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Fed 自 2008 来首次降息 (insurance cut)

2019-07-31 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
-4.23% -5.30% +3.61%
ABBV ABBV
-1.91% -1.56% +5.94%
ABT ABT
-1.47% -0.55% -4.29%
AMD AMD
-3.32% +12.28% +1.25%
AMZN AMZN
-2.33% -3.17% -3.16%
AVGO AVGO
-3.95% -4.92% -0.46%
BAC BAC
-4.24% -7.66% -1.15%
COST COST
-1.14% -0.61% +4.97%
CVX CVX
-1.93% -0.56% +1.86%
DBA 农产品
-1.32% -1.19% -2.20%
DIA 道琼斯 30
-1.38% -1.99% +1.25%
DIS DIS
-0.91% -3.14% -5.04%
EEM 新兴市场
-2.92% -4.55% +0.34%
ENB ENB
+0.33% +1.26% +7.04%
EWJ 日本
-0.53% -1.44% +4.08%
FXI 中国大盘
-3.02% -5.74% +0.88%
GLD 黄金
+2.01% +6.04% +6.09%
GOOGL GOOGL
-1.80% -2.41% +1.10%
HD HD
-0.72% -1.72% +8.76%
IEF 7-10 年国债
+1.34% +2.24% +1.36%
IWM 罗素小盘
-2.54% -3.79% +0.86%
JNJ JNJ
+0.65% +1.40% +0.22%
JPM JPM
-2.65% -5.40% +2.72%
KMB KMB
+0.16% +2.01% -4.37%
KO KO
-0.57% +1.50% +3.28%
MAA MAA
+3.18% +5.04% +8.67%
MCD MCD
+1.78% +4.95% -1.06%
META META
-2.68% -3.28% -4.12%
MRK MRK
+1.78% +3.05% -0.50%
MSFT MSFT
+0.46% +1.06% +0.38%
MSTR MSTR
-1.78% +2.90% +7.84%
NFLX NFLX
-1.29% -4.35% -8.89%
NVDA NVDA
-4.46% -8.62% +6.92%
O O
+1.21% +5.01% +7.21%
PFE PFE
-1.25% -5.54% -4.29%
PG PG
-1.36% -1.07% +1.45%
QQQ 纳指 100
-1.96% -2.41% +0.30%
SHY 1-3 年短债
+0.31% +0.47% +0.35%
SLV 白银
-0.13% +4.47% +10.06%
SPY 标普 500
-1.62% -1.95% +0.92%
TLT 20+ 年长债
+2.93% +5.60% +4.45%
TSLA TSLA
-3.01% -2.73% +0.50%
TSM TSM
-2.30% -2.86% +4.62%
UNG 天然气
-4.32% -5.14% +19.70%
UNH UNH
+0.42% -0.15% -5.41%
USO 原油
-4.65% -6.31% +6.56%
UUP 美元指数
-0.52% -1.01% +0.41%
V V
-0.33% +0.59% -0.92%
VIXY VIX 期货
+8.51% +14.18% -0.77%
VTI 美股全市场
-1.73% -2.16% +0.62%
WFC WFC
-2.00% -3.28% +2.32%
WMT WMT
-0.89% -2.33% +5.22%
XLB 原材料
-1.73% -1.05% -0.29%
XLC 通信服务
-1.44% -2.28% +0.63%
XLE 能源板块
-3.67% -5.74% +0.69%
XLF 金融板块
-2.30% -3.82% +0.50%
XLI 工业板块
-2.57% -3.08% +1.88%
XLK 科技板块
-2.13% -2.82% +0.24%
XLP 必需消费
-0.34% -0.19% +1.72%
XLRE 房地产
+1.02% +2.83% +4.22%
XLU 公用事业
+1.01% +2.22% +5.78%
XLV 医疗板块
-0.10% +0.29% +0.19%
XLY 可选消费
-2.17% -2.01% +0.93%
XOM XOM
-3.51% -4.73% +0.39%

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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