运行时间 2026-02-07 09:30:32.168211
============================== 报告期:2026/2/6 ==============================
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| MSCI印度全盘 | 3.13% | -2.63% | -1.29% | 0.92% | 4.85% | -2.13% |
| 法国CAC40 | 1.81% | 0.45% | 4.14% | 8.97% | 6.82% | 1.53% |
| 日经225 | 1.75% | 3.31% | 6.73% | 34.01% | 41.33% | 7.78% |
| 英国富时100 | 1.43% | 2.48% | 6.93% | 14.65% | 22.82% | 4.46% |
| 菲律宾PSE综合 | 0.98% | 1.17% | 10.07% | 1.43% | 5.89% | 5.64% |
| 欧洲Stoxx | 0.92% | 1.51% | 7.81% | 13.70% | 19.93% | 3.82% |
| 巴西Bovespa | 0.87% | 11.78% | 19.31% | 35.98% | 44.94% | 13.54% |
| 德国DAX | 0.74% | -0.69% | 4.16% | 3.33% | 12.87% | 0.94% |
| 新加坡海峡时报 | 0.67% | 4.18% | 10.71% | 19.15% | 35.02% | 6.28% |
| 中国台湾 | -0.88% | 3.95% | 14.14% | 36.42% | 40.28% | 9.79% |
| 韩国KOSPI | -2.59% | 12.46% | 26.51% | 59.50% | 103.41% | 20.76% |
| 越南胡志明 | -4.01% | -3.26% | 7.11% | 12.44% | 40.52% | -1.54% |
统计截至 2026/02/06
- 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 | 4.02% | 5.05% | 14.16% | 23.48% | 25.62% | 8.12% |
| [美]小盘价值 | 3.44% | 6.67% | 15.63% | 25.87% | 20.97% | 10.63% |
| [美]罗素2000 | 2.18% | 3.47% | 10.78% | 21.02% | 17.35% | 7.69% |
| [美]小盘成长 | 1.00% | 0.58% | 6.46% | 16.66% | 14.06% | 5.01% |
| [美]中概股金龙指数 | 0.99% | -0.32% | -3.82% | 5.31% | 10.11% | 3.74% |
| [美]大盘成长 | 0.18% | 0.29% | 6.64% | 4.89% | 10.48% | 4.82% |
| [美]标普500 | -0.09% | -0.12% | 3.46% | 9.90% | 15.39% | 1.35% |
| [中]沪深300 | -1.29% | -2.91% | -0.64% | 13.92% | 24.18% | 0.46% |
| [美]纳斯达克100 | -1.87% | -2.18% | -0.05% | 7.90% | 15.98% | -0.66% |
| [中]中证500 | -2.68% | 4.27% | 10.98% | 28.55% | 43.95% | 9.14% |
| [港]恒生指数 | -3.02% | -0.54% | 0.65% | 7.82% | 31.40% | 3.65% |
| [中]创业板指 | -3.28% | -2.49% | 0.39% | 37.51% | 54.50% | 1.05% |
| [美]FANG指数 | -4.61% | -7.10% | -10.93% | -3.74% | 6.36% | -7.48% |
统计截至 2026/02/06
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 大盘价值 | 4.02% | 5.05% | 14.16% | 23.48% | 25.62% | 8.12% |
| 小盘价值 | 3.44% | 6.67% | 15.63% | 25.87% | 20.97% | 10.63% |
| 低波 | 1.07% | 1.52% | 4.46% | 4.10% | 4.84% | 1.95% |
| 小盘成长 | 1.00% | 0.58% | 6.46% | 16.66% | 14.06% | 5.01% |
| 质量 | 0.66% | 0.43% | 5.90% | 10.73% | 11.87% | 2.61% |
| 大盘成长 | 0.18% | 0.29% | 6.64% | 4.89% | 10.48% | 4.82% |
| 动量 | -0.65% | -2.26% | 1.88% | 4.08% | 9.42% | 0.68% |
统计截至 2026/02/06
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 必需消费品 | 6.04% | 14.59% | 17.61% | 11.49% | 14.19% | 14.22% |
| 工业 | 4.37% | 6.81% | 13.35% | 14.83% | 26.63% | 11.69% |
| 能源 | 4.33% | 17.10% | 22.14% | 27.57% | 24.79% | 19.27% |
| 原材料 | 3.89% | 7.40% | 20.33% | 17.83% | 16.98% | 12.44% |
| 医疗保健 | 1.67% | -0.83% | 7.28% | 20.61% | 8.48% | 1.27% |
| 金融 | 1.47% | -4.00% | 3.99% | 5.04% | 6.07% | -0.99% |
| 房地产 | 1.35% | 3.39% | 4.10% | 3.25% | 3.43% | 4.17% |
| 公共事业 | 0.01% | 0.68% | -1.64% | 2.30% | 13.28% | 1.36% |
| 信息技术 | -1.40% | -3.88% | -4.23% | 4.92% | 20.10% | -3.33% |
| 通信服务 | -4.42% | 0.89% | 6.96% | 16.71% | 24.12% | 0.77% |
| 非必需消费品 | -4.62% | -4.91% | -2.91% | 3.99% | -0.21% | -3.17% |
统计截至 2026/02/06
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| COMEX黄金 | 1.57% | 10.10% | 24.46% | 46.17% | 72.60% | 14.51% |
| 美元 | 0.56% | -1.03% | -2.11% | -0.62% | -9.37% | -0.73% |
| 农产品 | 0.37% | -0.68% | 1.35% | 1.03% | -7.03% | 0.41% |
| 铜 | -1.33% | -3.20% | 18.76% | 33.22% | 31.89% | 3.05% |
| 工业金属 | -1.60% | -2.67% | 12.47% | 23.35% | 23.77% | 3.26% |
| WTI原油 | -3.41% | 11.72% | 7.56% | -0.65% | -9.48% | 10.86% |
| 能源商品 | -4.16% | 12.21% | 4.18% | 5.42% | 2.81% | 10.66% |
| 白银 | -9.06% | -5.05% | 63.33% | 104.83% | 137.88% | 8.64% |
| 比特币 | -16.46% | -24.57% | -30.44% | -38.90% | -27.37% | -19.78% |
| NYMEX天然气 | -22.89% | -4.29% | -26.15% | 4.24% | -4.52% | -11.61% |
统计截至 2026/02/06
- 期限结构
- 利率走势
| 统计日期 \ 预期月份 | 2026/02 | 2026/04 | 2026/07 | 2026/10 | 2027/01 | 2027/04 | 2027/07 | 2027/10 | 2028/01 | 2028/04 | 2028/07 | 2028/10 | 2029/01 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-02-06 | 3.64% | 3.59% | 3.39% | 3.19% | 3.08% | 3.08% | 3.11% | 3.14% | 3.04% | 3.11% | 3.17% | 3.26% | 3.31% |
- 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 | 27.51 | 35.05 | 58.27 | 28.68 | 14.02 |
| 历史百分位 | 92% | 84% | 74% | 86% | 66% |
| 股债相对估值 | 0.86 | 0.68 | 0.41 | 0.83 | 1.7 |
| 历史百分位 | 3% | 9% | 15% | 4% | 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 | 31.91 | 25.17 | 20.81 | 18.16 | 20.85 | 32.87 | 26.41 | 42.95 | 37.36 | 26.67 | 19.72 |
| 历史百分位 | 69% | 100% | 63% | 89% | 58% | 96% | 96% | 46% | 82% | 89% | 60% |
| 股债相对估值 | 0.75 | 0.94 | 1.14 | 1.31 | 1.14 | 0.72 | 0.9 | 0.55 | 0.64 | 0.89 | 1.21 |
| 历史百分位 | 11% | 1% | 27% | 12% | 18% | 1% | 2% | 9% | 18% | 2% | 14% |
====================近5期信号详情:====================
| 2026-02-02 | 2026-02-03 | 2026-02-04 | 2026-02-05 | 2026-02-06 | |
|---|---|---|---|---|---|
| (VIX>VIX60) or (VIX>24) | 绿灯 | 红灯 | 红灯 | 红灯 | 绿灯 |
PutCallRatio
|
绿灯
|
绿灯
|
绿灯
|
绿灯
|
绿灯
|
|
| MOM5>0 | 红灯 | 绿灯 | 绿灯 | 绿灯 | 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 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| 风控信号 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| 2026-01-26 | 2026-01-27 | 2026-01-28 | 2026-01-29 | 2026-01-30 | 2026-02-02 | 2026-02-03 | 2026-02-04 | 2026-02-05 | 2026-02-06 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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5分位, 处于正常状态 (20260206)
| 市场深度分位点 | |
|---|---|
| 2026-02-06 | 4.76% |
| 2026-02-05 | 18.06% |
| 2026-02-04 | 19.44% |
| 2026-02-03 | 35.12% |
| 2026-02-02 | 51.98% |
| 2026-01-30 | 63.49% |
| 2026-01-29 | 71.83% |
| 2026-01-28 | 90.67% |
| 2026-01-27 | 77.18% |
| 2026-01-26 | 52.38% |
| 2026-01-26 | 2026-01-27 | 2026-01-28 | 2026-01-29 | 2026-01-30 | 2026-02-02 | 2026-02-03 | 2026-02-04 | 2026-02-05 | 2026-02-06 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 市场深度信号 | 绿灯 | 绿灯 | 黄灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
下期展望: 截止20260206的收盘数据，近4个交易日深度值-0.98%，99%风控阈值为1.43%，处于4.76%分位 预期下个交易日SP50相对SP500上涨大概超过2.41%时会触发风控
| 分位值 | 距离度 | |
|---|---|---|
| 分位 | ||
| 0.990000 | 1.43% | 2.41% |
| 0.950000 | 1.13% | 2.12% |
| 0.900000 | 0.85% | 1.84% |
| 0.800000 | 0.58% | 1.56% |
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 | |
|---|---|---|---|---|---|
| 2026-01-09 | 0.65% | nan% | True | -0.34% | 绿灯 |
| 2026-01-12 | 0.17% | nan% | True | -0.34% | 绿灯 |
| 2026-01-13 | -0.19% | nan% | True | -0.34% | 绿灯 |
| 2026-01-14 | -0.53% | nan% | False | -0.53% | 绿灯 |
| 2026-01-15 | 0.26% | nan% | False | -0.53% | 绿灯 |
| 2026-01-16 | -0.06% | nan% | False | -0.53% | 绿灯 |
| 2026-01-20 | -2.06% | nan% | False | -2.06% | 绿灯 |
| 2026-01-21 | 1.16% | nan% | False | -2.06% | 绿灯 |
| 2026-01-22 | 0.55% | nan% | True | -2.06% | 绿灯 |
| 2026-01-23 | 0.04% | nan% | True | -2.06% | 绿灯 |
| 2026-01-26 | 0.5% | nan% | True | -2.06% | 绿灯 |
| 2026-01-27 | 0.41% | nan% | True | 0.04% | 绿灯 |
| 2026-01-28 | -0.01% | nan% | True | -0.01% | 绿灯 |
| 2026-01-29 | -0.13% | nan% | True | -0.13% | 绿灯 |
| 2026-01-30 | -0.42% | nan% | False | -0.42% | 绿灯 |
| 2026-02-02 | 0.54% | nan% | True | -0.42% | 绿灯 |
| 2026-02-03 | -0.84% | nan% | False | -0.84% | 绿灯 |
| 2026-02-04 | -0.51% | nan% | False | -0.84% | 绿灯 |
| 2026-02-05 | -1.22% | nan% | False | -1.22% | 绿灯 |
| 2026-02-06 | 1.97% | nan% | True | -1.22% | 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?