运行时间 2025-10-18 09:30:38.075456
============================== 报告期:2025/09/30 ==============================
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 越南胡志明 | 1.78% | -1.03% | 21.25% | 27.66% | 31.19% | 32.92% |
| 英国富时100 | 1.39% | 1.83% | 7.51% | 9.92% | 17.35% | 17.57% |
| 德国DAX | 1.14% | -0.09% | -0.12% | 6.32% | 23.57% | 19.95% |
| 欧洲Stoxx | 0.98% | 2.81% | 4.18% | 8.54% | 16.77% | 18.85% |
| 法国CAC40 | 0.46% | 2.66% | 3.26% | 2.60% | 6.82% | 10.29% |
| 新加坡海峡时报 | -0.06% | 0.73% | 10.21% | 12.29% | 25.77% | 18.24% |
| 巴西Bovespa | -0.13% | 3.40% | 5.32% | 10.87% | 10.94% | 21.58% |
| 日经225 | -0.64% | 5.82% | 11.72% | 22.01% | 20.59% | 14.51% |
| 中国台湾 | -1.62% | 6.78% | 17.78% | 22.49% | 19.59% | 15.20% |
| 韩国KOSPI | -1.76% | 7.50% | 11.66% | 34.38% | 33.84% | 44.56% |
| MSCI印度全盘 | -2.58% | 0.50% | -7.61% | 0.92% | -13.15% | -2.06% |
| 菲律宾PSE综合 | -2.70% | -3.03% | -5.94% | -1.57% | -15.39% | -6.22% |
统计截至 2025/09/30
- 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]创业板指 | 3.98% | 12.11% | 50.63% | 53.85% | 50.83% | 53.07% |
| [中]中证500 | 3.26% | 5.33% | 25.85% | 27.05% | 31.17% | 31.34% |
| [美]中概股金龙指数 | 2.94% | 9.34% | 18.08% | 13.63% | 20.95% | 29.79% |
| [中]沪深300 | 2.73% | 3.34% | 19.08% | 21.05% | 18.65% | 20.72% |
| [港]恒生指数 | 2.68% | 7.65% | 12.49% | 17.47% | 31.45% | 38.20% |
| [美]大盘价值 | 0.76% | 2.15% | 6.67% | 10.20% | 14.90% | 12.51% |
| [美]标普500 | 0.49% | 3.64% | 8.11% | 20.62% | 17.56% | 14.81% |
| [美]纳斯达克100 | 0.41% | 5.47% | 9.01% | 28.46% | 23.93% | 18.10% |
| [美]FANG指数 | -0.36% | 5.67% | 7.90% | 39.89% | 42.08% | 23.43% |
| [美]小盘价值 | -0.37% | 2.01% | 12.60% | 17.92% | 7.87% | 9.04% |
| [美]大盘成长 | -0.79% | 1.67% | 4.32% | 25.51% | 22.28% | 16.10% |
| [美]罗素2000 | -0.80% | 3.11% | 12.39% | 21.32% | 10.74% | 10.38% |
| [美]小盘成长 | -1.19% | 4.15% | 12.19% | 24.63% | 13.54% | 11.64% |
统计截至 2025/09/30
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 低波 | 1.08% | 1.36% | 1.76% | 3.34% | 5.94% | 8.40% |
| 质量 | 0.85% | 3.24% | 6.67% | 15.30% | 9.73% | 10.10% |
| 大盘价值 | 0.76% | 2.15% | 6.67% | 10.20% | 14.90% | 12.51% |
| 动量 | 0.28% | 5.42% | 5.83% | 22.63% | 21.09% | 19.44% |
| 小盘价值 | -0.37% | 2.01% | 12.60% | 17.92% | 7.87% | 9.04% |
| 大盘成长 | -0.79% | 1.67% | 4.32% | 25.51% | 22.28% | 16.10% |
| 小盘成长 | -1.19% | 4.15% | 12.19% | 24.63% | 13.54% | 11.64% |
统计截至 2025/09/30
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 公共事业 | 1.87% | 4.17% | 7.45% | 13.38% | 11.16% | 17.68% |
| 医疗保健 | 1.61% | 1.91% | 4.11% | -1.89% | -7.31% | 3.21% |
| 信息技术 | 1.02% | 7.37% | 13.20% | 39.97% | 29.17% | 22.20% |
| 工业 | 0.85% | 1.96% | 4.58% | 18.97% | 14.48% | 17.82% |
| 非必需消费品 | 0.43% | 3.01% | 9.05% | 22.09% | 20.84% | 6.17% |
| 房地产 | 0.37% | 0.35% | 2.52% | 3.35% | -1.91% | 6.16% |
| 能源 | 0.03% | -0.54% | 5.80% | -1.79% | 5.79% | 6.98% |
| 金融 | 0.01% | 0.09% | 3.32% | 11.96% | 22.57% | 13.28% |
| 必需消费品 | -0.15% | -1.56% | -2.42% | 0.30% | 0.48% | 3.86% |
| 原材料 | -0.38% | -1.63% | 4.52% | 8.68% | -2.70% | 9.87% |
| 通信服务 | -2.19% | 5.66% | 12.42% | 33.91% | 35.67% | 24.54% |
统计截至 2025/09/30
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| NYMEX天然气 | 16.35% | 10.45% | -3.59% | -18.50% | 19.68% | -7.90% |
| 铜 | 6.45% | 8.10% | -3.51% | -4.50% | 8.02% | 21.79% |
| 白银 | 6.02% | 16.27% | 30.04% | 34.43% | 51.35% | 59.96% |
| 比特币 | 2.34% | 5.50% | 6.54% | 38.91% | 79.73% | 22.33% |
| COMEX黄金 | 2.24% | 10.34% | 16.11% | 24.55% | 47.76% | 45.81% |
| 工业金属 | 2.24% | 3.52% | 5.06% | 4.30% | -0.50% | 6.24% |
| 美元 | 0.58% | -0.08% | 1.03% | -5.95% | -3.07% | -9.85% |
| 农产品 | -0.02% | -3.74% | 1.41% | -0.46% | 3.37% | -1.81% |
| 能源商品 | -0.63% | -0.48% | 0.69% | -2.83% | 4.94% | -0.30% |
| WTI原油 | -1.93% | -2.47% | -3.93% | -9.59% | -6.43% | -12.73% |
统计截至 2025/09/30
- 期限结构
- 利率走势
| 统计日期 \ 预期月份 | 2025/09 | 2025/11 | 2026/02 | 2026/05 | 2026/08 | 2026/11 | 2027/02 | 2027/05 | 2027/08 | 2027/11 | 2028/02 | 2028/05 | 2028/08 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-09-30 | 4.22% | 3.86% | 3.56% | 3.40% | 3.19% | 3.08% | 3.00% | 3.01% | 3.13% | 3.16% | 3.20% | 3.28% | 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 | 27.33 | 35.67 | 60.09 | 27.73 | 13.37 |
| 历史百分位 | 93% | 94% | 77% | 82% | 59% |
| 股债相对估值 | 0.88 | 0.68 | 0.4 | 0.87 | 1.8 |
| 历史百分位 | 3% | 4% | 12% | 7% | 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 | 33.21 | 21.95 | 17.74 | 19.41 | 19.88 | 30.2 | 24.4 | 43.72 | 42.65 | 23.81 | 20.3 |
| 历史百分位 | 76% | 77% | 49% | 98% | 38% | 94% | 88% | 57% | 99% | 83% | 74% |
| 股债相对估值 | 0.73 | 1.1 | 1.36 | 1.24 | 1.21 | 0.8 | 0.99 | 0.55 | 0.56 | 1.01 | 1.19 |
| 历史百分位 | 2% | 12% | 34% | 5% | 22% | 3% | 8% | 8% | 5% | 4% | 11% |
====================近5期信号详情:====================
| 2025-09-24 | 2025-09-25 | 2025-09-26 | 2025-09-29 | 2025-09-30 | |
|---|---|---|---|---|---|
| (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 | 绿灯 | 绿灯 | 绿灯 | 红灯 |
| VALUE_Nasdaq100>MA200 | 红灯 | 红灯 | 红灯 | 红灯 | 红灯 |
PutCallRatio
|
红灯
|
绿灯
|
红灯
|
绿灯
|
绿灯
|
|
| Signal1 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| Signal2 | 红灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| 风控信号 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
| 2025-09-17 | 2025-09-18 | 2025-09-19 | 2025-09-22 | 2025-09-23 | 2025-09-24 | 2025-09-25 | 2025-09-26 | 2025-09-29 | 2025-09-30 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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38分位, 处于正常状态 (20250930)
| 市场深度分位点 | |
|---|---|
| 2025-09-30 | 37.70% |
| 2025-09-29 | 12.90% |
| 2025-09-26 | 23.81% |
| 2025-09-25 | 60.32% |
| 2025-09-24 | 41.67% |
| 2025-09-23 | 31.55% |
| 2025-09-22 | 63.49% |
| 2025-09-19 | 72.22% |
| 2025-09-18 | 75.99% |
| 2025-09-17 | 69.25% |
| 2025-09-17 | 2025-09-18 | 2025-09-19 | 2025-09-22 | 2025-09-23 | 2025-09-24 | 2025-09-25 | 2025-09-26 | 2025-09-29 | 2025-09-30 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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20250930的收盘数据，近4个交易日深度值-0.14%，99%风控阈值为1.37%，处于37.70%分位 预期下个交易日SP50相对SP500上涨大概超过1.51%时会触发风控
| 分位值 | 距离度 | |
|---|---|---|
| 分位 | ||
| 0.990000 | 1.37% | 1.51% |
| 0.950000 | 1.07% | 1.21% |
| 0.900000 | 0.87% | 1.01% |
| 0.800000 | 0.66% | 0.80% |
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 | |
|---|---|---|---|---|---|
| 2025-09-03 | 0.51% | nan% | False | -0.68% | 绿灯 |
| 2025-09-04 | 0.84% | nan% | True | -0.68% | 绿灯 |
| 2025-09-05 | -0.3% | nan% | True | -0.68% | 绿灯 |
| 2025-09-08 | 0.22% | nan% | True | -0.68% | 绿灯 |
| 2025-09-09 | 0.27% | nan% | True | -0.3% | 绿灯 |
| 2025-09-10 | 0.3% | nan% | True | -0.3% | 绿灯 |
| 2025-09-11 | 0.85% | nan% | True | -0.3% | 绿灯 |
| 2025-09-12 | -0.04% | nan% | True | -0.04% | 绿灯 |
| 2025-09-15 | 0.49% | nan% | True | -0.04% | 绿灯 |
| 2025-09-16 | -0.13% | nan% | True | -0.13% | 绿灯 |
| 2025-09-17 | -0.1% | nan% | True | -0.13% | 绿灯 |
| 2025-09-18 | 0.48% | nan% | True | -0.13% | 绿灯 |
| 2025-09-19 | 0.49% | nan% | True | -0.13% | 绿灯 |
| 2025-09-22 | 0.45% | nan% | True | -0.13% | 绿灯 |
| 2025-09-23 | -0.55% | nan% | True | -0.55% | 绿灯 |
| 2025-09-24 | -0.28% | nan% | False | -0.55% | 绿灯 |
| 2025-09-25 | -0.5% | nan% | False | -0.55% | 绿灯 |
| 2025-09-26 | 0.59% | nan% | False | -0.55% | 绿灯 |
| 2025-09-29 | 0.26% | nan% | True | -0.55% | 绿灯 |
| 2025-09-30 | 0.42% | nan% | True | -0.5% | 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?