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2016年

8月6日

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中证指数月度报告(7月)

2016-08-06 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3003156.93 3300.99 3134.02 3203.93 50.01 1.59%11053 1308
中证1002962.20 3074.44 2934.45 2982.38 22.57 0.76%4902 536
中证8003678.54 3850.13 3650.44 3729.26 55.03 1.50%20495 2534
中证2003953.80 4213.14 3918.08 4067.19 118.13 2.99%6151 772
中证5006133.72 6515.88 6078.63 6202.89 79.40 1.30%9441 1226
中证7004925.66 5239.43 4881.79 5020.52 102.01 2.07%15592 1997
中证红利3706.88 3868.81 3686.88 3840.54 137.03 3.70%2685 272
300成长3383.77 3564.29 3363.54 3450.10 69.67 2.06%3453 527
300价值3527.17 3641.54 3509.30 3589.18 65.54 1.86%4082 406
上证指数2931.80 3069.05 2922.52 2979.34 49.73 1.70%19103 2238
上证1806743.53 7106.52 6726.21 6913.50 177.62 2.64%7259 744
上证3805315.77 5672.83 5282.51 5446.55 135.56 2.55%5790 722
上证502124.40 2222.25 2120.49 2155.24 32.61 1.54%2504 247
上证红利2336.34 2462.19 2334.87 2443.33 109.92 4.71%1464 107
深证成指10506.22 10890.02 10262.30 10329.44 -160.56 -1.53%23367 3781

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3001.59%1.49%8.75%-16.05%-14.13%
中证1000.76%0.49%7.78%-13.41%-11.98%
中证8001.50%2.13%10.10%-17.16%-15.47%
中证2002.99%3.24%10.42%-20.30%-17.64%
中证5001.30%3.63%13.42%-19.73%-18.57%
中证7002.07%3.45%11.99%-20.00%-18.14%
300成长2.06%1.97%10.95%-10.19%-12.35%
300价值1.86%1.15%8.07%-11.04%-10.65%
中证红利3.70%2.38%11.94%-11.64%-12.22%
上证指数1.70%1.40%8.83%-18.68%-15.82%
上证1802.64%1.67%9.59%-16.53%-13.54%
上证3802.55%3.84%13.05%-17.32%-18.86%
上证501.54%0.92%9.24%-12.43%-10.97%
上证红利4.71%1.51%9.85%-17.84%-12.27%

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30012.47%15.28%20.28%31.20%26.81%
中证10011.24%13.14%17.88%28.68%23.64%
中证80013.50%17.40%22.64%33.19%29.46%
中证20015.92%19.92%26.33%37.99%33.64%
中证50017.71%23.77%30.16%40.82%37.24%
中证70016.66%21.79%28.22%39.21%35.42%
300成长12.68%16.04%20.79%31.14%27.44%
300价值11.52%12.25%16.84%27.52%22.19%
中证红利13.52%15.58%20.28%33.29%27.45%
上证指数13.07%16.42%21.46%31.71%28.14%
上证18012.35%14.54%19.77%30.60%26.12%
上证38016.69%22.59%29.01%41.21%36.33%
上证5011.44%13.08%18.52%29.42%24.00%
上证红利13.45%14.76%19.26%31.52%26.06%

沪深300行业估值

P/EP/BEPSROEROA
沪深30012.21 1.57 0.68 12.23%13.16%
能源25.37 1.10 0.27 3.87%4.89%
原材料25.87 1.57 0.27 2.34%2.37%
工业17.87 1.84 0.45 9.08%10.56%
可选消费16.73 2.75 0.89 15.93%18.26%
主要消费24.07 3.79 0.99 15.72%16.69%
医药卫生31.52 5.05 0.89 16.01%16.71%
金融地产7.71 1.19 0.88 15.47%15.91%
信息技术36.33 4.77 0.38 12.71%13.42%
电信业务22.34 1.74 0.33 7.78%13.16%
公用事业14.30 1.87 0.46 13.07%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174.95176.661.710.98%4.964.8326.123.269
中证3债165.86166.850.980.59%1.821.762.583.013
中证7债176.83178.421.590.90%4.174.0511.183.312
中证10债177.65179.521.871.05%7.317.131.323.321
中证10+债184.56188.914.352.36%14.3113.98150.493.74
中证国债169170.651.650.98%6.616.4847.532.827
中证金融债171.95173.421.470.85%4.654.5220.583.002
中证企业债191.6193.712.111.10%3.713.5711.393.954
中证综合债166.5167.941.440.87%4.174.0621.633.221
中证1债145.33145.820.490.34%0.490.480.382.777
中证央票136.31136.580.280.20%0.10.10.052.253
中证短融146.81147.350.540.37%0.330.310.223.43

行业表现

沪深300中证800上证指数上证180上证380
能源2.85%3.92%3.55%1.98%5.39%
原材料5.10%4.17%2.85%5.66%3.28%
工业3.05%2.95%3.45%3.47%3.66%
可选消费4.60%2.95%2.87%8.68%0.08%
主要消费7.66%5.76%6.56%8.53%1.84%
医药卫生7.62%5.80%7.03%9.70%6.59%
金融地产-1.59%-1.35%-0.06%0.35%2.27%
信息技术-0.75%-2.86%-3.38%-1.72%-3.19%
电信业务3.06%4.17%6.69%5.11%11.25%
公用事业3.27%2.87%3.00%3.58%2.76%

行业权重占比

沪深300中证800上证指数上证180上证380
能源2.46%2.60%9.82%2.83%3.67%
原材料5.58%8.34%8.51%5.73%14.79%
工业14.89%16.66%18.48%15.54%28.47%
可选消费11.17%12.63%10.48%6.50%15.59%
主要消费7.44%7.14%5.88%7.15%6.12%
医药卫生4.38%6.39%3.64%3.11%9.90%
金融地产40.21%30.18%32.81%50.69%3.22%
信息技术8.60%10.71%4.14%2.94%10.85%
电信业务1.26%1.67%1.17%0.94%2.38%
公用事业4.01%3.68%5.06%4.57%5.02%

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2.18 4.36%3.62 6.58%4.74 9.51%3.80 2.14%10.25 7.56%
原材料8.66 17.32%12.46 22.64%6.27 12.57%21.25 11.96%25.58 18.87%
工业14.06 28.11%17.76 32.28%14.28 28.63%35.88 20.20%54.71 40.36%
可选消费15.81 31.61%13.59 24.69%8.92 17.89%35.88 20.20%0.76 0.56%
主要消费16.97 33.92%15.13 27.50%8.76 17.56%38.87 21.88%5.99 4.42%
医药卫生9.95 19.89%13.07 23.76%6.94 13.91%19.04 10.72%33.39 24.63%
金融地产-20.78 -41.56%-15.41 -28.01%-3.18 -6.38%12.36 6.96%3.83 2.83%
信息技术-2.10 -4.19%-11.77 -21.38%-3.36 -6.74%-3.55 -2.00%-19.44 -14.34%
电信业务1.20 2.39%2.59 4.70%1.76 3.54%3.15 1.78%13.14 9.69%
公用事业4.07 8.14%3.99 7.24%4.75 9.52%10.93 6.15%7.36 5.43%

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32.37 2.13%4.05%中国平安32.37 2.13%2.82%中国石油7.22 -0.14%4.55%中国平安32.37 2.13%5.89%通化东宝22.17 7.15%0.90%
民生银行9.16 2.58%2.50%民生银行9.16 2.58%1.74%工商银行4.30 1.96%4.51%民生银行9.16 2.58%3.64%中天科技11.51 17.45%0.89%
兴业银行15.46 1.44%2.38%兴业银行15.46 1.44%1.66%农业银行3.11 2.50%3.56%兴业银行15.46 1.44%3.46%万华化学19.10 10.40%0.87%
招商银行17.16 2.03%2.04%招商银行17.16 2.03%1.42%中国银行3.34 4.05%2.74%招商银行17.16 2.03%2.97%长电科技18.04 -11.09%0.79%
贵州茅台313.15 9.59%1.82%贵州茅台313.15 9.59%1.27%中国石化4.79 1.48%1.78%贵州茅台313.15 9.59%2.64%东软集团17.51 -4.42%0.74%
交通银行5.62 4.63%1.78%交通银行5.62 4.63%1.24%中国人寿20.94 0.58%1.70%交通银行5.62 4.63%2.59%生物股份29.94 9.55%0.73%
浦发银行15.70 0.83%1.57%浦发银行15.70 0.83%1.09%贵州茅台313.15 9.59%1.53%浦发银行15.70 0.83%2.28%海澜之家11.86 4.96%0.68%
万科A17.14 -26.90%1.54%万科A17.14 -26.90%1.07%招商银行17.16 2.03%1.38%中信证券16.22 -0.06%2.14%片仔癀52.39 16.40%0.67%
中信证券16.22 -0.06%1.47%中信证券16.22 -0.06%1.03%中国平安32.37 2.13%1.36%海通证券15.26 1.75%2.07%隆基股份14.68 12.49%0.66%
海通证券15.26 1.75%1.43%海通证券15.26 1.75%0.99%浦发银行15.70 0.83%1.32%农业银行3.11 2.50%2.00%华海药业24.79 1.93%0.65%

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
东旭光电12.03 40.05%浙江东方36.15 66.51%新宏泰47.82 463.25%长城汽车10.97 29.98%浙江东方36.15 66.51%
长城汽车10.97 29.98%天海投资8.94 46.32%海汽集团19.02 397.91%中金黄金14.18 26.16%长江投资20.32 33.77%
中金黄金14.18 26.16%中南建设7.90 40.82%合诚股份60.33 228.24%青岛海尔10.94 25.77%天坛生物35.88 29.11%
青岛海尔10.94 25.77%东旭光电12.03 40.05%玲珑轮胎38.08 193.37%上汽集团23.23 22.33%方大特钢6.16 28.83%
上汽集团23.23 22.33%兴业矿业10.15 34.97%哈森股份38.30 164.14%中国国航8.26 22.19%三友化工8.67 28.64%
华兰生物38.41 22.32%长城汽车10.97 29.98%浙江东方36.15 66.51%南方航空8.48 21.49%西部矿业7.52 26.81%
中国国航8.26 22.19%天坛生物35.88 29.11%中葡股份10.28 59.88%葛洲坝6.95 19.42%申达股份12.70 23.06%
南方航空8.48 21.49%方大特钢6.16 28.83%超讯通信19.00 58.47%人福医药19.79 18.67%北方导航16.37 22.99%
海康威视25.85 20.46%三友化工8.67 28.64%浙大网新16.72 48.36%山东黄金45.81 17.73%西部黄金28.11 21.11%
碧水源17.90 20.30%西部矿业7.52 26.81%天海投资8.94 46.32%九州通20.54 17.30%潞安环能7.83 19.72%

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
万科A17.14 -26.90%万科A17.14 -26.90%*ST八钢4.11 -32.18%恒生电子56.19 -15.85%ST春天10.72 -21.69%
东华软件19.91 -20.12%东华软件19.91 -20.12%时代万恒16.10 -27.76%浦东金桥21.01 -15.40%信雅达22.05 -19.76%
恒生电子56.19 -15.85%天神娱乐71.81 -17.72%三棵树88.75 -23.54%金证股份30.51 -15.13%永艺股份49.03 -18.28%
金证股份30.51 -15.13%水晶光电23.07 -17.58%ST春天10.72 -21.69%绿地控股9.20 -14.97%有研新材11.12 -17.32%
绿地控股9.20 -14.97%启明星辰21.58 -16.45%怡球资源4.48 -20.67%东兴证券22.24 -9.00%太极实业8.40 -15.92%
山西证券14.17 -13.40%盛和资源13.72 -16.24%曙光股份11.86 -20.13%中国铁建8.92 -8.97%凯盛科技17.30 -14.53%
怡亚通12.41 -13.34%巨星科技17.06 -16.04%信雅达22.05 -19.76%蓝光发展7.81 -8.76%北巴传媒16.01 -14.20%
东方财富19.55 -11.94%恒生电子56.19 -15.85%永艺股份49.03 -18.28%国投安信16.60 -6.85%拓普集团28.37 -13.90%
万达信息22.92 -11.81%大洋电机10.09 -15.71%中新科技25.02 -17.99%建发股份11.25 -6.25%江南高纤5.89 -13.64%
科大讯飞29.00 -11.72%浦东金桥21.01 -15.40%中国核建17.19 -17.83%巨化股份10.02 -5.74%士兰微6.87 -13.37%

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
万科A17.14-26.90%-20.261 万科A17.14-26.90%-16.436 工商银行4.3 1.96%-5.020 贵州茅台313.159.59%9.335 浙江东方36.15 66.51%13.178
美的集团28.2 18.89%4.214 美的集团28.2 18.89%3.419 农业银行3.11 2.50%-3.768 民生银行9.16 2.58%7.959 中天科技11.51 17.45%10.206
东旭光电12.0340.05%3.699 东旭光电12.0340.05%3.001 贵州茅台313.159.59%2.346 伊利股份18.5411.22%6.196 隆基股份14.68 12.49%7.196
贵州茅台313.159.59%2.974 贵州茅台313.159.59%2.412 中国银行3.34 4.05%2.212 中金黄金14.1826.16%6.030 北方导航16.37 22.99%7.045
格力电器17.720.00%-2.670 格力电器17.720.00%-2.166 中信银行5.99 9.39%1.825 中国重工6.63 4.74%5.759 人民网19.70 18.60%5.715
中信国安9.52 12.13%2.634 中信国安9.52 12.13%2.137 中国神华14.666.60%1.576 青岛海尔10.9425.77%5.139 亨通光电14.74 17.17%5.474
民生银行9.16 2.58%2.536 民生银行9.16 2.58%2.057 上汽集团23.2322.33%1.569 招商银行17.162.03%-5.028 长电科技18.04 -11.09%-4.614
海康威视25.8520.46%2.255 海康威视25.8520.46%1.830 中国铁建8.92 -8.97%-1.298 农业银行3.11 2.50%-4.879 中国巨石11.39 19.02%3.683
伊利股份18.5411.22%1.974 浙江东方36.1566.51%1.714 中金黄金14.1826.16%1.213 华泰证券18.85-0.37%4.819 中国软件26.30 5.54%3.521
中金黄金14.1826.16%1.921 伊利股份18.5411.22%1.602 小康股份32.3135.36%1.166 上汽集团23.2322.33%4.686 江苏吴中22.23 14.77%3.473
中国重工6.63 4.74%1.835 中金黄金14.1826.16%1.559 中国重工6.63 4.74%1.158 工商银行4.3 1.96%-4.505 南京新百26.09 -8.06%-3.325
五 粮 液36.1713.80%1.671 中国重工6.63 4.74%1.488 中国石油7.22 -0.14%1.136 南京银行10.3310.01%4.052 生物股份29.94 9.55%3.264
青岛海尔10.9425.77%1.637 五 粮 液36.1713.80%1.355 浙江东方36.1566.51%1.109 中国铁建8.92 -8.97%-3.885 长江投资20.32 33.77%3.247
招商银行17.162.03%-1.602 青岛海尔10.9425.77%1.328 青岛海尔10.9425.77%1.031 中国联通4.26 11.81%3.839 天坛生物35.88 29.11%3.105
海虹控股44.5710.84%1.588 中天科技11.5117.45%1.327 招商银行17.162.03%-1.008 山东黄金45.8117.73%3.678 航天电子16.56 6.29%2.994
农业银行3.11 2.50%-1.555 招商银行17.162.03%-1.300 中国石化4.79 1.48%1.004 中信证券16.22-0.06%3.565 长园集团14.44 4.26%2.945
华泰证券18.85-0.37%1.535 海虹控股44.5710.84%1.288 民生银行9.16 2.58%1.000 北方稀土13.541.73%3.543 中船防务28.37 11.98%2.882
上汽集团23.2322.33%1.493 农业银行3.11 2.50%-1.261 中国联通4.26 11.81%0.963 康美药业16.649.55%3.514 驰宏锌锗10.23 2.61%2.806
中航飞机21.227.77%1.459 华泰证券18.85-0.37%1.245 中国国航8.26 22.19%0.934 南方航空8.48 21.49%3.506 片仔癀52.39 16.40%2.790
工商银行4.3 1.96%-1.435 上汽集团23.2322.33%1.211 长城汽车10.9729.98%0.900 用友网络22.6915.88%3.433 西部矿业7.52 26.81%2.595

沪深300成交前10

证券简称收盘价(元)涨跌幅成交额(亿元)成交量(万手)
紫金矿业3.47 4.67%235 629
京东方A2.33 0.87%121 512
万科A17.14 -26.90%890 486
铜陵有色2.57 1.18%123 452
东旭光电12.03 40.05%455 398
中金黄金14.18 26.16%458 316
中国重工6.63 4.74%217 312
海南航空3.38 6.62%84 250
中国联通4.26 11.81%100 239
四川长虹4.48 1.36%107 233

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12.03 40.05%165.32%
电广传媒17.50 6.13%146.03%
中金黄金14.18 26.16%91.48%
中国宝安10.14 0.38%84.26%
中粮屯河11.49 -0.52%82.28%
金证股份30.51 -15.13%81.80%
石化油服3.85 0.26%78.98%
恒生电子56.19 -15.85%78.02%
山东黄金45.81 17.73%74.28%
东兴证券22.24 -9.00%73.16%