全球估值观察系列三十一：上证50估值为18.1％分位数

证券研究报告 上证50估值为18.1%分位数 ——全球估值观察系列三十一 分析师：李美岑 SAC：S0160521120002 分析师：王源 SAC：S0160522030003 报告日期：2022.12.03 资料来源：Wind，财通证券研究所；本报告截止时间：2022.12.2；报告中历史分位数的数据选取最早到2000年或市场开市；估值为0表明行业净利润为负。 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 2022/12/2 历史分位数 25分位50分位90分位 2022/12/2 历史分位数 25分位50分位90分位 金融高端制造 科技 消费 医药公共服务 房地产 非银行金融银行 汽车 电力设备及新能源机械 国防军工通信 计算机电子 消费者服务食品饮料商贸零售纺织服装传媒 农林牧渔轻工制造家电 医药 交通运输建筑 3.5%4.5% 2.7%0.3% 0.9%4.0% 3.8%-2.0% 2.7%-1.6% 1.0%-1.3% 0.5%-2.4% 3.2%-2.3% 2.7%-5.8% 0.9%-3.4% 10.8%-6.2% 7.8%-3.6% 6.4%0.0% 5.2%-1.2% 5.0%-5.1% 4.4%-1.3% 3.6%-0.4% 2.2%-1.3% 1.3%-5.0% 2.3%-0.1% 0.5%5.2% -0.2% -14.2% -7.8% -14.1% -19.6% -14.9% -21.4% -14.7% -20.7% -32.5% -0.9% -19.9% -6.1% -6.7% -24.6% -7.3% -19.1% -20.2% -18.4% 1.0% -2.9% -1.8% -0.2% -1.3% -0.7% 1.9% 0.8% 0.3% 2.3% 2.7% 0.8% 0.8% 3.4% 1.5% 3.3% 2.1% 2.5% 2.4% 0.4% 0.1% -0.6% -0.4% 0.00 15.78 4.45 42.09 34.69 40.05 63.33 16.85 119.16 40.73 3105.35 33.91 0.00 28.78 49.78 0.00 33.07 14.95 34.59 22.15 10.97 18.6% 0.6% 77.5% 19.7% 57.9% 40.5% 6.0% 82.0% 21.3% 99.9% 47.0% 34.8% 51.1% 34.9% 15.0% 18.5% 49.5% 27.2% 12.4120.0356.22 16.9120.1461.77 6.006.8823.10 17.7022.1251.83 36.0545.5563.23 28.2137.0493.61 55.0267.48122.11 39.3952.7498.59 47.7661.98147.27 43.3752.9592.21 38.1252.36145.65 29.2435.4970.35 24.3235.3767.41 26.1433.8673.79 36.9349.2098.71 38.3454.80151.19 29.7039.0481.63 16.2920.9844.64 35.9440.7767.02 18.1622.2454.95 10.7316.5938.79 1.04 1.27 0.52 2.36 3.59 2.59 3.59 1.43 3.63 3.23 5.12 6.41 1.47 1.77 1.88 3.20 2.17 2.48 3.70 1.52 0.96 5.8% 3.9% 0.5% 50.6% 59.6% 38.6% 45.9% 4.0% 32.3% 33.9% 78.3% 59.0% 12.2% 13.2% 2.5% 36.6% 27.2% 31.0% 26.9% 21.2% 7.5% 1.582.113.91 1.842.194.92 0.881.112.95 1.902.353.80 2.393.316.12 2.252.894.44 2.763.735.59 2.282.834.02 3.294.266.41 2.993.725.02 3.243.866.77 4.285.769.51 1.742.344.49 1.892.323.88 2.683.636.22 2.903.504.95 2.102.563.98 2.353.094.01 3.644.296.02 1.551.933.26 1.161.502.71 电力及公用事业 0.0%2.2% -9.8% -0.4% 45.47 88.7% 19.61 23.6549.10 1.81 33.2% 1.721.973.02 基础化工石油石化建材 周期有色金属 钢铁煤炭 综合综合 2.5%-0.9% 1.9%2.6% 1.7%1.9% 0.9%-0.2% 0.1%1.4% -0.9%4.6% 3.0%-1.3% -17.7% -2.4% -21.4% -12.6% -16.5% 27.7% -4.5% 1.7% 1.5% 0.2% 0.2% 0.1% -2.4% 1.0% 18.75 8.57 15.86 15.80 23.49 6.82 96.36 3.2% 1.2% 23.7% 7.0% 68.3% 0.2% 81.1% 28.9843.0078.81 12.4818.0935.70 16.1427.0673.36 27.0848.18217.21 9.3516.6076.50 10.3713.2144.66 29.9651.40117.92 2.76 1.03 1.63 2.54 1.11 1.46 1.72 41.8% 13.2% 5.2% 29.1% 31.8% 40.9% 19.7% 2.292.974.54 1.201.473.28 1.942.443.97 2.353.045.41 1.061.332.13 1.221.644.06 1.782.384.61 A股指数 A股指数涨跌及估值汇总 涨跌幅PEPB 本周上周年初至今月初至今2022/12/2历史分位数25分位50分位90分位2022/12/2历史分位数25分位50分位90分位 创业板指深证成指上证50中证1000 万得全A(除金融、石油石化)沪深300 万得全A万得主板中证800A股指数中证500 3.2%-3.4%-28.3%1.6% 2.9%-2.5%-24.5%1.0% 2.8%-0.1%-20.1%0.3% 2.6%-2.2%-16.6%1.4% 2.5%-1.8%-16.6%1.0% 2.5%-0.7%-21.6%0.5% 2.4%-1.4%-16.2%0.8% 2.4%-0.7%-14.4%0.5% 2.2%-0.9%-20.3%0.4% 1.8%0.1%-13.3%0.2% 1.3%-1.7%-16.2%0.2% 39.48 26.04 9.38 30.57 27.81 11.30 17.15 14.60 12.66 12.46 23.56 17.8% 52.8% 18.1% 15.8% 35.4% 20.7% 25.0% 18.3% 24.8% 18.6% 17.5% 42.0352.9169.10 17.2725.0344.89 9.7011.3924.39 35.1141.8279.67 25.4632.9565.09 11.6713.4827.07 17.1420.7258.22 15.6719.8358.22 12.6814.7429.68 13.1516.5348.36 25.9931.0267.32 4.99 2.55 1.20 2.41 2.35 1.32 1.63 1.41 1.38 1.29 1.67 46.1% 32.5% 16.7% 26.2% 30.7% 6.5% 9.4% 2.2% 5.3% 4.4% 4.5% 4.325.198.27 2.412.964.70 1.241.553.14 2.392.844.16 2.252.854.91 1.481.683.33 1.832.144.78 1.732.094.78 1.541.743.42 1.521.914.70 2.052.484.06 科创500.8%-3.1%-27.9%0.8% 39.49 6.3% 44.5366.2081.55 4.29 2.9%5.296.567.81 本周 上周 年初至今 月初至今 2022/12/2 历史分位数 25分位 50分位 90分位 2022/12/2 历史分位数 25分位 50分位 90分位 消费 4.7% -3.1% -16.9% 1.7% 34.18 47.6% 28.59 34.76 70.21 3.44 38.4% 3.12 3.63 5.10 成长 2.1% -3.3% -24.8% 1.4% 44.33 25.3% 44.20 54.19 92.02 3.23 31.6% 3.07 3.67 5.43 金融 1.9% 2.6% -10.1% -0.9% 6.92 9.3% 8.26 9.69 45.25 0.70 1.2% 1.13 1.52 3.74 周期 1.6% 0.0% -10.4% 0.2% 16.22 12.1% 18.49 22.98 66.14 1.74 25.3% 1.74 2.11 4.86 稳定 1.2% 4.0% 0.5% -0.1% 16.09 36.2% 14.56 18.45 31.29 1.23 16.0% 1.30 1.70 2.77 A股风格 A股风格涨跌及估值汇总 涨跌幅PEPB 港股行业 本周 上周 年初至今 月初至今 2022/12/2 历史分位数 25分位 50分位 90分位 2022/12/2 历史分位数 25分位 50分位 90分位 标普500通信设备 3.3% 1.0% -35.1% 0.3% 18.83 46.8% 15.46 19.85 30.67 3.16 42.0% 2.78 3.33 4.56 标普500非必需消费 2.1% 1.1% -29.8% -0.3% 30.54 73.2% 22.14 26.44 55.23 8.33 68.0% 4.82 6.99 11.47 标普500医疗 1.9% 1.9% -1.1% 0.5% 24.66 45.9% 22.78 25.34 32.52 5.51 93.4% 3.94 4.43 5.36 标普500材料 1.5% 2.9% -7.8% 1.1% 16.43 8.7% 20.02 24.38 47.53 3.21 49.2% 2.68 3.22 3.75 标普500信息技术 1.3% 1.0% -22.7% -0.5% 25.88 58.3% 21.95 24.83 34.20 8.48 74.0% 4.42 6.30 10.38 标普500必需消费 1.1% 2.1% -0.1% 0.0% 27.57 88.9% 21.31 23.25 27.85 5.54 96.6% 4.72 4.93 5.34 标普500工业 1.0% 1.9% -3.5% 0.6% 26.58 78.3% 20.72 22.50 43.26 5.54 87.3% 4.15 4.71 5.82 标普500房地产 0.4% 2.0% -24.9% -0.7% 29.16 10.6% 31.86 34.92 52.17 3.06 31.2% 3.01 3.26 4.17 标普500公共事业 0.1% 3.0% -1.3% -0.7% 23.63 42.9% 20.62 25.06 32.77 2.15 71.0% 1.87 2.02 2.26 标普500金融 -0.6% 2.2% -8.4% -1.1% 13.65 56.7% 11.57 12.97 16.16 1.37 76.6% 1.11 1