CN108305171A - A kind of mutual fund earnings analysis method and device - Google Patents
A kind of mutual fund earnings analysis method and device Download PDFInfo
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- CN108305171A CN108305171A CN201711384965.5A CN201711384965A CN108305171A CN 108305171 A CN108305171 A CN 108305171A CN 201711384965 A CN201711384965 A CN 201711384965A CN 108305171 A CN108305171 A CN 108305171A
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Abstract
The invention discloses a kind of mutual fund earnings analysis method and devices, wherein the method includes：FOF type funds are classified according to investment tactics, according to the number of actually holding position of every class FOF type funds for per the corresponding style weighted value of class FOF type funds matching；Corresponding strategy index is worked out for every class FOF type funds, benchmark weighted value is determined according to tactful index；The excess earnings per class FOF type funds is determined using style weighted value and benchmark weighted value.Above-mentioned technical proposal through the invention, it can accurately determine the excess earnings of all kinds of FOF types funds, the future profits situation of every class FOF type funds is estimated using excess earnings, and then help user according to the excess earnings situation of every class FOF type funds, selection eligible investment fund is invested, and user is instructed to carry out Investment ＆ Financing easily and fast.
Description
Technical field
The invention belongs to Financial Management technical fields, more particularly to a kind of mutual fund earnings analysis method and device.
Background technology
With the present improvement of people's living standards, more and more people start the money for saving bit by bit oneself and carry out investment funds
Business just increasingly attracts attention accordingly, with respect to the situation of mutual fund earnings, more next as masses increase the understanding of fund
More persons selects FOF type funds and invests, wherein FOF types fund (Fund of Fund, base fund of funds) is a kind of
Specially invest in the fund of other investment funds.
Currently, being typically all to use statistical method for the analysis of the mutual fund earnings of FOF type funds, to some time
Mutual fund earnings situation in section is counted, and then the result of statistics is showed by way of list or diagram.
But using the mutual fund earnings situation of statistical method statistic, obtained according to the pervious risk return profile of fund
The conclusion gone out, user select corresponding investment orientation to invest according to the pervious risk return profile of fund, and obtained income is often
It is larger with expected income gap.
Invention content
In view of this, the present invention provides a kind of mutual fund earnings analysis method and device, main purpose is to solve current
The result of mutual fund earnings analysis that is obtained using statistical method of FOF type funds it is not perfect, user is according to the income analysis
Result carry out risk return profile and the larger problem of expected income gap of Investment Choice.
According to the present invention in a first aspect, provide a kind of mutual fund earnings analysis method, including：
Base fund of funds FOF type funds are classified according to investment tactics, according to actually holding for every class FOF type funds
Storehouse number is to match corresponding style weighted value per class FOF type funds；
Corresponding strategy index is worked out for every class FOF type funds, benchmark weighted value is determined according to the tactful index；
The excess earnings per class FOF type funds is determined using the style weighted value and the benchmark weighted value.
Preferably, described to work out corresponding strategy index per class FOF type funds, it specifically includes：
Preliminary screening is carried out in privately-offered fund database obtains preliminary screening fund；
Clustering, and the fund for predetermined policy feature being met in cluster result are carried out to the preliminary screening fund
It deletes, obtains fund pool；
The fund pool is checked, index constituent fund is formed；
Average daily earning rate of the index constituent fund within predetermined number of days is calculated, it is true according to the average daily earning rate
The fixed tactful index.
Preferably, the preliminary screening that carried out in privately-offered fund database obtains preliminary screening fund, specifically includes：
It is deleted in privately-offered fund database and sets up fund and/or renewal frequency of the time less than the setting time limit less than predetermined
The fund of frequency obtains preliminary screening fund.
Preferably, described that the fund pool is checked, it is formed before index constituent fund, the method further includes：
The fund of achievement the first predetermined ratio in the top is deleted from the fund pool, and is deleted achievement and ranked behind
The fund of second predetermined ratio；
It is described that the fund pool is checked, index constituent fund is formed, is specifically included：
Fund pool after delete processing is checked, index constituent fund is formed.
Preferably, before the average daily earning rate for calculating the index constituent fund within predetermined number of days, the side
Method further includes：
It is spaced to schedule and the index constituent fund is updated；
Average daily earning rate of the index constituent fund within predetermined number of days is calculated, is specifically included：
Calculate average daily earning rate of the updated index constituent fund within predetermined number of days.
Preferably, the average daily earning rate for calculating the index constituent fund within predetermined number of days, according to described flat
Equal daily earning rate determines the tactful index, specifically includes：
Determine the base period strategy index a in index base period and the index base period；
Calculate average daily earning rate b of the index constituent fund within predetermined number of days；
It is described strategy index calculation formula be：a+b×103。
Preferably, the FOF types fund includes but not limited to market neutrality fund, stock bull fund, commodity future base
Gold, Bond Fund, then it is described that benchmark weighted value is determined according to the tactful index, it specifically includes：
Calculate the market neutrality fund, the stock bull fund, the commodity future fund, the Bond Fund
Corresponding strategy index, and according to principle of maximum entropy, average weighted calculating is carried out in conjunction with each tactful index, acquisition adds
Result is weighed as benchmark weighted value.
Preferably, the method further includes：
According to the tactful benchmark of every class FOF type funds, the excess earnings is divided into：Active arrangement strategy income, fund
Income when selection income and fund are selected.
Preferably, the algorithm of the active arrangement strategy income includes：
It is benchmark assets to be chosen per class FOF type funds, and obtain per class benchmark assets according to the achievement of fund in the market
Individual event earning rate and all benchmark assets integral benefit rate；
The active arrangement strategy income is：(style weighted value-benchmark weighted value) × (individual event earning rate-integral benefit
Rate).
Preferably, the algorithm of the fund selection income includes：
It is benchmark assets to be chosen per class FOF type funds, and obtain per class FOF type funds according to the achievement of fund in the market
Earning rate and individual event earning rate per class benchmark assets；
The fund select income for：Benchmark weighted value × (FOF types return on funds-individual event earning rate).
Preferably, the algorithm of income includes when the fund is selected：
It is benchmark assets to be chosen per class FOF type funds, and obtain per class FOF type funds according to the achievement of fund in the market
Earning rate and individual event earning rate per class benchmark assets；
The fund select income for：(style weighted value-benchmark weighted value) × (FOF types return on funds-individual event income
Rate).
Second aspect according to the present invention provides a kind of mutual fund earnings analytical equipment, including：
Style weighted value computing unit, for base fund of funds FOF type funds to be classified according to investment tactics, root
According to the number of actually holding position of every class FOF type funds for per the corresponding style weighted value of class FOF type funds matching；
Benchmark weighted value computing unit, for work out corresponding strategy index per class FOF type funds, being referred to according to the strategy
Number determines the benchmark weighted value per class FOF type funds；
Income calculation unit, for being determined per class FOF type funds using the style weighted value and the benchmark weighted value
Excess earnings.
Preferably, the benchmark weighted value computing unit, specifically includes：
Preliminary screening module obtains preliminary screening fund for carrying out preliminary screening in privately-offered fund database；
Cluster Analysis module for carrying out clustering to the preliminary screening fund, and will not be met in cluster result
The fund of predetermined policy feature is deleted, and fund pool is obtained；
Review module forms index constituent fund for checking the fund pool；
Tactful index computing module, for calculating average daily earning rate of the index constituent fund within predetermined number of days,
The tactful index is determined according to the average daily earning rate.
Preferably, the preliminary screening module is additionally operable to delete in privately-offered fund database and sets up the time less than setting
The fund and/or renewal frequency of the time limit are less than the fund of preset frequency, obtain preliminary screening fund.
Preferably, the benchmark weighted value computing unit further includes：
Removing module is formed before index constituent fund, for being checked to the fund pool from the fund pool
The middle fund for deleting achievement the first predetermined ratio in the top, and delete achievement and rank behind the fund of the second predetermined ratio；
The review module is additionally operable to check the fund pool after delete processing, forms index constituent fund.
Preferably, the benchmark weighted value computing unit further includes：
Update module, for before calculating average daily earning rate of the index constituent fund within predetermined number of days, pressing
The index constituent fund is updated according to predetermined time interval；
Tactful index computing module is additionally operable to calculate and receive average day of the updated index constituent fund within predetermined number of days
Beneficial rate.
Preferably, the tactful index computing module is additionally operable to determine the base period in index base period and the index base period
Tactful index a；Calculate average daily earning rate b of the index constituent fund within predetermined number of days；The calculating of the strategy index
Formula is：a+b×103.
Preferably, the FOF types fund includes but not limited to market neutrality fund, stock bull fund, commodity future base
Gold, Bond Fund；
The benchmark weighted value computing unit is additionally operable to calculate the market neutrality fund, the stock bull fund, institute
The corresponding tactful index of commodity future fund, the Bond Fund is stated, and according to principle of maximum entropy, in conjunction with each strategy
Index carries out average weighted calculating, and the weighted results of acquisition are as benchmark weighted value.
Preferably, described device further includes：
Division unit, for according to the tactful benchmark per class FOF type funds, the excess earnings to be divided into：Active arrangement
Income when tactful income, fund selection income and fund are selected.
Preferably, the division unit is additionally operable to according to the achievement of fund in the market be to choose base per class FOF type funds
Quasi- assets, and obtain the integral benefit rate of the individual event earning rate and all benchmark assets per class benchmark assets；
The active arrangement strategy income is：(style weighted value-benchmark weighted value) × (individual event earning rate-integral benefit
Rate).
Preferably, the division unit is additionally operable to according to the achievement of fund in the market be to choose base per class FOF type funds
Quasi- assets, and obtain the earning rate per class FOF type funds and the individual event earning rate per class benchmark assets；
The fund select income for：Benchmark weighted value × (FOF types return on funds-individual event earning rate).
Preferably, the division unit is additionally operable to according to the achievement of fund in the market be to choose base per class FOF type funds
Quasi- assets, and obtain the earning rate per class FOF type funds and the individual event earning rate per class benchmark assets；
The fund select income for：(style weighted value-benchmark weighted value) × (FOF types return on funds-individual event income
Rate).
The third aspect according to the present invention provides a kind of storage device, is stored thereon with computer program, described program quilt
The mutual fund earnings analysis method described in first aspect is realized when processor executes.
Fourth aspect according to the present invention, provides a kind of mutual fund earnings analytical equipment, described device include storage device and
Processor,
The storage device, for storing computer program；
The processor, for executing the computer program to realize the mutual fund earnings analysis side described in first aspect
Method.
By above-mentioned technical proposal, a kind of mutual fund earnings analysis method provided by the invention and device, first by FOF type bases
Gold is classified according to investment tactics, according to the number of actually holding position of every class FOF type funds for per the corresponding wind of class FOF type funds matching
Then lattice weighted value works out corresponding strategy index for every class FOF type funds, determined per class FOF type funds according to tactful index
Benchmark weighted value recycles style weighted value and benchmark weighted value to determine the excess earnings per class FOF type funds.It is received using excess
Benefit estimates the future profits situation of every class FOF type funds, and then helps user according to the excess earnings feelings of every class FOF type funds
Condition selects eligible investment fund to be invested, and user can be instructed to carry out Investment ＆ Financing easily and fast.
Above description is only the general introduction of technical solution of the present invention, in order to better understand the technical means of the present invention,
And can be implemented in accordance with the contents of the specification, and in order to allow above and other objects of the present invention, feature and advantage can
It is clearer and more comprehensible, below the special specific implementation mode for lifting the present invention.
Description of the drawings
By reading the detailed description of hereafter preferred embodiment, various other advantages and benefit are common for this field
Technical staff will become clear.Attached drawing only for the purpose of illustrating preferred embodiments, and is not considered as to the present invention
Limitation.And throughout the drawings, the same reference numbers will be used to refer to the same parts.In the accompanying drawings：
Fig. 1 is a kind of flow chart of mutual fund earnings analysis method provided in an embodiment of the present invention；
Fig. 2 is the flow chart of another mutual fund earnings analysis method provided in an embodiment of the present invention；
Fig. 3 is the flow chart of another mutual fund earnings analysis method provided in an embodiment of the present invention；
Fig. 4 is a kind of structural schematic diagram of mutual fund earnings analytical equipment provided in an embodiment of the present invention；
Fig. 5 is the structural schematic diagram of another mutual fund earnings analytical equipment provided in an embodiment of the present invention；
Fig. 6 is the structural schematic diagram of another mutual fund earnings analytical equipment provided in an embodiment of the present invention；
Fig. 7 is a kind of entity structure schematic diagram of mutual fund earnings analytical equipment provided in an embodiment of the present invention.
Specific implementation mode
The exemplary embodiment of the disclosure is more fully described below with reference to accompanying drawings.Although showing the disclosure in attached drawing
Exemplary embodiment, it being understood, however, that may be realized in various forms the disclosure without should be by embodiments set forth here
It is limited.On the contrary, these embodiments are provided to facilitate a more thoroughly understanding of the present invention, and can be by the scope of the present disclosure
Completely it is communicated to those skilled in the art.
An embodiment of the present invention provides a kind of mutual fund earnings analysis methods, can estimate following excess of FOF type funds
Income helps user according to the excess earnings situation of every class FOF type funds, eligible investment fund is selected to be invested, convenient
User is quickly instructed to carry out Investment ＆ Financing.
As shown in Figure 1, the mutual fund earnings analysis method of the present embodiment includes：
Step 101, base fund of funds FOF type funds are classified according to investment tactics, according to every class FOF type funds
Actually hold position number to match corresponding style weighted value per class FOF type funds.
Step 102, it is to work out corresponding strategy index per class FOF type funds, benchmark weighted value is determined according to tactful index.
Step 103, the excess earnings per class FOF type funds is determined using style weighted value and benchmark weighted value.
In the above-mentioned technical solutions, in the above-mentioned technical solutions, investment tactics is investment orientation and/or fund property, is pressed
FOF type funds can be divided into a kind of or multiclass according to investment tactics, divided with specific reference to investment tactics, due to variety classes
FOF type funds hold position number difference.Therefore, it is each according to corresponding several descending or ascending sequence of holding position
FOF type funds match suitable style weighted value, or by hold position number divided by the institute of certain class FOF type funds for holding corresponding style
The open interest for having FOF type funds, as style weighted value.Then good to be showed in every selected market of class FOF type funds
Fund is worked out, and determines corresponding tactful index, and carrying out corresponding numerical operation on the basis of the strategy index obtains
The algorithm user of benchmark weighted value, the numerical operation can carry out sets itself according to the actual conditions of fund.It will finally obtain
Style weighted value and benchmark weighted value substitute into excess earnings calculation formula in, obtain the excess earnings of every class FOF type funds,
So that user selects suitable investment funds according to the risk return profile of excess earnings.
The excess earnings results contrast determined through the above scheme is accurate, the investment selected according to the excess earnings result
The income that fund is obtained is compared with actual situation of Profit close to and then making the excess earnings result obtained by this programme more
With reference value, user can be instructed to carry out Investment ＆ Financing easily and fast.
As shown in Fig. 2, in a particular embodiment, step 102 specifically includes：
Step 1021, preliminary screening is carried out in privately-offered fund database obtain preliminary screening fund.
Step 1022, clustering is carried out to preliminary screening fund, and predetermined policy feature will not be met in cluster result
Fund delete, obtain fund pool.
Step 1023, fund pool is checked, forms index constituent fund.
Step 1024, average daily earning rate of the gauge index ingredient fund within predetermined number of days, according to average daily earning rate
Determine strategy index.
Step 102 ', benchmark weighted value is determined according to tactful index.
In the above-mentioned technical solutions, privately-offered fund refers to the fund raised privately or directly to special group, and private is raised base
The market achievement of each fund is compared with predetermined achievement in gold database, chooses the fund more than predetermined achievement as preliminary
Screen fund.Corresponding predetermined policy feature is formulated for every class FOF type funds, and preliminary screening fund is utilized into clustering,
The fund not being consistent with the predetermined policy feature of the FOF type funds of each classification in preliminary screening fund is deleted, and then is obtained
Fund pool corresponding with the FOF type funds of each classification.Then manual review is carried out to the fund pool, deletion does not meet user
It is required that fund, obtain index constituent fund.The situation of Profit of the index constituent fund within predetermined number of days is collected, by total revenue
Rate divided by predetermined number of days obtain average daily earning rate of the index constituent fund within predetermined number of days, using this be averaged daily earning rate as
Tactful index, or the daily earning rate that is averaged is substituted into set formula, calculate corresponding tactful index.Wherein user is according to reality
Border is set formula solid accordingly.In this way, the tactful index obtained is more representative so that referred to according to the strategy
The determining benchmark weighted value of number can be more accurate.
In a particular embodiment, step 1021 specifically includes：
It is deleted in privately-offered fund database and sets up fund and/or renewal frequency of the time less than the setting time limit less than predetermined
The fund of frequency obtains preliminary screening fund.
For example, in order to choose more representative fund, carried out tentatively to the fund in privately-offered fund database
It when screening, deletes and sets up fund of the time less than 2 years, and delete renewal frequency less than circular frequency (the primary frequency of update in i.e. every 7 days
Rate) fund.
The setting time limit and preset frequency in said program can setting according to user, and then meet user
Diversified demand.
In a particular embodiment, before step 1023, mutual fund earnings analysis method further includes：
Step 1023 ', the fund of achievement the first predetermined ratio in the top is deleted from fund pool, and delete achievement row
The fund of name the second predetermined ratio rearward.
Corresponding step 1023 specifically includes：
Fund pool after delete processing is checked, index constituent fund is formed.
In the above-mentioned technical solutions, in order to enable the fund chosen is more reasonable, achievement in fund pool is near preceding or most
Fund rearward does not all have representativeness, cannot represent the overall condition of category fund, therefore will be in the top and rearward
Part fund delete.Then manual review is carried out to the fund pool after delete processing again.For example, deleting in fund pool before achievement
Then 10% and rear 5% fund carries out manual review to remaining, forms final index constituent fund.
In a particular embodiment, before step 1024, mutual fund earnings analysis method further includes：
Step 1024 ', it is spaced to schedule and index constituent fund is updated.
Corresponding step 1024 specifically includes：
Calculate average daily earning rate of the updated index constituent fund within predetermined number of days.
In the above-mentioned technical solutions, periodically index constituent fund is updated, ensures that index constituent fund can represent
Newest fund situation makes the average daily earning rate calculated according to updated index constituent fund that can also remain newest shape
State.Wherein, the predetermined time interval user regularly updated can set according to actual conditions.
In a particular embodiment, step 1024 specifically includes：
Determine the base period strategy index a in index base period and index base period；Gauge index ingredient fund is within predetermined number of days
Average daily earning rate b；The calculation formula of tactful index is：a+b×103.
For example, selecting on December 31st, 2014 is used as the index base period, and set the base period strategy index in index base period as
1000, it is 0.34% in average daily earning rate of the index constituent fund that on January 6th, 2015 is chosen in 30 days, then strategy refers to
Number is 1000+0.34% × 103.
In a particular embodiment, FOF types fund includes but not limited to market neutrality fund, stock bull fund, commodity phase
Goods fund, Bond Fund, then step 102 specifically include：
Computing market neutrality fund, stock bull fund, commodity future fund, the corresponding strategy of Bond Fund refer to
Number, and according to principle of maximum entropy, average weighted calculating is carried out in conjunction with each tactful index, the weighted results of acquisition are weighed as benchmark
Weight values.
Through the above scheme, FOF type funds can be divided according to investment tactics, is divided into market neutrality fund, stock
Ticket bull fund, commodity future fund, Bond Fund.Corresponding benchmark power can be determined for the fund after each division in this way
Weight values.After FOF type funds are divided, the excess earnings situation of each fund after dividing can be preferably analyzed, is divided
It is more careful, enable the investment orientation of user definitely.
As shown in figure 3, in a particular embodiment, mutual fund earnings analysis method further includes：
Step 104, according to the tactful benchmark of every class FOF type funds, excess earnings is divided into：Active arrangement strategy income,
Income when fund selects income and fund to select.
In the above-mentioned technical solutions, in order to preferably analyze the situation of Profit of every class FOF type funds, excess earnings is carried out
It divides.Wherein, active arrangement strategy income, the fund chosen relative to tactful benchmark (for example, market achievement is higher than setting value)
The income that assets are brought, market achievement show outstanding or market achievement show poor fund asset can bring it is positive
Active arrangement strategy income.Fund selects income, is that every class FOF types fund is compared with tactful benchmark, due to different assets
The different situation of Profit that the benchmark assets of selection are different and generate, i.e. FOF types fund and benchmark assets configure phase to homogeneous asset
Together, the income difference that FOF types fund and benchmark assets generate is that fund selects income.Income when fund is selected refers to being passed through according to fund
Manage a kind of active management ability to FOF type funds, the situation of Profit brought.
In a particular embodiment, step 104 specifically includes：
It is benchmark assets to be chosen per class FOF type funds, and obtain per class benchmark assets according to the achievement of fund in the market
Individual event earning rate and all benchmark assets integral benefit rate；Active arrangement strategy income is：(style weighted value-benchmark
Weighted value) × (individual event earning rate-integral benefit rate).
In a particular embodiment, step 104 specifically includes：
It is benchmark assets to be chosen per class FOF type funds, and obtain per class FOF type funds according to the achievement of fund in the market
Earning rate and individual event earning rate per class benchmark assets；Fund select income for：Benchmark weighted value × (FOF type mutual fund earnings
Rate-individual event earning rate).
In a particular embodiment, step 104 specifically includes：
It is benchmark assets to be chosen per class FOF type funds, and obtain per class FOF type funds according to the achievement of fund in the market
Earning rate and individual event earning rate per class benchmark assets；Fund select income for：(style weighted value-benchmark weighted value) ×
(FOF types return on funds-individual event earning rate).
In the above-mentioned technical solutions, ranking is carried out according to the achievement of fund in the market, and grade is carried out to the ranking and is drawn
Point (for example, be divided into outstanding, medium, poor three grades or user is divided into the grade quantity of needs), and therefrom choose city
Several outstanding funds of fund performance are as benchmark assets in, or choose several funds that fund performance is medium in market and make
On the basis of assets, or choose in market the poor several funds of fund performance as benchmark assets.And obtain several of selection
The integral benefit rate of the individual event earning rate of fund and all benchmark assets, and calculate active arrangement strategy according to above-mentioned formula and receive
Income when benefit, fund selection income and fund are selected.So that user is according to active arrangement strategy income, fund selection income and fund
The situation of Profit of income carries out comprehensive descision when selecting, and eligible investment direction is selected to be invested.
Income can be by list, cake chart, column when active arrangement strategy income, fund selection income and fund are selected
The mode of figure, linear graph etc. is indicated, and allows users to the excess earnings situation for intuitively seeing each FOF types fund.
As the specific implementation of Fig. 1 methods, an embodiment of the present invention provides a kind of mutual fund earnings analytical equipments, such as Fig. 4 institutes
Show, which includes：Style weighted value computing unit 21, benchmark weighted value computing unit 22 and income calculation unit 23；
Style weighted value computing unit 21, for base fund of funds FOF type funds to be classified according to investment tactics,
According to the number of actually holding position of every class FOF type funds for per the corresponding style weighted value of class FOF type funds matching；
Benchmark weighted value computing unit 22, for working out corresponding strategy index for every class FOF type funds, according to tactful index
Determine the benchmark weighted value per class FOF type funds；
Income calculation unit 23, for determining the excess per class FOF type funds using style weighted value and benchmark weighted value
Income.
As shown in figure 5, in a particular embodiment, benchmark weighted value computing unit 22 specifically includes：
Preliminary screening module 221 obtains preliminary screening fund for carrying out preliminary screening in privately-offered fund database；
Cluster Analysis module 222, for carrying out clustering to preliminary screening fund, and it is pre- by not met in cluster result
The fund for determining policy characteristics is deleted, and fund pool is obtained；
Review module 223 forms index constituent fund for checking fund pool；
Tactful index computing module 224 is used for average daily earning rate of the gauge index ingredient fund within predetermined number of days, root
Tactful index is determined according to average daily earning rate.
In a particular embodiment, it is low to be additionally operable to the deletion establishment time in privately-offered fund database for preliminary screening module 221
It is less than the fund of preset frequency in the fund and/or renewal frequency of the setting time limit, obtains preliminary screening fund.
In a particular embodiment, benchmark weighted value computing unit 22 further includes：
Removing module forms before index constituent fund for being checked to fund pool, industry is deleted from fund pool
The fund of achievement the first predetermined ratio in the top, and delete achievement and rank behind the fund of the second predetermined ratio；
Review module 223 is additionally operable to check the fund pool after delete processing, forms index constituent fund.
In a particular embodiment, benchmark weighted value computing unit 22 further includes：
Update module is used for before the average daily earning rate in gauge index ingredient fund within predetermined number of days, according to pre-
It fixes time to be spaced and index constituent fund is updated；
Tactful index computing module 224 is additionally operable to calculate updated index constituent fund being averaged within predetermined number of days
Daily earning rate.
In a particular embodiment, tactful index computing module 224 is additionally operable to determine index base period and index base period
Base period strategy index a；Average daily earning rate b of the gauge index ingredient fund within predetermined number of days；The calculation formula of tactful index
For：a+b×103.
In a particular embodiment, FOF types fund includes but not limited to market neutrality fund, stock bull fund, commodity phase
Goods fund, Bond Fund；
Benchmark weighted value computing unit 22 is additionally operable to computing market neutrality fund, stock bull fund, commodity future base
The corresponding tactful index of gold, Bond Fund, and according to principle of maximum entropy, average weighted is carried out in conjunction with each tactful index
It calculates, the weighted results of acquisition are as benchmark weighted value.
As shown in fig. 6, in a particular embodiment, device further includes：
Division unit 24, for according to the tactful benchmark per class FOF type funds, excess earnings to be divided into：Active arrangement plan
Income when slightly income, fund selection income and fund are selected.
In a particular embodiment, division unit 24 are additionally operable to according to the achievement of fund in the market be per class FOF type funds
Benchmark assets are chosen, and obtain the integral benefit rate of the individual event earning rate and all benchmark assets per class benchmark assets；
Active arrangement strategy income is：(style weighted value-benchmark weighted value) × (individual event earning rate-integral benefit rate).
In a particular embodiment, division unit 24 are additionally operable to according to the achievement of fund in the market be per class FOF type funds
Benchmark assets are chosen, and obtain the earning rate per class FOF type funds and the individual event earning rate per class benchmark assets；
Fund select income for：Benchmark weighted value × (FOF types return on funds-individual event earning rate).
In a particular embodiment, division unit 24 are additionally operable to according to the achievement of fund in the market be per class FOF type funds
Benchmark assets are chosen, and obtain the earning rate per class FOF type funds and the individual event earning rate per class benchmark assets；
Fund select income for：(style weighted value-benchmark weighted value) × (FOF types return on funds-individual event earning rate).
Based on mutual fund earnings analysis method shown in above-mentioned Fig. 1-3, deposited correspondingly, the embodiment of the present invention additionally provides one kind
Equipment is stored up, computer program is stored thereon with, step corresponding to method shown in Fig. 1-3 is realized when program is executed by processor.
Based on the embodiment of virtual bench shown in method shown in above-mentioned Fig. 1-3 and Fig. 4-6, the embodiment of the present invention additionally provides
The entity apparatus of a kind of mutual fund earnings analysis, as shown in fig. 7, comprises storage device 32, processor 31 and being stored in storage device
Computer program that is upper and can running on a processor, wherein storage device 32 and processor 31 are arranged in bus 33, locate
Reason device 31 realizes step corresponding to method shown in Fig. 1-3 when executing program.
Above-mentioned technical proposal through the invention can accurately determine the excess earnings of all kinds of FOF types funds, using super
Volume income estimates the future profits situation of every class FOF type funds, and then helps user according to the excess earnings of every class FOF type funds
Situation selects eligible investment fund to be invested, and user is instructed to carry out Investment ＆ Financing easily and fast.
Through the above description of the embodiments, those skilled in the art can be understood that the application can lead to
Hardware realization is crossed, the mode of necessary general hardware platform can also be added to realize by software.Based on this understanding, this Shen
Technical solution please can be expressed in the form of software products, which can be stored in a non-volatile memories
In medium (can be CD-ROM, USB flash disk, mobile hard disk etc.), including some instructions are used so that a computer equipment (can be
Personal computer, server or network equipment etc.) execute each implement scene of the application described in method.
It will be appreciated by those skilled in the art that the accompanying drawings are only schematic diagrams of a preferred implementation scenario, module in attached drawing or
Flow is not necessarily implemented necessary to the application.
It will be appreciated by those skilled in the art that the module in device in implement scene can be described according to implement scene into
Row is distributed in the device of implement scene, can also be carried out respective change and is located at the one or more dresses for being different from this implement scene
In setting.The module of above-mentioned implement scene can be merged into a module, can also be further split into multiple submodule.
Above-mentioned the application serial number is for illustration only, does not represent the quality of implement scene.
Disclosed above is only several specific implementation scenes of the application, and still, the application is not limited to this, Ren Heben
What the technical staff in field can think variation should all fall into the protection domain of the application.
Claims (10)
1. a kind of mutual fund earnings analysis method, which is characterized in that including：
Base fund of funds FOF type funds are classified according to investment tactics, according to the number of actually holding position of every class FOF type funds
Corresponding style weighted value is matched for every class FOF type funds；
Corresponding strategy index is worked out for every class FOF type funds, benchmark weighted value is determined according to the tactful index；
The excess earnings per class FOF type funds is determined using the style weighted value and the benchmark weighted value.
2. according to the method described in claim 1, it is characterized in that, described to work out corresponding strategy index per class FOF type funds,
It specifically includes：
Preliminary screening is carried out in privately-offered fund database obtains preliminary screening fund；
Clustering is carried out to the preliminary screening fund, and the fund for not meeting predetermined policy feature in cluster result is deleted
It removes, obtains fund pool；
The fund pool is checked, index constituent fund is formed；
Average daily earning rate of the index constituent fund within predetermined number of days is calculated, institute is determined according to the average daily earning rate
State tactful index.
3. according to claim 1-2 any one of them methods, which is characterized in that described to be carried out just in privately-offered fund database
Step screening obtains preliminary screening fund, specifically includes：
It is deleted in privately-offered fund database and sets up fund and/or renewal frequency of the time less than the setting time limit less than preset frequency
Fund, obtain preliminary screening fund.
4. according to claim 1-2 any one of them methods, which is characterized in that described to check the fund pool, shape
Before exponentially ingredient fund, the method further includes：
The fund of achievement the first predetermined ratio in the top is deleted from the fund pool, and is deleted achievement and ranked behind second
The fund of predetermined ratio；
It is described that the fund pool is checked, index constituent fund is formed, is specifically included：
Fund pool after delete processing is checked, index constituent fund is formed.
5. according to claim 1-2 any one of them methods, which is characterized in that described to calculate the index constituent fund pre-
Before determining the average daily earning rate in number of days, the method further includes：
It is spaced to schedule and the index constituent fund is updated；
Average daily earning rate of the index constituent fund within predetermined number of days is calculated, is specifically included：
Calculate average daily earning rate of the updated index constituent fund within predetermined number of days.
6. according to claim 1-2 any one of them methods, which is characterized in that described to calculate the index constituent fund pre-
Determine the average daily earning rate in number of days, the tactful index is determined according to the average daily earning rate, is specifically included：
Determine the base period strategy index a in index base period and the index base period；
Calculate average daily earning rate b of the index constituent fund within predetermined number of days；
It is described strategy index calculation formula be：a+b×103。
7. according to claim 1-6 any one of them methods, which is characterized in that the FOF types fund includes but not limited to city
The neutral fund in field, stock bull fund, commodity future fund, Bond Fund, then it is described that base is determined according to the tactful index
Quasi- weighted value, specifically includes：
Calculate the market neutrality fund, the stock bull fund, the commodity future fund, Bond Fund difference
Corresponding strategy index, and according to principle of maximum entropy, average weighted calculating, the weighting knot of acquisition are carried out in conjunction with each tactful index
Fruit is as benchmark weighted value.
8. a kind of mutual fund earnings analytical equipment, which is characterized in that including：
Style weighted value computing unit, for base fund of funds FOF type funds to be classified according to investment tactics, according to every
Class FOF type funds actually hold position number to match corresponding style weighted value per class FOF type funds；
Benchmark weighted value computing unit, it is true according to the tactful index for working out corresponding strategy index for every class FOF type funds
The fixed benchmark weighted value per class FOF type funds；
Income calculation unit, for being determined per the super of class FOF type funds using the style weighted value and the benchmark weighted value
Volume income.
9. a kind of storage device, is stored thereon with computer program, which is characterized in that realized when described program is executed by processor
Claim 1 to 7 any one of them mutual fund earnings analysis method.
10. a kind of mutual fund earnings analytical equipment, which is characterized in that described device includes storage device and processor,
The storage device, for storing computer program；
The processor, for executing the computer program to realize claim 1 to 7 any one of them mutual fund earnings point
Analysis method.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201711384965.5A CN108305171A (en) | 2017-12-20 | 2017-12-20 | A kind of mutual fund earnings analysis method and device |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201711384965.5A CN108305171A (en) | 2017-12-20 | 2017-12-20 | A kind of mutual fund earnings analysis method and device |
Publications (1)
| Publication Number | Publication Date |
|---|---|
| CN108305171A true CN108305171A (en) | 2018-07-20 |
Family
ID=62870523
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| CN201711384965.5A Withdrawn CN108305171A (en) | 2017-12-20 | 2017-12-20 | A kind of mutual fund earnings analysis method and device |
Country Status (1)
| Country | Link |
|---|---|
| CN (1) | CN108305171A (en) |
Cited By (2)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN109285070A (en) * | 2018-08-22 | 2019-01-29 | 平安科技（深圳）有限公司 | Hold position method of adjustment and device, storage medium, the computer equipment of fund |
| CN109615530A (en) * | 2018-12-11 | 2019-04-12 | 平安科技（深圳）有限公司 | Surely calculation method, device, computer equipment and storage medium are thrown |
-
2017
- 2017-12-20 CN CN201711384965.5A patent/CN108305171A/en not_active Withdrawn
Cited By (2)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN109285070A (en) * | 2018-08-22 | 2019-01-29 | 平安科技（深圳）有限公司 | Hold position method of adjustment and device, storage medium, the computer equipment of fund |
| CN109615530A (en) * | 2018-12-11 | 2019-04-12 | 平安科技（深圳）有限公司 | Surely calculation method, device, computer equipment and storage medium are thrown |
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