金融工程日报 沪指震荡收涨，有色金属全线走强 市场表现：20260128 规模指数中中证 500 指数表现较好，板块指数中上证 综指表现较好，风格指数中中证 500 价值指数表现较好。有色金属、煤炭、 石油石化、钢铁、建材行业表现较好，国防军工、传媒、医药、家电、汽车 行业表现较差。黄金精选、黄金珠宝、珠宝、铅锌矿、玻璃纤维等概念表现 较好，猴痘、新冠抗原检测、体外诊断、新冠肺炎检测、生物实验室等概念 表现较差。 证券研究报告 | 2026年01月28日 市场情绪：20260128 收盘时有 85 只股票涨停，有 31 只股票跌停。昨日涨 停股票今日收盘收益为 2.09%，昨日跌停股票今日收盘收益为-4.88%。今日 封板率 71%，较前日下降 0%，连板率 19%，较前日下降 0%。 市场资金流向：截至 20260127 两融余额为 27234 亿元，其中融资余额 27059 亿元，融券余额 175 亿元。两融余额占流通市值比重为 2.6%，两融 交易占市场成交额比重为 9.6%。 折溢价：20260127 当日 ETF 溢价较多的是中证 A50ETF 博时，ETF 折价 较多的是沪港深 500ETF。近半 ...

- The report does not contain any specific quantitative models or factors for analysis[1][2][3] - The report primarily focuses on market performance, sector analysis, concept themes, market sentiment, and institutional activities without detailing quantitative models or factors[4][5][6] - No quantitative model construction, factor development, or backtesting results are provided in the report[7][8][9]

- The report does not contain any quantitative models or factors for analysis

The provided content does not contain any specific quantitative models or factors, nor does it include detailed construction processes, formulas, or backtesting results related to quantitative models or factors. The documents primarily focus on market performance, sector analysis, investor sentiment, ETF premiums/discounts, institutional activity, and other market-related data. There is no relevant content to summarize under the requested structure.