2022年8月运行月报

1、 HYPERLINK / 中证指数2022年8 月份运行报告 HYPERLINK / 目录 HYPERLINK l _bookmark0 8 HYPERLINK / 月市概要 1 HYPERLINK l _bookmark1 A HYPERLINK / 主指表现 2 HYPERLINK l _bookmark2 沪深 HYPERLINK / 00 数析 3 HYPERLINK l _bookmark3 主题 HYPERLINK / 行指表现 5 HYPERLINK l _bookmark4 策略 HYPERLINK / 数现 6 HYPERLINK l _bookmark5 商品 HYPERL

2、INK / 货数现 8 HYPERLINK l _bookmark6 债券 HYPERLINK / 数现 9 HYPERLINK / 表 1成指市数据 10 HYPERLINK / 表 2综指市数据 12 HYPERLINK / 表 3主指市数据 12 HYPERLINK / 表 4风指市数据 23 HYPERLINK / 表 5红指市数据 24 HYPERLINK / 表 6策指市数据 25 HYPERLINK / 表 7基面数场据 288 月份市场概要定期分析报告8月份国际市场主要股指普遍下跌8 月美国标普全球制造业PMI与综合产出指数续双双下行，美国经济动能仍在放缓。30 日，美国纽约联

3、储行长表示，预计美联储今将继续提高利。受通胀以及能源供应受限影响，欧元区8 月经济景气指数从上月的降至97.创下19 个月以来的最低水平经济濒临衰退标普500 指数全月下跌收至355.00 点STXX欧洲600 指数全月下跌5.29收至415.12 点日经225 指全月上涨1.04；中证香港100 指数全月下跌1.12。8 月沪深市场全线调整。12 日，中国证券监督管理委员会、香港证券及期货事务察委员会发布联合公告，宣布优化调整沪深港通交易日历，沪深港通在两地均为交易日时将全部开通，完善内地与香港股票市场交易互联互通机制。26 日，中国证券监管理委员会、中华人民共和国财政部与美国公众公司会计监

4、督委员会(PCA)签署审计监管合作协议将于近期启动相关合作整体来看上证综合指数全月下跌1.57收 3202.14点。当月沪深京市场日均成交金额10182.36 亿元，环比上涨0.38。沪深A股规模指数全线下跌沪深300 跌幅最小全月下跌2.19中证1000 全月下跌5.1跌幅最大深市方面深证成指全月下跌3.68创业板指全月下跌3.75。上海市场中上证50 全月下跌1.09，跌幅最小；科创50 全月下跌5.44%，跌幅最大。8 月份，港股教育板块走高，能源板块整体表现较优，C 教育、通信红利、300能源分别上涨19.714.310.8汽车板块回调上证高新500 汽车汽配中证全指汽车配件分别下跌1

5、6.0、15.1、14.2%。图1：全球主要股指走势A股主要指数表现定期分析报告8月沪深市场全线调整整体来看上证综指数全月下跌1.57收至3202.14 点当月沪深京市场日均成交金额10182.36 亿元，环比上涨0.38。沪深A股规模指数全线下跌沪深300 跌幅最小全月下跌2.19中证1000 全月下跌5.15跌幅最大深市方面深证成指全月下跌3.68创业板指全月下跌3.75。上海市场中，上证50 全月下跌1.09，跌幅最小；科创50 全月下跌5.44%，跌幅最大。图2：全市场主要指数涨跌幅图3：上海市场主要指数涨跌幅图4：深圳市场主要指数涨跌幅图5：中证主要指数市值覆盖率沪深300指数分析定

6、期分析报告8 月份沪深300 指数从上月末4170.10 点下跌至4078.84 点，低点为4046.62 点，月下跌2.198 月份沪深300 指数日均成交2415.10 亿元环比下降12.168 月末深300指数滚动市盈率为17.24 倍，与上月末17.41 倍的水平相比有所下降。图6：沪深300 指数走势一级行业指涨跌不一。能源行业上涨10.80，涨幅最大；可选消费、工业、原料分下跌7.60、6.04、3.07，跌幅居前。图7：沪深300 行业指数涨跌幅图8：沪深300 行业权重分布沪深300 指数中，重排名前三的行业分别为工业、金融、主要消费，月末权重别为1.9520.0514.99累

7、计权重56.99能源和房地产权重较低分别为和1.9。8月末沪深300 指数滚动市盈率为17.24 倍市净率为1.43 倍从行业来看主要消费市盈率最高，滚动市盈率为86.81 倍，与上月86.68 倍的水平相比略有回升。图9：沪深300 行业市盈率图10：沪深300 行业市净定期分析报告沪深300 指数权重中，贵州茅台、宁德时代、中国平安位列前三大权重股，权分别为6.333.54%和2.49招商银行权重位列第四为2.27%五粮液隆基绿能长江电位列第5、6、7 位，权重为1.70、1.62和1.43，前10 大权重股权重合 23.40。8 月份对沪深300 影响最大的10 只股票中，贡献居前股票分

8、别为隆基绿能、宁德代、比亚，分别贡献13.34 点、7.64 点和6.27 点，前10 只股票合计贡献32.12 点。图11：沪深300 前10 大权重股 图12：影响最大的10 只股票单位：点)定期分析报告主题及行业指数表现8 月份，港股教育板块走高，能源板块整体表现较优，C 教育、通信红利、300能源分别上涨19.714.310.8汽车板块回调上证高新500 汽车汽配中证全指汽车配分别下跌16.0、15.1、14.2%。图1：走势领先的20 条指数图1：走势落后的20 条指数定期分析报告策略指数表现8 月风格指数涨跌不一，价值指数表现均优于成长指数。380 价值涨幅最大，涨为1.8；300

9、 成长跌幅最大，跌幅为3.82。基本面指普遍下跌其中上证基本面200 指数上涨0.41涨幅最大上证基面300指数下跌2.79，跌幅最大。图15：风格指数系列市场表现图16：基本面指数系列市场表现8 月份红利系列指数普遍上涨。上证国企红利、上红潜力、上证央企红利分别上涨 5.643.44%2.20涨幅居前中证民企红利上证民企红利分别下跌2.81跌幅居。股息率最高的3 条指为红利指数、中证红利、180 红利，分别为702、6.31 6.15。图17：红利指数系列与基准指数股息率对比8月份波动率加权指数系列的波幅与上月相比普遍有所上升沪深300 波动率加权数、中证500 波动率加权指数波幅分别为15

10、.88、19.99。定期分析报告图18：波动率加权指数系列波幅图19：波动率加权指数系列涨跌幅8月份贝塔指数普遍下跌涨幅最大的为300 低贝涨幅为5.11跌幅最大的为300高贝，跌幅为4.38。图20：高低贝塔指数系列贝塔值图21：高低贝塔指数系列涨跌幅定期分析报告商品期货指数表现8月商品期货指数涨跌不一中证有色金属期货成分指数上涨2.38涨幅最大证化工材期货成份指数下跌2.18跌幅最大其余指数涨跌幅分别为中证粮油期成份指（2.24中证农产品期货成份指（1.55中证商品期货成份指（0.00、中证工业金期货成份指（0.21中证工业品期货成份指（0.62中证能化工期货成份指（0.74）以及中证贵金

11、属期货成份指数（0.90%）。图22：中证商品期货成份指数系列市场表现定期分析报告债券指数表现8月官方制造业PMI为49.4较上月上升0.4个百分点制造业景气水平有所回升；财新制造业PMI录得49.5较上月下降0.9 个百分点重回收缩区间与官方制造业PMI走势出差异。8月央行共开展460 亿元逆回购和4000 亿元MF操作累计有520 亿元逆回购和6000 亿元MF到期全口径净回笼资金2060 亿元8 月22 日央行公布最新PR 报价非对称下调1 年期PR 由3.70下调为3.65下调5 个基点5 年期以上品种由下调为4.30下调15 个基点有利于释放中长期贷款需求8 月资金面继续维持宽松银行

12、间1 天质押式回购利（R001月内均值为1.21相比前月下行8bp银行间7 质押式回购利R007月内均值为1.56相比前月下行10bpSHOR3M 月内均值为1.6，相比前月下行31bp。8月债市小幅上涨总体来看不同期限和品种的债券指数表现不一其中中证全债、中证综合分别上涨0.92、0.80。分期限来看，长债表现优于短债，中证1、3 71010债分别上涨0.190.380.641.022.26分种来看中证国债、中证金融债中证企业债、中证短融分别上涨1.16、0.81、0.42、0.21。图23：中证债券指数系列市场表现表1：成份指数市场数据表1：成份指数市场数据指数收益指数波动指数估值指数收盘

13、点位今年涨跌1周涨跌1月涨跌3月涨跌1年涨跌3年涨跌1月波动率1年波动率静态市盈率市净率股息率沪深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%工业21.73-1.7%-2.9%-6.0%2.5%-1.5%2.8%2.6%2.9%1.962.231.17%可选62.44-1.6%-1.0%-7.6%0.2%-1.2%1.4%1.5%2.6%2.342.9

14、02.06%消费326.62-9.2%0.2%0.1%5.0%1.0%4.3%1.4%2.1%4.177.781.16%医药168.42-2.4%0.5%-2.2%0.1%-2.3%4.1%2.9%2.8%3.835.650.78%-地产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%中证.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%工业69.49-1.8%-2.8%-4.8%5.2%-1.1%6.9%2.6%2.3%1.741.831.56%可选33.55-1.3%-2.3%-6.3%2.2%-1.1%2.4%1.8%2.8%2.801.932.

16、52%消费195.88-1.3%-0.4%2.6%0.6%-3.1%2.6%1.9%2.1%3.093.151.69%医药157.03-2.8%-0.4%-3.0%-4.5%-1.0%9.0%2.1%2.3%1.982.331.49%-地产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%中证全指.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%全指工业40.28-1.8%-3.5%-6.2%5.6%-1.8%5.6%2.9%2.6%2.462.211.16%全指可选46.17-1.5%-2.0%-7.4%4.1%-1.2%1.1%1.

18、5%2.3%2.652.561.80%全指消费109.25-1.6%-0.4%0.3%3.7%4.9%3.0%1.1%2.9%3.725.981.17%全指医药166.43-2.3%0.0%-2.8%-0.9%-2.2%1.9%2.8%2.6%2.313.401.09%-房地产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%上证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%工业29.41-1.8%-1.7%-6.2%-1.4%-1.3%2.5%1.7%2.3%1.251.541.61%可选34.95-1.8%-0.1%-5.4%2.0%-1.3%3.

20、7%1.0%2.1%2.732.491.59%消费222.63-9.4%0.9%1.2%4.7%1.3%5.8%1.2%2.1%4.031.151.15%医药54.62-2.7%-0.3%-3.9%-3.0%-2.2%-5.6%2.0%2.5%3.315.100.61%金融行业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%上证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%工业59.91-1.5%-3.0%-5.0%3.1%-8.4%3.3%2.3%2.9%1.971.782.34%可选56.32-1.5%-3.1%-8.0%6.3%-1.3%4.6%2.1%2.6%2.602.681

22、.90%消费143.47-1.4%-1.4%-1.8%-0.7%5.9%3.0%1.1%2.0%3.153.641.21%医药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%地产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%中证超大.54-.9%.1%-.0%-.5%-.0%-.2%.8%.1%.55.263.18%中证100.65-.7%-.8%-.2%-.6%-.1%-.7%.8%.8%.40.872.59%中证200.92-.4%-.9%-.6%.7%-.7%.4%.9%.5%.40.691.74%中证700.36-.4%-.5%-.4%.4%-.5%.6%.1%.7%.87.671.83%中证800.21-.1%-.0%-.1%.2%-.1%.4%.5%

24、.2%.33.472.43%中证1000.74-.7%-.2%-.1%.2%-.6%.2%.1%.4%.85.431.14%科创50.66-.3%-.5%-.4%-.5%-.5%-.5%.1%.75.940.50%上证50.78-.6%.3%-.0%-.8%-.8%-.8%.3%.3%.63.243.45%超大盘.61-.9%.3%-.5%-.5%-.5%-.8%.4%.7%.38.422.98%上证中盘.57-.2%-.0%-.5%-.8%-.2%.3%.9%.7%.49.032.66%上证小盘.03-.3%-.6%-.5%.6%-.0%.0%.4%.3%.41.482.11%上证中小.53

25、-.9%-.7%-.0%.7%-.4%.3%.7%.6%.95.192.41%上证全指.30-.1%-.8%-.6%-.4%-.2%.4%.0%.2%.28.212.90%表3：主题指数市场数据表2：综合表3：主题指数市场数据表2：综合指数特征指数收益指数估值指数收盘点位今年涨跌1周涨跌1月涨跌3月涨跌1年涨跌3年涨跌1月波动率1年波动率静态市盈市净率股息率地产指数66.82-1.4%1.8%0.9%-0.4%9.7%-0.8%1.9%3.3%6.010.823.62%公用指数44.33-5.9%-1.1%0.6%-1.7%4.0%-8.6%1.0%2.3%3%综合指数26.18-1.0%0.

26、5%-0.0%-2.1%-1.4%-1.8%1.8%1.4%6.920.704.22%股指数34.846.6%-1.4%-0.4%-1.2%1.2%1.4%9.7%1.3%6.520.910.84%商业指数25.70-1.2%0.6%-1.2%0.1%-9.4%-2.8%1.9%1.9%1.711.002.71%股指数35.60-1.0%-1.0%-1.5%0.5%-9.6%1.9%1.6%1.4%1.531.332.55%上证指数30.14-1.0%-1.0%-1.5%0.4%-9.6%1.9%1.6%1.4%1.521.332.55%新综指20.14-1.0%-1.0%-1.5%0.5%-

27、9.6%1.9%1.6%1.4%1.541.332.55%上证流通12.60-1.7%-1.2%-2.1%0.6%-1.1%1.9%1.5%1.5%1.541.332.55%工业指数31.39-1.3%-1.9%-2.5%1.8%-1.6%3.7%1.2%1.7%2.052.331.89%中证流通50.69-1.8%-1.8%-3.0%2.3%-1.7%2.2%1.5%1.1%1.451.661.99%中型综指17.65-1.1%-2.9%-4.8%7.1%-8.1%3.3%2.4%2.2%3.543.390.80%指数特征指数收益指数估值指数样本数量总市值(亿)调整市值(亿)收盘点位今年涨跌

28、1周涨跌1月涨跌3月涨跌1年涨跌3年涨跌静态市盈率市净率细分能源5031,4898,1772437.5123.54%-4.84%8.84%1.95%17.42%49.09%1.961.08煤炭等权3015,0235,2933261.2926.13%-6.36%5.21%0.70%8.65%100.95%1.901.62运输46,4302,649879.810.70%0.50%4.96%2.18%7.33%-16.78%5.401.68生物育种309,7625,6082144.05-3.86%-3.39%3.98%0.31%-5.874.35中证保险2073,97623,8531504.02-1

29、4.47%2.23%3.55%2.74%-14.43%-35.03%6.940.69沪现代农303,7091,8171851.9815.40%-2.74%3.10%2.03%25.44%59.85%2.662.88动漫游戏293,0382,0951231.4-28.05%1.23%2.86%3.85%-2.41%-21.41%2.422.14证保4941,26121,0304859.18-20.67%0.65%2.17%2.53%-17.93%-17.85%1.811.27中证证保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公运2128,29510,7871540.86-7.86%0.40%2.13%-1.32%5.90%6.38%1.461.87体育3036,27924,4351816.88-24.06%-0.44%2.12%-1.12%-1.843.40中证白酒1744,27921,58315673.36-12.18%0.14%2.08%2.86%5.17%85.51%4.299.14非银2534,78117,4777913.96-20.21%0.94%2.03%1.71

31、%-17.50%-25.33%1.971.26酒主题3046,69822,76045894.22-13.59%0.21%1.91%2.24%3.39%-4.348.50沪互金融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中证酒3146,79022,7978461.54-13.40%0.30%1.54%2.38%2.66%83.48%4.408.51证券公司4927,01415,15267

32、7.39-22.41%0.16%1.51%3.04%-19.18%-3.04%1.001.31资源5047,28217,4753543.92-2.31%-3.77%1.43%-0.78%-14.32%60.21%1.551.39内地运输3720,4687,5861576.72-5.43%-0.20%1.40%-2.28%0.33%2.20%9.331.44船舶产业42,5151,2021205.04-10.87%-3.51%1.37%10.65%-10.33%-27.37%4.311.26证券公司3022,82312,7451246.38-23.15%0.26%1.30%2.80%-19.67

33、%-1.861.29上证资源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中证畜牧3610,0985,6343176.06-2.05%-1.85%1.13%14.04%23.52%1.10%4.174.04股息龙头2984,20627,0922110.66-4.20%0.25%1.07%-5.85%-8.47%-6.490.71芯片产业5020,06612,1042035.24-28.81

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

35、1.72物流产业3518,9986,9841327.88-6.44%-0.03%0.85%-3.27%-0.93%20.92%9.331.38上证海外58118,35540,2761125.29-15.61%0.72%0.75%-4.53%-16.91%-13.20%7.190.74芯片产业3017,04110,3101581.67-30.51%-0.16%0.68%-2.99%-31.27%-4.365.48上证混改5059,92523,9141990.97-9.29%-1.50%0.57%1.48%-1.86%18.01%1.031.60上证周期50113,22141,1652816.56

36、-13.11%0.18%0.57%-3.88%-14.88%-13.98%6.590.71中华半导体芯片5020,93312,5657936.3-30.23%-0.32%0.54%-1.17%-30.02%-4.674.99细分食品5057,22127,80028486.86-14.31%0.23%0.52%2.20%1.43%50.69%3.437.82航运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细分金融5097,09638,4735300.21-16.47%1.00%0.45%-3.79%-14.87%-16.22%6.130.60上证国企100191,58075,1691093.66-11.26%0.12%0.42%-1.55%-8.48%6.60%9.080.96上国改革5087,63938,1971739.97-9.74%-0.48%0.37%-1.02%-6.31%20.77%1.011.26新生代消费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中证体育364,4672,4251393.93-30.34%0.15%0.28%-0.92%-11.42%-8.38%2.302.46农牧主题5016,7709,6971864.3-3.54%-2.38%0.27%3.14%-2.283.83土改农141,662973780.45-15.62%-1.81%0.19%-6.41%-11.55%6.25%2.011.43沪供给侧9755,08821,4291820.50.42%-3.82%0.18%-1.20%-12.95%59.97%1.641.31互医疗2

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

40、18%18.15%1.882.68半导体1511,3016,9412653.36-30.72%0.42%0.14%-5.72%-3.505.43治理指数300184,80774,7501009.95-12.10%-0.14%0.14%-2.61%-9.62%0.13%8.170.87上证农业508,2005,0002028.9-5.05%-3.04%0.12%-1.76%-1.13%56.53%2.773.05中证影视303,0031,6191436.66-27.86%0.02%0.10%1.46%-7.83%-13.71%3.332.21沪自贸区80108,36243,8511362.06-

41、13.46%0.56%0.10%-1.75%-14.13%-14.25%6.420.67供给侧10069,12626,9701645.91-0.99%-4.09%0.00%-1.54%-14.87%39.48%1.981.45责任指数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上证央企50117,54135,9681435.4-11.13%1.01%-0.04%-3.03

42、%-10.11%-3.14%7.460.75地产等权76,7203,6934730.56-11.01%1.94%-0.04%-1.59%-2.93%-27.82%7.530.83沪轻资产100106,87352,3835305.97-19.55%0.46%-0.07%2.10%-13.46%-2.79%2.352.43内地地产269,7755,1284393.94-10.53%1.67%-0.09%-1.77%-2.05%-25.79%8.120.80中证农业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自贸区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上证文化504,5782,1311151.38-21.60%0.75%-0.35%-2.88%-8.54%-9.18%1.421.52沪大农业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中证旅游3211,4025,1554066.85-2.65%0.38%-0.42%4.13%4.65%21.87%4.492.98现代农7417,0349,7771463.022.49%-2.72%-0.43%7.33%8.73%33.53%3.063.

45、88国企200266,100108,6971233.83-13.58%0.04%-0.45%-1.22%-9.14%10.08%9.911.06沪珠三角6471,01239,1447463.53-14.88%0.24%-0.46%-1.83%-10.86%8.28%1.341.92股资源5044,46516,9835072.68-1.05%-4.61%-0.46%1.16%-15.03%47.00%1.031.38中证传媒507,5104,487926.07-30.56%0.24%-0.53%-2.71%-12.07%-23.05%1.141.83沪环渤海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沪中部5917,6649,0503454.48-17.93%-1.81%-0.57%1.62%-15.08%19.31%1.421.72优势资源4233,23712,1825402.250.90%-4.55%-0.58%0.98%-15.23%76.

47、24%1.771.37上证商品5044,21615,8982808.29-0.03%-4.34%-0.61%-1.12%-12.56%78.24%1.101.27中证文体10013,8567,9601433.86-28.18%0.50%-0.68%-1.56%-14.91%-5.58%2.542.23乐园235,6192,4901043.72-10.64%-0.42%-0.70%-2.17%-0.83%-3.93%1.171.84休闲娱10015,9248,7812979.51-25.22%0.39%-0.72%-0.21%-11.00%-8.28%2.972.53轻资产100153,2827

48、6,9146471.29-22.53%0.02%-0.73%1.14%-17.11%7.07%2.662.91游戏传媒5038,60625,748541.67-26.10%0.47%-0.78%-3.54%-19.24%-1.741.57大农业5030,09715,6091443-10.21%-1.85%-0.79%3.70%-1.59%18.42%3.164.43上证银行2656,62918,468720.51-7.62%0.55%-0.79%-6.76%-8.05%-11.04%4.650.45细分地产5012,1866,2844147.26-11.85%1.13%-0.79%-1.43%

49、-5.20%-24.93%9.100.83沪城基建5018,9409,4681451.87-9.92%0.87%-0.79%-4.35%-5.22%0.24%7.070.78中证服务300214,97292,4923452.88-16.59%0.18%-0.80%-1.30%-12.15%-8.01%8.770.89纺织产业123,4711,4802108.02-18.79%0.94%-0.81%-3.61%-26.09%44.60%1.251.59优势消费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轻工产业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银行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环渤海7097,25530,8032536.33-14.89%0.29%-0.89%-2.18%-14.61%4.15%8.850.94上证下游14998,82245,4634938.53-16.46%0.40%-0.89%0.59%-7.00%16.08%2.332.89内地银行3664,00322,2275423.58-10.64%0.88%-0.91%-7.21%-10.29%-9.61%4.810.47沪新丝路6057,73723,4941826-8.72%-1.04%-0.96%-0.45%-9.84%40.41%9.971.1

52、0创业价值10010,5775,4202246.71-7.30%-2.77%-0.99%-1.86%-5.06%48.90%9.001.01中证银行4264,65122,6375592.93-10.48%0.88%-1.00%-7.07%-10.12%-9.43%4.830.47娱乐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内地资源5043,02616,3013550.15

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

54、.96%-11.03%2.822.1850 G领先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-黄金235,8003,500857.26-2.71%-3.47%-1.23%3.85%-11.70%12.96%1.011.98复兴10058,222

55、23,8572621.35-13.68%-1.89%-1.27%-2.30%-11.16%19.27%8.631.21消费电子5027,08716,5323144.34-31.89%-2.08%-1.29%-1.36%-24.99%-2.333.00中证国企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数字经济5075,29449,6561233.22-28.98%0.

56、18%-1.34%-2.48%-30.35%-2.911.00光大阳光10083,14244,8616382.2-19.99%-1.37%-1.36%-5.72%-20.66%-8.53%9.771.77科创信息5012,8915,7261000.68-33.04%-0.54%-1.38%-4.53%-36.12%-4.684.79中证5018,13112,1062261.08-34.69%-2.58%-1.40%0.87%-24.05%15.07%1.432.46企业核心竞争力5040,42321,8031230.45-19.51%-0.54%-1.41%0.66%-14.95%-2.533

57、.78上证移动4215,3448,6681936.31-27.63%0.11%-1.45%1.24%-23.57%2.65%2.523.26上证长三角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%-2.062.34一带一路8365,56927,9951944.3-10.18%-1.30%-1.49%-0.17%-11.04%36.96%9.851.12消费领先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老年消费4417,9336,8081545.68-23.10%0.61%-1.58%2.30%-6.39%5.28%2.302.61中证央企401188,90767,5591927.28-13.45%-0.51%-1.60%-1.36%-10.47%9.19%9.300.93物联网5077,53651,4783431.42-23.82%-0.40%-1.60%-2.4

59、6%-23.66%-1.926.43广东339,8845,0201676.39-10.10%-0.59%-1.60%-0.12%-6.72%6.95%1.251.19中证核电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沪股通594351,126154,0563199.95-14.47%-0.77%-1.64%-0.44%-12.26%8.93%1.211.22上证龙头104177,

60、75376,2733196.83-16.72%-0.42%-1.64%-2.57%-13.15%5.01%1.941.24消费服务100182,21779,5138770.77-21.42%0.40%-1.67%-1.35%-18.29%5.81%1.441.21电子10044,50026,4645970.64-31.20%-1.93%-1.70%-1.39%-27.39%18.11%2.213.26上证休闲505,5872,613776.93-22.07%0.13%-1.70%-4.18%-9.43%-7.52%2.001.76G领先100207,30492,9861319.32-16.91