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Data as of 2026-07-24

A · Market Overview

Current market state:DowntrendLarge-cap leadsHigh vol / dispersed
Today 07-24 · Week from 07-20 (Mon) · Month from 07-01 · Year from 2026-01-01
CSI 300Large
Today-1.67%
Week+2.65%
Month-6.63%
YTD+0.42%
CSI 500Mid
Today-2.61%
Week+0.25%
Month-16.59%
YTD+0.90%
CSI 1000Small
Today-2.78%
Week-2.40%
Month-20.59%
YTD-7.89%
CSI 2000Micro
Today-2.76%
Week-4.07%
Month-21.17%
YTD-14.00%
Large/Mid/Small-cap NAV (2Y, normalized)
Market valuation · current median PE 37.6（pctile 54%）

B · Style (Barra) Barra data as of 2026-07-22（2026-07-24）

1M leader:Earnings (+3.33%) · weakest:Volatility (-5.43%)
10 style factors · cumulative NAV
Style factor returns
Style factor1M3MYTDAll
Size+0.62%+1.68%-0.31%-75.98%
Value (B/P)+1.50%+0.07%-1.37%+12.47%
Growth+0.18%+1.55%+1.24%+124.40%
Momentum-0.41%+1.65%+0.92%+23.49%
Volatility-5.43%-5.22%-6.98%-42.86%
Liquidity-3.95%-1.39%-0.49%-74.93%
Earnings+3.33%+3.86%+5.75%+40.35%
Leverage+0.53%-1.09%-1.03%+9.39%
Beta+0.88%+3.33%+2.53%+197.97%
Non-linear Size-2.86%+2.56%+5.14%-42.28%

C · Market Risk

Advancers/Decliners534 / 4632
60D new high/low18 / 1067
Limit up/down51 / 45
CSI 300 realized volatility (annualized)
Cross-sectional return dispersion (high=dispersed, low=in-sync)
Market breadth · daily advance/decline (6M)

D · Sector Rotation SW Level-1 industry indices · as of 2026-07-24

1M strong:Coal, Agriculture, Banks · weak:Electronics, Telecom, Building Materials
31 SW Level-1 industries · 1M return ranking
Sector rotation heatmap (last 24M)

E · Sentiment & Flow

Avg turnover2.78%
Total turnover19309 ×100M
Top-5% share50%
Market turnover rate
Total market turnover
Turnover concentration