Skip to main content
Lab · 免费

SML 可视化器 + Alpha 筛选器

为选定的范围绘制证券市场线；查看哪些股票位于线上方（α 正）哪些位于下方。按 alpha 符号颜色编码。点击任何点查看完整诊断。

证券市场线 + Alpha 筛选器

找出位于 SML 之上 (低估) 或之下 (高估) 的股票
重要: 历史 α 不是未来 α 的信号——大多数已记载的异常在发表后迅速衰减。这是教育性可视化,而非买卖信号。
相关实验室
Lab
CAPM Calculator
Live β regression, expected return via Capital Asset Pricing Model.
Lab
Risk & Return Statistics
Compute E(r), σ², σ, Sharpe, skew, kurtosis from probabilistic or historical data.
Lab
Correlation Matrix
Visualize how assets co-move; quantify diversification benefit.
关于本实验室

Plot every stock on a graph with beta on the X-axis and expected return on the Y-axis. CAPM says they should all line up on a single straight line - the Security Market Line. Stocks above the line earn more than CAPM expects (positive alpha → maybe undervalued). Stocks below earn less (negative alpha → maybe overvalued). It's CAPM made visual.

方法论

每个实验室都基于标准教科书数学（Bodie / Kane / Marcus、Fabozzi、Tandelilin）。 Read the full methodology in the How It Works panel above.

引用本工具
Blockcircle Labs. (2026). SML 可视化器 + Alpha 筛选器. Retrieved from https://blockcircle.com/labs
不是投资建议。工具仅用于教育和研究目的。
证券市场线可视化 + Alpha 选股器 — Blockcircle Labs | Blockcircle