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A股的“春节红包效应”:历史上沪指春节前后上涨概率超90%
万能量化 / 2017-01-18 15:51 发布
简介:下周就是A股的最后一周交易日了,A股素来有春节红包行情之称,春节前后的行情值得期待,先看行业在看指数。
从风格方面来看,节前五个交易日大小盘基本一致,节后五个交易日小盘股明前强于大盘股。整体而言,小盘风格由于弹性较大,春节前后五个交易日涨幅明显高于大盘股。
从行业方面来看,节前偏周期性行业较强,涨幅较大的是非银、有色、汽车、钢铁;节后是偏消费和成长类的行业较强,上涨概率和涨幅较大的行业是农林牧渔、电子、国防、医药、纺织服装、商贸零售。
下面统计一下A股以及标普,恒指在春节前1个交易日,以及春节后5,10,20个交易日的涨跌幅情况。
春节前1天:
最大涨幅: 指数:000001(上证) -1days, 涨幅:2.15% 指数:000300 (沪深)-1days, 涨幅:2.38% 指数:SPX (标普)-1days, 涨幅:14.1% 指数:HSI (恒指)-1days, 涨幅:0.84%
最小涨幅: 指数:000001(上证) -1days, 涨幅:-1.55% 指数:000300(沪深) -1days, 涨幅:-1.14% 指数:SPX (标普)-1days, 涨幅:-3.2% 指数:HSI(恒指) -1days, 涨幅:-0.89%
平均涨幅: 指数:000001(上证) -1days, 涨幅:1.75454923148% 指数:000300 (沪深)-1days, 涨幅:1.85831714481% 指数:SPX(标普) -1days, 涨幅:3.65334772209% 指数:HSI(恒指) -1days, 涨幅:1.43029428226%
涨幅中位数: 指数:000001 (上证)-1days, 涨幅:0.48% 指数:000300 (沪深)-1days, 涨幅:0.43% 指数:SPX (标普)-1days, 涨幅:0.54% 指数:HSI (恒指)-1days, 涨幅:0.14%
春节后1天:
最大涨幅: 指数:000001(上证) 1days, 涨幅:2.35% 指数:000300(沪深) 1days, 涨幅:2.34% 指数:SPX (标普)1days, 涨幅:3.02% 指数:HSI (恒指)1days, 涨幅:3.17% 最小涨幅: 指数:000001(上证) 1days, 涨幅:-2.37% 指数:000300 (沪深)1days, 涨幅:-2.15% 指数:SPX(标普) 1days, 涨幅:-0.78% 指数:HSI(恒指) 1days, 涨幅:-6.61%
平均涨幅: 指数:000001 (上证)1days, 涨幅:1.51135150682% 指数:000300 (沪深)1days, 涨幅:1.4433423852% 指数:SPX (标普)1days, 涨幅:1.98436976117% 指数:HSI(恒指) 1days, 涨幅:1.22601690058%
涨幅中位数: 指数:000001(上证) 1days, 涨幅:-0.45% 指数:000300(沪深) 1days, 涨幅:-0.55% 指数:SPX (标普)1days, 涨幅:0.16% 指数:HSI (恒指)1days, 涨幅:0.18%
春节后5天:
最大涨幅: 指数:000001(上证) 5days, 涨幅:9.57% 指数:000300(沪深) 5days, 涨幅:10.07% 指数:SPX (标普)5days, 涨幅:4.41% 指数:HSI (恒指)5days, 涨幅:8.56% 最小涨幅: 指数:000001(上证) 5days, 涨幅:-5.57% 指数:000300 (沪深)5days, 涨幅:-6.32% 指数:SPX (标普)5days, 涨幅:-4.7% 指数:HSI(恒指) 5days, 涨幅:-5.47% 平均涨幅: 指数:000001(上证) 5days, 涨幅:3.18800105704% 指数:000300(沪深) 5days, 涨幅:3.20991987901% 指数:SPX(标普) 5days, 涨幅:2.10959288798% 指数:HSI(恒指) 5days, 涨幅:2.28474484616%
涨幅中位数: 指数:000001 (上证)5days, 涨幅:1.4% 指数:000300 (沪深)5days, 涨幅:2.01% 指数:SPX(标普) 5days, 涨幅:0.91% 指数:HSI(恒指) 5days, 涨幅:-0.31%
春节后10天:
最大涨幅: 指数:000001(上证) 10days, 涨幅:16.58% 指数:000300(沪深) 10days, 涨幅:18.02% 指数:SPX (标普)10days, 涨幅:5.88% 指数:HSI(恒指) 10days, 涨幅:7.76%
最小涨幅: 指数:000001(上证) 10days, 涨幅:-7.86% 指数:000300(沪深) 10days, 涨幅:-8.25% 指数:SPX(标普)10days, 涨幅:-3.62% 指数:HSI(恒指) 10days, 涨幅:-6.97%
平均涨幅: 指数:000001(上证) 10days, 涨幅:3.76556742926% 指数:000300 (沪深)10days, 涨幅:3.84498301003% 指数:SPX(标普)10days, 涨幅:2.43334297359% 指数:HSI(恒指) 10days, 涨幅:1.98404757426%
涨幅中位数: 指数:000001(上证) 10days, 涨幅:1.21% 指数:000300 (沪深)10days, 涨幅:1.07% 指数:SPX (标普)10days, 涨幅:0.61% 指数:HSI (恒指)10days, 涨幅:-0.29%
春节后20天:
最大涨幅: 指数:000001(上证)20days, 涨幅:13.69% 指数:000300(沪深) 20days, 涨幅:12.8% 指数:SPX(标普) 20days, 涨幅:7.85% 指数:HSI(恒指) 20days, 涨幅:6.45%
最小涨幅: 指数:000001(上证) 20days, 涨幅:-9.43% 指数:000300(沪深) 20days, 涨幅:-9.77% 指数:SPX(标普) 20days, 涨幅:-11.64% 指数:HSI(恒指) 20days, 涨幅:-7.31%
平均涨幅: 指数:000001(上证) 20days, 涨幅:3.96051962008% 指数:000300(沪深) 20days, 涨幅:3.57233031385% 指数:SPX(标普) 20days, 涨幅:2.05553173536% 指数:HSI(恒指) 20days, 涨幅:2.08174203585%
涨幅中位数: 指数:000001(上证) 20days, 涨幅:2.53% 指数:000300(沪深) 20days, 涨幅:1.48% 指数:SPX(标普) 20days, 涨幅:1.09% 指数:HSI(恒指) 20days, 涨幅:1.7%
统计方法:网页链接