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2017年

6月10日

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中证指数月度报告(5月)

2017-06-10 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 20

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3003427.923515.083312.893492.8853.131.54%9850 1057
中证1003276.193467.303213.653445.58158.194.81%4931 550
中证8003911.153923.813731.683893.98-27.99-0.71%16299 1787
中证2004155.374158.593869.223988.96-181.26-4.35%4908 506
中证5006205.106236.895668.725824.10-387.76-6.24%6449 731
中证7005071.665078.844681.194810.69-272.36-5.36%11357 1237
中证红利4284.964359.694103.094338.3135.460.82%3623 386
300成长3574.023774.423491.303741.98154.144.30%2425 404
300价值4063.964312.043981.894287.33207.725.09%4828 539
上证指数3147.233154.783016.533117.18-37.48-1.19%16140 1785
上证1807419.527697.857238.937644.96206.592.78%5562 599
上证3805542.235548.065034.745170.31-389.31-7.00%4489 456
上证502341.752502.852297.452479.08132.045.63%2541 298
上证红利2706.512790.772640.582782.7968.802.53%2327 208
深证成指10205.6610244.359566.429864.85-369.81-3.61%16088 2,236

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3001.54%1.16%-1.28%10.20%5.52%
中证1004.81%5.10%2.80%15.40%9.93%
中证800-0.71%-2.07%-4.32%6.53%1.76%
中证200-4.35%-5.78%-8.47%1.19%-2.22%
中证500-6.24%-9.72%-11.56%-2.07%-7.02%
中证700-5.36%-7.90%-10.13%-0.57%-4.81%
300成长4.30%3.69%-0.36%9.99%6.62%
300价值5.09%6.07%5.23%20.29%12.04%
中证红利0.82%1.47%2.07%16.61%7.36%
上证指数-1.19%-3.84%-4.09%6.88%0.44%
上证1802.78%1.28%0.12%12.03%5.82%
上证380-7.00%-9.93%-10.47%0.23%-6.71%
上证505.63%4.57%2.47%15.00%8.40%
上证红利2.53%2.12%3.02%16.81%8.11%

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3009.49%8.50%9.49%11.32%8.33%
中证10010.51%8.50%9.62%10.90%8.33%
中证8009.85%9.32%10.07%12.04%9.14%
中证20012.42%11.22%11.74%13.72%10.79%
中证50016.29%14.02%14.15%15.67%13.67%
中证70014.19%12.55%12.85%14.59%12.15%
300成长11.01%8.99%9.39%11.58%8.53%
300价值11.34%9.00%10.25%11.02%8.98%
中证红利10.04%9.34%10.24%11.48%9.16%
上证指数8.70%8.92%9.43%11.26%8.59%
上证1809.71%8.21%8.93%10.82%8.06%
上证38016.34%13.83%13.70%15.11%12.96%
上证5012.54%9.37%9.86%11.07%8.94%
上证红利8.82%8.24%9.26%10.89%8.19%

沪深300行业估值

P/EP/BEPSROEROA
沪深30013.631.770.6912.47%13.40%
能源29.781.280.264.00%5.05%
原材料30.701.930.273.25%3.52%
工业20.582.110.459.32%10.82%
可选消费18.052.870.8715.32%17.64%
主要消费28.934.801.0416.27%17.27%
医药卫生31.495.360.8917.04%17.92%
金融地产8.541.330.8915.50%15.97%
信息技术31.734.520.4414.02%14.68%
电信业务30.502.400.337.86%13.01%
公用事业17.782.420.4713.60%18.00%

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174.3173.16-1.14-0.66%4.734.5622.914.516
中证3债167.87167.52-0.35-0.21%1.861.782.624.562
中证7债176.86175.65-1.22-0.69%4.013.8510.114.543
中证10债172.51170.76-1.75-1.02%7.256.9830.114.342
中证10+债178.59176.07-2.52-1.41%13.5813.2133.214.483
中证国债167.77166.3-1.47-0.88%6.526.3644.773.783
中证金融债169.58168.67-0.91-0.53%4.484.2916.94.433
中证企业债193.39192.27-1.12-0.58%3.413.259.645.247
中证综合债166.67165.83-0.84-0.51%3.983.8418.964.445
中证1债148.31148.570.270.18%0.440.420.313.85
中证短融150.78151.20.430.28%0.310.30.214.836

行业表现

沪深300中证800上证指数上证180上证380
能源2.28%-0.22%0.24%4.24%-4.80%
原材料-4.69%-5.82%-7.67%-4.33%-6.86%
工业-5.05%-6.03%-6.14%-3.49%-10.10%
可选消费2.03%-0.41%-3.41%3.17%-4.09%
主要消费4.36%1.22%0.08%4.94%-6.62%
医药卫生3.84%-0.52%-3.59%5.04%-4.75%
金融地产5.20%4.47%4.24%5.75%-9.32%
信息技术-2.58%-3.75%-7.52%-6.17%-5.57%
电信业务1.93%-1.17%-2.40%1.04%-5.16%
公用事业3.09%-1.00%-0.92%3.80%-7.40%

行业权重占比

沪深300中证800上证指数上证180上证380
能源2.47%2.39%9.84%2.79%3.96%
原材料5.79%8.69%8.07%5.68%15.27%
工业15.49%17.58%19.09%16.39%28.40%
可选消费11.68%12.22%10.33%5.81%17.04%
主要消费6.70%6.31%5.02%6.34%5.13%
医药卫生4.98%7.22%4.51%4.52%11.23%
金融地产39.98%31.02%33.75%50.47%3.31%
信息技术8.31%9.56%3.42%2.44%8.32%
电信业务1.66%2.10%1.25%1.57%1.89%
公用事业2.95%2.90%4.72%4.00%5.45%

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1.933.62%0.010.05%5.9115.75%8.664.19%-10.34-2.66%
原材料-9.95-18.73%-20.92-74.74%-18.71-49.87%-19.67-9.52%-58.23-14.96%
工业-28.75-54.11%-43.91-156.90%-40.81-108.79%-45.29-21.92%-164.49-42.25%
可选消费8.1015.25%-1.94-6.93%-12.98-34.60%13.646.60%-37.53-9.64%
主要消费9.7918.42%4.3115.40%-1.02-2.71%22.7911.03%-18.82-4.84%
医药卫生6.4312.11%-1.47-5.26%-2.73-7.27%16.588.03%-28.99-7.45%
金融地产69.08130.02%51.64184.50%44.12117.60%209.73101.52%-17.64-4.53%
信息技术-7.69-14.48%-14.51-51.83%-7.88-21.01%-12.27-5.94%-25.40-6.52%
电信业务1.102.07%-0.90-3.22%-1.52-4.04%1.240.60%-5.33-1.37%
公用事业3.095.82%-0.30-1.06%-1.90-5.06%11.195.42%-22.54-5.79%

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45.0718.73%5.02%中国平安45.0718.73%3.65%工商银行5.25 7.58%4.75%中国平安45.0718.73%7.28%福耀玻璃23.929.88%1.45%
招商银行22.4217.20%2.38%招商银行22.4217.20%1.73%中国石油7.82 0.26%4.25%招商银行22.4217.20%3.45%万华化学23.131.42%1.37%
贵州茅台442.947.12%2.29%贵州茅台442.947.12%1.66%农业银行3.54 4.73%3.49%贵州茅台442.947.12%3.32%中国国旅54.242.05%1.15%
兴业银行16.557.05%2.12%兴业银行16.557.05%1.54%中国银行3.73 3.90%2.64%兴业银行16.557.05%3.08%亨通光电24.01-0.46%0.90%
民生银行8.03 2.03%1.95%民生银行8.03 2.03%1.42%中国石化6.27 8.48%2.01%民生银行8.03 2.03%2.83%通化东宝20.49-5.18%0.88%
交通银行6.20 2.99%1.75%交通银行6.20 2.99%1.27%中国人寿28.087.46%1.96%交通银行6.20 2.99%2.54%生物股份33.04-5.03%0.88%
格力电器34.083.27%1.69%格力电器34.083.27%1.22%贵州茅台442.947.12%1.87%浦发银行12.8411.14%2.15%隆基股份14.79-12.20%0.76%
美的集团36.1210.44%1.67%美的集团36.1210.44%1.21%中国平安45.0718.73%1.64%中国建筑9.45 0.96%2.11%海澜之家9.48 -6.51%0.74%
万科A21.269.03%1.49%万科A21.269.03%1.08%招商银行22.4217.20%1.55%农业银行3.54 4.73%2.02%金隅股份6.75 -16.46%0.73%
浦发银行12.8411.14%1.48%浦发银行12.8411.14%1.08%浦发银行12.8411.14%1.21%中信证券16.441.29%1.93%首创股份6.96 -6.26%0.73%

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
中国平安45.0718.73%深圳华强32.2737.66%金石资源22.73507.75%中国平安45.0718.73%兰石重装13.6830.53%
新华保险53.0718.35%兰石重装13.6830.53%寿仙谷45.06290.47%新华保险53.0718.35%环旭电子13.4918.33%
招商银行22.4217.20%西水股份18.5327.09%展鹏科技26.04239.50%招商银行22.4217.20%创业环保19.7213.99%
青岛海尔14.1716.24%中国平安45.0718.73%迪贝电气32.92231.52%青岛海尔14.1716.24%中材节能17.3011.68%
石化油服3.72 14.46%新华保险53.0718.35%韦尔股份22.81224.93%中国国航10.1614.29%云南城投7.26 10.84%
中国国航10.1614.29%环旭电子13.4918.33%海鸥股份27.05208.79%新城控股17.1612.45%福耀玻璃23.929.88%
新城控股17.1612.45%东方雨虹32.8317.67%奥翔药业23.80204.74%方大炭素10.6912.41%凯乐科技22.459.62%
南方航空8.63 12.08%招商银行22.4217.20%金牌厨柜69.99151.31%南方航空8.63 12.08%中科曙光29.078.94%
同花顺63.4512.02%青岛海尔14.1716.24%先达股份43.96149.21%恒瑞医药49.7911.67%飞科电器55.618.90%
恒瑞医药49.7911.67%跨境通19.2415.14%保隆科技54.97140.36%浦发银行12.8411.14%太极实业7.11 8.88%

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
第一创业9.35 -41.64%第一创业9.35 -41.64%龙溪股份10.05-46.91%天业股份9.23 -32.77%茂业商业7.13 -35.69%
锦龙股份15.38-32.69%美盛文化23.80-32.90%西部资源7.87 -43.46%金证股份16.79-29.98%卧龙地产7.50 -34.38%
金证股份16.79-29.98%锦龙股份15.38-32.69%新华锦12.02-42.04%航发动力24.56-28.50%双良节能5.78 -30.78%
航发动力24.56-28.50%航天机电7.42 -32.36%风神股份7.29 -38.12%中国核建11.87-23.47%中国高科7.90 -30.21%
中航飞机17.25-27.82%双良节能5.78 -30.78%诚意药业35.92-37.79%山东黄金28.55-20.96%风范股份6.05 -28.57%
海虹控股24.93-24.22%金证股份16.79-29.98%安井食品28.14-36.86%鲁信创投16.74-20.55%金发科技5.59 -27.78%
中国核建11.87-23.47%航发动力24.56-28.50%茂业商业7.13 -35.69%中源协和21.30-20.52%航发科技25.07-25.56%
山东黄金28.55-20.96%中航飞机17.25-27.82%卧龙地产7.50 -34.38%上海电气6.81 -19.12%多伦科技40.33-24.97%
鲁信创投16.74-20.55%金发科技5.59 -27.78%国发股份6.69 -34.35%中航电子15.03-19.11%南京熊猫9.97 -24.81%
中船防务26.28-19.71%航天发展9.79 -27.10%*ST坊展12.81-34.17%中国动力24.77-18.54%兰生股份18.26-23.25%

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
中国平安45.0718.73%27.672中国平安45.0718.73%22.401工商银行5.25 7.58%10.452中国平安45.0718.73%87.799金发科技5.59 -27.78%-7.864
招商银行22.4217.20%12.192招商银行22.4217.20%9.870中国平安45.0718.73%8.076招商银行22.4217.20%38.684金隅股份6.75 -16.46%-7.466
贵州茅台442.947.12%5.319贵州茅台442.947.12%4.306招商银行22.4217.20%7.115贵州茅台442.947.12%16.875东软集团14.61-17.92%-7.119
兴业银行16.557.05%4.881兴业银行16.557.05%3.952农业银行3.54 4.73%4.927兴业银行16.557.05%15.488隆基股份14.79-12.20%-5.770
浦发银行12.8411.14%4.604浦发银行12.8411.14%3.727中国石化6.27 8.48%4.903浦发银行12.8411.14%14.609长电科技15 -13.94%-5.668
万科A21.269.03%4.304万科A21.269.03%3.484中国人寿28.087.46%4.257上汽集团30.0710.35%11.267长园集团12.4 -13.29%-5.617
美的集团36.1210.44%3.975美的集团36.1210.44%3.218贵州茅台442.947.12%3.884恒瑞医药49.7911.67%9.813内蒙一机12.09-22.60%-5.354
上汽集团30.0710.35%3.551上汽集团30.0710.35%2.875上汽集团30.0710.35%3.455中国太保30.359.37%9.316唐山港5.45 -14.49%-5.319
中航飞机17.25-27.82%-3.308中航飞机17.25-27.82%-2.678中国神华21.4210.02%3.373工商银行5.25 7.58%9.097中船防务26.28-19.71%-4.756
恒瑞医药49.7911.67%3.093恒瑞医药49.7911.67%2.504浦发银行12.8411.14%3.353航发动力24.56-28.50%-8.699双良节能5.78 -30.78%-4.673
中国太保30.359.37%2.936中国太保30.359.37%2.377中国银行3.73 3.90%3.089中国重工6.21 -11.79%-8.686福耀玻璃23.929.88%4.470
工商银行5.25 7.58%2.867工商银行5.25 7.58%2.321兴业银行16.557.05%2.372伊利股份19.419.88%7.951航发科技25.07-25.56%-4.465
航发动力24.56-28.50%-2.742航发动力24.56-28.50%-2.220长江电力14.816.62%2.123新华保险53.0718.35%7.826天津港12.71-15.60%-4.416
中国重工6.21 -11.79%-2.738中国重工6.21 -11.79%-2.216中国交建15.64-9.75%-2.085农业银行3.54 4.73%6.972中化国际9.25 -16.52%-4.277
伊利股份19.419.88%2.506伊利股份19.419.88%2.028航发动力24.56-28.50%-2.003长江电力14.816.62%6.922航天电子14.69-12.87%-3.973
新华保险53.0718.35%2.467新华保险53.0718.35%1.997新华保险53.0718.35%1.800青岛海尔14.1716.24%6.881卧龙地产7.5 -34.38%-3.832
农业银行3.54 4.73%2.197农业银行3.54 4.73%1.779上海电气6.81 -19.12%-1.767山东黄金28.55-20.96%-6.410湘电股份11.99-19.96%-3.807
长江电力14.816.62%2.182长江电力14.816.62%1.766白银有色7.74 -23.59%-1.749康美药业21.329.73%6.395中航重机13.13-21.38%-3.740
青岛海尔14.1716.24%2.169青岛海尔14.1716.24%1.756中国太保30.359.37%1.712特变电工9.66 -12.93%-6.175杉杉股份13.71-17.71%-3.716
碧水源18.56-14.78%-2.168碧水源18.56-14.78%-1.755五矿资本11.06-27.76%-1.674中国石化6.27 8.48%5.871中国高科7.9 -30.21%-3.602

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)
京东方A3.86 -4.22%425 1062
首创股份6.96 -6.26%630 852
河钢股份4.44 -11.90%387 837
庞大集团3.03 -17.66%202 645
新兴铸管7.02 -0.14%410 559
中国建筑9.45 0.96%443 481
农业银行3.54 4.73%133 388
中国银行3.73 3.90%117 321
民生银行8.03 2.03%201 255
石化油服3.72 14.46%85 230

沪深300换手率前10

证券简称收盘价(元)涨跌幅换手率
首创股份6.96 -6.26%176.74%
新兴铸管7.02 -0.14%153.43%
庞大集团3.03 -17.66%99.52%
石化油服3.72 14.46%81.64%
河钢股份4.44 -11.90%78.86%
中国核建11.87-23.47%71.77%
第一创业9.35 -41.64%61.45%
银之杰17.37-11.46%54.70%
荣盛发展10.37-11.74%51.67%
网宿科技11.21-15.78%50.59%