Workflow
行业涨跌趋势
icon
Search documents
量化择时周报:市场情绪进一步回落,行业涨跌趋势性出现回升-20250921
Group 1 - Market sentiment indicators showed a decline, with the sentiment index at 2, down from 2.55 the previous week, indicating a bearish outlook despite some improvement in sub-indicators [7][9][10] - The industry trend showed signs of recovery, with financing balance ratio increasing, suggesting a restoration of market leverage sentiment [9][24][39] - The total trading volume for the week increased slightly compared to the previous week, with the highest daily trading volume reaching 31,666.43 billion RMB [12][14] Group 2 - The trading volatility between industries continued to decline, indicating reduced activity in fund switching, while the RSI indicator shifted from positive to neutral, suggesting a cooling of bullish momentum [9][30] - The short-term trend scores for industries such as machinery, electric equipment, and automotive are notably strong, with machinery and electric equipment both scoring 96.61 [34][35] - The model indicates a preference for large-cap growth styles, although the strength of this signal is weakening and requires further observation [34][49] Group 3 - The report highlights high capital congestion in sectors like automotive and electric equipment, which have seen significant price increases, indicating potential volatility risks [39][44] - Conversely, sectors such as retail and transportation show high capital congestion but lower price increases, suggesting stable capital allocation [39][44] - Low congestion sectors like pharmaceuticals and beauty care, which have seen lower price increases, may present opportunities for gradual long-term investment as risk appetite improves [39][44]