全球估值观察系列六：科创50估值低于10%分位数

科创50估值低于10%分位数——全球估值观察系列六分析师：李美岑SAC：S0160521120002分析师：王源SAC：S0160522030003报告日期：2022.6.5证券研究报告 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：2022.6.2；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。日经225、台湾加权指数、韩国综合指数、德国DAX的PE、PB估值数据缺失，暂用5.30数据。2全球指数涨跌及估值汇总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2022/6/2历史分位数25分位50分位90分位2022/6/2历史分位数25分位50分位90分位俄罗斯RTS5.8%-8.5%-24.8%-0.7%4.684.4%5.767.1410.870.8964.8%0.760.831.13深证成指3.9%-2.3%-21.7%0.9%27.6558.1%17.0924.5845.222.7239.7%2.392.974.76日经2253.7%0.2%-3.6%1.8%19.4640.8%17.7620.3825.221.7066.5%1.351.601.86上证指数2.1%-0.5%-12.2%0.3%12.4517.9%13.3516.6448.761.325.5%1.531.954.68恒生指数1.9%-0.1%-9.9%-1.6%9.8327.1%9.7112.2917.650.963.2%1.201.412.21台湾加权指数1.8%0.8%-9.1%-1.5%12.070.6%15.1216.5523.622.0490.2%1.601.682.02印度SENSEX301.6%1.0%-4.3%0.4%22.5132.5%21.4123.8931.193.2479.4%2.822.973.58韩国综合指数1.2%0.0%-10.3%-0.6%11.4524.6%11.5114.3026.791.0140.1%0.941.051.37德国DAX0.0%3.4%-9.0%0.5%13.1014.7%14.1217.1840.531.6251.1%1.471.611.93法国CAC40-0.5%3.7%-9.3%0.3%14.8222.4%15.4419.5231.441.7388.6%1.291.441.74英国富时100-0.7%2.6%2.0%-1.0%15.2920.5%15.8419.0057.601.7435.2%1.691.811.94道琼斯工业指数-0.9%6.2%-9.5%-0.3%21.1479.3%15.7518.0123.726.2493.2%2.833.394.91纳斯达克指数-1.0%6.8%-23.2%-0.6%28.7220.4%29.5134.2264.184.5685.9%2.863.425.11标普500-1.2%6.6%-13.8%-0.6%20.3554.3%17.0719.6726.644.1189.8%2.512.824.13全球股市 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：2022.6.2；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。3A股指数涨跌及估值汇总港股行业涨跌及估值汇总涨跌幅PEPB本周上周年初至今月初至今2022/6/2历史分位数25分位50分位90分位2022/6/2历史分位数25分位50分位90分位科创508.7%-4.9%-22.8%4.3%42.209.5%59.0772.0882.664.936.5%6.176.737.87创业板指5.8%-3.9%-26.0%2.2%49.1538.6%42.0253.2269.485.7760.1%4.295.158.31深证成指3.9%-2.3%-21.7%0.9%27.6558.1%17.0924.5845.222.7239.7%2.392.974.76中证10003.7%-0.9%-19.6%1.4%30.5412.0%36.3144.0580.492.4626.9%2.402.904.19万得全A(除金融、石油石化)3.6%-1.3%-17.4%1.0%25.7927.6%25.2233.1565.282.4935.7%2.242.874.95万得全A3.1%-1.2%-16.9%0.8%17.0824.3%17.2020.9459.171.6611.7%1.862.164.86中证5003.0%-0.5%-17.4%0.9%20.347.4%26.4731.5168.091.673.3%2.092.524.07中证8002.4%-1.5%-17.3%0.2%13.2731.0%12.7414.9029.861.4510.0%1.561.753.46万得主板2.3%-0.7%-14.9%0.2%14.7118.3%15.9619.9859.131.463.0%1.752.134.86沪深3002.2%-1.9%-17.2%0.0%12.1831.7%11.7113.5727.271.4013.6%1.491.693.36A股指数2.1%-0.5%-12.2%0.3%12.4617.9%13.3516.6548.631.325.5%1.531.954.75上证501.0%-1.6%-14.8%-0.8%9.7925.8%9.7411.5224.681.2219.4%1.251.583.15涨跌幅PEPB本周上周年初至今月初至今2022/6/2历史分位数25分位50分位90分位2022/6/2历史分位数25分位50分位90分位成长5.7%-2.2%-24.4%2.3%46.3028.7%44.2754.9692.433.4238.6%3.063.695.46周期2.8%1.0%-10.3%1.2%16.4012.1%18.6823.1563.261.8329.6%1.732.124.74消费2.1%-2.2%-18.8%-1.2%36.8658.3%28.1434.5772.533.5041.8%3.103.645.11稳定0.0%0.7%-2.2%-0.7%16.2937.1%14.4918.6231.561.2212.4%1.321.722.79金融-0.6%-1.0%-12.4%-0.6%6.897.1%8.359.9645.480.710.0%1.161.563.77A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：2022.6.2；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。4A股行业涨跌及估值汇总全球指数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2022/6/2历史分位数25分位50分位90分位2022/6/2历史分位数25分位50分位90分位非银行金融0.9%-0.6%-20.1%0.0%12.923.8%17.1620.3662.631.130.5%1.882.224.96银行-1.1%-0.6%-5.6%-0.9%4.965.3%6.076.9625.140.580.0%0.891.142.98房地产-2.5%-3.4%-7.5%-1.0%74.0894.5%12.3019.7250.140.980.8%1.652.143.95汽车7.2%1.8%-11.5%5.2%44.0081.4%17.5321.9752.082.5662.6%1.892.333.83电力设备及新能源6.9%-3.1%-20.4%3.2%45.0148.6%36.0045.5663.443.8966.7%2.383.286.19机械6.0%-0.5%-20.8%3.0%34.3942.2%27.8336.8394.112.5336.5%2.232.914.46国防军工4.6%1.0%-23.5%2.8%60.9836.3%54.2868.16123.683.5043.6%2.743.745.63电子7.1%-3.0%-27.6%2.7%33.338.8%44.4353.8593.673.5541.7%2.973.745.03计算机5.9%-2.2%-25.7%2.2%74.3960.0%47.2761.07149.753.3626.5%3.274.306.47通信4.5%-1.3%-20.8%2.1%17.294.7%40.6953.3499.191.320.4%2.342.854.04食品饮料3.5%-2.6%-16.4%-1.3%36.6353.5%29.0435.3471.276.8165.7%4.255.689.55轻工制造3.3%-2.0%-22.4%0.5%28.5822.5%30.3939.4882.112.1526.2%2.112.584.00消费者服务3.3%-2.1%-12.2%-1.3%286.0197.8%37.7351.81128.525.0978.7%3.223.826.87传媒2.3%1.4%-24.8%0.0%37.2225.7%37.0250.0299.471.901.1%2.783.726.29家电2.2%-4.0%-19.6%0.1%16.4425.2%16.3921.1545.102.7337.7%2.333.134.02农林牧渔1.6%0.9%-7.6%-1.5%38.3454.80151.193.3644.3%2.883.494.97纺织服装0.7%-1.6%-8.8%-0.1%23.8413.7%26.6934.3074.381.8318.3%1.902.383.89商贸零售0.4%-0.6%-8.3%-1.3%24.3235.3767.411.4912.9%1.822.404.51医药医药0.9%-3.1%-23.9%-1.4%30.738.7%36.3541.1567.383.5722.3%3.664.326.03电力及公用事业1.9%0.8%-11.4%-0.5%58.3496.0%19.5423.3142.671.8536.8%1.721.983.05交通运输1.3%2.4%-0.3%-0.2%16.2413.1%18.2922.6455.981.5523.3%1.571.963.29建筑-1.7%-0.8%-1.6%-0.3%11.3829.6%10.8416.8739.331.0211.4%1.171.552.74基础化工3.8%-1.0%-14.0%1.2%20.304.0%29.8343.5179.053.1355.3%2.272.964.56钢铁3.3%0.9%-11.7%2.1%9.6426.7%9.2717.2578.621.1939.3%1.061.352.16建材2.4%-1.8%-13.1%2.0%12.778.3%16.6327.6673.991.8616.5%1.972.473.98有色金属2.0%-0.4%-11.0%0.5%19.1113.4%28.2749.97219.982.8238.9%2.313.045.43石油石化0.1%4.1%-3.4%-2.5%10.664.0%12.7118.4835.950.977.3%1.231.513.33煤炭-2.7%7.0%28.5%-1.2%9.4510.1%10.6113.4245.301.6350.0%1.211.634.13综合综合2.4%-1.6%-9.9%1.1%65.0163.8%29.1849.53119.201.7016.9%1.812.434.63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：2022.6.2；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。美股行业的PE、PB估值数据缺失，暂用5.27数据。5港股行业涨跌及估值