上交所和深交所30天严重异动规则

问题

上交所和深交所30天严重异动规则

思考

Handling dynamic and static content for thresholds

The main page doesn’t display the threshold list, possibly because it loads dynamically, which the tool can’t parse. A snippet earlier did show it, but without it, I can't cite the thresholds. I’ll check static pages like the "科创板" one, as it includes the list, and the criteria are similar.

Citing SSE pages and search snippet for thresholds

I could cite the "科创板严重异常波动" page for clear 30-day threshold details, where the list appears. The SSE main board page likely has a dynamic list that's not accessible, but the search snippet might provide the required details. I'll rely on that snippet citation, though it’s better to use fully accessible content if possible.

Citing SSE pages and Shenzhen PDF

To proceed, I'll use the SSE star page, as it includes the relevant list of thresholds and is static. I'll also cite the search snippet for the main board as it shows the same information. For Shenzhen, I can cite the PDF lines for severe abnormal 30-day threshold after attempting a screenshot, though the tool experienced a validation error.

Crafting a Chinese response with stock guidelines

I’ll present the explanation that “30天严重异动” signifies cumulative deviation of over +200% or -70% in stock prices over 30 consecutive trading days. For SSE, I’ll cite severe abnormal pages, and for SZSE, I’m detailing the cumulative deviation formula based on their trade rule. I'll also differentiate SSE’s and SZSE’s formulas and clarify the rules about upward/downward abnormal fluctuations. Lastly, I'll mention publication of investor stats and exchange recalculations.

Thought for 3m 18s

回答

下面这条在券商App里常说的“30天严重异动”，在沪深交易所规则里对应的是“连续30个交易日的严重异常波动”。

一句话结论（沪深口径一致）

连续30个交易日内，该股票（有涨跌幅限制）收盘价涨跌幅偏离值累计达到 +200% 或 -70%
→ 认定为股票交易严重异常波动/严重异常波动。
上交所（主板/科创板披露口径一致） (SSE)
深交所（交易规则条文） (SZSE Documentation)

深交所：30天严重异动的条文位置与原意

深交所《交易规则》5.4.4规定，“连续三十个交易日内日收盘价涨跌幅偏离值累计达到+200%（-70%）”属于严重异常波动，并会公布严重异常波动期间的投资者分类交易统计等信息。 (SZSE Documentation)

同时，深交所把**“偏离值”怎么计算**也写得很明确：

收盘价涨跌幅偏离值 = 单只证券涨跌幅 − 对应分类指数涨跌幅 (SZSE Documentation)
累计值按区间首尾收益差计算（个股区间涨跌幅 − 指数区间涨跌幅；遇到除权除息需调整收盘价）。 (SZSE Documentation)
对应分类指数口径（深交所编制）：深证A股指数、创业板综合指数、深证B股指数等。 (SZSE Documentation)

另外，深交所规则还写明：

异常/严重异常波动指标自本所公布的次一交易日或复牌之日起重新计算；
无价格涨跌幅限制的股票不纳入异常/严重异常波动指标计算。 (SZSE Documentation)

上交所：30天严重异动披露口径

上交所披露的“严重异常波动”信息中，同样列出：

连续30个交易日内收盘价格涨幅偏离值累计达到200%，或
连续30个交易日内收盘价格跌幅偏离值累计达到-70%。 (SSE)

如果你是想拿某只股票来算“离触发200%还差多少”，把区间起止日期、起止收盘价、对应指数起止点位（或直接给我这30个交易日的涨跌幅序列）发我，我可以按规则口径把偏离值累计帮你算出来。

问题

思考