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Bernanke 'taper' 暗示,新兴市场暴跌

2013-05-22 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
+0.86% +1.90% -5.96%
ABBV ABBV
-2.82% -8.70% -6.59%
ABT ABT
+0.11% -2.78% -6.12%
AMD AMD
+2.27% +1.01% +1.01%
AMZN AMZN
-0.46% +2.37% +10.51%
AVGO AVGO
-1.33% +9.17% +8.47%
BAC BAC
-0.53% +2.63% -0.15%
COST COST
+0.89% -3.31% -0.67%
CVX CVX
+0.42% -1.74% -2.95%
DBA 农产品
+0.04% +0.75% -2.45%
DIA 道琼斯 30
-0.05% -1.14% -0.33%
DIS DIS
-0.12% -3.80% -1.31%
EEM 新兴市场
-1.61% -4.10% -11.82%
ENB ENB
+0.24% -7.67% -9.72%
EWJ 日本
-5.94% -10.63% -4.62%
FXI 中国大盘
-2.61% -4.08% -11.88%
GLD 黄金
+1.38% +1.50% -9.42%
GOOGL GOOGL
-1.81% -2.05% +1.76%
HD HD
-0.88% -1.29% -0.10%
IEF 7-10 年国债
+0.14% -0.89% -4.60%
IWM 罗素小盘
+0.10% +0.02% +2.79%
JNJ JNJ
-1.12% -4.12% +0.90%
JPM JPM
+0.06% +1.79% +2.74%
KMB KMB
+1.33% -5.21% -3.19%
KO KO
-0.02% -5.35% -3.38%
MAA MAA
-1.65% -7.23% -9.44%
MCD MCD
-1.43% -4.34% -1.06%
META META
-3.38% -3.22% -1.79%
MRK MRK
+0.96% -0.02% +2.43%
MSFT MSFT
-0.98% +0.84% -0.81%
MSTR MSTR
+2.03% +1.00% -0.67%
NFLX NFLX
+0.08% -1.01% +1.99%
NVDA NVDA
+0.97% +0.49% -1.60%
O O
-5.23% -12.95% -17.95%
PFE PFE
-0.89% -7.06% -3.99%
PG PG
+3.88% -2.61% -0.08%
QQQ 纳指 100
-0.29% -0.50% -1.01%
SHY 1-3 年短债
+0.00% -0.06% -0.15%
SLV 白银
+0.46% -0.33% -14.37%
SPY 标普 500
-0.37% -1.49% -0.67%
TLT 20+ 年长债
+0.61% -1.41% -7.15%
TSLA TSLA
+11.28% +12.06% +39.40%
TSM TSM
-0.16% -1.22% -4.23%
UNG 天然气
+1.24% -5.54% -12.59%
UNH UNH
-0.35% +0.56% +8.96%
USO 原油
-0.27% -2.54% +8.82%
UUP 美元指数
-0.79% -1.22% -0.22%
V V
+0.17% -1.11% +4.42%
VIXY VIX 期货
+0.70% +2.79% -2.45%
VTI 美股全市场
-0.32% -1.28% -0.27%
WFC WFC
+0.35% +1.12% +6.81%
WMT WMT
+0.36% -2.84% -0.42%
XLB 原材料
-0.29% -0.96% -3.57%
XLC 通信服务
+0.62% -0.74% -2.10%
XLE 能源板块
-0.54% -2.01% -1.56%
XLF 金融板块
-0.50% +0.05% +1.11%
XLI 工业板块
-0.59% -1.00% -0.75%
XLK 科技板块
-0.19% -0.28% -1.36%
XLP 必需消费
+0.53% -3.45% -1.90%
XLRE 房地产
+0.46% +2.62% +2.35%
XLU 公用事业
-1.75% -4.66% -4.31%
XLV 医疗板块
-0.34% -2.39% -1.18%
XLY 可选消费
-0.51% -1.70% +2.46%
XOM XOM
-0.72% -1.87% +0.07%

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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