1、 2009 12 1 A 5 M1 CPI RSI 70 4 4 8 5 010-84588430 010-84588093 1 2009-2 2 2009-1 3 2008-12 4 2008-9 5 GARP 2008-7 6 2008-7 A 2009 12 1 1 2008 2008.12.16 9 62 3 S 20 1 20 SH600233 130.65% SH600182 S 71.14% SH600178 84.72% SH600742 69.82% SH600425 78.76% SZ000877 61.46% SH600805 78.19% SH600327 59.5
2、2% SZ002100 71.28% SZ000919 58.91% SH600594 55.10% SH600510 52.60% SZ000417 54.89% SH600713 52.57% SZ000066 54.29% SZ000042 52.07% SZ000961 53.69% SH600987 49.74% SZ000756 52.81% SZ000543 49.15% M1 CPI RSI 70 4 4 8 5 2 RSI 12 RSI 0 3 100 1 1 1 2 CPI 1 2 M1 0 2 M1/M2 0 2 3 0 3 5 Wind A 2009 12 1 2 1
3、PE 2 PB 3 EPS % % % ROE% ROE % PE PEG PB PS EV/EBITDA SH600035 23.37 -1.82 41.80 9.01 3.52 12.72 54.42 1.94 6.75 9.61 SZ000671 188.54 779.79 3.25 4.34 3.34 12.79 6.79 6.81 3.83 56.56 SZ000014 48.15 253.75 14.69 15.30 10.23 14.70 30.53 7.84 5.67 54.95 SZ000531 A 21.53 565.50 16.63 22.92 10.37 16.47 7
4、6.49 5.62 1.74 26.46 SZ002078 28.22 -0.35 9.15 11.34 4.45 16.47 58.37 3.46 1.75 14.92 SH600496 26.59 93.13 4.49 13.76 5.16 17.36 65.28 4.49 1.06 17.75 SZ002132 70.63 7.22 8.05 8.42 4.36 17.86 25.29 3.90 2.70 26.57 SH600162 48.65 15.41 19.43 10.59 6.88 18.16 37.34 6.29 6.44 14.17 SH600987 19.94 37.05
5、 9.67 9.14 3.38 18.72 93.91 2.98 2.06 11.64 SH600978 39.08 26.60 15.28 7.63 3.11 18.81 48.14 2.91 4.37 22.90 SH600529 20.15 2.71 12.87 7.09 2.72 19.38 96.17 2.39 3.25 15.59 SZ000786 40.43 49.58 12.21 9.46 3.68 20.19 49.95 4.36 2.90 22.63 SH600805 35.20 401.41 12.15 11.47 3.70 21.14 60.05 4.38 2.55 1
6、1.88 SH600561 15.38 30.31 10.77 12.31 2.85 21.34 138.78 3.92 2.21 9.03 SZ002208 54.35 20.13 14.14 6.81 8.04 21.85 40.20 4.39 6.84 29.92 SZ000090 237.03 566.16 2.72 2.16 3.08 21.88 9.23 2.15 2.03 102.70 SZ000828 24.00 49.56 65.69 7.96 2.47 22.06 91.94 2.58 15.99 22.78 SH600101 22.16 10.06 18.05 8.47
7、3.30 22.37 100.92 2.78 4.43 17.63 SH600178 24.43 69.69 6.67 5.38 2.62 22.99 94.13 3.82 3.55 25.63 SH600425 37.12 73.96 19.04 12.51 4.12 23.37 62.96 4.53 4.93 28.14 SZ000811 33.33 47.16 6.54 10.69 3.74 23.43 70.30 4.39 2.39 27.87 SZ002191 27.44 34.26 19.26 12.50 3.66 23.59 85.94 5.66 4.91 19.76 SZ002
8、014 18.33 29.94 7.68 9.34 3.07 23.60 128.81 3.66 2.20 17.87 SZ002106 47.08 -30.47 25.58 6.66 4.92 23.65 50.24 3.85 10.80 18.92 SZ002163 99.62 16.99 2.92 5.73 2.90 23.80 23.89 5.39 2.06 44.03 SH600863 61.30 341.50 10.64 7.19 9.62 23.96 39.09 5.39 2.36 20.23 SZ000963 33.51 61.47 4.76 20.92 7.67 24.14
9、72.04 8.84 1.18 22.68 SZ002045 29.89 17.75 10.07 8.22 4.00 25.40 84.96 4.33 3.93 26.96 SH600498 30.63 48.98 7.53 6.42 2.14 25.99 84.85 3.15 2.25 31.08 A 2009 12 1 3 EPS % % % ROE% ROE % PE PEG PB PS EV/EBITDA SH600201 48.89 -37.40 11.34 5.97 3.46 26.66 54.53 4.05 5.56 20.45 SZ002037 19.70 281.49 9.3
10、5 10.50 4.13 27.16 137.85 5.04 2.45 21.07 SZ000419 74.19 38.98 2.15 5.15 2.02 27.41 36.94 3.48 1.18 23.08 SH600386 62.77 103.92 8.79 9.12 2.79 27.72 44.16 6.62 4.41 16.70 SZ000564 36.84 122.15 4.28 5.71 2.42 28.27 76.73 2.95 1.66 20.87 SZ000417 24.94 81.16 4.37 13.86 4.26 28.49 114.26 6.97 1.15 18.2
11、0 SZ002263 48.31 18.62 7.15 6.05 3.81 28.60 59.21 4.13 2.85 19.97 SZ002056 34.47 -13.22 11.69 4.75 2.75 29.10 84.43 2.61 4.84 20.12 SH600976 37.38 175.26 3.17 4.48 1.28 32.82 87.78 2.43 1.27 36.72 SH600612 38.89 42.23 2.15 11.17 2.65 32.98 84.80 7.74 0.62 21.32 SZ002159 75.25 83.45 11.41 4.27 2.23 3
12、7.21 49.46 3.42 5.67 23.26 10 1 2 3 4 5 6 5 1 RSI 12 RSI RSI 80 20 100 CPI M1 M1/M2 M1/M2 3 A 2009 12 1 4 1 RSI Wind 2 Wind 3 Wind 4 CPI Wind 5 M1/M2 YOY Wind 6 M1 3 Wind n i,t , i=1 (Factor ) it W i,t Factor t i , it W t i A 2009 12 1 5 2 5 5 2 RSI CPI M1 M1/M2 2000 1 CPI -3 3 1 1 -1 -2 3 2000 2 2004 9 CPI M2 15% M1/M2
