Group 1 - The market sentiment score has further declined, with the current score at 1.75, down from 2.5 the previous week, indicating a bearish outlook [1][4][6] - The financing balance ratio and the 300 RSI index scores have decreased, reflecting an increase in bearish sentiment among investors [4][9] - The overall market lacks a clear investment theme, with industry performance trends remaining weak and negative [17][20] Group 2 - The total transaction volume in the A-share market has seen a slight increase, with a daily transaction amount of 1.17 trillion RMB, but significant outflows of main funds have negatively impacted market performance [12] - The short-term trend scores for industries such as communication, real estate, and media have shown significant increases, with communication and real estate industries rising by 41.67% [23][24] - The small-cap growth style is currently favored, with a strong signal indicating its superiority over other styles, while the differentiation between growth and value styles remains weak [25]
模型提示市场情绪继续下行——量化择时周报20250606
申万宏源金工·2025-06-09 02:43