ETF观察日志(2025-11-13)：麦高视野

1. Report Industry Investment Rating - Not mentioned in the provided content 2. Core View of the Report - The report provides daily tracking data of various ETFs, including information such as tracking index, RSI, net purchase, trading volume, institutional holding ratio, etc., but does not explicitly state a core view [2][4][6] 3. Summaries Based on Related Catalogs 3.1 Data Explanation - The table tracks daily frequency data of ETFs, divided into "broad - based" and "theme" sub - tables according to the tracking index type. The "broad - based" ETFs track mainstream broad - based indices like CSI 300, and "theme" ETFs track industry/style indices like non - bank and dividend. A fund pool is constructed by selecting one or more large - scale ETFs in each type. The RSI is calculated based on a 12 - day average rise - fall ratio, with RSI>70 indicating an overbought market and RSI<30 indicating an oversold market. Net purchase is calculated based on the formula NETBUY(T) = NAV(T)–NAV(T - 1)*(1 + R(T)). Some data may have deviations or be null due to factors such as new listings and late disclosure [2][3] 3.2 Broad - based ETFs - CSI 300: Multiple ETFs like Huatai - Berry CSI 300 ETF (510300.SH) with a circulation market value of 428.929 billion yuan, RSI of 57.93, and net purchase of 5.17 billion yuan are presented. Different funds have different performance in terms of market value, RSI, net purchase, etc. [4] - CSI 500: For example, Southern CSI 500 ETF (510500.SH) has a circulation market value of 135.661 billion yuan, RSI of 55.28, and net purchase of 3.62 billion yuan [4] - SSE 50: Huaxia SSE 50 ETF (510050.SH) has a circulation market value of 184.021 billion yuan, RSI of 63.28, and net purchase of 6.95 billion yuan [4] - Other broad - based indices such as CSI 800, CSI 1000, CSI 2000, CSI A50, etc. also have corresponding ETFs with different performance indicators [4] 3.3 Theme ETFs - Consumption Electronics: ETFs like Huaxia Guozheng Consumption Electronics Theme ETF (159732.SZ) with a circulation market value of 297.7 million yuan, RSI of 43.54, and net purchase of 0.19 billion yuan are included [6] - Non - bank: Guotai CSI All - Index Securities Company ETF (512880.SH) has a circulation market value of 63.432 billion yuan, RSI of 48.79, and net purchase of 9.60 billion yuan [6] - Bank: Huabao CSI Bank ETF (512800.SH) has a circulation market value of 20.596 billion yuan, RSI of 65.52, and net purchase of - 1.04 billion yuan [6] - Dividend: Huatai - Berry SSE Dividend ETF (510880.SH) has a circulation market value of 17.911 billion yuan, RSI of 75.44, and net purchase of - 0.50 billion yuan [6] - New Energy: Guangfa Guozheng New Energy Vehicle Battery ETF (159755.SZ) has a circulation market value of 15.868 billion yuan, RSI of 65.71, and net purchase of 9.04 billion yuan [6] - Chip Semiconductor: Huaxia Guozheng Semiconductor Chip ETF (159995.SZ) has a circulation market value of 28.815 billion yuan, RSI of 47.52, and net purchase of 5.58 billion yuan [6] - Other themes such as photovoltaic, military, ESG, robot, AI, real estate, etc. also have corresponding ETFs with various performance data [6]