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麦高视野:ETF观察日志(2025-07-11)
Mai Gao Zheng Quan· 2025-07-14 06:33
- The report introduces the **RSI (Relative Strength Index)** as a quantitative factor, constructed to measure market conditions by comparing average gains and losses over a 12-day period. The formula is: $ RSI = 100 - 100 / (1 + RS) $ where RS represents the ratio of average gains to average losses over the specified period. RSI values above 70 indicate overbought conditions, while values below 30 suggest oversold conditions [2] - Another quantitative factor mentioned is **Net Purchase Amount (NETBUY)**, which calculates the net inflow or outflow of funds for ETFs. The formula is: $ NETBUY(T) = NAV(T) - NAV(T-1) * (1 + R(T)) $ where NAV(T) is the net asset value of the ETF on day T, NAV(T-1) is the net asset value on the previous day, and R(T) is the return on day T [2] - The report also tracks **Institutional Holdings Ratio**, which estimates the proportion of ETF shares held by institutions based on the latest annual or semi-annual reports. This excludes holdings by linked funds and may involve approximations due to data limitations [3] - The report provides **daily intra-day price trends** for ETFs using 5-minute interval data, highlighting the highest and lowest prices of the day with red markers. However, some data gaps may exist due to limitations in the source [2] - The report categorizes ETFs into "Broad-based" and "Thematic" groups based on the indices they track, such as major indices like CSI 300, CSI 500, and industry-specific indices like Non-bank Financials and Red Chips [2] - The report includes a detailed table of ETF performance metrics, such as RSI values, net purchase amounts, trading volumes, management fees, institutional holdings ratios, and T+0 trading availability. For example, the RSI for CSI 300 ETFs ranges from 68.14 to 75.77, while institutional holdings ratios vary significantly across ETFs [4] - The report highlights thematic ETFs such as **Consumption Electronics**, **Non-bank Financials**, **Renewable Energy**, **Semiconductors**, and **Artificial Intelligence**, providing metrics like RSI, net purchase amounts, and institutional holdings ratios. For instance, the RSI for Consumption Electronics ETFs ranges from 59.68 to 60.40, while institutional holdings ratios range from 23.10% to 58.47% [6] - The report also includes performance metrics for international ETFs tracking indices like the **Hang Seng**, **Nikkei 225**, **Nasdaq 100**, and **S&P 500**, with RSI values ranging from 46.50 to 72.83 and institutional holdings ratios varying widely [4][6]
基金忠言|外资巨头重仓ETF,华宝基金榜上有名
Sou Hu Cai Jing· 2025-07-14 01:20
Group 1 - The core viewpoint of the news is the active trading of the newly listed Hua Bao Hang Seng Hong Kong Stock Connect Innovative Drug Selected ETF, with Barclays Bank being the largest shareholder [2] - The ETF tracks the Hang Seng Hong Kong Stock Connect Innovative Drug Selected Index, which consists of 30 innovative drug companies listed in Hong Kong, and was launched in July 2023 [2] - The index has a rolling price-to-earnings ratio of 28 times, which is at approximately the 16th percentile of its historical range since its inception [2] Group 2 - Hua Bao Fund, established in 2003, has a shareholder structure where Chinese shareholder Hua Bao Trust holds 51%, foreign shareholder Warburg Pincus Asset Management holds 29%, and Jiangsu Railway Group holds 20% [3] - The company has a healthy corporate culture due to its market-oriented approach in selecting management, avoiding nepotism [5] - Hua Bao Fund has focused on ETFs as a key direction, achieving over 90 billion yuan in equity ETF scale, with notable products like the Financial Technology ETF and Medical ETF [6]
X @TylerD 🧙♂️
TylerD 🧙♂️· 2025-07-13 22:03
The BlackRock ETH ETF took in $675M last week 💰That's its highest ever weekly total, and enough to put it 6th on the list of all ETFsETH ETFs are at the big boy table now...Eric Balchunas (@EricBalchunas):Dont look now but $ETHA took the 6th spot on the weekly flow leaderboard. Hanging w the big dogs for the first time. $675m in a week is no joke altho still living in btc’s shadow w $IBIT grabbing an absurd $1.7b. https://t.co/M8Cx9Au26a ...
比特币,再创新高!
证券时报· 2025-07-13 15:13
比特币再创新高。 7月13日晚间,比特币价格持续走高,突破119000美元,续创历史新高。 | ETH | 3000 | +1.88% | | --- | --- | --- | | $291.4亿 +1.0% | | | | SOL | 163.6 | +2.17% | | $55.8亿 +3.0% | | | | XRP | | | | $50.5亿 +4.0% | 2.872 | +2.99% | | DOGE | | | | $16.3亿 +6.3% | 0.2033 | +2.68% | | SUI | | | | $9.5亿 +3.8% | 3.515 | +3.78% | | ADA | | | | $8.1亿 +4.9% | 0.751 | +4.67% | | НУРЕ | 48.52 | +4.77% | | $6.8亿 +7.5% | | | CoinGlass数据显示,过去24小时内,加密货币市场共有超过9万人被爆仓,爆仓总金额超2亿美元。 在比特币持续走高带动下,加密货币市场全线走高。截至发稿,以太坊涨1.88%,SOL、XRP、狗狗币等涨超2%。 本周,加密货币三大法案——《天才法 ...
X @Unipcs (aka 'Bonk Guy') 🎒
Unipcs (aka 'Bonk Guy') 🎒· 2025-07-12 20:58
RT Kadense Pengu°❗️❗️❗️ (@iamkadense)Prior $BONK ATH didnt have-2 ETF filings , 1 ETP-Rate cut environment beginning-$BTC.d topping-Millions for buy/burn weekly and #1 spot in launchpadIn hindsight it will be obvious$BONK ...
X @aixbt
aixbt· 2025-07-12 09:35
spot ETF buying creates supply squeeze ($2.7B inflows) →• prices climb• retail platforms add AI tools• more users join• validates ETF conviction• drives more buyingthe loop continues until...• supply elasticity kicks in• or price sensitivity hits ceilingreality shapes perception shapes reality • ...
X @Cointelegraph
Cointelegraph· 2025-07-12 09:18
ETF Flows - On July 11, approximately 8880 $BTC were bought and 69440 $ETH were sold [1] Net Inflows - BTC ETFs experienced net inflows of $103 billion [1] - ETH ETFs experienced net inflows of $2049 million [1]