国盛证券-十月可转债量化月报：权益市场反弹，转债估值新低-20241014
VIP专享
|
gszqdatemark
YTM
1 YTM YTM YTM
YTM 2018 4.27%
2CCBA
CCBA -7.42%
2018
ETF
YTM
1.47%
ETF 10 11 ETF
130% ETF
+
1
ccb_out
6 8
2+
+
2018
7.8%
5.6%
S0680522070006
liangsihan@gszq.com
S0680518100004
linzhipeng@gszq.com
S0680518030007
liufubing@gszq.com
1
2024-10-09
212
A 2024-10-07
3
2024-10-07
2024 10 14
年 月 日
gszqdatemark
P.2
............................................................................................................ 3
+ ............................................................................................ 6
............................................................................................ 8
..............................................................................................................................10
..............................................................................................................................16
1 YTM - 62024/10/11 ....................................... 3
2 CCBA 2024/10/11 ................................................................. 4
3 2024/10/11....................................................... 4
4 &2024/10/11 ..................................................................................... 5
5 &2024/10/11 ..................................................................................... 5
6 ETF 2024/10/11 ............................................................................. 5
7 2024/10/11 ............................................................................................. 6
8 +2024/10/11 ..................................................................................... 6
9 +2024/10/11 .............................................................................. 7
10 2024/10/11 ........................................................................................ 7
11 2024/10/11 .................................................................................. 7
12 2018/1/1-2024/10/11 ....................................................................... 8
13 2024/9/1-2024/10/11 ....................................................................... 8
14 2024/9/1-2024/10/11 3 AA-
............................................................................................................................................................ 8
15 2024/9/1-2024/10/11 3
AA- ................................................................................................................... 9
16 2024/10/11 ..............................................................................................10
17 2024/10/11 ..............................................................................................10
18 +2024/10/11 ..................................................................................11
19 +2024/10/11 ..................................................................................11
20 +2024/10/11 ..................................................................................11
21 +2024/10/11 ..................................................................................12
22 2024/10/11 .................................................................................................12
23 2024/10/11 ...........................................................................................12
24 2024/10/11 ...........................................................................................13
25 2024/10/11 .......................................................................................13
26 2024/10/11 .......................................................................................14
27 2024/10/11 .......................................................................................14
28 2024/10/11 .......................................................................................14
29 2024/10/11 .......................................................................................15
30 2024/10/11 .................................................................................16
31 +2024/10/11 .....................................................................16
32 +2024/10/11 .....................................................................17
33 2024/10/11 ..............................................................................17
34 2024/10/11 ..............................................................................18
35 2024/10/11 ..........................................................................18
36 2024/10/11 ..........................................................................19
2024 10 14
年 月 日
gszqdatemark
P.3
YTM YTM 3 AA
YTM YTM
delta
YTM - 6-2.38% 2018
4.27%
CCBA CCBA
=/CCBA -1
CCBA -7.42% 2018
1 YTM - 62024/10/11
Wind
-4%
-3%
-2%
-1%
0%
1%
2%
3%
4%
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
2018 2019 2020 2021 2022 2023 2024
信用债与转债YTM差值-历史6年中位数 中证转债净值(左轴)
当前水平
2024 10 14
年 月 日
摘要：
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作者：WELIANG
分类：按报告类型
价格：免费
属性：20 页
大小：1.52MB
格式：PDF
时间：2024-10-16
