价值溢价率统计
价值溢价率—按照评级统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
AAA |
40 |
-1.0% |
-0.5% |
2 |
9 |
12 |
11 |
5 |
1 |
AA+ |
62 |
2.2% |
2.7% |
|
5 |
17 |
19 |
19 |
2 |
AA |
141 |
6.0% |
4.0% |
|
6 |
22 |
51 |
38 |
24 |
AA- |
158 |
6.6% |
4.4% |
1 |
7 |
25 |
48 |
46 |
31 |
A+ |
107 |
12.0% |
7.0% |
1 |
6 |
17 |
18 |
27 |
38 |
A |
22 |
2.9% |
2.6% |
2 |
4 |
1 |
8 |
2 |
5 |
A- |
3 |
6.7% |
3.0% |
|
1 |
|
1 |
|
1 |
BBB+ |
1 |
-16.0% |
-16.0% |
1 |
|
|
|
|
|
B+ |
1 |
-8.2% |
-8.2% |
|
1 |
|
|
|
|
B- |
3 |
-10.9% |
-11.4% |
2 |
1 |
|
|
|
|
CC |
1 |
-3.9% |
-3.9% |
|
|
1 |
|
|
|
合计 |
539 |
6.1% |
3.7% |
9 |
40 |
95 |
156 |
137 |
102 |
价值溢价率—按照价格统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
90-100 |
6 |
-2.8% |
-4.2% |
|
2 |
2 |
2 |
|
|
100-110 |
70 |
2.4% |
2.3% |
4 |
7 |
13 |
19 |
17 |
10 |
110-120 |
167 |
5.4% |
5.5% |
1 |
6 |
17 |
53 |
63 |
27 |
120-130 |
153 |
3.1% |
2.5% |
1 |
13 |
35 |
49 |
33 |
22 |
>130 |
143 |
12.3% |
3.7% |
3 |
12 |
28 |
33 |
24 |
43 |
合计 |
539 |
6.1% |
3.7% |
9 |
40 |
95 |
156 |
137 |
102 |
价值溢价率—按照转债余额统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
<=2亿 |
26 |
43.3% |
17.7% |
1 |
|
2 |
4 |
3 |
16 |
2亿-5亿 |
170 |
6.4% |
5.1% |
3 |
9 |
25 |
46 |
40 |
47 |
5亿-10亿 |
179 |
4.2% |
4.0% |
3 |
14 |
28 |
54 |
53 |
27 |
10亿-20亿 |
79 |
3.6% |
3.4% |
|
4 |
17 |
24 |
23 |
11 |
20亿-50亿 |
60 |
1.3% |
1.7% |
|
7 |
16 |
23 |
13 |
1 |
50亿以上 |
25 |
-1.5% |
-1.9% |
2 |
6 |
7 |
5 |
5 |
|
合计 |
539 |
6.1% |
3.7% |
9 |
40 |
95 |
156 |
137 |
102 |
税前收益率统计
税前收益率—按照评级统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
AAA |
40 |
-20.1% |
-1.3% |
3 |
3 |
22 |
12 |
|
|
AA+ |
62 |
-4.4% |
-1.6% |
10 |
7 |
25 |
19 |
1 |
|
AA |
141 |
-6.5% |
-1.9% |
21 |
14 |
72 |
34 |
|
|
AA- |
158 |
-4.3% |
-0.7% |
11 |
8 |
76 |
63 |
|
|
A+ |
107 |
-3.9% |
-0.8% |
12 |
7 |
53 |
32 |
3 |
|
A |
22 |
-2.9% |
-1.5% |
1 |
5 |
12 |
4 |
|
|
A- |
3 |
-17.7% |
3.1% |
1 |
|
|
1 |
1 |
|
BBB+ |
1 |
6.0% |
6.0% |
|
|
|
|
1 |
|
B+ |
1 |
5.5% |
5.5% |
|
|
|
|
1 |
|
B- |
3 |
3.7% |
3.4% |
|
|
|
2 |
1 |
|
CC |
1 |
13.3% |
13.3% |
|
|
|
|
|
1 |
合计 |
539 |
-5.9% |
-1.1% |
59 |
44 |
260 |
167 |
8 |
1 |
税前收益率—按照价格统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
90-100 |
6 |
7.9% |
7.1% |
|
|
|
1 |
4 |
1 |
100-110 |
70 |
1.6% |
2.3% |
|
3 |
5 |
58 |
4 |
|
110-120 |
167 |
-0.8% |
0.3% |
6 |
2 |
60 |
99 |
|
|
120-130 |
153 |
-2.7% |
-1.4% |
8 |
6 |
130 |
9 |
|
|
>130 |
143 |
-19.4% |
-5.6% |
45 |
33 |
65 |
|
|
|
合计 |
539 |
-5.9% |
-1.1% |
59 |
44 |
260 |
167 |
8 |
1 |
税前收益率—按照转债余额统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
<=2亿 |
26 |
-36.1% |
-19.2% |
17 |
2 |
7 |
|
|
|
2亿-5亿 |
170 |
-5.3% |
-1.6% |
25 |
18 |
84 |
40 |
2 |
1 |
5亿-10亿 |
179 |
-1.8% |
-0.6% |
8 |
13 |
89 |
66 |
3 |
|
10亿-20亿 |
79 |
-1.3% |
-0.7% |
3 |
4 |
42 |
28 |
2 |
|
20亿-50亿 |
60 |
-14.8% |
-1.2% |
6 |
7 |
25 |
21 |
1 |
|
50亿以上 |
25 |
-0.1% |
-0.1% |
|
|
13 |
12 |
|
|
合计 |
539 |
-5.9% |
-1.1% |
59 |
44 |
260 |
167 |
8 |
1 |
|
转股溢价率统计
转股溢价率—按照评级统计 |
类别 |
总数 |
均值 |
中位数 |
<=0 |
0至15 |
15至30 |
30至45 |
45至60 |
>60 |
AAA |
40 |
39.7% |
31.2% |
1 |
5 |
14 |
8 |
4 |
8 |
AA+ |
62 |
42.0% |
33.6% |
|
15 |
12 |
10 |
11 |
14 |
AA |
141 |
52.3% |
38.3% |
2 |
19 |
28 |
31 |
23 |
38 |
AA- |
158 |
51.2% |
40.2% |
|
12 |
38 |
40 |
29 |
39 |
A+ |
107 |
64.9% |
45.6% |
|
8 |
21 |
24 |
12 |
42 |
A |
22 |
30.8% |
32.5% |
|
5 |
5 |
7 |
5 |
|
A- |
3 |
84.1% |
32.0% |
|
|
1 |
1 |
|
1 |
BBB+ |
1 |
4.7% |
4.7% |
|
1 |
|
|
|
|
B+ |
1 |
10.5% |
10.5% |
|
1 |
|
|
|
|
B- |
3 |
4.0% |
4.4% |
|
3 |
|
|
|
|
CC |
1 |
98.6% |
98.6% |
|
|
|
|
|
1 |
合计 |
539 |
51.3% |
38.6% |
3 |
69 |
119 |
121 |
84 |
143 |
转股溢价率—按照价格统计 |
类别 |
总数 |
均值 |
中位数 |
<=0 |
0至15 |
15至30 |
30至45 |
45至60 |
>60 |
90-100 |
6 |
131.4% |
129.5% |
|
|
|
|
|
6 |
100-110 |
70 |
86.5% |
73.9% |
|
7 |
6 |
5 |
12 |
40 |
110-120 |
167 |
63.0% |
55.5% |
|
6 |
17 |
29 |
42 |
73 |
120-130 |
153 |
35.9% |
32.8% |
|
11 |
55 |
60 |
20 |
7 |
>130 |
143 |
33.6% |
22.7% |
3 |
45 |
41 |
27 |
10 |
17 |
合计 |
539 |
51.3% |
38.6% |
3 |
69 |
119 |
121 |
84 |
143 |
转股溢价率—按照转债余额统计 |
类别 |
总数 |
均值 |
中位数 |
<=0 |
0至15 |
15至30 |
30至45 |
45至60 |
>60 |
<=2亿 |
26 |
77.6% |
37.3% |
|
4 |
6 |
5 |
1 |
10 |
2亿-5亿 |
170 |
46.6% |
37.0% |
1 |
23 |
36 |
51 |
19 |
40 |
5亿-10亿 |
179 |
52.7% |
38.6% |
1 |
23 |
41 |
35 |
32 |
47 |
10亿-20亿 |
79 |
54.9% |
45.6% |
|
7 |
17 |
14 |
16 |
25 |
20亿-50亿 |
60 |
43.1% |
42.5% |
1 |
11 |
10 |
11 |
13 |
14 |
50亿以上 |
25 |
54.0% |
34.1% |
|
1 |
9 |
5 |
3 |
7 |
合计 |
539 |
51.3% |
38.6% |
3 |
69 |
119 |
121 |
84 |
143 |
税前回售收益率统计
税前回售收益率—按照评级统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
AAA |
19 |
-18.7% |
-5.7% |
7 |
5 |
7 |
|
|
|
AA+ |
46 |
-17.6% |
-8.4% |
20 |
12 |
13 |
|
1 |
|
AA |
119 |
-14.2% |
-7.4% |
43 |
38 |
36 |
2 |
|
|
AA- |
144 |
-9.9% |
-6.0% |
33 |
56 |
53 |
2 |
|
|
A+ |
99 |
-13.9% |
-6.2% |
28 |
31 |
35 |
3 |
2 |
|
A |
20 |
-13.2% |
-8.3% |
7 |
8 |
5 |
|
|
|
A- |
2 |
-0.6% |
-0.6% |
|
1 |
|
|
1 |
|
BBB+ |
1 |
0.8% |
0.8% |
|
|
|
1 |
|
|
B+ |
1 |
-3.2% |
-3.2% |
|
|
1 |
|
|
|
B- |
2 |
-5.2% |
-5.2% |
|
1 |
1 |
|
|
|
CC |
1 |
26.4% |
26.4% |
|
|
|
|
|
1 |
合计 |
454 |
-13.0% |
-6.5% |
138 |
152 |
151 |
8 |
4 |
1 |
税前回售收益率—按照价格统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
90-100 |
6 |
9.0% |
6.0% |
|
|
|
1 |
4 |
1 |
100-110 |
54 |
-2.6% |
-2.1% |
1 |
5 |
41 |
7 |
|
|
110-120 |
140 |
-6.9% |
-4.4% |
21 |
42 |
77 |
|
|
|
120-130 |
139 |
-12.6% |
-6.4% |
42 |
64 |
33 |
|
|
|
>130 |
115 |
-27.1% |
-11.9% |
74 |
41 |
|
|
|
|
合计 |
454 |
-13.0% |
-6.5% |
138 |
152 |
151 |
8 |
4 |
1 |
税前回售收益率—按照转债余额统计 |
类别 |
总数 |
均值 |
中位数 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
<=2亿 |
14 |
-60.2% |
-34.9% |
14 |
|
|
|
|
|
2亿-5亿 |
141 |
-13.3% |
-7.4% |
50 |
54 |
36 |
|
|
1 |
5亿-10亿 |
168 |
-11.9% |
-6.4% |
44 |
57 |
60 |
6 |
1 |
|
10亿-20亿 |
75 |
-7.8% |
-5.9% |
18 |
25 |
29 |
1 |
2 |
|
20亿-50亿 |
43 |
-12.5% |
-5.2% |
9 |
13 |
19 |
1 |
1 |
|
50亿以上 |
13 |
-6.0% |
-2.8% |
3 |
3 |
7 |
|
|
|
合计 |
454 |
-13.0% |
-6.5% |
138 |
152 |
151 |
8 |
4 |
1 |
|
涨幅统计
涨幅—按照评级统计 |
类别 |
总数 |
均值 |
中位数 |
<=-8 |
-8至-3 |
-3至0 |
0至3 |
3至8 |
>8 |
AAA |
40 |
0.19% |
0.17% |
|
|
10 |
30 |
|
|
AA+ |
62 |
0.45% |
0.43% |
|
|
8 |
54 |
|
|
AA |
141 |
0.48% |
0.51% |
1 |
1 |
19 |
118 |
2 |
|
AA- |
158 |
0.68% |
0.50% |
|
|
23 |
131 |
3 |
1 |
A+ |
107 |
1.19% |
0.51% |
1 |
|
7 |
94 |
3 |
2 |
A |
22 |
0.94% |
0.92% |
|
|
2 |
19 |
1 |
|
A- |
3 |
0.93% |
0.40% |
|
|
|
3 |
|
|
BBB+ |
1 |
2.12% |
2.12% |
|
|
|
1 |
|
|
B+ |
1 |
0.56% |
0.56% |
|
|
|
1 |
|
|
B- |
3 |
-0.76% |
-0.47% |
|
|
2 |
1 |
|
|
CC |
1 |
0.91% |
0.91% |
|
|
|
1 |
|
|
合计 |
539 |
0.67% |
0.48% |
2 |
1 |
71 |
453 |
9 |
3 |
涨幅—按照价格统计 |
类别 |
总数 |
均值 |
中位数 |
<=-8 |
-8至-3 |
-3至0 |
0至3 |
3至8 |
>8 |
90-100 |
6 |
0.40% |
0.31% |
|
|
|
6 |
|
|
100-110 |
70 |
0.22% |
0.15% |
|
|
12 |
58 |
|
|
110-120 |
167 |
0.39% |
0.35% |
|
|
26 |
141 |
|
|
120-130 |
153 |
0.69% |
0.60% |
|
|
13 |
139 |
1 |
|
>130 |
143 |
1.22% |
0.74% |
2 |
1 |
20 |
109 |
8 |
3 |
合计 |
539 |
0.67% |
0.48% |
2 |
1 |
71 |
453 |
9 |
3 |
涨幅—按照转债余额统计 |
类别 |
总数 |
均值 |
中位数 |
<=-8 |
-8至-3 |
-3至0 |
0至3 |
3至8 |
>8 |
<=2亿 |
26 |
1.81% |
0.65% |
|
|
2 |
20 |
2 |
2 |
2亿-5亿 |
170 |
0.90% |
0.55% |
2 |
|
16 |
148 |
3 |
1 |
5亿-10亿 |
179 |
0.57% |
0.45% |
|
1 |
21 |
154 |
3 |
|
10亿-20亿 |
79 |
0.53% |
0.30% |
|
|
12 |
66 |
1 |
|
20亿-50亿 |
60 |
0.23% |
0.26% |
|
|
14 |
46 |
|
|
50亿以上 |
25 |
0.23% |
0.13% |
|
|
6 |
19 |
|
|
合计 |
539 |
0.67% |
0.48% |
2 |
1 |
71 |
453 |
9 |
3 |
价格统计
|
类别 |
总数 |
均价 |
中位数 |
<=90 |
90-100 |
100-110 |
110-120 |
120-130 |
>130 |
合计 |
539 |
128.7 |
121.4 |
|
6 |
70 |
167 |
153 |
143 |
占比(%) |
|
1.1 |
13 |
31 |
28.4 |
26.5 |
PB统计
类别 |
总数 |
均值 |
中位数 |
<=0.8 |
0.8至1.0 |
1.0至1.2 |
1.2至1.5 |
1.5至2 |
>2 |
|
合计 |
539 |
2.6 |
2.3 |
25 |
24 |
35 |
52 |
76 |
326 |
|
占比(%) |
4.6 |
4.5 |
6.5 |
9.6 |
14.1 |
60.5 |
|
注意:
1. 以上所有统计数据,均不含未上市的转债。回售收益统计不含回售内、无回售权转债。涨幅统计:与等权指数有区别,新股上市首日不做剔除。
|