全球估值观察系列十六：中证500估值仅8.6%分位数

证券研究报告 中证500估值仅8.6%分位数 --全球估值观察系列十六 分析师：李美岑 SAC：S0160521120002 分析师：王源 SAC：S0160522030003 报告日期：2022.8.14 全球指数涨跌及估值汇总 全球股市 涨跌幅 PE PB 本周上周年初至今月初至今 2022/8/12历史分位数25分位50分位90分位 2022/8/12历史分位数25分位50分位90分位 俄罗斯RTS标普500纳斯达克指数道琼斯工业指数印度SENSEX30中国台湾加权指数德国DAX上证指数韩国综合指数日经225法国CAC40深证成指英国富时100恒生指数 4.1%-5.0%3.3%0.4%3.1%2.2%2.9%-0.1%1.8%1.4%1.7%0.2%1.6%0.7%1.5%-0.8%1.5%1.6%1.3%1.3%1.3%0.4%1.2%0.0%0.8%0.2%-0.1%0.2% -30.0%-10.2%-16.6% -7.1% 2.1% -16.1%-13.2%-10.0%-15.1% -0.9%-8.4% -16.4% 1.6% -13.8% -1.1% 3.6%5.3%2.8%3.3%1.9%2.3%0.7%3.1%2.7%1.6%1.2%1.0%0.1% 4.05 21.8931.9922.1722.9210.8713.2512.7610.6428.7613.6027.4813.07 9.13 2.3% 65.8%39.6%84.3%38.2% 0.9% 16.9%20.3%17.6%91.9%15.6%57.1% 9.7% 12.0% 5.707.0910.78 17.0819.6326.5929.4134.1064.0315.7618.0623.6921.4123.8131.0315.0516.5023.5414.0617.1140.3713.2616.6048.6111.3814.2226.6917.8420.3225.2215.3219.4530.9717.1824.8345.1015.8418.9357.45 9.7012.2217.64 0.764.224.796.433.381.921.541.400.961.711.702.981.660.91 25.3%90.9%88.3%94.2%84.8%85.6%37.8%11.7%29.3%68.9%86.9%50.4%20.4% 0.9% 0.760.831.122.512.824.122.863.425.112.843.405.012.822.983.571.601.682.031.471.611.931.531.934.660.941.051.371.361.601.861.291.451.742.402.974.751.691.811.941.191.402.20 A股指数 本周 上周 年初至今 月初至今 2022/8/12 历史分位数 25分位 50分位 90分位 2022/8/12 历史分位数 25分位 50分位 90分位 周期 3.0% -2.4% -3.1% 0.6% 16.44 12.1% 18.64 23.22 66.38 1.95 36.1% 1.74 2.12 4.87 稳定 2.2% -3.0% -1.5% -0.8% 15.72 33.6% 14.52 18.56 31.46 1.20 11.1% 1.31 1.71 2.78 金融 1.7% -1.8% -12.1% -0.1% 6.67 5.7% 8.31 9.81 45.43 0.71 0.2% 1.15 1.55 3.76 成长 1.5% 1.0% -16.3% 2.5% 50.36 40.9% 44.39 54.70 92.31 3.77 52.6% 3.06 3.69 5.45 消费 0.6% -0.1% -14.1% 0.5% 37.77 61.0% 28.37 34.72 71.68 3.77 56.8% 3.11 3.64 5.11 A股风格 A股指数涨跌及估值汇总 本周 上周 年初至今 月初至今 2022/8/12 历史分位数 25分位 50分位 90分位 2022/8/12 历史分位数 25分位 50分位 90分位 中证500 2.4% -0.4% -12.8% 2.0% 20.62 8.6% 26.34 31.37 67.83 1.80 8.7% 2.08 2.51 4.07 中证1000 2.0% -0.4% -9.8% 1.6% 31.08 14.5% 36.02 42.34 80.28 2.72 43.5% 2.42 2.88 4.18 万得主板 1.9% -1.1% -9.9% 0.8% 15.02 19.8% 15.84 19.93 58.73 1.53 8.5% 1.74 2.12 4.84 万得全A 1.7% -0.5% -11.0% 1.1% 17.77 28.3% 17.23 20.84 58.75 1.78 21.7% 1.85 2.15 4.84 万得全A(除金融、石油石化) 1.7% -0.4% -10.6% 1.3% 27.33 34.5% 25.26 33.07 65.20 2.70 41.8% 2.25 2.87 4.92 A股指数 1.5% -0.8% -10.0% 0.7% 12.78 20.4% 13.26 16.61 48.55 1.40 11.7% 1.53 1.94 4.71 深证成指 1.2% 0.0% -16.4% 1.2% 27.48 57.1% 17.18 24.83 45.10 2.98 50.4% 2.40 2.97 4.75 中证800 1.2% -0.3% -14.6% 0.9% 13.25 30.8% 12.76 14.81 29.79 1.53 20.9% 1.55 1.75 3.44 沪深300 0.8% -0.3% -15.2% 0.5% 12.15 31.1% 11.74 13.53 27.19 1.47 22.3% 1.48 1.68 3.35 上证50 0.8% -0.6% -14.6% 0.2% 10.00 29.7% 9.76 11.48 24.57 1.32 33.0% 1.25 1.57 3.15 创业板指 0.3% 0.5% -19.0% 0.8% 52.21 46.7% 42.15 53.33 69.32 6.20 68.4% 4.30 5.20 8.29 科创50 -1.0% 6.3% -18.0% 5.3% 43.18 10.4% 56.37 69.67 82.18 5.05 12.6% 6.02 6.68 7.84 涨跌幅PEPB A股行业涨跌及估值汇总 涨跌幅PEPB A股行业涨跌及估值汇总 行业涨跌幅PEPB 财通大类一级行业本周上周年初至今月初至今2022/8/12历史分位数25分位50分位90分位2022/8/12历史分位数25分位50分位90分位 非银行金融3.3%-1.3%-16.7%1.9%13.406.5%17.0620.2862.281.211.3%1.872.214.94 金融 高端制造科技 消费 医药公共服务 周期综合 房地产银行机械 国防军工 电力设备及新能源汽车 通信电子计算机 商贸零售轻工制造传媒 纺织服装家电 食品饮料消费者服务农林牧渔医药 交通运输 电力及公用事业建筑 煤炭 石油石化基础化工建材 有色金属钢铁 综合 2.1%-4.1% 0.3%-1.5% 3.7%-2.7% 1.7%2.2% 1.4%-3.1% -0.7%-4.0% 1.4%2.4% 1.2%6.7% 0.7%2.5% 3.3%-2.7% 3.3%-2.7% 2.6%-1.1% 2.6%-2.5% 1.6%-4.2% 0.3%1.4% -0.1%-4.1% -2.1%-2.3% 0.7%1.3% 2.7%-2.2% 2.5%-3.2% 2.1%-4.7% 8.4%-3.7% 6.3%-0.6% 3.3%-0.1% 3.1%-3.7% 1.9%-0.3% 1.5%-3.4% 4.1%-1.9% -7.9% -7.7% -7.5% -14.8% -8.4% -2.0% -11.0% -20.8% -19.7% -11.0% -19.5% -24.0% -7.0% -14.8% -11.1% -6.7% -2.5% -19.1% -1.2% -6.0% -5.3% 32.7% 1.4% -5.0% -14.1% -1.0% -10.5% -3.5% -2.1% -1.2% 0.9% 4.0% -1.7% -4.6% 3.9% 8.0% 3.3% 0.6% 0.5% 1.5% 0.0% -2.6% 1.8% -4.2% -4.3% 2.0% 0.5% -0.8% -2.7% 4.5% 5.6% 3.1% -0.7% 1.6% -2.0% 2.1% 86.02 4.61 39.71 66.46 52.10 47.32 16.96 36.65 75.70 29.01 35.99 23.86 16.92 38.38 271.48 32.12 15.94 62.86 10.61 9.00 9.70 21.99 12.31 20.97 9.34 72.86 96.3% 1.5% 57.1% 47.2% 65.7% 84.7% 4.7% 12.9% 60.5% 23.9% 21.1% 14.1% 27.5% 56.4% 96.5% 12.0% 11.8% 96.0% 22.8% 5.8% 2.0% 7.5% 6.6% 15.6% 25.4% 68.9% 12.3719.9653.97 6.056.9224.04 28.0336.8593.97 54.6567.91122.90 36.0845.8263.36 17.5722.0251.90 40.0853.1298.94 44.0853.5093.08 47.5861.42148.62 24.3235.3767.41 29.8839.2881.91 36.8449.5599.23 26.4234.0774.13 16.4221.0844.91 29.1135.5071.09 37.8352.07133.89 38.3454.80151.19 36.1840.9767.16 18.1422.5155.50 19.5623.4646.25 10.8416.7839.07 10.5013.3445.13 12.6218.3735.91 29.5343.3078.98 16.3727.3473.73 27.7549.24218.89 9.3116.7477.81 29.6050.35118.75 0.97 0.56 2.95 3.92 4.42 2.78 1.36 3.91 3.61 1.46 2.23 1.94 1.87 3.05 7.55 5.43 3.51 3.81 1.54 1.94 0.97 1.72 1.06 3.41 1.87 3.14 1.20 1.77 0.9% 0.2% 52.1% 54.1% 71.6% 71.3% 1.5% 57.6% 31.0% 8.5% 30.1% 2.7% 21.3% 47.1% 73.9% 80.5% 50.3% 29.1% 23.1% 47.0% 7.3% 52.7% 15.3% 63.2% 17.4% 56.1% 39.6% 22.5% 1.622.123.94 0.881.132.97 2.242.904.45 2.753.745.62 2.393.296.15 1.892.343.82 2.322.844.03 2.973.735.03 3.294.296.45 1.792.384.51 2.122.573.99 2.743.696.28 1.902.363.88 2.343.114.02 4.265.719.53 3.233.836.81