股指分红点位监控周报：市场情绪转暖，各主力合约均贴水-20251127

• The report discusses the dividend progress of constituent stocks in various indices, including the SSE 50, CSI 300, CSI 500, and CSI 1000 indices, highlighting the number of companies in different stages of the dividend process[1][15] - The dividend yield comparison across different industries shows that the coal, banking, and steel industries have the highest dividend yields[2][16] - The realized and remaining dividend yields for the SSE 50, CSI 300, CSI 500, and CSI 1000 indices are provided, with specific values for each index as of November 26, 2025[3][3][18] - The report tracks the basis and annualized discount rates of the main contracts for IH, IF, IC, and IM futures, reflecting the market sentiment and risk preferences of institutional investors[4][4][12] - The methodology for calculating the dividend points of stock indices is explained, including the estimation of constituent stock weights, dividend amounts, total market value, and index closing prices[5][41][44] - The accuracy of the dividend point estimation model is evaluated, showing that the model performs well for the SSE 50 and CSI 300 indices, with slightly larger errors for the CSI 500 index[6][57][61] - The report includes detailed steps for predicting the net profit and dividend payout ratio of constituent stocks, using historical data and dynamic forecasting methods[7][47][50] - The prediction of ex-dividend dates is based on the stability of historical interval days, with a linear extrapolation method used for estimation[8][51][56] - The report provides a comprehensive analysis of the dividend point estimation process, including the use of daily closing weight data from the China Securities Index Company to ensure accuracy[9][46][48]