In-depth analysis of southbound capital flow patterns, holdings changes, and investment preferences, providing capital-side insights for Hong Kong stock investment.
Core Functions
💰 Capital Flow Monitoring
- Daily southbound net inflow/outflow
- Separate statistics for Shanghai-Hong Kong Stock Connect and Shenzhen-Hong Kong Stock Connect
- Historical capital flow trends
- Correlation between capital flows and market performance
📊 Holdings Analysis
- Southbound capital holdings details
- Changes in holdings market value
- Newly added/reduced stocks
- Holdings concentration analysis
🏢 Industry Preferences
- Distribution of capital inflows by industry
- Changes in industry holdings proportions
- Rotation of popular industries
- Relationship between industry valuation and capital flows
🎯 Individual Stock Focus
- Key individual stocks held by southbound capital
- Individual stocks with large purchases/sales
- Individual stocks newly entered by southbound capital
- Individual stocks with large changes in holdings proportions
Use Cases
Investment Decision-Making
- Track smart money movements
- Identify mainland capital preferences
- Grasp changes in market capital conditions
- Formulate follow-investment strategies
Risk Management
- Monitor capital outflow risk
- Identify liquidity risk
- Assess changes in market sentiment
- Adjust position allocation
Research and Analysis
- Research on southbound capital behavior
- Relationship between capital flows and returns
- A/H share linkage analysis
- Research on market style preferences
Output Content
📈 Daily Capital Flows
2026-02-15 南向资金流向:
沪深港通合计: +35.2亿港元
沪港通: +22.8亿港元
深港通: +12.4亿港元
近5日累计: +128.5亿港元
近20日累计: +256.3亿港元
🏢 Top 5 Industry Capital Flows
1. 科技板块: +15.2亿 (占比43.2%)
2. 消费品: +8.5亿 (占比24.1%)
3. 医疗保健: +5.8亿 (占比16.5%)
4. 金融板块: +3.2亿 (占比9.1%)
5. 新能源: +2.5亿 (占比7.1%)
🎯 Top 10 Individual Stock Capital Flows
1. 腾讯控股(00700): +8.5亿 (增持0.3%)
2. 阿里巴巴(09988): +6.2亿 (增持0.5%)
3. 美团(03690): +4.8亿 (增持0.8%)
4. 小米集团(01810): +3.5亿 (增持0.6%)
5. 药明生物(02269): +2.8亿 (增持1.2%)
📊 Holdings Analysis
南向资金总持仓: 2.8万亿港元
占港股总市值: 8.5%
前十大持仓占比: 45.2%
平均持仓比例: 2.3%
最大单一持仓: 腾讯控股 5.8%
Analysis Dimensions
Time Dimension
- Intraday: Real-time capital flow monitoring
- Daily: Daily capital flow statistics
- Weekly: Weekly capital flow trends
- Monthly: Monthly capital flow summary
- Annual: Annual capital flow review
Spatial Dimension
- Overall Market: Overall Hong Kong stock capital flows
- Industry Sectors: Capital distribution by industry
- Individual Stock Level: Capital flows of specific individual stocks
- Market Cap Tiers: Capital preferences for large, mid, and small caps
Behavioral Dimension
- Inflow Patterns: Continuous inflow vs intermittent inflow
- Outflow Patterns: Profit-taking vs risk aversion
- Rotation Patterns: Capital rotation among industries
- Concentration: Concentrated vs diversified capital investment
Technical Indicators
Capital Flow Indicators
- Net Inflow Rate: Net inflow/total inflow
- Inflow Continuity: Consecutive inflow days
- Inflow Intensity: Single-day inflow/average inflow
- Inflow momentum: Rate of change in capital flow
Position indicators
- Position concentration: Proportion of top ten holdings
- Position change rate: Speed of change in position market value
- Turnover rate: Buy/sell to position ratio
- Position stability: Length of holding period
Preference indicators
- Industry preference: Industry holdings/benchmark weight
- Market cap preference: Distribution of large, mid, and small cap holdings
- Valuation preference: PE/PB distribution characteristics
- Growth preference: Growth vs value tilt
Data sources
Main data sources
- HKEX: Official Stock Connect data
- Shanghai Stock Exchange: Shanghai-Hong Kong Stock Connect statistics
- Shenzhen Stock Exchange: Shenzhen-Hong Kong Stock Connect statistics
- Major brokerages: Capital flow research reports
Data update frequency
- Real-time data: Updated every 5 minutes during trading hours
- Daily data: Updated after daily market close
- Position data: Updated monthly
- Historical data: Since the launch of Mutual Market Access in November 2014
Usage
Basic query
# 获取每日资金流向
python scripts/southbound_flow.py --daily
# 获取行业资金流向
python scripts/southbound_flow.py --sectors
# 获取个股资金流向
python scripts/southbound_flow.py --stocks
# 获取持仓分析
python scripts/southbound_flow.py --holdings
Advanced analysis
# 获取历史趋势
python scripts/southbound_flow.py --history 30
# 获取资金流向预测
python scripts/southbound_flow.py --forecast
# 获取异常流入检测
python scripts/southbound_flow.py --anomaly
# 获取A/H股联动分析
python scripts/southbound_flow.py --ah-linkage
Configuration options
Display options
# 简洁模式
python scripts/southbound_flow.py --simple
# 详细模式
python scripts/southbound_flow.py --detailed
# 排序选项
python scripts/southbound_flow.py --sort by_amount
Time options
# 指定日期
python scripts/southbound_flow.py --date 2026-02-15
# 时间范围
python scripts/southbound_flow.py --start 2026-02-01 --end 2026-02-15
# 对比分析
python scripts/southbound_flow.py --compare last_week
Output format
Table format
┌─────────────┬──────────┬─────────┬──────────┐
│ 股票代码 │ 股票名称 │ 净流入 │ 持仓变化 │
├─────────────┼──────────┼─────────┼──────────┤
│ 00700 │ 腾讯控股 │ +8.5亿 │ +0.3% │
│ 09988 │ 阿里巴巴 │ +6.2亿 │ +0.5% │
│ 03690 │ 美团 │ +4.8亿 │ +0.8% │
│ 01810 │ 小米集团 │ +3.5亿 │ +0.6% │
│ 02269 │ 药明生物 │ +2.8亿 │ +1.2% │
└─────────────┴──────────┴─────────┴──────────┘
JSON format
{
"date": "2026-02-15",
"southbound_flow": {
"total_flow": 3520000000,
"shanghai_flow": 2280000000,
"shenzhen_flow": 1240000000,
"cumulative_5d": 12850000000,
"cumulative_20d": 25630000000
},
"sector_flows": [
{"sector": "科技", "flow": 1520000000, "percentage": 43.2},
{"sector": "消费品", "flow": 850000000, "percentage": 24.1}
],
"top_stocks": [
{"code": "00700", "name": "腾讯控股", "flow": 850000000, "holding_change": 0.003}
]
}
Notes
- Data delay: Southbound capital data has a T+1 delay
- Exchange rate impact: Capital is denominated in Hong Kong dollars, exchange rate fluctuations must be considered
- Trading hours: Stock Connect trading hours are the same as those of the Hong Kong stock market
- Quota limits: Southbound capital is subject to daily quota limits
- Holidays: Mainland and Hong Kong holidays affect trading
Changelog
v1.0.0 (2026-02-15)
- Initial version released
- Supports daily capital flow monitoring
- Industry capital flow analysis
- Individual stock capital flow ranking
- Southbound capital position analysis
Hong Kong Stock Southbound Capital Flow Analyzer - Professional capital flow monitoring tool