金融工程周报：市场资金成长偏好明显-20251015

• The A-share industry rotation model is constructed using six factors: capital, valuation, sentiment, momentum, overbought/oversold, and profitability[20] - The capital factor is based on the net inflow rate of industry funds, the valuation factor uses the industry's valuation percentile over the past year, the sentiment factor is derived from the proportion of rising constituent stocks, the momentum factor uses the MACD indicator, the overbought/oversold factor uses the RSI indicator, and the profitability factor uses the industry's consensus forecast EPS percentile over the past year[20] - The industry rotation model results show that the defense industry, home appliances, and computers have high comprehensive scores, while construction decoration, textiles and apparel, and automobiles have low scores[21] - The consensus stock selection model is based on momentum and price factors, combined with the similarity between high-frequency capital flow trends and stock price trends[4] - The model selects stocks from the top three secondary industries with the highest monthly gains, using factors such as momentum, valuation, and frequency of price increases, along with high-frequency capital flow data[23] - The consensus stock selection model's output includes stocks like Lead Intelligent, Changying Precision, and Kedali, among others[24]