2023-07-06-中证指数-中证指数2023年6月份运行报告_31页_1mb
报告摘要
中证指数2023年6月份运行报告总结
核心内容概述
2023年6月，全球及中国A股市场呈现出分化态势。国际市场主要股指普遍回升，标普500指数上涨6.47%，STOXX欧洲600指数上涨2.25%，日经225指数上涨7.45%，中证香港100指数上涨4.17%。美联储暂停加息，将联邦基金利率维持在5.0%-5.25%区间，符合市场预期。与此同时，A股市场主要指数涨跌分化，深证成指和沪深300分别上涨2.16%和1.16%，而上证综指和北证50则分别下跌0.08%和5.00%。6月A股市场日均成交金额环比上升3.77%。
主要观点
A股主要指数表现
- 深证成指：上涨2.16%
- 沪深300：上涨1.16%
- 上证综指：下跌0.08%
- 北证50：下跌5.00%
全市场指数中，中证100涨幅最大，上涨1.96%；中证500跌幅最大，下跌0.81%。沪市方面，上证180微涨0.04%，其余主要指数普遍下调，科创50下跌4.63%。深市方面，深证成指和创业板指分别上涨2.16%和0.98%。沪深300指数权重股中，贵州茅台、宁德时代、中国平安为前三大权重股，权重分别为5.62%、3.19%和2.66%。
主题及行业指数表现
- 汽车零部件板块：A股300汽车配件指数上涨20.5%
- 智能驾驶、智能汽车板块：继续领涨
- A股芯片板块：下跌10.7%
- 港股教育、医药板块：表现低迷，分别下跌10.6%和9.2%
- 行业指数涨跌不一，其中通信服务行业上涨5.58%，可选消费行业上涨8.39%；而医药卫生、公用事业行业分别下跌3.32%和2.42%
策略指数表现
- 成长指数表现优于价值指数，300成长涨幅最大，为2.18%
- 基本面指数整体下调，其中上证基本面300上涨0.22%，上证基本面200下跌1.35%
- 红利系列指数普遍下行，上证380红利和红利潜力分别下跌5.57%和5.29%
- 波动率加权指数波幅略有下降，沪深300波动率加权指数和中证500波动率加权指数分别为14.69%和13.16%
- 贝塔指数涨跌不一，380高贝涨幅最大为3.89%，500低贝跌幅最大为2.89%
商品期货指数表现
- 商品期货指数全线回升，中证粮油期货成份指数涨幅最大为11.32%
- 其他商品期货指数如中证农产品期货、中证工业金属期货、中证能源化工期货等均出现不同程度上涨，涨幅分别为8.74%、7.63%、4.37%
- 中证贵金属材料期货涨幅最小为0.09%
债券指数表现
- 债券市场延续小幅回升态势，中证全债和中证综合债分别上涨0.55%和0.50%
- 长端债券表现更优，中证10+债上涨0.96%
- 分品种来看，中证国债、中证金融债、中证企业债、中证短融分别上涨0.62%、0.47%、0.29%和0.21%
- 央行加大公开市场操作，全口径净投放资金11190亿元，以维持市场流动性
关键信息
- 国际指数：标普500、STOXX欧洲600、日经225、中证香港100均上涨，其中日经225涨幅最大。
- A股指数：深证成指和沪深300上涨，上证综指和北证50下跌，市场成交额环比上升。
- 行业指数：通信服务、可选消费行业涨幅领先；医药卫生、公用事业行业跌幅较大。
- 主题指数：汽车零部件、智能驾驶、智能汽车板块领涨；港股教育、医药板块表现低迷。
- 策略指数：成长指数优于价值指数；红利指数普遍下行；波动率加权指数波幅略有下降。
- 商品期货：全线回升，粮油期货涨幅最大，贵金属材料期货涨幅最小。
- 债券市场：整体小幅回升，长端表现更优，央行加大流动性投放。
表格数据概览
表1: 成份指数市场数据
| 指数 | 收盘点位 | 今年涨跌 | 1周涨跌 | 1月涨跌 | 3月涨跌 | 1年涨跌 | 3年涨跌 | 1月波动率 | 1年波动率 | 静态市盈率 | 市净率 | 股息率 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 沪深300 | 3842.45 | -0.75% | -0.56% | 1.16% | -5.15% | -14.33% | -7.72% | 13.76% | 15.46% | 11.89 | 1.31 | 2.91% |
| 300能源 | 2037.32 | 13.14% | 2.64% | 3.30% | 2.98% | 1.66% | 76.11% | 19.42% | 25.45% | 8.38 | 1.08 | 6.52% |
| 300材料 | 2512.10 | -3.81% | -0.16% | 1.48% | -9.82% | -21.70% | 24.94% | 17.67% | 20.13% | 12.41 | 1.84 | 2.20% |
| 300工业 | 2444.56 | -3.71% | 1.66% | 1.90% | -5.36% | -22.03% | 11.81% | 19.51% | 19.81% | 12.90 | 1.81 | 2.04% |
| 300可选 | 5788.56 | -1.27% | -0.68% | 8.39% | -1.25% | -18.18% | -1.62% | 20.21% | 20.53% | 18.90 | 2.50 | 2.27% |
| 300消费 | 25694.27 | -9.27% | -2.88% | 1.71% | -12.80% | -20.79% | -14.33% | 21.05% | 22.54% | 29.00 | 5.88 | 2.17% |
| 300医药 | 9421.37 | -11.45% | 0.24% | -3.32% | -10.08% | -22.72% | -24.78% | 18.01% | 24.35% | 27.94 | 4.19 | 1.07% |
| 中证500 | 5998.73 | 2.29% | -0.81% | 1.40% | -5.38% | -7.06% | 2.29% | 14.16% | 14.99% | 18.58 | 1.73 | 1.77% |
| 500能源 | 5472.06 | -5.63% | 1.23% | -4.02% | -12.11% | -15.64% | 90.38% | 16.76% | 25.48% | 6.55 | 1.03 | 5.96% |
| 500原料 | 4042.26 | -10.07% | 1.90% | -0.31% | -12.37% | -22.45% | 9.74% | 16.89% | 18.49% | 13.83 | 1.43 | 2.22% |
| 500工业 | 6125.99 | 1.67% | 2.39% | 3.01% | -1.28% | -9.42% | 35.20% | 13.61% | 17.25% | 21.25 | 1.96 | 1.50% |
| 500可选 | 3832.44 | 2.99% | 1.17% | 3.87% | -4.73% | -5.99% | 5.06% | 17.15% | 16.85% | 19.52 | 1.80 | 2.33% |
| 500消费 | 11089.67 | -10.07% | -0.79% | -0.57% | -10.64% | -13.04% | -12.59% | 15.97% | 18.07% | 26.11 | 2.58 | 1.94% |
| 500医药 | 12109.87 | -2.99% | 1.57% | -5.24% | -6.50% | -5.87% | -24.77% | 13.74% | 22.72% | 16.32 | 2.52 | 1.65% |
| 500金融 | 572.91 | -- | -0.05% | -3.21% | -- | -- | -- | 13.40% | -- | 13.65 | 0.86 | 2.23% |
| 500地产 | 1847.93 | -10.45% | -0.13% | -1.29% | -12.32% | -19.65% | -37.75% | 21.55% | 23.79% | 14.61 | 1.01 | 1.39% |
| 中证全指 | 4859.89 | 2.17% | 0.14% | 0.94% | -4.22% | -9.17% | 1.40% | 13.39% | 14.75% | 15.15 | 1.58 | 2.12% |
| 全指能源 | 2139.04 | 3.43% | 2.19% | 0.70% | -3.76% | -8.16% | 71.58% | 16.72% | 23.74% | 7.99 | 1.08 | 6.35% |
| 全指材料 | 3334.08 | -7.17% | 1.03% | 0.82% | -10.97% | -21.43% | 21.82% | 17.22% | 18.72% | 13.20 | 1.71 | 2.14% |
| 全指工业 | 3795.43 | -1.04% | 1.94% | 2.42% | -4.44% | -15.29% | 25.43% | 17.25% | 18.58% | 15.38 | 1.90 | 1.76% |
| 全指可选 | 4739.28 | 1.41% | 0.01% | 7.75% | -2.30% | -12.14% | -0.16% | 18.28% | 18.28% | 19.84 | 2.40 | 2.08% |
| 全指消费 | 16216.77 | -12.05% | -2.77% | 0.27% | -15.02% | -20.51% | -6.93% | 20.46% | 20.17% | 28.65 | 5.37 | 2.11% |
| 全指医药 | 10085.10 | -7.70% | 0.70% | -4.08% | -9.30% | -15.06% | -28.05% | 14.99% | 21.79% | 23.03 | 3.42 | 1.21% |
| 全指金融行业 | 6670.57 | -- | -0.59% | -2.05% | -0.61% | -- | -- | 14.65% | -- | 6.73 | 0.62 | 4.37% |
| 房地产 | 3452.72 | -14.72% | 0.71% | 0.27% | -9.91% | -23.20% | -10.50% | 13.74% | 14.45% | 11.91 | 1.16 | 2.43% |
| 全指信息 | 5792.07 | 17.53% | -2.97% | -0.01% | -7.08% | 3.67% | -18.63% | 28.04% | 25.23% | 38.94 | 3.77 | 0.75% |
| 全指通信 | 6824.85 | 46.56% | -3.25% | 3.47% | 8.73% | 40.93% | 5.84% | 35.23% | 26.76% | 28.13 | 2.23 | 1.52% |
| 全指公用 | 2484.17 | 8.64% | 2.57% | -2.62% | 6.31% | 4.43% | 36.92% | 17.27% | 18.02% | 14.44 | 1.63 | 1.96% |
| 上证180 | 8116.67 | -1.36% | -0.61% | 0.04% | -4.66% | -13.77% | -6.06% | 12.83% | 15.17% | 10.06 | 1.08 | 3.47% |
| 180能源 | 1896.94 | 16.92% | 2.20% | 3.08% | 3.27% | 4.85% | 84.74% | 18.13% | 25.93% | 8.64 | 1.08 | 6.36% |
| 180材料 | 1988.29 | -2.44% | -0.01% | 1.72% | -10.09% | -17.06% | 21.62% | 17.88% | 20.42% | 14.32 | 1.88 | 1.93% |
| 180工业 | 2037.06 | -5.42% | 1.17% | 1.46% | -6.52% | -23.11% | 11.41% | 18.22% | 18.90% | 9.04 | 1.35 | 2.90% |
| 180可选 | 2391.90 | -17.51% | -1.68% | 4.24% | -11.16% | -29.96% | -2.56% | 21.59% | 21.16% | 19.29 | 1.74 | 1.93% |
| 180消费 | 18819.86 | -8.85% | -3.06% | 1.08% | -10.87% | -21.72% | -6.93% | 20.23% | 23.27% | 30.83 | 7.61 | 2.51% |
| 180医药 | 5237.73 | -4.80% | 1.44% | -1.34% | -5.26% | -16.89% | -31.40% | 19.39% | 25.30% | 28.33 | 3.91 | 0.94% |
| 180金融行业 | 656.37 | 0.47% | -0.59% | -1.91% | 1.41% | -- | -- | 15.13% | -- | 6.27 | 0.59 | 4.73% |
| 180信息 | 2994.96 | 24.00% | -3.72% | -0.87% | -4.75% | 2.69% | -35.25% | 32.83% | 29.85% | 40.60 | 4.45 | 0.81% |
| 180通信 | 1892.60 | 15.50% | -0.18% | -2.40% | -7.78% | 20.11% | 12.04% | 27.78% | 31.16% | 18.73 | 1.20 | 2.78% |
| 180公用 | 1968.70 | 5.29% | 1.40% | -2.75% | 3.84% | -2.90% | 24.56% | 15.48% | 16.25% | 23.38 | 1.91 | 2.25% |
| 上证380 | 5636.89 | 0.90% | 0.70% | -0.28% | -5.17% | -8.00% | 7.51% | 11.82% | 13.64% | 12.61 | 1.45 | 2.73% |
| 380能源 | 1377.38 | -13.50% | 1.34% | -2.79% | -14.02% | -19.12% | 73.87% | 21.94% | 27.93% | 4.76 | 0.94 | 8.32% |
| 380材料 | 4020.65 | -12.75% | 2.24% | 0.35% | -13.71% | -24.96% | 14.65% | 16.54% | 17.89% | 12.17 | 1.48 | 2.99% |
| 380工业 | 5383.79 | 1.48% | 2.42% | 1.83% | -1.44% | -8.07% | 14.40% | 11.88% | 15.62% | 14.40 | 1.65 | 2.46% |
| 380可选 | 5377.76 | -0.22% | 2.30% | 5.17% | -5.22% | -11.46% | 17.99% | 17.10% | 19.47% | 19.04 | 2.55 | 1.85% |
| 380消费 | 14292.14 | -5.61% | -0.81% | -2.11% | -13.97% | -9.11% | -0.36% | 20.44% | 20.43% | 31.07 | 3.70 | 1.54% |
| 380医药 | 11627.50 | -4.13% | 1.87% | -4.73% | -6.03% | -10.22% | -23.18% | 15.65% | 22.40% | 18.74 | 2.65 | 1.36% |
| 380金融 | 2748.71 | 2.10% | -1.30% | -4.84% | -2.66% | -5.27% | -18.37% | 13.15% | 14.60% | 5.49 | 0.48 | 5.24% |
| 380地产 | 599.54 | -3.03% | 0.71% | -2.17% | -6.41% | -- | -- | 19.40% | -- | 13.68 | 1.35 | 1.95% |
| 380信息 | 7843.67 | 15.63% | -2.59% | 1.10% | -4.18% | 2.05% | -5.17% | 23.56% | 26.03% | 38.20 | 4.45 | 0.81% |
| 380通信 | 5401.20 | 31.49% | -1.42% | -1.05% | 1.74% | 26.42% | -13.02% | 34.17% | 25.69% | 22.21 | 3.12 | 2.37% |
| 380公用 | 2606.86 | 11.09% | 2.30% | -1.65% | 4.83% | 11.38% | -2.72% | 14.28% | 20.16% | 14.44 | 1.75 | 2.41% |
| 中证超大 | 2819.46 | 0.00% | -1.07% | 1.17% | -4.13% | -9.26% | -7.77% | 14.00% | 16.14% | 10.79 | 1.20 | 3.53% |
| 中证100 | 3688.14 | -1.26% | -0.57% | 1.96% | -5.85% | -16.29% | -12.10% | 15.06% | 16.51% | 13.09 | 1.68 | 3.07% |
| 中证200 | 4662.78 | 4.10% | -0.62% | 1.32% | -4.28% | -9.51% | 2.11% | 15.22% | 15.54% | 16.27 | 1.61 | 1.91% |
| 中证700 | 5270.65 | 3.20% | -0.25% | 0.25% | -4.83% | -8.35% | 2.12% | 14.46% | 14.92% | 17.31 | 1.67 | 1.84% |
| 中证800 | 4203.51 | 0.02% | -0.38% | 0.63% | -5.21% | -12.59% | -5.48% | 13.39% | 14.78% | 12.94 | 1.39 | 2.64% |
| 中证1000 | 6602.04 | 5.10% | 0.82% | 0.62% | -3.98% | -5.62% | 4.47% | 15.85% | 17.22% | 23.86 | 2.21 | 1.10% |
| 科创50 | 1005.15 | 4.71% | -1.48% | -4.63% | -7.06% | -9.09% | -24.97% | 20.25% | 21.85% | 34.92 | 4.58 | 0.70% |
| 上证50 | 2492.10 | -5.43% | -1.07% | -0.05% | -6.38% | -18.52% | -15.29% | 14.35% | 16.80% | 9.95 | 1.16 | 3.99% |
| 超大盘 | 1889.67 | -8.56% | -2.03% | -1.08% | -9.57% | -20.65% | -18.95% | 16.74% | 17.45% | 9.58 | 1.24 | 4.17% |
| 上证中盘 | 4267.87 | 4.28% | 0.22% | -0.42% | -3.37% | -5.70% | 13.74% | 12.29% | 13.81% | 11.91 | 1.16 | 2.43% |
| 上证全指 | 3265.83 | -0.03% | -0.33% | -0.28% | -4.66% | -11.58% | -0.81% | 12.07% | 14.19% | 10.89 | 1.16 | 3.14% |
表2: 综合指数市场数据
| 指数 | 收盘点位 | 今年涨跌 | 1周涨跌 | 1月涨跌 | 3月涨跌 | 1年涨跌 | 3年涨跌 | 1月波动率 | 1年波动率 | 静态市盈率 | 市净率 | 股息率 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 工业指数 | 2936.20 | 4.06% | 0.58% | 1.39% | -3.19% | -8.15% | 17.03% | 12.07% | 14.06% | 18.58 | 2.18 | 2.09% |
| 中证流通 | 5138.62 | 2.06% | 0.14% | 0.92% | -4.25% | -9.20% | 1.87 |
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