金融资金面跟踪：量化周报：市场交投活跃度有所降低-20250529

Industry Research - The report indicates a decrease in market trading activity, with average returns for various enhanced strategies showing mixed performance since the beginning of the year. For instance, the average weekly return for the 300 enhanced strategy is +1.1%, while the monthly return is +4.5% and the year-to-date return is +2.1% [1] - The report highlights that the average daily trading volume for the CSI 300 has decreased by 22.5% week-on-week and 44.4% month-on-month, while the year-to-date volume has increased by 28.9% [3] - The report identifies the top-performing sectors for the week, month, and year-to-date, with the pharmaceutical and biological sector leading with a weekly increase of +2.2% [4] Performance Metrics - The report provides detailed performance metrics for various indices, noting that the CSI 300 has underperformed relative to the CSI 500 with excess returns of -0.9% for the week and -1.7% for the month [2] - The average daily trading volume for the CSI 500 has shown a week-on-week decrease of 17% and a month-on-month decrease of 42.3%, while the year-to-date volume has increased by 52.8% [3] - The report also notes significant disparities in sector performance, with household goods showing a year-to-date increase of +21%, while non-bank financials have decreased by -11.5% [4]