Group 1: Market Performance Summary - Based on the closing prices of adjacent trading days, the Nanhua Composite Index fell -0.17% today [1][3]. - Among the sector indices, only the Nanhua Precious Metals Index rose 1.33%, while the rest declined. The Nanhua Non - Ferrous Metals Index had the largest decline of -0.61%, and the Nanhua Agricultural Products Index had the smallest decline of -0.23% [1][3]. - All theme indices declined. The Coal - to - Chemical Index had the largest decline of -0.77%, and the Mini Composite Index had the smallest decline of -0.08% [1][3]. - In the commodity futures single - variety indices, the silver index had the largest increase of 1.68%, and the lithium carbonate index had the largest decline of -3.14% [1][3]. Group 2: Index - Specific Data Comprehensive Index - The Nanhua Composite Index (NHCI) closed at 2538.87 today, down from 2543.12 yesterday, a decrease of -4.24 points or -0.17%. Its annualized return rate is 0.10%, annualized volatility is 11.69%, and the Sharpe ratio is 0.01 [3]. Sector Indices - The Nanhua Precious Metals Index (NHPMI) closed at 1514.74, up 19.86 points or 1.33% from the previous day. Its annualized return rate is 41.62%, annualized volatility is 18.18%, and the Sharpe ratio is 2.29 [3]. - The Nanhua Industrial Products Index (NHII) closed at 3556.67, down -16.22 points or -0.45% from yesterday. Its annualized return rate is -6.44%, annualized volatility is 14.02%, and the Sharpe ratio is -0.46 [3]. - The Nanhua Metal Index (NHMI) closed at 6485.90, down -30.03 points or -0.46% from the previous day. Its annualized return rate is 1.52%, annualized volatility is 12.25%, and the Sharpe ratio is 0.12 [3]. - The Nanhua Energy and Chemical Index (NHECI) closed at 1590.82, down -8.46 points or -0.53% from yesterday. Its annualized return rate is -13.23%, annualized volatility is 16.72%, and the Sharpe ratio is -0.79 [3]. - The Nanhua Non - Ferrous Metals Index (NHNF) closed at 1747.44, down -10.66 points or -0.61% from the previous day. Its annualized return rate is 4.31%, annualized volatility is 12.51%, and the Sharpe ratio is 0.34 [3]. - The Nanhua Black Index (NHFI) closed at 2565.73, down -8.12 points or -0.32% from yesterday. Its annualized return rate is -5.68%, annualized volatility is 17.09%, and the Sharpe ratio is -0.33 [3]. - The Nanhua Agricultural Products Index (NHAI) closed at 1049.31, down -2.37 points or -0.23% from the previous day. Its annualized return rate is -1.51%, annualized volatility is 8.76%, and the Sharpe ratio is -0.17 [3]. Theme Indices - The Mini Composite Index (NHCIMi) closed at 1177.34, down -0.92 points or -0.08% from the previous day. Its annualized return rate is -0.86%, annualized volatility is 9.73%, and the Sharpe ratio is -0.09 [3]. - The Cement Index (NHEI) closed at 1034.65, down -1.70 points or -0.16% from the previous day. Its annualized return rate is -0.85%, annualized volatility is 19.69%, and the Sharpe ratio is -0.04 [3]. - The Petrochemical Index (NHPCI) closed at 892.65, down -3.18 points or -0.35% from the previous day. Its annualized return rate is -2.55%, annualized volatility is 9.90%, and the Sharpe ratio is -0.26 [3]. - The Coal - to - Chemical Index (NHCCI) closed at 945.83, down -7.30 points or -0.77% from the previous day. Its annualized return rate is -3.59%, annualized volatility is 9.54%, and the Sharpe ratio is -0.38 [3]. - The Black Raw Materials Index (NHFM) closed at 1091.71, down -5.34 points or -0.49% from the previous day. Its annualized return rate is 1.34%, annualized volatility is 16.61%, and the Sharpe ratio is 0.08 [3]. - The Building Materials Index (NHBMI) closed at 713.22, down -2.77 points or -0.39% from the previous day. Its annualized return rate is -2.02%, annualized volatility is 12.43%, and the Sharpe ratio is -0.16 [3]. - The Oilseeds and Oils Index (NHOOI) closed at 1227.58, down -3.15 points or -0.26% from the previous day. Its annualized return rate is -2.31%, annualized volatility is 11.62%, and the Sharpe ratio is -0.20 [3]. - The Economic Crops Index (NHAECI) closed at 916.78, down -0.97 points or -0.11% from the previous day. Its annualized return rate is 0.32%, annualized volatility is 7.60%, and the Sharpe ratio is 0.04 [3]. Group 3: Single - Variety Index Data Metal Index - Coal in the metal index had a decline of -0.27% [7]. Agricultural Products Sector - Palm oil had a decline of -0.72%, rapeseed oil had a decline of -1.12%, lumber had a decline of -0.54%, live pigs had a decline of -0.55%, and corn's data is incomplete [9]. Energy and Chemical Sector - Some varieties in the energy and chemical sector had declines such as -0.73%, -0.81%, -1.12%, and -0.11%, and polyethylene had an increase of 0.29% [12].
南华商品指数：贵金属板块上涨，有色板块领跌
Nan Hua Qi Huo·2025-10-31 13:28