价值溢价率统计
价值溢价率—按照评级统计 |
类别 |
总数 |
均值 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
AAA |
35 |
5.0% |
|
|
8 |
9 |
13 |
5 |
AA+ |
53 |
7.9% |
|
1 |
6 |
13 |
15 |
18 |
AA |
119 |
12.4% |
|
1 |
9 |
12 |
37 |
60 |
AA- |
127 |
17.5% |
|
1 |
9 |
15 |
35 |
67 |
A+ |
60 |
44.5% |
|
|
1 |
3 |
8 |
48 |
A |
11 |
28.8% |
|
|
|
|
2 |
9 |
BBB |
1 |
15.2% |
|
|
|
|
|
1 |
BBB- |
1 |
46.0% |
|
|
|
|
|
1 |
B+ |
1 |
40.3% |
|
|
|
|
|
1 |
B |
2 |
3.1% |
|
|
|
1 |
1 |
|
B- |
1 |
11.6% |
|
|
|
|
|
1 |
CCC |
2 |
109.7% |
|
|
|
|
|
2 |
合计 |
413 |
18.4% |
|
3 |
33 |
53 |
111 |
213 |
价值溢价率—按照价格统计 |
类别 |
总数 |
均值 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
90-100 |
4 |
7.2% |
|
|
1 |
|
1 |
2 |
100-110 |
33 |
7.8% |
|
|
5 |
6 |
13 |
9 |
110-120 |
110 |
10.8% |
|
1 |
1 |
12 |
42 |
54 |
120-130 |
95 |
12.4% |
|
|
6 |
13 |
18 |
58 |
>130 |
171 |
29.0% |
|
2 |
20 |
22 |
37 |
90 |
合计 |
413 |
18.4% |
|
3 |
33 |
53 |
111 |
213 |
价值溢价率—按照转债余额统计 |
类别 |
总数 |
均值 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
<=2亿 |
39 |
68.1% |
|
|
4 |
1 |
4 |
30 |
2亿-5亿 |
125 |
22.9% |
|
|
6 |
10 |
23 |
86 |
5亿-10亿 |
133 |
9.1% |
|
1 |
8 |
17 |
49 |
58 |
10亿-20亿 |
55 |
9.8% |
|
1 |
2 |
9 |
17 |
26 |
20亿-50亿 |
38 |
7.5% |
|
1 |
3 |
11 |
11 |
12 |
50亿以上 |
23 |
2.6% |
|
|
10 |
5 |
7 |
1 |
合计 |
413 |
18.4% |
|
3 |
33 |
53 |
111 |
213 |
税前收益率统计
税前收益率—按照评级统计 |
类别 |
总数 |
均值 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
AAA |
35 |
-1.4% |
|
3 |
20 |
12 |
|
|
AA+ |
53 |
-24.9% |
5 |
8 |
31 |
9 |
|
|
AA |
119 |
-115.9% |
22 |
10 |
57 |
29 |
|
|
AA- |
127 |
-5.3% |
20 |
11 |
62 |
34 |
|
|
A+ |
60 |
-7.4% |
11 |
14 |
25 |
10 |
|
|
A |
11 |
-4.0% |
3 |
1 |
4 |
3 |
|
|
BBB |
1 |
-17.4% |
1 |
|
|
|
|
|
BBB- |
1 |
-0.4% |
|
|
1 |
|
|
|
B+ |
1 |
3.7% |
|
|
|
1 |
|
|
B |
2 |
-18.5% |
1 |
|
|
1 |
|
|
B- |
1 |
6.5% |
|
|
|
|
1 |
|
CCC |
2 |
-18.6% |
1 |
|
|
1 |
|
|
合计 |
413 |
-39.7% |
64 |
47 |
200 |
100 |
1 |
|
税前收益率—按照价格统计 |
类别 |
总数 |
均值 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
90-100 |
4 |
4.3% |
|
|
|
3 |
1 |
|
100-110 |
33 |
1.9% |
|
|
2 |
31 |
|
|
110-120 |
110 |
-0.7% |
2 |
3 |
45 |
60 |
|
|
120-130 |
95 |
-2.1% |
1 |
4 |
84 |
6 |
|
|
>130 |
171 |
-94.8% |
61 |
40 |
69 |
|
|
|
合计 |
413 |
-39.7% |
64 |
47 |
200 |
100 |
1 |
|
税前收益率—按照转债余额统计 |
类别 |
总数 |
均值 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
<=2亿 |
39 |
-353.2% |
26 |
6 |
6 |
|
|
|
2亿-5亿 |
125 |
-15.6% |
27 |
21 |
56 |
21 |
|
|
5亿-10亿 |
133 |
-3.3% |
9 |
7 |
74 |
42 |
1 |
|
10亿-20亿 |
55 |
-2.5% |
2 |
7 |
29 |
17 |
|
|
20亿-50亿 |
38 |
-1.9% |
|
3 |
23 |
12 |
|
|
50亿以上 |
23 |
-1.5% |
|
3 |
12 |
8 |
|
|
合计 |
413 |
-39.7% |
64 |
47 |
200 |
100 |
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 |
<=0 |
0至15 |
15至30 |
30至45 |
45至60 |
>60 |
AAA |
35 |
33.0% |
|
7 |
10 |
10 |
4 |
4 |
AA+ |
53 |
31.7% |
2 |
10 |
19 |
9 |
5 |
8 |
AA |
119 |
43.4% |
2 |
24 |
24 |
29 |
12 |
28 |
AA- |
127 |
48.1% |
3 |
22 |
33 |
23 |
15 |
31 |
A+ |
60 |
85.5% |
|
4 |
11 |
14 |
5 |
26 |
A |
11 |
73.5% |
|
1 |
|
3 |
2 |
5 |
BBB |
1 |
18.9% |
|
|
1 |
|
|
|
BBB- |
1 |
252.1% |
|
|
|
|
|
1 |
B+ |
1 |
103.9% |
|
|
|
|
|
1 |
B |
2 |
10.0% |
|
1 |
1 |
|
|
|
B- |
1 |
193.2% |
|
|
|
|
|
1 |
CCC |
2 |
486.9% |
|
|
1 |
|
|
1 |
合计 |
413 |
52.3% |
7 |
69 |
100 |
88 |
43 |
106 |
转股溢价率—按照价格统计 |
类别 |
总数 |
均值 |
<=0 |
0至15 |
15至30 |
30至45 |
45至60 |
>60 |
90-100 |
4 |
148.0% |
|
|
|
|
1 |
3 |
100-110 |
33 |
75.8% |
|
|
4 |
4 |
4 |
21 |
110-120 |
110 |
54.4% |
|
2 |
18 |
32 |
17 |
41 |
120-130 |
95 |
42.1% |
|
14 |
23 |
33 |
14 |
11 |
>130 |
171 |
50.0% |
7 |
53 |
55 |
19 |
7 |
30 |
合计 |
413 |
52.3% |
7 |
69 |
100 |
88 |
43 |
106 |
转股溢价率—按照转债余额统计 |
类别 |
总数 |
均值 |
<=0 |
0至15 |
15至30 |
30至45 |
45至60 |
>60 |
<=2亿 |
39 |
115.3% |
3 |
5 |
5 |
4 |
5 |
17 |
2亿-5亿 |
125 |
56.7% |
1 |
18 |
27 |
27 |
15 |
37 |
5亿-10亿 |
133 |
41.7% |
2 |
26 |
36 |
29 |
13 |
27 |
10亿-20亿 |
55 |
44.9% |
|
8 |
14 |
14 |
4 |
15 |
20亿-50亿 |
38 |
36.0% |
1 |
4 |
11 |
11 |
4 |
7 |
50亿以上 |
23 |
28.3% |
|
8 |
7 |
3 |
2 |
3 |
合计 |
413 |
52.3% |
7 |
69 |
100 |
88 |
43 |
106 |
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 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
AAA |
16 |
-8.5% |
5 |
6 |
5 |
|
|
|
AA+ |
42 |
-12.1% |
16 |
19 |
6 |
1 |
|
|
AA |
103 |
-11.9% |
39 |
31 |
32 |
1 |
|
|
AA- |
120 |
-15.1% |
47 |
36 |
35 |
2 |
|
|
A+ |
57 |
-25.6% |
32 |
15 |
9 |
1 |
|
|
A |
10 |
-11.4% |
5 |
2 |
2 |
1 |
|
|
BBB- |
1 |
-8.4% |
|
1 |
|
|
|
|
B+ |
1 |
-1.9% |
|
|
1 |
|
|
|
B |
1 |
1.4% |
|
|
|
1 |
|
|
B- |
1 |
2.2% |
|
|
|
1 |
|
|
CCC |
2 |
-127.8% |
1 |
1 |
|
|
|
|
合计 |
354 |
-15.6% |
145 |
111 |
90 |
8 |
|
|
税前回售收益率—按照价格统计 |
类别 |
总数 |
均值 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
90-100 |
4 |
2.0% |
|
|
|
4 |
|
|
100-110 |
22 |
-2.8% |
1 |
|
17 |
4 |
|
|
110-120 |
93 |
-6.8% |
14 |
20 |
59 |
|
|
|
120-130 |
84 |
-10.0% |
22 |
48 |
14 |
|
|
|
>130 |
151 |
-26.5% |
108 |
43 |
|
|
|
|
合计 |
354 |
-15.6% |
145 |
111 |
90 |
8 |
|
|
税前回售收益率—按照转债余额统计 |
类别 |
总数 |
均值 |
<=-10 |
-10至-5 |
-5至0 |
0至5 |
5至10 |
>10 |
<=2亿 |
31 |
-67.4% |
31 |
|
|
|
|
|
2亿-5亿 |
110 |
-15.0% |
62 |
30 |
18 |
|
|
|
5亿-10亿 |
124 |
-7.9% |
29 |
49 |
41 |
5 |
|
|
10亿-20亿 |
52 |
-9.3% |
11 |
17 |
22 |
2 |
|
|
20亿-50亿 |
27 |
-9.1% |
10 |
9 |
7 |
1 |
|
|
50亿以上 |
10 |
-7.1% |
2 |
6 |
2 |
|
|
|
合计 |
354 |
-15.6% |
145 |
111 |
90 |
8 |
|
|
|
涨幅统计
涨幅—按照评级统计 |
类别 |
总数 |
均值 |
<=-8 |
-8至-3 |
-3至0 |
0至3 |
3至8 |
>8 |
AAA |
35 |
0.59% |
|
|
9 |
25 |
1 |
|
AA+ |
53 |
0.88% |
|
|
9 |
42 |
2 |
|
AA |
119 |
0.55% |
|
4 |
27 |
81 |
6 |
1 |
AA- |
127 |
0.53% |
|
4 |
29 |
86 |
7 |
1 |
A+ |
60 |
1.58% |
|
3 |
13 |
35 |
5 |
4 |
A |
11 |
0.94% |
|
|
3 |
8 |
|
|
BBB |
1 |
11.67% |
|
|
|
|
|
1 |
BBB- |
1 |
0.17% |
|
|
|
1 |
|
|
B+ |
1 |
-0.53% |
|
|
1 |
|
|
|
B |
2 |
-0.64% |
|
|
1 |
1 |
|
|
B- |
1 |
0.26% |
|
|
|
1 |
|
|
CCC |
2 |
2.02% |
|
|
|
1 |
1 |
|
合计 |
413 |
0.78% |
|
11 |
92 |
281 |
22 |
7 |
涨幅—按照价格统计 |
类别 |
总数 |
均值 |
<=-8 |
-8至-3 |
-3至0 |
0至3 |
3至8 |
>8 |
90-100 |
4 |
0.26% |
|
|
|
4 |
|
|
100-110 |
33 |
0.07% |
|
|
13 |
20 |
|
|
110-120 |
110 |
0.59% |
|
|
11 |
97 |
2 |
|
120-130 |
95 |
0.63% |
|
1 |
19 |
70 |
5 |
|
>130 |
171 |
1.13% |
|
10 |
49 |
90 |
15 |
7 |
合计 |
413 |
0.78% |
|
11 |
92 |
281 |
22 |
7 |
涨幅—按照转债余额统计 |
类别 |
总数 |
均值 |
<=-8 |
-8至-3 |
-3至0 |
0至3 |
3至8 |
>8 |
<=2亿 |
39 |
1.87% |
|
4 |
11 |
14 |
7 |
3 |
2亿-5亿 |
125 |
0.82% |
|
3 |
26 |
85 |
8 |
3 |
5亿-10亿 |
133 |
0.46% |
|
4 |
28 |
97 |
4 |
|
10亿-20亿 |
55 |
0.80% |
|
|
11 |
42 |
1 |
1 |
20亿-50亿 |
38 |
0.60% |
|
|
8 |
30 |
|
|
50亿以上 |
23 |
0.78% |
|
|
8 |
13 |
2 |
|
合计 |
413 |
0.78% |
|
11 |
92 |
281 |
22 |
7 |
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 |
413 |
148.0 |
126.9 |
|
4 |
33 |
110 |
95 |
171 |
占比(%) |
|
1 |
8 |
26.6 |
23 |
41.4 |
PB统计
类别 |
总数 |
均值 |
<=0.8 |
0.8至1.0 |
1.0至1.2 |
1.2至1.5 |
1.5至2 |
>2 |
|
合计 |
413 |
3.5 |
22 |
16 |
27 |
38 |
57 |
253 |
|
占比(%) |
5.3 |
3.9 |
6.5 |
9.2 |
13.8 |
61.3 |
|
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。
|