SZ159655华夏标普500ETF(QDII)净值
实时估值ES和^GSPC关联程度按照100%估算。
| 代码 | 官方估值 | 日期 | 溢价 | 参考估值 | 溢价 | 实时估值 | 溢价 |
|---|
| SZ159655 | 1.402 | 2025-04-17 | 0.33% | 1.402 | 0.35% | 1.405 | 0.17% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2025-04-16 | 27153.1989 | 19:51 | 1 | 1.4015 | 27153 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159655 | 1.407 | -0.64% | 2025-04-18 | 11:30 | 标普ETF |
| ^GSPC | 5282.7 | 0.13% | 2025-04-17 | 16:55 | 标普500指数 |
| ES | 5322.4 | 0.31% | 2025-04-17 | 16:59 | 标普500指数期货 |
| SH | 46.75 | 0 | 2025-04-17 | 16:00 | 标普500指数ETF-ProShares做空 |
| 46.67 | -0.17% | 2025-04-17 | 19:57 | 盘后交易 |
| SPY | 526.41 | 0.14% | 2025-04-17 | 16:00 | SPDR标普500 ETF |
| 527.1 | 0.27% | 2025-04-17 | 19:59 | 盘后交易 |
| USDCNH | 7.2977 | -0.03% | 2025-04-17 | 23:56 | 离岸人民币（香港） |
| USCNY | 7.2069 | -0.02% | 2025-04-18 | 09:15 | 美元人民币汇率中间价 |
SZ159655当前5档交易价格相对于估值1.402/1.402/1.405的溢价
| 交易 | 价格 | 数量 | 官方溢价 | 参考溢价 | 实时溢价 | ^GSPC价格 |
|---|
| 涨停 | 1.558 | | 11.09% | 11.12% | 10.92% | 5870.03 |
| 卖5 | 1.412 | 201400 | 0.68% | 0.71% | 0.52% | 5319.95 |
| 卖4 | 1.411 | 360200 | 0.61% | 0.63% | 0.45% | 5316.18 |
| 卖3 | 1.41 | 561100 | 0.54% | 0.56% | 0.38% | 5312.41 |
| 卖2 | 1.409 | 931000 | 0.47% | 0.49% | 0.31% | 5308.64 |
| 卖1 | 1.408 | 1915500 | 0.4% | 0.42% | 0.24% | 5304.88 |
| 买1 | 1.407 | 397000 | 0.33% | 0.35% | 0.17% | 5301.11 |
| 买2 | 1.406 | 1414600 | 0.25% | 0.28% | 0.1% | 5297.34 |
| 买3 | 1.405 | 814200 | 0.18% | 0.21% | 0 | 5293.57 |
| 买4 | 1.404 | 578500 | 0.11% | 0.13% | -0.05% | 5289.8 |
| 买5 | 1.403 | 289600 | 0.04% | 0.06% | -0.12% | 5286.04 |
| 跌停 | 1.274 | | -9.16% | -9.14% | -9.3% | 4800.01 |
^GSPC 2025-04-17数据 熊市 历史价格
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SZ159655 | T+1估值 |
|---|
| 5日 | 5340.25 | -1.08% | 5318.34 | -0.67% | 1.417 | 1.412 |
| 10日 | 5277.15 | 0.11% | 5304.01 | -0.4% | 1.401 | 1.408 |
| 20日 | 5442.71 | -2.94% | 5424.66 | -2.62% | 1.445 | 1.44 |
| 布林上轨 | 5992.5 | -11.84% | 6079.7 | -13.11% | 1.591 | 1.614 |
| 布林下轨 | 4892.92 | 7.97% | 4769.62 | 10.76% | 1.299 | 1.266 |
| 5周 | 5421.48 | -2.56% | 5339.46 | -1.06% | 1.439 | 1.417 |
| 10周 | 5686.37 | -7.1% | 5632.84 | -6.22% | 1.509 | 1.495 |
| 20周 | 5850.23 | -9.7% | 5836.89 | -9.49% | 1.553 | 1.549 |
| 周布林上轨 | 6473.36 | -18.39% | 6603.56 | -20% | 1.718 | 1.753 |
| 周布林下轨 | 5227.09 | 1.06% | 5070.23 | 4.19% | 1.387 | 1.346 |
| 5月 | 5872.13 | -10.04% | 5868.96 | -9.99% | 1.559 | 1.558 |
| 10月 | 5795.5 | -8.85% | 5829.65 | -9.38% | 1.538 | 1.547 |
| 20月 | 5313.1 | -0.57% | 5370.05 | -1.63% | 1.41 | 1.425 |
| 月布林上轨 | 6600.62 | -19.97% | 6830.1 | -22.66% | 1.752 | 1.813 |
| 月布林下轨 | 4025.59 | 31.23% | 3910 | 35.11% | 1.068 | 1.038 |
| 小牛熊分界 | 5616.37 | -5.94% | | | 1.491 | |
| 牛熊分界 | 5655.92 | -6.6% | | | 1.501 | |
基金指数对照表
| 代码 | 跟踪代码 | 仓位 | 校准值 | 日期 | 对冲值 |
|---|
| SH | ^GSPC | -1 | 113.13 | 2025-04-17 | -240 |
| SPY | ^GSPC | 1 | 10.03 | 2025-04-17 | 2706 |
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SH | T+1估值 |
|---|
| 5日 | 5340.25 | -1.08% | 5318.34 | -0.67% | 46.19 | 46.38 |
| 10日 | 5277.15 | 0.11% | 5304.01 | -0.4% | 46.75 | 46.51 |
| 20日 | 5442.71 | -2.94% | 5424.66 | -2.62% | 45.28 | 45.44 |
| 布林上轨 | 5992.5 | -11.84% | 6079.7 | -13.11% | 40.42 | 39.65 |
| 布林下轨 | 4892.92 | 7.97% | 4769.62 | 10.76% | 50.14 | 51.23 |
| 5周 | 5421.48 | -2.56% | 5339.46 | -1.06% | 45.47 | 46.2 |
| 10周 | 5686.37 | -7.1% | 5632.84 | -6.22% | 43.13 | 43.6 |
| 20周 | 5850.23 | -9.7% | 5836.89 | -9.49% | 41.68 | 41.8 |
| 周布林上轨 | 6473.36 | -18.39% | 6603.56 | -20% | 36.17 | 35.02 |
| 周布林下轨 | 5227.09 | 1.06% | 5070.23 | 4.19% | 47.19 | 48.58 |
| 5月 | 5872.13 | -10.04% | 5868.96 | -9.99% | 41.49 | 41.51 |
| 10月 | 5795.5 | -8.85% | 5829.65 | -9.38% | 42.16 | 41.86 |
| 20月 | 5313.1 | -0.57% | 5370.05 | -1.63% | 46.43 | 45.92 |
| 月布林上轨 | 6600.62 | -19.97% | 6830.1 | -22.66% | 35.05 | 33.02 |
| 月布林下轨 | 4025.59 | 31.23% | 3910 | 35.11% | 57.81 | 58.83 |
| 小牛熊分界 | 5616.37 | -5.94% | | | 43.75 | |
| 牛熊分界 | 5655.92 | -6.6% | | | 43.4 | |
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SPY | T+1估值 |
|---|
| 5日 | 5340.25 | -1.08% | 5318.34 | -0.67% | 532.28 | 530.09 |
| 10日 | 5277.15 | 0.11% | 5304.01 | -0.4% | 525.99 | 528.67 |
| 20日 | 5442.71 | -2.94% | 5424.66 | -2.62% | 542.49 | 540.69 |
| 布林上轨 | 5992.5 | -11.84% | 6079.7 | -13.11% | 597.29 | 605.98 |
| 布林下轨 | 4892.92 | 7.97% | 4769.62 | 10.76% | 487.69 | 475.4 |
| 5周 | 5421.48 | -2.56% | 5339.46 | -1.06% | 540.37 | 532.2 |
| 10周 | 5686.37 | -7.1% | 5632.84 | -6.22% | 566.78 | 561.44 |
| 20周 | 5850.23 | -9.7% | 5836.89 | -9.49% | 583.11 | 581.78 |
| 周布林上轨 | 6473.36 | -18.39% | 6603.56 | -20% | 645.22 | 658.2 |
| 周布林下轨 | 5227.09 | 1.06% | 5070.23 | 4.19% | 521 | 505.36 |
| 5月 | 5872.13 | -10.04% | 5868.96 | -9.99% | 585.29 | 584.98 |
| 10月 | 5795.5 | -8.85% | 5829.65 | -9.38% | 577.65 | 581.06 |
| 20月 | 5313.1 | -0.57% | 5370.05 | -1.63% | 529.57 | 535.25 |
| 月布林上轨 | 6600.62 | -19.97% | 6830.1 | -22.66% | 657.9 | 680.78 |
| 月布林下轨 | 4025.59 | 31.23% | 3910 | 35.11% | 401.24 | 389.72 |
| 小牛熊分界 | 5616.37 | -5.94% | | | 559.8 | |
| 牛熊分界 | 5655.92 | -6.6% | | | 563.74 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2025-04-17 | 1.0057 | 03:55 | 3138 |
理论溢价：1.006 期货升水
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | ES | T+1估值 |
|---|
| 5日 | 5340.25 | -1.08% | 5318.34 | -0.67% | 5372.5 | 5350.5 |
| 10日 | 5277.15 | 0.11% | 5304.01 | -0.4% | 5309 | 5336 |
| 20日 | 5442.71 | -2.94% | 5424.66 | -2.62% | 5475.75 | 5457.5 |
| 布林上轨 | 5992.5 | -11.84% | 6079.7 | -13.11% | 6028.75 | 6116.5 |
| 布林下轨 | 4892.92 | 7.97% | 4769.62 | 10.76% | 4922.5 | 4798.5 |
| 5周 | 5421.48 | -2.56% | 5339.46 | -1.06% | 5454.25 | 5371.75 |
| 10周 | 5686.37 | -7.1% | 5632.84 | -6.22% | 5720.75 | 5667 |
| 20周 | 5850.23 | -9.7% | 5836.89 | -9.49% | 5885.5 | 5872.25 |
| 周布林上轨 | 6473.36 | -18.39% | 6603.56 | -20% | 6512.5 | 6643.5 |
| 周布林下轨 | 5227.09 | 1.06% | 5070.23 | 4.19% | 5258.75 | 5101 |
| 5月 | 5872.13 | -10.04% | 5868.96 | -9.99% | 5907.75 | 5904.5 |
| 10月 | 5795.5 | -8.85% | 5829.65 | -9.38% | 5830.5 | 5865 |
| 20月 | 5313.1 | -0.57% | 5370.05 | -1.63% | 5345.25 | 5402.5 |
| 月布林上轨 | 6600.62 | -19.97% | 6830.1 | -22.66% | 6640.5 | 6871.5 |
| 月布林下轨 | 4025.59 | 31.23% | 3910 | 35.11% | 4050 | 3933.75 |
| 小牛熊分界 | 5616.37 | -5.94% | | | 5650.25 | |
| 牛熊分界 | 5655.92 | -6.6% | | | 5690.25 | |
SZ159655的历史价格相对于净值的溢价 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 |
|---|
| 2025-04-17 | 1.416 | 1.4015 | 1.03% | 1.4 | 04:07 | -0.1% | 5275.7 |
| 2025-04-16 | 1.416 | 1.4314 | -1.08% | 1.429 | 04:03 | -0.14% | 5396.63 |
| 2025-04-15 | 1.437 | 1.4321 | 0.34% | 1.436 | 06:11 | 0.26% | 5405.97 |
| 2025-04-14 | 1.442 | 1.4241 | 1.26% | 1.429 | 04:27 | 0.33% | 5363.36 |
| 2025-04-11 | 1.425 | 1.4035 | 1.53% | 1.405 | 05:16 | 0.1% | 5268.05 |
| 2025-04-10 | 1.458 | 1.4548 | 0.22% | 1.453 | 04:02 | -0.13% | 5456.9 |
| 2025-04-09 | 1.331 | 1.3261 | 0.37% | 1.323 | 04:24 | -0.23% | 4982.77 |
| 2025-04-08 | 1.372 | 1.3431 | 2.15% | 1.343 | 04:03 | 0 | 5062.25 |
| 2025-04-07 | 1.315 | 1.4297 | -8.02% | 1.426 | 04:10 | -0.26% | 5396.52 |
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 义工群对比 A股和H股对比 拖拉机自动化 简单测试 开发记录
深交所申购赎回清单 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
159655官网
华夏基金 - SH510330 SH513180 SH513230 SH513300 SH513520 SH513660 SZ159655 SZ159850 SZ159920
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