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 |
36 |
-6.6% |
-5.0% |
9 |
9 |
17 |
1 |
|
|
AA+ |
46 |
-5.6% |
-3.9% |
8 |
12 |
22 |
4 |
|
|
AA |
126 |
-7.6% |
-6.7% |
34 |
45 |
37 |
9 |
|
1 |
AA- |
170 |
-6.0% |
-6.5% |
53 |
43 |
53 |
15 |
2 |
4 |
A+ |
114 |
-4.0% |
-7.9% |
42 |
30 |
18 |
9 |
5 |
10 |
A |
27 |
-0.5% |
-6.7% |
9 |
5 |
6 |
3 |
|
4 |
A- |
10 |
3.0% |
-9.6% |
5 |
1 |
|
2 |
1 |
1 |
BBB+ |
2 |
-10.7% |
-10.7% |
1 |
|
1 |
|
|
|
BBB |
1 |
-14.4% |
-14.4% |
1 |
|
|
|
|
|
BB |
2 |
-22.6% |
-22.6% |
1 |
1 |
|
|
|
|
B- |
1 |
9.5% |
9.5% |
|
|
|
|
1 |
|
CCC |
1 |
-0.7% |
-0.7% |
|
|
1 |
|
|
|
合计 |
536 |
-5.6% |
-6.7% |
163 |
146 |
155 |
43 |
9 |
20 |
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 |
15 |
-28.3% |
-27.9% |
15 |
|
|
|
|
|
80-90 |
36 |
-16.0% |
-16.0% |
31 |
1 |
4 |
|
|
|
90-100 |
102 |
-10.6% |
-9.9% |
49 |
39 |
13 |
1 |
|
|
100-110 |
218 |
-5.8% |
-5.1% |
45 |
67 |
88 |
17 |
1 |
|
110-120 |
108 |
-4.6% |
-4.1% |
17 |
32 |
37 |
20 |
1 |
1 |
120-130 |
29 |
1.6% |
0.2% |
1 |
6 |
7 |
5 |
6 |
4 |
>130 |
28 |
28.9% |
15.1% |
5 |
1 |
6 |
|
1 |
15 |
合计 |
536 |
-5.6% |
-6.7% |
163 |
146 |
155 |
43 |
9 |
20 |
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 |
23 |
30.6% |
9.5% |
|
|
2 |
4 |
7 |
10 |
2亿-5亿 |
176 |
-3.9% |
-4.9% |
45 |
42 |
50 |
27 |
2 |
10 |
5亿-10亿 |
182 |
-8.5% |
-8.1% |
67 |
52 |
55 |
8 |
|
|
10亿-20亿 |
82 |
-9.3% |
-7.1% |
27 |
26 |
27 |
2 |
|
|
20亿-50亿 |
48 |
-8.9% |
-6.7% |
12 |
19 |
15 |
2 |
|
|
50亿以上 |
25 |
-10.8% |
-9.6% |
12 |
7 |
6 |
|
|
|
合计 |
536 |
-5.6% |
-6.7% |
163 |
146 |
155 |
43 |
9 |
20 |
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 |
36 |
0.8% |
1.2% |
|
1 |
10 |
24 |
1 |
|
AA+ |
46 |
-2.2% |
2.3% |
2 |
2 |
5 |
31 |
6 |
|
AA |
126 |
2.8% |
3.0% |
4 |
3 |
14 |
80 |
19 |
6 |
AA- |
170 |
2.0% |
3.6% |
3 |
1 |
12 |
103 |
45 |
6 |
A+ |
114 |
1.5% |
3.2% |
6 |
2 |
17 |
54 |
30 |
5 |
A |
27 |
5.7% |
5.2% |
|
2 |
2 |
9 |
10 |
4 |
A- |
10 |
5.7% |
7.7% |
1 |
1 |
|
1 |
3 |
4 |
BBB+ |
2 |
14.3% |
14.3% |
|
|
|
|
1 |
1 |
BBB |
1 |
14.4% |
14.4% |
|
|
|
|
|
1 |
BB |
2 |
20.6% |
20.6% |
|
|
|
|
1 |
1 |
B- |
1 |
-7.5% |
-7.5% |
|
1 |
|
|
|
|
CCC |
1 |
12.5% |
12.5% |
|
|
|
|
|
1 |
合计 |
536 |
2.1% |
3.1% |
16 |
13 |
60 |
302 |
116 |
29 |
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 |
15 |
16.6% |
14.8% |
|
|
|
|
1 |
14 |
80-90 |
36 |
9.7% |
8.0% |
|
|
|
1 |
27 |
8 |
90-100 |
102 |
5.8% |
5.4% |
|
|
|
39 |
59 |
4 |
100-110 |
218 |
3.6% |
3.0% |
|
|
|
188 |
27 |
3 |
110-120 |
108 |
0.7% |
0.8% |
|
3 |
30 |
73 |
2 |
|
120-130 |
29 |
-3.6% |
-1.9% |
3 |
5 |
20 |
1 |
|
|
>130 |
28 |
-30.1% |
-9.0% |
13 |
5 |
10 |
|
|
|
合计 |
536 |
2.1% |
3.1% |
16 |
13 |
60 |
302 |
116 |
29 |
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 |
23 |
-24.4% |
-7.1% |
9 |
4 |
6 |
3 |
1 |
|
2亿-5亿 |
176 |
2.5% |
3.3% |
4 |
7 |
27 |
89 |
45 |
4 |
5亿-10亿 |
182 |
3.2% |
3.8% |
3 |
1 |
14 |
103 |
50 |
11 |
10亿-20亿 |
82 |
4.8% |
3.0% |
|
|
3 |
61 |
9 |
9 |
20亿-50亿 |
48 |
4.0% |
2.4% |
|
1 |
4 |
33 |
6 |
4 |
50亿以上 |
25 |
2.6% |
2.1% |
|
|
6 |
13 |
5 |
1 |
合计 |
536 |
2.1% |
3.1% |
16 |
13 |
60 |
302 |
116 |
29 |
|
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 |
36 |
54.5% |
37.6% |
2 |
8 |
6 |
4 |
3 |
13 |
AA+ |
46 |
66.3% |
67.4% |
2 |
4 |
7 |
4 |
5 |
24 |
AA |
126 |
74.2% |
55.0% |
2 |
11 |
18 |
24 |
12 |
59 |
AA- |
170 |
70.8% |
52.5% |
|
8 |
31 |
37 |
26 |
68 |
A+ |
114 |
91.1% |
51.0% |
|
11 |
20 |
20 |
11 |
52 |
A |
27 |
64.8% |
47.9% |
|
1 |
6 |
6 |
4 |
10 |
A- |
10 |
160.7% |
84.8% |
|
2 |
|
2 |
|
6 |
BBB+ |
2 |
70.4% |
70.4% |
|
|
|
|
1 |
1 |
BBB |
1 |
25.4% |
25.4% |
|
|
1 |
|
|
|
BB |
2 |
23.0% |
23.0% |
|
1 |
|
1 |
|
|
B- |
1 |
19.4% |
19.4% |
|
|
1 |
|
|
|
CCC |
1 |
20.4% |
20.4% |
|
|
1 |
|
|
|
合计 |
536 |
75.3% |
51.2% |
6 |
46 |
91 |
98 |
62 |
233 |
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 |
15 |
134.7% |
133.3% |
|
|
1 |
2 |
1 |
11 |
80-90 |
36 |
82.2% |
69.7% |
|
3 |
2 |
6 |
3 |
22 |
90-100 |
102 |
96.0% |
71.0% |
|
3 |
5 |
21 |
15 |
58 |
100-110 |
218 |
74.2% |
58.7% |
1 |
6 |
37 |
42 |
27 |
105 |
110-120 |
108 |
43.5% |
29.4% |
1 |
16 |
38 |
21 |
12 |
20 |
120-130 |
29 |
40.1% |
25.9% |
|
10 |
6 |
5 |
3 |
5 |
>130 |
28 |
127.7% |
26.8% |
4 |
8 |
2 |
1 |
1 |
12 |
合计 |
536 |
75.3% |
51.2% |
6 |
46 |
91 |
98 |
62 |
233 |
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 |
23 |
171.4% |
72.6% |
|
|
2 |
4 |
4 |
13 |
2亿-5亿 |
176 |
68.6% |
48.1% |
|
16 |
34 |
32 |
21 |
73 |
5亿-10亿 |
182 |
68.3% |
44.4% |
3 |
17 |
34 |
39 |
18 |
71 |
10亿-20亿 |
82 |
85.4% |
59.0% |
1 |
2 |
14 |
13 |
12 |
40 |
20亿-50亿 |
48 |
64.1% |
67.3% |
1 |
5 |
4 |
8 |
5 |
25 |
50亿以上 |
25 |
73.8% |
48.1% |
1 |
6 |
3 |
2 |
2 |
11 |
合计 |
536 |
75.3% |
51.2% |
6 |
46 |
91 |
98 |
62 |
233 |
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 |
15 |
-6.5% |
-4.7% |
3 |
4 |
4 |
3 |
1 |
|
AA+ |
30 |
-6.7% |
-1.3% |
7 |
1 |
10 |
6 |
6 |
|
AA |
91 |
-4.7% |
-1.5% |
14 |
9 |
30 |
25 |
7 |
6 |
AA- |
140 |
-0.2% |
-0.1% |
10 |
13 |
48 |
47 |
17 |
5 |
A+ |
96 |
-2.3% |
0.0% |
11 |
7 |
30 |
27 |
17 |
4 |
A |
23 |
6.2% |
1.8% |
2 |
2 |
4 |
9 |
3 |
3 |
A- |
3 |
16.8% |
22.0% |
|
|
|
1 |
|
2 |
BBB+ |
1 |
7.6% |
7.6% |
|
|
|
|
1 |
|
BB |
2 |
57.2% |
57.2% |
|
1 |
|
|
|
1 |
合计 |
401 |
-1.6% |
-0.3% |
47 |
37 |
126 |
118 |
52 |
21 |
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 |
15 |
32.0% |
22.0% |
|
|
|
|
1 |
14 |
80-90 |
31 |
8.4% |
7.6% |
|
|
|
2 |
24 |
5 |
90-100 |
98 |
4.3% |
3.7% |
|
|
|
70 |
26 |
2 |
100-110 |
163 |
-2.5% |
-1.1% |
13 |
13 |
90 |
46 |
1 |
|
110-120 |
60 |
-9.9% |
-4.4% |
17 |
10 |
33 |
|
|
|
120-130 |
17 |
-15.6% |
-8.1% |
8 |
6 |
3 |
|
|
|
>130 |
17 |
-32.2% |
-10.7% |
9 |
8 |
|
|
|
|
合计 |
401 |
-1.6% |
-0.3% |
47 |
37 |
126 |
118 |
52 |
21 |
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 |
6 |
-40.8% |
-39.8% |
5 |
|
1 |
|
|
|
2亿-5亿 |
127 |
-2.7% |
-0.5% |
16 |
15 |
38 |
39 |
16 |
3 |
5亿-10亿 |
148 |
-1.6% |
-0.2% |
14 |
14 |
48 |
45 |
22 |
5 |
10亿-20亿 |
73 |
2.2% |
-0.2% |
6 |
5 |
28 |
20 |
7 |
7 |
20亿-50亿 |
35 |
0.3% |
0.4% |
3 |
3 |
10 |
12 |
3 |
4 |
50亿以上 |
12 |
-1.0% |
5.1% |
3 |
|
1 |
2 |
4 |
2 |
合计 |
401 |
-1.6% |
-0.3% |
47 |
37 |
126 |
118 |
52 |
21 |
|
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 |
36 |
-0.08% |
-0.01% |
|
|
20 |
16 |
|
|
AA+ |
46 |
-0.26% |
-0.12% |
|
|
32 |
14 |
|
|
AA |
126 |
-0.55% |
-0.37% |
1 |
|
102 |
23 |
|
|
AA- |
170 |
-0.68% |
-0.61% |
|
4 |
137 |
28 |
1 |
|
A+ |
114 |
-0.91% |
-0.74% |
1 |
3 |
98 |
12 |
|
|
A |
27 |
-1.90% |
-0.85% |
2 |
1 |
20 |
4 |
|
|
A- |
10 |
-1.13% |
-0.82% |
|
|
9 |
1 |
|
|
BBB+ |
2 |
-0.44% |
-0.44% |
|
|
2 |
|
|
|
BBB |
1 |
-1.44% |
-1.44% |
|
|
1 |
|
|
|
BB |
2 |
-1.77% |
-1.77% |
|
|
2 |
|
|
|
B- |
1 |
-1.25% |
-1.25% |
|
|
1 |
|
|
|
CCC |
1 |
-0.31% |
-0.31% |
|
|
1 |
|
|
|
合计 |
536 |
-0.70% |
-0.51% |
4 |
8 |
425 |
98 |
1 |
|
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 |
15 |
-1.23% |
-1.18% |
|
|
15 |
|
|
|
80-90 |
36 |
-0.81% |
-0.50% |
1 |
|
28 |
7 |
|
|
90-100 |
102 |
-0.57% |
-0.53% |
|
|
86 |
16 |
|
|
100-110 |
218 |
-0.47% |
-0.37% |
|
1 |
171 |
46 |
|
|
110-120 |
108 |
-0.52% |
-0.53% |
|
1 |
88 |
18 |
1 |
|
120-130 |
29 |
-0.90% |
-1.00% |
|
1 |
23 |
5 |
|
|
>130 |
28 |
-3.00% |
-1.64% |
3 |
5 |
14 |
6 |
|
|
合计 |
536 |
-0.70% |
-0.51% |
4 |
8 |
425 |
98 |
1 |
|
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 |
23 |
-1.67% |
-1.17% |
|
4 |
17 |
2 |
|
|
2亿-5亿 |
176 |
-0.90% |
-0.66% |
3 |
2 |
150 |
20 |
1 |
|
5亿-10亿 |
182 |
-0.58% |
-0.48% |
|
2 |
145 |
35 |
|
|
10亿-20亿 |
82 |
-0.48% |
-0.44% |
|
|
65 |
17 |
|
|
20亿-50亿 |
48 |
-0.49% |
-0.19% |
1 |
|
34 |
13 |
|
|
50亿以上 |
25 |
-0.29% |
-0.01% |
|
|
14 |
11 |
|
|
合计 |
536 |
-0.70% |
-0.51% |
4 |
8 |
425 |
98 |
1 |
|
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 |
536 |
108.1 |
105.8 |
51 |
102 |
218 |
108 |
29 |
28 |
占比(%) |
9.5 |
19 |
40.7 |
20.1 |
5.4 |
5.2 |
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 |
536 |
1.0 |
1.7 |
58 |
57 |
53 |
62 |
123 |
182 |
|
占比(%) |
10.8 |
10.6 |
9.9 |
11.6 |
22.9 |
34 |
|
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。
|