📊 Market Overview
|
中证全指成交金额MA5 |
中证全指成交金额 |
沪深300成交金额MA5 |
沪深300成交金额 |
中证500成交金额MA5 |
中证500成交金额 |
中证1000成交金额MA5 |
中证1000成交金额 |
中证2000成交金额MA5 |
中证2000成交金额 |
价值VS成长相对强弱 |
Barra轮动速度(月) |
Barra轮动速度(周) |
IF年化基差(%) |
IC年化基差(%) |
IM年化基差(%) |
| 当期 |
28649.6 |
29286.58 |
7304.18 |
7394.24 |
5319.86 |
5636.52 |
6133.03 |
6317.12 |
6696.92 |
6788.81 |
-0.0169 |
0.331 |
0.307 |
3.8892 |
-11.5539 |
-16.7886 |
| 上期(T-5) |
24617.65 |
23960.28 |
5609.85 |
5585.21 |
4262.59 |
4041.23 |
5384.37 |
5165.07 |
6422.63 |
6274.45 |
0.0024 |
0.343 |
0.329 |
5.2107 |
-2.3083 |
-2.4893 |
| 变化 |
4031.95 |
5326.3 |
1694.33 |
1809.03 |
1057.27 |
1595.29 |
748.66 |
1152.05 |
274.29 |
514.36 |
-0.0193 |
-0.012 |
-0.022 |
-1.3215 |
-9.2456 |
-14.2993 |
| 变化% |
16.38% |
22.23% |
30.20% |
32.39% |
24.80% |
39.48% |
13.90% |
22.30% |
4.27% |
8.20% |
NaN |
-3.50% |
-6.69% |
-25.36% |
NaN |
NaN |
|
beta |
book_to_price_ratio |
earning_yield |
growth |
leverage |
liquidity |
momentum |
non_linear_size |
residual_volatility |
size |
| 日期 |
|
|
|
|
|
|
|
|
|
|
| 2025-08-21 |
-0.004365 |
0.000107 |
0.000089 |
-0.000453 |
0.000435 |
-0.001907 |
0.000115 |
-0.002591 |
-0.001627 |
-0.001351 |
| 2025-08-22 |
0.004078 |
0.000598 |
-0.004597 |
0.001610 |
-0.001323 |
-0.000043 |
0.000829 |
-0.000164 |
0.000823 |
0.007537 |
| 2025-08-25 |
0.005317 |
0.001527 |
0.000231 |
0.000742 |
-0.000997 |
0.001291 |
0.001696 |
-0.000369 |
0.003830 |
0.005783 |
| 2025-08-26 |
-0.004041 |
-0.002384 |
0.001353 |
-0.001180 |
0.001671 |
-0.000155 |
-0.001151 |
-0.001008 |
-0.004193 |
-0.002933 |
| 2025-08-27 |
0.001369 |
-0.000561 |
-0.000045 |
0.002275 |
-0.001094 |
-0.002292 |
-0.000632 |
0.001394 |
0.003188 |
0.004164 |
base
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中证全指
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