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Fed 单次 75bp 加息 (1994 以来最大)

2022-06-15 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
-2.86% +4.60% +19.26%
ABBV ABBV
+0.14% +10.32% +2.49%
ABT ABT
-2.17% +4.44% +4.97%
AMD AMD
-8.66% -2.49% +8.38%
AMZN AMZN
-1.35% +8.16% +25.75%
AVGO AVGO
-5.33% -2.54% +2.68%
BAC BAC
-0.41% +0.81% +5.18%
COST COST
-2.64% +5.58% +19.39%
CVX CVX
-9.67% -11.87% -2.28%
DBA 农产品
+0.41% -4.51% -8.06%
DIA 道琼斯 30
-2.55% +2.77% +7.07%
DIS DIS
-1.61% +1.98% +10.78%
EEM 新兴市场
-2.70% -0.29% -2.82%
ENB ENB
-5.13% -2.11% +4.33%
EWJ 日本
-2.67% +0.39% +6.32%
FXI 中国大盘
-2.10% +2.79% -8.96%
GLD 黄金
+0.29% -0.40% -3.36%
GOOGL GOOGL
-2.39% +7.48% +4.64%
HD HD
-3.22% +1.17% +9.33%
IEF 7-10 年国债
+0.68% +1.64% +6.46%
IWM 罗素小盘
-3.89% +1.88% +8.91%
JNJ JNJ
-0.31% +7.24% +2.31%
JPM JPM
-2.06% +1.65% -0.16%
KMB KMB
-0.51% +9.84% +10.59%
KO KO
-0.40% +5.65% +8.13%
MAA MAA
+0.08% +6.23% +12.84%
MCD MCD
-1.89% +3.77% +10.60%
META META
-3.31% +0.48% -5.56%
MRK MRK
-0.01% +10.04% +4.61%
MSFT MSFT
-1.63% +6.33% +10.43%
MSTR MSTR
-2.18% +19.90% +60.93%
NFLX NFLX
-2.55% +5.96% +25.60%
NVDA NVDA
-3.91% +3.62% +11.58%
O O
+0.11% +6.77% +14.48%
PFE PFE
-4.08% +6.35% +5.14%
PG PG
-0.11% +8.94% +8.54%
QQQ 纳指 100
-2.87% +4.38% +11.70%
SHY 1-3 年短债
+0.11% +0.43% +1.02%
SLV 白银
+0.10% -2.25% -5.86%
SPY 标普 500
-3.10% +3.31% +8.79%
TLT 20+ 年长债
+1.12% +1.55% +8.71%
TSLA TSLA
-6.97% +5.45% +27.59%
TSM TSM
-4.13% -3.09% -2.65%
UNG 天然气
-6.95% -16.35% +11.98%
UNH UNH
-2.30% +7.12% +15.71%
USO 原油
-4.13% -6.51% -13.57%
UUP 美元指数
+0.04% -0.57% +0.86%
V V
-3.14% +4.77% +7.75%
VIXY VIX 期货
+3.27% -4.74% -20.60%
VTI 美股全市场
-3.13% +3.34% +8.94%
WFC WFC
+0.81% +6.79% +14.07%
WMT WMT
-0.91% +3.64% +11.02%
XLB 原材料
-3.78% -1.12% +0.23%
XLC 通信服务
-2.27% +3.61% +2.43%
XLE 能源板块
-10.79% -12.12% -5.73%
XLF 金融板块
-2.24% +2.76% +6.22%
XLI 工业板块
-3.58% +0.53% +8.36%
XLK 科技板块
-3.19% +3.94% +12.08%
XLP 必需消费
-1.12% +5.44% +9.16%
XLRE 房地产
-1.81% +5.90% +11.29%
XLU 公用事业
-2.85% +4.18% +11.76%
XLV 医疗板块
-1.53% +6.57% +8.40%
XLY 可选消费
-3.86% +4.08% +15.86%
XOM XOM
-9.24% -8.42% -0.43%

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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