运行时间 2026-06-17 09:30:29.370004
============================== 报告期:2026/6/16 ==============================
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 韩国KOSPI | 7.78% | 16.49% | 57.81% | 119.49% | 198.60% | 108.23% |
| 日经225 | 6.10% | 13.02% | 29.93% | 41.65% | 84.03% | 38.82% |
| 菲律宾PSE综合 | 5.05% | 4.96% | 6.17% | 5.92% | 2.02% | 5.88% |
| MSCI印度全盘 | 3.82% | 3.33% | 2.82% | -7.24% | -10.04% | -9.50% |
| 欧洲Stoxx | 3.21% | 7.00% | 11.59% | 13.19% | 22.03% | 11.48% |
| 法国CAC40 | 3.02% | 7.05% | 9.01% | 6.84% | 12.61% | 6.17% |
| 中国台湾 | 2.64% | 11.47% | 37.93% | 67.10% | 113.48% | 58.86% |
| 英国富时100 | 2.62% | 3.17% | 2.74% | 10.27% | 22.02% | 7.46% |
| 德国DAX | 1.95% | 4.01% | 5.71% | 3.46% | 5.11% | 1.72% |
| 新加坡海峡时报 | 1.86% | 2.58% | 7.17% | 14.16% | 36.79% | 12.53% |
| 越南胡志明 | 0.88% | -5.73% | 7.29% | 8.34% | 37.14% | 1.92% |
| 巴西Bovespa | -0.10% | -4.31% | -5.69% | 6.98% | 21.83% | 5.29% |
统计截至 2026/06/16
- 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]大盘成长 | 5.26% | 7.77% | 27.09% | 31.38% | 41.19% | 31.90% |
| [中]中证500 | 4.16% | 0.03% | 4.41% | 22.13% | 49.54% | 14.52% |
| [中]创业板指 | 3.60% | 4.57% | 22.92% | 34.35% | 101.27% | 28.83% |
| [美]纳斯达克100 | 3.05% | 2.98% | 21.75% | 19.63% | 37.52% | 19.06% |
| [美]小盘成长 | 2.91% | 5.37% | 19.88% | 16.77% | 37.76% | 18.20% |
| [美]罗素2000 | 2.56% | 5.36% | 17.84% | 17.48% | 40.24% | 19.17% |
| [美]小盘价值 | 2.18% | 5.34% | 15.68% | 18.24% | 42.94% | 20.20% |
| [中]沪深300 | 1.91% | 0.87% | 5.12% | 9.53% | 29.52% | 6.27% |
| [美]标普500 | 1.72% | 1.52% | 12.45% | 11.10% | 25.98% | 10.33% |
| [美]FANG指数 | 1.58% | 0.34% | 17.65% | 9.44% | 21.55% | 9.53% |
| [美]大盘价值 | 0.58% | 4.53% | 8.76% | 12.81% | 27.66% | 12.61% |
| [港]恒生指数 | -0.07% | -4.90% | -4.08% | -1.49% | 4.86% | -3.00% |
| [美]中概股金龙指数 | -1.61% | -9.29% | -13.20% | -16.95% | -14.54% | -16.70% |
统计截至 2026/06/16
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 大盘成长 | 5.26% | 7.77% | 27.09% | 31.38% | 41.19% | 31.90% |
| 动量 | 4.91% | 9.63% | 34.28% | 33.11% | 42.92% | 32.34% |
| 小盘成长 | 2.91% | 5.37% | 19.88% | 16.77% | 37.76% | 18.20% |
| 小盘价值 | 2.18% | 5.34% | 15.68% | 18.24% | 42.94% | 20.20% |
| 质量 | 1.77% | 3.63% | 10.93% | 10.49% | 22.92% | 10.28% |
| 低波 | 0.65% | 1.61% | 1.07% | 3.06% | 5.07% | 2.56% |
| 大盘价值 | 0.58% | 4.53% | 8.76% | 12.81% | 27.66% | 12.61% |
统计截至 2026/06/16
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 原材料 | 4.11% | 5.33% | 7.00% | 16.51% | 22.75% | 15.60% |
| 金融 | 3.62% | 6.39% | 10.90% | -0.05% | 9.44% | -0.64% |
| 公共事业 | 2.43% | 2.82% | -3.94% | 5.82% | 13.87% | 6.14% |
| 工业 | 2.28% | 4.44% | 8.67% | 16.89% | 26.77% | 17.06% |
| 通信服务 | 2.06% | -4.56% | 8.16% | 7.16% | 30.97% | 5.72% |
| 非必需消费品 | 1.93% | -0.23% | 7.20% | -1.51% | 11.09% | -0.39% |
| 信息技术 | 1.83% | 1.80% | 25.99% | 20.47% | 42.88% | 18.85% |
| 必需消费品 | 1.79% | -0.83% | 0.78% | 10.36% | 9.80% | 11.70% |
| 房地产 | 0.55% | 3.81% | 5.59% | 13.18% | 11.79% | 12.69% |
| 医疗保健 | -1.19% | 5.20% | 1.57% | -0.63% | 13.93% | -1.36% |
| 能源 | -3.64% | -7.16% | -4.67% | 27.47% | 28.69% | 23.58% |
统计截至 2026/06/16
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 白银 | 7.13% | -9.34% | -16.78% | 7.46% | 86.19% | -5.32% |
| 比特币 | 5.91% | -15.89% | -11.38% | -25.03% | -39.55% | -24.94% |
| NYMEX天然气 | 3.82% | 8.92% | 10.99% | -18.32% | -15.45% | -13.32% |
| 铜 | 2.01% | 3.68% | 6.46% | 15.85% | 27.24% | 7.40% |
| COMEX黄金 | 1.52% | -5.06% | -16.72% | -2.46% | 23.45% | -3.11% |
| 农产品 | 1.42% | -4.51% | 0.11% | 3.82% | -1.27% | 3.12% |
| 工业金属 | -0.14% | 0.00% | 5.43% | 16.96% | 35.57% | 9.98% |
| 美元 | -0.45% | 0.69% | 0.04% | 1.43% | 1.52% | 1.35% |
| 能源商品 | -10.01% | -17.66% | -1.80% | 59.74% | 40.12% | 55.69% |
| WTI原油 | -13.61% | -25.41% | -16.33% | 44.20% | 11.65% | 38.58% |
统计截至 2026/06/16
- 期限结构
- 利率走势
| 统计日期 \ 预期月份 | 2026/06 | 2026/08 | 2026/11 | 2027/02 | 2027/05 | 2027/08 | 2027/11 | 2028/02 | 2028/05 | 2028/08 | 2028/11 | 2029/02 | 2029/05 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-06-16 | 3.62% | 3.65% | 3.74% | 3.86% | 3.92% | 3.90% | 3.86% | 3.86% | 3.83% | 3.95% | 3.97% | 4.03% | 4.11% |
- 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 | 26.55 | 35.57 | 90.96 | 44.91 | 12.62 |
| 历史百分位 | 85% | 91% | 87% | 100% | 58% |
| 股债相对估值 | 0.85 | 0.63 | 0.25 | 0.5 | 1.79 |
| 历史百分位 | 3% | 3% | 9% | 1% | 2% |
| 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 | 31.21 | 24.26 | 19.52 | 16.45 | 20.81 | 32.83 | 24.15 | 45.05 | 42.53 | 23.91 | 20.01 |
| 历史百分位 | 63% | 99% | 59% | 71% | 57% | 95% | 83% | 71% | 97% | 78% | 65% |
| 股债相对估值 | 0.72 | 0.93 | 1.15 | 1.37 | 1.08 | 0.69 | 0.93 | 0.5 | 0.53 | 0.94 | 1.13 |
| 历史百分位 | 5% | 1% | 27% | 15% | 14% | 1% | 3% | 2% | 2% | 5% | 8% |
====================近5期信号详情:====================
| 2026-06-10 | 2026-06-11 | 2026-06-12 | 2026-06-15 | 2026-06-16 | |
|---|---|---|---|---|---|
| (VIX>VIX60) or (VIX>24) | 红灯 | 红灯 | 红灯 | 绿灯 | 绿灯 |
PutCallRatio
|
绿灯
|
绿灯
|
绿灯
|
绿灯
|
绿灯
|
|
| MOM5>0 | 绿灯 | 绿灯 | 红灯 | 红灯 | 红灯 |
| VALUE_Nasdaq100>MA200 | 红灯 | 红灯 | 红灯 | 红灯 | 红灯 |
PutCallRatio
|
绿灯
|
绿灯
|
绿灯
|
红灯
|
红灯
|
|
| Signal1 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| Signal2 | 绿灯 | 绿灯 | 绿灯 | 红灯 | 红灯 |
| 风控信号 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| 2026-06-03 | 2026-06-04 | 2026-06-05 | 2026-06-08 | 2026-06-09 | 2026-06-10 | 2026-06-11 | 2026-06-12 | 2026-06-15 | 2026-06-16 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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6分位, 处于正常状态 (20260616)
| 市场深度分位点 | |
|---|---|
| 2026-06-16 | 5.56% |
| 2026-06-15 | 0.79% |
| 2026-06-12 | 0.40% |
| 2026-06-11 | 0.79% |
| 2026-06-10 | 8.93% |
| 2026-06-09 | 1.98% |
| 2026-06-08 | 3.17% |
| 2026-06-05 | 9.33% |
| 2026-06-04 | 10.12% |
| 2026-06-03 | 16.27% |
| 2026-06-03 | 2026-06-04 | 2026-06-05 | 2026-06-08 | 2026-06-09 | 2026-06-10 | 2026-06-11 | 2026-06-12 | 2026-06-15 | 2026-06-16 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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20260616的收盘数据，近4个交易日深度值-1.04%，99%风控阈值为1.43%，处于5.56%分位 预期下个交易日SP50相对SP500上涨大概超过2.46%时会触发风控
| 分位值 | 距离度 | |
|---|---|---|
| 分位 | ||
| 0.990000 | 1.43% | 2.46% |
| 0.950000 | 1.12% | 2.16% |
| 0.900000 | 0.88% | 1.91% |
| 0.800000 | 0.56% | 1.60% |
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 | |
|---|---|---|---|---|---|
| 2026-05-19 | -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 |
| 2026-06-01 | 0.27% | nan% | True | 0.02% | 绿灯 |
| 2026-06-02 | 0.13% | nan% | True | 0.02% | 绿灯 |
| 2026-06-03 | -0.74% | nan% | False | -0.74% | 绿灯 |
| 2026-06-04 | 0.42% | nan% | True | -0.74% | 绿灯 |
| 2026-06-05 | -2.63% | nan% | False | -2.63% | 绿灯 |
| 2026-06-08 | 0.3% | nan% | False | -2.63% | 绿灯 |
| 2026-06-09 | -0.25% | nan% | False | -2.63% | 绿灯 |
| 2026-06-10 | -1.62% | nan% | False | -2.63% | 绿灯 |
| 2026-06-11 | 1.75% | nan% | True | -2.63% | 绿灯 |
| 2026-06-12 | 0.51% | nan% | True | -1.62% | 绿灯 |
| 2026-06-15 | 1.68% | nan% | True | -1.62% | 绿灯 |
| 2026-06-16 | -0.57% | nan% | True | -1.62% | 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?