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2017年

11月8日

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中证指数月度报告(10月)

2017-11-08 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:17

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3003910.114033.343855.474006.72170.224.44%10629 1359
中证1003855.524022.813784.103997.00227.336.03%6104 747
中证8004389.204478.394340.894444.43129.263.00%17888 2305
中证2004469.004535.004408.204477.2063.031.43%4525 612
中证5006682.586711.936460.056560.21-43.05-0.65%7259 946
中证7005458.155496.945326.705409.5817.230.32%11784 1557
中证红利4743.744818.234682.204767.5595.302.04%3170 418
300成长4185.224402.774135.464365.81270.686.61%2494 475
300价值4764.424953.434670.684913.07255.205.48%4384 563
上证指数3403.253421.103357.283393.3444.401.33%15922 1988
上证1808462.908666.878298.748592.64294.943.55%6200 756
上证3805811.885864.675658.015742.78-5.21-0.09%4173 520
上证502736.832822.592671.942793.71121.384.54%2835 369
上证红利2969.803015.402918.012987.8568.182.34%2286 226
深证成指11248.3511509.0211140.3411367.62280.432.53%18620 2,652

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3004.44%7.19%16.48%20.10%21.05%
中证1006.03%8.67%21.59%27.88%27.52%
中证8003.00%6.35%13.32%14.49%16.15%
中证2001.43%4.39%7.36%6.86%9.75%
中证500-0.65%4.16%5.61%1.67%4.73%
中证7000.32%4.27%6.42%4.05%7.04%
300成长6.61%9.00%21.68%22.50%24.40%
300价值5.48%6.45%20.43%29.85%28.39%
中证红利2.04%3.65%10.80%18.26%17.99%
上证指数1.33%3.68%7.57%9.45%9.33%
上证1803.55%5.28%15.52%19.85%18.94%
上证380-0.09%3.98%3.29%1.76%3.62%
上证504.54%5.90%19.03%24.14%22.16%
上证红利2.34%3.02%10.09%16.82%16.07%

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3006.40%8.35%9.21%9.36%8.78%
中证1007.78%9.17%10.09%9.82%9.24%
中证8006.77%8.65%9.49%9.70%9.29%
中证2009.12%10.46%11.80%11.49%11.21%
中证50013.24%12.93%14.83%13.92%14.08%
中证70011.03%11.56%13.13%12.55%12.51%
300成长8.50%9.54%10.80%10.05%9.76%
300价值8.20%9.41%10.59%10.31%9.76%
中证红利6.22%7.25%8.69%9.37%8.77%
上证指数5.27%7.40%7.84%8.70%8.12%
上证1806.12%8.34%8.94%8.97%8.45%
上证38013.66%11.96%13.99%13.21%13.16%
上证508.80%10.40%11.01%10.34%9.87%
上证红利6.79%7.12%7.98%8.69%7.99%

沪深300行业估值

P/EP/BEPSROEROA
沪深30015.211.980.6912.46%13.37%
能源30.291.300.264.00%5.05%
原材料36.542.330.273.32%3.58%
工业23.392.370.459.24%10.76%
可选消费20.383.350.8916.07%18.37%
主要消费39.426.601.1416.45%17.49%
医药卫生37.496.020.9116.06%16.93%
金融地产9.261.440.8915.48%15.94%
信息技术36.265.410.4614.10%14.79%
电信业务34.232.680.367.83%12.19%
公用事业18.242.530.4713.85%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176.22175.52-0.71-0.40%4.664.4921.924.556
中证3债170.46170.720.260.15%1.881.802.664.563
中证7债179.14178.47-0.67-0.38%4.003.8410.134.57
中证10债174.29172.14-2.14-1.23%7.266.9930.234.43
中证10+债176.83174.71-2.12-1.20%13.4613.08130.814.647
中证国债167.54166.26-1.28-0.77%6.396.2241.753.959
中证金融债172.04171.22-0.83-0.48%4.394.2116.304.488
中证企业债196.98197.010.040.02%3.313.159.125.183
中证综合债168.65168.16-0.49-0.29%4.023.8718.654.529
中证1债150.55151.030.480.32%0.470.450.354.192
中证短融153.69154.380.690.45%0.370.350.255.024

行业表现

沪深300中证800上证指数上证180上证380
能源-1.19%-3.08%-3.46%0.16%-6.62%
原材料-1.29%-2.43%-3.58%-2.75%-4.18%
工业3.95%2.01%2.08%4.07%0.00%
可选消费6.75%4.34%1.10%4.16%-0.24%
主要消费13.29%9.30%9.91%13.30%3.68%
医药卫生8.55%7.12%6.53%9.55%7.21%
金融地产2.55%2.24%3.12%2.76%-2.59%
信息技术7.96%4.84%0.12%0.53%0.64%
电信业务3.87%3.75%0.17%-0.36%1.77%
公用事业3.14%0.25%0.63%2.50%-1.18%

行业权重占比

沪深300中证800上证指数上证180上证380
能源2.21%2.14%9.03%2.45%3.30%
原材料6.48%9.79%8.99%6.26%16.81%
工业14.24%16.47%18.66%15.87%26.51%
可选消费11.82%11.74%10.18%5.56%16.61%
主要消费7.59%7.13%5.95%8.02%6.00%
医药卫生4.88%6.77%4.78%4.44%11.45%
金融地产39.23%30.42%33.23%49.93%3.80%
信息技术9.06%10.54%3.69%2.46%8.06%
电信业务2.04%2.41%1.30%1.56%2.51%
公用事业2.46%2.58%4.19%3.45%4.95%

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-1.07-0.63%-2.79-2.16%-0.11-0.25%0.320.11%-13.46-258.14%
原材料-3.41-2.00%-10.83-8.38%-12.89-29.02%-15.22-5.16%-42.11-807.68%
工业21.6712.73%14.3911.14%15.1034.00%53.3018.07%-0.06-1.06%
可选消费29.9617.60%21.7216.80%2.295.16%19.096.47%-2.31-44.24%
主要消费35.6620.95%30.4723.57%18.4341.50%80.9427.44%12.24234.75%
医药卫生15.499.10%20.0515.51%10.1522.86%33.2511.27%44.25848.80%
金融地产39.1022.97%29.6222.91%9.7521.95%115.3939.12%-5.81-111.52%
信息技术26.7615.72%21.6416.74%1.022.29%1.120.38%2.9356.19%
电信业务3.051.79%4.043.13%-0.17-0.38%-0.49-0.17%2.5048.04%
公用事业3.001.76%0.950.73%0.841.89%7.232.45%-3.40-65.14%

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64.3618.83%6.13%中国平安64.3618.83%4.46%工商银行6.10 1.67%4.94%中国平安64.3618.83%9.14%万华化学37.08-12.03%1.95%
贵州茅台618.0319.39%2.73%贵州茅台618.0319.39%1.98%中国石油8.27 3.50%4.02%贵州茅台618.0319.39%4.07%中国国旅41.3719.95%1.56%
招商银行27.106.07%2.46%招商银行27.106.07%1.79%农业银行3.74 -2.09%3.30%招商银行27.106.07%3.66%福耀玻璃27.126.39%1.46%
美的集团51.0015.41%2.03%美的集团51.0015.41%1.48%中国银行3.94 -4.37%2.49%兴业银行17.440.87%2.85%亨通光电36.726.74%1.35%
兴业银行17.440.87%1.91%兴业银行17.440.87%1.39%贵州茅台618.0319.39%2.33%民生银行8.29 3.37%2.57%海天味业51.278.19%1.07%
格力电器42.5512.27%1.80%格力电器42.5512.27%1.31%中国平安64.3618.83%2.09%伊利股份29.557.45%2.36%通化东宝21.6212.02%0.99%
万科A28.9610.32%1.73%万科A28.9610.32%1.26%中国人寿31.4013.19%1.96%交通银行6.22 -1.58%2.24%长园集团18.54-6.83%0.94%
民生银行8.29 3.37%1.72%民生银行8.29 3.37%1.25%中国石化5.97 1.19%1.71%农业银行3.74 -2.09%1.87%生物股份27.9216.87%0.92%
伊利股份29.557.45%1.58%伊利股份29.557.45%1.15%招商银行27.106.07%1.68%中国建筑9.50 2.37%1.87%浙江龙盛10.280.19%0.90%
交通银行6.22 -1.58%1.50%交通银行6.22 -1.58%1.09%上汽集团31.494.31%1.11%浦发银行12.61-2.02%1.86%中国巨石13.0714.05%0.88%

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
京东方A6.22 41.36%京东方A6.22 41.36%掌阅科技43.15317.72%上港集团8.64 29.15%华贸物流11.6628.98%
上港集团8.64 29.15%北新建材23.3735.95%翔港科技37.96310.82%永辉超市9.65 20.78%百利科技34.7328.72%
牧原股份47.0927.03%上港集团8.64 29.15%洛凯股份27.03273.86%贵州茅台618.0319.39%飞乐音响11.7425.70%
金螳螂13.7024.09%小天鹅A58.5628.76%风语筑46.49180.74%中国平安64.3618.83%长电科技21.7225.55%
海康威视39.2822.75%牧原股份47.0927.03%晶华新材26.22180.73%中国中车11.4517.68%通策医疗29.3624.35%
TCL集团4.34 21.91%恺英网络22.9026.24%金辰股份53.44174.47%复星医药39.8416.53%长江投资17.8021.09%
永辉超市9.65 20.78%丽珠集团63.9626.15%东方材料32.33147.93%中国太保42.7815.84%中国国旅41.3719.95%
中国国旅41.3719.95%飞乐音响11.7425.70%金鸿顺41.79138.26%白云山32.1415.57%浙江鼎力69.9619.63%
贵州茅台618.0319.39%长电科技21.7225.55%国芳集团10.84138.24%上海机场43.7515.19%正泰电器25.4719.07%
立讯精密24.6619.36%金螳螂13.7024.09%横店影视35.86132.10%青岛海尔17.3014.65%黄河旋风10.0819.01%

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
胜利精密6.07 -20.65%智慧农业5.13 -26.61%三星新材35.72-32.58%中国银河13.02-16.75%共进股份10.67-22.34%
盐湖股份15.43-18.45%大富科技14.18-25.41%梅轮电梯14.49-27.30%金证股份17.10-13.94%同济科技11.09-22.23%
中国银河13.02-16.75%华录百纳13.57-24.32%圣达生物49.83-23.15%厦门钨业27.74-13.66%陕西黑猫8.94 -20.39%
网宿科技10.32-14.50%胜利精密6.07 -20.65%共进股份10.67-22.34%西藏城投12.69-13.61%有研新材9.69 -19.32%
金证股份17.10-13.94%盐湖股份15.43-18.45%建研院48.38-22.31%华泰证券19.57-13.48%盛屯矿业8.59 -18.73%
厦门钨业27.74-13.66%北京利尔5.93 -17.98%同济科技11.09-22.23%招商证券18.67-12.72%西部黄金17.17-17.65%
华泰证券19.57-13.48%国脉科技9.29 -17.13%广东骏亚19.97-21.50%迪马股份4.99 -12.46%南京熊猫10.04-17.16%
招商证券18.67-12.72%杰赛科技19.27-16.87%陕西黑猫8.94 -20.39%综艺股份7.32 -12.23%大同煤业6.28 -16.15%
紫光国芯32.48-12.64%中国银河13.02-16.75%山西焦化8.45 -19.37%同方股份10.79-11.56%动力源7.54 -16.04%
国元证券12.34-12.42%精工钢构4.81 -16.49%亚星客车11.25-19.35%东吴证券10.83-11.30%南钢股份4.68 -15.52%

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64.3618.83%38.935中国平安64.3618.83%31.389贵州茅台618.0319.39%12.881中国平安64.3618.83%124.505万华化学37.08-12.03%-15.332
贵州茅台618.0319.39%17.776贵州茅台618.0319.39%14.331中国平安64.3618.83%11.283贵州茅台618.0319.39%56.840中国国旅41.3719.95%14.860
京东方A6.22 41.36%15.242京东方A6.22 41.36%12.288中国人寿31.4 13.19%7.775中国太保42.7815.84%20.719长电科技21.7225.55%9.310
美的集团51 15.41%10.861美的集团51 15.41%8.756中国石油8.27 3.50%4.630中国中车11.4517.68%18.858生物股份27.9216.87%7.654
海康威视39.2822.75%9.469海康威视39.2822.75%7.634上港集团8.64 29.15%4.611招商银行27.1 6.07%18.015片仔癀67.7516.29%6.334
格力电器42.5512.27%7.886格力电器42.5512.27%6.358中国中车11.4517.68%4.268伊利股份29.557.45%14.044中国巨石13.0714.05%6.238
万科A28.9610.32%6.500万科A28.9610.32%5.240中国银行3.94 -4.37%-3.865恒瑞医药67.2312.18%13.903通化东宝21.6212.02%6.131
中国太保42.7815.84%6.480中国太保42.7815.84%5.224中国太保42.7815.84%3.754华泰证券19.57-13.48%-11.226盛屯矿业8.59 -18.73%-5.247
五 粮 液66.6216.31%6.247五 粮 液66.6216.31%5.036招商银行27.1 6.07%3.270国泰君安19.94-7.81%-8.588福耀玻璃27.126.39%5.057
中国中车11.4517.68%5.898中国中车11.4517.68%4.755工商银行6.1 1.67%2.773中信证券17.32-4.78%-7.716亨通光电36.726.74%4.885
招商银行27.1 6.07%5.634招商银行27.1 6.07%4.542农业银行3.74 -2.09%-2.402青岛海尔17.3 14.65%7.592海天味业51.278.19%4.644
伊利股份29.557.45%4.392伊利股份29.557.45%3.540恒瑞医药67.2312.18%2.101三安光电25.8311.62%7.417西部矿业8.15 -11.61%-4.513
恒瑞医药67.2312.18%4.347恒瑞医药67.2312.18%3.505长江电力15.915.57%1.890民生银行8.29 3.37%7.192南钢股份4.68 -15.52%-4.195
华泰证券19.57-13.48%-3.510华泰证券19.57-13.48%-2.830中国银河13.02-16.75%-1.725永辉超市9.65 20.78%7.161长园集团18.54-6.83%-3.964
中兴通讯32.2914.10%3.345中兴通讯32.2914.10%2.697华泰证券19.57-13.48%-1.696上港集团8.64 29.15%7.129山鹰纸业4.83 -11.86%-3.927
康得新24.3314.71%2.716康得新24.3314.71%2.190永辉超市9.65 20.78%1.623招商证券18.67-12.72%-7.012正泰电器25.4719.07%3.854
国泰君安19.94-7.81%-2.686国泰君安19.94-7.81%-2.165招商证券18.67-12.72%-1.589中国人寿31.4 13.19%6.870飞乐音响11.7425.70%3.687
云南白药104.8415.59%2.594云南白药104.8415.59%2.092上汽集团31.494.31%1.558新华保险63.9212.79%6.814中国医药27.5712.71%3.676
万华化学37.08-12.03%-2.442万华化学37.08-12.03%-1.969新华保险63.9212.79%1.543复星医药39.8416.53%6.403黄河旋风10.0819.01%3.557
中信证券17.32-4.78%-2.413中信证券17.32-4.78%-1.945万华化学37.08-12.03%-1.416上海机场43.7515.19%6.264同济科技11.09-22.23%-3.505

沪深300成交量前十

证券简称收盘价(元)涨跌幅成交额(亿元)成交量(万手)
京东方A6.22 41.36%1240 2318
TCL集团4.34 21.91%221 532
中国联通7.64 2.96%352 482
农业银行3.74 -2.09%180 475
工商银行6.10 1.67%243 393
中国银行3.94 -4.37%118 287
紫金矿业3.69 -4.65%110 284
第一创业11.40-10.09%325 259
洛阳钼业7.17 -8.55%168 234
中国建筑9.50 2.37%221 233

沪深300换手率前十

证券简称收盘价(元)涨跌幅换手率
第一创业11.40-10.09%134.86%
张家港行12.47-7.49%107.26%
中国银河13.02-16.75%89.55%
小康股份23.052.86%78.38%
京东方A6.22 41.36%68.46%
中天科技13.22-7.49%63.95%
顺丰控股59.928.99%61.04%
TCL集团4.34 21.91%56.07%
科大讯飞53.60-0.09%53.42%
步长制药73.398.31%49.23%