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哈马斯袭以色列,地缘溢价回归

2023-10-09 commodity shock 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
-0.74% +1.62% +0.79%
DIA Dow 30
+0.58% +0.16% +5.54%
EEM Emerging Markets
+2.07% -0.50% +5.02%
EWJ Japan
+1.06% -1.01% +5.14%
FXI China Large Cap
+3.55% -0.80% +0.53%
GLD Gold
+0.56% +4.66% +7.35%
IEF 7-10yr Treasuries
+0.35% -2.01% +1.43%
IWM Russell 2000
+0.96% -1.52% +3.06%
QQQ Nasdaq 100
+1.27% -0.87% +6.26%
SHY 1-3yr Treasuries
-0.09% -0.43% +0.58%
SLV Silver
+0.60% +4.44% +11.02%
SPY S&P 500
+0.93% -0.48% +5.32%
TLT 20+yr Treasuries
+1.95% -2.63% +3.84%
UNG Natural Gas
+0.25% -8.88% -25.00%
USO Crude Oil
-1.89% +3.51% -8.18%
UUP USD Index
-0.24% +0.64% -1.75%
VIXY VIX Futures
-5.06% +7.16% -25.40%
VTI Total US Market
+1.02% -0.56% +5.17%
XLB Materials
+1.31% -1.24% +3.88%
XLC Communication Services
+1.49% -0.62% +4.92%
XLE Energy
-1.16% +3.80% -4.13%
XLF Financials
+0.88% +0.24% +7.02%
XLI Industrials
+1.21% -1.66% +3.89%
XLK Technology
+1.08% -0.81% +9.06%
XLP Consumer Staples
+0.33% +1.95% +5.51%
XLRE Real Estate
+2.38% -0.74% +6.82%
XLU Utilities
+3.01% +2.44% +8.42%
XLV Healthcare
+0.03% -0.47% +0.51%
XLY Consumer Discretionary
+1.46% -1.65% +4.64%

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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