价量匹配度

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量化择时周报:模型提示市场价量匹配度提高,但轮动仍缺乏持续性-20250615
Shenwan Hongyuan Securities· 2025-06-15 10:44
Group 1 - Market sentiment indicator decreased to 0.8, down from 1.75, indicating a bearish outlook [10][4] - Price-volume consistency improved, but industry trends remain weak with significant capital rotation [14][4] - Total A-share trading volume increased to 1.50 trillion RMB, with daily trading volume reaching 122.514 billion shares [17][4] Group 2 - Small-cap value style is currently favored, with a notable increase in short-term trend scores for sectors like social services, non-ferrous metals, and steel [32][34] - Social services sector saw a significant short-term trend score increase of 31.25% [32][34] - The model indicates a weakening differentiation between growth and value styles, suggesting a prevailing value preference [36][37]