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SVB 倒闭后 Fed 仍加息 25bp

2023-03-22 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
+1.53% +4.48% +9.93%
ABBV ABBV
+2.83% +3.71% -3.16%
ABT ABT
+1.23% +4.54% +15.07%
AMD AMD
+0.38% +0.44% -2.60%
AMZN AMZN
-0.58% +4.65% +7.22%
AVGO AVGO
+0.83% +1.68% -0.29%
BAC BAC
-1.81% +3.47% +0.18%
COST COST
+1.59% +1.92% +2.58%
CVX CVX
-0.01% +4.54% +2.25%
DBA 农产品
+0.96% +3.34% +5.77%
DIA 道琼斯 30
+0.67% +3.89% +5.07%
DIS DIS
-0.86% +5.51% +8.50%
EEM 新兴市场
+1.12% +3.19% +3.06%
ENB ENB
+0.33% +4.21% +8.33%
EWJ 日本
+0.74% +3.49% +4.74%
FXI 中国大盘
+2.71% +5.20% +2.92%
GLD 黄金
+0.11% -0.12% +2.32%
GOOGL GOOGL
+2.00% +0.35% +4.26%
HD HD
+0.15% +4.43% +1.88%
IEF 7-10 年国债
+0.60% -0.17% +0.23%
IWM 罗素小盘
+0.46% +4.32% +1.78%
JNJ JNJ
+1.06% +2.61% +7.45%
JPM JPM
-1.78% +2.46% +8.62%
KMB KMB
+2.41% +5.34% +13.60%
KO KO
+1.42% +3.30% +6.44%
MAA MAA
+1.84% +7.31% +8.98%
MCD MCD
+1.29% +4.38% +10.76%
META META
+3.10% +6.07% +16.75%
MRK MRK
+0.38% +1.91% +13.39%
MSFT MSFT
+3.04% +5.88% +13.35%
MSTR MSTR
+3.97% +18.42% +19.37%
NFLX NFLX
+11.74% +17.55% +12.69%
NVDA NVDA
+1.18% +4.95% +10.14%
O O
+2.76% +7.04% +6.52%
PFE PFE
+0.95% +1.97% -3.35%
PG PG
+1.90% +3.26% +8.53%
QQQ 纳指 100
+1.56% +4.84% +5.74%
SHY 1-3 年短债
+0.34% -0.10% +0.26%
SLV 白银
+0.57% +4.83% +11.33%
SPY 标普 500
+0.93% +4.41% +5.26%
TLT 20+ 年长债
+0.42% -0.03% -2.31%
TSLA TSLA
-0.39% +8.53% -10.13%
TSM TSM
+0.18% +0.43% -7.64%
UNG 天然气
-0.68% -5.96% -11.52%
UNH UNH
+0.10% -0.62% +3.60%
USO 原油
-1.06% +7.84% +4.30%
UUP 美元指数
+0.75% +0.22% -0.43%
V V
+0.45% +2.46% +5.54%
VIXY VIX 期货
-1.28% -10.75% -24.36%
VTI 美股全市场
+0.81% +4.48% +4.90%
WFC WFC
-2.61% +0.48% +3.98%
WMT WMT
+1.63% +5.68% +9.88%
XLB 原材料
+0.69% +5.74% +4.09%
XLC 通信服务
+2.15% +4.53% +6.24%
XLE 能源板块
-1.00% +5.27% +1.97%
XLF 金融板块
-0.74% +2.98% +3.72%
XLI 工业板块
+0.12% +4.54% +2.44%
XLK 科技板块
+1.89% +5.42% +5.52%
XLP 必需消费
+1.31% +3.72% +6.83%
XLRE 房地产
+1.95% +7.32% +6.75%
XLU 公用事业
+2.07% +5.17% +6.93%
XLV 医疗板块
+1.19% +2.91% +5.96%
XLY 可选消费
-0.43% +5.17% +3.87%
XOM XOM
-1.01% +4.85% +4.32%

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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