新华制药分析报告Word格式文档下载.docx
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新华制药分析报告Word格式文档下载.docx
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8.18
8.29
1.3447%
0.1935%
1.1512%
2010-11
8.36
8.6
2.8708%
0.2060%
2.6648%
2010-12
8.47
7.67
-9.4451%
0.2099%
-9.6550%
2011-01
7.7
7.26
-5.7143%
0.2263%
-5.9406%
2011-02
7.25
7.98
10.0690%
0.2448%
9.8242%
2011-03
-3.5088%
0.2466%
-3.7554%
2011-04
7.78
1.0390%
0.2635%
0.7754%
2011-05
7.15
-8.2157%
0.2669%
-8.4826%
2011-06
7.16
7.63
6.5642%
6.2973%
2011-07
-4.9803%
0.2832%
-5.2635%
2011-08
7
-3.5813%
0.2871%
-3.8684%
2011-09
-5.5714%
-5.8585%
2011-10
6.66
6.92
3.9039%
3.6168%
2011-11
6.89
6.45
-6.3861%
-6.6732%
2011-12
6.6
5.25
-20.4545%
-20.7416%
2012-01
5.33
5.18
-2.8143%
-3.1014%
2012-02
5.74
10.8108%
10.5237%
2012-03
5.71
5.26
-7.8809%
-8.1680%
2012-04
5.24
5.66
8.0153%
7.7282%
2012-05
5.72
5.56
-2.7972%
-3.0843%
2012-06
5.55
-5.4054%
0.2716%
-5.6770%
2012-07
4.65
-11.5970%
0.2499%
-11.8468%
2012-08
4.66
4.78
2.5751%
2.3285%
2012-09
4.76
4.64
-2.5210%
-2.7676%
2012-10
4.58
-1.2931%
-1.5397%
2012-11
4.57
4.12
-9.8468%
-10.0934%
2012-12
4.09
4.42
8.0685%
7.8219%
2013-01
4.43
4.63
4.5147%
4.2681%
2013-02
4.79
3.2328%
2.9862%
2013-03
4.8
5.32
10.8333%
10.5867%
2013-04
4.61
-13.3459%
-13.5925%
2013-05
4.62
5.08
9.9567%
9.7101%
2013-06
5.09
3.91
-23.1827%
-23.4293%
2013-07
3.9
4.07
4.3590%
4.1124%
2013-08
4.04
4.55
12.6238%
12.3772%
2013-09
4.72
3.2823%
3.0357%
2013-10
4.73
-3.8055%
-4.0521%
2013-11
4.81
5.7143%
5.4677%
2013-12
4.75
4.85
2.1053%
1.8587%
2014-01
4.86
4.99
2.6749%
2.4283%
2014-02
4.93
6.51
32.0487%
31.8021%
2014-03
5.64
-13.3641%
-13.6107%
2014-04
-7.4205%
-7.6671%
2014-05
5.22
5.41
3.6398%
3.3932%
2014-06
5.44
5.51
1.2868%
1.0402%
2014-07
5.52
6.38
15.5797%
15.3331%
2014-08
6.5
-1.5152%
-1.7618%
2014-09
6.52
7.38
13.1902%
12.9436%
2014-10
7.47
8.84
18.3400%
18.0934%
2014-11
8.85
8.37
-5.4237%
0.2405%
-5.6642%
2014-12
7.97
-4.6651%
-4.8914%
2015-01
7.93
8.3
4.6658%
4.4395%
2015-02
8.26
8.51
3.0266%
2.8003%
2015-03
8.52
11.24
31.9249%
31.7189%
2015-04
11.22
14.62
30.3030%
30.0970%
2015-05
14.6
15.27
4.5890%
0.1922%
4.3969%
1.2与三级行业平均值比较
新华制药的三级行业分类为:
医药生物——化学制药——化学原料药,而化学原料药下一共有26家上市公司,股票代码如下。
股票代码
股票简称
300233
金城医药
002001
新和成
002675
东诚药业
600267
海正药业
002399
海普瑞
300401
花园生物
300255
常山药业
000952
广济药业
002099
海翔药业
000739
普洛药业
600521
华海药业
600216
浙江医药
603456
九洲药业
新华制药
300363
博腾股份
000597
东北制药
002550
千红制药
002365
永安药业
300267
尔康制药
000788
北大医药
002020
京新药业
600488
天药股份
600666
西南药业
300452
山河药辅
002626
金达威
600812
华北制药
从国泰安下载这26家公司65个月的股价数据,计算相应的收益率,然后以各家公司的市值占比为权重进行加权平均,即可得出这个行业每个月的收益率均值。
以计算出的行业收益率减去相应的每月无风险收益率,即可得出行业的每月超额收益率。
计算结果如下表所示:
行业收益率
行业超额收益率
-0.8582%
-1.0438%
2.9889%
2.8033%
-1.7058%
-1.8914%
4.6554%
4.4698%
-12.3163%
-12.5019%
-16.1030%
-16.2886%
14.5755%
14.3899%
9.4441%
9.2585%
4.3254%
4.1398%
-2.0021%
-2.1956%
13.6834%
13.4774%
-9.0968%
-9.3067%
-7.0567%
-7.2830%
6.5730%
6.3282%
-0.5068%
-0.7534%
-14.6973%
-14.9608%
-11.0474%
-11.3143%
7.3272%
7.0603%
2.4730%
2.1898%
-5.8023%
-6.0894%
-15.4691%
-15.7562%
4.1911%
3.9040%
-1.1109%
-1.3980%
-18.2176%
-18.5047%
-5.7373%
-6.0244%
11.9878%
11.7007%
-7.9604%
-8.2475%
1.6620%
1.3749%
-3.3864%
-3.6735%
0.7385%
0.4669%
-13.8782%
-14.1281%
1.3343%
1.0877%
2.4494%
2.2028%
-1.5001%
-1.7467%
-11.9711%
-12.2177%
12.5428%
12.2962%
8.8463%
8.5997%
6.5230%
6.2764%
0.0641%
-0.1825%
-8.2667%
-8.5133%
12.9707%
12.7241%
-17.1392%
-17.3858%
8.7801%
8.5335%
5.4819%
5.2353%
12.6654%
12.4188%
-13.7712%
-14.0178%
7.0076%
6.7610%
0.3502%
0.1036%
0.6355%
0.3889%
10.4642%
10.2176%
-8.6158%
-8.8624%
-0.4123%
-0.6589%
-1.6433%
-1.8899%
3.6712%
3.4246%
7.3630%
7.1164%
8.1542%
7.9076%
10.1203%
9.8737%
13.5294%
13.2828%
-1.2224%
-1.4629%
-6.7722%
-6.9985%
5.7539%
5.5276%
3.9559%
3.7296%
20.0079%
19.8019%
5.5434%
5.3374%
29.0999%
28.9077%
然后以上表数据画出新华制药和三级行业均值的散点图如下所示:
由图中看出新华制药的超额收益率和行业均值的走向大致趋同,行业总体的超额收益率上升或下降时,新华制药的超额收益率也相应地呈上升或下降趋势,只是两者上升或下降的幅度不同。
但个别月份的走向仍有差异较大的情况。
这主要是由于新华制药在这26家公司中的市值占比较小,它与行业总体的收益率走向就不会完全相近。
具体地,如下表所示,2010年5月新华制药市值为46.9亿,而三级行业总市值为376.9亿,新华制药的市值占比仅为1.24%,所以当月新华制药的超额收益率为4.39%,而行业的超额收益率均值却有28.91%,差异较大。
这说明新华制药的收益率情况对行业总体超额收益率的影响较小。
三级行业总市值
新华制药总市值
市值占比
94,748,003,320
2,805,766,140
2.96%
98,342,604,220
2,762,742,340
2.81%
100,543,483,140
2,811,912,390
2.80%
106,536,053,640
2,695,133,520
2.53%
152,332,333,980
2,421,625,100
1.59%
125,705,186,280
2,031,337,810
1.62%
143,450,103,860
2,215,725,500
1.54%
154,622,351,090
2,458,502,640
159,116,372,350
2,495,380,180
1.57%
163,635,996,810
2,547,623,360
1.56%
183,775,332,670
2,642,890,340
1.44%
164,951,362,310
2,357,089,410
1.43%
153,664,085,980
2,231,091,150
1.45%
169,533,262,920
2,452,356,380
171,282,039,190
2,366,308,790
1.38%
150,506,756,010
2,390,893,820
135,020,551,270
2,197,286,730
1.63%
146,639,716,210
2,344,796,890
1.60%
150,006,892,300
2,228,018,020
1.49%
143,529,594,240
2,151,189,810
1.50%
124,652,325,340
134,149,930,800
2,126,604,780
131,573,523,230
1,982,167,750
1.51%
108,363,456,050
1,613,392,360
101,587,675,870
1,591,880,460
115,876,868,670
1,763,975,640
1.52%
105,777,419,500
1,616,465,490
1.53%
108,528,112,970
1,739,390,620
116,295,928,730
1,708,659,330
1.47%
116,478,711,190
1.39%
101,186,272,910
1,429,004,660
1.41%
103,556,686,030
1,468,955,330
1.42%
105,498,084,600
1,425,931,530
1.35%
106,014,059,760
1,407,492,760
1.33%
92,931,487,590
1,266,128,860
1.36%
104,243,074,420
1,358,322,710
1.30%
114,648,651,910
1,422,858,400
1.24%
119,551,247,470
1,472,028,460
1.23%
120,009,301,020
1,634,904,260
114,296,142,150
1,416,712,150
131,505,074,690
1,561,149,180
1.19%
110,283,735,220
1,201,593,170
1.09%
118,904,139,560
1,250,763,220
1.05%
124,923,671,780
1,398,273,380
1.12%
139,601,889,020
1,450,516,560
1.04%
108,035,587,830
1.29%
112,683,941,850
1,478,174,710
1.31%
127,782,101,730
1,490,467,230
1.17%
131,914,317,440
1,533,491,020
1.16%
143,382,099,070
2,000,606,520
1.40%
135,017,471,700
1,733,244,36
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