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Fed 自 2006 来首次加息 25bp

2015-12-16 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
-4.77% -4.06% -13.39%
ABBV ABBV
-3.28% +1.94% -4.63%
ABT ABT
-5.10% -2.21% -15.98%
AMD AMD
-3.54% +18.11% -15.75%
AMZN AMZN
-1.72% -0.08% -14.94%
AVGO AVGO
-2.56% +1.72% -4.31%
BAC BAC
-5.58% -3.49% -21.35%
COST COST
-3.11% -0.98% -7.07%
CVX CVX
-3.88% -3.30% -8.72%
DBA 农产品
+0.89% +0.79% -0.69%
DIA 道琼斯 30
-3.51% -1.27% -7.22%
DIS DIS
-5.33% -5.75% -16.38%
EEM 新兴市场
-1.63% +0.27% -7.35%
ENB ENB
-1.82% +3.32% +5.64%
EWJ 日本
-2.18% -1.22% -6.92%
FXI 中国大盘
-0.28% +1.06% -13.98%
GLD 黄金
-0.69% -0.47% +5.16%
GOOGL GOOGL
-2.54% +0.73% -0.75%
HD HD
-1.96% -0.17% -4.81%
IEF 7-10 年国债
+0.78% +0.52% +3.24%
IWM 罗素小盘
-2.58% +0.03% -10.05%
JNJ JNJ
-3.14% -1.93% -0.84%
JPM JPM
-4.64% -1.70% -12.25%
KMB KMB
-1.89% +1.83% +2.45%
KO KO
-3.06% -0.80% -1.92%
MAA MAA
-1.63% +0.35% +3.68%
MCD MCD
-1.00% +0.77% +5.75%
META META
-2.58% -0.81% +7.77%
MRK MRK
-4.41% -2.18% -6.05%
MSFT MSFT
-3.56% -0.32% -2.53%
MSTR MSTR
-0.78% -0.40% -2.13%
NFLX NFLX
-3.77% -4.51% -23.28%
NVDA NVDA
-3.11% -0.09% -11.67%
O O
-0.29% +1.02% +11.39%
PFE PFE
-1.81% -0.49% -7.40%
PG PG
-3.53% -1.32% +1.03%
QQQ 纳指 100
-3.35% -0.97% -8.12%
SHY 1-3 年短债
+0.13% +0.04% +0.59%
SLV 白银
-0.44% -1.48% +1.33%
SPY 标普 500
-3.28% -0.77% -6.36%
TLT 20+ 年长债
+1.69% +1.04% +4.95%
TSLA TSLA
-1.73% -2.37% -16.02%
TSM TSM
-0.99% -0.65% -3.02%
UNG 天然气
-2.66% +17.76% +10.07%
UNH UNH
-2.53% -0.42% -2.47%
USO 原油
-3.00% -0.55% -17.93%
UUP 美元指数
+0.35% -0.35% +0.59%
V V
-4.43% -1.67% -6.86%
VIXY VIX 期货
+12.85% +0.23% +22.98%
VTI 美股全市场
-3.14% -0.60% -6.90%
WFC WFC
-3.69% -2.09% -10.58%
WMT WMT
-2.40% +0.75% +11.94%
XLB 原材料
-3.32% +0.18% -10.96%
XLC 通信服务
+0.62% -0.74% -2.10%
XLE 能源板块
-4.16% -1.46% -6.69%
XLF 金融板块
-4.07% -1.23% -10.94%
XLI 工业板块
-3.16% -0.16% -6.66%
XLK 科技板块
-3.48% -1.08% -5.27%
XLP 必需消费
-3.04% -0.17% +0.09%
XLRE 房地产
-1.43% +0.45% -3.18%
XLU 公用事业
-1.04% +1.38% +6.74%
XLV 医疗板块
-2.51% -0.27% -7.93%
XLY 可选消费
-3.19% -1.50% -6.66%
XOM XOM
-2.36% -0.52% -3.61%

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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