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Evergrande 流动性危机首次爆出

2021-07-19 regulatory 29 源 →
事件后资产表现

事件后资产表现

资产 T+1 T+5 T+30
DBA 农产品
+3.25% +5.73% +5.12%
DIA 道琼斯 30
+2.39% +2.79% +4.59%
EEM 新兴市场
+0.97% -1.61% +0.28%
EWJ 日本
+1.92% +2.05% +5.39%
FXI 中国大盘
-0.21% -5.23% -5.50%
GLD 黄金
-0.50% -0.19% -0.21%
IEF 7-10 年国债
-0.70% -0.19% -0.44%
IWM 罗素小盘
+4.88% +4.29% +8.17%
QQQ 纳指 100
+1.94% +3.15% +7.25%
SHY 1-3 年短债
+0.01% +0.05% +0.03%
SLV 白银
+0.56% -0.52% -4.94%
SPY 标普 500
+2.25% +3.26% +6.64%
TLT 20+ 年长债
-2.22% -1.20% -1.02%
UNG 天然气
+3.95% +5.32% +23.12%
USO 原油
+5.30% +8.46% +6.78%
UUP 美元指数
-0.12% -0.72% -0.76%
VIXY VIX 期货
-14.25% -13.83% -29.03%
VTI 美股全市场
+2.64% +3.56% +6.91%
XLB 原材料
+2.24% +4.31% +8.30%
XLC 通信服务
+1.97% +4.96% +7.33%
XLE 能源板块
+4.88% +5.86% +4.13%
XLF 金融板块
+4.24% +3.70% +9.11%
XLI 工业板块
+3.78% +2.98% +5.46%
XLK 科技板块
+2.46% +3.08% +7.08%
XLP 必需消费
-0.23% +0.30% +2.95%
XLRE 房地产
+1.49% +1.89% +7.08%
XLU 公用事业
-0.67% +1.73% +7.44%
XLV 医疗板块
+1.38% +3.49% +7.41%
XLY 可选消费
+2.78% +3.52% +4.35%

中国房地产危机 × 资产历史表现

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方法说明:历史类比基于人工策划的事件清单 + yfinance 总回报数据。蒙特卡洛使用 joint sampling,从同一历史事件的资产收益向量整体抽样以保留资产间相关性。本页内容仅供参考,不构成投资建议。 完整方法说明 →

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