Workflow
风格Smart beta组合跟踪
icon
Search documents
红利风格择时周报-20260315
- The dividend timing model was constructed in the report "Dividend Style Timing Scheme" on October 16, 2025[6] - The comprehensive factor value of the dividend timing model for the week of March 9 to March 13, 2026, was -0.39, remaining negative and almost unchanged compared to the previous week (-0.38)[1][6] - Momentum factor contributed positively to the dividend performance, while other variables such as the decline in US Treasury yields and the recovery of industry sentiment contributed negatively, resulting in an overall negative score[4][7] - Factor values for March 13, 2026, include: - China Non-Manufacturing PMI (Service Industry): 0.14[12] - China M2 YoY: 0.31[12] - US 10-Year Treasury Yield: -0.81[12] - Dividend relative net value: 1.59[12] - CSI Dividend Stock Dividend Yield - 10-Year Treasury Yield: -0.22[12] - Financing net purchase: 0.74[12] - Industry average sentiment: 0.91[12]