运行时间 2026-05-30 09:30:30.826611
============================== 报告期:2026/5/29 ==============================
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 韩国KOSPI | 8.03% | 26.73% | 36.25% | 117.13% | 214.13% | 102.25% |
| 中国台湾 | 5.84% | 13.82% | 26.57% | 62.58% | 115.52% | 54.84% |
| 日经225 | 4.72% | 10.70% | 13.42% | 33.03% | 75.32% | 32.67% |
| 法国CAC40 | 1.11% | 3.04% | -2.51% | 3.21% | 8.54% | 2.66% |
| 德国DAX | 0.87% | 4.80% | -0.71% | 5.32% | 4.90% | 2.51% |
| 欧洲Stoxx | 0.69% | 5.47% | 1.75% | 11.03% | 18.07% | 8.34% |
| MSCI印度全盘 | 0.53% | -1.46% | -7.71% | -11.61% | -11.77% | -11.18% |
| 英国富时100 | -0.44% | 2.35% | -3.35% | 8.96% | 23.25% | 6.55% |
| 新加坡海峡时报 | -0.58% | 4.43% | 2.84% | 13.80% | 34.46% | 10.79% |
| 越南胡志明 | -0.68% | 0.85% | -0.48% | 10.85% | 41.04% | 4.98% |
| 巴西Bovespa | -1.37% | -5.93% | -7.94% | 9.25% | 25.45% | 7.86% |
| 菲律宾PSE综合 | -3.16% | -1.79% | -10.81% | -1.68% | -6.70% | -2.49% |
统计截至 2026/05/29
- 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 | |
|---|---|---|---|---|---|---|
| [美]FANG指数 | 6.80% | 13.45% | 27.35% | 10.81% | 33.93% | 16.48% |
| [美]大盘成长 | 4.32% | 13.79% | 20.75% | 30.52% | 41.32% | 29.03% |
| [美]纳斯达克100 | 2.89% | 11.65% | 21.74% | 19.64% | 42.94% | 20.45% |
| [中]创业板指 | 2.58% | 9.65% | 22.59% | 32.95% | 102.71% | 26.70% |
| [美]小盘成长 | 2.32% | 8.52% | 13.83% | 16.55% | 41.52% | 18.06% |
| [美]罗素2000 | 1.77% | 6.68% | 11.32% | 17.58% | 42.66% | 18.27% |
| [美]标普500 | 1.44% | 6.35% | 10.51% | 11.31% | 29.75% | 11.25% |
| [美]中概股金龙指数 | 1.19% | -2.84% | -8.49% | -14.40% | -7.11% | -11.53% |
| [美]小盘价值 | 1.17% | 4.71% | 8.67% | 18.67% | 43.84% | 18.46% |
| [中]沪深300 | 1.04% | 1.88% | 4.15% | 8.79% | 30.30% | 6.17% |
| [美]大盘价值 | 0.49% | 2.75% | 1.44% | 11.87% | 28.18% | 10.43% |
| [港]恒生指数 | -1.48% | -3.01% | -4.56% | -1.38% | 10.04% | -0.81% |
| [中]中证500 | -2.43% | 0.43% | -3.21% | 19.27% | 48.44% | 12.30% |
统计截至 2026/05/29
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 大盘成长 | 4.32% | 13.79% | 20.75% | 30.52% | 41.32% | 29.03% |
| 动量 | 3.88% | 15.66% | 26.10% | 27.61% | 38.92% | 27.86% |
| 小盘成长 | 2.32% | 8.52% | 13.83% | 16.55% | 41.52% | 18.06% |
| 小盘价值 | 1.17% | 4.71% | 8.67% | 18.67% | 43.84% | 18.46% |
| 质量 | 0.55% | 4.80% | 5.46% | 9.61% | 23.52% | 9.00% |
| 大盘价值 | 0.49% | 2.75% | 1.44% | 11.87% | 28.18% | 10.43% |
| 低波 | -0.33% | 2.82% | -0.89% | 2.11% | 5.55% | 2.88% |
统计截至 2026/05/29
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 信息技术 | 4.59% | 15.43% | 31.25% | 23.16% | 54.43% | 23.53% |
| 原材料 | 1.57% | 0.71% | -4.92% | 14.30% | 20.78% | 11.76% |
| 非必需消费品 | 1.51% | 3.81% | 8.02% | 4.43% | 15.37% | 3.40% |
| 工业 | 0.72% | 2.11% | -1.19% | 14.35% | 23.68% | 13.34% |
| 通信服务 | 0.04% | 3.15% | 8.90% | 7.77% | 41.09% | 8.85% |
| 医疗保健 | -0.12% | 4.78% | -5.93% | -4.94% | 14.54% | -3.27% |
| 金融 | -0.58% | -0.76% | 0.77% | -2.65% | 3.55% | -5.68% |
| 房地产 | -1.45% | 0.26% | 0.59% | 7.66% | 9.86% | 10.20% |
| 公共事业 | -2.01% | -2.69% | -6.18% | -0.90% | 12.07% | 4.65% |
| 必需消费品 | -3.25% | -1.55% | -7.25% | 6.27% | 4.66% | 7.90% |
| 能源 | -5.45% | -5.08% | 0.39% | 25.66% | 39.71% | 25.63% |
统计截至 2026/05/29
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| NYMEX天然气 | 12.05% | 22.48% | 17.41% | -33.54% | -10.11% | -12.92% |
| 铜 | 0.77% | 8.56% | 0.68% | 16.26% | 29.40% | 5.97% |
| COMEX黄金 | 0.71% | -0.41% | -16.93% | 4.27% | 32.27% | 1.67% |
| 工业金属 | 0.23% | 4.95% | 6.41% | 20.09% | 39.80% | 12.13% |
| 美元 | -0.06% | 0.22% | 1.50% | -0.47% | -0.30% | 0.73% |
| 白银 | -0.60% | 6.70% | -22.38% | 28.48% | 118.27% | 2.05% |
| 农产品 | -1.25% | -3.08% | 4.00% | 5.40% | 3.14% | 5.50% |
| 比特币 | -3.06% | -2.74% | 10.28% | -19.17% | -30.70% | -16.05% |
| 能源商品 | -7.56% | -10.08% | 44.57% | 62.09% | 71.13% | 68.77% |
| WTI原油 | -9.53% | -17.76% | 35.10% | 55.84% | 50.02% | 58.72% |
统计截至 2026/05/29
- 期限结构
- 利率走势
| 统计日期 \ 预期月份 | 2026/05 | 2026/07 | 2026/10 | 2027/01 | 2027/04 | 2027/07 | 2027/10 | 2028/01 | 2028/04 | 2028/07 | 2028/10 | 2029/01 | 2029/04 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-29 | 3.63% | 3.63% | 3.69% | 3.77% | 3.84% | 3.86% | 3.83% | 3.84% | 3.91% | 3.97% | 4.06% | 4.11% | 4.19% |
- 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 | 26.76 | 35.94 | 68.63 | 42.69 | 12.37 |
| 历史百分位 | 87% | 93% | 82% | 100% | 54% |
| 股债相对估值 | 0.84 | 0.63 | 0.33 | 0.53 | 1.82 |
| 历史百分位 | 2% | 2% | 12% | 1% | 4% |
| 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 | 32.74 | 24.17 | 19.94 | 15.79 | 20.49 | 32.14 | 23.63 | 44.78 | 42.35 | 25.33 | 20.02 |
| 历史百分位 | 72% | 99% | 60% | 63% | 53% | 94% | 80% | 70% | 96% | 83% | 66% |
| 股债相对估值 | 0.69 | 0.93 | 1.13 | 1.43 | 1.1 | 0.7 | 0.95 | 0.5 | 0.53 | 0.89 | 1.13 |
| 历史百分位 | 2% | 1% | 26% | 20% | 16% | 1% | 5% | 3% | 2% | 3% | 8% |
====================近5期信号详情:====================
| 2026-05-25 | 2026-05-26 | 2026-05-27 | 2026-05-28 | 2026-05-29 | |
|---|---|---|---|---|---|
| (VIX>VIX60) or (VIX>24) | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
PutCallRatio
|
绿灯
|
红灯
|
红灯
|
红灯
|
红灯
|
|
| MOM5>0 | 红灯 | 红灯 | 红灯 | 红灯 | 红灯 |
| VALUE_Nasdaq100>MA200 | 红灯 | 红灯 | 红灯 | 红灯 | 红灯 |
PutCallRatio
|
绿灯
|
红灯
|
红灯
|
红灯
|
红灯
|
|
| Signal1 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| Signal2 | 绿灯 | 红灯 | 红灯 | 红灯 | 红灯 |
| 风控信号 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| 2026-05-18 | 2026-05-19 | 2026-05-20 | 2026-05-21 | 2026-05-22 | 2026-05-25 | 2026-05-26 | 2026-05-27 | 2026-05-28 | 2026-05-29 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 市场情绪信号 | 红灯 | 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23分位, 处于正常状态 (20260529)
| 市场深度分位点 | |
|---|---|
| 2026-05-29 | 23.21% |
| 2026-05-28 | 10.91% |
| 2026-05-27 | 2.38% |
| 2026-05-26 | 0.99% |
| 2026-05-22 | 7.74% |
| 2026-05-21 | 24.40% |
| 2026-05-20 | 63.69% |
| 2026-05-19 | 89.48% |
| 2026-05-18 | 95.44% |
| 2026-05-15 | 88.89% |
| 2026-05-15 | 2026-05-18 | 2026-05-19 | 2026-05-20 | 2026-05-21 | 2026-05-22 | 2026-05-26 | 2026-05-27 | 2026-05-28 | 2026-05-29 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 市场深度信号 | 绿灯 | 橙灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
下期展望: 截止20260529的收盘数据，近4个交易日深度值-0.46%，99%风控阈值为1.47%，处于23.21%分位 预期下个交易日SP50相对SP500上涨大概超过1.93%时会触发风控
| 分位值 | 距离度 | |
|---|---|---|
| 分位 | ||
| 0.990000 | 1.47% | 1.93% |
| 0.950000 | 1.18% | 1.64% |
| 0.900000 | 0.90% | 1.36% |
| 0.800000 | 0.60% | 1.06% |
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 | |
|---|---|---|---|---|---|
| 2026-05-01 | 0.3% | nan% | True | -0.49% | 绿灯 |
| 2026-05-04 | -0.4% | nan% | True | -0.49% | 绿灯 |
| 2026-05-05 | 0.81% | nan% | True | -0.4% | 绿灯 |
| 2026-05-06 | 1.46% | nan% | True | -0.4% | 绿灯 |
| 2026-05-07 | -0.38% | nan% | True | -0.4% | 绿灯 |
| 2026-05-08 | 0.86% | nan% | True | -0.4% | 绿灯 |
| 2026-05-11 | 0.2% | nan% | True | -0.38% | 绿灯 |
| 2026-05-12 | -0.16% | nan% | True | -0.38% | 绿灯 |
| 2026-05-13 | 0.59% | nan% | True | -0.38% | 绿灯 |
| 2026-05-14 | 0.77% | nan% | True | -0.16% | 绿灯 |
| 2026-05-15 | -1.22% | nan% | False | -1.22% | 绿灯 |
| 2026-05-18 | -0.07% | nan% | False | -1.22% | 绿灯 |
| 2026-05-19 | -0.66% | nan% | False | -1.22% | 绿灯 |
| 2026-05-20 | 1.08% | nan% | True | -1.22% | 绿灯 |
| 2026-05-21 | 0.18% | nan% | True | -1.22% | 绿灯 |
| 2026-05-22 | 0.38% | nan% | True | -0.66% | 绿灯 |
| 2026-05-26 | 0.62% | nan% | True | -0.66% | 绿灯 |
| 2026-05-27 | 0.02% | nan% | True | 0.02% | 绿灯 |
| 2026-05-28 | 0.58% | nan% | True | 0.02% | 绿灯 |
| 2026-05-29 | 0.22% | nan% | True | 0.02% | 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 |
- 美国
- 英国
- 以色列
--------------------------------------------------------------------------- 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?