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Fed 降至 0-0.25% 零利率下限

2008-12-16 monetary 64 源 →
事件后资产表现

事件后资产表现

资产 T+1 T+5 T+30
AAPL AAPL
-6.29% -10.08% -5.55%
ABBV ABBV
-2.08% -2.47% +10.04%
ABT ABT
-2.20% -1.22% +5.04%
AMD AMD
-0.89% -3.11% -2.67%
AMZN AMZN
-1.05% -1.62% +11.76%
AVGO AVGO
-1.30% +0.25% +2.66%
BAC BAC
-7.55% -11.52% -56.42%
COST COST
+2.11% -2.94% -15.09%
CVX CVX
-7.57% -10.96% -10.75%
DBA 农产品
+0.33% +4.40% +1.51%
DIA 道琼斯 30
-3.58% -4.73% -10.16%
DIS DIS
-3.99% -6.73% -13.04%
EEM 新兴市场
-3.90% -7.59% -12.93%
ENB ENB
-1.57% -3.05% -1.00%
EWJ 日本
-3.67% -2.98% -10.81%
FXI 中国大盘
-2.21% -9.36% -18.89%
GLD 黄金
-0.70% +1.35% +8.11%
GOOGL GOOGL
-4.61% -7.66% +4.07%
HD HD
+0.53% -3.12% -11.47%
IEF 7-10 年国债
+1.36% +1.15% -3.51%
IWM 罗素小盘
+0.27% -0.86% -7.27%
JNJ JNJ
-1.02% -1.74% -3.20%
JPM JPM
-6.62% -7.88% -20.18%
KMB KMB
+0.53% -0.69% -1.77%
KO KO
-2.76% -4.05% -8.05%
MAA MAA
-1.09% -0.42% -15.37%
MCD MCD
-2.59% -2.96% -7.79%
META META
-10.99% -24.56% -19.51%
MRK MRK
-0.61% +3.91% +2.29%
MSFT MSFT
-4.03% -4.87% -14.97%
MSTR MSTR
+0.88% -0.48% +10.01%
NFLX NFLX
-1.43% -0.66% +26.14%
NVDA NVDA
-4.73% -15.43% -10.47%
O O
-1.58% +0.26% -16.54%
PFE PFE
-1.38% -1.50% -16.01%
PG PG
-2.13% -1.77% -10.93%
QQQ 纳指 100
-2.95% -4.54% -4.77%
SHY 1-3 年短债
-0.16% -0.28% -0.45%
SLV 白银
-1.72% -3.54% +13.51%
SPY 标普 500
-2.82% -4.37% -9.12%
TLT 20+ 年长债
+4.87% +4.16% -10.62%
TSLA TSLA
-8.08% -26.92% -23.32%
TSM TSM
-6.32% -9.89% -10.13%
UNG 天然气
-3.89% -0.41% -24.93%
UNH UNH
+2.30% +8.01% +16.34%
USO 原油
-10.18% -20.14% -19.81%
UUP 美元指数
+0.49% +1.32% +7.01%
V V
-0.13% -2.78% -9.90%
VIXY VIX 期货
-1.70% -9.76% -20.56%
VTI 美股全市场
-2.45% -3.55% -8.41%
WFC WFC
-0.44% -7.62% -36.53%
WMT WMT
+0.31% +0.20% -14.70%
XLB 原材料
-3.76% -8.30% -12.85%
XLC 通信服务
+0.62% -0.74% -2.10%
XLE 能源板块
-6.43% -8.28% -4.70%
XLF 金融板块
-3.79% -7.53% -27.47%
XLI 工业板块
-3.47% -2.88% -10.92%
XLK 科技板块
-4.70% -6.01% -7.59%
XLP 必需消费
-0.17% -0.60% -5.58%
XLRE 房地产
+0.46% +2.62% +2.35%
XLU 公用事业
-2.21% -3.35% -0.25%
XLV 医疗板块
+0.12% -0.20% +1.27%
XLY 可选消费
-2.27% -4.56% -11.62%
XOM XOM
-7.39% -7.16% -8.01%

Fed 利率周期拐点 × 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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