资源共享

 

美股QDII

 

上一页

下一页

   

SZ161125易方达标普500指数(QDII-LOF)A净值

仓位估算值使用0.95。建议对冲值17150。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
SZ1611252.6612024-12-090.73%2.6610.72%
 

校准记录

日期校准值时间次数净值对冲值
2024-12-0616354.839121:1712.675517216
 

参考数据

代码价格涨幅日期时间名称
SZ1611252.680.22%2024-12-0915:00标普500LOF
^GSPC6052.85-0.61%2024-12-0916:57标普500指数
ES6062.93-0.59%2024-12-0916:59标普500指数期货
SH41.750.58%2024-12-0916:00标普500指数ETF-ProShares做空
41.770.63%2024-12-0916:46盘后交易
SPY604.68-0.51%2024-12-0916:00SPDR标普500 ETF
604.41-0.56%2024-12-0917:10盘后交易
USDCNH7.2648-0.23%2024-12-0917:02离岸人民币(香港)
USCNY7.1870.03%2024-12-0909:15美元人民币汇率中间价
 

SZ161125当前5档交易价格相对于估值2.661/2.661溢价

交易价格数量官方溢价实时溢价^GSPC价格
涨停2.94810.8%10.8%6741.15
卖52.685241810.91%0.91%6111.16
卖42.684245540.88%0.87%6108.77
卖32.683177140.84%0.84%6106.37
卖22.682199420.8%0.8%6103.98
卖12.681736480.76%0.76%6101.58
买12.682376000.73%0.72%6099.18
买22.679711280.69%0.69%6096.79
买32.678879350.65%0.65%6094.39
买42.6774670870.61%0.61%6092
买52.676678000.58%0.57%6089.6
跌停2.412-9.35%-9.35%5457.22
 

^GSPC 2024-12-09数据 牛市 历史价格

均线估值溢价T+1估值溢价SZ161125T+1估值
5日6076.18-0.38%6072.74-0.33%2.672.669
10日6050.50.04%6054.11-0.02%2.662.661
20日5993.520.99%5994.040.98%2.6362.636
布林上轨6141.58-1.44%6180.24-2.06%2.6982.714
布林下轨5845.453.55%5807.854.22%2.5742.558
5周5990.651.04%6030.660.37%2.6352.651
10周5908.312.45%5919.972.24%2.62.605
20周5733.15.58%5754.585.18%2.5272.536
周布林上轨6223.89-2.75%6312.51-4.11%2.7322.769
周布林下轨5242.3115.46%5196.6516.48%2.3222.303
5月5787.184.59%5833.443.76%2.552.569
10月5522.129.61%5555.598.95%2.4392.453
20月5009.8620.82%5055.9719.72%2.2252.244
月布林上轨6308.39-4.05%6587.83-8.12%2.7672.884
月布林下轨3711.3263.09%3524.1171.76%1.6831.605
小牛熊分界5886.122.83%2.591
牛熊分界5491.2610.23%2.426
 

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
 

SZ161125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
2024-12-092.682.67550.17%2.67605:1106090.27
2024-12-062.6742.67070.12%2.67105:060.02%6075.11
2024-12-052.6852.67790.27%2.6805:070.08%6086.49
2024-12-042.6842.66680.64%2.66805:140.05%6049.88
2024-12-032.7022.66241.49%2.66305:1206047.15
2024-12-022.6692.65690.46%2.65702:0406032.38
2024-11-292.6922.64391.82%
2024-11-282.712.64692.38%2.64805:070.02%5998.74
2024-11-272.742.65463.22%2.65505:4606021.63
2024-11-262.72.64082.24%2.64105:190.02%5987.37
 

SZ161125的成交数量相对于场内份额(万)换手比例 基金场内份额

日期份额(万)场内新增(万)数量换手新增换手
2024-12-0913621.13660.13103748937.62%157%
2024-12-06129611061.56109809858.47%103%
2024-12-0511899.44549.381309176811%238%
2024-12-0411350.061230.871487873113.11%121%
2024-12-0310119.199.721057384810.45%10878%
2024-12-0210109.471450.811768185217.49%122%
2024-11-298658.66588.221051964412.15%179%
2024-11-288070.44295.3859605497.39%202%
2024-11-277775.0655.57849698310.93%1529%
2024-11-267719.494930173523.91%616%
 

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
深交所LOF数据 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
161125官网
易方达基金 - SH510310 SH510900 SH513000 SH513010 SH513050 SH513090 SH513850 SZ159696 SZ161116 SZ161125 SZ161126 SZ161127 SZ161128 SZ161129 SZ161130

香港保诚保险投保微信群二维码
香港保诚保险投保微信群二维码

资源共享 相片 网络日志

更多选项?请先登录或者注册