20231210-国联证券-周报_PMI影响值正向变化_9页_660kb

Summary of Financial Engineering Report: PMI Impact Positive Change

Macro Environment

• PMI impact values show positive changes, indicating an accelerating economic recovery.
• Logit prediction value is 0.138, down from 0.166 last month, reflecting ongoing adjustments and bottom-level oscillations in macro logit values.

中观景气度

• Current景气度 index is 943, stabilizing despite PPI shortfall, with prospects for a rebound and further上涨.

Micro Structure

• Shanghai-Hong Kong 300 microstructure risk remains low at 0.124, suggesting a continuous downward trend; recommend increasing position allocation for quarter-level rebounds.

资金流

• Two-sided financing funds have net流入ed approximately 261,682 billion yuan year-to-date, with a weekly net inflow of 3.178 billion yuan.

定量配置 Signal

• Models indicate maintaining or increasing Shanghai-Hong Kong 300 position due to positive macro trends, stabilized中观景气度, and declining micro risks.

Risk提示

• Quantitative models carry failure risks, and historical data may not reflect future outcomes.