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是故意的还是不小心?
表舅是养基大户· 2025-04-18 13:29
今天是耶稣受难日,欧美股市全部放假,港股也休市,所以北上资金没法进来,市场的交易量,也跌破1万亿,到了9400亿左右,是0924行情以 来,单日成交量最低的一天。 昨天提到,可能就是未来1-2天,会放弃对上证指数的执着,上证至多停步在九连阳或者十连阳, 今天一语成谶了 ,上证指数果然最后时刻收 跌。 不过,收跌的场面,有点戏剧化——今天尾盘出现的时间,比昨天还早了几分钟,14点46分左右,沪深300率先翻红,过了5分钟后,上证指数同 步翻红,不过, 最后1分钟,上证指数一根直线下插下去,转跌 。 那么,问题就变成, 这是故意的,还是不小心的 ——是故意留个破绽,主动结束连胜,还是不小心被算计到了? 这也是 至今为止,曹老师心里,最大的疑惑。 昨天,宽基ETF,一共净买入40亿出头,我们提到过,压缩尾盘的交易时间段,就是为了节省子弹,而净买入10亿以上的,也确实只有一只上证 50,和两只沪深300的ETF,明显是收着打的。 没想到, 一个锅盖盖两口锅,昨天漏了沪深300,今天漏了上证指数。 下图,看上证50ETF分时图的话,明显是多空博弈,最后10分钟,夹杂着大量的卖单,候着卖出,导致最后砸了下来。 不过,这样 ...
资金跟踪与市场结构周观察(第五十九期):交投分散趋势延续
Guoxin Securities· 2025-04-01 09:43
Market Overview - The overall market trading volume continued to decline, with the Shanghai and Shenzhen stock exchanges' trading volume at the 64.7 percentile level over the past year, down from 72.5% [1][11] - The trading concentration has decreased, with both industry-level and individual stock-level trading concentration showing a downward trend [1][24] Industry Performance - The top three industries by trading volume were Electronics (717.996 billion), Machinery (670.360 billion), and Computers (539.873 billion), while the lowest were Comprehensive (14.600 billion), Beauty Care (15.921 billion), and Building Materials (36.315 billion) [22] - The industry-level trading concentration for the top five industries accounted for 46.49%, a decrease of 3.9 percentage points from the previous value [26] Stock Performance - The top 10% of stocks accounted for 45.99% of total trading volume, down 2.55 percentage points from the previous value [28] - The top 20% of stocks accounted for 62.83% of total trading volume, down 2.18 percentage points from the previous value [28] Profitability Analysis - The difference between the top 10% of stocks' price changes and the median price change was 5.79%, a decrease of 0.24 percentage points from the previous value [38] - The median price change for the entire A-share market was -2.56%, down 0.89 percentage points from the previous value [38] Turnover Rate - The highest turnover rates among industries were in Social Services (20.66%), Machinery (19.08%), and Computers (16.32%), while the lowest were in Banking (1.05%), Oil and Petrochemicals (2.55%), and Transportation (3.66%) [46] Institutional Research - The highest institutional research intensity was observed in the Electronics (13.62%), Basic Chemicals (9.60%), and Home Appliances (7.80%) sectors [57] - The research intensity for the CSI 300 index was the highest at 2.83, with a significant increase of 2.21 from the previous week [60]