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Data as of 2026-09-22

A · Market Overview

Current market state:Range-boundSmall-cap leads
Today 09-22 · Week from 09-21 (Mon) · Month from 09-01 · Year from 2026-01-01
CSI 300Large
Today+0.11%
Week+0.83%
Month-1.74%
YTD-1.84%
CSI 500Mid
Today-0.27%
Week+0.38%
Month-1.55%
YTD+4.87%
CSI 1000Small
Today-0.09%
Week+0.93%
Month-0.15%
YTD+2.16%
CSI 2000Micro
Today+0.07%
Week+2.08%
Month+2.47%
YTD+1.73%
Large/Mid/Small-cap NAV (2Y, normalized)
Market valuation · current median PE 41.3（pctile 63%）

B · Style (Barra) Barra data as of 2026-09-18（2026-09-22）

1M leader:Volatility (+0.71%) · weakest:Size (-1.86%)
10 style factors · cumulative NAV
Style factor returns
Style factor1M3MYTDAll
Size-1.86%-4.54%-5.42%-77.22%
Value (B/P)+0.64%+1.65%-1.23%+12.64%
Growth+0.19%+0.63%+1.70%+125.41%
Momentum+0.14%+2.07%+3.43%+26.56%
Volatility+0.71%-2.79%-4.39%-41.27%
Liquidity-0.33%-5.49%-2.09%-75.34%
Earnings-0.90%+2.17%+4.56%+38.78%
Leverage-0.33%+0.60%-0.97%+9.47%
Beta+0.48%+0.80%+2.45%+197.71%
Non-linear Size-0.29%-4.37%+3.50%-43.18%

C · Market Risk

Advancers/Decliners2283 / 2783
60D new high/low302 / 25
Limit up/down84 / 9
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 2026-09-22

1M strong:Telecom, Real Estate, Defense & Military · weak:Steel, Non-ferrous Metals, Electrical Equipment
31 SW Level-1 industries · 1M return ranking
Sector rotation heatmap (last 24M)

E · Sentiment & Flow

Avg turnover3.40%
Total turnover21354 ×100M
Top-5% share46%
Market turnover rate
Total market turnover
Turnover concentration