysis on Achievements method of fund product, including：
Obtain the historical data of target fund product and multiple default contrast fund products in preset time period；
According to the target fund product and each default contrast fund product preset time period historical data, The target fund product and each default contrast fund product are calculated respectively in earning capacity, risk disposal ability and are returned Remove each pre-set level value of ability；
According to the target fund product and each default contrast fund product in earning capacity, risk disposal ability With each pre-set level value for the ability that withdraws, the target fund product is generated respectively and is being received with each contrast fund product Beneficial ability, risk disposal ability and the contrast schematic diagram for withdrawing ability；
With the corresponding each factor of influence earning rate of the target fund product with the target fund in preset time period Earning rate be input data, based on multivariate regression models, calculate revenue impact of each factor of influence to the target fund Value and venture influence value；
The index for the target fund product selected according to user, determines multiple scenes of the target fund product, The carry out scene achievement of the target fund product is divided according to historical data of the target fund product in preset time period Analysis, obtains the scene analysis on Achievements result of the target fund product.
Preferably, it is described according to the target fund product and each default contrast fund product is in preset time period Historical data, calculate the target fund product and each default contrast fund product respectively in earning capacity, risk Disposal ability and each pre-set level value for withdrawing ability, including：
Respectively according to target fund product and multiple default contrast fund products in the historical data of preset time period, calculating Unit net value, the accumulative net value of the target fund product and each default contrast fund product in the preset time period With the accumulative net value of multiple power；
According to the target fund product and each default unit for contrasting fund product in the preset time period Net value, accumulative net value and the accumulative net value of multiple power, calculate the target fund product and each default contrast fund production respectively Product are in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability.
Preferably, the default contrast fund product is for full Market Fund product or same tactful with the target fund product Fund product.
Preferably, preset with the corresponding each factor of influence earning rate of the target fund product with the target fund The earning rate of period is input data, based on multivariate regression models, calculates receipts of each factor of influence to the target fund Beneficial influence value and venture influence value, including：
According to the type of the target fund product, multiple factors of influence of the target fund product are determined；
Earning rate and risk income rate of each factor of influence in the preset time period are calculated respectively, and calculate institute State earning rate of the target fund product in the preset time period；
With the target fund product in the earning rate of the preset time period and each factor of influence described pre- If the earning rate of period is input data, based on multivariate regression models, each factor of influence is calculated to the target base The revenue impact value of golden product；
With the target fund product in the earning rate of the preset time period and each factor of influence described pre- If the risk income rate of period is input data, based on multivariate regression models, each factor of influence is calculated to the mesh Mark the venture influence value of fund product.
Preferably, the method further includes：
In earning capacity, risk disposal ability and returned according to the target fund product and each contrast fund product The contrast schematic diagram of each pre-set level value of ability, each factor of influence of target fund product are removed to the target fund Revenue impact value and venture influence value and the scene analysis on Achievements of the target fund product as a result, generating the target The analysis on Achievements report of fund product.
A kind of analysis on Achievements device of fund product, including：
Acquiring unit, for obtaining the history of target fund product and multiple default contrast fund products in preset time period Data；
First computing unit, for being preset according to the target fund product and each default contrast fund product The historical data of period, calculates the target fund product and each default contrast fund product in income energy respectively Power, risk disposal ability and each pre-set level value for withdrawing ability；
First generation unit, for according to the target fund product and each default contrast fund product in income Ability, risk disposal ability and each pre-set level value for withdrawing ability, generate the target fund product and each institute respectively Contrast fund product is stated in earning capacity, risk disposal ability and the contrast schematic diagram for withdrawing ability；
Second computing unit, for the corresponding each factor of influence earning rate of the target fund product and the target Fund is input data in the earning rate of preset time period, based on multivariate regression models, calculates each factor of influence to the mesh Mark the revenue impact value and venture influence value of fund；
Analytic unit, for the index for the target fund product selected according to user, determines the target fund production Multiple scenes of product, according to the target fund product preset time period historical data to the target fund product into Row scene analysis on Achievements, obtains the scene analysis on Achievements result of the target fund product.
Preferably, first computing unit includes：
First computation subunit, for respectively according to target fund product and multiple default contrast fund products when default Between section historical data, calculate the target fund product and each default contrast fund product in the preset time period Unit net value, accumulative net value and the accumulative net value of multiple power；
Second computation subunit, for according to the target fund product and each default contrast fund product in institute The unit net value, accumulative net value and the accumulative net value of multiple power of preset time period are stated, calculates the target fund product and each respectively The default contrast fund product is in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability.
Preferably, the default contrast fund product is for full Market Fund product or same tactful with the target fund product Fund product.
Preferably, second computing unit includes：
Determination subelement, for the type according to the target fund product, determines the multiple of the target fund product Factor of influence；
3rd computation subunit, for calculate respectively each factor of influence the preset time period earning rate and Risk income rate, and calculate earning rate of the target fund product in the preset time period；
4th computation subunit, for earning rate of the target fund product in the preset time period and each institute It is input data that factor of influence, which is stated, in the earning rate of the preset time period, based on multivariate regression models, calculates each shadow Ring the revenue impact value of target fund product described in factor pair；
5th computation subunit, for earning rate of the target fund product in the preset time period and each institute It is input data that factor of influence, which is stated, in the risk income rate of the preset time period, based on multivariate regression models, calculates each institute State venture influence value of the factor of influence to the target fund product.
Preferably, described device further includes：
Second generation unit, for according to the target fund product with each contrast fund product in income energy Power, risk disposal ability and withdraw the contrast schematic diagram of each pre-set level value of ability, each shadow of target fund product Ring the revenue impact value of target fund and venture influence value described in factor pair and the scene achievement point of the target fund product Analysis is as a result, generate the analysis on Achievements report of the target fund product.
It is as follows relative to the prior art, beneficial effects of the present invention：
The analysis on Achievements method and device of a kind of fund product provided by the invention, by according to the target fund product With each default contrast fund product in the historical data of preset time period, the target fund product and every is calculated respectively A default contrast fund product is in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability, difference The target fund product and each contrast fund product are generated in earning capacity, risk disposal ability and withdraws ability Contrast schematic diagram, makes target fund product in earning capacity, risk disposal ability and withdraws ability and be comparable.Meanwhile with The corresponding each factor of influence earning rate of the target fund product is with earning rate of the target fund in preset time period Input data, based on multivariate regression models, calculates revenue impact value and risk shadow of each factor of influence to the target fund Value is rung, has excavated target fund product income and risk sources, and the index for the target fund product selected according to user, Determine multiple scenes of the target fund product, according to the target fund product preset time period historical data to institute The carry out scene analysis on Achievements of target fund product is stated, further shows the situation of Profit and risk control energy of target fund product Power.
Brief description of the drawings
In order to illustrate more clearly about the embodiment of the present invention or technical scheme of the prior art, below will be to embodiment or existing There is attached drawing needed in technology description to be briefly described, it should be apparent that, drawings in the following description are only this The embodiment of invention, for those of ordinary skill in the art, without creative efforts, can also basis The attached drawing of offer obtains other attached drawings.
Fig. 1 is a kind of analysis on Achievements method flow diagram of fund product disclosed by the embodiments of the present invention；
Fig. 2 is the analysis on Achievements method flow diagram of another fund product disclosed by the embodiments of the present invention；
Fig. 3 is a kind of analysis on Achievements apparatus structure schematic diagram of fund product disclosed by the embodiments of the present invention.
Embodiment
Below in conjunction with the attached drawing in the embodiment of the present invention, the technical solution in the embodiment of the present invention is carried out clear, complete Site preparation describes, it is clear that described embodiment is only part of the embodiment of the present invention, instead of all the embodiments.It is based on Embodiment in the present invention, those of ordinary skill in the art are obtained every other without making creative work Embodiment, belongs to the scope of protection of the invention.
Referring to Fig. 1, present embodiment discloses a kind of analysis on Achievements method of fund product, following steps are specifically included：
S101：Obtain the historical data of target fund product and multiple default contrast fund products in preset time period；
The target fund product is the fund product for needing to carry out analysis on Achievements, and the target fund product can be stock Ticket type fund, management type CTA (managed futures type fund) or Bond Fund.
Fund product of the default contrast fund product for full Market Fund product or with the target fund product with strategy.
Preset time period be current time set in advance before a period of time, can be 1 year, half a year etc., herein It is not specifically limited.
S102：According to the target fund product and each default history for contrasting fund product in preset time period Data, calculate the target fund product and each default contrast fund product in earning capacity, risk processing energy respectively Power and each pre-set level value for withdrawing ability；
Respectively according to target fund product and multiple default contrast fund products in the historical data of preset time period, calculating Unit net value, the accumulative net value of the target fund product and each default contrast fund product in the preset time period With the accumulative net value of multiple power；
According to the target fund product and each default unit for contrasting fund product in the preset time period Net value, accumulative net value and the accumulative net value of multiple power, calculate the target fund product and each default contrast fund production respectively Product are in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability.
The pre-set level value of the earning capacity includes earning rate, year earning rate, Alpha lead, beta rate and Sharp's ratio Rate.
The pre-set level value of the risk disposal ability include year stability bandwidth, downlink standard deviation, Var, investment winning rate, put down Lose ratio, Sharpe Ratio, Suo Tinuo ratios, card agate ratio and Spearman rank correlation.
The pre-set level value of the ability of withdrawing withdraws rate including maximum, dynamically withdraw rate and maximum withdraws the covering phase (my god).
S103：According to the target fund product and each default contrast fund product at earning capacity, risk Reason ability and each pre-set level value for withdrawing ability, generate the target fund product and each contrast fund production respectively Product are in earning capacity, risk disposal ability and the contrast schematic diagram for withdrawing ability；
Fund of the default contrast fund product for full Market Fund product or with the target fund product with strategy Product, therefore, the present embodiment provides the whole city contrast and with strategy contrast.
Specifically, can according to the target fund product and each default contrast fund product earning capacity, Risk disposal ability and each pre-set level value for withdrawing ability, respectively produce the target fund in each pre-set level dimension Product and each default contrast fund product carry out ranking, and generation represents that each fund product is tieed up in each pre-set level The ranking contrast schematic diagram of degree.
Certain above-mentioned ranking contrast schematic diagram is only an embodiment of contrast schematic diagram, the present embodiment not as Limit, the contrast schematic diagram can also be other forms.The form of contrast schematic diagram can be the forms such as table figure, bar chart.
S104：With the corresponding each factor of influence earning rate of the target fund product and the target fund when default Between the earning rate of section be input data, based on multivariate regression models, calculate income of each factor of influence to the target fund Influence value and venture influence value；
Referring to Fig. 2, the specific execution step of S104 is as follows：
S201：According to the type of the target fund product, multiple factors of influence of the target fund product are determined；
The corresponding factor of influence of different fund product types is different, and stock fund corresponds to Shen just in case 28 industries of level cluster 6 obtained factors of influence；Management type CTA correspond to the agricultural product trend intensity effect factor, the black system trend intensity effect factor, The treasury bond futures trend intensity effect factor and the derived energy chemical trend intensity effect factor；Bond Fund corresponds to term structure of interest rate Factor of influence, credit risk factor of influence and residual error angle factor of influence.
S202：Earning rate and risk income rate of each factor of influence in the preset time period are calculated respectively, and Calculate earning rate of the target fund product in the preset time period；
By taking stock fund as an example, Shen is just in case each industry corresponds to an index sector in 28 industries of level, after cluster, Of a sort multiple index sector weighted sums obtain the earning rate of corresponding factor of influence in the preset time period.It is described default The earning rate variance of each factor of influence is the risk income rate of corresponding factor of influence in period.
The factor of influence earning rate of Bond Fund and the computational methods of risk income rate are similar to stock fund, for Management type CTA, it is necessary first to by calculating the trend intensity of the corresponding factor of influence of signal-to-noise ratio computation, the trend of factor of influence is strong Degree is used as factor of influence earning rate, and the risk income rate using trend intensity variance as factor of influence.
Wherein, the calculation formula of signal-to-noise ratio is：
Wherein, rnFor the difference of two days closing prices before and after corresponding factor of influence.
S203：With the target fund product in the earning rate of the preset time period and each factor of influence in institute The earning rate for stating preset time period is input data, based on multivariate regression models, calculates each factor of influence to the mesh Mark the revenue impact value of fund；
Specifically, the multivariate regression models is：ri=∑ βkfk+ut
Wherein, riTarget fund product is in the earning rate of preset time period, fkKth kind factor of influence earning rate, βkfkFor mesh Fund product is marked in the earning rate of kth kind factor of influence, βkFor the valuation of holding position of factor of influence in kth, βk/∑βkFor kth kind shadow Ring the revenue impact value to the target fund product of the factor.
S204：With the target fund product in the earning rate of the preset time period and each factor of influence in institute The risk income rate for stating preset time period is input data, based on multivariate regression models, calculates each factor of influence to institute State the venture influence value of target fund.
S105：The index for the target fund product selected according to user, determines the multiple of the target fund product Scene, according to the target fund product preset time period carry out scene industry of the historical data to the target fund product Achievement is analyzed, and obtains the scene analysis on Achievements result of the target fund product.
It should be noted that scene classification can be done by index, scene classification can also be done by event.Scene is done by index Classification, the optional two indices of user, go up and drop according to index, be divided into four kinds of scenes.Under every kind of scene, achievement point is done Analysis.Scene classification is done by event, is done and classified with market major issue, under every kind of scene, does analysis on Achievements.
For stock fund, we are respectively trend from five dimensional analysis scenes, stability bandwidth, big shallow bid, Alpha Chance, basis.
Trend judgement logic：
Selected stock index, calculates amplitude between nearest highest (low) closing price and today closing price；
Amplitude is more than threshold value, to rise；Amplitude is less than threshold value, for lower liter.
Stability bandwidth decision logic：
Stability bandwidth is calculated according to net fund value；
Stability bandwidth is more than threshold value, for height；Stability bandwidth is less than threshold value, is low.
Big shallow bid judges：
According to deep bid index and shallow bid index, big shallow bid power index is calculated；
It is that deep bid is surging when the rising of big shallow bid power index；Big shallow bid power index decreased, is that shallow bid is surging.
Alpha chances judge：
Multiple stocks are selected, calculate their Alpha respectively；
When stock Alpha averages are more than threshold value, there are Alpha chances；Otherwise, there is no Alpha chances.
Basis judges：
Stock index and stock price index futures are selected, calculate basis；
According to basis size, it is attributed to basis and extremely bears, basis is born, and the horizontal fluctuation of basis, just, basis is extremely just for basis.
For management type futures, we are respectively trend intensity from two dimensional analysis scenes, stability bandwidth.
Trend intensity decision logic：
Selected Commodity Index, calculates the signal-to-noise ratio of closing price；
Signal-to-noise ratio is more than threshold value, is strong；Amplitude is less than threshold value, is weak.
Stability bandwidth decision logic：
Selected Commodity Index, calculates the stability bandwidth of closing price；
Stability bandwidth is more than threshold value, is strong；Stability bandwidth is less than threshold value, is weak.
For Bond Fund, we are from five dimensional analysis scenes, and yield to maturity, macroeconomy, inflation, provides Golden supply factor, entity financing needs.Specific decision logic refers to stock fund, and details are not described herein.
A kind of analysis on Achievements method of fund product disclosed in the present embodiment, by according to the target fund product and often A default contrast fund product calculates the target fund product and each institute in the historical data of preset time period respectively Default contrast fund product is stated in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability, is generated respectively The target fund product is with each contrast fund product in earning capacity, risk disposal ability and the contrast for withdrawing ability Schematic diagram, makes target fund product in earning capacity, risk disposal ability and withdraws ability and be comparable.Meanwhile with described The corresponding each factor of influence earning rate of target fund product is input in the earning rate of preset time period with the target fund Data, based on multivariate regression models, calculate revenue impact value and venture influence value of each factor of influence to the target fund, Target fund product income and risk sources, and the index for the target fund product selected according to user have been excavated, has been determined Multiple scenes of the target fund product, according to the target fund product preset time period historical data to the mesh The carry out scene analysis on Achievements of fund product is marked, further shows the situation of Profit and risk control ability of target fund product.
Based on a kind of analysis on Achievements method of fund product disclosed in above-described embodiment, referring to Fig. 3, the present embodiment corresponds to A kind of analysis on Achievements device of fund product is disclosed, is specifically included：
Acquiring unit 301, for obtaining target fund product and multiple default contrast fund products in preset time period Historical data；
First computing unit 302, for being existed according to the target fund product and each default contrast fund product The historical data of preset time period, calculates the target fund product and each default contrast fund product in income respectively Ability, risk disposal ability and each pre-set level value for withdrawing ability；
First generation unit 303, for being existed according to the target fund product and each default contrast fund product Earning capacity, risk disposal ability and each pre-set level value for withdrawing ability, generate respectively the target fund product with it is every A contrast fund product is in earning capacity, risk disposal ability and the contrast schematic diagram for withdrawing ability；
Second computing unit 304, for the corresponding each factor of influence earning rate of the target fund product with it is described Target fund is input data in the earning rate of preset time period, based on multivariate regression models, calculates each factor of influence to institute State the revenue impact value and venture influence value of target fund；
Analytic unit 305, for the index for the target fund product selected according to user, determines the target fund Multiple scenes of product, according to the target fund product preset time period historical data to the target fund product Scene analysis on Achievements is carried out, obtains the scene analysis on Achievements result of the target fund product.
Preferably, first computing unit 302 includes：
First computation subunit, for respectively according to target fund product and multiple default contrast fund products when default Between section historical data, calculate the target fund product and each default contrast fund product in the preset time period Unit net value, accumulative net value and the accumulative net value of multiple power；
Second computation subunit, for according to the target fund product and each default contrast fund product in institute The unit net value, accumulative net value and the accumulative net value of multiple power of preset time period are stated, calculates the target fund product and each respectively The default contrast fund product is in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability.
Preferably, the default contrast fund product is for full Market Fund product or same tactful with the target fund product Fund product.
Preferably, second computing unit 304 includes：
Determination subelement, for the type according to the target fund product, determines the multiple of the target fund product Factor of influence；
3rd computation subunit, for calculate respectively each factor of influence the preset time period earning rate and Risk income rate, and calculate earning rate of the target fund product in the preset time period；
4th computation subunit, for earning rate of the target fund product in the preset time period and each institute It is input data that factor of influence, which is stated, in the earning rate of the preset time period, based on multivariate regression models, calculates each shadow Ring the revenue impact value of target fund product described in factor pair；
5th computation subunit, for earning rate of the target fund product in the preset time period and each institute It is input data that factor of influence, which is stated, in the risk income rate of the preset time period, based on multivariate regression models, calculates each institute State venture influence value of the factor of influence to the target fund product.
Preferably, described device further includes：
Second generation unit, for according to the target fund product with each contrast fund product in income energy Power, risk disposal ability and withdraw the contrast schematic diagram of each pre-set level value of ability, each shadow of target fund product Ring the revenue impact value of target fund and venture influence value described in factor pair and the scene achievement point of the target fund product Analysis is as a result, generate the analysis on Achievements report of the target fund product.
A kind of analysis on Achievements device of fund product disclosed in the present embodiment, by according to the target fund product and often A default contrast fund product calculates the target fund product and each institute in the historical data of preset time period respectively Default contrast fund product is stated in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability, is generated respectively The target fund product is with each contrast fund product in earning capacity, risk disposal ability and the contrast for withdrawing ability Schematic diagram, makes target fund product in earning capacity, risk disposal ability and withdraws ability and be comparable.Meanwhile with described The corresponding each factor of influence earning rate of target fund product is input in the earning rate of preset time period with the target fund Data, based on multivariate regression models, calculate revenue impact value and venture influence value of each factor of influence to the target fund, Target fund product income and risk sources, and the index for the target fund product selected according to user have been excavated, has been determined Multiple scenes of the target fund product, according to the target fund product preset time period historical data to the mesh The carry out scene analysis on Achievements of fund product is marked, further shows the situation of Profit and risk control ability of target fund product.
The foregoing description of the disclosed embodiments, enables professional and technical personnel in the field to realize or use the present invention. A variety of modifications to these embodiments will be apparent for those skilled in the art, as defined herein General Principle can be realized in other embodiments without departing from the spirit or scope of the present invention.Therefore, it is of the invention The embodiments shown herein is not intended to be limited to, and is to fit to and the principles and novel features disclosed herein phase one The most wide scope caused.

Claims (10)

  1. A kind of 1. analysis on Achievements method of fund product, it is characterised in that including：
    Obtain the historical data of target fund product and multiple default contrast fund products in preset time period；
    According to the target fund product and each default contrast fund product in the historical data of preset time period, difference The target fund product and each default contrast fund product are calculated in earning capacity, risk disposal ability and withdraws energy Each pre-set level value of power；
    In earning capacity, risk disposal ability and returned according to the target fund product and each default contrast fund product Each pre-set level value of ability is removed, generates the target fund product respectively with each contrast fund product in income energy Power, risk disposal ability and the contrast schematic diagram for withdrawing ability；
    With the corresponding each factor of influence earning rate of the target fund product and the target fund preset time period receipts Beneficial rate is input data, based on multivariate regression models, calculate each factor of influence to the revenue impact value of the target fund and Venture influence value；
    The index for the target fund product selected according to user, determines multiple scenes of the target fund product, according to The target fund product is obtained in carry out scene analysis on Achievements of the historical data to the target fund product of preset time period To the scene analysis on Achievements result of the target fund product.
  2. It is 2. according to the method described in claim 1, it is characterized in that, described according to the target fund product and each described pre- If contrasting historical data of the fund product in preset time period, the target fund product and each described default pair are calculated respectively Than fund product in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability, including：
    Respectively according to target fund product and multiple default contrast fund products preset time period historical data, described in calculating Target fund product and each default contrast fund product are in the unit net value of the preset time period, accumulative net value and multiple The accumulative net value of power；
    According to the target fund product and each default contrast fund product the preset time period unit net value, Accumulative net value and the accumulative net value of multiple power, calculate the target fund product respectively and each default contrast fund product is being received Beneficial ability, risk disposal ability and each pre-set level value for withdrawing ability.
  3. 3. according to the method described in claim 1, it is characterized in that, the default contrast fund product is full Market Fund product Or the fund product with the target fund product with strategy.
  4. 4. according to the method described in claim 1, it is characterized in that, with the corresponding each factor of influence of the target fund product Earning rate is input data in the earning rate of preset time period with the target fund, based on multivariate regression models, is calculated each Factor of influence to the revenue impact value and venture influence value of the target fund, including：
    According to the type of the target fund product, multiple factors of influence of the target fund product are determined；
    Earning rate and risk income rate of each factor of influence in the preset time period are calculated respectively, and calculate the mesh Mark earning rate of the fund product in the preset time period；
    With the target fund product in the earning rate of the preset time period and each factor of influence when described default Between the earning rate of section be input data, based on multivariate regression models, calculate each factor of influence and the target fund produced The revenue impact value of product；
    With the target fund product in the earning rate of the preset time period and each factor of influence when described default Between the risk income rate of section be input data, based on multivariate regression models, calculate each factor of influence to the target base The venture influence value of golden product.
  5. 5. according to the method described in claim 1, it is characterized in that, the method further includes：
    Energy in earning capacity, risk disposal ability and is withdrawn according to the target fund product and each contrast fund product The contrast schematic diagram of each pre-set level value of power, each factor of influence of target fund product are to the receipts of the target fund Beneficial influence value and venture influence value and the scene analysis on Achievements of the target fund product are as a result, generate the target fund The analysis on Achievements report of product.
  6. A kind of 6. analysis on Achievements device of fund product, it is characterised in that including：
    Acquiring unit, for obtaining the history number of target fund product and multiple default contrast fund products in preset time period According to；
    First computing unit, for according to the target fund product and each default contrast fund product in preset time The historical data of section, calculates the target fund product and each default contrast fund product in earning capacity, wind respectively Dangerous disposal ability and each pre-set level value for withdrawing ability；
    First generation unit, for according to the target fund product and each default contrast fund product in income energy Power, risk disposal ability and each pre-set level value for withdrawing ability, generate respectively the target fund product with it is each described Fund product is contrasted in earning capacity, risk disposal ability and the contrast schematic diagram for withdrawing ability；
    Second computing unit, for the corresponding each factor of influence earning rate of the target fund product and the target fund It is input data in the earning rate of preset time period, based on multivariate regression models, calculates each factor of influence to the target base The revenue impact value and venture influence value of gold；
    Analytic unit, for the index for the target fund product selected according to user, determines the target fund product Multiple scenes, according to the target fund product in carry out field of the historical data to the target fund product of preset time period Scape analysis on Achievements, obtains the scene analysis on Achievements result of the target fund product.
  7. 7. device according to claim 6, it is characterised in that first computing unit includes：
    First computation subunit, for respectively according to target fund product and multiple default contrast fund products in preset time period Historical data, calculate the list of the target fund product and each default contrast fund product in the preset time period Position net value, accumulative net value and the accumulative net value of multiple power；
    Second computation subunit, for according to the target fund product and each default contrast fund product described pre- If the unit net value of period, accumulative net value and the accumulative net value of multiple power, the target fund product and each described is calculated respectively Default contrast fund product is in earning capacity, risk disposal ability and each pre-set level value for withdrawing ability.
  8. 8. device according to claim 6, it is characterised in that the default contrast fund product is full Market Fund product Or the fund product with the target fund product with strategy.
  9. 9. device according to claim 6, it is characterised in that second computing unit includes：
    Determination subelement, for the type according to the target fund product, determines multiple influences of the target fund product The factor；
    3rd computation subunit, for calculating earning rate and risk of each factor of influence in the preset time period respectively Earning rate, and calculate earning rate of the target fund product in the preset time period；
    4th computation subunit, for earning rate of the target fund product in the preset time period and each shadow It in the earning rate of the preset time period be input data to ring the factor, based on multivariate regression models, calculate each influence because Revenue impact value of the son to the target fund product；
    5th computation subunit, for earning rate of the target fund product in the preset time period and each shadow It is input data to ring the factor in the risk income rate of the preset time period, based on multivariate regression models, calculates each shadow Ring the venture influence value of target fund product described in factor pair.
  10. 10. device according to claim 6, it is characterised in that described device further includes：
    Second generation unit, for according to the target fund product with each contrast fund product in earning capacity, wind Dangerous disposal ability and withdraw the contrast schematic diagram of each pre-set level value of ability, each factor of influence of target fund product The scene analysis on Achievements knot of revenue impact value and venture influence value and the target fund product to the target fund Fruit, generates the analysis on Achievements report of the target fund product.
CN201810039700.XA 2018-01-16 2018-01-16 A kind of analysis on Achievements method and device of fund product Pending CN107944779A (en)

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Cited By (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN109509107A (en) * 2018-12-11 2019-03-22 泰康保险集团股份有限公司 Account data processing method, device, electronic equipment and computer-readable medium
WO2020037955A1 (en) * 2018-08-22 2020-02-27 平安科技（深圳）有限公司 Index tracking error analysis method and apparatus, storage medium and computer device
CN112464162A (en) * 2020-11-25 2021-03-09 易方达基金管理有限公司 Fund comparison method, apparatus, computer device and medium based on historical data
CN112765498A (en) * 2021-01-14 2021-05-07 京东数字科技控股股份有限公司 Information presentation method, information presentation apparatus, storage medium, and computer program product
CN113744067A (en) * 2021-09-03 2021-12-03 泰康保险集团股份有限公司 Block chain-based performance benchmark adjustment method, block chain system, and storage medium

Cited By (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
WO2020037955A1 (en) * 2018-08-22 2020-02-27 平安科技（深圳）有限公司 Index tracking error analysis method and apparatus, storage medium and computer device
CN109509107A (en) * 2018-12-11 2019-03-22 泰康保险集团股份有限公司 Account data processing method, device, electronic equipment and computer-readable medium
CN112464162A (en) * 2020-11-25 2021-03-09 易方达基金管理有限公司 Fund comparison method, apparatus, computer device and medium based on historical data
CN112765498A (en) * 2021-01-14 2021-05-07 京东数字科技控股股份有限公司 Information presentation method, information presentation apparatus, storage medium, and computer program product
CN113744067A (en) * 2021-09-03 2021-12-03 泰康保险集团股份有限公司 Block chain-based performance benchmark adjustment method, block chain system, and storage medium

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