1、 HYPERLINK / 中證指數2022年8 月份運行報告 HYPERLINK / 目錄 HYPERLINK l _bookmark0 8 HYPERLINK / 月市概要 1 HYPERLINK l _bookmark1 A HYPERLINK / 主指表現 2 HYPERLINK l _bookmark2 滬深 HYPERLINK / 00 數析 3 HYPERLINK l _bookmark3 主題 HYPERLINK / 行指表現 5 HYPERLINK l _bookmark4 策略 HYPERLINK / 數現 6 HYPERLINK l _bookmark5 商品 HYPERL

2、INK / 貨數現 8 HYPERLINK l _bookmark6 債券 HYPERLINK / 數現 9 HYPERLINK / 表 1成指市數據 10 HYPERLINK / 表 2綜指市數據 12 HYPERLINK / 表 3主指市數據 12 HYPERLINK / 表 4風指市數據 23 HYPERLINK / 表 5紅指市數據 24 HYPERLINK / 表 6策指市數據 25 HYPERLINK / 表 7基面數場據 288 月份市場概要定期分析報告8月份國際市場主要股指普遍下跌8 月美國標普全球制造業PMI與綜合產出指數續雙雙下行，美國經濟動能仍在放緩。30 日，美國紐約聯

3、儲行長表示，預計美聯儲今將繼續提高利。受通脹以及能源供應受限影響，歐元區8 月經濟景氣指數從上月的降至97.創下19 個月以來的最低水平經濟瀕臨衰退標普500 指數全月下跌收至355.00 點STXX歐洲600 指數全月下跌5.29收至415.12 點日經225 指全月上漲1.04；中證香港100 指數全月下跌1.12。8 月滬深市場全線調整。12 日，中國證券監督管理委員會、香港證券及期貨事務察委員會發布聯合公告，宣布優化調整滬深港通交易日歷，滬深港通在兩地均為交易日時將全部開通，完善內地與香港股票市場交易互聯互通機制。26 日，中國證券監管理委員會、中華人民共和國財政部與美國公眾公司會計監

4、督委員會(PCA)簽署審計監管合作協議將于近期啟動相關合作整體來看上證綜合指數全月下跌1.57收 3202.14點。當月滬深京市場日均成交金額10182.36 億元，環比上漲0.38。滬深A股規模指數全線下跌滬深300 跌幅最小全月下跌2.19中證1000 全月下跌5.1跌幅最大深市方面深證成指全月下跌3.68創業板指全月下跌3.75。上海市場中上證50 全月下跌1.09，跌幅最??；科創50 全月下跌5.44%，跌幅最大。8 月份，港股教育板塊走高，能源板塊整體表現較優，C 教育、通信紅利、300能源分別上漲19.714.310.8汽車板塊回調上證高新500 汽車汽配中證全指汽車配件分別下跌1

5、6.0、15.1、14.2%。圖1：全球主要股指走勢A股主要指數表現定期分析報告8月滬深市場全線調整整體來看上證綜指數全月下跌1.57收至3202.14 點當月滬深京市場日均成交金額10182.36 億元，環比上漲0.38。滬深A股規模指數全線下跌滬深300 跌幅最小全月下跌2.19中證1000 全月下跌5.15跌幅最大深市方面深證成指全月下跌3.68創業板指全月下跌3.75。上海市場中，上證50 全月下跌1.09，跌幅最??；科創50 全月下跌5.44%，跌幅最大。圖2：全市場主要指數漲跌幅圖3：上海市場主要指數漲跌幅圖4：深圳市場主要指數漲跌幅圖5：中證主要指數市值覆蓋率滬深300指數分析定

6、期分析報告8 月份滬深300 指數從上月末4170.10 點下跌至4078.84 點，低點為4046.62 點，月下跌2.198 月份滬深300 指數日均成交2415.10 億元環比下降12.168 月末深300指數滾動市盈率為17.24 倍，與上月末17.41 倍的水平相比有所下降。圖6：滬深300 指數走勢一級行業指漲跌不一。能源行業上漲10.80，漲幅最大；可選消費、工業、原料分下跌7.60、6.04、3.07，跌幅居前。圖7：滬深300 行業指數漲跌幅圖8：滬深300 行業權重分布滬深300 指數中，重排名前三的行業分別為工業、金融、主要消費，月末權重別為1.9520.0514.99累

7、計權重56.99能源和房地產權重較低分別為和1.9。8月末滬深300 指數滾動市盈率為17.24 倍市凈率為1.43 倍從行業來看主要消費市盈率最高，滾動市盈率為86.81 倍，與上月86.68 倍的水平相比略有回升。圖9：滬深300 行業市盈率圖10：滬深300 行業市凈定期分析報告滬深300 指數權重中，貴州茅臺、寧德時代、中國平安位列前三大權重股，權分別為6.333.54%和2.49招商銀行權重位列第四為2.27%五糧液隆基綠能長江電位列第5、6、7 位，權重為1.70、1.62和1.43，前10 大權重股權重合 23.40。8 月份對滬深300 影響最大的10 只股票中，貢獻居前股票分

8、別為隆基綠能、寧德代、比亞，分別貢獻13.34 點、7.64 點和6.27 點，前10 只股票合計貢獻32.12 點。圖11：滬深300 前10 大權重股 圖12：影響最大的10 只股票單位：點)定期分析報告主題及行業指數表現8 月份，港股教育板塊走高，能源板塊整體表現較優，C 教育、通信紅利、300能源分別上漲19.714.310.8汽車板塊回調上證高新500 汽車汽配中證全指汽車配分別下跌16.0、15.1、14.2%。圖1：走勢領先的20 條指數圖1：走勢落后的20 條指數定期分析報告策略指數表現8 月風格指數漲跌不一，價值指數表現均優于成長指數。380 價值漲幅最大，漲為1.8；300

9、 成長跌幅最大，跌幅為3.82。基本面指普遍下跌其中上證基本面200 指數上漲0.41漲幅最大上證基面300指數下跌2.79，跌幅最大。圖15：風格指數系列市場表現圖16：基本面指數系列市場表現8 月份紅利系列指數普遍上漲。上證國企紅利、上紅潛力、上證央企紅利分別上漲 5.643.44%2.20漲幅居前中證民企紅利上證民企紅利分別下跌2.81跌幅居。股息率最高的3 條指為紅利指數、中證紅利、180 紅利，分別為702、6.31 6.15。圖17：紅利指數系列與基準指數股息率對比8月份波動率加權指數系列的波幅與上月相比普遍有所上升滬深300 波動率加權數、中證500 波動率加權指數波幅分別為15

10、.88、19.99。定期分析報告圖18：波動率加權指數系列波幅圖19：波動率加權指數系列漲跌幅8月份貝塔指數普遍下跌漲幅最大的為300 低貝漲幅為5.11跌幅最大的為300高貝，跌幅為4.38。圖20：高低貝塔指數系列貝塔值圖21：高低貝塔指數系列漲跌幅定期分析報告商品期貨指數表現8月商品期貨指數漲跌不一中證有色金屬期貨成分指數上漲2.38漲幅最大證化工材期貨成份指數下跌2.18跌幅最大其余指數漲跌幅分別為中證糧油期成份指（2.24中證農產品期貨成份指（1.55中證商品期貨成份指（0.00、中證工業金期貨成份指（0.21中證工業品期貨成份指（0.62中證能化工期貨成份指（0.74）以及中證貴金

11、屬期貨成份指數（0.90%）。圖22：中證商品期貨成份指數系列市場表現定期分析報告債券指數表現8月官方制造業PMI為49.4較上月上升0.4個百分點制造業景氣水平有所回升；財新制造業PMI錄得49.5較上月下降0.9 個百分點重回收縮區間與官方制造業PMI走勢出差異。8月央行共開展460 億元逆回購和4000 億元MF操作累計有520 億元逆回購和6000 億元MF到期全口徑凈回籠資金2060 億元8 月22 日央行公布最新PR 報價非對稱下調1 年期PR 由3.70下調為3.65下調5 個基點5 年期以上品種由下調為4.30下調15 個基點有利于釋放中長期貸款需求8 月資金面繼續維持寬松銀行

12、間1 天質押式回購利（R001月內均值為1.21相比前月下行8bp銀行間7 質押式回購利R007月內均值為1.56相比前月下行10bpSHOR3M 月內均值為1.6，相比前月下行31bp。8月債市小幅上漲總體來看不同期限和品種的債券指數表現不一其中中證全債、中證綜合分別上漲0.92、0.80。分期限來看，長債表現優于短債，中證1、3 71010債分別上漲0.190.380.641.022.26分種來看中證國債、中證金融債中證企業債、中證短融分別上漲1.16、0.81、0.42、0.21。圖23：中證債券指數系列市場表現表1：成份指數市場數據表1：成份指數市場數據指數收益指數波動指數估值指數收盤

13、點位今年漲跌1周漲跌1月漲跌3月漲跌1年漲跌3年漲跌1月波動率1年波動率靜態市盈率市凈率股息率滬深300.84-.4%-.7%-.1%-.3%-.1%.3%.1%.2%.68.432.57%能源22.253.0%-2.2%1.8%0.0%3.1%3.6%3.1%3.7%1.300.966.43%材料27.22-1.6%-2.5%-3.0%-4.4%-2.9%5.2%2.8%2.9%4%工業21.73-1.7%-2.9%-6.0%2.5%-1.5%2.8%2.6%2.9%1.962.231.17%可選62.44-1.6%-1.0%-7.6%0.2%-1.2%1.4%1.5%2.6%2.342.9

14、02.06%消費326.62-9.2%0.2%0.1%5.0%1.0%4.3%1.4%2.1%4.177.781.16%醫藥168.42-2.4%0.5%-2.2%0.1%-2.3%4.1%2.9%2.8%3.835.650.78%-地產64.17-6.6%3.0%0.4%1.2%3.8%-2.9%2.6%3.1%7.530.833.61%信息22.80-3.3%-0.5%-1.3%-3.8%-2.2%3.6%2.3%2.3%2.373.371.29%通信27.96-2.0%0.4%0.5%-3.0%-1.2%-1.8%2.9%2.5%1.491.252.83%公用27.72-2.8%0.1%

15、2.8%0.5%2.5%1.1%1.4%2.3%2.312.052.18%中證.75-.3%-.2%-.2%.1%-.1%.9%.9%.8%.42.641.94%能源63.222.2%-7.3%9.1%4.3%1.1%15.4%4.1%4.8%1.861.663.86%原料44.06-1.4%-3.2%-3.6%0.6%-2.6%4.3%2.6%2.4%1.931.552.59%工業69.49-1.8%-2.8%-4.8%5.2%-1.1%6.9%2.6%2.3%1.741.831.56%可選33.55-1.3%-2.3%-6.3%2.2%-1.1%2.4%1.8%2.8%2.801.932.

16、52%消費195.88-1.3%-0.4%2.6%0.6%-3.1%2.6%1.9%2.1%3.093.151.69%醫藥157.03-2.8%-0.4%-3.0%-4.5%-1.0%9.0%2.1%2.3%1.982.331.49%-地產24.82-1.6%0.1%-1.4%-6.4%-1.9%-3.5%2.5%2.7%1.130.732.04%信息69.04-2.5%-2.6%-2.0%3.8%-2.1%-2.5%2.6%2.0%2.842.590.61%通信39.10-1.1%-1.2%-2.0%4.1%-1.1%-1.5%2.4%2.1%2.051.781.80%公用28.94-1.0

17、%-3.7%1.4%6.0%-5.2%7.6%2.2%3.4%1.921.192.11%中證全指.15-.9%-.8%-.0%.3%-.8%.8%.5%.0%.43.652.01%全指能源28.532.7%-4.9%8.8%2.3%1.1%5.7%3.3%3.3%1.911.085.53%全指材料36.37-1.7%-3.4%-4.5%1.0%-2.2%5.4%2.9%2.3%1.062.072.09%全指工業40.28-1.8%-3.5%-6.2%5.6%-1.8%5.6%2.9%2.6%2.462.211.16%全指可選46.17-1.5%-2.0%-7.4%4.1%-1.2%1.1%1.

18、5%2.3%2.652.561.80%全指消費109.25-1.6%-0.4%0.3%3.7%4.9%3.0%1.1%2.9%3.725.981.17%全指醫藥166.43-2.3%0.0%-2.8%-0.9%-2.2%1.9%2.8%2.6%2.313.401.09%-房地產46.18-9.8%0.6%-1.3%-2.7%-4.3%-2.5%2.9%9.670.872.55%全指信息53.89-2.5%-1.8%-2.2%1.1%-2.4%3.3%2.7%2.4%4%全指通信45.54-2.1%-0.6%-1.2%3.5%-1.5%-1.1%2.8%2.7%2.661.701.72%全指公用

19、23.61-1.2%-3.4%0.4%2.9%6.4%2.7%2.0%2.8%2.741.681.90%上證180.43-.1%-.1%-.2%-.4%-.0%.6%.3%.1%.58.153.15%能源13.543.0%-2.3%1.6%0.0%3.0%3.8%2.7%3.6%1.120.956.69%材料24.55-1.3%-2.7%-2.1%-6.2%-2.7%3.8%1.8%2.9%1.741.922.98%工業29.41-1.8%-1.7%-6.2%-1.4%-1.3%2.5%1.7%2.3%1.251.541.61%可選34.95-1.8%-0.1%-5.4%2.0%-1.3%3.

20、7%1.0%2.1%2.732.491.59%消費222.63-9.4%0.9%1.2%4.7%1.3%5.8%1.2%2.1%4.031.151.15%醫藥54.62-2.7%-0.3%-3.9%-3.0%-2.2%-5.6%2.0%2.5%3.315.100.61%金融行業60.19-0.9%0.7%-1.6%-5.990.595.04%信息22.19-3.0%0.9%-2.1%-7.1%-3.2%-1.2%3.1%2.8%3.413.980.59%通信18.440.4%-2.1%1.6%6.6%1.5%0.2%2.7%2.8%1.020.893.39%公用27.36-4.3%0.4%1.

21、6%-0.6%1.1%1.6%1.9%2.9%2.022.152.36%上證380.85-.1%-.5%-.8%.3%-.7%.1%.0%.1%.65.582.42%能源14.023.6%-7.3%1.2%6.9%2.1%9.1%4.4%4.8%1.481.473.14%材料55.86-1.4%-3.6%-5.2%1.1%-2.7%4.1%2.7%2.5%1.681.852.49%工業59.91-1.5%-3.0%-5.0%3.1%-8.4%3.3%2.3%2.9%1.971.782.34%可選56.32-1.5%-3.1%-8.0%6.3%-1.3%4.6%2.1%2.6%2.602.681

22、.90%消費143.47-1.4%-1.4%-1.8%-0.7%5.9%3.0%1.1%2.0%3.153.641.21%醫藥101.74-1.7%-0.6%-2.4%-2.0%-1.0%1.8%2.5%2.0%1.072.551.51%金融24.60-8.1%1.4%0.0%-2.6%-9.0%-1.2%1.8%1.8%5.160.475.40%地產51.33-0.9%-1.1%-1.3%-1.331.033.19%信息79.20-2.4%-2.0%-3.4%0.7%-2.7%1.8%2.9%2.4%2.263.411.67%通信40.54-1.2%0.3%-0.6%8.4%-3.0%-2.

23、4%2.1%2.6%2.722.111.97%公用29.72-6.1%-4.7%4.8%9.3%1.1%2.0%3.2%3.4%1.551.642.02%中證超大.54-.9%.1%-.0%-.5%-.0%-.2%.8%.1%.55.263.18%中證100.65-.7%-.8%-.2%-.6%-.1%-.7%.8%.8%.40.872.59%中證200.92-.4%-.9%-.6%.7%-.7%.4%.9%.5%.40.691.74%中證700.36-.4%-.5%-.4%.4%-.5%.6%.1%.7%.87.671.83%中證800.21-.1%-.0%-.1%.2%-.1%.4%.5%

24、.2%.33.472.43%中證1000.74-.7%-.2%-.1%.2%-.6%.2%.1%.4%.85.431.14%科創50.66-.3%-.5%-.4%-.5%-.5%-.5%.1%.75.940.50%上證50.78-.6%.3%-.0%-.8%-.8%-.8%.3%.3%.63.243.45%超大盤.61-.9%.3%-.5%-.5%-.5%-.8%.4%.7%.38.422.98%上證中盤.57-.2%-.0%-.5%-.8%-.2%.3%.9%.7%.49.032.66%上證小盤.03-.3%-.6%-.5%.6%-.0%.0%.4%.3%.41.482.11%上證中小.53

25、-.9%-.7%-.0%.7%-.4%.3%.7%.6%.95.192.41%上證全指.30-.1%-.8%-.6%-.4%-.2%.4%.0%.2%.28.212.90%表3：主題指數市場數據表2：綜合表3：主題指數市場數據表2：綜合指數特征指數收益指數估值指數收盤點位今年漲跌1周漲跌1月漲跌3月漲跌1年漲跌3年漲跌1月波動率1年波動率靜態市盈市凈率股息率地產指數66.82-1.4%1.8%0.9%-0.4%9.7%-0.8%1.9%3.3%6.010.823.62%公用指數44.33-5.9%-1.1%0.6%-1.7%4.0%-8.6%1.0%2.3%3%綜合指數26.18-1.0%0.

26、5%-0.0%-2.1%-1.4%-1.8%1.8%1.4%6.920.704.22%股指數34.846.6%-1.4%-0.4%-1.2%1.2%1.4%9.7%1.3%6.520.910.84%商業指數25.70-1.2%0.6%-1.2%0.1%-9.4%-2.8%1.9%1.9%1.711.002.71%股指數35.60-1.0%-1.0%-1.5%0.5%-9.6%1.9%1.6%1.4%1.531.332.55%上證指數30.14-1.0%-1.0%-1.5%0.4%-9.6%1.9%1.6%1.4%1.521.332.55%新綜指20.14-1.0%-1.0%-1.5%0.5%-

27、9.6%1.9%1.6%1.4%1.541.332.55%上證流通12.60-1.7%-1.2%-2.1%0.6%-1.1%1.9%1.5%1.5%1.541.332.55%工業指數31.39-1.3%-1.9%-2.5%1.8%-1.6%3.7%1.2%1.7%2.052.331.89%中證流通50.69-1.8%-1.8%-3.0%2.3%-1.7%2.2%1.5%1.1%1.451.661.99%中型綜指17.65-1.1%-2.9%-4.8%7.1%-8.1%3.3%2.4%2.2%3.543.390.80%指數特征指數收益指數估值指數樣本數量總市值(億)調整市值(億)收盤點位今年漲跌

28、1周漲跌1月漲跌3月漲跌1年漲跌3年漲跌靜態市盈率市凈率細分能源5031,4898,1772437.5123.54%-4.84%8.84%1.95%17.42%49.09%1.961.08煤炭等權3015,0235,2933261.2926.13%-6.36%5.21%0.70%8.65%100.95%1.901.62運輸46,4302,649879.810.70%0.50%4.96%2.18%7.33%-16.78%5.401.68生物育種309,7625,6082144.05-3.86%-3.39%3.98%0.31%-5.874.35中證保險2073,97623,8531504.02-1

29、4.47%2.23%3.55%2.74%-14.43%-35.03%6.940.69滬現代農303,7091,8171851.9815.40%-2.74%3.10%2.03%25.44%59.85%2.662.88動漫游戲293,0382,0951231.4-28.05%1.23%2.86%3.85%-2.41%-21.41%2.422.14證保4941,26121,0304859.18-20.67%0.65%2.17%2.53%-17.93%-17.85%1.811.27中證證保5041,45221,220820.85-20.59%0.64%2.15%2.51%-17.77%-15.38%1

30、.861.27基建2330,17011,0601846.5-4.43%0.16%2.14%-2.74%7.91%-0.87%1.221.09公運2128,29510,7871540.86-7.86%0.40%2.13%-1.32%5.90%6.38%1.461.87體育3036,27924,4351816.88-24.06%-0.44%2.12%-1.12%-1.843.40中證白酒1744,27921,58315673.36-12.18%0.14%2.08%2.86%5.17%85.51%4.299.14非銀2534,78117,4777913.96-20.21%0.94%2.03%1.71

31、%-17.50%-25.33%1.971.26酒主題3046,69822,76045894.22-13.59%0.21%1.91%2.24%3.39%-4.348.50滬互金融1812,8779,2972231.48-18.02%-0.06%1.62%1.89%-7.55%-6.03%6.640.72基建1925,76010,2321654.59-5.67%0.22%1.59%-3.40%5.95%-3.55%1.891.03中證酒3146,79022,7978461.54-13.40%0.30%1.54%2.38%2.66%83.48%4.408.51證券公司4927,01415,15267

32、7.39-22.41%0.16%1.51%3.04%-19.18%-3.04%1.001.31資源5047,28217,4753543.92-2.31%-3.77%1.43%-0.78%-14.32%60.21%1.551.39內地運輸3720,4687,5861576.72-5.43%-0.20%1.40%-2.28%0.33%2.20%9.331.44船舶產業42,5151,2021205.04-10.87%-3.51%1.37%10.65%-10.33%-27.37%4.311.26證券公司3022,82312,7451246.38-23.15%0.26%1.30%2.80%-19.67

33、%-1.861.29上證資源5039,74413,9632787.93.18%-4.53%1.23%0.91%-10.69%67.69%1.251.25上高股息5010,5035,1274250.67-7.76%-2.18%1.16%2.34%2.31%11.75%1.942.03中證畜牧3610,0985,6343176.06-2.05%-1.85%1.13%14.04%23.52%1.10%4.174.04股息龍頭2984,20627,0922110.66-4.20%0.25%1.07%-5.85%-8.47%-6.490.71芯片產業5020,06612,1042035.24-28.81

34、%-0.20%1.03%-0.92%-29.47%-3.634.81資源1529,1148,2013236.81-3.64%-3.25%0.98%-3.87%-14.94%47.75%1.161.12食品飲10064,07630,13022487.74-15.09%0.32%0.94%1.77%-0.08%49.67%3.156.68上證上游4538,21913,1912937.581.08%-4.61%0.92%0.06%-12.82%58.75%1.041.22上證地企5074,03939,2011351.71-11.57%-0.94%0.87%-0.44%-8.16%14.29%1.00

35、1.72物流產業3518,9986,9841327.88-6.44%-0.03%0.85%-3.27%-0.93%20.92%9.331.38上證海外58118,35540,2761125.29-15.61%0.72%0.75%-4.53%-16.91%-13.20%7.190.74芯片產業3017,04110,3101581.67-30.51%-0.16%0.68%-2.99%-31.27%-4.365.48上證混改5059,92523,9141990.97-9.29%-1.50%0.57%1.48%-1.86%18.01%1.031.60上證周期50113,22141,1652816.56

36、-13.11%0.18%0.57%-3.88%-14.88%-13.98%6.590.71中華半導體芯片5020,93312,5657936.3-30.23%-0.32%0.54%-1.17%-30.02%-4.674.99細分食品5057,22127,80028486.86-14.31%0.23%0.52%2.20%1.43%50.69%3.437.82航運5011,8834,7931692.02-2.02%-2.87%0.52%4.40%-3.62%27.10%8.721.34G 404061,60327,8951494.87-11.21%-0.12%0.47%-1.69%-8.75%13

37、.73%6.620.75細分金融5097,09638,4735300.21-16.47%1.00%0.45%-3.79%-14.87%-16.22%6.130.60上證國企100191,58075,1691093.66-11.26%0.12%0.42%-1.55%-8.48%6.60%9.080.96上國改革5087,63938,1971739.97-9.74%-0.48%0.37%-1.02%-6.31%20.77%1.011.26新生代消費5065,43242,2001717.65-23.83%0.09%0.31%-2.08%-1.282.21治理100155,31562,418898.3

38、1-12.77%0.21%0.31%-3.19%-10.79%-4.26%7.700.83中證體育364,4672,4251393.93-30.34%0.15%0.28%-0.92%-11.42%-8.38%2.302.46農牧主題5016,7709,6971864.3-3.54%-2.38%0.27%3.14%-2.283.83土改農141,662973780.45-15.62%-1.81%0.19%-6.41%-11.55%6.25%2.011.43滬供給側9755,08821,4291820.50.42%-3.82%0.18%-1.20%-12.95%59.97%1.641.31互醫療2

39、06,1333,5392703.17-24.60%1.00%0.17%6.16%-14.19%-6.01%3.253.90食品主題3011,9204,2691430.7-20.49%0.59%0.16%1.40%-6.32%-3.384.75資源8062,00725,1874047.05-6.31%-3.50%0.16%-0.83%-18.92%64.78%1.671.59中證上游5044,22216,6703386.7-0.52%-4.28%0.15%0.70%-16.32%63.96%1.951.36黃金采掘93,8162,4681443.44.20%-3.45%0.15%6.86%-4.

40、18%18.15%1.882.68半導體1511,3016,9412653.36-30.72%0.42%0.14%-5.72%-3.505.43治理指數300184,80774,7501009.95-12.10%-0.14%0.14%-2.61%-9.62%0.13%8.170.87上證農業508,2005,0002028.9-5.05%-3.04%0.12%-1.76%-1.13%56.53%2.773.05中證影視303,0031,6191436.66-27.86%0.02%0.10%1.46%-7.83%-13.71%3.332.21滬自貿區80108,36243,8511362.06-

41、13.46%0.56%0.10%-1.75%-14.13%-14.25%6.420.67供給側10069,12626,9701645.91-0.99%-4.09%0.00%-1.54%-14.87%39.48%1.981.45責任指數10092,93946,0641323.83-13.57%0.47%0.00%-3.79%-10.64%-7.98%8.741.04周期94155,72960,5603447.78-14.12%0.31%-0.01%-3.59%-15.18%-5.81%7.120.75上證央企50117,54135,9681435.4-11.13%1.01%-0.04%-3.03

42、%-10.11%-3.14%7.460.75地產等權76,7203,6934730.56-11.01%1.94%-0.04%-1.59%-2.93%-27.82%7.530.83滬輕資產100106,87352,3835305.97-19.55%0.46%-0.07%2.10%-13.46%-2.79%2.352.43內地地產269,7755,1284393.94-10.53%1.67%-0.09%-1.77%-2.05%-25.79%8.120.80中證農業5019,73411,8117105.18-4.32%-2.34%-0.10%4.53%6.67%23.66%2.513.88地企100

43、115,00459,7261460.1-14.72%-0.50%-0.25%-1.20%-10.12%13.99%1.421.59自貿區100132,64656,7781316.56-16.00%0.61%-0.34%-2.38%-14.41%-10.36%6.900.71西部276,3893,1521822.970.33%-2.29%-0.34%1.46%-4.32%60.55%1.681.68上證文化504,5782,1311151.38-21.60%0.75%-0.35%-2.88%-8.54%-9.18%1.421.52滬大農業5017,1218,7141803.39-8.94%-1.

44、96%-0.37%0.43%-7.25%32.94%2.464.50S 5G 1010081,94549,9281057.25-24.94%-1.30%-0.38%-0.84%-22.50%-1.376.25混合改革7164,36726,0011848.29-11.34%-1.58%-0.42%1.08%-3.53%19.04%1.891.56中證旅游3211,4025,1554066.85-2.65%0.38%-0.42%4.13%4.65%21.87%4.492.98現代農7417,0349,7771463.022.49%-2.72%-0.43%7.33%8.73%33.53%3.063.

45、88國企200266,100108,6971233.83-13.58%0.04%-0.45%-1.22%-9.14%10.08%9.911.06滬珠三角6471,01239,1447463.53-14.88%0.24%-0.46%-1.83%-10.86%8.28%1.341.92股資源5044,46516,9835072.68-1.05%-4.61%-0.46%1.16%-15.03%47.00%1.031.38中證傳媒507,5104,487926.07-30.56%0.24%-0.53%-2.71%-12.07%-23.05%1.141.83滬環渤海6890,73625,9542334.

46、09-13.77%0.63%-0.55%-1.71%-13.26%1.37%8.710.91周期50119,23646,1392918.91-12.70%-0.05%-0.56%-5.95%-16.76%-6.860.79水利5014,4136,3071830.37-7.67%-1.26%-0.56%0.67%8.42%23.24%1.451.77滬中部5917,6649,0503454.48-17.93%-1.81%-0.57%1.62%-15.08%19.31%1.421.72優勢資源4233,23712,1825402.250.90%-4.55%-0.58%0.98%-15.23%76.

47、24%1.771.37上證商品5044,21615,8982808.29-0.03%-4.34%-0.61%-1.12%-12.56%78.24%1.101.27中證文體10013,8567,9601433.86-28.18%0.50%-0.68%-1.56%-14.91%-5.58%2.542.23樂園235,6192,4901043.72-10.64%-0.42%-0.70%-2.17%-0.83%-3.93%1.171.84休閑娛10015,9248,7812979.51-25.22%0.39%-0.72%-0.21%-11.00%-8.28%2.972.53輕資產100153,2827

48、6,9146471.29-22.53%0.02%-0.73%1.14%-17.11%7.07%2.662.91游戲傳媒5038,60625,748541.67-26.10%0.47%-0.78%-3.54%-19.24%-1.741.57大農業5030,09715,6091443-10.21%-1.85%-0.79%3.70%-1.59%18.42%3.164.43上證銀行2656,62918,468720.51-7.62%0.55%-0.79%-6.76%-8.05%-11.04%4.650.45細分地產5012,1866,2844147.26-11.85%1.13%-0.79%-1.43%

49、-5.20%-24.93%9.100.83滬城基建5018,9409,4681451.87-9.92%0.87%-0.79%-4.35%-5.22%0.24%7.070.78中證服務300214,97292,4923452.88-16.59%0.18%-0.80%-1.30%-12.15%-8.01%8.770.89紡織產業123,4711,4802108.02-18.79%0.94%-0.81%-3.61%-26.09%44.60%1.251.59優勢消費5050,73725,2048533.94-20.00%-0.62%-0.83%-1.22%-8.30%26.68%3.436.96航空3

50、88,3903,6092199.85-11.97%-1.15%-0.84%3.59%-3.92%19.94%2.542.51輕工產業8079,28537,4456905.33-16.20%0.83%-0.85%0.99%-7.84%34.77%2.444.99食品3014,1795,4941371.14-16.36%0.09%-0.87%-1.64%-6.72%-3.746.00銀行2361,43520,8205281.81-12.71%1.05%-0.87%-7.79%-12.47%-9.40%4.780.46央企100151,09648,9711658.22-13.17%0.47%-0.8

51、7%-2.10%-10.77%2.09%8.260.84環渤海7097,25530,8032536.33-14.89%0.29%-0.89%-2.18%-14.61%4.15%8.850.94上證下游14998,82245,4634938.53-16.46%0.40%-0.89%0.59%-7.00%16.08%2.332.89內地銀行3664,00322,2275423.58-10.64%0.88%-0.91%-7.21%-10.29%-9.61%4.810.47滬新絲路6057,73723,4941826-8.72%-1.04%-0.96%-0.45%-9.84%40.41%9.971.1

52、0創業價值10010,5775,4202246.71-7.30%-2.77%-0.99%-1.86%-5.06%48.90%9.001.01中證銀行4264,65122,6375592.93-10.48%0.88%-1.00%-7.07%-10.12%-9.43%4.830.47娛樂11116,0858,9421161.9-24.50%0.42%-1.04%-0.19%-8.04%-3.88%2.242.40信服5844,17724,2101838.85-32.19%-0.40%-1.05%-3.71%-26.82%-1.40%2.792.48內地資源5043,02616,3013550.15

53、-0.94%-4.15%-1.07%0.82%-17.47%64.98%1.641.34中證地企852179,23093,7511540.95-11.59%-1.05%-1.08%-0.13%-7.38%17.35%1.951.52滬市177267,677112,7693601.58-15.13%0.06%-1.11%-1.91%-12.80%2.44%1.161.09電子5034,27620,2023522.97-32.23%-1.55%-1.12%-3.86%-28.90%-2.953.30中證文化509,9075,9301407.39-28.82%0.59%-1.15%-1.68%-14

54、.96%-11.03%2.822.1850 G領先15037,65319,7681085.87-10.45%-1.93%-1.19%3.61%-11.80%-1.981.45北京5015,2618,2191311.61-22.08%-0.23%-1.20%-0.43%-18.56%-4.19%1.701.07港股通384264,495170,9282845.81-18.23%-1.02%-1.21%-7.45%-25.52%-9.78%1.89-黃金235,8003,500857.26-2.71%-3.47%-1.23%3.85%-11.70%12.96%1.011.98復興10058,222

55、23,8572621.35-13.68%-1.89%-1.27%-2.30%-11.16%19.27%8.631.21消費電子5027,08716,5323144.34-31.89%-2.08%-1.29%-1.36%-24.99%-2.333.00中證國企1253368,138161,3101371.32-12.38%-0.82%-1.30%-0.65%-8.70%13.98%1.081.15中小企改5814,9396,8842324.93-8.61%-2.37%-1.31%2.49%-0.53%46.48%1.211.56數字經濟5075,29449,6561233.22-28.98%0.

56、18%-1.34%-2.48%-30.35%-2.911.00光大陽光10083,14244,8616382.2-19.99%-1.37%-1.36%-5.72%-20.66%-8.53%9.771.77科創信息5012,8915,7261000.68-33.04%-0.54%-1.38%-4.53%-36.12%-4.684.79中證5018,13112,1062261.08-34.69%-2.58%-1.40%0.87%-24.05%15.07%1.432.46企業核心競爭力5040,42321,8031230.45-19.51%-0.54%-1.41%0.66%-14.95%-2.533

57、.78上證移動4215,3448,6681936.31-27.63%0.11%-1.45%1.24%-23.57%2.65%2.523.26上證長三角10043,39322,9301641.98-17.80%-0.14%-1.47%-5.36%-18.37%-8.460.925G 1010042,50924,472913.23-27.25%-1.65%-1.48%0.02%-21.36%-2.062.34一帶一路8365,56927,9951944.3-10.18%-1.30%-1.49%-0.17%-11.04%36.96%9.851.12消費領先100145,00562,8408863.0

58、2-18.93%0.11%-1.51%-0.75%-14.68%7.16%1.461.11大宗商品10069,81829,4765586.27-5.58%-3.35%-1.55%0.56%-14.99%55.91%1.601.54老年消費4417,9336,8081545.68-23.10%0.61%-1.58%2.30%-6.39%5.28%2.302.61中證央企401188,90767,5591927.28-13.45%-0.51%-1.60%-1.36%-10.47%9.19%9.300.93物聯網5077,53651,4783431.42-23.82%-0.40%-1.60%-2.4

59、6%-23.66%-1.926.43廣東339,8845,0201676.39-10.10%-0.59%-1.60%-0.12%-6.72%6.95%1.251.19中證核電5012,5295,6582540.12-17.39%-3.47%-1.60%4.59%-5.61%21.67%1.811.4850 G39292,73749,2871077.38-13.32%-2.03%-1.61%1.95%-13.66%-1.411.56滬股通594351,126154,0563199.95-14.47%-0.77%-1.64%-0.44%-12.26%8.93%1.211.22上證龍頭104177,

60、75376,2733196.83-16.72%-0.42%-1.64%-2.57%-13.15%5.01%1.941.24消費服務100182,21779,5138770.77-21.42%0.40%-1.67%-1.35%-18.29%5.81%1.441.21電子10044,50026,4645970.64-31.20%-1.93%-1.70%-1.39%-27.39%18.11%2.213.26上證休閑505,5872,613776.93-22.07%0.13%-1.70%-4.18%-9.43%-7.52%2.001.76G領先100207,30492,9861319.32-16.91