运行时间 2025-12-13 09:30:30.277208
============================== 报告期:2025/12/12 ==============================
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 巴西Bovespa | 2.16% | 1.99% | 13.00% | 16.67% | 27.55% | 33.66% |
| 韩国KOSPI | 1.64% | 0.45% | 22.82% | 43.05% | 70.27% | 76.04% |
| 菲律宾PSE综合 | 1.47% | 5.97% | -0.66% | -4.32% | -6.06% | -4.48% |
| 新加坡海峡时报 | 1.22% | 0.94% | 6.26% | 19.57% | 26.21% | 26.93% |
| 中国台湾 | 0.92% | 1.04% | 11.05% | 29.48% | 25.94% | 26.00% |
| 日经225 | 0.68% | -0.44% | 14.24% | 34.23% | 29.83% | 29.55% |
| 德国DAX | 0.66% | -0.80% | 2.06% | 1.75% | 18.41% | 21.48% |
| 欧洲Stoxx | 0.02% | -0.84% | 5.41% | 7.28% | 21.30% | 23.04% |
| 英国富时100 | -0.18% | -2.37% | 4.53% | 10.13% | 20.03% | 21.98% |
| 法国CAC40 | -0.57% | -1.96% | 3.58% | 4.60% | 12.43% | 13.04% |
| MSCI印度全盘 | -0.90% | -1.74% | 0.83% | -2.25% | -3.48% | 1.46% |
| 越南胡志明 | -5.42% | 1.02% | -0.71% | 25.57% | 32.29% | 32.19% |
统计截至 2025/12/12
- 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]大盘价值 | 2.93% | 4.33% | 6.91% | 15.36% | 15.58% | 19.16% |
| [中]创业板指 | 2.74% | 2.32% | 5.90% | 55.14% | 41.23% | 51.14% |
| [美]小盘价值 | 2.01% | 5.54% | 7.21% | 21.18% | 8.99% | 15.66% |
| [美]罗素2000 | 1.21% | 4.24% | 6.77% | 20.00% | 9.53% | 15.84% |
| [中]中证500 | 1.02% | -0.98% | 0.49% | 24.80% | 19.40% | 27.19% |
| [美]小盘成长 | 0.48% | 3.06% | 6.38% | 18.92% | 10.06% | 16.01% |
| [美]大盘成长 | 0.26% | 0.17% | -1.74% | 7.51% | 9.20% | 14.05% |
| [中]沪深300 | -0.05% | -1.32% | 1.70% | 19.89% | 16.87% | 19.52% |
| [港]恒生指数 | -0.41% | -3.22% | -1.05% | 9.71% | 32.08% | 34.30% |
| [美]标普500 | -0.61% | -0.20% | 4.00% | 13.63% | 14.26% | 17.49% |
| [美]中概股金龙指数 | -1.03% | -4.36% | -7.31% | 4.77% | 11.79% | 16.70% |
| [美]纳斯达克100 | -1.91% | -1.17% | 4.76% | 15.38% | 17.42% | 20.74% |
| [美]FANG指数 | -2.78% | -3.26% | 0.98% | 13.40% | 21.76% | 23.37% |
统计截至 2025/12/12
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 大盘价值 | 2.93% | 4.33% | 6.91% | 15.36% | 15.58% | 19.16% |
| 小盘价值 | 2.01% | 5.54% | 7.21% | 21.18% | 8.99% | 15.66% |
| 小盘成长 | 0.48% | 3.06% | 6.38% | 18.92% | 10.06% | 16.01% |
| 大盘成长 | 0.26% | 0.17% | -1.74% | 7.51% | 9.20% | 14.05% |
| 低波 | 0.03% | 0.12% | 0.89% | 1.69% | 4.64% | 7.86% |
| 质量 | -0.15% | 1.37% | 4.94% | 10.81% | 9.35% | 13.06% |
| 动量 | -1.33% | -1.29% | 0.14% | 7.31% | 15.49% | 17.48% |
统计截至 2025/12/12
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 原材料 | 2.55% | 2.52% | -1.27% | 4.70% | 3.46% | 10.18% |
| 金融 | 2.43% | 2.38% | 2.49% | 9.12% | 12.87% | 15.72% |
| 必需消费品 | 1.14% | 2.39% | -0.31% | -1.32% | 1.40% | 5.46% |
| 工业 | 0.93% | 1.10% | 3.47% | 8.86% | 14.15% | 19.20% |
| 非必需消费品 | 0.42% | -0.07% | 1.27% | 12.51% | 2.52% | 7.23% |
| 医疗保健 | 0.16% | 0.49% | 11.56% | 13.73% | 11.37% | 13.76% |
| 能源 | -0.74% | 0.62% | 2.97% | 6.18% | 4.62% | 8.58% |
| 房地产 | -0.85% | -1.55% | -2.98% | -1.62% | -1.55% | 2.83% |
| 公共事业 | -1.18% | -4.73% | 0.76% | 5.89% | 13.55% | 15.46% |
| 信息技术 | -2.30% | -3.27% | 4.42% | 19.51% | 20.70% | 22.83% |
| 通信服务 | -3.17% | 3.67% | 4.99% | 23.11% | 25.87% | 31.21% |
统计截至 2025/12/12
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 白银 | 4.70% | 16.24% | 45.69% | 68.97% | 100.61% | 110.24% |
| COMEX黄金 | 2.50% | 2.38% | 17.31% | 26.54% | 61.99% | 62.29% |
| 比特币 | 1.12% | -11.48% | -22.41% | -14.92% | -9.61% | -3.75% |
| 农产品 | 0.09% | 0.06% | -4.28% | -3.57% | -3.19% | -3.54% |
| 美元 | -0.59% | -1.06% | 0.80% | 0.60% | -8.23% | -9.27% |
| 工业金属 | -1.12% | 1.17% | 8.03% | 16.46% | 10.98% | 14.16% |
| 铜 | -1.63% | 4.64% | 15.46% | 9.31% | 28.46% | 32.20% |
| WTI原油 | -4.32% | -1.03% | -7.81% | -16.19% | -16.72% | -19.32% |
| 能源商品 | -5.70% | -4.58% | -4.18% | -4.41% | -2.25% | -4.49% |
| NYMEX天然气 | -23.16% | -10.23% | 36.47% | 14.01% | 15.51% | 11.49% |
统计截至 2025/12/12
- 期限结构
- 利率走势
| 统计日期 \ 预期月份 | 2025/12 | 2026/02 | 2026/05 | 2026/08 | 2026/11 | 2027/02 | 2027/05 | 2027/08 | 2027/11 | 2028/02 | 2028/05 | 2028/08 | 2028/11 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-12-12 | 3.72% | 3.58% | 3.44% | 3.23% | 3.12% | 3.11% | 3.11% | 3.11% | 3.14% | 3.19% | 3.27% | 3.39% | 3.41% |
- 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 | 26.97 | 34.84 | 58.86 | 27.88 | 13.77 |
| 历史百分位 | 92% | 85% | 76% | 84% | 62% |
| 股债相对估值 | 0.89 | 0.69 | 0.41 | 0.86 | 1.74 |
| 历史百分位 | 5% | 11% | 14% | 6% | 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 | 32.91 | 22.12 | 18.01 | 18.58 | 20.63 | 30.96 | 23.66 | 40.88 | 44.36 | 25.38 | 19.59 |
| 历史百分位 | 74% | 80% | 53% | 93% | 57% | 95% | 84% | 24% | 99% | 86% | 57% |
| 股债相对估值 | 0.73 | 1.08 | 1.33 | 1.29 | 1.16 | 0.77 | 1.01 | 0.58 | 0.54 | 0.94 | 1.22 |
| 历史百分位 | 3% | 10% | 32% | 8% | 19% | 2% | 10% | 18% | 3% | 2% | 18% |
====================近5期信号详情:====================
| 2025-12-08 | 2025-12-09 | 2025-12-10 | 2025-12-11 | 2025-12-12 | |
|---|---|---|---|---|---|
| (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 | 红灯 | 红灯 | 红灯 | 红灯 | 绿灯 |
| VALUE_Nasdaq100>MA200 | 红灯 | 红灯 | 红灯 | 红灯 | 红灯 |
PutCallRatio
|
绿灯
|
红灯
|
绿灯
|
绿灯
|
绿灯
|
|
| Signal1 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| Signal2 | 绿灯 | 红灯 | 绿灯 | 绿灯 | 绿灯 |
| 风控信号 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| 2025-12-01 | 2025-12-02 | 2025-12-03 | 2025-12-04 | 2025-12-05 | 2025-12-08 | 2025-12-09 | 2025-12-10 | 2025-12-11 | 2025-12-12 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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10分位, 处于正常状态 (20251212)
| 市场深度分位点 | |
|---|---|
| 2025-12-12 | 10.12% |
| 2025-12-11 | 15.08% |
| 2025-12-10 | 34.92% |
| 2025-12-09 | 41.67% |
| 2025-12-08 | 39.88% |
| 2025-12-05 | 43.25% |
| 2025-12-04 | 34.92% |
| 2025-12-03 | 30.36% |
| 2025-12-02 | 33.13% |
| 2025-12-01 | 66.67% |
| 2025-12-01 | 2025-12-02 | 2025-12-03 | 2025-12-04 | 2025-12-05 | 2025-12-08 | 2025-12-09 | 2025-12-10 | 2025-12-11 | 2025-12-12 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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20251212的收盘数据，近4个交易日深度值-0.65%，99%风控阈值为1.43%，处于10.12%分位 预期下个交易日SP50相对SP500上涨大概超过2.08%时会触发风控
| 分位值 | 距离度 | |
|---|---|---|
| 分位 | ||
| 0.990000 | 1.43% | 2.08% |
| 0.950000 | 1.13% | 1.78% |
| 0.900000 | 0.88% | 1.53% |
| 0.800000 | 0.64% | 1.29% |
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 | |
|---|---|---|---|---|---|
| 2025-11-14 | -0.03% | nan% | False | -1.65% | 绿灯 |
| 2025-11-17 | -0.91% | nan% | False | -1.65% | 绿灯 |
| 2025-11-18 | -0.82% | nan% | False | -1.65% | 绿灯 |
| 2025-11-19 | 0.38% | nan% | False | -1.65% | 绿灯 |
| 2025-11-20 | -1.54% | nan% | False | -1.54% | 绿灯 |
| 2025-11-21 | 0.99% | nan% | False | -1.54% | 绿灯 |
| 2025-11-24 | 1.55% | nan% | True | -1.54% | 绿灯 |
| 2025-11-25 | 0.91% | nan% | True | -1.54% | 绿灯 |
| 2025-11-26 | 0.69% | nan% | True | -1.54% | 绿灯 |
| 2025-11-28 | 0.54% | nan% | True | 0.54% | 绿灯 |
| 2025-12-01 | -0.52% | nan% | True | -0.52% | 绿灯 |
| 2025-12-02 | 0.25% | nan% | True | -0.52% | 绿灯 |
| 2025-12-03 | 0.3% | nan% | True | -0.52% | 绿灯 |
| 2025-12-04 | 0.11% | nan% | True | -0.52% | 绿灯 |
| 2025-12-05 | 0.21% | nan% | True | -0.52% | 绿灯 |
| 2025-12-08 | -0.34% | nan% | False | -0.34% | 绿灯 |
| 2025-12-09 | -0.09% | nan% | False | -0.34% | 绿灯 |
| 2025-12-10 | 0.68% | nan% | True | -0.34% | 绿灯 |
| 2025-12-11 | 0.21% | nan% | True | -0.34% | 绿灯 |
| 2025-12-12 | -1.06% | nan% | False | -1.06% | 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?