Industrial Securities analyst Zhang Qiyao's team released a research report stating that the recent adjustment in the TMT sector appears largely complete based on rolling return differentials, trading volume share, crowding metrics, and historical comparisons. Since November, AI-related market trends in both China and the U.S. have begun shifting toward mid- and downstream segments, driven by evolving industry narratives and global AI application advancements.
Key observations from Industrial Securities include:
1. **TMT Sector Adjustment Largely Complete** - **Rolling Return Differentials**: After October's volatility, TMT's excess returns relative to the broader market have significantly narrowed, with 40-day rolling return differentials approaching historical lows. The metric recently bottomed near -7.5%, comparable to previous adjustments in 2023. - **Trading Volume Share**: TMT's trading volume share, a key crowding indicator, fell from over 40% to around 28%, aligning with past adjustment periods. - **Crowding Metrics**: Most AI subsectors now show crowding levels near historical lows, suggesting reduced speculative pressure. - **Historical Context**: The current 35-day, 13.7% drawdown resembles typical "moderate" corrections triggered by crowding or profit-taking, unlike prolonged downturns tied to macroeconomic risks.
2. **AI Momentum Shifting Mid- and Downstream** Since November, AI themes in both markets have expanded beyond hardware to software and applications, fueled by: - **Industry Narrative Shift**: Focus has moved from "AI hype" to tangible commercialization, exemplified by Alibaba's Qwen App launch and Google's Gemini 3 multimodal upgrades accelerating AI adoption in content creation, marketing, and e-commerce. - **Supportive Trading Environment**: Year-end market dynamics favoring expectation-driven narratives further benefit mid/downstream AI plays like software services (AIGC, AI agents) and applications (gaming, media).
Notably, post-Qwen App's November 17 debut, outperforming AI segments have concentrated in mid/downstream areas, signaling sustained momentum.
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