银叶量化聚焦 | 量化周报
银叶投资
数据来源:wind
数据来源:wind
数据来源:wind
数据来源:wind
数据来源:wind
行业月度收益
各行业最近1月收益率
数据来源:wind
月初至今大类板块风格
月初至今各板块收益率
数据来源:wind
月初至今主要风格大中小盘-价值成长质量分红
月初至今大/中/小盘×价值/成长/质量/分红风格收益率
数据来源:wind
主要指数的估值分位
指数的4个估值指标值(PE/PB/PS/PCF)在历史值中的高低位置
数据来源:wind
行业估值分位
各行业的的4个估值指标值(PE/PB/PS/PCF)在历史值中的高低位
行业 | pe-ttm | pb-lf | ps-ttm | pcf-ocf-ttm |
石油石化 | 4.68% | 14.27% | 11.97% | 13.36% |
煤炭 | 0.19% | 12.56% | 8.86% | 6.16% |
有色金属 | 0.01% | 9.17% | 3.19% | 0.16% |
电力及公用事业 | 0.15% | 12.71% | 7.73% | 26.45% |
钢铁 | 2.35% | 10.64% | 11.19% | 25.38% |
基础化工 | 0.60% | 9.84% | 20.94% | 11.80% |
建筑 | 4.66% | 2.21% | 2.59% | 0.38% |
建材 | 25.78% | 1.46% | 2.14% | 1.61% |
轻工制造 | 16.95% | 10.40% | 10.69% | 3.50% |
机械 | 11.69% | 11.79% | 17.52% | 0.32% |
电力设备及新能源 | 0.44% | 19.18% | 7.90% | 0.00% |
国防军工 | 19.78% | 17.64% | 43.54% | |
汽车 | 23.14% | 25.48% | 45.29% | 5.01% |
商贸零售 | 0.24% | 5.94% | 0.34% | 0.29% |
消费者服务 | 1.95% | 13.91% | 20.26% | 5.83% |
家电 | 7.90% | 24.74% | 44.95% | 0.22% |
纺织服装 | 21.04% | 5.35% | 14.64% | 1.80% |
医药 | 22.32% | 5.17% | 18.48% | 3.46% |
食品饮料 | 30.89% | 32.21% | 36.45% | 23.84% |
农林牧渔 | 4.27% | 10.52% | 3.31% | 0.03% |
银行 | 4.77% | 2.51% | 7.47% | 0.60% |
非银行金融 | 7.34% | 5.71% | 20.57% | 0.02% |
1.23% | 0.62% | 0.05% | ||
1.80% | 12.16% | 2.72% | 1.21% | |
1.37% | 22.89% | 24.95% | 6.39% | |
5.02% | 9.24% | 44.04% | 24.93% | |
20.65% | 10.55% | 11.10% | 1.81% | |
0.58% | 10.36% | 7.65% | 10.70% | |
16.58% | 11.93% | 0.13% |
数据来源:wind
数据来源:wind
数据来源:wind
数据来源:wind
数据来源:wind