运行时间 2025-08-27 09:30:31.568306
============================== 报告期:2025/8/26 ==============================
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 巴西Bovespa | 2.48% | 3.18% | -0.26% | 10.42% | 0.64% | 14.54% |
| 韩国KOSPI | 0.90% | -0.42% | 20.43% | 21.81% | 19.37% | 34.14% |
| 英国富时100 | 0.88% | 2.22% | 7.28% | 8.56% | 15.15% | 16.41% |
| 越南胡志明 | 0.84% | 8.98% | 25.63% | 29.28% | 32.72% | 33.03% |
| 新加坡海峡时报 | 0.73% | 1.14% | 11.28% | 12.80% | 31.11% | 16.64% |
| 中国台湾 | -0.16% | 4.35% | 15.33% | 6.41% | 12.48% | 8.18% |
| 德国DAX | -1.11% | -0.27% | 0.52% | 5.96% | 29.74% | 21.32% |
| 欧洲Stoxx | -1.59% | 0.78% | 1.28% | 3.95% | 17.29% | 16.60% |
| 菲律宾PSE综合 | -2.01% | -4.04% | -3.38% | 2.40% | -8.84% | -3.58% |
| 日经225 | -2.65% | 2.27% | 13.10% | 12.25% | 13.21% | 7.33% |
| MSCI印度全盘 | -2.76% | -2.71% | -4.60% | 8.93% | -9.18% | -0.56% |
| 法国CAC40 | -3.37% | -1.59% | -1.05% | -2.67% | 4.87% | 7.52% |
统计截至 2025/08/26
- 股票
- 风格
- 板块
- 其它
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| [中]沪深300 | 5.48% | 8.09% | 17.27% | 14.64% | 37.60% | 15.63% |
| [中]创业板指 | 5.46% | 17.26% | 37.38% | 22.19% | 79.90% | 29.55% |
| [美]中概股金龙指数 | 5.35% | 3.65% | 11.41% | 2.66% | 45.99% | 19.79% |
| [中]中证500 | 4.65% | 10.68% | 24.17% | 16.58% | 55.72% | 23.28% |
| [美]小盘价值 | 3.70% | 4.52% | 16.87% | 8.28% | 5.33% | 6.36% |
| [美]罗素2000 | 3.62% | 4.44% | 16.03% | 9.28% | 7.78% | 6.67% |
| [美]小盘成长 | 3.55% | 4.36% | 15.25% | 10.23% | 10.21% | 6.95% |
| [美]大盘价值 | 2.15% | 3.39% | 9.39% | 7.17% | 13.40% | 9.66% |
| [港]恒生指数 | 1.62% | 0.65% | 10.93% | 9.76% | 48.65% | 30.65% |
| [美]大盘成长 | 1.48% | -1.05% | 11.13% | 10.63% | 25.60% | 14.03% |
| [美]标普500 | 0.88% | 1.33% | 11.79% | 9.28% | 16.63% | 10.87% |
| [美]纳斯达克100 | 0.63% | 1.16% | 12.67% | 11.74% | 21.45% | 12.49% |
| [美]FANG指数 | 0.55% | 0.98% | 13.55% | 16.57% | 37.58% | 16.47% |
统计截至 2025/08/26
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 小盘价值 | 3.70% | 4.52% | 16.87% | 8.28% | 5.33% | 6.36% |
| 小盘成长 | 3.55% | 4.36% | 15.25% | 10.23% | 10.21% | 6.95% |
| 大盘价值 | 2.15% | 3.39% | 9.39% | 7.17% | 13.40% | 9.66% |
| 大盘成长 | 1.48% | -1.05% | 11.13% | 10.63% | 25.60% | 14.03% |
| 质量 | 0.81% | 1.20% | 8.94% | 4.67% | 8.06% | 6.74% |
| 动量 | 0.71% | 0.82% | 6.93% | 8.62% | 19.75% | 13.86% |
| 低波 | -0.38% | -0.51% | 1.74% | 1.14% | 5.61% | 6.36% |
统计截至 2025/08/26
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 能源 | 3.68% | 1.55% | 8.58% | 1.14% | 1.07% | 5.14% |
| 金融 | 2.05% | 0.38% | 8.58% | 7.42% | 24.43% | 12.61% |
| 原材料 | 1.93% | 1.64% | 9.20% | 5.54% | 2.61% | 11.62% |
| 非必需消费品 | 1.67% | 3.26% | 11.04% | 9.03% | 27.28% | 3.86% |
| 通信服务 | 1.21% | 4.74% | 16.05% | 14.57% | 32.68% | 17.22% |
| 工业 | 1.17% | -1.47% | 8.86% | 13.92% | 18.85% | 16.50% |
| 信息技术 | 0.75% | 1.39% | 18.73% | 16.51% | 23.38% | 14.24% |
| 房地产 | 0.68% | -1.63% | 4.32% | 0.03% | 0.72% | 5.01% |
| 医疗保健 | 0.25% | 0.80% | 6.22% | -5.68% | -9.72% | 1.06% |
| 公共事业 | -0.95% | 0.97% | 5.76% | 8.31% | 15.63% | 14.21% |
| 必需消费品 | -2.80% | -0.47% | -1.42% | -1.26% | 2.64% | 5.08% |
统计截至 2025/08/26
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 白银 | 3.66% | 1.72% | 15.39% | 20.08% | 30.78% | 32.23% |
| COMEX黄金 | 2.50% | 1.74% | 1.16% | 16.54% | 35.96% | 28.68% |
| 工业金属 | 2.08% | 0.25% | 4.96% | 1.05% | -0.01% | 2.60% |
| 能源商品 | 1.70% | -2.11% | 4.29% | -2.28% | -3.66% | -0.85% |
| WTI原油 | 1.28% | -2.71% | 2.48% | -8.04% | -16.42% | -11.50% |
| 农产品 | 1.24% | 4.81% | 0.24% | -0.75% | 10.33% | 0.81% |
| 铜 | 0.96% | -22.65% | -7.48% | -1.35% | 6.62% | 11.66% |
| 美元 | -0.07% | 0.55% | -0.70% | -7.71% | -2.76% | -9.44% |
| NYMEX天然气 | -0.87% | -11.67% | -17.50% | -29.24% | 44.85% | -24.41% |
| 比特币 | -1.93% | -5.63% | 1.58% | 31.83% | 75.51% | 18.83% |
统计截至 2025/08/26
- 期限结构
- 利率走势
| 统计日期 \ 预期月份 | 2025/08 | 2025/10 | 2026/01 | 2026/04 | 2026/07 | 2026/10 | 2027/01 | 2027/04 | 2027/07 | 2027/10 | 2028/01 | 2028/04 | 2028/07 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-08-26 | 4.33% | 4.10% | 3.76% | 3.50% | 3.24% | 3.06% | 2.95% | 2.92% | 2.99% | 3.08% | 3.13% | 3.20% | 3.27% |
- 加息预期隐含的期间利率(%)
- 加息预期隐含的利率曲线(%)
- FOMA账户明细
- FOMA账户变化
- 资产负债表
- 国债持有结构
- 通胀指标
- 弹性/粘性CPI
- 食品
- 能源
- 其他商品
- 其它服务
- 调查(季频)
- 圣路易斯(日频)
- 就业率
- 职位变动
- 失业金申领(周频)
| 标普500 | 纳斯达克100 | 罗素2000 | 大盘成长 | 大盘价值 | |
|---|---|---|---|---|---|
| 调整PE | 26.86 | 35.46 | 53.17 | 26.86 | 13.12 |
| 历史百分位 | 92% | 94% | 71% | 78% | 58% |
| 股债相对估值 | 0.87 | 0.66 | 0.44 | 0.87 | 1.79 |
| 历史百分位 | 3% | 3% | 15% | 7% | 1% |
| 非必需消费品 | 必需消费品 | 能源 | 金融 | 医疗保健 | 工业 | 原材料 | 房地产 | 信息技术 | 通信服务 | 公共事业 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 调整PE | 32.14 | 22.4 | 17.32 | 19.02 | 19.71 | 29.8 | 24.96 | 43.78 | 41.22 | 22.34 | 19.74 |
| 历史百分位 | 74% | 91% | 46% | 98% | 33% | 92% | 90% | 58% | 96% | 76% | 63% |
| 股债相对估值 | 0.73 | 1.05 | 1.36 | 1.23 | 1.19 | 0.79 | 0.94 | 0.54 | 0.57 | 1.05 | 1.19 |
| 历史百分位 | 4% | 6% | 33% | 3% | 21% | 2% | 2% | 5% | 6% | 7% | 11% |
====================近5期信号详情:====================
| 2025-08-20 | 2025-08-21 | 2025-08-22 | 2025-08-25 | 2025-08-26 | |
|---|---|---|---|---|---|
| (VIX>VIX60) or (VIX>24) | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
PutCallRatio
|
绿灯
|
绿灯
|
绿灯
|
绿灯
|
绿灯
|
|
| MOM5>0 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 红灯 |
| VALUE_Nasdaq100>MA200 | 红灯 | 红灯 | 红灯 | 红灯 | 红灯 |
PutCallRatio
|
绿灯
|
绿灯
|
红灯
|
红灯
|
红灯
|
|
| Signal1 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| Signal2 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 红灯 |
| 风控信号 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| 2025-08-13 | 2025-08-14 | 2025-08-15 | 2025-08-18 | 2025-08-19 | 2025-08-20 | 2025-08-21 | 2025-08-22 | 2025-08-25 | 2025-08-26 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 市场情绪信号 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
【市场深度】当前为53分位, 处于正常状态 (20250826)
| 市场深度分位点 | |
|---|---|
| 2025-08-26 | 52.98% |
| 2025-08-25 | 13.69% |
| 2025-08-22 | 7.14% |
| 2025-08-21 | 8.93% |
| 2025-08-20 | 21.03% |
| 2025-08-19 | 13.10% |
| 2025-08-18 | 41.87% |
| 2025-08-15 | 39.88% |
| 2025-08-14 | 55.36% |
| 2025-08-13 | 35.91% |
| 2025-08-13 | 2025-08-14 | 2025-08-15 | 2025-08-18 | 2025-08-19 | 2025-08-20 | 2025-08-21 | 2025-08-22 | 2025-08-25 | 2025-08-26 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 市场深度信号 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
下期展望: 截止20250826的收盘数据，近4个交易日深度值0.11%，99%风控阈值为1.37%，处于52.98%分位 预期下个交易日SP50相对SP500上涨大概超过1.26%时会触发风控
| 分位值 | 距离度 | |
|---|---|---|
| 分位 | ||
| 0.990000 | 1.37% | 1.26% |
| 0.950000 | 1.07% | 0.96% |
| 0.900000 | 0.86% | 0.75% |
| 0.800000 | 0.66% | 0.55% |
信号说明: 当SPX 处于20日新高,市场出现普涨(上涨个数比例>70%),缓慢上涨时, 市场可能有潜在见顶的可能
| SPX涨幅 | 上涨个数比例 | 是否在MA5上方 | 5日内单日最低收益 | 信号 | |
|---|---|---|---|---|---|
| 2025-07-30 | -0.12% | nan% | False | -0.3% | 绿灯 |
| 2025-07-31 | -0.36% | nan% | False | -0.36% | 绿灯 |
| 2025-08-01 | -1.59% | nan% | False | -1.59% | 绿灯 |
| 2025-08-04 | 1.48% | nan% | True | -1.59% | 绿灯 |
| 2025-08-05 | -0.48% | nan% | False | -1.59% | 绿灯 |
| 2025-08-06 | 0.73% | nan% | True | -1.59% | 绿灯 |
| 2025-08-07 | -0.08% | nan% | True | -1.59% | 绿灯 |
| 2025-08-08 | 0.79% | nan% | True | -0.48% | 绿灯 |
| 2025-08-11 | -0.24% | nan% | True | -0.48% | 绿灯 |
| 2025-08-12 | 1.14% | nan% | True | -0.24% | 绿灯 |
| 2025-08-13 | 0.33% | nan% | True | -0.24% | 绿灯 |
| 2025-08-14 | 0.03% | nan% | True | -0.24% | 绿灯 |
| 2025-08-15 | -0.27% | nan% | True | -0.27% | 绿灯 |
| 2025-08-18 | -0.0% | nan% | False | -0.27% | 绿灯 |
| 2025-08-19 | -0.58% | nan% | False | -0.58% | 绿灯 |
| 2025-08-20 | -0.24% | nan% | False | -0.58% | 绿灯 |
| 2025-08-21 | -0.39% | nan% | False | -0.58% | 绿灯 |
| 2025-08-22 | 1.52% | nan% | True | -0.58% | 绿灯 |
| 2025-08-25 | -0.42% | nan% | True | -0.58% | 绿灯 |
| 2025-08-26 | 0.42% | nan% | True | -0.42% | 绿灯 |
| 均值 | 最大值 | 最小值 | 25%分位值 | 中位值 | 75%分位值 | 标准差 | |
|---|---|---|---|---|---|---|---|
| 2024-02-21 | 74.7 | 200.0 | -200.0 | 72.25 | 100.0 | 100.0 | 87.34 |
| 2024-02-21 | 74.7 | 200.0 | -200.0 | 72.25 | 100.0 | 100.0 | 87.34 |
| 2024-02-21 | 74.7 | 200.0 | -200.0 | 72.25 | 100.0 | 100.0 | 87.34 |
| 2024-02-21 | 74.7 | 200.0 | -200.0 | 72.25 | 100.0 | 100.0 | 87.34 |
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--------------------------------------------------------------------------- FeatureNotFound Traceback (most recent call last) Cell In[53], line 6 2 header ={'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:92.0) Gecko/20100101 Firefox/92.0', 3 "Cookie":"calendar-countries-zh=usa; calendar-importance-zh=2; calendar-timezone-offset-zh=480; calendar-range-zh=3"} 4 r = requests.get(url, timeout=20, headers=header) ----> 6 soup = bs4.BeautifulSoup(r.text, features="html5lib") 7 table = soup.find('table', id='calendar') 8 # for label_ in table.find_all("table"): 9 # label_.clear() File C:\Anaconda3\Lib\site-packages\bs4\__init__.py:364, in BeautifulSoup.__init__(self, markup, features, builder, parse_only, from_encoding, exclude_encodings, element_classes, **kwargs) 362 possible_builder_class = builder_registry.lookup(*features) 363 if possible_builder_class is None: --> 364 raise FeatureNotFound( 365 "Couldn't find a tree builder with the features you " 366 "requested: %s. Do you need to install a parser library?" 367 % ",".join(features) 368 ) 369 builder_class = possible_builder_class 371 # At this point either we have a TreeBuilder instance in 372 # builder, or we have a builder_class that we can instantiate 373 # with the remaining **kwargs. FeatureNotFound: Couldn't find a tree builder with the features you requested: html5lib. Do you need to install a parser library?