原标题:中证指数月度报告(2016年12月)

中证指数有限公司、上海证券报联合推出

主要股票指数月度表现

交易日数

开盘最高最低收盘涨跌点数涨跌幅日均成交量(百万股)日均成交金额(亿元)
沪深3003543.963575.973267.053310.08-227.92-6.44%115301204
中证1003359.573394.433088.123134.45-217.43-6.49%6544646
中证8004076.214107.373779.993826.47-243.46-5.98%177001907
中证2004360.714396.114033.934079.56-278.50-6.39%4979558
中证5006593.596624.856190.396263.63-321.95-4.89%6170703
中证7005358.015391.344997.925054.00-299.02-5.59%111491261
中证红利4261.124301.103977.384040.73-209.52-4.93%3986404
300成长3759.753789.263452.463509.52-246.10-6.55%3066432
300价值4088.854134.073770.973826.54-247.69-6.08%5889583
上证指数3257.033279.713068.423103.64-146.40-4.50%180271985
上证1807642.867720.937129.717224.60-411.35-5.39%8303799
上证3805779.575808.365443.265542.39-232.66-4.03%3980441
上证502421.932448.672251.712286.90-132.52-5.48%4208408
上证红利2705.152741.612541.002574.13-126.96-4.70%2805226
深证成指11037.1211090.9310062.3710177.14-835.06-7.58%163382421

股票指数阶段收益情况

1个月3个月半年1年年初至今
沪深300-6.44%1.75%4.95%-11.28%-11.28%
中证100-6.49%3.02%5.90%-7.50%-7.50%
中证800-5.98%0.91%4.14%-13.27%-13.27%
中证200-6.39%-0.43%3.30%-17.39%-17.39%
中证500-4.89%-1.02%2.29%-17.78%-17.78%
中证700-5.59%-0.75%2.75%-17.59%-17.59%
300成长-6.55%0.45%3.82%-10.84%-10.84%
300价值-6.08%3.70%8.60%-4.74%-4.74%
中证红利-4.93%2.94%9.11%-7.64%-7.64%
上证指数-4.50%3.29%5.94%-12.31%-12.31%
上证180-5.39%3.82%7.26%-9.64%-9.64%
上证380-4.03%0.66%4.36%-17.43%-17.43%
上证50-5.48%5.03%7.74%-5.53%-5.53%
上证红利-4.70%3.90%10.32%-7.57%-7.57%

股票指数阶段波动情况

1个月3个月半年1年年初至今
沪深30012.41%11.04%11.73%21.75%21.75%
中证10012.65%11.38%11.60%19.54%19.54%
中证80012.69%11.02%12.01%23.67%23.67%
中证20014.70%12.12%13.42%26.91%26.91%
中证50015.96%12.89%14.36%29.67%29.67%
中证70015.23%12.38%13.77%28.25%28.25%
300成长11.35%10.66%11.66%22.16%22.16%
300价值13.28%11.59%11.81%18.58%18.58%
中证红利13.27%11.23%11.92%22.19%22.19%
上证指数12.01%10.73%11.35%22.58%22.58%
上证18011.07%10.67%11.25%21.13%21.13%
上证38016.46%13.08%14.25%29.03%29.03%
上证5012.20%11.68%11.57%19.77%19.77%
上证红利12.06%11.22%11.70%21.14%21.14%

沪深300行业估值

P/EP/BEPSROEROA
沪深30012.961.680.6812.41%13.35%
能源28.151.210.264.00%5.05%
原材料29.561.960.273.11%3.29%
工业20.442.110.469.29%10.81%
可选消费16.822.680.8615.29%17.56%
主要消费23.673.971.0416.28%17.27%
医药卫生30.104.990.8816.58%17.44%
金融地产8.151.270.8815.48%15.96%
信息技术36.134.790.3912.91%13.63%
电信业务29.492.320.337.86%13.01%
公用事业15.622.120.4713.60%18.00%

中证债券指数表现

简称上月收盘本月收盘涨跌点数涨跌幅久期修正久期凸性到期收益率
中证全债178.29175.59-2.7-1.51%4.934.7825.453.772
中证3债168.22167.18-1.04-0.62%1.881.812.683.733
中证7债180.11177.82-2.29-1.27%4.093.9610.663.778
中证10债180.25176.25-3.99-2.22%7.287.0630.893.648
中证10+债192.19184.3-7.88-4.10%14.1513.8145.324
中证国债172.26170.07-2.2-1.28%6.796.6548.183.113
中证金融债174170.95-3.05-1.75%4.644.4820.263.712
中证企业债196.59193.66-2.93-1.49%3.583.4310.644.403
中证综合债169.47167.39-2.09-1.23%4.13.9820.843.719
中证1债146.92146.950.030.02%0.470.460.333.179
中证短融148.84148.940.090.06%0.370.360.264.226

行业表现

沪深300中证800上证指数上证180上证380
能源-0.46%-2.43%-0.63%0.07%-1.51%
原材料-4.04%-4.19%-2.44%-6.50%-1.35%
工业-7.27%-6.31%-4.70%-8.12%-4.32%
可选消费-7.85%-6.06%-3.44%-4.29%-2.96%
主要消费-2.56%-2.60%-0.25%-1.42%-4.17%
医药卫生-3.04%-5.00%-3.10%-2.89%-4.26%
金融地产-7.07%-6.87%-4.99%-5.30%-4.55%
信息技术-9.44%-8.86%-8.12%-10.52%-8.01%
电信业务-0.96%-4.34%-2.40%1.12%-7.72%
公用事业-4.32%-4.27%-5.02%-4.49%-6.00%

行业权重占比

沪深300中证800上证指数上证180上证380
能源2.47%2.44%9.79%2.71%4.17%
原材料5.79%8.95%8.51%5.75%15.55%
工业16.38%18.29%19.64%16.84%28.82%
可选消费11.22%12.04%10.32%5.76%16.69%
主要消费5.91%5.70%4.78%5.63%4.97%
医药卫生4.62%7.13%4.67%4.10%11.10%
金融地产40.59%30.55%32.62%51.00%3.30%
信息技术8.61%9.97%3.70%2.79%8.39%
电信业务1.68%2.10%1.31%1.62%1.78%
公用事业2.72%2.82%4.67%3.81%5.22%

行业对指数贡献

沪深300中证800上证指数上证180上证380
贡献点数贡献度贡献点数贡献度贡献点数贡献度贡献点数贡献度贡献点数贡献度
能源-0.35-0.15%-2.08-0.85%3.972.72%0.420.10%-3.64-1.57%
原材料-8.27-3.63%-15.18-6.24%-10.64-7.27%-28.93-7.03%-11.86-5.10%
工业-41.93-18.40%-46.16-18.96%-41.78-28.55%-107.64-26.17%-71.50-30.73%
可选消费-31.28-13.72%-29.87-12.27%-15.56-10.63%-18.91-4.60%-27.91-11.99%
主要消费-4.94-2.17%-4.94-2.03%-0.26-0.18%-5.47-1.33%-12.35-5.31%
医药卫生-4.58-2.01%-13.58-5.58%-7.09-4.84%-8.02-1.95%-26.61-11.44%
金融地产-102.16-44.82%-86.21-35.41%-54.08-36.95%-206.42-50.18%-8.74-3.76%
信息技术-29.01-12.73%-36.87-15.14%-12.16-8.31%-23.09-5.61%-42.50-18.27%
电信业务-0.56-0.25%-2.94-1.21%-0.78-0.53%0.460.11%-9.30-4.00%
公用事业-4.85-2.13%-5.61-2.31%-8.00-5.46%-13.76-3.34%-18.24-7.84%

权重最大10只股票

沪深300中证800上证指数上证180上证380
股票简称收盘价(元)涨跌幅权重股票简称收盘价(元)涨跌幅权重股票简称收盘价(元)涨跌幅权重股票简称收盘价(元)涨跌幅权重股票简称收盘价(元)涨跌幅权重
中国平安35.43-2.48%4.17%中国平安35.43-2.48%2.92%中国石油7.954.33%4.53%中国平安35.43-2.48%6.07%福耀玻璃18.63-1.38%1.06%
兴业银行16.14-4.16%2.34%兴业银行16.14-4.16%1.64%工商银行4.41-2.43%4.19%兴业银行16.14-4.16%3.40%万华化学21.533.16%0.94%
民生银行9.08-4.42%2.33%民生银行9.08-4.42%1.63%农业银行3.10-3.43%3.21%民生银行9.08-4.42%3.39%通化东宝21.93-4.28%0.88%
招商银行17.60-5.12%1.97%招商银行17.60-5.12%1.38%中国银行3.44-1.99%2.55%招商银行17.60-5.12%2.87%中国国旅43.40-2.49%0.86%
贵州茅台334.154.72%1.82%贵州茅台334.154.72%1.28%中国石化5.415.66%1.82%贵州茅台334.154.72%2.65%东软集团19.661.60%0.79%
交通银行5.77-1.54%1.72%交通银行5.77-1.54%1.21%中国人寿24.09-6.59%1.77%交通银行5.77-1.54%2.51%海澜之家10.79-2.26%0.78%
浦发银行16.21-5.54%1.52%浦发银行16.21-5.54%1.07%贵州茅台334.154.72%1.48%浦发银行16.21-5.54%2.22%生物股份31.59-10.79%0.78%
万科A20.55-23.83%1.52%万科A20.55-23.83%1.06%中国平安35.43-2.48%1.35%中国建筑8.86-19.53%2.10%南京新百37.2713.56%0.75%
中国建筑8.86-19.53%1.44%中国建筑8.86-19.53%1.01%招商银行17.60-5.12%1.28%海通证券15.75-6.03%2.02%长园集团13.950.36%0.74%
海通证券15.75-6.03%1.38%海通证券15.75-6.03%0.97%浦发银行16.21-5.54%1.23%中信证券16.06-9.52%2.00%长电科技17.65-3.50%0.74%

表现最强10只股票

沪深300中证800上证指数上证180上证380
股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅
中国船舶27.6115.81%世纪华通46.8927.66%麦迪科技55.06468.21%蓝光发展9.6722.25%卧龙地产11.4842.61%
广深铁路5.0712.17%焦作万方11.5526.78%中通国脉53.89421.18%中体产业23.5716.74%新奥股份14.2620.95%
云南白药76.1510.00%蓝光发展9.6722.25%苏州科达32.22301.25%中国船舶27.6115.81%中路股份33.3817.62%
中国联通7.319.76%凯迪生态12.8718.62%湘油泵56.50275.17%中国联通7.319.76%浙江东日21.7116.10%
际华集团9.219.64%中体产业23.5716.74%如通股份24.49258.04%际华集团9.219.64%三友化工9.3916.07%
百联股份14.369.37%三友化工9.3916.07%亚振家居24.11209.50%百联股份14.369.37%华鲁恒升13.2515.42%
城投控股20.348.65%中国船舶27.6115.81%百合花32.74208.87%城投控股20.348.65%杭州解百11.3715.20%
上海莱士23.097.95%华鲁恒升13.2515.42%三维股份51.57193.85%东方航空7.077.60%南京新百37.2713.56%
东方航空7.077.60%中粮生化13.4414.38%信捷电气50.08180.56%国电南瑞16.637.57%浦东建设13.1911.87%
国电南瑞16.637.57%南京新百37.2713.56%兴业股份27.85175.20%永辉超市4.916.97%中天能源13.8011.56%

表现最弱10只股票

沪深300中证800上证指数上证180上证380
股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅股票简称收盘价(元)涨幅
海虹控股42.05-27.35%海虹控股42.05-27.35%圆通速递25.49-32.97%西藏城投11.93-23.87%中国软件24.06-23.03%
万科A20.55-23.83%广晟有色42.49-25.83%邦宝益智33.52-29.43%中国建筑8.86-19.53%思维列控68.52-22.79%
东方财富16.93-21.91%武汉凡谷12.86-25.75%熊猫金控28.39-26.91%中国中车9.77-18.45%多伦科技65.35-22.69%
银之杰20.90-21.10%西藏城投11.93-23.87%广晟有色42.49-25.83%厦门钨业22.02-17.56%华谊集团13.44-22.45%
神州信息21.23-19.86%万科A20.55-23.83%西藏城投11.93-23.87%恒生电子47.14-17.41%桂东电力9.10-19.96%
中国建筑8.86-19.53%中国软件24.06-23.03%安记食品40.52-23.63%金证股份25.13-16.84%中炬高新14.08-19.31%
万达院线54.07-18.79%多伦科技65.35-22.69%中国软件24.06-23.03%辽宁成大17.96-16.11%航天动力21.02-18.87%
万达信息20.22-18.63%东方财富16.93-21.91%思维列控68.52-22.79%用友网络20.82-16.08%神奇制药14.03-17.47%
中国中车9.77-18.45%银之杰20.90-21.10%步长制药95.30-22.72%信威集团14.60-16.00%驰宏锌锗7.03-17.39%
西山煤电8.46-17.62%达华智能16.33-20.92%多伦科技65.35-22.69%太平洋5.15-15.44%宝钢包装9.57-16.64%

影响最大20只股票

沪深300中证800上证指数上证180上证380
股票简称收盘价(元)涨幅贡献点数股票简称收盘价(元)涨幅贡献点数股票简称收盘价(元)涨幅贡献点数股票简称收盘价(元)涨幅贡献点数股票简称收盘价(元)涨幅贡献点数
万科A20.55-23.83%-16.671万科A20.55-23.83%-13.501中国建筑8.86-19.53%-9.506中国建筑8.86-19.53%-9.506驰宏锌锗7.03-17.39%-0.734
中国建筑8.86-19.53%-11.735中国建筑8.86-19.53%-9.506中国中车9.77-18.45%-6.011中国中车9.77-18.45%-6.011生物股份31.59-10.79%-0.689
中国中车9.77-18.45%-7.419中国中车9.77-18.45%-6.011中信证券16.06-9.52%-3.938中信证券16.06-9.52%-3.938南京新百37.2713.56%0.648
格力电器24.62-13.52%-6.736格力电器24.62-13.52%-5.455伊利股份17.6-11.02%-3.926伊利股份17.6-11.02%-3.926中国软件24.06-23.03%-0.631
中信证券16.06-9.52%-4.861中信证券16.06-9.52%-3.938民生银行9.08-4.42%-2.845民生银行9.08-4.42%-2.845中炬高新14.08-19.31%-0.557
伊利股份17.6-11.02%-4.846伊利股份17.6-11.02%-3.926招商银行17.6-5.12%-2.794招商银行17.6-5.12%-2.794科达洁能7.56-15.34%-0.454
海虹控股42.05-27.35%-4.128海虹控股42.05-27.35%-3.343中国平安35.43-2.48%-2.788中国平安35.43-2.48%-2.788华鲁恒升13.2515.42%0.453
东方财富16.93-21.91%-3.690东方财富16.93-21.91%-2.989兴业银行16.14-4.16%-2.676兴业银行16.14-4.16%-2.676中国巨石9.84-13.23%-0.429
民生银行9.08-4.42%-3.518民生银行9.08-4.42%-2.845海通证券15.75-6.03%-2.385海通证券15.75-6.03%-2.385中文传媒20.20-11.21%-0.414
招商银行17.6-5.12%-3.456招商银行17.6-5.12%-2.794浦发银行16.21-5.54%-2.378浦发银行16.21-5.54%-2.378华胜天成10.87-12.62%-0.407
中国平安35.43-2.48%-3.448中国平安35.43-2.48%-2.788贵州茅台334.154.72%2.286贵州茅台334.154.72%2.286春秋航空36.74-12.71%-0.378
美的集团28.17-6.97%-3.369美的集团28.17-6.97%-2.727中国太保27.77-8.08%-2.222中国太保27.77-8.08%-2.222中青旅20.97-9.46%-0.376
兴业银行16.14-4.16%-3.309兴业银行16.14-4.16%-2.676招商证券16.33-14.41%-2.122招商证券16.33-14.41%-2.122亨通光电18.66-7.30%-0.372
海通证券15.75-6.03%-2.947海通证券15.75-6.03%-2.385华泰证券17.86-9.93%-1.899华泰证券17.86-9.93%-1.899亚泰集团5.47-10.91%-0.363
浦发银行16.21-5.54%-2.938浦发银行16.21-5.54%-2.378太平洋5.15-15.44%-1.895太平洋5.15-15.44%-1.895大商股份39.93-14.62%-0.356
广发证券16.86-13.76%-2.902广发证券16.86-13.76%-2.350上汽集团23.45-7.13%-1.747上汽集团23.45-7.13%-1.747三友化工9.3916.07%0.352
贵州茅台334.154.72%2.819贵州茅台334.154.72%2.286中国中铁8.86-9.59%-1.699中国中铁8.86-9.59%-1.699正泰电器20.00-8.55%-0.341
中国太保27.77-8.08%-2.745中国太保27.77-8.08%-2.222中国联通7.319.76%1.630中国联通7.319.76%1.630江淮汽车11.56-9.33%-0.329
招商证券16.33-14.41%-2.619招商证券16.33-14.41%-2.122保利地产9.13-7.59%-1.549保利地产9.13-7.59%-1.549哈药股份8.58-7.64%-0.316
招商蛇口16.39-15.08%-2.508招商蛇口16.39-15.08%-2.031国泰君安18.59-6.63%-1.496国泰君安18.59-6.63%-1.496烽火通信25.21-7.08%-0.297

沪深300成交量前10只股票

证券简称收盘价(元)涨跌幅成交额(亿元)成交量(万手)
中国建筑8.86-19.53%13421425
中国联通7.319.76%7341027
京东方A2.86-1.38%214747
中国重工7.09-1.66%460625
农业银行3.10-3.43%148464
中国石化5.415.66%223407
中国银行3.44-1.99%136388
东方航空7.077.60%260373
铜陵有色3.08-1.91%121367
格力电器24.62-13.52%951358

沪深300换手率前10只股票

证券简称收盘价(元)涨跌幅换手率
中国核建17.19-0.35%140.23%
奥瑞德26.95-6.49%94.41%
东软集团19.661.60%89.20%
中国船舶27.6115.81%88.68%
吉林敖东30.99-16.69%83.29%
中粮屯河12.460.24%83.19%
掌趣科技9.24-16.46%81.44%
第一创业34.80-7.42%79.75%
中船防务29.707.22%73.59%
东旭光电11.26-12.98%66.05%