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SH513500博时标普500ETF净值

建议对冲值21150。实时估值ES^GSPC关联程度按照100%估算。

代码官方估值日期溢价实时估值溢价
SH5135002.0552024-12-098.36%2.0558.35%
 

校准记录

日期校准值时间次数净值对冲值
2024-12-0621167.459319:3912.067221167
 

参考数据

代码价格涨幅日期时间名称
SH5135002.227-0.04%2024-12-0915:00标普500ETF
^GSPC6052.85-0.61%2024-12-0916:57标普500指数
ES6063.4-0.04%2024-12-0918:01标普500指数期货
SH41.750.58%2024-12-0916:00标普500指数ETF-ProShares做空
41.760.6%2024-12-0917:47盘后交易
SPY604.68-0.51%2024-12-0916:00SPDR标普500 ETF
604.42-0.56%2024-12-0918:02盘后交易
USDCNH7.26602024-12-0918:01离岸人民币(香港)
USCNY7.1870.03%2024-12-0909:15美元人民币汇率中间价
 

SH513500当前5档交易价格相对于估值2.055/2.055溢价

交易价格数量官方溢价实时溢价^GSPC价格
涨停2.4519.21%19.2%7215.84
卖52.2328502008.61%8.59%6573.78
卖42.2316402008.56%8.55%6570.84
卖32.2329248008.51%8.5%6567.89
卖22.22919705008.46%8.45%6564.95
卖12.22815905008.41%8.4%6562
买12.2272733008.36%8.35%6559.06
买22.22619922008.31%8.3%6556.11
买32.22532280008.27%8.25%6553.17
买42.2244315008.22%8.2%6550.22
买52.2233919008.17%8.16%6547.27
跌停2.004-2.49%-2.5%5902.27
 

^GSPC 2024-12-09数据 牛市 历史价格

均线估值溢价T+1估值溢价SH513500T+1估值
5日6076.18-0.38%6072.74-0.33%2.0632.062
10日6050.50.04%6054.11-0.02%2.0542.056
20日5993.520.99%5994.040.98%2.0352.035
布林上轨6141.58-1.44%6180.24-2.06%2.0852.098
布林下轨5845.453.55%5807.854.22%1.9851.972
5周5990.651.04%6030.660.37%2.0342.048
10周5908.312.45%5919.972.24%2.0062.01
20周5733.15.58%5754.585.18%1.9471.954
周布林上轨6223.89-2.75%6312.51-4.11%2.1132.143
周布林下轨5242.3115.46%5196.6516.48%1.781.764
5月5787.184.59%5833.443.76%1.9651.981
10月5522.129.61%5555.598.95%1.8751.886
20月5009.8620.82%5055.9719.72%1.7011.717
月布林上轨6308.39-4.05%6587.83-8.12%2.1422.237
月布林下轨3711.3263.09%3524.1171.76%1.261.197
小牛熊分界5886.122.83%1.999
牛熊分界5491.2610.23%1.864
 

基金指数对照表

代码跟踪代码仓位校准值日期参考值
SH^GSPC-1145.032024-12-09
SPY^GSPC110.012024-12-09
 

均线估值溢价T+1估值溢价SHT+1估值
5日6076.18-0.38%6072.74-0.33%41.5741.6
10日6050.50.04%6054.11-0.02%41.7541.73
20日5993.520.99%5994.040.98%42.1442.14
布林上轨6141.58-1.44%6180.24-2.06%41.1240.86
布林下轨5845.453.55%5807.854.22%43.1643.42
5周5990.651.04%6030.660.37%42.1641.89
10周5908.312.45%5919.972.24%42.7342.65
20周5733.15.58%5754.585.18%43.9443.79
周布林上轨6223.89-2.75%6312.51-4.11%40.5539.94
周布林下轨5242.3115.46%5196.6516.48%47.3247.64
5月5787.184.59%5833.443.76%43.5743.25
10月5522.129.61%5555.598.95%45.3945.16
20月5009.8620.82%5055.9719.72%48.9348.61
月布林上轨6308.39-4.05%6587.83-8.12%39.9738.05
月布林下轨3711.3263.09%3524.1171.76%57.8859.17
小牛熊分界5886.122.83%42.88
牛熊分界5491.2610.23%45.61
 

均线估值溢价T+1估值溢价SPYT+1估值
5日6076.18-0.38%6072.74-0.33%606.74606.4
10日6050.50.04%6054.11-0.02%604.18604.54
20日5993.520.99%5994.040.98%598.49598.54
布林上轨6141.58-1.44%6180.24-2.06%613.27617.13
布林下轨5845.453.55%5807.854.22%583.7579.95
5周5990.651.04%6030.660.37%598.2602.2
10周5908.312.45%5919.972.24%589.98591.14
20周5733.15.58%5754.585.18%572.48574.63
周布林上轨6223.89-2.75%6312.51-4.11%621.49630.34
周布林下轨5242.3115.46%5196.6516.48%523.48518.91
5月5787.184.59%5833.443.76%577.88582.5
10月5522.129.61%5555.598.95%551.42554.76
20月5009.8620.82%5055.9719.72%500.26504.87
月布林上轨6308.39-4.05%6587.83-8.12%629.93657.83
月布林下轨3711.3263.09%3524.1171.76%370.6351.9
小牛熊分界5886.122.83%587.76
牛熊分界5491.2610.23%548.33
 

校准记录

日期校准值时间次数
2024-12-091.001604:56203
 

理论溢价:1.0014。

均线估值溢价T+1估值溢价EST+1估值
5日6076.18-0.38%6072.74-0.33%6084.56081
10日6050.50.04%6054.11-0.02%6058.756062.25
20日5993.520.99%5994.040.98%6001.756002.25
布林上轨6141.58-1.44%6180.24-2.06%61506188.5
布林下轨5845.453.55%5807.854.22%5853.55815.75
5周5990.651.04%6030.660.37%5998.756038.75
10周5908.312.45%5919.972.24%5916.255928
20周5733.15.58%5754.585.18%57415762.5
周布林上轨6223.89-2.75%6312.51-4.11%6232.256321
周布林下轨5242.3115.46%5196.6516.48%5249.55203.75
5月5787.184.59%5833.443.76%57955841.25
10月5522.129.61%5555.598.95%5529.55563
20月5009.8620.82%5055.9719.72%5016.755062.75
月布林上轨6308.39-4.05%6587.83-8.12%63176596.75
月布林下轨3711.3263.09%3524.1171.76%3716.253529
小牛熊分界5886.122.83%5894
牛熊分界5491.2610.23%5498.75
 

SH513500的历史价格相对于净值溢价 基金溢价记录

日期价格净值溢价官方估值时间误差^GSPC价格
2024-12-092.2272.06727.73%2.06705:0706090.27
2024-12-062.2282.06278.01%2.06305:1206075.11
2024-12-052.2332.0687.98%2.06805:1006086.49
2024-12-042.2162.05747.71%2.05705:2906049.88
2024-12-032.2172.05278%2.05305:2906047.15
2024-12-022.1992.04817.37%2.04802:3006032.38
2024-11-292.1822.0377.12%
2024-11-282.1782.03956.79%2.0405:0705998.74
2024-11-272.1812.04536.63%2.04506:4406021.63
2024-11-262.1812.03397.23%2.03405:3005987.37
 

相关链接

A股指数 美股QDII 混合QDII 港股QDII 日本QDII 欧洲QDII
LOF基金 A股和H股对比 拖拉机自动化 简单测试 开发记录
上交所ETF规模 上交所ETF申购赎回清单 集思录 芝商所
标普500 - SH513500 SH513650 SZ159612 SZ159655 SZ161125
中丐互怜 - SH513050 SH513220 SZ159605 SZ159607 SZ164906
H股中国企业指数 - SH510900 SZ159850 SZ159954 SZ159960 SZ160717 SZ161831
513500官网
博时基金 - SH513360 SH513500 SH513390 SZ159742

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