非银行金融：量化超额整体为正沪深300超额较高

华创证券有限责...2025-08-05

上周各量化超额整体为正。上周样本量化私募收益及超额如下：1）300 增强策略周/月/年初以来平均收益分别为+1.9%/+8.3%/+17.7%，周/月/年初以来平均超额分别为+0.2%/0%/+4.9%；2）500 增强策略周/月/年初以来平均收益分别为+2.8%/+12.6%/+28.4%，周/月/年初以来平均超额分别为-0.5%/+0.4%/+9%；3）A500 增强策略周/月/年初以来平均...

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href=http://gu.qq.com/resources/shy/news/detail-v2/index.html#/?id=nesSN202508050813569733fb4a&s=b><strong>华创证券有限责...</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>上周各量化超额整体为正。上周样本量化私募收益及超额如下：1）300 增强策略周/月/年初以来平均收益分别为+1.9%/+8.3%/+17.7%，周/月/年初以来平均超额分别为+0.2%/0%/+4.9%；2）500 增强策略周/月/年初以来平均收益分别为+2.8%/+12.6%/+28.4%，周/月/年初以来平均超额分别为-0.5%/+0.4%/+9%；3）A500 增强策略周/月/年初以来平均...</p>\n\n<a 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亿元，环比-3.8%/-27.2%/+36.1%；2）中证500 周/月/年初以来日均成交额分别为2959/2548/2152 亿元，环比-2.8%/-27.9%/+62.5%；3）中证1000 周/月/年初以来日均成交额分别为3774/3395/3045 亿元，环比+0.8%/-33.1%/+96%；4）中证2000 周/月/年初以来日均成交额分别为4457/4307/3975 亿元，环比-1.2%/-38.3%/+100.5%；5）微盘股周/月/年初以来日均成交额分别为405/362/274 亿元，环比+4%/-35.6%/+72.6%。1）本周涨幅前三的行业分别为医药生物+3.7%、硬件设备+2.4%、媒体娱乐+1%；涨幅后三的行业分别为煤炭-4.5%、有色金属-4.3%、房地产-3.6%；2）本月涨幅前三的行业分别为医药生物+14.7%、硬件设备+11.5%、钢铁+11%；涨幅后三的行业分别为电信服务-2.5%、银行-2.5%、公用事业-0.8%；3）年初以来涨幅前三的行业分别为医药生物+27%、有色金属+22.3%、企业服务+17.1%；涨幅后三的行业日常消费零售-6.5%、煤炭-6.1%、房地产-4.2%。基差情况：当月合约年化贴水情况来看， IF/IC/IM 当月合约年化贴水分别为+8.4%/+21.5%/+22.6%，居于近一年年化贴水幅度分位数分别为69.9%/88.6%/79.6%。下季合约年化贴水情况来看，IF/IC/IM 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非银行金融：量化超额整体为正 沪深300超额较高

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非银行金融：量化超额整体为正沪深300超额较高