麦高视野：ETF观察日志(2025-11-05)

• The report tracks various types of daily frequency data for ETFs, divided into "broad-based" and "thematic" sub-tables based on the indices they track[2] - The RSI (Relative Strength Index) is calculated using the formula: $ RSI = 100 – 100 / (1 + RS) $, where RSI is 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[2] - The net purchase amount (in billions) is calculated using the formula: $ NETBUY(T) = NAV(T) – NAV(T-1) * (1 + R(T)) $, where NETBUY(T) is the net purchase amount, NAV(T-1) is the ETF's net asset value from the previous trading day[2] - The report includes various metrics for ETFs such as intraday trend, management fee rate, tracking index, ETF name, security code, T+0 trading support, market capitalization, price change percentage, RSI, net purchase amount, trading volume, and institutional holding percentage[4] - The report provides detailed data on multiple ETFs, including their market capitalization, price change percentage, RSI, net purchase amount, trading volume, and institutional holding percentage[4] - The report covers a wide range of ETFs tracking different indices such as CSI 300, CSI 500, CSI 800, CSI 1000, CSI 2000, SSE 50, SSE STAR 50, and various thematic indices like consumption electronics, non-bank financials, banks, dividends, new energy, semiconductors, and more[4][6]