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Fed 顶住市场压力继续加息

2018-12-19 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
-6.31% -2.90% +6.44%
ABBV ABBV
+1.68% +9.10% -4.82%
ABT ABT
-2.51% +3.03% +5.56%
AMD AMD
-6.77% -1.87% +32.87%
AMZN AMZN
-7.87% -1.14% +9.25%
AVGO AVGO
+0.42% +3.98% +11.57%
BAC BAC
-3.35% +0.87% +19.44%
COST COST
-3.42% +0.31% +4.85%
CVX CVX
-3.36% +0.76% +11.05%
DBA 农产品
-1.11% -0.22% +0.66%
DIA 道琼斯 30
-3.74% -0.99% +8.47%
DIS DIS
-4.58% -1.76% +2.36%
EEM 新兴市场
+0.08% +1.95% +11.28%
ENB ENB
-1.79% -1.31% +19.54%
EWJ 日本
-3.59% -1.42% +5.18%
FXI 中国大盘
-0.84% -0.61% +8.85%
GLD 黄金
+1.10% +3.09% +5.56%
GOOGL GOOGL
-4.27% +1.08% +10.23%
HD HD
-4.23% +1.59% +11.26%
IEF 7-10 年国债
-0.04% +0.53% +0.80%
IWM 罗素小盘
-4.20% -0.85% +12.66%
JNJ JNJ
+0.38% -0.27% +4.13%
JPM JPM
-3.21% -0.47% +8.02%
KMB KMB
+1.82% -0.59% -0.97%
KO KO
-0.69% -1.46% +2.82%
MAA MAA
-0.86% -2.99% +5.74%
MCD MCD
-2.80% -2.01% -0.90%
META META
-6.22% -0.03% +27.03%
MRK MRK
-1.18% +2.17% +4.20%
MSFT MSFT
-5.27% -3.18% +1.98%
MSTR MSTR
-5.09% +3.30% +5.88%
NFLX NFLX
-7.64% -4.01% +31.70%
NVDA NVDA
-6.45% -3.51% +7.70%
O O
-1.28% -1.97% +7.25%
PFE PFE
-0.10% +2.36% +2.00%
PG PG
-0.86% -0.63% +7.68%
QQQ 纳指 100
-4.50% -0.73% +10.02%
SHY 1-3 年短债
+0.06% +0.30% +0.47%
SLV 白银
+0.37% +5.33% +8.69%
SPY 标普 500
-3.64% -0.82% +8.87%
TLT 20+ 年长债
-0.38% -0.11% -0.40%
TSLA TSLA
-3.96% +0.27% -6.03%
TSM TSM
-1.44% +2.51% +4.72%
UNG 天然气
+0.36% -9.09% -21.07%
UNH UNH
-4.78% -1.63% +7.15%
USO 原油
-4.49% -4.89% +14.77%
UUP 美元指数
-0.12% -0.75% -0.91%
V V
-5.33% -0.24% +7.80%
VIXY VIX 期货
+10.56% +14.32% -20.42%
VTI 美股全市场
-3.70% -0.83% +9.59%
WFC WFC
-1.20% +0.24% +8.40%
WMT WMT
-3.78% +1.74% +4.66%
XLB 原材料
-2.23% +0.79% +7.47%
XLC 通信服务
-4.97% -1.61% +10.76%
XLE 能源板块
-3.71% -2.10% +11.61%
XLF 金融板块
-2.87% +0.54% +11.49%
XLI 工业板块
-3.68% -1.33% +12.66%
XLK 科技板块
-4.78% -1.24% +8.96%
XLP 必需消费
-2.80% -2.05% +3.74%
XLRE 房地产
-2.72% -2.75% +7.87%
XLU 公用事业
-0.48% -2.29% +1.05%
XLV 医疗板块
-2.63% +0.40% +6.57%
XLY 可选消费
-4.46% -0.18% +9.94%
XOM XOM
-3.76% -3.69% +5.71%

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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