Re: 寶滬深追蹤誤差 - ETF
By Eden
at 2012-12-30T10:42
at 2012-12-30T10:42
Table of Contents
寶滬深價差以經收斂了
蠻可惜的
我想那四萬多張空單應該是賺飽飽的
現在還不補,應該是在套利而不是被軋空
這種大部位套利
光賺那個收斂的10%就很爽
陸股年底真的是發威
之前弱掉的006206元上證,這個月真是一柱擎天
把前六個月跌的全部漲回來了
※ 引述《badfood (我怕蟑阿螂)》之銘言:
: 沒事算一下寶滬深的追蹤誤差
: date 滬深300指數 績效 標誌滬深300 績效 寶滬深 績效
: 2009/8/17 3140 28.635 3.914
: 2009/12/31 3575 13.85% 32.038 11.88% 4.22 7.84%
: 2010/12/31 3128 -12.5% 27.677 -13.61% 4.15 -1.64%
: 2011/12/31 2345 -25.03% 20.75 -25.03% 2.948 -28.98%
: 2012/12/24 2381 1.54% 21.104 1.71% 3.024 2.55%
: 說明
: 1.自寶滬深2009/8/17上市後開始計算
: 2.取ETF淨值且依當日匯率折算成人民幣 排除折溢價和匯率影響
: 追蹤績效 恩 no comment
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