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Facebook IPO 后破发 (-9% 第一周)

2012-05-18 earnings macro 29 源 →
事件后资产表现

事件后资产表现

资产 T+1 T+5 T+30
DBA 农产品
-0.22% -3.24% +4.86%
DIA 道琼斯 30
+1.22% +1.86% +4.28%
EEM 新兴市场
+2.39% +2.44% +6.19%
EWJ 日本
+1.01% +0.34% +6.53%
FXI 中国大盘
+2.61% +2.67% +4.52%
GLD 黄金
+0.06% -2.28% +0.35%
IEF 7-10 年国债
-0.26% -0.22% +1.17%
IWM 罗素小盘
+2.36% +4.03% +8.29%
QQQ 纳指 100
+2.80% +3.37% +6.06%
SHY 1-3 年短债
+0.01% +0.01% +0.03%
SLV 白银
-0.40% -2.48% -3.81%
SPY 标普 500
+1.72% +3.05% +5.76%
TLT 20+ 年长债
-0.21% -0.95% +2.06%
UNG 天然气
-3.40% -10.60% -0.67%
USO 原油
+2.09% -0.58% -8.71%
UUP 美元指数
-0.31% +1.51% +0.27%
VIXY VIX 期货
-10.90% -13.82% -36.54%
VTI 美股全市场
+1.85% +3.25% +5.76%
XLB 原材料
+2.93% +5.52% +7.72%
XLC 通信服务
+0.62% -0.74% -2.10%
XLE 能源板块
+2.30% +3.57% +4.35%
XLF 金融板块
+0.94% +3.27% +7.49%
XLI 工业板块
+2.23% +3.72% +4.12%
XLK 科技板块
+2.48% +2.80% +5.58%
XLP 必需消费
+0.39% +1.82% +5.04%
XLRE 房地产
+0.46% +2.62% +2.35%
XLU 公用事业
+0.11% +1.33% +6.06%
XLV 医疗板块
+0.97% +1.30% +6.28%
XLY 可选消费
+1.76% +4.45% +4.89%

重大 IPO / 拆股 × 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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