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美元价值因子(美国M2增速/美国rGDP增速)相关性测试(预测对象:物价汇率综合因子)
美元价值因子(美国M2增速/美国rGDP增速)相关性测试(预测对象:物价汇率综合因子)
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图片大小:404KB
图片尺寸:2244*1205
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所属报告:
港股风险溢价2.0:港股估值底层逻辑再思考-251014(42页).pdf
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相关数据
18A-25A上市银行营收同比增速与国债利率、ROIC的相关性(剔除上市后第一年业绩)
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gqggICAgIHwg5Z+O5ZWG6KGMICAgfCAwLjg1ICAgICAgICAgICAgICAgICAgICAgICAgICAgICB8IDAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICB8CgrotYTmlpnmnaXmupDvvJpXaW5k44CB5bm/5Y+R6K+B5Yi45Y+R5bGV56CU56m25Lit5b+D
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行业数据
2026-07-10
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中国重卡国内销量同比增速与中重卡保有量同比增速、重卡相关景气指标同比增速的中短期相关性不明显
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行业数据
2026-07-06
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国股行3个月票据直贴利率均值与信贷相关性
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行业数据
2026-07-06
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2001年12月至今油价与我国出口相关性
fCDlm57lvZLmlrnnqIsgICAgICAgICAgICB8IOaoqui9tO+8iOW4g+S8pueJueWOn+ayueeOsOi0p+S7t++8iSB8IOe6tei9tO+8iOWHuuWPo+mHkemineW9k+aciOWQjOavlO+8iSB8IOaVsOaNruaXtumXtOiMg+WbtCAgIHwKfC0tLS0tLS0tLS0tLS0tLS0tLS0tLXwtLS0tLS0tLS0tLS0tLS0tLS0tLS0tLS0tLXwtLS0tLS0tLS0tLS0tLS0tLS0tLS0tLS0tLXwtLS0tLS0tLS0tLS0tLS0tfAp8IHkgPSAtMC4wNTd4ICsgMTcuMjAxIHwg576O5YWDL+ahtiAgICAgICAgICAgICAgICAgIHwgJSAgICAgICAgICAgICAgICAgICAgICAgIHwgMjAwMeW5tDEy5pyI6Iez5LuKIHwKCui1hOaWmeadpea6kO+8mldpbmTvvIzotKLpgJror4HliLjnoJTnqbbmiYA=
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行业数据
2026-07-02
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2018年1月至今油价与我国出口相关性
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行业数据
2026-07-02
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房地产及产业链各指标相关性
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产业链
2026-06-26
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2023-2025年货币市场利率抬升与10Y国债利率快速下行相关性很高
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行业数据
2026-06-25
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美国核心CPI同比增长率与布伦特原油价格存在明显正相关性
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行业数据
2026-06-25
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2008年之前,国内利率与CPI走势密切相关,之后相关性明显下降
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行业数据
2026-06-25
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2023-2025年货币市场利率抬升与人民币兑美元汇率贬值相关性很高
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行业数据
2026-06-25
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2000年以来美元指数和港股,负相关性失效案例及原因
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2026-06-02
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图38、美国通胀与油价有较高的相关性
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行业数据
2026-05-19
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图23、2025Q4-2026Q1,人民币脱离美元走强,二者相关性显著下滑
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行业数据
2026-05-19
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2025年7月以来绿证价格和碳价呈现明显的正相关性
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行业数据
2026-05-06
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TALIS TKS 2024中GPK的平均分数与PISA 2022中15岁学生的平均数学分数之间的相关性
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2026-04-29
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2026-07-30
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2026-07-30
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选定美国 rGDP 和美国 M2 后,我们进一步通过双向敏感性测试寻找两个指标的最优时间差组合。测试结果结论仍为美国 rGDP(领先五个季度)+美国 M2(领先九个月)的组合。将两个指标结合使用,美元价值因子和物价汇率综合因子的相关性可以达到 0.37。
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