全球估值观察系列五：仅深指与消费PE超过历史50%分位数

分析师：李美岑SAC：S0160521120002分析师：王源SAC：S0160522030003报告日期：2022.5.29证券研究报告仅深指与消费PE超过历史50%分位数——全球估值观察系列五 全球指数汇总资料来源：Wind，财通证券研究所；本报告截止时间：2022.5.27；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。2涨跌幅PEPB本周上周年初至今月初至今2022/5/27历史分位数25分位50分位90分位2022/5/27历史分位数25分位50分位90分位纳斯达克指数6.8%-3.8%-22.5%-1.6%28.3019.2%29.5334.2364.194.4884.3%2.863.425.11标普5006.6%-3.0%-12.8%0.6%20.2153.3%17.0719.6626.654.0889.7%2.502.824.13道琼斯工业指数6.2%-2.9%-8.6%0.7%21.0678.9%15.7518.0123.726.2393.2%2.833.394.91法国CAC403.7%-1.2%-8.9%-0.3%14.7122.1%15.4519.5331.441.7187.6%1.291.441.74德国DAX3.4%-0.3%-9.0%2.6%13.0013.9%14.1217.1940.531.6149.0%1.471.611.93英国富时1002.6%-0.4%2.7%0.5%17.3839.4%15.8519.0257.611.8253.8%1.691.811.94印度SENSEX301.0%2.9%-5.8%-3.8%22.1430.4%21.4123.9131.203.2479.6%2.822.973.58台湾加权指数0.8%2.0%-10.7%-2.0%11.790.4%15.1216.5523.621.9889.3%1.601.682.02日经2250.2%1.2%-7.0%-0.2%19.0435.5%17.7620.3825.221.6661.5%1.351.591.86韩国综合指数0.0%1.3%-11.4%-2.1%11.3123.9%11.5114.3026.791.0037.5%0.941.051.37恒生指数-0.1%4.1%-11.5%-1.9%9.6623.8%9.7112.2917.660.942.5%1.201.412.21上证指数-0.5%2.0%-14.0%2.7%12.2116.3%13.3516.6548.771.293.9%1.531.954.68深证成指-2.3%2.6%-24.7%1.6%26.6554.8%17.0824.5645.222.6135.6%2.392.974.77俄罗斯RTS-8.5%9.5%-28.9%4.8%4.373.3%5.787.1510.870.8350.0%0.760.831.13全球指数涨跌及估值汇总全球股市 hZjYmUdWkV8VjYnNyQrQnNbRdN7NmOrRoMoMfQpPqNlOnPzQ9PmOmONZpPtQvPoOtQ国内市场汇总资料来源：Wind，财通证券研究所；本报告截止时间：2022.5.27；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。3涨跌幅PEPB本周上周年初至今月初至今2022/5/27历史分位数25分位50分位90分位2022/5/27历史分位数25分位50分位90分位中证500-0.5%2.3%-19.8%4.8%19.795.6%26.4931.5268.101.622.3%2.092.534.07A股指数-0.5%2.0%-14.0%2.7%12.2216.4%13.3516.6548.641.293.8%1.531.954.75万得主板-0.7%2.6%-16.8%3.4%14.4817.2%15.9719.9859.151.432.0%1.752.134.86中证1000-0.9%3.2%-22.5%8.3%29.4110.8%36.3344.4780.502.3623.9%2.402.904.20万得全A-1.2%2.6%-19.4%3.5%16.6621.6%17.2120.9559.181.627.5%1.862.164.86万得全A(除金融、石油石化)-1.3%2.9%-20.3%4.4%24.9424.2%25.2233.1665.302.4032.2%2.242.874.95中证800-1.5%2.2%-19.2%0.8%13.0228.2%12.7414.9129.861.427.1%1.561.753.46上证50-1.6%2.2%-15.6%-1.5%9.7325.0%9.7311.5324.701.2118.0%1.251.583.15沪深300-1.9%2.2%-19.0%-0.4%11.9829.0%11.7113.5727.291.3711.3%1.491.693.36深证成指-2.3%2.6%-24.7%1.6%26.6554.8%17.0824.5645.222.6135.6%2.392.974.77创业板指-3.9%2.5%-30.1%0.1%46.5134.6%42.0053.2369.495.4454.3%4.295.158.31科创50-4.9%3.4%-28.9%4.9%38.864.1%59.2072.1382.674.532.5%6.206.747.87涨跌幅PEPB本周上周年初至今月初至今2022/5/27历史分位数25分位50分位90分位2022/5/27历史分位数25分位50分位90分位周期1.0%3.9%-12.8%8.5%15.9910.2%18.6923.1663.281.7827.6%1.732.124.74稳定0.7%1.3%-2.2%3.9%16.4738.3%14.4918.6231.561.2212.8%1.321.722.79金融-1.0%0.9%-11.9%-2.3%6.927.5%8.359.9745.490.720.2%1.161.563.77成长-2.2%4.1%-28.4%5.5%43.8324.2%44.2555.0092.443.2231.6%3.063.695.46消费-2.2%0.4%-20.4%-0.6%36.1055.7%28.1334.5472.593.4035.9%3.103.645.11A股指数涨跌及估值汇总A股行业涨跌及估值汇总A股指数A股风格 国内行业汇总资料来源：Wind，财通证券研究所；本报告截止时间：2022.5.27；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。4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2022/5/27历史分位数25分位50分位90分位2022/5/27历史分位数25分位50分位90分位非银行金融-0.6%1.0%-20.8%-0.6%12.773.1%17.1720.3762.641.120.3%1.882.224.97银行-0.6%0.8%-4.6%-2.8%5.015.7%6.076.9625.250.590.2%0.891.142.98房地产-3.4%0.7%-5.1%-4.4%75.9594.9%12.2919.6849.951.001.5%1.652.143.95汽车1.8%4.5%-17.4%16.0%41.2578.4%17.5321.9752.122.3953.4%1.892.333.83国防军工1.0%1.8%-26.9%9.3%58.2231.2%54.2768.18123.893.3440.9%2.743.745.63机械-0.5%3.6%-25.3%8.4%32.1836.7%27.7836.8594.132.3630.0%2.232.914.47电力设备及新能源-3.1%7.3%-25.5%8.9%42.1944.0%36.0045.5863.443.6462.3%2.383.286.19通信-1.3%2.3%-24.2%3.5%17.334.7%40.7053.3499.211.300.3%2.342.864.04计算机-2.2%1.6%-29.8%2.6%69.9457.4%47.2461.05150.123.1623.0%3.274.316.47电子-3.0%4.6%-32.4%4.0%30.995.1%44.4853.8693.673.2735.2%2.973.745.03传媒1.4%1.9%-26.5%4.3%36.5523.0%37.0250.0599.491.860.6%2.783.726.30农林牧渔0.9%1.8%-9.0%2.5%38.3454.80151.193.3041.5%2.883.494.97商贸零售-0.6%0.8%-8.6%4.0%24.3235.3767.411.4810.6%1.822.404.51纺织服装-1.6%2.9%-9.5%7.1%24.0214.4%26.7234.3374.411.8418.5%1.912.383.89轻工制造-2.0%2.4%-24.9%5.4%27.5720.8%30.4739.5382.112.0723.7%2.112.584.00消费者服务-2.1%1.3%-15.0%-3.7%277.5797.4%37.7051.80127.724.9375.9%3.223.826.87食品饮料-2.6%1.3%-19.2%-2.9%35.4150.3%29.0435.3171.276.5161.6%4.245.689.56家电-4.0%0.9%-21.3%-1.2%16.1923.4%16.3921.1545.102.6335.4%2.333.134.02医药医药-3.1%-1.9%-24.5%-0.4%30.387.9%36.3741.1567.393.5220.5%3.674.326.03交通运输2.4%2.1%-1.6%5.1%16.0612.0%18.3222.6655.981.5322.1%1.571.963.30电力及公用事业0.8%1.4%-13.1%6.5%57.6795.9%19.5323.3142.551.8234.5%1.721.983.05建筑-0.8%0.8%0.1%2.4%11.6131.8%10.8416.8739.351.0414.3%1.181.552.74煤炭7.0%7.4%32.1%11.9%9.7814.7%10.6213.4245.301.6851.4%1.211.634.13石油石化4.1%3.9%-3.5%10.1%10.714.2%12.7318.4935.950.987.5%1.231.513.33钢铁0.9%3.1%-14.5%3.4%9.3125.2%9.2617.2778.671.1535.8%1.061.352.16有色金属-0.4%7.0%-12.7%6.5%18.7012.7%28.3349.98220.012.7536.8%2.313.055.44基础化工-1.0%4.3%-17.2%8.2%19.523.1%29.8443.5279.073.0151.3%2.272.964.56建材-1.8%3.0%-15.2%3.0%12.567.3%16.6527.6874.101.8213.9%1.972.473.98综合综合-1.6%3.2%-12.0%9.3%63.8963.3%29.1149.48119.251.6715.3%1.812.434.63A股行业涨跌及估值汇总周期金融高端制造科技消费公共服务 港股&美股行业汇总资料来源：Wind，财通证券研究所；本报告截止时间：2022.5.27；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。5涨跌幅PEPB本周上周年初至今月初至今2022/5/27历史分位数25分位50