派息与股价

来源：互联网发布：车身变颜色软件编辑：程序博客网时间：2024/04/27 18:41

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源数据来自招商证据软件，fundid:股票代码，x系除权除息日开盘价与股权登记日收盘价的差值除以股权登记日收盘价，
反应股价波动率
y：派息率，派息金额与股权登记日收盘价比值
*//;
data test;
   input fundid $6. x y;
cards;
601288 -0.0375 0.044494382
000031 -0.0166 0.00560166
000527 -0.0359 0.032348243
600418 -0.0210 0.02180937
600547 -0.0003 0.003757306
601009 -0.0336 0.030269058
601808 0.0024      0.009568813
000538 -0.0042 0.002493938
000983 -0.0037 0.011187073
002069 -0.0145 0.016348774
002422 -0.0050 0.004518072
600068 -0.0098 0.012605042
600508 -0.0070 0.0135
601158 -0.0391 0.034153094
601699 -0.0134 0.018852116
601933 0.0004 0.006430868
000027 -0.0186 0.012857143
000528 -0.0188 0.01955105
600058 -0.0067 0.007420495
600125 -0.0070 0.006315789
600585 -0.0164 0.019137303
601398 -0.0476 0.0435
601107 -0.0189 0.021891892
601988 -0.0498 0.046345515
600132 -0.0129 0.007715388
600221 -0.0234 0.02109375
600300 -0.0200 0.005011136
600690 -0.0151 0.012857143
600795 -0.0341 0.034090909
601668 -0.0208 0.021364985
600019 -0.0438 0.0375
600177 -0.0408 0.038668099
600196 -0.0020 0.009072581
600598 -0.0125 0.0208125
600655 -0.0012 0.007608696
601088 -0.0305 0.03254319
000402 0.0045   0.013533835
000709 -0.0034 0.009215017
000778 -0.0694 0.055762082
002122 0.0014 0.012838802
002142 -0.0188 0.018789144
002146 0.0167 0.009015025
600239 0.0161 0.004843918
600383 0.0073 0.008934307
601628 -0.0018 0.01242497
601898 -0.0149 0.022114286
002001 -0.0230 0.024313372
600036 -0.0223 0.032363014
600415 0.0012      0.010356732
601857 -0.0054 0.015877814
000559 -0.0475 0.044262295
000630 0.0010      0.004281637
000951 -0.0031 0.011679389
601666 -0.0090 0.016216216
601888 -0.0077 0.00329188
600352 -0.0115 0.014778325
600583 0.0000      0.005393836
600893 0.0029   0.004239829
601788 -0.0085 0.01664079
600528 0.0078      0.01164295
;
run;
data test;
   set test;
   y=y*0.9; /*派息赋税情况，10%赋税*/
   z=x+y;   /*x,y求和，一定程度反映利润大小*/
            /*未考虑交易成本*/
   if z<0 then flag=0;*标识派息与降价大小;
   else flag=1;
run;
*明显的负相关关系;
proc corr data=test;
   var x y;
run;
*两组数据波动情况;
proc sgplot data=test;
    series x=fundid y=x / LINEATTRS=(color=red);
series x=fundid y=y /lineattrs= (color=blue);
series x=fundid y=z ;
    scatter x=fundid y=z;
run;
*对利润z进行正态性检验;
options nogstyle;
proc univariate data=test normal;
   var z;
   histogram z / kernel (color=red)
                 cfill= ltgray
     nmidpoints=60;
run;