量化周报：中证500、中证1000确认日线级别上涨

请仔细阅读本报告末页声明 作者分析师执业证书编号：S0680518030007邮箱：liufubing@gszq.com分析师执业证书编号：S0680518100004邮箱：linzhipeng@gszq.com分析师执业证书编号：S0680521120003邮箱：miaolingkai@gszq.com分析师执业证书编号：S0680521120005邮箱：shenzhiqi@gszq.com分析师执业证书编号：S0680522070006邮箱：liangsihan@gszq.com分析师执业证书编号：S0680524050001邮箱：yangye1@gszq.com分析师执业证书编号：S0680524060003邮箱：zhangguoan@gszq.com分析师执业证书编号：S0680524070004邮箱：zhaobowen@gszq.com研究助理执业证书编号：S0680123070005邮箱：wangyisheng@gszq.com研究助理执业证书编号：S0680124070019邮箱：ruanjunye@gszq.com相关研究1、《量化分析报告：择时雷达六面图：信用方向转为上行趋势》2025-06-142、《量化点评报告：TMT拥挤度回落，哑铃型配置或是当下最优解》2025-06-113、《量化周报：市场有望继续上涨》2025-06-08 刘富兵林志朋缪铃凯沈芷琦梁思涵杨晔张国安赵博文汪宜生阮俊烨 P.2内容目录1.市场走势分析................................................................................................................................................41.1中证500、中证1000确认日线级别上涨..............................................................................................41.2创业板处于日线级别下跌中..................................................................................................................52.市场行业分析................................................................................................................................................62.1中期看多轻工、纺服、非银、建筑、电力设备及新能源、建材、医药、钢铁，看空石油石化、房地产..62.2有色确认日线上涨，食品饮料迎来日线下跌.........................................................................................83.市场景气与情绪观察.....................................................................................................................................93.1 A股景气指数观察.................................................................................................................................93.2 A股情绪指数观察...............................................................................................................................104.情绪指标择时和主题投资机会.....................................................................................................................134.1半导体概念股机会..............................................................................................................................134.2中证500增强组合.............................................................................................................................134.3沪深300增强组合.............................................................................................................................155.市场风格分析..............................................................................................................................................175.1风格因子表现.....................................................................................................................................175.2市场主要指数收益风格归因................................................................................................................18风险提示.........................................................................................................................................................20附录：.............................................................................................................................................................20指数分析及投资建议.................................................................................................................................20行业分析及投资建议.................................................................................................................................21图表目录图表1：上证综指走势结构图...........................................................................................................................4图表2：上证50走势结构图............................................................................................................................4图表3：沪深300走势结构图..........................................................................................................................4图表4：中证500走势结构图..........................................................................................................................4图表5：中证1000走势结构图........................................................................................................................5图表6：深证成指走势结构图...........................................................................................................................5图表7：创业板指走势结构图...........................................................................................................................5图表8：轻工中期走势结构图...........................................................................................................................6图表9：纺服中期走势结构图...........................................................................................................................6图表10：建材中期走势结构图.........................................................................................................................6图表11：非银中期走势结构图.........................................................................................................................6图表12：建筑中期走势结构图.........................................................................................................................7图表13：电力设备