SZ161125易方达标普500指数(QDII-LOF)A净值
仓位估算值使用0.95。实时估值ES和^GSPC关联程度按照100%估算。
| 代码 | 官方估值 | 估值日期 | 官方溢价 | 实时估值 | 实时溢价 |
|---|
| SZ161125 | 2.871 | 2025-09-23 | 0.37% | 2.872 | 0.34% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2025-09-22 | 16,478.5275 | 18:49 | 1 | 2.8884 | 17,346 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ161125 | 2.882 | 0.70% | 2025-09-23 | 15:00 | 标普500LOF |
| ^GSPC | 6656.92 | -0.55% | 2025-09-23 | 16:09 | 标普500指数 |
| ES | 6715.25 | -0.55% | 2025-09-23 | 16:09 | 标普500指数期货 |
| SH | 37.49 | 0.55% | 2025-09-23 | 15:59 | 标普500指数ETF-ProShares做空 |
| 37.48 | 0.54% | 2025-09-23 | 16:04 | 盘后交易 |
| SPY | 663.28 | -0.53% | 2025-09-23 | 16:00 | SPDR标普500 ETF |
| 663.34 | -0.53% | 2025-09-23 | 16:09 | 盘后交易 |
| USDCNH | 7.1128 | -0.04% | 2025-09-23 | 16:08 | 离岸人民币（香港） |
| USDCNY | 7.1119 | 0 | 2025-09-23 | 14:41 | 在岸人民币 |
| USCNY | 7.1057 | -0.07% | 2025-09-23 | 09:15 | 美元人民币汇率中间价 |
SZ161125当前5档交易价格相对于估值2.871|2.872的溢价
| 交易 | 价格 | 数量 | 官方溢价 | 实时溢价 | ^GSPC|SH|SPY价格 |
|---|
| 涨停 | 3.170 | | 10.40% | 10.36% | 7385.78|33.42|735.68 |
| 卖5 | 2.887 | 8467 | 0.54% | 0.51% | 6694.95|37.26|666.86 |
| 卖4 | 2.886 | 26624 | 0.51% | 0.47% | 6692.51|37.28|666.62 |
| 卖3 | 2.885 | 8375 | 0.47% | 0.44% | 6690.07|37.29|666.38 |
| 卖2 | 2.884 | 34022 | 0.44% | 0.41% | 6687.63|37.30|666.13 |
| 卖1 | 2.882 | 326736 | 0.37% | 0.34% | 6682.74|37.33|665.65 |
| 买1 | 2.881 | 6400 | 0.33% | 0.30% | 6680.30|37.34|665.41 |
| 买2 | 2.880 | 600 | 0.30% | 0.27% | 6677.86|37.36|665.16 |
| 买3 | 2.879 | 800 | 0.26% | 0.23% | 6675.42|37.37|664.92 |
| 买4 | 2.877 | 14900 | 0.19% | 0.16% | 6670.54|37.40|664.43 |
| 买5 | 2.876 | 800 | 0.16% | 0.13% | 6668.10|37.41|664.19 |
| 跌停 | 2.594 | | -9.66% | -9.69% | 5979.70|41.24|595.62 |
^GSPC 2025-09-22数据 牛市 历史价格
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SZ161125 | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 2.868 | 2.874 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 2.853 | 2.858 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 2.824 | 2.826 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 2.897 | 2.915 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 2.751 | 2.736 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 2.827 | 2.839 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 2.790 | 2.794 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 2.705 | 2.711 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 2.936 | 2.990 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 2.474 | 2.433 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 2.696 | 2.739 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 2.601 | 2.607 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 2.490 | 2.504 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 2.859 | 2.934 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 2.120 | 2.073 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 2.775 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 2.619 | |
基金指数对照表
| 代码 | 跟踪代码 | 仓位 | 校准值 | 日期 | 对冲值 |
|---|
| SH | ^GSPC | -1.00 | 179.61 | 2025-09-22 | -97 |
| SPY | ^GSPC | 1.00 | 10.04 | 2025-09-22 | 1,728 |
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SH | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 37.53 | 37.44 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 37.72 | 37.66 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 38.12 | 38.10 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 37.12 | 36.88 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 39.11 | 39.31 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 38.08 | 37.92 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 38.58 | 38.53 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 39.74 | 39.65 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 36.60 | 35.86 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 42.88 | 43.44 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 39.86 | 39.27 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 41.15 | 41.07 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 42.66 | 42.47 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 37.64 | 36.62 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 47.69 | 48.32 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 38.78 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 40.91 | |
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SPY | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 662.15 | 663.72 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 658.69 | 659.70 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 651.54 | 651.96 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 669.35 | 673.77 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 633.73 | 630.14 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 652.19 | 655.09 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 643.28 | 644.14 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 622.55 | 624.16 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 678.69 | 691.95 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 566.40 | 556.37 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 620.46 | 631.00 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 597.35 | 598.79 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 570.22 | 573.70 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 660.13 | 678.39 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 480.31 | 469.00 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 639.67 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 601.64 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2025-09-23 | 1.0084 | 03:57 | 104 |
理论溢价：1.0083 期货升水
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | ES | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 6703.00 | 6719.00 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 6668.00 | 6678.25 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 6595.75 | 6600.00 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 6776.00 | 6820.75 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 6415.50 | 6379.00 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 6602.25 | 6631.50 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 6512.00 | 6520.75 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 6302.25 | 6318.50 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 6870.50 | 7004.75 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 5733.75 | 5632.25 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 6281.00 | 6387.75 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 6047.25 | 6061.75 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 5772.50 | 5807.75 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 6682.75 | 6867.50 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 4862.25 | 4747.75 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 6475.50 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 6090.50 | |
SZ161125的历史价格相对于净值的溢价 基金溢价记录
| 日期 | 价格 | 净值 | 溢价 | 官方估值 | 时间 | 误差 | ^GSPC价格 |
|---|
| 2025-09-23 | 2.882 | 2.8884 | -0.22% | 2.888 | 04:08 | 0 | 6693.75 |
| 2025-09-22 | 2.862 | 2.8772 | -0.53% | 2.877 | 04:08 | 0 | 6664.36 |
| 2025-09-19 | 2.842 | 2.8625 | -0.72% | 2.863 | 04:07 | 0 | 6631.96 |
| 2025-09-18 | 2.841 | 2.8471 | -0.21% | 2.847 | 04:02 | 0 | 6600.35 |
| 2025-09-17 | 2.829 | 2.8503 | -0.75% | 2.851 | 04:14 | 0 | 6606.76 |
| 2025-09-16 | 2.837 | 2.8551 | -0.63% | 2.855 | 04:41 | 0 | 6615.28 |
| 2025-09-15 | 2.828 | 2.8408 | -0.45% | 2.841 | 04:26 | 0 | 6584.29 |
| 2025-09-12 | 2.820 | 2.8426 | -0.80% | 2.843 | 04:10 | 0 | 6587.47 |
| 2025-09-11 | 2.803 | 2.8212 | -0.65% | 2.821 | 04:13 | 0 | 6532.04 |
| 2025-09-10 | 2.802 | 2.8113 | -0.33% | 2.811 | 04:07 | 0 | 6512.61 |
SZ161125的成交数量相对于场内份额(万)的换手比例 基金场内份额 基金场内申购账户
| 日期 | 份额(万) | 场内新增(万) | 数量 | 换手 | 新增换手 |
|---|
| 2025-09-23 | 16275.38 | -23.60 | 2756156 | 1.69% |
| 2025-09-22 | 16298.98 | -145.16 | 2208013 | 1.35% |
| 2025-09-19 | 16444.14 | -34.36 | 2824436 | 1.72% |
| 2025-09-18 | 16478.5 | -65.02 | 4229822 | 2.57% |
| 2025-09-17 | 16543.52 | -68.76 | 2135200 | 1.29% |
| 2025-09-16 | 16612.28 | -20.54 | 1960339 | 1.18% |
| 2025-09-15 | 16632.82 | -23.89 | 1758602 | 1.06% |
| 2025-09-12 | 16656.71 | -1.15 | 2531596 | 1.52% |
| 2025-09-11 | 16657.86 | -10.81 | 1598246 | 0.96% |
| 2025-09-10 | 16668.67 | -15.68 | 2216780 | 1.33% |
SH的净值价格比较
| 日期 | 价格 | 净值 | y溢价 | x涨幅 | 份额(万) | 换手 |
|---|
| 2025-09-22 | 37.28 | 37.2684 | 0.03% | -0.45% |
| 2025-09-19 | 37.45 | 37.4274 | 0.06% | -0.43% |
| 2025-09-18 | 37.61 | 37.5970 | 0.03% | -0.42% |
| 2025-09-17 | 37.77 | 37.7657 | 0 | 0.11% |
| 2025-09-16 | 37.73 | 37.7216 | 0.02% | 0.19% |
| 2025-09-15 | 37.66 | 37.6515 | 0.02% | -0.50% |
| 2025-09-12 | 37.85 | 37.8308 | 0.05% | 0.05% |
| 2025-09-11 | 37.83 | 37.8121 | 0.05% | -0.76% |
| 2025-09-10 | 38.12 | 38.1154 | 0 | -0.26% |
SPY的净值价格比较
| 日期 | 价格 | 净值 | y溢价 | x涨幅 | 份额(万) | 换手 |
|---|
| 2025-09-22 | 666.84 | 666.7449 | 0.01% | 0.47% |
| 2025-09-19 | 663.70 | 663.7637 | -0.01% | 0.22% |
| 2025-09-18 | 662.26 | 660.5437 | 0.26% | 0.47% |
| 2025-09-17 | 659.18 | 659.2168 | -0.01% | -0.12% |
| 2025-09-16 | 660.00 | 659.8469 | 0.02% | -0.14% |
| 2025-09-15 | 660.91 | 660.6742 | 0.04% | 0.53% | 101,508.21 | 6.28% |
| 2025-09-12 | 657.41 | 657.4420 | 0.00% | -0.03% | 100,948.21 | 7.21% |
| 2025-09-11 | 657.63 | 657.7369 | -0.02% | 0.83% | 101,443.21 | 6.89% |
| 2025-09-10 | 652.21 | 652.2124 | 0 | 0.29% | 102,038.21 | 7.65% |
相关链接
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A股指数 美股QDII 混合QDII 港股QDII 日本QDII 欧洲QDII
深交所LOF数据 SPY官网 芝商所
标普500 - SH513500 SH513650 SZ159612 SZ159655 SZ161125
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161125官网
易方达基金 - SH510310 SH510900 SH513000 SH513010 SH513050 SH513090 SH513210 SH513850 SZ159696 SZ161116 SZ161124 SZ161125 SZ161126 SZ161127 SZ161128 SZ161129 SZ161130
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