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中国美元nGDP同比增速(X轴)与恒生指数风险溢价
中国美元nGDP同比增速(X轴)与恒生指数风险溢价
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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
图5.6:恒生指数表现强劲,市场资本化大幅上升(2025年增长27.8%)
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行业数据
2026-04-22
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图17、2025年恒生指数同比+27.8%
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行业数据
2026-04-20
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图4.11 恒生指数(VHSI 指数)和标准普尔 500 指数(VIX 指数)的期权隐含波动率
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竞争格局
2026-04-01
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2012年至今H保险股年度涨跌幅及与行业、恒生指数对比(%)
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行业数据
2026-03-11
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2024年8月至今沪深300、上证综指、恒生指数回升
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行业数据
2026-02-25
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图表115.恒生指数股息率与中国10年期国债对比(%,%)
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行业数据
2026-01-23
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恒生指数分行业绝对回报(根据过去一周回报排序)
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行业数据
2026-01-14
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图表3.2025年前11个月恒生指数前10大成份股涨跌幅排名(截至2025年11月
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行业数据
2026-01-14
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IPO规模+上市后募资(配售+供股+代价发行)VS恒生指数走势
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市场规模
2026-01-14
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全口径限售股解禁规模VS恒生指数走势
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市场规模
2026-01-14
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IPO规模VS恒生指数走势
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市场规模
2026-01-14
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恒生指数分行业绝对回报(根据过去一周回报排序)
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行业数据
2026-01-07
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恒生指数周成交额(亿港元)与港交所股价(港元)
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行业数据
2026-01-07
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恒生指数股权风险溢价ERP目前位于2002年以来的38%分位数
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行业数据
2025-12-19
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图39、疫情后的GGR对于2019年恢复度与恒生指数的拟合变化走势
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行业数据
2025-12-17
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将 2006 年以来的短期增速(向前平移 400 天)与当期溢价绘制成散点图并做线性回归,我们发现短期增速可以解释 62.8%的风险溢价变化。在实践中,我们也可以选择用更少的观测值来进行线性回归,以求更贴合当下特定环境的回归结果。
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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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