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中证指数月度报告(9月)

2016-10-17 来源:上海证券报

中证指数有限公司、上海证券报联合推出

主要股票指数月度表现

交易日数

开盘最高最低收盘涨跌点数涨跌幅日均成交量(百万股)日均成交金额(亿元)
沪深3003326.743357.363214.443253.28-74.51-2.24%7205 830
中证1003103.753124.093006.803042.62-61.89-1.99%3116 354
中证8003871.053913.053738.543792.11-79.78-2.06%13763 1596
中证2004207.044267.344040.644097.31-111.56-2.65%4089 476
中证5006434.266539.356200.576328.09-106.12-1.65%6558 766
中证7005201.015276.535004.365092.15-109.88-2.11%10647 1242
中证红利3985.764033.413873.293925.20-61.30-1.54%2086 220
300成长3573.503599.793452.993493.68-82.23-2.30%2443 354
300价值3747.663780.243647.873689.93-60.04-1.60%2946 329
上证指数3083.963105.682969.133004.70-80.79-2.62%13979 1561
上证1807135.097196.926901.886958.50-179.76-2.52%4637 456
上证3805625.965705.645410.495505.96-121.08-2.15%4106 470
上证502230.362246.372162.442177.35-55.36-2.48%1623 161
上证红利2533.242557.292455.542477.58-57.12-2.25%1192 91
深证成指10759.7610903.6410352.0210567.58-190.30-1.77%16818 2530

股票指数阶段收益情况

1个月3个月半年1年年初至今
沪深300-2.24%3.15%1.09%1.57%-12.80%
中证100-1.99%2.80%1.16%2.61%-10.21%
中证800-2.06%3.21%1.61%2.08%-14.05%
中证200-2.65%3.75%0.97%-0.22%-17.03%
中证500-1.65%3.34%2.80%3.34%-16.93%
中证700-2.11%3.53%1.95%1.65%-16.97%
300成长-2.30%3.35%1.63%7.80%-11.25%
300价值-1.60%4.72%3.47%5.26%-8.14%
中证红利-1.54%5.99%3.48%9.29%-10.28%
上证指数-2.62%2.56%0.03%-1.57%-15.10%
上证180-2.52%3.30%0.53%-1.03%-12.97%
上证380-2.15%3.67%1.55%0.65%-17.98%
上证50-2.48%2.58%0.97%1.46%-10.06%
上证红利-2.25%6.18%2.71%1.70%-11.04%

股票指数阶段波动情况

1个月3个月半年1年年初至今
沪深30011.05%12.36%14.03%24.73%24.23%
中证10010.24%11.81%12.38%22.40%21.52%
中证80012.06%12.88%15.69%26.63%26.51%
中证20013.18%14.53%18.04%30.51%30.20%
中证50015.19%15.63%21.03%33.03%33.36%
中证70014.16%14.95%19.47%31.69%31.76%
300成长10.08%12.52%14.47%25.34%24.78%
300价值10.38%12.02%11.92%21.37%20.33%
中证红利12.01%12.53%14.24%25.36%24.73%
上证指数10.86%11.91%14.62%25.10%25.25%
上证1809.42%11.77%13.20%23.92%23.53%
上证38014.97%15.28%20.20%32.20%32.58%
上证508.63%11.46%12.12%22.65%21.74%
上证红利10.18%12.13%13.33%23.71%23.47%

沪深300行业估值

P/EP/BEPSROEROA
沪深30012.331.580.6812.23%13.15%
能源25.531.100.273.87%4.89%
原材料24.811.530.272.44%2.47%
工业17.931.840.459.08%10.57%
可选消费16.492.710.8915.93%18.26%
主要消费22.863.570.9715.61%16.56%
医药卫生30.524.840.8615.87%16.54%
金融地产7.971.230.8815.47%15.91%
信息技术36.404.790.3812.73%13.43%
电信业务22.251.730.337.78%13.16%
公用事业14.151.850.4613.07%16.94%

中证债券指数表现

简称 上月收盘本月收盘涨跌点数涨跌幅久期修正久期凸性到期收益率
中证全债177.85178.790.950.53%5.024.8926.923.155
中证3债167.5168.080.570.34%1.871.812.72.98
中证7债179.57180.430.860.48%4.124 10.953.152
中证10债180.56181.520.950.53%7.036.8429.583.214
中证10+债192.12194.552.421.26%14.4814.17153.113.547
中证国债171.83172.891.060.62%7.026.8951.842.767
中证金融债173.97174.850.880.51%4.714.5821.112.976
中证企业债195.67196.610.950.48%3.543.4110.43.677
中证综合债168.97169.770.80.47%4.194.0822.063.084
中证1债146.24146.520.280.19%0.540.520.42.535
中证央票136.86137.10.250.18%0.090.090.042.295
中证短融147.83148.220.380.26%0.340.330.233.266

行业表现

沪深300中证800上证指数上证180上证380
能源-2.59%-1.53%-0.93%-2.34%-2.53%
原材料-3.46%-2.65%-1.69%-3.74%-2.22%
工业-3.11%-2.78%-2.54%-3.20%-3.80%
可选消费-0.56%-0.35%-1.47%-3.00%-1.22%
主要消费-3.38%-3.26%-1.92%-3.54%-1.06%
医药卫生-0.66%-1.04%-0.24%0.15%-0.48%
金融地产-2.04%-1.87%-2.20%-2.00%-0.89%
信息技术-2.47%-2.86%-2.68%-3.70%-1.80%
电信业务-2.04%-0.57%-3.55%-4.34%-2.47%
公用事业-3.01%-2.85%-2.24%-3.17%-1.22%

行业权重占比

沪深300中证800上证指数上证180上证380
能源2.42%2.60%9.70%2.83%3.72%
原材料5.36%8.19%8.41%5.46%14.81%
工业14.82%16.55%18.22%15.56%27.93%
可选消费11.04%12.53%10.72%6.22%15.46%
主要消费6.88%6.67%5.59%6.64%6.17%
医药卫生4.37%6.40%3.71%3.13%10.01%
金融地产41.46%31.16%33.37%51.91%3.39%
信息技术8.53%10.56%4.14%2.86%10.82%
电信业务1.24%1.71%1.14%0.92%2.58%
公用事业3.90%3.62%4.99%4.47%5.12%

行业对指数贡献

沪深300 中证800 上证指数 上证180 上证380
贡献点数贡献度贡献点数贡献度贡献点数贡献度贡献点数贡献度贡献点数贡献度
能源-2.09-2.80%-1.55-1.95%-7.51-9.30%-4.71-2.62%-5.30-4.38%
原材料-6.25-8.39%-8.46-10.60%-4.82-5.97%-14.78-8.22%-18.47-15.25%
工业-15.50-20.80%-17.97-22.52%-17.85-22.12%-35.87-19.95%-60.73-50.16%
可选消费-2.04-2.73%-1.69-2.12%-10.00-12.38%-13.38-7.44%-10.60-8.75%
主要消费-7.83-10.50%-8.75-10.97%-4.50-5.57%-16.96-9.43%-3.62-2.99%
医药卫生-0.94-1.27%-2.54-3.18%-0.64-0.80%0.330.18%-2.65-2.19%
金融地产-28.07-37.68%-22.54-28.25%-27.00-33.44%-73.65-40.97%-1.64-1.36%
信息技术-7.01-9.41%-11.81-14.81%-3.22-3.99%-7.65-4.26%-10.98-9.07%
电信业务-0.84-1.13%-0.40-0.50%-1.48-1.83%-2.91-1.62%-3.60-2.97%
公用事业-3.94-5.29%-4.07-5.10%-3.71-4.59%-10.19-5.67%-3.48-2.88%

权重最大10只股票

沪深300 中证800 上证指数 上证180 上证380
股票简称收盘价(元)涨跌幅权重股票简称收盘价(元)涨跌幅权重股票简称收盘价(元)涨跌幅权重股票简称收盘价(元)涨跌幅权重股票简称收盘价(元)涨跌幅权重
中国平安34.160.40%4.21%中国平安34.160.40%2.93%工商银行4.43 -2.21%4.50%中国平安34.160.40%6.17%万华化学20.560.69%0.93%
民生银行9.26 0.64%2.49%民生银行9.26 0.64%1.73%中国石油7.22 -3.98%4.41%民生银行9.26 0.64%3.65%通化东宝22.72-0.83%0.91%
兴业银行15.97-0.62%2.42%兴业银行15.97-0.62%1.68%农业银行3.13 -2.49%3.47%兴业银行15.97-0.62%3.55%长电科技19.418.31%0.84%
万科A26.174.97%2.31%万科A26.174.97%1.61%中国银行3.37 -2.88%2.68%招商银行18.00-3.38%3.09%中天科技10.94-10.47%0.84%
招商银行18.00-3.38%2.11%招商银行18.00-3.38%1.47%中国石化4.86 -1.17%1.75%交通银行5.53 -4.66%2.53%生物股份31.072.85%0.80%
交通银行5.53 -4.66%1.73%交通银行5.53 -4.66%1.20%中国人寿21.41-0.83%1.68%贵州茅台297.91-3.96%2.50%中安消22.777.15%0.73%
贵州茅台297.91-3.96%1.70%贵州茅台297.91-3.96%1.18%贵州茅台297.91-3.96%1.41%浦发银行16.490.06%2.38%亨通光电19.72-1.45%0.72%
浦发银行16.490.06%1.62%浦发银行16.490.06%1.13%招商银行18.00-3.38%1.40%海通证券15.910.44%2.15%东软集团17.22-1.43%0.72%
海通证券15.910.44%1.46%海通证券15.910.44%1.02%中国平安34.160.40%1.40%中信证券16.12-4.62%2.12%华海药业25.924.85%0.67%
中信证券16.12-4.62%1.44%中信证券16.12-4.62%1.00%浦发银行16.490.06%1.34%农业银行3.13 -2.49%1.99%烽火通信28.5212.59%0.63%

表现最强10只股票

沪深300 中证800 上证指数 上证180 上证380
股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅
格力电器22.2225.40%光迅科技83.3933.13%振华股份25.18310.77%九鼎投资44.1425.04%福成股份15.3625.39%
君正集团4.88 15.91%万丰奥威20.5426.95%网达软件27.12273.55%君正集团4.88 15.91%江淮汽车13.8819.55%
小商品城8.12 12.47%格力电器22.2225.40%宏盛股份44.97268.61%小商品城8.12 12.47%瑞贝卡7.44 18.47%
中联重科4.63 9.72%九鼎投资44.1425.04%安图生物51.97256.45%太平洋4.92 9.50%三峡水利9.28 18.07%
太平洋4.92 9.50%金科股份5.45 24.15%正平股份17.23242.54%国电南瑞16.327.51%重庆燃气13.6917.31%
国电南瑞16.327.51%江淮汽车13.8819.55%通用股份14.01184.76%爱建集团12.357.39%喜临门21.2913.91%
青岛啤酒31.817.28%威孚高科24.5417.36%无锡银行10.37131.99%巨化股份11.057.28%宏发股份34.5813.86%
九州通21.487.19%中南建设9.00 17.34%兆易创新177.97125.39%九州通21.487.19%灵康药业32.6513.68%
天士力42.186.52%重庆燃气13.6917.31%花王股份46.80109.40%华发股份14.627.11%滨化股份5.93 13.38%
浪潮信息26.166.34%跨境通20.8316.63%新天然气54.94106.08%天士力42.186.52%烽火通信28.5212.59%

表现最弱10只股票

沪深300 中证800 上证指数 上证180 上证380
股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅
用友网络22.62-13.66%浙江东方29.71-17.75%新华文轩23.90-25.01%天业股份12.24-14.94%浙江东方29.71-17.75%
中航动控26.44-12.91%七星电子34.42-17.26%廊坊发展24.69-24.43%用友网络22.62-13.66%林洋能源9.20 -17.06%
华泰证券17.95-12.10%东方国信23.19-15.58%新宏泰38.18-23.41%华泰证券17.95-12.10%复旦复华8.61 -15.34%
华闻传媒10.58-11.24%用友网络22.62-13.66%华友钴业27.42-22.96%中航动力34.31-9.30%东方创业20.21-15.33%
电广传媒15.59-9.47%中色股份8.06 -13.15%长久物流42.23-22.67%大名城9.66 -9.04%北巴传媒15.28-15.11%
中信国安11.19-9.32%中航动控26.44-12.91%贵阳银行15.05-22.38%歌华有线16.51-8.94%成发科技38.16-12.46%
中航动力34.31-9.30%平潭发展7.50 -12.49%长春燃气8.68 -22.36%中金黄金12.13-8.66%锦江股份30.55-11.96%
歌华有线16.51-8.94%佛塑科技8.27 -12.39%中国电影27.03-22.01%中国中冶3.95 -8.56%广电网络13.83-11.74%
贵州百灵22.07-8.80%华泰证券17.95-12.10%广西广电13.51-21.50%山东黄金38.19-8.51%乐凯胶片15.12-11.53%
中金黄金12.13-8.66%星辉娱乐11.67-12.06%白云电器36.56-21.34%洛阳钼业3.71 -8.17%西部黄金23.69-11.44%

影响最大20只股票

沪深300 中证800 上证指数 上证180 上证380
股票简称收盘价(元)涨幅贡献点数股票简称收盘价(元)涨幅贡献点数股票简称收盘价(元)涨幅贡献点数股票简称收盘价(元)涨幅贡献点数股票简称收盘价(元)涨幅贡献点数
格力电器22.2225.40%8.009格力电器22.2225.40%6.498中国石油7.22 -3.98%-5.900华泰证券17.95-12.10%-9.359中天科技10.94-10.47%-5.395
万科A26.174.97%3.564万科A26.174.97%2.892江苏银行10 -19.22%-3.127交通银行5.53 -4.66%-8.606江淮汽车13.8819.55%4.955
华泰证券17.95-12.10%-2.983华泰证券17.95-12.10%-2.420工商银行4.43 -2.21%-3.074招商银行18 -3.38%-7.538浙江东方29.71-17.75%-4.483
交通银行5.53 -4.66%-2.743交通银行5.53 -4.66%-2.225农业银行3.13 -2.49%-2.681贵州茅台297.91-3.96%-7.159隆基股份13.50-10.89%-3.935
招商银行18 -3.38%-2.402招商银行18 -3.38%-1.949中国银行3.37 -2.88%-2.400中信证券16.12-4.62%-7.122烽火通信28.5212.59%3.852
贵州茅台297.91-3.96%-2.281贵州茅台297.91-3.96%-1.851贵州茅台297.91-3.96%-1.760中国重工6.2 -7.88%-5.645长电科技19.418.31%3.560
中信证券16.12-4.62%-2.270中信证券16.12-4.62%-1.842中国电影27.03-22.01%-1.621伊利股份16.11-4.39%-5.207成发科技38.16-12.46%-2.894
中国重工6.2 -7.88%-1.799中国重工6.2 -7.88%-1.460华泰证券17.95-12.10%-1.531中国太保28.754.66%4.669厦门钨业25.40-10.12%-2.853
伊利股份16.11-4.39%-1.659伊利股份16.11-4.39%-1.346中国石化4.86 -1.17%-1.525中国建筑6.17 -3.59%-4.001中安消22.777.15%2.700
中国太保28.754.66%1.488中国太保28.754.66%1.207招商银行18 -3.38%-1.481长江电力13.3 -3.55%-3.752西部矿业6.90 -8.00%-2.638
中国建筑6.17 -3.59%-1.275万丰奥威20.5426.95%1.192中信银行5.98 -5.83%-1.436中国中车8.96 -3.76%-3.722宏发股份34.5813.86%2.583
长江电力13.3 -3.55%-1.196中国建筑6.17 -3.59%-1.035中国交建11.04-7.92%-1.270农业银行3.13 -2.49%-3.548北方导航14.57-9.33%-2.576
中国中车8.96 -3.76%-1.186长江电力13.3 -3.55%-0.970长江电力13.3 -3.55%-1.227太平洋4.92 9.50%3.374广汇能源4.09 -7.47%-2.385
中信国安11.19-9.32%-1.166金科股份5.45 24.15%0.963交通银行5.53 -4.66%-1.207中航动力34.31-9.30%-3.183中科曙光32.19-9.04%-2.372
国信证券16.48-7.15%-1.155中国中车8.96 -3.76%-0.962贵阳银行15.05-22.38%-1.135用友网络22.62-13.66%-3.041林洋能源9.20 -17.06%-2.361
农业银行3.13 -2.49%-1.131中信国安11.19-9.32%-0.946兆易创新177.97125.39%1.128山东黄金38.19-8.51%-2.930航天电子15.92-7.17%-2.360
西部证券23.71-8.42%-1.127国信证券16.48-7.15%-0.937中国重工6.2 -7.88%-1.108华夏银行10.05-4.38%-2.851福成股份15.3625.39%2.349
五 粮 液33.36-4.44%-1.088农业银行3.13 -2.49%-0.917玲珑轮胎28.97-19.80%-0.976小商品城8.12 12.47%2.841厦门国贸8.77 -8.93%-2.310
太平洋4.92 9.50%1.075西部证券23.71-8.42%-0.914中国太保28.754.66%0.918工商银行4.43 -2.21%-2.815三峡水利9.28 18.07%2.277
平安银行9.07 -4.43%-1.067五 粮 液33.36-4.44%-0.883中国中车8.96 -3.76%-0.912南京银行10.26-5.79%-2.657长园集团13.90-6.02%-2.164

沪深300成交量前10

证券简称收盘价(元)涨跌幅成交额(亿元)成交量(万手)
东旭光电14.51-0.07%875 560
中信国安11.19-9.32%507 411
太平洋4.92 9.50%252 385
君正集团4.88 15.91%186 366
京东方A2.37 -2.87%79 331
万科A26.174.97%707 287
格力电器22.2225.40%454 202
中国银行3.37 -2.88%67 198
中航资本6.48 -6.36%132 196
绿地控股9.61 -4.28%181 190

沪深300换手率前10

证券简称收盘价(元)涨跌幅换手率
东旭光电14.51-0.07%232.24%
中信国安11.19-9.32%104.83%
保千里16.061.26%64.89%
物产中大10.281.58%62.68%
太平洋4.92 9.50%59.45%
绿地控股9.61 -4.28%58.99%
中国宝安10.38-8.30%57.49%
君正集团4.88 15.91%49.58%
浪潮信息26.166.34%47.07%
电广传媒15.59-9.47%39.72%