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麦高视野:ETF观察日志(2025-09-30)
Mai Gao Zheng Quan· 2025-10-09 02:46
6、净申购(亿元):计算公式为:NETBUY(T) = NAV(T)–NAV(T-1)*(1+R(T)),其中NETBUY(T)为净申购金额,NAV(T-1)为前一交易日的ETF净值。 7、T+0:是否支持T+0的交易方式。 8、机构持仓占比为ETF基金最近一期年报、半年报披露的机构持仓占比,剔除对应联接基金持有占比,数据为预估值可能存在偏差。 数据说明: 1、本表针对ETF各类日频数据进行每日跟踪,不构成投资建议。 2、本表根据ETF追踪指数类别进一步分为"宽基"/"主题"两个子表。其中"宽基" ETF跟踪指数为沪深300、中证500、中证A500等主流宽基指数;"主题" ETF跟踪 指数为非银、红利、中概互联等某行业/风格指数。 3、基金池构建:在每个类型中选取规模较大的一只或几只ETF基金进行分析。 4、 RSI相对强弱指标:计算公式为:RSI = 100 – 100 / (1 + RS),其中RSI是一定周期(12天)内平均涨幅和平均跌幅的比值。RSI>70,市场处于超买状态; RSI<30,市场处于超卖状态。 5、日内行情趋势:采用5分钟级别的日内成交价构成的趋势图,其中红点为当日最高价和最低价,由 ...
落袋为安!超37亿“跑了”
Zhong Guo Ji Jin Bao· 2025-05-12 06:48
Market Overview - On May 9, the A-share market experienced fluctuations with bank stocks performing well against the trend, while retail stocks declined and military concept stocks adjusted after previous gains [1] - The stock ETF market saw a net outflow of 3.7 billion yuan, with the CSI 300 index and military sector ETFs leading in outflows [1][2] ETF Fund Flows - As of May 9, the total scale of 1,082 stock ETFs reached 3.53 trillion yuan, with a net outflow of 3.744 billion yuan during the market's downturn [2] - The top inflow was seen in the STAR 50 index ETF, which had a net inflow of 1.357 billion yuan, while the flagship STAR 50 ETF from Huaxia Fund saw over 800 million yuan in inflows [2][4] Specific ETF Performance - The STAR 50 ETF led the inflows with 803 million yuan, followed by the CSI 1000 ETF and semiconductor ETF with inflows of 491 million yuan and 480 million yuan respectively [3][4] - Conversely, the CSI 300 ETF experienced the largest outflow, with a net outflow of 1.253 billion yuan, contributing to a total outflow of 2.303 billion yuan from broad-based ETFs [5][6] Sector Insights - The semiconductor ETF showed strong inflow capabilities, leading the sector with a net inflow of 480 million yuan, while military and liquor ETFs also faced outflows as short-term funds opted to secure profits [4][7] - Despite short-term outflows, institutional funds remain optimistic about domestic demand and dividend sectors, indicating a preference for stability amid external uncertainties [7]