|
日期 |
指数名称 |
ETF代码 |
最新价 |
当前涨幅 |
预测涨幅 |
修正涨幅 |
波动率 |
量能趋势 |
量能比率 |
置信度 |
信号 |
| 1 |
2026-05-13 |
中证机床
|
159667.SZ |
2,630.15 |
2.13% |
2.28% |
3.36% |
1.97% |
2.55 |
1.68 |
99.92% |
BUY |
| 2 |
2026-05-13 |
房地产
|
512200.SH |
2,268.62 |
-1.23% |
1.74% |
2.36% |
1.38% |
6.24 |
1.51 |
99.81% |
BUY |
| 3 |
2026-05-13 |
机器人
|
562500.SH |
2,171.01 |
2.29% |
1.65% |
2.42% |
1.66% |
1.07 |
1.66 |
99.67% |
BUY |
| 4 |
2026-05-13 |
建筑材料
|
159745.SZ |
6,848.41 |
-0.30% |
1.38% |
1.73% |
1.49% |
7.01 |
1.37 |
96.82% |
BUY |
| 5 |
2026-05-13 |
通信
|
515880.SH |
8,401.13 |
3.08% |
1.98% |
2.93% |
2.35% |
8.59 |
1.69 |
93.50% |
BUY |
| 6 |
2026-05-13 |
机械设备
|
560280.SH |
2,583.95 |
1.80% |
1.28% |
1.69% |
1.59% |
5.30 |
1.47 |
91.96% |
BUY |
| 7 |
2026-05-13 |
芯片产业
|
512480.SH |
4,473.30 |
3.03% |
1.84% |
3.37% |
2.31% |
6.59 |
2.19 |
91.70% |
BUY |
| 8 |
2026-05-13 |
国证航天
|
159227.SZ |
7,682.32 |
0.55% |
1.46% |
1.69% |
1.86% |
8.27 |
1.21 |
91.17% |
BUY |
| 9 |
2026-05-13 |
国防军工
|
512710.SH |
2,160.37 |
1.05% |
1.16% |
1.37% |
1.49% |
23.43 |
1.25 |
90.34% |
BUY |
| 10 |
2026-05-13 |
科创50
|
588000.SH |
1,770.15 |
2.69% |
1.49% |
2.58% |
1.97% |
4.40 |
2.04 |
90.26% |
BUY |
| 11 |
2026-05-13 |
电子
|
159732.SZ |
9,327.77 |
3.44% |
1.57% |
2.66% |
2.06% |
21.00 |
1.99 |
89.83% |
BUY |
| 12 |
2026-05-13 |
科创综指
|
589800.SH |
2,150.27 |
1.97% |
1.36% |
2.10% |
1.84% |
12.61 |
1.78 |
89.15% |
BUY |
| 13 |
2026-05-13 |
卫星产业
|
563230.SH |
1,290.40 |
0.81% |
1.73% |
2.05% |
2.42% |
17.96 |
1.26 |
88.05% |
BUY |
| 14 |
2026-05-13 |
智选船舶产业
|
560710.SH |
1,779.10 |
4.46% |
-1.21% |
-1.30% |
1.77% |
4.56 |
1.11 |
87.14% |
SELL |
| 15 |
2026-05-13 |
半导体材料设备
|
159516.SZ |
7,841.78 |
3.86% |
1.68% |
3.06% |
2.53% |
1.29 |
2.17 |
86.60% |
BUY |
| 16 |
2026-05-13 |
CS人工智
|
159819.SZ |
7,010.49 |
3.55% |
1.25% |
1.87% |
2.03% |
5.86 |
1.71 |
84.34% |
BUY |
| 17 |
2026-05-13 |
建筑装饰
|
516970.SH |
2,349.80 |
0.89% |
0.71% |
0.87% |
1.17% |
5.00 |
1.30 |
84.33% |
BUY |
| 18 |
2026-05-13 |
中证2000
|
563300.SH |
3,753.25 |
1.47% |
0.91% |
1.08% |
1.41% |
87.66 |
1.26 |
82.99% |
BUY |
| 19 |
2026-05-13 |
煤炭
|
515220.SH |
3,181.68 |
-0.63% |
-1.09% |
-0.91% |
1.48% |
-3.00 |
0.77 |
82.55% |
SELL |
| 20 |
2026-05-13 |
金融科技
|
159851.SZ |
2,785.42 |
0.09% |
1.10% |
1.23% |
1.97% |
5.57 |
1.16 |
82.26% |
BUY |
| 21 |
2026-05-13 |
电网设备主题
|
159326.SZ |
3,729.74 |
2.60% |
0.97% |
1.47% |
1.77% |
17.55 |
1.74 |
81.36% |
BUY |
| 22 |
2026-05-13 |
创业板指
|
159915.SZ |
4,038.33 |
2.63% |
0.87% |
1.10% |
1.63% |
10.67 |
1.37 |
81.03% |
BUY |
| 23 |
2026-05-13 |
非银金融
|
512880.SH |
1,836.29 |
-1.03% |
0.65% |
0.79% |
1.25% |
8.47 |
1.31 |
80.63% |
BUY |
| 24 |
2026-05-13 |
中证1000
|
512100.SH |
8,955.45 |
1.51% |
0.82% |
0.98% |
1.38% |
112.07 |
1.27 |
80.34% |
BUY |
| 25 |
2026-05-13 |
电力指数
|
159611.SZ |
3,389.73 |
1.93% |
0.59% |
1.05% |
1.17% |
4.27 |
2.12 |
80.10% |
BUY |
| 26 |
2026-05-13 |
石油石化
|
159731.SZ |
2,919.14 |
-0.46% |
-1.06% |
-0.78% |
1.43% |
-5.01 |
0.62 |
78.24% |
SELL |
| 27 |
2026-05-13 |
中证500
|
510500.SH |
8,918.24 |
1.51% |
0.76% |
0.95% |
1.42% |
115.57 |
1.34 |
78.07% |
BUY |
| 28 |
2026-05-13 |
汽车
|
159512.SZ |
8,067.89 |
0.58% |
0.53% |
0.59% |
1.16% |
14.30 |
1.18 |
77.70% |
BUY |
| 29 |
2026-05-13 |
光伏产业
|
515790.SH |
3,416.93 |
2.25% |
0.73% |
0.85% |
1.73% |
-5.63 |
1.23 |
76.70% |
BUY |
| 30 |
2026-05-13 |
CS智汽车
|
516520.SH |
5,838.11 |
1.51% |
0.64% |
0.78% |
1.54% |
15.12 |
1.31 |
76.06% |
BUY |
| 31 |
2026-05-13 |
沪深300
|
510300.SH |
4,998.34 |
1.02% |
0.41% |
0.53% |
0.93% |
18.36 |
1.42 |
75.85% |
BUY |
| 32 |
2026-05-13 |
家用电器
|
159996.SZ |
9,274.55 |
0.48% |
0.39% |
0.43% |
0.89% |
7.30 |
1.12 |
75.52% |
BUY |
| 33 |
2026-05-13 |
公用事业
|
560190.SH |
2,816.99 |
1.79% |
0.39% |
0.65% |
1.01% |
5.78 |
1.94 |
75.36% |
BUY |
| 34 |
2026-05-13 |
通用航空
|
159378.SZ |
3,793.96 |
1.23% |
0.64% |
0.70% |
1.73% |
8.75 |
1.15 |
74.42% |
BUY |
| 35 |
2026-05-13 |
医药生物
|
512010.SH |
8,144.19 |
-0.43% |
0.43% |
0.42% |
1.18% |
-4.14 |
0.97 |
73.52% |
BUY |
| 36 |
2026-05-13 |
稀土产业
|
516150.SH |
3,268.34 |
1.41% |
0.68% |
0.76% |
2.06% |
9.19 |
1.16 |
73.01% |
BUY |
| 37 |
2026-05-13 |
CS创新药
|
159992.SZ |
1,888.20 |
-1.25% |
0.48% |
0.63% |
1.49% |
1.41 |
1.44 |
72.92% |
BUY |
| 38 |
2026-05-13 |
中证现金流
|
159235.SZ |
5,519.51 |
0.23% |
-0.35% |
-0.33% |
0.66% |
1.81 |
0.94 |
72.09% |
SELL |
| 39 |
2026-05-13 |
SSH黄金股票
|
517520.SH |
3,561.18 |
-0.40% |
0.69% |
0.73% |
2.34% |
4.21 |
1.10 |
71.57% |
BUY |
| 40 |
2026-05-13 |
食品饮料
|
515170.SH |
15,160.79 |
-0.63% |
-0.29% |
-0.34% |
0.81% |
6.25 |
1.24 |
71.23% |
SELL |
| 41 |
2026-05-13 |
恒生科技
|
513180.SH |
5,093.85 |
0.46% |
0.50% |
0.54% |
1.80% |
4.36 |
1.13 |
70.94% |
BUY |
| 42 |
2026-05-13 |
计算机
|
159998.SZ |
5,461.19 |
1.77% |
0.56% |
0.71% |
1.90% |
38.76 |
1.39 |
70.56% |
BUY |
| 43 |
2026-05-13 |
有色金属
|
512400.SH |
9,808.78 |
0.63% |
0.52% |
0.60% |
1.96% |
30.82 |
1.21 |
69.72% |
BUY |
| 44 |
2026-05-13 |
中证中药
|
560080.SH |
9,013.39 |
-0.28% |
0.24% |
0.25% |
0.86% |
0.47 |
1.03 |
69.57% |
BUY |
| 45 |
2026-05-13 |
港股通消费
|
513590.SH |
1,466.52 |
-0.65% |
0.23% |
0.24% |
1.01% |
-1.79 |
1.03 |
69.16% |
BUY |
| 46 |
2026-05-13 |
中证红利
|
512890.SH |
5,748.08 |
-0.46% |
-0.23% |
-0.23% |
0.69% |
5.21 |
1.01 |
69.09% |
SELL |
| 47 |
2026-05-13 |
CS新能车
|
515030.SH |
5,021.69 |
0.07% |
-0.39% |
-0.45% |
1.71% |
4.24 |
1.22 |
68.99% |
SELL |
| 48 |
2026-05-13 |
中证白酒
|
512690.SH |
7,278.25 |
-1.61% |
-0.25% |
-0.33% |
1.13% |
2.67 |
1.43 |
68.80% |
SELL |
| 49 |
2026-05-13 |
交通运输
|
159666.SZ |
2,249.33 |
0.20% |
0.22% |
0.22% |
0.84% |
0.67 |
0.99 |
68.58% |
BUY |
| 50 |
2026-05-13 |
美容护理
|
516790.SH |
4,026.98 |
0.31% |
-0.25% |
-0.27% |
1.24% |
0.52 |
1.14 |
68.06% |
SELL |
| 51 |
2026-05-13 |
中证旅游
|
159766.SZ |
2,645.68 |
0.17% |
-0.48% |
-0.43% |
1.52% |
0.38 |
0.85 |
68.04% |
SELL |
| 52 |
2026-05-13 |
银行
|
512800.SH |
3,934.51 |
-0.45% |
-0.25% |
-0.24% |
0.61% |
1.53 |
0.93 |
67.93% |
SELL |
| 53 |
2026-05-13 |
云计算
|
516510.SH |
7,593.33 |
3.56% |
0.43% |
0.60% |
2.19% |
4.34 |
1.59 |
67.68% |
BUY |
| 54 |
2026-05-13 |
环保
|
512580.SH |
2,302.96 |
1.89% |
0.24% |
0.30% |
1.24% |
5.33 |
1.34 |
67.60% |
BUY |
| 55 |
2026-05-13 |
农林牧渔
|
159865.SZ |
2,770.43 |
-0.19% |
-0.24% |
-0.24% |
1.26% |
-0.50 |
1.02 |
67.58% |
SELL |
| 56 |
2026-05-13 |
基础化工
|
159870.SZ |
5,000.95 |
0.71% |
-0.25% |
-0.26% |
1.26% |
17.46 |
1.08 |
67.31% |
SELL |
| 57 |
2026-05-13 |
中证医疗
|
512170.SH |
6,715.71 |
-0.09% |
0.21% |
0.22% |
1.23% |
1.94 |
1.06 |
66.70% |
BUY |
| 58 |
2026-05-13 |
港股通汽车
|
159323.SZ |
2,454.09 |
-0.40% |
0.25% |
0.27% |
1.60% |
0.76 |
1.15 |
66.16% |
BUY |
| 59 |
2026-05-13 |
中国教育
|
513360.SH |
1,119.13 |
0.85% |
-0.15% |
-0.16% |
1.35% |
2.26 |
1.01 |
64.50% |
SELL |
| 60 |
2026-05-13 |
新材料
|
159761.SZ |
5,062.47 |
1.17% |
0.16% |
0.21% |
1.54% |
4.26 |
1.41 |
64.16% |
BUY |
| 61 |
2026-05-13 |
香港证券
|
513090.SH |
1,333.78 |
-0.63% |
0.31% |
0.27% |
1.59% |
-0.37 |
0.84 |
62.81% |
BUY |
| 62 |
2026-05-13 |
CS电池
|
159796.SZ |
4,916.93 |
0.68% |
-0.13% |
-0.15% |
1.83% |
3.87 |
1.19 |
62.81% |
SELL |
| 63 |
2026-05-13 |
传媒
|
512980.SH |
825.38 |
1.08% |
0.09% |
0.09% |
1.97% |
11.30 |
1.08 |
61.40% |
HOLD |
| 64 |
2026-05-13 |
中概互联
|
159792.SZ |
7,759.34 |
0.80% |
-0.01% |
-0.01% |
1.87% |
1.56 |
1.19 |
60.22% |
HOLD |
| 65 |
2026-05-13 |
恒生医疗保健
|
513060.SH |
3,669.80 |
-1.12% |
0.13% |
0.12% |
1.74% |
-2.69 |
0.90 |
59.81% |
BUY |
| 66 |
2026-05-13 |
港股通红利
|
513630.SH |
1,485.87 |
-0.26% |
-0.09% |
-0.08% |
0.80% |
-2.48 |
0.88 |
59.69% |
HOLD |
| 67 |
2026-05-13 |
动漫游戏
|
159869.SZ |
1,953.43 |
1.29% |
-0.06% |
-0.06% |
2.11% |
1.73 |
0.92 |
58.58% |
HOLD |
| 68 |
2026-05-13 |
钢铁
|
515210.SH |
2,675.47 |
-0.33% |
-0.00% |
-0.00% |
1.24% |
1.23 |
0.94 |
58.20% |
HOLD |
因子说明:
当前涨幅:标的指数当前涨跌幅。
预测涨幅:下一交易日预期收益率,基于卡尔曼滤波预测的原始预期收益率。
修正涨幅:下一交易日的预测涨跌幅(量能修正),表示经过成交量因素调整后的预期收益率,该因子通过将原始预期收益率ER乘以成交量调整因子得到。
波动率:表示当前价格波动范围,通过计算价格序列的波动率得到。
量能趋势:表示量能随时间变化的趋势方向和强度,通过线性回归计算得出,正值表示成交量呈上升趋势,负值表示下降趋势。
量能比率:表示当前成交量与历史平均量能的比值,用于衡量当前市场活跃度相对于平均水平的程度。
置信度:综合考虑收益率、波动率和量能因素计算出的预测可靠性指标,数值在0-1之间,反映模型对预测结果的信心程度。