期货一天学习一个基本面——股指期货.docx
天学习一个基本面一股指期货2024-05-1610:01趋势就是圣经指数特征一、框架行业分布收/个H二、总体情况主板中小板创业板科创板中证100沪深300中证200中证500中证800中证100oBCDEF2指我彳爵上证50格数2K3OOft中证小盘500指级中江100O指我3英文名称SSE50IndexCSI300INDEXSmaIICap500inCSI1000Index4指钦网马000016.SH000300.SH000905.SH000852.SH5格我类型馥条提6就日2003-12-312004-12-312004-12-312004-12-317基点1000St*aR2004-01-022005-04-082007-01-152014-10-179友有机构中证非我有艰公司10*权方A自由流通市值加权分嫉*移11氏必虻这方式价格楮敷12以分It支50300500itx)aaC»，0a*at4tw，化星aw万化参<<c>上心0WW*SXMZXJOOXC。力l713州0500SCO1214SiSU3.13U1W010it5nIlKtI-AXC3概况描述中证100o个股平均市值117亿。中证100O小市值风格显著，其中100%成分股总市值低于500亿，59.4%成分股总市值低于100亿。中证500个股平均市值243亿。中证500中小市值风格显著,其中成分股总市值主要分布在100-500亿之间。*沪深300个股平均市值1524亿，其中成分股总市值主要分布在500-1000亿之间，其次是100-500亿之间。上证50个股平均市值3389亿，其中成分股总市值主要分布在1000-3000亿之间，其次是3000-6000亿之间。13数分市值分布四、行业分布及比较(2023/12/31)±iiMMSa2023-12-31*B2&HWWZ8atW2233%f>14B%区心妫663%畲品KqIl.83%*J11.68%电子88%J咫力8.38%WHO%UfiO%r三o%憎*o¼6疝S0O>95%三wr1.11%ttmi.i4%“明里1.24*11t120*c*;rwin三14?%国际I”惟*2J6%沪深300权三2023-12-31防银ImlO.05%蛭工制造023%三SF>三032%总贾等禽0.47%CWttO.5S%<W0.65%,ItnMHo.87%/房51.37%/成收1.6%和.近1.71%z石!石化1.%BW理工13%，/an2.o%<KextI2.24%1机械0225%通信2.47%交通远03.13%Y3WI327%公用业3.36%'I牌43.43%百色全匿355%tt>Wl4.57%中证500权昆2023-12-31“容护理0.38%坊织服饰0.66%a¾5W0.8%-短工制迤0.91%一环保0.93%Jttwm1.12%/UMW1.14%房她产1.17%×石油石化1.24%WK*«1.24%,我林牧淮1.32%家用电器1.48%/通(S1.69%食品饮科2.19%2.23%,2.24%«I银行2.31%,交通运92.55%|公用业2.61%汽车3.38%15«3.56%机展设备4.03%I计JI机4.81%三tt(t5.55%医药生物12.39%电力设备9.74%一非限金融6.76%11M三I5.72%电子9.67%弯色全Jl6.18%中证100O权三2023-12-31芬00.24%-美看护及026%H函B务057%石城石化0.77%诩*0£1%-，行Q8探坊妞愉0.9%，本用电0.96%国的生号12.98%电子11.61%ktJWl2%MSHtI6.92%WMW0.97%,短工明®1Q9%坏慢1.25%/畿责零一135%现71.44%jJtM*性1.9刑,房叱1.93%5非娱WM2.06%力衣R52O6%J51.M225%I三三ZS%食品次H25公用女3.05%iDQtml3.S2%汽生3.91%I*W4.09%J育色盘黑4£1%1见幡g6.07%上证50行业权生变迁(%)上证50自由流通市值变迁(%)三三三3三II三|三中证500行业权里变迁()-42022-06-Oi三929#45S152022二，一5975s8954586to2Q里/邙等石»*()S*S9KSMWKIiiiiiiiiiihii!Hli!s11l卜京50、*3002017-06-012.45y2.5OS2三722302S35S228062375s47252三8'2-0359。,5665229106103702%64J;229,2102>79577。"2020-06-0188833H70-897%862S2021-06-0195+87,202112-01967%883y-H5000S/O-§-51.935250%3.36S395y456S5735512,-EO0002,03P701.O-2O-99，17351.92d166s232841.上证50前二十大权重个股3E券代码证券名称权支/%市值/亿流通市值/亿4'0519.SH贵州茅台16.9320651.779027.75$1318.SH中国平安6.777001.843557.5860036.SH招用银行5.387094.342978.2371166.SH兴业银行3.683053.821980.86S0900.SH长江电力3.575774.502437.7291899.SH紫金矿业3.213238.171776.4410'0276.SH恒国医药3.152622.411596.4111'0030.SH中信证券3.112878.151760.82】20887.SH伊利股份2.661664.731507.96131398.SH工用银行2.6217392.631652.7614'3259.SH药明糜感2.332002.781355.85is0309.SH万华化学2.262311.801219.90161012.SH隆基绿纥2.171637.621290.14171288.SH农业银行1.8213019.371146.80180809.SH山西汾酒1.762604.75823.03190028.SH中国石化1.666647.75801.23M8981.SH中芯国舔1.633933.57776.96100100:2015-01-01201801-312021-03-02。4>XiWOPE(TTMl。益ij500P用Q©日四大明估值对比(4月26日)»I.»"*，>»I!：r-l,-*。8，j一O"*2WSU务Em÷U*<S)150nIOC1201.(800VA-/10IS-OI-OI201BOITlW21-O3O2O-J1000.PE(11M。©Q100OPE分色电更梦«等：Bft四大明羯估值对比(10月31日)门；:I，«i»一3，一<1"4”am>Y9*<rw*Eeus£缜岁2*眩3«42033.S*4.6我3,KaMmaw-©-44"，同比7.79%28.78%19.54%6.46%7.10%9.06%每股收益稀释0.950.951.171.241.321.44同比8.52%0.11%22.33%6.08%7.06%9.04%PE8.9513.019.978.798.217.53PE1.29-2.030.48G注：数据来源于叼M）一致性预期沪深300指数盈利预测1.020.962019A2020A202IA2022E2023E2024E主320,40316,96371,04428,60471,19513,69营8.002.007.005.000.003.00业务收入(亿元)同10.68%-1.08%17.06%15.51%9.94%9.02%比归31,67132,58437,52944,13750,47656,641母.00.00.00.00.00.00净利润(亿元)同12.07%2.88%15.18%17.61%14.36%12.21%比每0.840.840.951.11.271.43股收同9.94%-0.21%12.35%15.92%16.04%12.37%比PE11.5515.0512.0910.529.28.2PE1.65-4.330.620.810.71G注：数据来源于叼M)一致性预期中证500指数盈利预测2019A2020A202IA2022E2023E2024E主77,79090,560123,79129,89124,073
