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2017年

7月11日

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中证指数月度报告(6月)

2017-07-11 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:22

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3003485.22 3676.53 3460.45 3666.80 173.91 4.98%9182 1134
中证1003439.38 3622.69 3408.05 3608.66 163.08 4.73%4776 612
中证8003885.27 4096.97 3844.81 4092.30 198.32 5.09%15310 1842
中证2003977.04 4216.93 3921.95 4206.10 217.14 5.44%4402 522
中证5005810.42 6139.07 5655.76 6138.16 314.05 5.39%6128 708
中证7004797.94 5073.01 4699.19 5071.27 260.58 5.42%10530 1230
中证红利4325.18 4542.39 4301.92 4527.24 188.94 4.36%3389 411
300成长3736.88 3966.34 3707.92 3942.40 200.42 5.36%2530 448
300价值4280.23 4532.74 4236.55 4518.12 230.79 5.38%4297 545
上证指数3108.42 3193.46 3078.79 3192.43 75.25 2.41%14567 1649
上证1807632.08 7921.32 7555.62 7900.35 255.39 3.34%5704 655
上证3805161.16 5438.48 5037.24 5434.44 264.13 5.11%3569 399
上证502476.21 2560.86 2442.27 2549.97 70.89 2.86%2505 320
上证红利2775.04 2859.19 2750.65 2850.68 67.89 2.44%2299 221
深证成指9833.82 10548.80 9637.54 10529.61 664.76 6.74%16131 2,174

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3004.98%6.10%10.78%16.26%10.78%
中证1004.73%9.75%15.13%21.92%15.13%
中证8005.09%3.08%6.95%11.38%6.95%
中证2005.44%-0.43%3.10%6.51%3.10%
中证5005.39%-4.12%-2.00%0.24%-2.00%
中证7005.42%-2.41%0.34%3.11%0.34%
300成长5.36%9.11%12.33%16.62%12.33%
300价值5.38%10.71%18.07%28.22%18.07%
中证红利4.36%4.70%12.04%22.24%12.04%
上证指数2.41%-0.93%2.86%8.97%2.86%
上证1803.34%5.45%9.35%17.29%9.35%
上证3805.11%-4.97%-1.95%2.32%-1.95%
上证502.86%8.06%11.50%20.13%11.50%
上证红利2.44%3.69%10.74%22.17%10.74%

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30010.29%9.57%8.78%10.39%8.78%
中证10011.71%10.16%9.07%10.45%9.07%
中证8009.59%10.07%9.30%10.77%9.30%
中证20010.91%12.07%10.92%12.26%10.92%
中证50014.26%15.79%13.90%14.14%13.90%
中证70012.17%13.77%12.28%13.06%12.28%
300成长12.08%10.65%9.34%10.58%9.34%
300价值12.93%11.07%9.85%10.91%9.85%
中证红利10.32%10.12%9.41%10.76%9.41%
上证指数7.73%9.00%8.46%10.04%8.46%
上证1809.71%9.20%8.40%9.95%8.40%
上证38013.39%15.46%13.15%13.73%13.15%
上证5011.30%10.80%9.42%10.57%9.42%
上证红利10.25%9.15%8.60%10.29%8.60%

沪深300行业估值

P/EP/BEPSROEROA
沪深30014.11 1.84 0.69 12.45%13.37%
能源29.40 1.27 0.26 4.00%5.05%
原材料31.36 1.97 0.28 3.30%3.56%
工业22.10 2.26 0.45 9.28%10.79%
可选消费19.13 3.14 0.92 16.08%18.38%
主要消费31.15 5.23 1.14 16.46%17.50%
医药卫生35.24 5.67 0.91 16.09%16.95%
金融地产8.66 1.35 0.89 15.48%15.94%
信息技术33.69 5.08 0.46 14.04%14.85%
电信业务30.37 2.38 0.36 7.82%12.21%
公用事业18.28 2.53 0.47 13.85%18.44%

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173.16175.252.081.20%4.764.623.434.286
中证3债167.52168.961.450.86%1.871.82.654.295
中证7债175.65177.932.281.30%3.983.8410.034.294
中证10债170.76173.362.61.52%7.257 30.224.157
中证10+债176.07178.572.51.42%13.6813.31136.054.39
中证国债166.3167.541.240.74%6.646.4946.583.703
中证金融债168.67170.982.311.37%4.464.2816.94.185
中证企业债192.27195.042.771.44%3.413.259.674.904
中证综合债165.83167.591.761.06%43.8619.44.249
中证1债148.57149.130.550.37%0.440.420.323.804
中证短融151.2151.880.680.45%0.290.280.194.914

行业表现

沪深300中证800上证指数上证180上证380
能源0.83%1.75%2.27%-0.78%1.67%
原材料7.49%7.94%5.50%5.58%7.04%
工业3.27%3.42%2.43%2.26%4.93%
可选消费8.69%7.70%2.31%5.66%4.99%
主要消费8.00%8.19%6.78%8.06%7.14%
医药卫生4.22%4.74%2.87%2.98%6.33%
金融地产3.34%3.32%2.54%2.91%1.83%
信息技术9.02%7.64%2.85%6.51%3.55%
电信业务7.07%8.09%4.34%1.51%12.11%
公用事业1.28%1.30%1.02%1.22%1.30%

行业权重占比

沪深300中证800上证指数上证180上证380
能源2.39%2.26%9.45%2.64%3.43%
原材料6.15%9.21%8.32%5.72%15.89%
工业14.80%16.97%18.94%16.45%26.73%
可选消费12.08%12.18%10.47%5.88%17.18%
主要消费6.54%6.31%5.19%6.69%5.56%
医药卫生5.04%7.01%4.63%4.37%11.68%
金融地产39.70%30.74%33.54%50.24%4.25%
信息技术8.63%10.19%3.58%2.57%7.76%
电信业务1.95%2.27%1.28%1.63%1.99%
公用事业2.72%2.86%4.60%3.80%5.52%

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0.72 0.42%1.28 0.65%-2.19 -2.91%-1.65 -0.65%3.25 1.23%
原材料15.56 8.95%27.50 13.87%14.98 19.94%23.96 9.38%56.34 21.33%
工业17.56 10.10%23.28 11.74%13.22 17.60%28.34 11.10%70.43 26.67%
可选消费35.43 20.37%36.19 18.25%12.26 16.32%25.06 9.81%44.12 16.70%
主要消费18.34 10.55%19.38 9.77%9.73 12.96%39.19 15.35%19.15 7.25%
医药卫生7.38 4.24%13.18 6.65%5.64 7.51%10.24 4.01%37.40 14.16%
金融地产46.93 26.99%40.32 20.33%15.10 20.10%112.36 44.00%2.97 1.12%
信息技术26.17 15.05%28.91 14.58%4.63 6.17%12.27 4.80%15.14 5.73%
电信业务4.50 2.58%6.49 3.27%1.09 1.45%1.87 0.73%11.75 4.45%
公用事业1.32 0.76%1.78 0.90%0.65 0.87%3.74 1.47%3.60 1.36%

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49.61 10.07%5.16%中国平安49.61 10.07%3.73%工商银行5.25 0.00%4.62%中国平安49.61 10.07%7.65%万华化学28.64 23.82%1.60%
招商银行23.91 10.27%2.37%招商银行23.91 10.27%1.71%中国石油7.69 -1.15%4.06%招商银行23.91 10.27%3.51%福耀玻璃26.04 8.86%1.49%
贵州茅台471.85 6.53%2.28%贵州茅台471.85 6.53%1.65%农业银行3.52 -0.56%3.38%贵州茅台471.85 6.53%3.38%中国国旅30.14 13.09%1.20%
兴业银行16.86 5.77%2.02%兴业银行16.86 5.77%1.46%中国银行3.70 -0.80%2.54%兴业银行16.86 5.77%2.99%亨通光电28.05 17.37%0.99%
格力电器41.17 20.80%1.90%格力电器41.17 20.80%1.38%贵州茅台471.85 6.53%1.93%民生银行8.22 2.37%2.77%海天味业40.78 4.73%0.90%
美的集团43.04 19.16%1.87%美的集团43.04 19.16%1.35%中国石化5.93 -5.42%1.85%交通银行6.16 -0.65%2.41%生物股份35.57 9.25%0.89%
民生银行8.22 2.37%1.87%民生银行8.22 2.37%1.35%中国人寿26.98 -3.06%1.83%中国建筑9.68 4.74%2.07%通化东宝18.24 7.89%0.89%
万科A24.97 17.45%1.63%万科A24.97 17.45%1.18%中国平安49.61 10.07%1.75%浦发银行12.65 -1.48%2.03%浙江龙盛9.53 4.35%0.89%
交通银行6.16 -0.65%1.63%交通银行6.16 -0.65%1.18%招商银行23.91 10.27%1.61%农业银行3.52 -0.56%1.92%川投能源9.82 2.83%0.88%
中国建筑9.68 4.74%1.39%中国建筑9.68 4.74%1.01%中国神华22.29 4.06%1.20%中信证券17.02 3.53%1.91%中国巨石10.98 10.91%0.78%

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
科大讯飞39.90 33.80%特力A51.74 48.93%永悦科技23.10 242.22%方大炭素14.22 33.28%白云电器24.27 31.40%
安信信托13.59 26.89%华友钴业60.78 42.61%惠发股份23.95 213.89%安信信托13.59 26.89%万华化学28.64 23.82%
恒生电子46.68 24.88%科大讯飞39.90 33.80%诚邦股份21.26 211.73%恒生电子46.68 24.88%方大特钢8.53 22.00%
万华化学28.64 23.82%方大炭素14.22 33.28%迪生力11.15 208.01%中体产业17.10 21.35%杭萧钢构15.26 21.02%
大华股份22.81 22.54%安信信托13.59 26.89%我乐家居27.97 183.38%华域汽车24.24 21.26%荣晟环保66.35 20.73%
天齐锂业54.35 22.27%恒生电子46.68 24.88%华体科技26.50 180.72%洛阳钼业5.06 20.19%杉杉股份16.47 20.13%
海康威视32.30 21.89%深天马A20.57 24.37%易德龙27.25 155.15%玲珑轮胎22.43 19.40%航天电子8.79 19.60%
中兴通讯23.74 21.56%三花智控16.32 24.11%华脉科技28.42 152.40%三一重工8.13 17.83%中文传媒23.51 18.00%
华域汽车24.24 21.26%万华化学28.64 23.82%恒为科技34.38 143.14%隆基股份17.10 15.62%法拉电子49.41 17.84%
格力电器41.17 20.80%兴源环境30.72 23.35%上海洗霸41.87 141.33%华丽家族6.91 15.55%陕西黑猫7.60 17.47%

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
石化油服3.34 -10.22%深圳华强26.53 -17.79%哈森股份25.52 -36.00%新湖中宝4.50 -9.64%海越股份12.97 -27.70%
新湖中宝4.50 -9.64%巨力索具10.07 -13.93%中通国脉26.09 -34.05%中航资本5.65 -8.43%森特股份23.08 -18.45%
中航资本5.65 -8.43%新研股份13.24 -12.19%展鹏科技17.46 -32.95%小商品城7.24 -6.78%新疆众和6.18 -13.51%
万达信息14.55 -7.91%首航节能7.20 -12.08%海越股份12.97 -27.70%首创股份6.58 -5.46%卧龙地产6.65 -11.33%
掌趣科技8.16 -7.69%兰石重装12.15 -11.11%松发股份32.34 -26.70%中国石化5.93 -5.42%国新能源9.53 -11.27%
万达电影50.97 -7.67%盾安环境11.35 -10.82%秦安股份18.45 -25.69%上海电力12.09 -5.29%兰石重装12.15 -11.11%
小商品城7.24 -6.78%石化油服3.34 -10.22%粤泰股份7.24 -23.71%金隅股份6.47 -4.15%润达医疗15.93 -11.01%
利欧股份3.29 -6.16%冀东水泥15.39 -9.95%中路B股1.17 -22.69%中国国航9.75 -4.04%亿晶光电4.98 -9.62%
首创股份6.58 -5.46%新湖中宝4.50 -9.64%联明股份22.34 -22.21%光大证券14.93 -3.43%双良节能5.31 -8.13%
中国石化5.93 -5.42%亿晶光电4.98 -9.62%大晟文化11.98 -20.52%新华保险51.40 -3.15%远达环保10.78 -8.08%

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49.6110.07%17.555 中国平安49.6110.07%14.196 中国平安49.6110.07%5.136 中国平安49.6110.07%55.825 万华化学28.6423.82%16.747
格力电器41.1720.80%12.084 格力电器41.1720.80%9.759 贵州茅台471.856.53%3.797 招商银行23.9110.27%17.366 亨通光电28.0517.37%7.802
美的集团43.0419.16%11.121 美的集团43.0419.16%8.991 中国石化5.93 -5.42%-3.394 贵州茅台471.856.53%16.514 福耀玻璃26.048.86%6.660
万科A24.9717.45%8.875 万科A24.9717.45%7.158 招商银行23.9110.27%3.204 伊利股份21.5911.23%14.987 中国国旅30.1413.09%6.586
海康威视32.3 21.89%6.060 海康威视32.3 21.89%4.902 中国人寿26.98-3.06%-2.389 中国太保33.8711.60%12.529 航天电子8.79 19.60%5.224
招商银行23.9110.27%5.448 招商银行23.9110.27%4.401 中国太保33.8711.60%2.309 华域汽车24.2421.26%6.546 片仔癀61.0414.73%5.091
五 粮 液55.6616.25%5.258 五 粮 液55.6616.25%4.250 中国石油7.69 -1.15%-2.200 国泰君安20.516.49%6.342 中文传媒23.5118.00%4.251
贵州茅台471.856.53%5.197 贵州茅台471.856.53%4.204 万华化学28.6423.82%1.572 安信信托13.5926.89%5.915 西部矿业7.69 15.32%4.108
伊利股份21.5911.23%4.706 伊利股份21.5911.23%3.803 中国神华22.294.06%1.501 三一重工8.13 17.83%5.310 烽火通信25.3514.45%3.725
中国太保33.8711.60%3.935 中国太保33.8711.60%3.180 华域汽车24.2421.26%1.399 恒生电子46.6824.88%5.207 长园集团13.5910.31%3.515
中兴通讯23.7421.56%3.552 中兴通讯23.7421.56%2.869 伊利股份21.5911.23%1.381 中信证券17.023.53%5.151 生物股份35.579.25%3.456
科大讯飞39.9 33.80%3.461 科大讯飞39.9 33.80%2.794 安信信托13.5926.89%1.369 民生银行8.22 2.37%5.085 杉杉股份16.4720.13%3.439
万华化学28.6423.82%2.669 万华化学28.6423.82%2.155 长江电力15.383.85%1.307 兴业银行16.865.77%4.360 海越股份12.97-27.70%-3.402
京东方A4.16 7.77%2.543 京东方A4.16 7.77%2.056 上汽集团31.058.91%1.196 上海医药28.8812.94%4.316 三友化工10.0717.09%3.236
康得新22.5212.21%2.140 大华股份22.8122.54%1.731 洛阳钼业5.06 20.19%1.148 特变电工10.3310.84%4.294 环旭电子15.7117.42%3.228
大华股份22.8122.54%2.138 康得新22.5212.21%1.728 陕西煤业7.07 18.43%1.148 方正证券9.93 10.21%4.259 杭萧钢构15.2621.02%3.116
天齐锂业54.3522.27%2.085 天齐锂业54.3522.27%1.683 华友钴业60.7842.61%1.123 长江电力15.383.85%4.240 中国巨石10.9810.91%3.078
华域汽车24.2421.26%2.058 华域汽车24.2421.26%1.664 上海银行25.546.86%1.028 海通证券14.85-2.94%-4.138 华鲁恒升11.7412.24%3.075
国泰君安20.516.49%1.985 国泰君安20.516.49%1.601 三一重工8.13 17.83%0.981 方大炭素14.2233.28%4.099 通化东宝18.247.89%3.065
安信信托13.5926.89%1.853 安信信托13.5926.89%1.495 国泰君安20.516.49%0.980 中国石化5.93 -5.42%-4.046 凯乐科技25.3412.87%3.031

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)
京东方A4.16 7.77%459 1136
农业银行3.52 -0.56%154 439
首创股份6.58 -5.46%286 413
工商银行5.25 0.00%205 399
中国银行3.70 -0.80%146 399
中国建筑9.68 4.74%361 375
金隅股份6.47 -4.15%243 359
河钢股份4.19 -3.87%151 351
第一创业9.21 -1.50%284 301
洛阳钼业5.06 20.19%138 291

沪深300换手率前10

证券简称收盘价(元)涨跌幅换手率
张家港行15.72 -0.15%212.24%
第一创业9.21 -1.50%156.64%
中原证券10.06 0.50%98.27%
首创股份6.58 -5.46%85.58%
恒生电子46.68 24.88%75.01%
天齐锂业54.35 22.27%70.87%
玲珑轮胎22.43 12.01%64.05%
石化油服3.34 -10.22%63.88%
东旭光电11.22 11.07%63.01%
中国银河11.86 -0.75%62.79%