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Draghi 'whatever it takes' 讲话

2012-07-26 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
+2.74% +1.25% +2.40%
DIA 道琼斯 30
+1.42% +1.80% +3.31%
EEM 新兴市场
+2.21% +4.50% +4.34%
EWJ 日本
+1.24% +2.47% +2.02%
FXI 中国大盘
+2.47% +5.26% -0.54%
GLD 黄金
+0.42% -0.30% +6.71%
IEF 7-10 年国债
-0.40% -0.81% -1.11%
IWM 罗素小盘
+2.03% +2.25% +8.26%
QQQ 纳指 100
+2.29% +4.31% +8.16%
SHY 1-3 年短债
-0.02% -0.03% -0.05%
SLV 白银
+2.43% +1.50% +20.89%
SPY 标普 500
+1.84% +2.53% +5.39%
TLT 20+ 年长债
-1.15% -2.45% -4.65%
UNG 天然气
+3.64% -5.53% -9.93%
USO 原油
+0.12% +3.02% +7.30%
UUP 美元指数
+0.09% -0.66% -2.95%
VIXY VIX 期货
-0.98% -11.14% -25.76%
VTI 美股全市场
+1.87% +2.51% +5.94%
XLB 原材料
+1.74% +2.78% +6.99%
XLC 通信服务
+0.62% -0.74% -2.10%
XLE 能源板块
+2.06% +2.36% +5.99%
XLF 金融板块
+1.66% +2.69% +7.32%
XLI 工业板块
+1.90% +2.61% +4.31%
XLK 科技板块
+2.21% +4.35% +7.89%
XLP 必需消费
+1.65% +1.48% +1.45%
XLRE 房地产
+0.46% +2.62% +2.35%
XLU 公用事业
+1.54% +0.32% -2.84%
XLV 医疗板块
+1.87% +1.53% +3.88%
XLY 可选消费
+1.59% +2.46% +7.58%

主权债务危机 × 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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