Group 1 - Market sentiment has declined, with the sentiment indicator dropping to 1.40 from 1.85, indicating a neutral to bearish outlook [2][8] - The inter-industry trading volatility has risen to high levels, suggesting increased sector rotation and a decline in market risk appetite [12][24] - The average daily trading volume for the entire A-share market decreased by 26.52% week-on-week, with an average of 17,932.48 billion yuan, indicating reduced market activity [18][23] Group 2 - The short-term score for industries shows that utilities, oil and petrochemicals, coal, environmental protection, and transportation are leading, with utilities scoring 100, the highest [41][44] - The correlation between industry congestion and weekly price changes is low at 0.39, indicating that high congestion sectors like oil and petrochemicals are experiencing significant price increases, but caution is advised for potential pullbacks [45][49] - The current model indicates a preference for large-cap and value styles, with signals suggesting a potential strengthening in the future [52][53]
量化择时周报：行业间交易波动率升至高位，市场情绪得分进一步回落-20260308
Shenwan Hongyuan Securities·2026-03-08 15:22