> 数据图表怎样理解表：申万一级行业风险收益指标2025-5-0表：申万一级行业风险收益指标风险收益 本期市场整体处于震荡行情中，波动率小幅下滑。申万一级行业波动率多数下降，不过计算机、传媒的年化波动率仍超过25%，建筑装饰、煤炭、汽车、美容护理的年化波动率则不及10%。 本期市场整体夏普比率有所回落，多数行业年化夏普比率仍为正。申万一级行业中，汽车的夏普比率最高，为17.63；其次是煤炭、食品饮料。建筑装饰、建筑材料和交通运输的夏普比率较低，为负。行业本期夏普比率多数下滑，综合、银行、交通运输等行业下降较多，而汽车、食品饮料、农林牧渔和钢铁行业有所上升。从历史分位数来看，多数行业夏普比率处于近3年历史高位，高于80%分位数。请务必阅读正文之后的免责条款部分资料来源：iFind，国元证券研究所54申万一级行业 年化波动率变化近3年历史分位数 夏普比率（年化） 变化 近3年历史分位数农林牧渔商贸零售国防军工交通运输纺织服饰社会服务美容护理有色金属汽车机械设备电子房地产综合环保轻工制造银行煤炭食品饮料公用事业建筑材料计算机通信基础化工建筑装饰钢铁家用电器传媒石油石化电力设备医药生物非银金融同花顺全A(加权)12.3%11.5%14.2%21.8%23.9%15.4%9.0%10.8%7.2%20.8%15.2%22.7%17.8%11.6%22.2%10.7%6.7%18.6%18.2%10.9%27.5%14.6%17.8%6.3%24.4%17.9%26.0%16.2%14.2%22.8%15.4%10.7%-7.33%-1.23%3.25%1.84%-4.23%-3.40%1.70%-0.44%-6.49%-1.77%-9.53%3.09%5.50%-2.88%-4.86%4.71%-0.40%-8.45%-6.92%-3.81%3.97%0.49%-13.62%-2.54%7.60%-4.99%2.70%-1.56%4.70%-0.91%3.28%-1.04%21.8%23.9%14.5%53.2%56.5%36.6%1.2%23.3%0.4%13.3%54.9%64.5%54.8%4.8%47.8%4.5%0.4%47.9%13.8%1.2%45.4%29.9%28.8%0.1%11.1%48.3%48.6%7.8%44.6%62.9%34.2%13.0%1.456.740.69-2.393.757.915.792.2717.635.516.551.53-0.785.268.143.7110.6910.595.73-3.515.799.120.18-6.105.83-1.665.487.502.628.196.177.627.730.25-2.03-6.60-2.65-0.16-4.01-0.1710.24-0.820.05-5.76-8.51-0.50-0.70-7.66-3.337.10-2.14-4.940.04-0.56-3.67-4.504.81-3.93-1.85-0.04-1.100.570.55-2.0435.5%80.7%53.3%45.9%73.3%82.8%88.0%45.6%99.0%88.4%71.7%63.7%33.8%85.0%91.9%76.9%96.2%84.2%87.3%9.6%86.6%88.6%40.0%5.0%65.8%24.1%90.9%91.3%61.4%90.1%88.7%87.3%国元证券金融地产
