中证指数-2022年9月份运行报告

9月份市场概要 1A股主要指数表现 2沪深300指数分析 3主题及行业指数表现 5策略指数表现 6商品期货指数表现 8债券指数表现 9 1/289月份市场概要将提升金融机构外汇资金运用能力。整体来看，上证综合指数全月下跌5.55%，收至A月2/28A股主要指数表现。3/28分4/28计。财5/28主题及行业指数表现6/28策略指数表现现均优于成长指数。380价值跌幅最小，跌幅7/2808/28商品期货指数表现证化工材料期货成份指数(1.70%)、中证贵金属期货成份指数 %)以及中证粮油期货成份指数(-2.79%)。9/28债券指数表现1天质押式回购利率(R001)月内均值为1.38%，相比前月上行17bp；银行间7天质押表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3003804.892.98%33%72%5.16%1.81%25%2.80%300能源2072.55-2.02%2.34%3.41%22.84%37.69%32.03%33.00%0.340.966.92%300材料2644.84-23.43%-4.70%-28.41%40.90%23.95%24.91%1.562.062.74%300工业2552.59-24.38%-3.44%-9.22%-23.62%22.46%25.02%7.062.05300可选5777.26-21.63%-2.07%-20.77%11.79%24.51%9.692.712.22%300消费29391.132.99%-2.70%-9.40%-4.34%45.85%19.65%24.23%41.408.05300医药9832.26-30.39%5.82%-7.92%-35.95%-3.31%29.25%26.68%33.955.450.83%------------------------300地产6441.33-3.72%1.60%-6.81%-5.03%-21.52%34.06%7.750.873.53%300信息1803.71-40.67%-2.60%-35.49%15.55%20.713.11300通信1900.72-32.35%-8.53%-21.57%-30.50%17.64%22.69%5.584.33%300公用2135.10-8.70%-2.70%-6.01%-3.35%-6.78%15.91%13.60%22.05%9.852.34%00714.062.36%98%18%1.47%9.56%20.73%2.08%500能源6801.1221.67%-4.03%-0.44%4.84%5.83%105.06%35.63%38.97%3.074.00%500原料4530.31-20.68%-5.55%-8.33%-25.52%30.91%25.49%24.87%0.992.86%500工业5994.01-20.45%-4.51%-7.69%52.39%23.66%23.88%7.99500可选3568.20-22.07%-6.87%14.76%21.34%20.072.55%500消费11251.80-23.89%1.05%-5.57%19.26%21.94%29.013.06500医药10976.19-25.57%5.33%-4.78%-21.09%3.45%23.45%24.99%7.132.30------------------------500地产2077.77-4.82%-3.31%-9.65%-33.38%29.85%0.230.732.12%500信息5814.23-3.51%-26.58%23.97%27.23%26.582.380.66%500通信3022.85-25.70%-2.38%-30.20%24.44%27.58%24.30500公用2808.92-4.60%-5.80%-0.89%-26.08%1.21%30.62%29.30%6.552.24%4631.682.41%51%68%3.44%9.08%9.90%2.19%全指能源2366.0222.98%-3.51%-0.61%1.58%6.48%32.66%34.57%0.925.94%全指材料3623.39-20.38%-5.24%-8.72%-22.28%45.78%25.32%24.96%3.202.28%全指工业3832.18-22.36%-8.79%38.56%24.24%24.71%9.652.06全指可选4568.91-20.38%-2.72%-7.91%9.02%20.64%22.68%22.112.41全指消费18154.522.28%-4.80%-9.79%33.43%18.70%22.07%38.636.01全指医药9920.47-28.42%5.00%-6.64%-29.42%4.62%24.72%24.66%25.373.3116%------------------------房地产4076.51-3.03%-2.06%-9.32%--27.56%29.83%9.650.872.60%全指信息4646.78-37.42%-3.63%-31.24%20.25%26.55%25.102.86全指通信4265.43-29.27%-25.90%20.85%21.072.39%全指公用2256.31-3.84%-7.51%13.22%22.97%26.37%8.742.02%上证180106.149.98%49%74%3.88%8.95%61%3.39%180能源1872.0735.98%2.21%3.48%22.72%38.01%31.69%32.82%0.140.957.23%180材料1989.82-4.29%-27.55%26.82%24.22%24.51%0.113.19%180工业2191.67-4.01%-8.39%-20.06%14.28%22.69%23.08%1.52180可选2867.83-21.67%0.46%-5.85%-21.45%26.45%22.03%26.02%20.662.33180消费21701.452.61%-2.61%-9.74%-3.46%52.67%20.88%24.60%44.050.5217%180医药4913.81-35.69%4.30%-9.75%-22.03%-40.44%28.04%28.43%35.084.550.68%180金融行业610.21---2.56%-4.68%------16.50%--5.830.575.19%180信息2224.85-43.73%-2.73%-23.71%-39.50%17.22%29.39%30.373.530.67%180通信1578.550.03%-0.43%20.63%-3.65%25.70%6.150.905.40%180公用1951.06-2.70%-6.08%-3.77%-6.85%15.36%13.45%20.712.042.51%上证380513.458.55%37%17%0.02%5.18%20.66%2.58%380能源1855.5038.72%-4.00%0.79%8.95%12.75%97.83%41.95%2.713.08%380材料4571.79-21.80%-4.93%-9.63%-22.34%35.42%25.68%1.012.84%380工业5317.69-5.02%-9.20%24.91%21.79%21.69%4.712.44%380可选5476.66-0.67%-6.67%-9.83%-5.95%36.84%24.32%24.32%22.252.672.02%380消费13613.161.43%-5.49%-7.09%34.08%20.85%24.65%32.833.65380医药11088.35-25.87%4.46%-7.61%-21.82%4.32%23.26%26.35%7.782.55380金融2667.23-2.42%-3.00%-8.08%13.94%16.64%5.020.465.55%380地产572.11---2.80%-3.25%------23.51%--1.313.35%380信息6481.24-32.82%-8.63%-28.51%2.34%28.45%21.703.26380通信4015.73-20.93%-2.06%-6.73%-6.01%-6.47%-31.88%24.82%27.06%9.762.012.11%380公用2336.63-3.85%-6.34%19.83%26.08%29.56%5.822.15%2707.6536%-3.97%3.42%697.86-22.85%-7.34%-21.82%-9.21%2.88%4370.92-24.94%-2.22%-7.94%-23.53%4980.68-23.70%-2.59%-7.57%-21.64%2.00%4122.04-22.83%-6.83%-21.28%29%2.64%中证10006124.86-23.54%-3.75%-9.27%23.93%24.48%22.78.26科创509.38-32.82%-2.24%-8.77%-31.37%20.39%26.02%44.434.630.49%上证502610.12-20.29%-0.75%-5.49%-9.92%3.73%超大盘-23.38%-0.32%-6.59%-22.11%3.10%上证中盘515.57-2.62%-6.12%15%2.83%上证小盘4582.67-16.66%-2.93%-6.00%-9.84%-14.05%22.06%18.76%20.15%226%上证中小-2.77%-6.06%-11.34%-17.22%14.37%2.57%上证全指3.12%表2：综表2：综合指数收益指数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指数特征今年涨跌指数估值收盘点位3月涨跌1周涨跌1月涨跌-4.63%-7.66%-4.63%-7.66%-8.36%2.09%2.96%-0.48%-3.70%-4.99%-5.54%-5.55%-5.55%-6.35%-6.42%-6.95%-6.96%-7.53%-7.69%-0.88%-2.45%-2.07%-2.07%-2.07%-2.21%-2.43%-2.30%-2.52%6140.032376.974219.643169.602555.053024.392826.781149.682378.96283.631272.974899.43地产指数综合指数公用指数A股指数新综指上证指数工业指数上证流通商业指数B股指数中型综指中证流通30.89%15.21%20.07%16.45%16.45%16.45%18.84%17.59%17.94%16.56%22.72%19.32%11.49%17.94%13.60%13.60%13.61%16.47%14.64%16.24%30.95%16.63%-4.01%23.02%5.27%4.79%26.75%5.986.693.052.002.001.999.332.000.116.8033.754.720.830.682.220.940.933.263.64%4.47%2.75%2.74%2.74%2.06%2.74%2.91%0.87%0.87%2.17%-0.78%-20.57%-22.35%表表3：主题指数市场数据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煤炭等权3015,5035,3963267.6126.37%-2.94%0.19%-1.63%3.60%102.30%11.291.67内地地产269,8185,1974400.51-10.39%-0.87%0.15%-8.09%-10.56%-27.02%8.290.82CS航空388,4543,6442201.51-11.91%-2.27%0.08%-7.25%3.58%23.41%27.472.84黄金采掘93,6602,3441442.354.12%-5.37%-0.07%3.56%0.74%37.26%17.432.57股息龙头2983,44726,7212107.45-4.35%-1.80%-0.15%-6.68%-8.81%--6.430.70细分能源5031,4288,1402426.5922.99%-3.32%-0.45%1.37%7.24%47.73%10.951.07空天军工3011,0756,0742567.95-23.60%-8.07%-0.68%-5.89%-5.58%70.33%52.744.91中证旅游3211,5355,2034038.41-3.33%1.67%-0.70%-13.28%3.22%19.24%45.173.32细分地产5012,0246,2554102.49-12.81%-1.67%-1.08%-9.02%-12.79%-27.22%9.120.85地产等权76,8843,8094674.11-12.07%0.14%-1.19%-11.57%-13.45%-30.54%7.750.87中证国防11,9606,4741913.29-25.06%-7.81%-1.25%-5.51%-9.30%66.80%52.284.98上证银行656,12618,159710.62-8.89%-1.56%-1.37%-10.14%-9.55%-14.38%4.610.45内地银行63,30721,8485339.16-12.03%-1.63%-1.56%-11.35%-12.39%-13.80%4.760.46中证银行4263,92722,2455503.63-11.91%-1.67%-1.60%-11.28%-12.28%-13.66%4.780.46300银行360,82120,4725193.47-14.17%-1.63%-1.67%-12.31%-14.85%-13.70%4.730.46中证酒46,02622,3708304.91-15.00%3.69%-1.85%-11.99%-9.35%85.89%40.858.90中证白酒43,51621,15815359.44-13.94%4.10%-2.00%-11.98%-8.95%89.42%40.609.57酒主题45,94422,33844817.75-15.62%3.74%-2.35%-12.57%-10.31%--40.808.89CS贵金属04,4592,7491109.34-4.73%-6.17%-2.48%-1.54%-6.53%19.24%8.072.50内地运输20,2167,4201537.22-7.80%-1.64%-2.51%-7.34%-4.52%0.13%9.02细分食品56,06727,10827762.49-16.49%3.72%-2.54%-12.37%-11.24%52.27%38.748.12军工龙头11,0105,8803375.7-27.01%-8.38%-2.81%-8.40%-15.27%52.93%47.924.09CS黄金35,4413,276832.76-5.49%-5.39%-2.86%-2.55%-9.27%22.02%4.68物流产业18,6416,7761289.45-9.14%-1.56%-2.89%-7.95%-7.39%18.70%9.02CS乐园35,5752,4611011.77-13.38%-0.31%-3.06%-11.29%-6.04%-4.94%6.56轻工产业077,04136,3566692.84-18.78%77%-3.08%-12.16%-14.35%32.46%27.665.01CS食品饮62,44529,27121754.31-17.86%3.50%-3.26%-12.63%-12.76%49.48%38.306.84中证保险071,22422,1911454.64-17.27%-1.31%-3.28%-9.84%-16.82%-35.57%6.690.66CS消费5062,78931,39218535.14-18.65%83%-3.32%-12.83%-15.21%19.60%27.975.91消费龙头58,48329,16614776.07-19.62%97%-3.79%-13.86%-16.68%12.94%28.765.45SHS食品13,7265,2881315.09-19.78%2.13%-4.09%-13.75%-17.04%--32.735.92上证央企114,64634,4941376.55-14.78%-2.05%-4.10%-10.59%-15.24%-7.40%7.280.73国企200200257,425104,2391182.84-17.15%-1.18%-4.13%-11.24%-15.83%5.47%9.63消费5058,72927,33710214.25-18.36%74%-4.15%-13.28%-13.70%37.29%32.874.91上国改革85,97037,1391667.44-13.51%-1.87%-4.17%-10.40%-11.70%15.79%0.76300消服16,6468,4257708.33-23.14%-0.35%-4.19%-15.54%-24.20%-9.09%7.933.85央企100146,65346,9131588.54-16.82%-2.44%-4.20%-10.84%-17.10%-2.24%8.040.82地企100110,77357,3271398.33-18.32%-0.37%-4.23%-11.91%-16.26%9.08%3.04国企改革124,91559,1161640.2-19.16%-1.61%-4.33%-12.76%-17.04%12.30%2.37上证资源38,73313,3022665.1-1.37%-4.98%-4.40%-6.84%-7.29%63.68%2.02上证高新9,4985,4941157.8-46.86%2.51%-4.41%-30.17%-43.34%-36.17%43.134.51上证国企185,65171,9471045.22-15.19%-1.52%-4.43%-11.03%-14.20%45%8.800.93内地消费89,74142,81411790.05-16.28%1.17%-4.47%-13.23%-11.90%29.35%30.574.94180运输46,0962,473840.44-3.81%-1.36%-4.48%-9.01%79%-21.93%4.82上证下游94,79143,4054715.04-20.24%82%-4.53%-13.01%-17.00%11.78%25.762.83资源5046,01616,6963383.24-6.74%-4.37%-4.53%-9.18%-11.67%55.55%1.29CS物流7,8303,5241171.42-13.47%-4.15%-4.54%-9.18%-6.17%10.94%7.67医药创新13,5848,4002204.37-23.96%4.29%-4.58%-11.82%-16.54%-2.77%28.343.42CSMA预期56,13127,4823079.11-29.78%2.11%-4.58%-14.86%-31.32%6.27%38.987.34责任指数89,75543,9451263.08-17.54%-1.32%-4.59%-12.58%-15.94%-12.38%8.45上证上游4537,31912,5852802.66-3.56%-5.10%-4.59%-8.20%-9.10%54.37%1.83优势资源4232,32211,5745152.71-3.76%-4.83%-4.62%-8.33%-9.10%72.57%2.52中小企改13,6826,0792214.81-12.94%-5.08%-4.74%-8.01%-3.14%40.97%8.06中证中药8,0724,3239479.42-24.01%3.24%-4.75%-14.91%-4.52%21.97%23.852.61中证军工818,2139,52811098.14-25.50%-7.91%-4.76%-7.59%-11.53%41.10%51.823.05300基建328,84410,5581758.46-8.99%-3.01%-4.77%-5.69%-8.38%-4.70%0.68180基建24,7339,7641574.83-10.22%-3.08%-4.82%-6.10%-8.66%-7.66%0.390.98治理指数300178,90471,132960.99-16.36%-2.15%-4.85%-10.67%-15.27%-4.68%7.900.84周期50115,67543,7232776.77-16.95%-2.44%-4.87%-14.64%-18.95%--6.680.77上证周期109,96239,1822678.82-17.35%-2.93%-4.89%-12.69%-17.15%-18.98%6.400.69180治理150,27859,365854.38-17.04%-1.99%-4.89%-11.48%-16.04%-9.03%7.460.81CS广东9,7114,9421594.17-14.51%-2.35%-4.91%-11.59%-10.77%-0.17%1.28钱江3019,0499,2211288.99-30.48%-1.17%-4.91%-16.18%-27.52%82%3.262.44上证地企71,00437,4531285.06-15.93%-1.19%-4.93%-11.71%-13.91%8.08%3.44180资源28,3967,7843075.89-8.43%-4.77%-4.97%-11.68%-11.56%43.38%0.94优势消费49,16624,3258105.87-24.01%3.35%-5.02%-14.99%-17.16%22.87%38.397.05300周期4150,78157,5493274.64-18.43%-2.69%-5.02%-14.01%-18.39%-11.64%6.900.73CS供给侧66,21225,4231562.88-5.98%-4.45%-5.04%-9.90%-15.77%32.60%0.72中证下游200162,69877,7586269.42-21.45%87%-5.06%-13.93%-19.54%9.56%26.353.28300公运126,96510,2691462.56-12.55%-1.63%-5.08%-7.25%-8.44%2.81%2.68上证军工11,9695,9357265.2-26.98%-7.81%-5.13%-5.39%-15.29%26.21%52.932.64消费领先140,38060,0018406.07-23.11%08%-5.16%-14.38%-23.05%90%0.18A股资源42,91515,9714810.96-6.15%-5.67%-5.16%-7.20%-12.63%39.87%2.70沪自贸区0104,62141,6621291.45-17.94%-2.61%-5.18%-11.90%-18.31%-19.45%6.200.65细分金融93,85536,4665023.71-20.82%-2.53%-5.22%-13.97%-20.21%-22.02%5.930.58上证海洋16,6966,977968.51-16.18%-7.35%-5.26%-4.45%-11.64%35.58%2.46装配建筑32,727,6611138.12-24.34%-2.32%-5.27%-18.41%-12.99%48.86%8.682.33上证商品42,79315,0602660.18-5.31%-5.00%-5.27%-10.27%-11.54%73.43%0.83沪环渤海887,55224,5772210.3-18.34%-1.60%-5.30%-11.32%-18.94%-3.47%8.410.87中证央企405182,85964,1271824.66-18.06%-3.26%-5.32%-10.79%-16.56%3.60%8.990.90食品主题11,4954,0841354.09-24.75%3.93%-5.35%-15.30%-20.08%--37.114.67纺织产业3,177,4001995.05-23.15%-3.06%-5.36%-9.12%-25.08%32.49%9.38500沪市26262,46931,2166406.3-16.68%-2.65%-5.38%-9.17%-15.18%24.18%5.42沪供给侧753,24520,3581721.98-5.01%-4.55%-5.41%-9.97%-13.90%51.67%0.37上海改革20,1219,5632067.42-19.34%-2.73%-5.43%-13.15%-18.95%-21.54%7.950.80中证上游42,86015,7643202.68-5.92%-5.44%-5.43%-9.84%-12.38%57.30%2.68内地资源41,70715,4153357.22-6.33%-5.37%-5.43%-10.77%-12.54%59.01%2.38中证国企353,068152,7461296.79-17.14%-2.35%-5.43%-11.27%-14.99%7.88%0.68300沪市256,340106,6603405.5-19.75%-1.43%-5.44%-13.53%-18.59%-3.45%9.79沪珠三角467,59137,1927056.96-19.52%-1.71%-5.45%-14.69%-17.02%92%3.69中证地企852170,21088,6201455.99-16.46%-1.69%-5.51%-11.61%-13.81%10.86%3.41沪消费品49,50025,36410009.22-24.84%3.85%-5.52%-17.11%-22.64%25.69%38.477.05CS航运11,1804,4411598.28-7.45%-6.78%-5.54%-0.60%-10.96%21.77%8.25家电龙头12,9647,13712823.15-21.55%-1.44%-5.55%-13.54%-15.01%775.41%5.622.91消费80073,12435,4325701.08-22.72%2.61%-5.62%-15.18%-20.92%19.44%32.184.71西部开发659,87230,56410110.6-18.36%-1.57%-5.67%-16.04%-19.17%35.10%23.603.52180碳效244,181104,4541429.66-21.37%-1.46%-5.68%-15.17%-23.07%-12.48%0.21中证长三角58,93130,8281556.61-23.00%-1.81%-5.70%-13.53%-23.40%--9.18ESG404059,11026,4991409.69-16.27%-2.22%-5.70%-10.59%-14.39%7.07%6.360.72CS自贸区127,39353,5961240.95-20.83%-2.44%-5.74%-13.48%-20.12%-16.76%6.640.69企业核心竞争力5038,38620,5501159.7-24.14%36%-5.75%-14.62%-22.63%--9.803.70沪股通594334,595145,1493014.37-19.43%-1.73%-5.80%-12.82%-17.85%2.26%0.78四川国改16,5768,5162521.24-17.14%-2.06%-5.82%-10.68%-9.71%56.72%23.783.21上高股息10,0484,8534002.69-13.14%-1.62%-5.83%-6.68%-3.11%3.99%1.52沪新丝路055,04722,1861719.45-14.05%-3.18%-5.84%-9.22%-16.86%32.14%9.51光大阳光79,08242,2406009.29-24.66%-2.70%-5.84%-16.84%-25.59%-14.04%9.45沪城基建17,8088,9381366.84-15.20%-2.76%-5.86%-11.34%-14.37%-7.23%6.660.74医药10039,23221,13112131.71-27.83%5.28%-5.86%-15.43%-26.23%-1.27%26.423.93资源80059,48523,6923809-11.82%-4.60%-5.88%-11.01%-17.83%56.31%2.32中部崛起728,19214,6453406.9-23.59%-1.25%-5.95%-11.88%-22.83%4.09%6.652.04中证服务300204,78787,0993247.12-21.56%-1.43%-5.96%-12.16%-22.40%-14.16%8.380.85中证软件9,6725,9125219.44-35.10%-2.98%-5.99%-13.29%-32.29%-27.82%47.833.98消费服务175,70275,5488242.12-26.16%42%-6.03%-16.26%-27.23%-0.07%1.08300ESG价值179,13979,0891020.01-22.97%-1.18%-6.04%-14.77%-20.70%--1.10医药主题17,2899,6329202.96-26.14%4.52%-6.07%-16.41%-21.10%-1.47%25.743.42中证海洋24,25211,2871518.16-17.75%-6.85%-6.07%-7.48%-10.35%40.99%5.41沪互联网11,3485,8871470.66-28.24%-2.34%-6.08%-11.23%-20.19%-27.33%24.652.43海南指数22,005,031980.89-17.53%-3.58%-6.11%-10.95%-6.51%3.52%39.163.19上证混改57,84922,8221869.08-14.84%-3.98%-6.12%-8.86%-12.22%10.68%6.23CS计算机16,5799,8765635.7-36.21%-2.14%-6.15%-15.06%-33.65%-23.39%30.943.35300ESG领先186,55286,795996.49-24.01%-0.94%-6.18%-15.52%-22.98%--0.16沪轻资产101,73249,4044977.69-24.53%0.06%-6.19%-14.23%-21.52%-9.46%20.602.32沪城消费67,55932,3842103.73-25.27%2.37%-6.19%-16.59%-24.81%15.38%30.954.75复兴10057,97424,1802458.43-19.05%-2.25%-6.22%-12.10%-13.92%12.42%9.00环渤海93,34328,8762377.61-20.21%-1.42%-6.26%-12.77%-19.90%-2.06%8.530.90上证长三角40,31021,2711539.04-22.95%-1.96%-6.27%-13.86%-23.86%-14.47%7.990.86300ESG235340,888155,6761052.04-22.80%-1.02%-6.29%-14.89%-21.47%--1.74ESG领先196,70687,1581236.3-22.14%-1.37%-6.29%-13.83%-21.05%0.70%1.14800ESG领先250221,976105,248996.39-22.25%-1.23%-6.30%-14.12%-21.10%--0.63CS上海10,3754,7321893.12-16.47%-2.59%-6.33%-13.56%-18.04%-13.07%1.42城镇消费128,93863,6262307.67-24.79%92%-6.34%-15.85%-24.12%14.67%29.024.67非周期122,25960,5543307.14-21.91%-0.52%-6.36%-14.86%-19.74%14.76%20.332.48上证海外113,80737,7131053.68-20.98%-2.53%-6.36%-13.73%-21.70%-18.96%6.910.71公共卫生21,38611,4362012.9-31.77%4.38%-6.38%-15.18%-31.64%--9.733.03沪西部47,38725,0708308.2-15.23%-2.96%-6.39%-14.47%-15.42%50.31%25.193.98母婴消费7,2154,4611864.95-29.98%68%-6.41%-16.77%-26.43%-3.74%23.743.21深证下游70,98937,1845976.26-24.42%79%-6.52%-15.79%-23.77%3.74%27.824.11医药5026,82714,23012004.8-29.43%6.67%-6.53%-18.13%-30.58%9.50%24.884.99混合改革61,98324,7401727.42-17.14%-3.98%-6.54%-10.64%-13.40%11.52%6.05创业价值9,9075,0652099.35-13.38%-4.91%-6.56%-9.16%-13.45%37.73%8.580.95央视500500443,603207,5011340.04-22.28%-1.42%-6.62%-14.52%-21.04%10.50%3.34CS生医16,9609,4742790.08-31.77%6.01%-6.63%-18.06%-36.51%-6.13%25.655.14高铁产业8,6584,1391080.23-15.38%-3.13%-6.64%-10.39%-12.17%-21.24%0.150.78500ESG领先35,42518,4531013.41-16.43%-2.10%-6.67%-9.68%-14.72%--4.24500ESG39286,92745,8851005.09-19.14%-2.60%-6.71%-10.53%-17.48%--4.74养老产业047,90724,1095955.47-27.38%42%-6.73%-16.79%-24.31%-15.50%9.122.42CS高股息23,63212,4486012.73-19.68%-0.55%-6.75%-10.99%-11.15%11.58%3.142.45云计算507,8615,0231123.46-36.36%-2.88%-6.77%-13.02%-34.40%--39.683.20中小国改217,6849,5821919.12-22.46%-6.19%-6.77%-12.68%-12.39%26.50%20.43中证核电11,6745,2732367.95-22.99%-5.57%-6.78%-6.15%-16.33%13.94%8.49沪中国造52,52227,7001892.99-24.79%-3.32%-6.82%-13.90%-18.43%20.62%27.123.24浙江10041,25920,1002025.7-25.93%-1.67%-6.83%-14.55%-24.02%17.61%7.622.47CS医药TI20048,15726,04310292.14-29.00%5.17%-6.84%-16.98%-31.15%2.31%25.033.44资源优选20087,36737,7602649.15-15.22%-4.74%-6.85%-12.63%-20.07%41.39%1.58CS互医疗05,7993,3372518.12-29.76%3.39%-6.85%-9.95%-20.43%-12.49%32.543.84上证健康17,56110,1591172.62-22.74%0.51%-6.89%-11.16%-20.77%2.00%28.993.61一带一路362,00226,1611810.1-16.38%-3.88%-6.90%-10.20%-19.22%26.94%9.41大宗商品66,18627,3815194.96-12.19%-4.56%-7.00%-9.83%-17.43%48.97%2.12石化产业4333,44711,8581242.78-21.29%-3.51%-7.03%-15.42%-28.14%31.48%1.55上证沪企30,55014,2441552.15-25.67%-2.74%-7.05%-14.92%-24.45%-24.86%8.620.88上证龙头170,20572,0012971.14-22.60%-2.37%-7.06%-14.05%-20.09%-3.09%0.53CS水利13,8305,8981700.03-14.25%-3.26%-7.12%-8.08%-16.29%14.61%7.40上证养老4029,91315,0136769.51-28.48%09%-7.16%-16.57%-24.55%-19.35%8.962.28网络安全3,318,9151035.54-42.50%-6.23%-7.17%-16.35%-40.21%--47.532.64军工信息34,52319,5202191.76-30.10%-6.56%-7.17%-10.64%-19.56%-3.41%39.663.08老年消费4417,7006,5551434.45-28.63%0.02%-7.20%-16.50%-17.56%-6.62%23.462.56大气治理2,399,4621537.5-18.39%-2.24%-7.20%-6.70%-16.67%9.50%27.242.08沪中部16,6468,3843203.09-23.90%-1.94%-7.28%-14.52%-20.76%8.17%3.70云计算9,9036,3002660.12-36.00%-3.15%-7.31%-13.52%-34.30%-31.00%33.562.98沪互金融12,3158,8452067.85-24.03%-3.24%-7.33%-11.48%-15.26%-14.70%6.390.69沪东北4411,4646,3142891.16-22.31%-3.75%-7.34%-13.12%-21.21%-0.64%6.34中证国安35,75920,2384780.7-31.14%-6.42%-7.37%-10.72%-21.24%-3.86%39.873.05中证城镇250184,41196,9602080.85-23.61%-1.72%-7.40%-15.53%-22.02%18.68%9.682.54沪信安全34,8902,5621725.68-33.17%-4.97%-7.41%-13.03%-30.93%-33.19%47.893.04风电产业4211,2565,6271884.42-20.40%-2.96%-7.45%-13.47%-13.87%--29.072.67竞争优势62,24931,6733380.3-31.94%41%-7.49%-16.08%-23.72%3.66%27.285.69上证城镇250114,47157,1852108.41-22.31%-1.74%-7.49%-14.11%-20.09%16.37%8.082.20300非周206237,763120,6744680.58-25.12%-0.66%-7.50%-15.70%-23.34%11.20%22.932.99细分化工24,23012,3033816.6-23.70%-3.39%-7.53%-17.23%-29.06%48.50%3.212.84380创新9,0084,6322522.22-28.41%-2.46%-7.54%-13.08%-19.30%21.90%34.612.96杭州湾区36,15417,3971553.71-27.39%-2.05%-7.61%-16.16%-25.29%16.83%9.513.54中证医疗19,97110,3269618.54-31.06%7.18%-7.62%-19.17%-39.51%11.11%29.395.46光伏龙头3021,13412,5843261.12-14.11%-2.67%-7.64%-13.95%----38.235.24中证高新16,90310,1811775.19-33.41%-3.15%-7.65%-13.47%-28.31%-1.16%53.244.97500创新19,93212,2252391.84-28.59%-1.51%-7.67%-14.05%-19.41%15.20%28.302.38东北指数99,3124,7751006.18-24.18%-3.51%-7.70%-12.04%-21.40%-9.20%5.00浙企综指57665,05332,3737017.73-23.45%-2.42%-7.70%-12.47%-18.19%19.87%8.782.28深证上游12,4547,6175329.85-11.63%-7.16%-7.71%-13.46%-13.98%62.40%21.232.69女性消费11,5364,6861034.16-21.43%2.50%-7.72%-17.23%-25.51%-7.27%37.126.01长三角943,96121,3212901.21-30.96%-1.74%-7.72%-17.55%-29.56%-24.41%1.21CS轻资产144,57171,6205969.28-28.54%0.80%-7.76%-15.60%-26.61%-0.96%21.562.76医药龙头23,76412,7462443.72-30.71%6.60%-7.80%-20.09%-34.77%--31.635.79沪投资品41,73821,8096254.72-15.47%-4.67%-7.81%-14.71%-16.54%64.50%7.962.23量子通信8,4235,4622387.91-26.94%-4.24%-7.81%-9.34%-15.90%-10.38%31.352.02安徽发展12,2177,6221987.83-24.17%-2.55%-7.84%-12.13%-22.59%32.18%2.85上证休闲5,1442,407715.91-28.19%-1.26%-7.85%-14.61%-18.44%-15.18%21.44北京5014,0737,5631208.5-28.20%-3.16%-7.86%-14.98%-24.98%-13.00%0.850.98CS中国造100,99156,2871985.87-25.21%-3.05%-7.88%-17.28%-21.08%30.84%35.064.29大湾区75,80342,2481347.55-26.80%-1.69%-7.95%-16.27%-23.77%-3.03%4.16钢铁产业46,7902,883605.58-27.35%-5.33%-7.97%-17.71%-38.00%-6.70%6.700.88中证电商12,378,3242617.15-30.06%-4.17%-8.05%-10.87%-24.27%-23.84%20.622.32成渝经济圈41,30023,0822193.18-17.48%-2.66%-8.06%-15.94%-18.51%--22.093.04绿色领先156,28868,096917.09-20.74%-2.39%-8.08%-16.22%-19.82%-3.01%9.190.95中证水泥3,416,5474621.73-23.23%-2.85%-8.10%-17.04%-20.90%-16.02%5.970.89中证创投17,4609,8522032.34-25.51%-1.56%-8.10%-15.80%-24.08%-2.00%7.132.04东北振兴12,6937,1753480.37-25.97%-2.70%-8.17%-16.53%-24.40%24%5.21福建5023,39314,1722134.87-25.50%-2.75%-8.21%-14.24%-21.65%29.02%4.67CS医药创新17,9229,5672117.73-33.63%6.61%-8.24%-21.53%-40.92%--25.066.21太阳能3022,26413,2122902.46-14.03%-2.62%-8.25%-14.27%-14.41%--39.585.18沪长三角734,45317,5052204.06-30.60%-2.15%-8.28%-17.46%-29.30%-25.50%9.84沪大农业16,0258,0761653.9-16.49%-1.00%-8.29%-16.19%-14.78%25.73%27.044.25精工制造200109,42758,0793366.71-22.74%-3.65%-8.32%-16.20%-18.53%38.36%8.812.13信息安全15,1009,0741239.81-36.17%-4.07%-8.36%-14.93%-32.53%-24.37%30.282.96光伏产业25,55515,1194545.91-14.28%-2.84%-8.37%-12.88%-13.50%175.38%40.274.83CS院校企12,2177,0341463.1-24.67%-5.19%-8.37%-12.20%-20.63%13.68%28.492.51沪互联+32,75219,9752763.83-21.97%-1.10%-8.37%-12.85%-15.53%8.73%1.42中证有色019,66412,3461775.68-17.79%-7.35%-8.40%-15.17%-18.99%69.08%21.362.56上证文化4,200,9511053.91-28.24%-1.98%-8.47%-14.10%-16.85%-17.21%6.90中证数据8,5575,6432167.55-36.54%-3.36%-8.50%-15.65%-33.97%-33.50%37.132.88大农业27,91814,2801320.34-17.84%-0.43%-8.50%-13.94%-13.30%14.08%30.054.13优势制造29,90117,0388167.62-23.20%-4.87%-8.50%-15.31%-22.63%50.63%29.372.88细分有色18,41611,6366270.1-18.25%-7.54%-8.51%-15.67%-20.28%64.73%20.782.55浙江民企47748,58224,3128193.29-23.56%-2.63%-8.51%-12.50%-17.32%24.98%21.162.72持续产业4022,65011,9131603.74-18.96%-2.60%-8.54%-15.95%-16.02%58.17%20.972.26300深市132,20471,5634834.59-27.52%-1.18%-8.55%-17.49%-26.25%8.13%22.263.06上证中游77,28840,8152982.06-24.88%-3.79%-8.60%-16.40%-22.72%20.57%3.00高端装备035,39019,9308287.61-27.30%-5.51%-8.62%-13.85%-21.87%30.87%24.522.33交银理财长三角50,83128,9772048.58-29.60%-1.78%-8.64%-17.81%-28.75%-1.76%0.95金融科技486,3964,4621591.78-31.51%-3.19%-8.65%-13.30%-25.08%-17.98%29.903.60上证基建11,2965,5627494.49-22.15%-4.50%-8.68%-15.02%-21.51%24%8.800.80SHS光伏3023,10313,7112939.73-15.08%-2.75%-8.76%-15.80%-16.13%--35.325.61互联金融22,74115,6762076.29-31.06%-3.63%-8.80%-14.96%-25.90%-23.07%8.590.91CS京津冀458,1823,7911465.27-21.00%-5.01%-8.82%-13.86%-19.20%3.70%6.85创新10070,06140,0892534.35-31.29%-1.17%-8.82%-17.50%-27.10%26.50%30.284.06卫星产业3,6032,201533.97-27.99%-6.49%-8.83%-11.75%-17.84%--57.082.65健康产业44,14424,1711379.52-26.21%-0.20%-8.85%-14.51%-24.72%-7.73%29.903.92CS民参军0,543,0571550.7-32.08%-7.79%-8.85%-12.97%-26.87%-2.63%32.692.40SHS太阳能5026,65515,7962494.57-16.19%-3.01%-8.87%-14.41%-16.11%--35.805.19科创信息13,0395,216911.86-38.98%-2.66%-8.88%-15.39%-38.30%--42.064.56科创创业5043,33222,1491290.07-31.23%-0.88%-8.95%-16.01%-33.59%--42.905.48中证基建714,6247,3746949.39-21.71%-4.90%-8.99%-14.65%-21.57%0.93%9.320.88中证生科4418,73610,9133915.73-32.95%4.41%-8.99%-20.29%-38.64%11.59%26.554.88CSWD数据8,8925,8022443.46-35.85%-4.49%-9.01%-15.94%-32.78%-30.16%38.252.83环保5051,94928,1002917.71-19.77%-3.28%-9.02%-17.71%-19.73%112.33%33.903.96500深市23847,41427,1364800.81-27.97%-3.36%-9.16%-13.97%-24.11%7.36%5.95800医药22,61113,3998635.01-32.28%4.07%-9.17%-20.67%-34.74%-8.86%26.323.48上证新兴49,17428,2556943.45-29.01%-2.80%-9.18%-19.54%-28.97%3.73%21.182.70CS西部76,0752,9721655.3-8.89%-5.36%-9.20%-11.40%-11.43%43.08%1.12新基建5032,57418,3831098.11-32.53%-0.57%-9.24%-16.09%-29.85%--20.772.44海绵城市5,9043,0421076.84-23.66%-3.25%-9.24%-13.81%-20.54%-2.71%6.18机械优势3035,18621,1392764.89-22.98%-2.36%-9.25%-20.63%-20.06%--39.464.47上证汽车12,9115,6865003.22-25.82%-4.70%-9.31%-15.92%-17.44%26.58%8.91科技10048,78230,7402764.03-30.95%-0.25%-9.35%-17.23%-24.55%25.52%22.853.15CS互联+59,83037,8832331.36-27.17%-1.29%-9.36%-15.45%-21.55%-1.38%3.35水环境2,911,550786.58-25.68%-4.33%-9.38%-12.15%-28.36%-21.73%6.24中证环保61,38133,2742262.98-19.74%-3.19%-9.39%-17.17%-19.44%93.21%33.113.65300非银532,24515,8367171.09-27.70%-3.63%-9.39%-16.04%-26.12%-32.43%1.14沪智慧城13,1987,7472102.76-30.01%-2.21%-9.41%-14.92%-25.19%6.29%23.762.30上证创新15,6807,7861392.19-22.18%-4.00%-9.44%-9.37%-15.02%12.46%20.99非周民企96,28552,4181740.28-29.17%-1.22%-9.46%-18.48%-26.56%23.13%32.024.60智能交通10,7076,6331980.09-31.98%-4.10%-9.46%-16.98%-28.67%-14.59%23.542.56浙江新动能64,84340,6774034.17-28.38%-1.34%-9.47%-17.26%-26.75%3.61%2.773.86智能制造33,17519,3532874.29-30.69%-2.90%-9.48%-14.62%-27.21%24.07%24.143.48细分医药24,46113,7538923-31.43%4.04%-9.48%-20.33%-34.83%-5.09%27.493.72上证民企42,64422,1931863.2-31.41%-2.36%-9.50%-22.07%-30.16%8.61%20.883.35科技龙头34,04019,6682916.95-38.41%-0.37%-9.53%-16.89%-34.50%-5.37%31.474.53SEEE碳中和78,80943,1491765.19-22.45%-4.10%-9.53%-19.19%-21.71%--20.932.66民企龙头9,3604,2721830.1-31.77%-3.35%-9.55%-16.09%-29.41%-2.66%7.91中证新兴116,25266,4048233.52-31.16%-2.05%-9.57%-19.46%-30.10%16.62%26.293.44内地低碳51,94928,1002389.53-20.70%-3.17%-9.57%-18.81%-19.31%126.16%33.903.96新基建41,87323,9781105.5-32.19%-1.33%-9.57%-16.07%-28.34%--22.082.46中证民企2822311,074169,3012101.46-26.07%-2.86%-9.58%-15.01%-21.04%20.50%25.652.93民企贡献500169,38694,3492060.12-27.36%-2.75%-9.59%-15.54%-21.42%--22.323.13沪智交通2,048,1991243.76-29.43%-5.60%-9.60%-11.91%-20.78%-22.93%31.74CS人工智15,8958,9982214.01-39.99%-2.45%-9.61%-21.02%-33.27%-19.88%27.953.30新材料42,03524,6404661.27-25.15%-3.65%-9.62%-23.19%-25.09%95.34%29.344.75上证移动4213,7767,7321749.4-34.61%-2.48%-9.65%-16.53%-30.35%-9.57%24.243.04沪城交通17,9078,6861692.71-24.92%-5.18%-9.65%-16.16%-22.30%3.72%2.84装备产业64,20336,9632765.15-25.45%-4.20%-9.66%-17.75%-22.63%63.74%32.683.45中证TMT52,32129,2051548.36-35.28%-2.74%-9.67%-16.24%-28.66%-15.16%21.552.42中证中游250138,60976,4103363.82-28.87%-3.65%-9.69%-17.12%-26.39%20.63%5.632.11科技5054,44633,3612490.26-36.22%-0.91%-9.71%-18.89%-32.35%--30.644.67民企300300166,67191,1191818.5-28.40%-2.14%-9.71%-18.30%-25.89%--25.543.73碳中和60069,38638,1691924.76-20.00%-4.02%-9.72%-19.45%----23.902.77新兴综指2028260,524150,0051364.52-29.02%-2.79%-9.73%-16.53%-25.22%26%26.852.89城镇交通42,14323,8562292.18-25.86%-4.57%-9.75%-20.06%-24.45%42%20.36300创新102,30256,9621462.23-31.19%-2.26%-9.76%-17.78%-27.98%80%23.502.46智慧城镇32,01120,4631986.05-34.31%-2.49%-9.77%-16.43%-29.57%.77%21.342.48环境治理5,6102,9601259.9-24.88%-4.14%-9.78%-10.03%-20.74%-11.00%9.06中证PPP17,5719,356980.32-23.86%-4.51%-9.79%-13.18%-22.87%-12.57%8.750.86科技先锋59,73836,1832421.87-31.32%-1.33%-9.82%-17.76%-29.85%--28.023.94CS娱乐TI14,8018,1751046.81-31.98%-0.67%-9.91%-16.58%-20.40%-15.29%24.682.25CS创新药17,10210,5921954.89-32.74%3.88%-9.93%-21.08%-38.57%0.27.443.53上证TMT24,70012,3791481.94-33.53%-3.17%-9.94%-17.44%-27.06%-17.28%22.822.08船舶产业42,271,0821085.16-19.74%-9.37%-9.95%-1.84%-20.81%-27.91%58.34深圳科技13,9908,0565568.72-36.49%-1.25%-9.97%-17.27%-34.18%.46%30.374.50数字经济28,28516,624963.94-38.87%-1.84%-9.97%-18.81%-34.97%--37.295.31CS精准医512,9087,5132746.08-35.61%3.99%-10.04%-22.27%-40.40%.25%31.545.10创新驱动30043,54624,9172755.18-23.00%-3.76%-10.08%-11.52%-12.42%26.902.01民企成长30043,962