在11月份，沪深300行业指数全部下跌，其中300材料指数跌幅最大，跌21.54%，300能源指数跌幅也达到18.8%，仅次于原材料指数，300金融与300医药指数跌幅也超过17%。信息技术与电信行业等前期涨幅较小行业在11月份中跌幅相对小些，300信息下跌3.26%，300电信下跌6.88%。
中证指数有限公司 上海证券报联合推出
主要指数月度表现
| | 开盘 | 最高 | 最低 | 收盘 | 涨跌点数 | 涨跌幅(%) | 成交量(万手) | 成交金额(亿元) |
| 沪深300 | 5701.49 | 5702.21 | 4619.51 | 4737.41 | -951.14 | -16.72% | 3103.41 | 632.37 |
| 中证100 | 6047.23 | 6058.23 | 4890.89 | 5039.90 | -987.87 | -16.39% | 1989.42 | 414.82 |
| 中证800 | 5403.55 | 5403.55 | 4457.13 | 4562.40 | -829.51 | -15.38% | 4771.15 | 843.96 |
| 中证200 | 5377.68 | 5377.68 | 4369.15 | 4436.98 | -940.60 | -17.49% | 1113.99 | 217.55 |
| 中证500 | 4557.64 | 4557.64 | 3996.16 | 4122.93 | -427.25 | -9.39% | 1667.75 | 211.59 |
| 中证700 | 4991.78 | 4991.78 | 4223.79 | 4289.51 | -698.71 | -14.01% | 2781.74 | 429.14 |
| 上证指数 | 5978.94 | 6005.13 | 4778.73 | 4871.78 | -1082.99 | -18.19% | 4577.30 | 790.18 |
| 上证180 | 12840.44 | 12867.39 | 10464.73 | 10754.12 | -2046.52 | -15.99% | 2301.21 | 443.40 |
| 上证50 | 4648.69 | 4668.73 | 3757.96 | 3880.34 | -747.44 | -16.15% | 1503.61 | 293.47 |
| 上证红利 | 5003.72 | 5033.34 | 3979.76 | 4069.79 | -860.18 | -17.45% | 561.78 | 98.07 |
| 深证成指 | 19554.58 | 19559.42 | 15189.43 | 15637.66 | -3893.50 | -19.93% | 433.82 | 119.14 |
在11月份，市场各主要指数均延续了10月中旬以来的震荡下跌态势，沪深300指数开盘5701.49点，最低下探4619.51点，最高5702.211点，报收于4737.408点，较10月底下跌951.14点，跌幅16.72%，创下沪深300发布以来的单月最大跌幅记录。小盘指数中证500跌幅相对较小。两市A股共成交24111元，日均成交1096亿元，比上月下降40.64%，亦为最近一年来的新低。
阶段收益情况
| | 11月 | 10月 | 最近3个月 | 最近半年 | 最近1年 | 年初至今 |
| 沪深300 | -16.72% | 1.93% | -10.56% | 20.61% | 176.34% | 132.11% |
| 中证100 | -16.39% | 5.57% | -7.63% | 30.07% | 173.55% | 121.97% |
| 中证800 | -15.38% | -0.71% | -11.77% | 14.44% | 171.24% | 134.10% |
| 中证200 | -17.49% | -5.15% | -16.45% | 4.42% | 177.88% | 149.76% |
| 中证500 | -9.39% | -10.49% | -15.82% | -3.39% | 153.90% | 138.85% |
| 中证700 | -14.01% | -7.52% | -16.16% | 0.69% | 166.22% | 144.61% |
| 上证指数 | -18.19% | 7.25% | -6.65% | 18.54% | 132.07% | 82.09% |
| 上证180 | -15.99% | 3.10% | -9.06% | 24.55% | 171.96% | 124.97% |
| 上证50 | -16.15% | 7.44% | -6.50% | 31.97% | 172.26% | 114.94% |
| 上证红利 | -17.45% | 1.03% | -10.39% | 14.28% | 167.98% | 127.52% |
阶段波动情况
| | 11月 | 10月 | 最近3个月 | 最近半年 | 最近1年 | 年初至今 |
| 沪深300 | 34.49% | 30.21% | 31.52% | 36.53% | 36.46% | 36.99% |
| 中证100 | 35.26% | 30.78% | 32.03% | 35.76% | 36.14% | 36.48% |
| 中证800 | 33.73% | 30.50% | 31.13% | 37.30% | 36.88% | 37.57% |
| 中证200 | 35.84% | 32.32% | 32.95% | 40.52% | 39.68% | 40.61% |
| 中证500 | 34.21% | 38.01% | 33.69% | 43.09% | 41.25% | 42.45% |
| 中证700 | 34.85% | 34.27% | 32.81% | 41.33% | 40.09% | 41.15% |
| 上证指数 | 35.33% | 33.82% | 32.99% | 35.43% | 34.94% | 35.45% |
| 上证180 | 35.07% | 31.39% | 32.10% | 36.07% | 36.25% | 36.73% |
| 上证50 | 36.10% | 32.28% | 32.92% | 35.46% | 36.19% | 36.45% |
| 上证红利 | 37.77% | 42.92% | 39.66% | 42.71% | 42.12% | 42.91% |
行业指数表现
| | 沪深300 | 中证800 | 上证指数 | 上证180 |
| 能源 | -18.80% | -13.89% | -7.10% | -14.90% |
| 原材料 | -21.54% | -18.38% | -19.64% | -21.08% |
| 工业 | -13.63% | -10.87% | -10.88% | -12.28% |
| 可选消费 | -12.88% | -9.81% | -7.67% | -10.86% |
| 主要消费 | -12.52% | -10.05% | -4.73% | -9.91% |
| 医药卫生 | -17.80% | -9.40% | -2.91% | -4.30% |
| 金融地产 | -17.73% | -17.06% | -14.72% | -15.56% |
| 信息技术 | -3.26% | -1.94% | -0.30% | 0.01% |
| 电信业务 | -6.88% | -6.94% | -4.98% | -5.84% |
| 公用事业 | -16.04% | -13.34% | -14.03% | -14.78% |
行业对指数贡献度
| | 沪深300 | 中证800 | 上证指数 | 上证180 |
| 能源 | 10.89% | 9.98% | 21.35% | 14.77% |
| 原材料 | 21.83% | 22.78% | 15.13% | 18.07% |
| 工业 | 11.63% | 12.32% | 11.09% | 12.34% |
| 可选消费 | 6.79% | 7.14% | 2.71% | 4.68% |
| 主要消费 | 3.60% | 3.63% | 0.88% | 2.43% |
| 医药卫生 | 1.33% | 1.77% | 0.31% | 0.31% |
| 金融地产 | 36.45% | 35.29% | 43.81% | 39.23% |
| 信息技术 | 0.33% | 0.37% | 0.02% | 0.00% |
| 电信业务 | 1.06% | 1.09% | 0.48% | 1.07% |
| 公用事业 | 6.09% | 5.63% | 4.21% | 7.08% |
行业市场估值
| | P/E | P/B | EPS | ROE | ROA |
| 沪深300 | 42.63 | 6.13 | 0.44 | 14.38% | 2.59% |
| 能源 | 33.25 | 7.98 | 0.92 | 23.99% | 20.04% |
| 原材料 | 24.21 | 4.21 | 0.83 | 17.38% | 10.02% |
| 工业 | 37.83 | 5.66 | 0.49 | 14.96% | 8.27% |
| 可选消费 | 39.66 | 4.49 | 0.48 | 11.33% | 6.23% |
| 主要消费 | 71.24 | 9.2 | 0.45 | 12.91% | 9.80% |
| 医药卫生 | 33.93 | 6.24 | 0.69 | 18.40% | 11.81% |
| 金融地产 | 33.08 | 4.43 | 0.42 | 13.39% | 1.41% |
| 信息技术 | 46.7 | 4.85 | 0.33 | 10.39% | 6.70% |
| 电信业务 | 34.75 | 2.45 | 0.33 | 7.05% | 6.72% |
| 公用事业 | 26.61 | 3.06 | 0.5 | 11.51% | 6.34% |
行业权重占比
| | 沪深300 | 中证800 | 上证指数 | 上证180 |
| 能源 | 11.70% | 9.97% | 33.66% | 14.39% |
| 原材料 | 16.27% | 17.19% | 8.62% | 12.44% |
| 工业 | 14.62% | 15.72% | 11.41% | 14.58% |
| 可选消费 | 8.42% | 10.10% | 3.96% | 6.26% |
| 主要消费 | 4.63% | 5.02% | 2.08% | 3.56% |
| 医药卫生 | 1.45% | 2.61% | 1.19% | 1.04% |
| 金融地产 | 32.73% | 28.70% | 33.31% | 36.58% |
| 信息技术 | 1.96% | 2.65% | 0.93% | 1.55% |
| 电信业务 | 2.29% | 2.19% | 1.09% | 2.66% |
| 公用事业 | 5.94% | 5.85% | 3.36% | 6.95% |
沪深300十大权重（%）
权重最大10只股票
| 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 |
| 中国石化 | 21.12 | -18.17% | 5.01% | 中国石化 | 21.12 | -18.17% | 4.04% | 中国石油 | 31.52 | 88.74% | 21.03% | 中国石化 | 21.12 | -18.17% | 7.00% |
| 中信证券 | 83.89 | -20.81% | 4.72% | 中信证券 | 83.89 | -20.81% | 3.81% | 工商银行 | 7.99 | -8.58% | 8.26% | 中信证券 | 83.89 | -20.81% | 6.60% |
| 浦发银行 | 51.89 | -11.74% | 3.83% | 浦发银行 | 51.89 | -11.74% | 3.09% | 中国石化 | 21.12 | -18.17% | 6.09% | 浦发银行 | 51.89 | -11.74% | 5.36% |
| 民生银行 | 15.10 | -11.12% | 3.71% | 民生银行 | 15.10 | -11.12% | 2.99% | 中国银行 | 6.45 | -9.66% | 4.73% | 民生银行 | 15.10 | -11.12% | 5.19% |
| 万科Ａ | 31.55 | -18.96% | 3.24% | 万科Ａ | 31.55 | -18.96% | 2.61% | 中国人寿 | 54.83 | -26.49% | 4.71% | 招商银行 | 39.25 | -13.68% | 4.48% |
| 招商银行 | 39.25 | -13.68% | 3.20% | 招商银行 | 39.25 | -13.68% | 2.58% | 中国神华 | 64.35 | -21.23% | 4.37% | 中国联通 | 9.85 | -6.99% | 2.47% |
| 中国联通 | 9.85 | -6.99% | 1.77% | 中国联通 | 9.85 | -6.99% | 1.43% | 中国平安 | 108.73 | -22.26% | 2.14% | 中国平安 | 108.73 | -22.26% | 2.46% |
| 中国平安 | 108.73 | -22.26% | 1.76% | 中国平安 | 108.73 | -22.26% | 1.42% | 招商银行 | 39.25 | -13.68% | 1.95% | 宝钢股份 | 14.52 | -21.56% | 2.41% |
| 宝钢股份 | 14.52 | -21.56% | 1.72% | 宝钢股份 | 14.52 | -21.56% | 1.39% | 交通银行 | 14.51 | -13.68% | 1.55% | 工商银行 | 7.99 | -8.58% | 2.28% |
| 工商银行 | 7.99 | -8.58% | 1.63% | 工商银行 | 7.99 | -8.58% | 1.32% | 中国铝业 | 36.99 | -25.54% | 1.36% | 长江电力 | 16.78 | -21.88% | 2.24% |
跌幅最大10只股票
| 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 |
| 招商地产 | 59.81 | -40.18% | 中钨高新 | 18.09 | -44.86% | 宝光股份 | 8.22 | -41.70% | 中铁二局 | 20.68 | -35.54% |
| 锌业股份 | 15.12 | -39.86% | 招商地产 | 59.81 | -40.18% | 包钢稀土 | 35.36 | -38.96% | 吉恩镍业 | 81.09 | -34.39% |
| 中色股份 | 33.61 | -39.22% | 锌业股份 | 15.12 | -39.86% | 东盛科技 | 12.33 | -36.80% | 金地集团 | 44.88 | -34.05% |
| 中金岭南 | 37.24 | -37.93% | 中色股份 | 33.61 | -39.22% | 酒钢宏兴 | 20.18 | -36.56% | 江西铜业 | 45.45 | -33.04% |
| 石油济柴 | 31.48 | -37.66% | 中金岭南 | 37.24 | -37.93% | 中铁二局 | 20.68 | -35.54% | 中金黄金 | 84.78 | -32.66% |
| 酒钢宏兴 | 20.18 | -36.56% | 石油济柴 | 31.48 | -37.66% | 华发股份 | 37.82 | -34.85% | 驰宏锌锗 | 69.29 | -32.51% |
| 云南铜业 | 50.45 | -36.55% | 酒钢宏兴 | 20.18 | -36.56% | 吉恩镍业 | 81.09 | -34.39% | 株冶集团 | 22.35 | -32.11% |
| 中铁二局 | 20.68 | -35.54% | 云南铜业 | 50.45 | -36.55% | 金地集团 | 44.88 | -34.05% | 辽宁成大 | 43.86 | -31.32% |
| 锡业股份 | 55.80 | -35.04% | 中铁二局 | 20.68 | -35.54% | 江西铜业 | 45.45 | -33.04% | 三一重工 | 43.94 | -31.24% |
| 吉恩镍业 | 81.09 | -34.39% | 锡业股份 | 55.80 | -35.04% | 中金黄金 | 84.78 | -32.66% | 中华企业 | 19.95 | -30.87% |
涨幅最高10只股票
| 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 |
| 中国石油 | 31.52 | 88.74% | 中国石油 | 31.52 | 88.74% | ST华侨 | 6.34 | 181.78% | 中国石油 | 31.52 | 88.74% |
| 烽火通信 | 15.18 | 21.25% | 川投能源 | 26.97 | 36.56% | 中国石油 | 31.52 | 88.74% | 川投能源 | 26.97 | 36.56% |
| 双鹤药业 | 26.47 | 15.14% | 九发股份 | 11.82 | 32.36% | 哈飞股份 | 30.93 | 81.30% | 烽火通信 | 15.18 | 21.25% |
| 航天晨光 | 15.74 | 13.16% | 锦化氯碱 | 13.40 | 30.35% | ST新智 | 15.69 | 55.35% | 航天长峰 | 12.40 | 16.10% |
| 南方航空 | 25.64 | 12.06% | 益佰制药 | 15.08 | 23.91% | 云南城投 | 12.40 | 49.76% | 南方航空 | 25.64 | 12.06% |
| 华北制药 | 9.08 | 10.46% | 华联股份 | 11.79 | 23.46% | *ST潜药 | 11.11 | 39.92% | 华北制药 | 9.08 | 10.46% |
| 洪都航空 | 38.19 | 9.99% | 江苏索普 | 8.34 | 23.01% | 川投能源 | 26.97 | 36.56% | 长电科技 | 15.29 | 10.24% |
| 安泰科技 | 16.41 | 9.33% | 烽火通信 | 15.18 | 21.25% | ST长运 | 3.77 | 34.16% | 洪都航空 | 38.19 | 9.99% |
| 航天信息 | 53.55 | 7.90% | 威海广泰 | 51.80 | 21.08% | 九发股份 | 11.82 | 32.36% | 航天信息 | 53.55 | 7.90% |
| 东软股份 | 42.33 | 7.85% | 中纺投资 | 9.70 | 19.02% | 大橡塑 | 14.10 | 31.16% | 上海梅林 | 11.77 | 7.78% |
贡献度最大5只股票
| 股票简称 | 收盘价(元) | 涨幅 | 贡献度 | 股票简称 | 收盘价(元) | 涨幅 | 贡献度 | 股票简称 | 收盘价(元) | 涨幅 | 贡献度 | 股票简称 | 收盘价(元) | 涨幅 | 贡献度 |
| 中信证券 | 83.89 | -20.81% | 6.42% | 中信证券 | 83.89 | -20.81% | 5.71% | 中国人寿 | 54.83 | -26.49% | 11.12% | 中信证券 | 83.89 | -20.81% | 9.46% |
| 中国石化 | 21.12 | -18.17% | 5.96% | 中国石化 | 21.12 | -18.17% | 5.29% | 中国石化 | 21.12 | -18.17% | 9.87% | 中国石化 | 21.12 | -18.17% | 8.77% |
| 万科Ａ | 31.55 | -18.96% | 4.02% | 万科Ａ | 31.55 | -18.96% | 3.57% | 中国神华 | 64.35 | -21.23% | 8.28% | 浦发银行 | 51.89 | -11.74% | 4.34% |
| 浦发银行 | 51.89 | -11.74% | 2.94% | 浦发银行 | 51.89 | -11.74% | 2.62% | 工商银行 | 7.99 | -8.58% | 6.33% | 招商银行 | 39.25 | -13.68% | 4.23% |
| 招商银行 | 39.25 | -13.68% | 2.87% | 招商银行 | 39.25 | -13.68% | 2.55% | 中国平安 | 108.73 | -22.26% | 4.26% | 民生银行 | 15.10 | -11.12% | 3.98% |
沪深300成交量前10样本
| 证券简称 | 收盘价(元) | 涨跌幅 | 成交额(亿元) | 成交量(万手) |
| 中国石油 | 31.52 | 88.74 | 1515.37 | 3737.48 |
| 中国石化 | 21.12 | -18.17 | 579.14 | 2371.77 |
| 中信证券 | 83.89 | -20.81 | 485.27 | 498.15 |
| 民生银行 | 15.10 | -11.12 | 477.77 | 2884.96 |
| 中国神华 | 64.35 | -21.23 | 365.61 | 525.13 |
| 万 科Ａ | 31.55 | -18.96 | 355.09 | 1015.77 |
| 中国联通 | 9.85 | -6.99 | 330.53 | 3484.28 |
| 工商银行 | 7.99 | -8.58 | 296.40 | 3607.82 |
| 中国铝业 | 36.99 | -25.54 | 291.18 | 741.03 |
| 宝钢股份 | 14.52 | -21.56 | 271.41 | 1708.17 |
沪深300换手率前10样本
| 证券简称 | 收盘价(元) | 涨跌幅 | 换手率（%） |
| 烽火通信 | 15.18 | 21.25 | 124.70 |
| 中国石油 | 31.52 | 88.74 | 124.58 |
| 华北制药 | 9.08 | 10.46 | 100.44 |
| 航天晨光 | 15.74 | 13.16 | 85.29 |
| 锌业股份 | 15.12 | -39.86 | 82.24 |
| 西宁特钢 | 16.88 | -21.85 | 73.01 |
| 江西铜业 | 45.45 | -33.04 | 69.67 |
| 现代投资 | 27.90 | -9.50 | 67.41 |
| 云南铜业 | 50.45 | -36.55 | 66.25 |
| 中国铝业 | 36.99 | -25.54 | 64.55 |
