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 |
37 |
-2.9% |
-4.8% |
4 |
13 |
7 |
7 |
4 |
2 |
AA+ |
57 |
2.1% |
2.4% |
|
9 |
14 |
14 |
13 |
7 |
AA |
135 |
5.7% |
3.7% |
1 |
8 |
26 |
40 |
35 |
25 |
AA- |
148 |
6.1% |
4.5% |
1 |
7 |
23 |
51 |
41 |
25 |
A+ |
76 |
14.8% |
7.6% |
|
3 |
8 |
20 |
14 |
31 |
A |
15 |
3.7% |
6.3% |
|
3 |
3 |
1 |
5 |
3 |
A- |
2 |
18.7% |
18.7% |
|
|
|
|
1 |
1 |
BBB- |
2 |
12.6% |
12.6% |
|
|
|
|
1 |
1 |
B+ |
1 |
-10.3% |
-10.3% |
1 |
|
|
|
|
|
B |
1 |
-17.0% |
-17.0% |
1 |
|
|
|
|
|
B- |
1 |
9.9% |
9.9% |
|
|
|
|
1 |
|
CCC |
3 |
43.5% |
16.0% |
|
1 |
|
|
|
2 |
合计 |
478 |
6.4% |
4.2% |
8 |
44 |
81 |
133 |
115 |
97 |
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 |
80-90 |
1 |
-6.4% |
-6.4% |
|
1 |
|
|
|
|
90-100 |
9 |
-4.1% |
-7.3% |
3 |
2 |
|
2 |
2 |
|
100-110 |
40 |
4.1% |
2.7% |
|
5 |
8 |
11 |
7 |
9 |
110-120 |
138 |
4.8% |
5.4% |
|
14 |
19 |
32 |
48 |
25 |
120-130 |
135 |
2.8% |
2.8% |
3 |
14 |
23 |
49 |
29 |
17 |
>130 |
155 |
12.1% |
4.6% |
2 |
8 |
31 |
39 |
29 |
46 |
合计 |
478 |
6.4% |
4.2% |
8 |
44 |
81 |
133 |
115 |
97 |
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 |
32 |
40.4% |
18.7% |
|
|
3 |
4 |
3 |
22 |
2亿-5亿 |
149 |
6.8% |
5.6% |
2 |
7 |
19 |
45 |
32 |
44 |
5亿-10亿 |
149 |
3.9% |
3.8% |
1 |
8 |
27 |
51 |
46 |
16 |
10亿-20亿 |
72 |
2.9% |
2.9% |
1 |
7 |
14 |
20 |
21 |
9 |
20亿-50亿 |
50 |
1.0% |
0.8% |
|
11 |
12 |
11 |
12 |
4 |
50亿以上 |
26 |
-4.1% |
-5.8% |
4 |
11 |
6 |
2 |
1 |
2 |
合计 |
478 |
6.4% |
4.2% |
8 |
44 |
81 |
133 |
115 |
97 |
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 |
37 |
-1.0% |
-0.7% |
1 |
3 |
20 |
13 |
|
|
AA+ |
57 |
-4.0% |
-2.4% |
8 |
8 |
30 |
10 |
1 |
|
AA |
135 |
-20.5% |
-1.8% |
20 |
13 |
79 |
23 |
|
|
AA- |
148 |
-20.5% |
-1.2% |
17 |
6 |
74 |
50 |
1 |
|
A+ |
76 |
-5.7% |
-1.5% |
9 |
8 |
43 |
16 |
|
|
A |
15 |
-2.7% |
-1.0% |
1 |
2 |
8 |
4 |
|
|
A- |
2 |
-8.7% |
-8.7% |
1 |
|
|
1 |
|
|
BBB- |
2 |
5.3% |
5.3% |
|
|
|
1 |
1 |
|
B+ |
1 |
-0.7% |
-0.7% |
|
|
1 |
|
|
|
B |
1 |
7.4% |
7.4% |
|
|
|
|
1 |
|
B- |
1 |
3.4% |
3.4% |
|
|
|
1 |
|
|
CCC |
3 |
-7.9% |
4.8% |
1 |
|
|
1 |
|
1 |
合计 |
478 |
-13.7% |
-1.5% |
58 |
40 |
255 |
120 |
4 |
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 |
80-90 |
1 |
11.5% |
11.5% |
|
|
|
|
|
1 |
90-100 |
9 |
4.7% |
4.5% |
|
|
|
6 |
3 |
|
100-110 |
40 |
2.1% |
2.3% |
|
|
4 |
35 |
1 |
|
110-120 |
138 |
-0.5% |
0.1% |
3 |
7 |
56 |
72 |
|
|
120-130 |
135 |
-2.1% |
-1.5% |
3 |
4 |
121 |
7 |
|
|
>130 |
155 |
-41.0% |
-5.7% |
52 |
29 |
74 |
|
|
|
合计 |
478 |
-13.7% |
-1.5% |
58 |
40 |
255 |
120 |
4 |
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 |
32 |
-99.3% |
-21.5% |
20 |
4 |
8 |
|
|
|
2亿-5亿 |
149 |
-19.0% |
-1.7% |
26 |
13 |
80 |
28 |
2 |
|
5亿-10亿 |
149 |
-2.1% |
-1.1% |
6 |
13 |
78 |
51 |
|
1 |
10亿-20亿 |
72 |
-1.9% |
-1.1% |
4 |
4 |
43 |
20 |
1 |
|
20亿-50亿 |
50 |
-2.0% |
-1.5% |
2 |
5 |
32 |
10 |
1 |
|
50亿以上 |
26 |
-0.1% |
-0.4% |
|
1 |
14 |
11 |
|
|
合计 |
478 |
-13.7% |
-1.5% |
58 |
40 |
255 |
120 |
4 |
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 |
37 |
35.0% |
31.0% |
|
7 |
11 |
7 |
6 |
6 |
AA+ |
57 |
34.8% |
25.6% |
|
8 |
24 |
8 |
8 |
9 |
AA |
135 |
42.7% |
32.4% |
2 |
19 |
39 |
36 |
12 |
27 |
AA- |
148 |
43.8% |
35.7% |
2 |
17 |
42 |
40 |
15 |
32 |
A+ |
76 |
56.2% |
39.6% |
1 |
5 |
18 |
19 |
12 |
21 |
A |
15 |
32.9% |
27.9% |
|
1 |
7 |
4 |
3 |
|
A- |
2 |
123.4% |
123.4% |
|
|
|
|
|
2 |
BBB- |
2 |
209.5% |
209.5% |
|
|
|
|
|
2 |
B+ |
1 |
1.4% |
1.4% |
|
1 |
|
|
|
|
B |
1 |
0.2% |
0.2% |
|
1 |
|
|
|
|
B- |
1 |
104.4% |
104.4% |
|
|
|
|
|
1 |
CCC |
3 |
93.5% |
50.9% |
|
|
1 |
|
1 |
1 |
合计 |
478 |
44.7% |
34.7% |
5 |
59 |
142 |
114 |
57 |
101 |
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 |
80-90 |
1 |
28.0% |
28.0% |
|
|
1 |
|
|
|
90-100 |
9 |
86.1% |
71.4% |
|
1 |
|
1 |
2 |
5 |
100-110 |
40 |
84.9% |
75.3% |
|
|
3 |
4 |
6 |
27 |
110-120 |
138 |
55.7% |
47.4% |
|
2 |
31 |
33 |
24 |
48 |
120-130 |
135 |
33.8% |
33.7% |
1 |
14 |
41 |
55 |
18 |
6 |
>130 |
155 |
31.6% |
22.1% |
4 |
42 |
66 |
21 |
7 |
15 |
合计 |
478 |
44.7% |
34.7% |
5 |
59 |
142 |
114 |
57 |
101 |
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 |
32 |
70.0% |
40.3% |
1 |
4 |
6 |
7 |
3 |
11 |
2亿-5亿 |
149 |
44.2% |
37.4% |
4 |
16 |
41 |
43 |
19 |
26 |
5亿-10亿 |
149 |
44.1% |
32.4% |
|
18 |
50 |
32 |
14 |
35 |
10亿-20亿 |
72 |
43.6% |
33.8% |
|
11 |
19 |
17 |
7 |
18 |
20亿-50亿 |
50 |
36.8% |
34.1% |
|
6 |
15 |
13 |
10 |
6 |
50亿以上 |
26 |
37.4% |
25.7% |
|
4 |
11 |
2 |
4 |
5 |
合计 |
478 |
44.7% |
34.7% |
5 |
59 |
142 |
114 |
57 |
101 |
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 |
16 |
-21.8% |
-6.7% |
5 |
5 |
6 |
|
|
|
AA+ |
42 |
-10.4% |
-8.8% |
18 |
13 |
10 |
1 |
|
|
AA |
115 |
-14.2% |
-7.5% |
42 |
42 |
29 |
2 |
|
|
AA- |
134 |
-13.9% |
-6.6% |
39 |
54 |
39 |
2 |
|
|
A+ |
69 |
-13.1% |
-7.4% |
25 |
27 |
17 |
|
|
|
A |
15 |
-16.1% |
-7.1% |
5 |
5 |
5 |
|
|
|
A- |
1 |
3.0% |
3.0% |
|
|
|
1 |
|
|
BBB- |
2 |
0.8% |
0.8% |
|
|
1 |
1 |
|
|
B+ |
1 |
-12.2% |
-12.2% |
1 |
|
|
|
|
|
B |
1 |
9.0% |
9.0% |
|
|
|
|
1 |
|
B- |
1 |
-53.2% |
-53.2% |
1 |
|
|
|
|
|
CCC |
2 |
6.2% |
6.2% |
|
1 |
|
|
|
1 |
合计 |
399 |
-13.7% |
-7.1% |
136 |
147 |
107 |
7 |
1 |
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 |
80-90 |
1 |
18.9% |
18.9% |
|
|
|
|
|
1 |
90-100 |
6 |
4.4% |
3.8% |
|
|
|
5 |
1 |
|
100-110 |
28 |
-2.6% |
-2.6% |
|
2 |
24 |
2 |
|
|
110-120 |
114 |
-8.2% |
-4.6% |
19 |
35 |
60 |
|
|
|
120-130 |
124 |
-10.7% |
-7.2% |
40 |
61 |
23 |
|
|
|
>130 |
126 |
-25.2% |
-11.8% |
77 |
49 |
|
|
|
|
合计 |
399 |
-13.7% |
-7.1% |
136 |
147 |
107 |
7 |
1 |
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 |
18 |
-47.0% |
-26.3% |
17 |
1 |
|
|
|
|
2亿-5亿 |
125 |
-16.3% |
-8.3% |
49 |
54 |
21 |
1 |
|
|
5亿-10亿 |
141 |
-11.2% |
-6.7% |
45 |
50 |
44 |
1 |
|
1 |
10亿-20亿 |
68 |
-8.5% |
-6.1% |
15 |
27 |
21 |
4 |
1 |
|
20亿-50亿 |
36 |
-9.9% |
-5.9% |
9 |
11 |
15 |
1 |
|
|
50亿以上 |
11 |
-6.3% |
-4.7% |
1 |
4 |
6 |
|
|
|
合计 |
399 |
-13.7% |
-7.1% |
136 |
147 |
107 |
7 |
1 |
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 |
37 |
0.28% |
0.22% |
|
|
9 |
28 |
|
|
AA+ |
57 |
0.61% |
0.33% |
|
|
8 |
48 |
1 |
|
AA |
135 |
0.42% |
0.25% |
|
|
37 |
95 |
3 |
|
AA- |
148 |
0.63% |
0.38% |
|
|
20 |
124 |
4 |
|
A+ |
76 |
0.52% |
0.27% |
|
|
14 |
59 |
3 |
|
A |
15 |
0.62% |
0.65% |
|
|
3 |
12 |
|
|
A- |
2 |
0.67% |
0.67% |
|
|
|
2 |
|
|
BBB- |
2 |
-0.39% |
-0.39% |
|
|
2 |
|
|
|
B+ |
1 |
-0.82% |
-0.82% |
|
|
1 |
|
|
|
B |
1 |
-0.28% |
-0.28% |
|
|
1 |
|
|
|
B- |
1 |
0.80% |
0.80% |
|
|
|
1 |
|
|
CCC |
3 |
-5.06% |
-5.60% |
1 |
1 |
|
1 |
|
|
合计 |
478 |
0.48% |
0.33% |
1 |
1 |
95 |
370 |
11 |
|
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 |
80-90 |
1 |
-5.60% |
-5.60% |
|
1 |
|
|
|
|
90-100 |
9 |
0.04% |
0.21% |
|
|
3 |
6 |
|
|
100-110 |
40 |
0.25% |
0.16% |
|
|
6 |
34 |
|
|
110-120 |
138 |
0.33% |
0.24% |
|
|
25 |
112 |
1 |
|
120-130 |
135 |
0.45% |
0.44% |
|
|
26 |
109 |
|
|
>130 |
155 |
0.76% |
0.63% |
1 |
|
35 |
109 |
10 |
|
合计 |
478 |
0.48% |
0.33% |
1 |
1 |
95 |
370 |
11 |
|
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 |
32 |
0.30% |
0.34% |
1 |
|
6 |
24 |
1 |
|
2亿-5亿 |
149 |
0.50% |
0.35% |
|
|
31 |
114 |
4 |
|
5亿-10亿 |
149 |
0.60% |
0.37% |
|
1 |
23 |
121 |
4 |
|
10亿-20亿 |
72 |
0.41% |
0.25% |
|
|
17 |
53 |
2 |
|
20亿-50亿 |
50 |
0.42% |
0.22% |
|
|
11 |
39 |
|
|
50亿以上 |
26 |
0.19% |
0.23% |
|
|
7 |
19 |
|
|
合计 |
478 |
0.48% |
0.33% |
1 |
1 |
95 |
370 |
11 |
|
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 |
478 |
134.2 |
122.7 |
1 |
9 |
40 |
138 |
135 |
155 |
占比(%) |
0.2 |
1.9 |
8.4 |
28.9 |
28.2 |
32.4 |
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 |
478 |
3.1 |
2.6 |
25 |
18 |
29 |
41 |
62 |
301 |
|
占比(%) |
5.2 |
3.8 |
6.1 |
8.6 |
13 |
63 |
|
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。
|