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Financial Engineering Weekly Report Summary

• Key Findings:
  • The report analyzes A-share market performance, focusing on the recovery of overall market sentiment, which is deemed largely complete.
  • Quantitative Selection Model: A momentum-based selection model incorporating profitability identified recent picks such as Eastern Shenghong, CRRC, and CATL.
  • Industry Rotation Model: Using factors like capital flow, valuation, market sentiment, momentum, overbought/oversold status, and profitability, industries like commerce retail and media scored highest, while banking, coal, and pharmaceutical sectors scored lowest.
  • Foreign Capital Inflows (A-Share): The Northbound funds showed net inflows in banking and food/drink sectors, supporting stocks like China Merchants Bank and China Ping An; sectors not favored included pharma and tech.
  • Domestic Capital Inflows (A-Share):外资 monitoring indicates preferential treatment for discretionary and industrial sectors, with specific stock movements observed in recent trading periods.
  • H-Share Capital Flows: Displays net inflows in communications and petroleum sectors for Southbound funds, with notable involvement in companies like China Mobile and Tencent.
• Risk Note: All investment recommendations are derived from mathematical models and do not guarantee future results; market investments carry inherent risks.