麦高视野：ETF观察日志（2025-06-04）

• The report tracks daily ETF data, focusing on "broad-based" and "thematic" ETFs, categorized by the indices they track, such as CSI 300, CSI 500, and industry/style indices like non-bank financials and dividends[3] - The RSI (Relative Strength Index) is calculated using the formula: $ RSI = 100 - 100 / (1 + RS) $ where RS represents the ratio of average gains to average losses over a 12-day period. RSI > 70 indicates an overbought market, while RSI < 30 indicates an oversold market[3] - Net subscription amount is calculated using the formula: $ NETBUY(T) = NAV(T) - NAV(T-1) * (1 + R(T)) $ where NETBUY(T) is the net subscription amount, NAV(T) is the ETF's net asset value on day T, and R(T) is the return on day T[3] - Intraday price trends are derived from 5-minute interval transaction prices, with red dots marking the highest and lowest prices of the day. Some intraday data may be missing due to data limitations[3] - Institutional holdings are estimated based on the latest annual or semi-annual reports, excluding holdings by linked funds. These values are subject to estimation errors[4]