量化观市：当前微盘股的风控指标有什么变化？

• The macro timing model recommends an equity allocation of 25% for November, with signal strength of 0% for economic growth and 50% for monetary liquidity. The model's year-to-date return is 13.55%, compared to Wind All A's return of 25.61%[4][41][42] - The rotation indicator suggests investing in micro-cap stocks as their relative net value to the Moutai Index is 2.05, above the 243-day moving average of 1.74. Additionally, the 20-day closing price slope for micro-cap stocks is 0.28%, higher than the Moutai Index's -0.18%[17][18][25] - Eight major stock selection factors were tracked, with reversal (27.26%), technical (23.94%), and reversal (23.86%) factors performing well, while market capitalization (-6.86%), consensus expectations (-5.31%), and value (0.25%) factors showed weaker performance[47][48][49] - Quantitative convertible bond selection factors were constructed, focusing on the relationship between convertible bonds and their underlying stocks. Factors include parity, bottom price premium rate, and financial quality of the underlying stocks. Positive IC mean values were observed for convertible bond valuation, financial quality, and value factors[56][57][58]