Market Performance - The US dollar index increased, while non-US currencies generally declined[1] - Domestic equity markets experienced slight fluctuations, with major indices mostly rising; the Shanghai Composite Index rose by 0.05%, and the CSI 300 rose by 0.79%[5] - Gold reached a new historical high, and crude oil prices rebounded after a decline[5] Bond Market - The domestic interest rate curve steepened slightly; the 1-year government bond yield decreased by 1.1 basis points to 1.4169%, while the 10-year yield increased by 4.55 basis points to 2.1539%[5] - The CSI government bond index fell by 0.36%, and the corporate bond index decreased by 0.18%[5] Sector Performance - In the CITIC industry index, sectors such as comprehensive, power equipment and new energy, and light industry manufacturing saw significant gains of 8.85%, 8.2%, and 6.78% respectively[12] - Underperforming sectors included comprehensive finance and banking, with declines of -1.84% and -1.72% respectively[12] A-Share Style Indicators - The information ratio for growth style increased rapidly, indicating a favorable shift towards growth stocks[15] - Volatility indicators for all styles rose sharply, suggesting increased market uncertainty[20] - The Sharpe ratio for all styles improved, with cyclical styles leading the gains[21]
大类资产与风格轮动周报（2024年第16期）：美元走强，A股成长风格信息比上升
Guotai Junan Securities·2024-10-27 08:38