南华商品指数:黑色板块上涨,能化板块领跌
Nan Hua Qi Huo·2025-12-29 10:57

Group 1: Report Industry Investment Rating - No relevant content found Group 2: Report's Core View - According to the closing prices of adjacent trading days, the Nanhua Composite Index fell by -0.49% today. Among the sector indices, only the Nanhua Black Index rose by 0.22%, while the rest of the sectors declined. The Nanhua Energy and Chemical Index had the largest decline of -1.27%, and the Nanhua Metal Index had the smallest decline of -0.06%. Among the theme indices, only the Black Raw Materials Index rose by 0.23%, while the rest of the theme indices declined. The Energy Index had the largest decline of -1.64%, and the Building Materials Index had the smallest decline of -0.07%. Among the single - variety indices of commodity futures, the Silver index had the largest increase of 5.25%, and the Lithium Carbonate index had the largest decline (not fully given in the text) [1][3] Group 3: Summary by Relevant Catalogs Market Data of Nanhua Commodity Index - Composite Index NHCI: Closed at 2637.12 today, down 13.11 points or -0.49% from yesterday. The annualized return rate is 6.25%, the annualized volatility is 11.55%, and the Sharpe ratio is 0.54 [3] - Precious Metal Index NHPMI: Closed at 1921.55, down 14.73 points or -0.76%. The annualized return rate is 87.32%, the annualized volatility is 19.46%, and the Sharpe ratio is 4.49 [3] - Industrial Products Index NHII: Closed at 3534.24, down 24.69 points or -0.69%. The annualized return rate is -5.65%, the annualized volatility is 13.78%, and the Sharpe ratio is -0.41 [3] - Metal Index NHMI: Closed at 6866.03, down 4.32 points or -0.06%. The annualized return rate is 9.40%, the annualized volatility is 11.92%, and the Sharpe ratio is 0.79 [3] - Energy and Chemical Index NHECI: Closed at 1522.34, down 19.56 points or -1.27%. The annualized return rate is -15.45%, the annualized volatility is 16.62%, and the Sharpe ratio is -0.93 [3] - Non - ferrous Metal Index NHNF: Closed at 1908.43, down 13.78 points or -0.72%. The annualized return rate is 17.64%, the annualized volatility is 12.85%, and the Sharpe ratio is 1.37 [3] - Black Index NHFI: Closed at 2527.86, up 5.57 points or 0.22%. The annualized return rate is -4.56%, the annualized volatility is 16.11%, and the Sharpe ratio is -0.28 [3] - Agricultural Products Index NHAI: Closed at 1049.30, down 1.24 points or -0.12%. The annualized return rate is 1.83%, the annualized volatility is 7.95%, and the Sharpe ratio is 0.23 [3] - Mini Composite Index NHCIMi: Closed at 1167.06, down 5.85 points or -0.50%. The annualized return rate is -1.00%, the annualized volatility is 8.99%, and the Sharpe ratio is -0.11 [3] - Energy Index NHEI: Closed at 961.05, down 16.01 points or -1.64%. The annualized return rate is -2.89%, the annualized volatility is 15.92%, and the Sharpe ratio is -0.18 [3] - Petrochemical Index NHPCI: Closed at 892.09, down 9.56 points or -1.06%. The annualized return rate is -0.33%, the annualized volatility is 10.05%, and the Sharpe ratio is -0.03 [3] - Coal - based Chemical Index NHCCI: Closed at 907.15, down 4.23 points or -0.46%. The annualized return rate is -2.55%, the annualized volatility is 10.80%, and the Sharpe ratio is -0.24 [3] - Black Raw Materials Index NHFM: Closed at 1063.40, up 2.42 points or 0.23%. The annualized return rate is -0.41%, the annualized volatility is 15.08%, and the Sharpe ratio is -0.03 [3] - Building Materials Index NHBMI: Closed at 688.02, down 0.49 points or -0.07%. The annualized return rate is -1.36%, the annualized volatility is 11.66%, and the Sharpe ratio is -0.12 [3] - Oilseeds and Oils Index NHOOl: Closed at 1210.70, down 3.77 points or -0.31%. The annualized return rate is -0.84%, the annualized volatility is 7.69%, and the Sharpe ratio is -0.11 [3] - Economic Crops Index NHAECI: Closed at 919.25, down 6.56 points or -0.71%. The annualized return rate is 0.50%, the annualized volatility is 7.51%, and the Sharpe ratio is 0.07 [3] Some Single - variety Index Data - Silver: Rose 5.25% [1] - Lithium Carbonate: Had the largest decline (specific decline not fully given) [1] Some Single - variety Index Data in Different Sectors - Energy and Chemical Sector: Synthetic Ammonia rose 1.58%, Coal had no change (0.00%), Crude Oil fell -1.62%, and Polypropylene fell -1.28% [11] - Black Sector: Coking Coal fell -0.76% [12] - Agricultural Products Sector: Rapeseed fell -2.57%, Purple Seed Rape fell -0.17%, and Live Pigs rose 0.60% [6]