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沙特俄罗斯油价战 + COVID 需求崩塌

2020-03-09 commodity shock 64 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
AAPL AAPL
+3.48% -7.33% +3.33%
ABBV ABBV
-0.49% -16.70% -2.35%
ABT ABT
+1.39% +2.91% +22.48%
AMD AMD
+5.62% -9.59% +29.19%
AMZN AMZN
+1.12% +1.63% +33.26%
AVGO AVGO
-0.71% -32.23% +6.30%
BAC BAC
+3.37% -5.20% -0.27%
COST COST
-1.51% +1.83% +1.13%
CVX CVX
+2.93% -31.76% +7.60%
DBA Agriculture
+0.47% -7.18% -8.19%
DIA Dow 30
-1.21% -16.48% -1.18%
DIS DIS
+1.11% -14.90% -3.21%
EEM Emerging Markets
+0.19% -17.38% -4.71%
ENB ENB
-0.16% -23.43% -7.59%
EWJ Japan
-0.50% -11.10% +1.16%
FXI China Large Cap
+0.41% -12.09% -2.15%
GLD Gold
-2.46% -10.84% +3.50%
GOOGL GOOGL
-0.40% -10.25% +4.56%
HD HD
+1.83% -25.56% -3.22%
IEF 7-10yr Treasuries
-2.82% -4.68% +0.64%
IWM Russell 2000
-3.44% -23.31% -7.33%
JNJ JNJ
-3.40% -1.08% +13.98%
JPM JPM
+2.70% -10.22% -3.34%
KMB KMB
-5.07% -4.93% -0.68%
KO KO
+0.67% -12.76% -12.33%
MAA MAA
-0.31% -25.47% -21.12%
MCD MCD
+0.74% -26.52% -2.58%
META META
+0.44% -13.30% +9.22%
MRK MRK
+0.37% -8.53% +3.28%
MSFT MSFT
+2.00% -6.79% +13.81%
MSTR MSTR
-4.08% -28.76% -2.67%
NFLX NFLX
+0.99% -8.95% +23.15%
NVDA NVDA
+0.42% -17.36% +15.71%
O O
+0.33% -42.03% -32.44%
PFE PFE
-4.71% -4.15% +8.68%
PG PG
-3.85% +1.20% +3.56%
QQQ Nasdaq 100
+0.85% -8.77% +8.99%
SHY 1-3yr Treasuries
-0.55% -0.65% +0.08%
SLV Silver
-1.57% -29.41% -10.52%
SPY S&P 500
+0.05% -12.48% +2.37%
TLT 20+yr Treasuries
-8.62% -15.73% -0.35%
TSLA TSLA
+4.31% -40.59% +16.06%
TSM TSM
+0.79% -14.39% +2.53%
UNG Natural Gas
+3.12% -9.65% -4.47%
UNH UNH
+1.59% -20.27% +4.80%
USO Crude Oil
+6.44% -27.76% -59.51%
UUP USD Index
+1.63% +6.60% +5.79%
V V
+1.06% -13.24% -2.78%
VIXY VIX Futures
+1.35% +81.61% +16.90%
VTI Total US Market
-0.35% -13.93% +1.26%
WFC WFC
-0.46% -13.42% -18.32%
WMT WMT
-2.33% +4.63% +10.19%
XLB Materials
-0.89% -15.21% +1.85%
XLC Communication Services
+0.58% -11.10% +3.62%
XLE Energy
-0.80% -29.35% +4.05%
XLF Financials
+0.13% -15.87% -5.25%
XLI Industrials
-0.99% -17.79% -6.41%
XLK Technology
+1.63% -9.23% +6.19%
XLP Consumer Staples
-2.17% -5.28% -0.74%
XLRE Real Estate
-0.75% -18.25% -7.19%
XLU Utilities
-4.14% -13.09% -7.75%
XLV Healthcare
-0.52% -8.83% +7.97%
XLY Consumer Discretionary
-0.24% -18.60% +3.24%
XOM XOM
+0.29% -20.88% +3.80%

Oil Shocks — How Crude Reshapes the Tape

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Methodology: historical analogs are built from a curated event list and yfinance total-return data. The Monte Carlo uses joint sampling — entire asset-return vectors drawn from the same historical event so cross-asset correlations are preserved. This page is informational and does not constitute investment advice. Read the full methodology →

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