运行时间 2026-02-12 09:30:35.761721
============================== 报告期:2026/2/11 ==============================
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 日经225 | 6.18% | 11.00% | 13.51% | 38.91% | 51.21% | 14.53% |
| 巴西Bovespa | 4.40% | 16.12% | 20.25% | 39.87% | 49.93% | 17.73% |
| 中国台湾 | 4.08% | 10.95% | 21.19% | 40.04% | 47.90% | 16.08% |
| 菲律宾PSE综合 | 1.98% | 2.38% | 15.96% | 5.06% | 12.25% | 7.42% |
| 德国DAX | 1.03% | -1.61% | 3.19% | 3.22% | 12.79% | 1.49% |
| 欧洲Stoxx | 0.86% | 1.31% | 6.56% | 13.08% | 20.08% | 4.59% |
| MSCI印度全盘 | 0.68% | 0.71% | -1.01% | 2.26% | 8.37% | -0.94% |
| 英国富时100 | 0.67% | 3.46% | 6.20% | 15.98% | 23.33% | 5.49% |
| 法国CAC40 | 0.62% | -0.58% | 2.17% | 8.59% | 7.05% | 2.01% |
| 新加坡海峡时报 | 0.44% | 5.13% | 10.43% | 19.61% | 35.32% | 7.36% |
| 越南胡志明 | 0.31% | -3.76% | 12.99% | 13.41% | 44.15% | 0.78% |
| 韩国KOSPI | -0.31% | 16.75% | 30.49% | 67.30% | 113.82% | 27.06% |
统计截至 2026/02/11
************************************************** 注意 **************************************************
下列资产数据的结束日期不等于指定日期[20260211], 请确保数据更新没有遗漏！
| 日经225 | |
|---|---|
| 结束日期 | 20260210 |
- 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]中概股金龙指数 | 5.00% | 1.84% | -4.66% | 5.25% | 8.04% | 4.08% |
| [美]大盘成长 | 4.52% | 2.81% | 6.66% | 8.94% | 13.32% | 6.65% |
| [美]小盘成长 | 2.11% | -1.08% | 4.89% | 16.75% | 16.20% | 4.90% |
| [美]大盘价值 | 1.94% | 5.49% | 12.94% | 25.03% | 27.49% | 9.65% |
| [美]罗素2000 | 1.73% | 1.77% | 8.95% | 21.23% | 18.93% | 7.66% |
| [港]恒生指数 | 1.56% | 3.97% | 2.48% | 10.71% | 32.34% | 6.41% |
| [美]小盘价值 | 1.34% | 4.92% | 13.49% | 26.22% | 21.92% | 10.71% |
| [美]纳斯达克100 | 1.26% | -2.16% | -1.14% | 7.46% | 16.99% | -0.15% |
| [美]标普500 | 0.88% | -0.28% | 1.68% | 9.55% | 15.82% | 1.50% |
| [中]沪深300 | 0.38% | -0.78% | 1.75% | 15.37% | 24.77% | 2.00% |
| [中]中证500 | 0.33% | 3.36% | 14.28% | 30.66% | 44.36% | 11.55% |
| [美]FANG指数 | -0.59% | -7.40% | -12.67% | -3.91% | 6.51% | -7.35% |
| [中]创业板指 | -0.81% | -1.29% | 4.82% | 38.34% | 54.47% | 2.55% |
统计截至 2026/02/11
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 大盘成长 | 4.52% | 2.81% | 6.66% | 8.94% | 13.32% | 6.65% |
| 动量 | 4.21% | -0.24% | 1.14% | 5.00% | 10.82% | 2.02% |
| 小盘成长 | 2.11% | -1.08% | 4.89% | 16.75% | 16.20% | 4.90% |
| 大盘价值 | 1.94% | 5.49% | 12.94% | 25.03% | 27.49% | 9.65% |
| 小盘价值 | 1.34% | 4.92% | 13.49% | 26.22% | 21.92% | 10.71% |
| 质量 | 1.32% | 0.06% | 4.34% | 11.04% | 12.11% | 2.81% |
| 低波 | 0.92% | 1.44% | 2.28% | 4.52% | 4.67% | 1.89% |
统计截至 2026/02/11
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| 能源 | 4.19% | 18.37% | 21.71% | 32.73% | 25.42% | 23.31% |
| 房地产 | 3.75% | 6.18% | 4.17% | 6.91% | 5.59% | 6.66% |
| 信息技术 | 3.67% | -2.08% | -4.54% | 5.18% | 20.91% | -2.11% |
| 工业 | 3.57% | 8.20% | 13.65% | 16.85% | 27.50% | 13.21% |
| 公共事业 | 3.50% | 4.33% | -0.27% | 4.79% | 14.90% | 4.20% |
| 原材料 | 3.00% | 9.82% | 21.48% | 21.07% | 21.79% | 16.78% |
| 必需消费品 | 1.48% | 11.86% | 15.02% | 9.99% | 12.56% | 14.11% |
| 医疗保健 | 0.03% | -1.20% | 2.97% | 19.76% | 8.55% | 0.33% |
| 金融 | -2.27% | -5.57% | -0.56% | 2.21% | 4.23% | -3.79% |
| 通信服务 | -3.14% | -2.51% | 3.27% | 14.38% | 23.25% | -0.59% |
| 非必需消费品 | -3.61% | -7.81% | -5.05% | 3.17% | 2.55% | -3.60% |
统计截至 2026/02/11
| 近1周 | 近1月 | 近3月 | 近6月 | 近12月 | 今年以来 | |
|---|---|---|---|---|---|---|
| COMEX黄金 | 1.76% | 11.75% | 22.13% | 49.83% | 72.90% | 16.56% |
| 工业金属 | 1.60% | 0.70% | 13.19% | 24.88% | 24.93% | 4.83% |
| 铜 | 1.08% | 1.35% | 18.75% | 34.59% | 30.15% | 4.86% |
| WTI原油 | 0.65% | 10.65% | 7.19% | 1.95% | -10.87% | 13.29% |
| 农产品 | 0.11% | -0.13% | 0.09% | -1.28% | -7.10% | 0.71% |
| 能源商品 | -0.64% | 10.40% | 2.31% | 6.73% | -0.04% | 11.74% |
| 美元 | -0.75% | -2.36% | -2.65% | -1.71% | -10.26% | -1.51% |
| 白银 | -4.19% | 4.83% | 65.95% | 123.88% | 161.29% | 17.84% |
| NYMEX天然气 | -6.48% | -0.82% | -31.70% | 2.66% | -12.70% | -16.05% |
| 比特币 | -6.71% | -25.24% | -33.96% | -42.99% | -29.69% | -22.69% |
统计截至 2026/02/11
- 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-02-11 | 3.64% | 3.62% | 3.46% | 3.25% | 3.11% | 3.08% | 3.15% | 3.14% | 3.03% | 3.11% | 3.17% | 3.25% | 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 | 27.6 | 35.26 | 58.17 | 30.14 | 14.49 |
| 历史百分位 | 93% | 91% | 74% | 89% | 76% |
| 股债相对估值 | 0.87 | 0.68 | 0.41 | 0.8 | 1.65 |
| 历史百分位 | 3% | 10% | 15% | 3% | 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 | 31.74 | 25.09 | 21.37 | 17.31 | 21.05 | 30.62 | 27.78 | 44.8 | 39.39 | 26.97 | 20.23 |
| 历史百分位 | 68% | 100% | 63% | 81% | 64% | 92% | 98% | 70% | 85% | 89% | 72% |
| 股债相对估值 | 0.76 | 0.96 | 1.12 | 1.38 | 1.14 | 0.78 | 0.86 | 0.54 | 0.61 | 0.89 | 1.18 |
| 历史百分位 | 11% | 1% | 26% | 16% | 18% | 3% | 1% | 4% | 16% | 2% | 12% |
====================近5期信号详情:====================
| 2026-02-05 | 2026-02-06 | 2026-02-09 | 2026-02-10 | 2026-02-11 | |
|---|---|---|---|---|---|
| (VIX>VIX60) or (VIX>24) | 红灯 | 绿灯 | 绿灯 | 绿灯 | 绿灯 |
PutCallRatio
|
绿灯
|
绿灯
|
绿灯
|
绿灯
|
绿灯
|
|
| MOM5>0 | 绿灯 | 绿灯 | 绿灯 | 绿灯 | 红灯 |
| 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 |
| 2026-01-29 | 2026-01-30 | 2026-02-02 | 2026-02-03 | 2026-02-04 | 2026-02-05 | 2026-02-06 | 2026-02-09 | 2026-02-10 | 2026-02-11 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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11分位, 处于正常状态 (20260211)
| 市场深度分位点 | |
|---|---|
| 2026-02-11 | 10.71% |
| 2026-02-10 | 12.30% |
| 2026-02-09 | 10.52% |
| 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% |
| 2026-01-29 | 2026-01-30 | 2026-02-02 | 2026-02-03 | 2026-02-04 | 2026-02-05 | 2026-02-06 | 2026-02-09 | 2026-02-10 | 2026-02-11 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 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20260211的收盘数据，近4个交易日深度值-0.73%，99%风控阈值为1.43%，处于10.71%分位 预期下个交易日SP50相对SP500上涨大概超过2.16%时会触发风控
| 分位值 | 距离度 | |
|---|---|---|
| 分位 | ||
| 0.990000 | 1.43% | 2.16% |
| 0.950000 | 1.12% | 1.85% |
| 0.900000 | 0.85% | 1.58% |
| 0.800000 | 0.57% | 1.30% |
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 | |
|---|---|---|---|---|---|
| 2026-01-14 | -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 |
| 2026-02-09 | 0.48% | nan% | True | -1.22% | 绿灯 |
| 2026-02-10 | -0.32% | nan% | True | -1.22% | 绿灯 |
| 2026-02-11 | -0.0% | 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?