• 宽基指数 • 策略指数 • 行业指数 • 主题指数 • 海外指数 1브工什汉 中国互联网50 生物科技 港股通科技 中证医疗 医药 行业指数 中证中药 纳斯达克100 恒生医疗保健 标普500 恒生港股通医疗保健 标普科技 海外指数 恒生生物科技 美股消费 全球医疗 恒生创新药 港股通创新药 地产行业 基建行业 地产 建筑材料 银行行业 金融 证券行业 中证半导体 信息技术 文 | 银行螺丝钉 （转载请注明出处） 之前有朋友问，如何快速查看投资中常用的各个指数呢？ 螺丝钉也做了指数地图，包括各个常见指数的代码、选股规则、行业分布、成分股的市值平均数和中位数等，会定期更新，方便大家查看。 螺丝钉指数地图，主要包括以下几类股票指数： 长图片后面，有详细的介绍。 宽基指数 | 指数代码 | 指数名称 | | 上市交易所 | | | | | 持仓市值排名分布 | | | | 市值平均数 | | 市值中位数 | | 成分股数量 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | - ...

Report Industry Investment Rating - Not provided in the report Core Viewpoints - The report presents daily tracking data of various ETFs, categorized into broad - based and thematic ETFs, including information on intraday trends, management fees, tracking indices, and other indicators, but no clear core viewpoints are summarized [2][4] Summary by Directory 1. Data Explanation - The table tracks daily frequency data of ETFs and is divided into "broad - based" and "thematic" sub - tables. The "broad - based" ETFs track mainstream broad - based indices, and the "thematic" ETFs track industry/style indices [2] - The fund pool selects one or several large - scale ETFs in each type for analysis [2] - The calculation methods of RSI, net subscription, and other indicators are provided, and explanations for T + 0 trading and institutional holding ratio are given [2][3] 2. Broad - based ETFs - Multiple broad - based ETFs are listed, such as those tracking the SSE 50, CSI 300, CSI 500, etc. Information on their trading codes, market capitalization, daily price changes, RSI, net subscriptions, trading volumes, institutional holding ratios, and T + 0 availability is presented [4] 3. Thematic ETFs - Various thematic ETFs are included, covering sectors like consumer electronics, non - banking, banking, dividends, new energy, chips, etc. Similar information to broad - based ETFs is provided for each thematic ETF [6]

Group 1 - The article emphasizes the importance of diversifying investments across different asset classes, including both RMB and foreign currency assets, as well as stocks and bonds [2] - It introduces a free course that systematically covers investment knowledge related to US dollar bond funds, highlighting its significance in a diversified portfolio [2] Group 2 - The article explains the concept of industry indices, which focus on stocks within specific sectors such as consumer, healthcare, and finance [5] - It outlines the need to manage investment proportions in individual industries due to their higher volatility, which can average between 30%-50% annually, compared to broader indices like the CSI 300, which typically sees volatility around 20%-25% [5] - It advises investors to limit exposure to any single industry to 15%-20% to mitigate risk [5] - The article also stresses the importance of selecting strong industries for investment and ensuring a diversified allocation across different sectors [6][7]

Core Viewpoint - The article presents an index map that includes various commonly used stock indices, their codes, selection rules, industry distribution, average and median market capitalization of constituent stocks, and the number of constituent stocks, which will be updated regularly for easy reference [1][2]. Group 1: Types of Indices - The index map includes several categories of stock indices: broad-based indices, strategy indices, industry indices, thematic indices, and overseas indices [4][2]. Group 2: Index Details - The article provides detailed information on specific indices, including: - CSI 300 Index (000300.SH): Average market cap of ¥214.64 billion, median market cap of ¥108.39 billion, consisting of 300 stocks [7]. - CSI 500 Index (000905.SH): Average market cap of ¥33.42 billion, median market cap of ¥29.64 billion, consisting of 500 stocks [7]. - CSI 800 Index (000906.SH): Average market cap of ¥101.38 billion, median market cap of ¥40.13 billion, consisting of 800 stocks [7]. - CSI 1000 Index (000852.SH): Average market cap of ¥14.66 billion, median market cap of ¥12.79 billion, consisting of 1000 stocks [7]. - CSI 2000 Index (932000.CSI): Average market cap of ¥6.06 billion, median market cap of ¥5.32 billion, consisting of 2000 stocks [7]. Group 3: Industry Distribution - The article outlines the industry distribution across various indices, highlighting the following: - Materials: 8.86% in broad-based indices, 18.14% in strategy indices, and 11.44% in industry indices [11]. - Real Estate: 0.65% in broad-based indices, 1.34% in strategy indices, and 0.83% in industry indices [11]. - Financials: 25.45% in broad-based indices, 33.98% in strategy indices, and 4.49% in industry indices [11].

1. Report Industry Investment Rating - Not mentioned in the provided content 2. Core View of the Report - The report provides daily tracking data of various ETFs, including information such as tracking index, RSI, net purchase, trading volume, institutional holding ratio, etc., but does not explicitly state a core view [2][4][6] 3. Summaries Based on Related Catalogs 3.1 Data Explanation - The table tracks daily frequency data of ETFs, divided into "broad - based" and "theme" sub - tables according to the tracking index type. The "broad - based" ETFs track mainstream broad - based indices like CSI 300, and "theme" ETFs track industry/style indices like non - bank and dividend. A fund pool is constructed by selecting one or more large - scale ETFs in each type. The RSI is calculated based on a 12 - day average rise - fall ratio, with RSI>70 indicating an overbought market and RSI<30 indicating an oversold market. Net purchase is calculated based on the formula NETBUY(T) = NAV(T)–NAV(T - 1)*(1 + R(T)). Some data may have deviations or be null due to factors such as new listings and late disclosure [2][3] 3.2 Broad - based ETFs - **CSI 300**: Multiple ETFs like Huatai - Berry CSI 300 ETF (510300.SH) with a circulation market value of 428.929 billion yuan, RSI of 57.93, and net purchase of 5.17 billion yuan are presented. Different funds have different performance in terms of market value, RSI, net purchase, etc. [4] - **CSI 500**: For example, Southern CSI 500 ETF (510500.SH) has a circulation market value of 135.661 billion yuan, RSI of 55.28, and net purchase of 3.62 billion yuan [4] - **SSE 50**: Huaxia SSE 50 ETF (510050.SH) has a circulation market value of 184.021 billion yuan, RSI of 63.28, and net purchase of 6.95 billion yuan [4] - Other broad - based indices such as CSI 800, CSI 1000, CSI 2000, CSI A50, etc. also have corresponding ETFs with different performance indicators [4] 3.3 Theme ETFs - **Consumption Electronics**: ETFs like Huaxia Guozheng Consumption Electronics Theme ETF (159732.SZ) with a circulation market value of 297.7 million yuan, RSI of 43.54, and net purchase of 0.19 billion yuan are included [6] - **Non - bank**: Guotai CSI All - Index Securities Company ETF (512880.SH) has a circulation market value of 63.432 billion yuan, RSI of 48.79, and net purchase of 9.60 billion yuan [6] - **Bank**: Huabao CSI Bank ETF (512800.SH) has a circulation market value of 20.596 billion yuan, RSI of 65.52, and net purchase of - 1.04 billion yuan [6] - **Dividend**: Huatai - Berry SSE Dividend ETF (510880.SH) has a circulation market value of 17.911 billion yuan, RSI of 75.44, and net purchase of - 0.50 billion yuan [6] - **New Energy**: Guangfa Guozheng New Energy Vehicle Battery ETF (159755.SZ) has a circulation market value of 15.868 billion yuan, RSI of 65.71, and net purchase of 9.04 billion yuan [6] - **Chip Semiconductor**: Huaxia Guozheng Semiconductor Chip ETF (159995.SZ) has a circulation market value of 28.815 billion yuan, RSI of 47.52, and net purchase of 5.58 billion yuan [6] - Other themes such as photovoltaic, military, ESG, robot, AI, real estate, etc. also have corresponding ETFs with various performance data [6]

Group 1 - Funds are suitable investment products for ordinary people [2] - New investors should consider what type of funds are appropriate for them [2] - There is a free course available to help new investors understand fund investment from scratch [2] Group 2 - Dividend indices are a common type of strategy index [5] - Strategy indices are based on specific investment strategies and cover a wide range of industries [6] - There are four main types of indices: broad-based indices, strategy indices, industry indices, and thematic indices [6] Group 3 - The core strategy of dividend indices is to select stocks with high dividend yields [8] - Dividend yield is calculated by dividing the total cash dividends by the company's market capitalization [8] - For example, a company with a market cap of 10 billion and annual dividends of 500 million has a dividend yield of 5% [8]

- The report introduces the **RSI (Relative Strength Index)** as a quantitative factor, which measures the average price gains and losses over a 12-day period to assess market conditions. The formula is: $ RSI = 100 - 100 / (1 + RS) $ where RS represents the ratio of average gains to average losses over the specified period. RSI values above 70 indicate an overbought market, while values below 30 suggest an oversold market[2][4] - Another quantitative factor discussed is **Net Purchase Amount (NETBUY)**, which calculates the net inflow or outflow of funds for ETFs. The formula is: $ NETBUY(T) = NAV(T) - NAV(T-1) * (1 + R(T)) $ Here, NAV(T) is the net asset value of the ETF on day T, NAV(T-1) is the net asset value on the previous day, and R(T) is the return rate on day T[2][4] - The report provides detailed tracking of **ETF performance metrics**, including daily price trends, institutional holdings, and transaction volumes, which are used to evaluate the effectiveness of the ETFs in tracking their respective indices[2][4] - The report evaluates the **RSI factor** as a useful tool for identifying market conditions, particularly overbought and oversold states, which can guide trading decisions[2][4] - The **Net Purchase Amount factor** is highlighted for its ability to measure fund flows, providing insights into investor sentiment and market dynamics[2][4] - The report includes specific RSI values for various ETFs, such as: - **华泰柏瑞沪深300ETF**: RSI = 56.06[4] - **易方达沪深300ETF**: RSI = 55.49[4] - **华夏上证50ETF**: RSI = 62.44[4] - **南方中证银行ETF**: RSI = 67.26[4] - **华安三菱日联日经225ETF**: RSI = 73.34[4] - Net Purchase Amount values for selected ETFs include: - **华泰柏瑞沪深300ETF**: NETBUY = -12.68 billion[4] - **易方达沪深300ETF**: NETBUY = -5.66 billion[4] - **华夏上证50ETF**: NETBUY = -0.24 billion[4] - **南方中证银行ETF**: NETBUY = -1.69 billion[4] - **华安三菱日联日经225ETF**: NETBUY = -0.23 billion[4] - The report emphasizes the importance of these factors in understanding market trends and making informed investment decisions[2][4]

- The report tracks various types of daily frequency data for ETFs, divided into "broad-based" and "thematic" sub-tables[2] - The RSI (Relative Strength Index) is calculated using the formula: $ RSI = 100 - 100 / (1 + RS) $, where RSI is the ratio of average gains to average losses over a specific period (12 days)[2] - The net subscription amount is calculated using the formula: $ NETBUY(T) = NAV(T) - NAV(T-1) * (1 + R(T)) $, where NETBUY(T) is the net subscription amount, NAV(T-1) is the ETF's net asset value from the previous trading day[2] - The report includes data on whether ETFs support T+0 trading[2] - The report provides detailed information on various ETFs, including tracking index performance, ETF names, security codes, market capitalization, RSI, net subscriptions, trading volume, intraday trend, management fee rate, institutional holdings, and T+0 trading support[4] - The report includes data on institutional holdings as disclosed in the latest annual or semi-annual reports, excluding holdings by corresponding feeder funds[3] - The report notes that missing values represent newly listed funds with insufficient data or funds that have not yet disclosed annual or semi-annual reports[3]

Core Viewpoint - The article presents a comprehensive index map for investors, detailing various stock indices, their codes, selection rules, industry distribution, and average and median market capitalizations of constituent stocks, which will be regularly updated for easy reference [1][2]. Group 1: Types of Indices - The index map includes several categories of stock indices: broad-based indices, strategy indices, industry indices, thematic indices, and overseas indices [4][5]. Group 2: Broad-based Indices - Important broad-based indices in the A-share market include the CSI series such as the CSI 300, CSI 500, CSI 800, and the CSI All Share, which are selected based on the market capitalization of listed companies and cover a wide range of industries [9]. Group 3: Strategy Indices - Common strategy indices in the A-share market include: - CSI 300: Represents large-cap stocks - CSI 500: Represents mid-cap stocks - CSI 1000: Represents small-cap stocks - CSI 2000: Represents micro-cap stocks [11]. - Strategy indices enhance investment options and cater to diverse investor needs [13]. Group 4: Dividend and Value Indices - Dividend indices select stocks with high dividend yields, while value indices focus on stocks with low price-to-earnings and price-to-book ratios, as well as high dividend yields [12]. - Low volatility indices target stocks with lower price volatility, and fundamental indices select stocks based on revenue, cash flow, net assets, and dividend size [12][13].

Group 1 - The article emphasizes the importance of understanding different types of index funds, particularly bond index funds, which are less familiar to most investors compared to stock index funds [2] - It introduces four main categories of indices: broad-based indices, strategy indices, industry indices, and thematic indices [6] Group 2 - For broad-based index investment, it is crucial to consider the balance between large-cap and small-cap stocks, noting that in 2024, large-cap stocks like CSI 300 are expected to perform well while small-cap stocks may lag [8] - A classic combination for investment is the pairing of CSI 300 with CSI 500, and potentially adding CSI 1000 for more small-cap exposure [9] - In strategy index investment, it is important to balance growth and value styles, as A-shares exhibit a rotation between these styles over time [10][11] - The article highlights that from 2019 to 2020, growth style was strong, while from 2021 to 2024, value style is expected to dominate [12] Group 3 - Industry and thematic index investments are characterized by high volatility, with broad-based indices typically experiencing 20%-30% fluctuations annually, while industry indices can see 30%-50% volatility [13] - It is recommended to limit exposure to any single industry to 15%-20% to manage risk effectively [13] - The article advises investors to select long-term themes when investing in thematic indices, citing examples of past popular themes that may no longer be relevant [13]