Re: [心得] 曝险100%的情况下的比较

楼主: tensionship (no)   2022-04-26 19:23:32
: 嘘 willism : 21/4/21到22/4/20,报酬率? 04/24 22:30
: → willism : 要用后照镜,好歹专业一点 04/24 22:32
好啊,我们来看一下
番外篇
1.ALL IN 0050
2.一半00631L,一半现金
3.一半00631L,一半现金K<20买进,K>80卖出
4.加权报酬指数
时间订在2021/4/20买进,2022/4/20卖出
1.0050,139.25买进,132.65卖出,股息3.55
报酬率(132.65-139.25+3.55)/139.25=-2.2%
2.00631L,126.15买进,128卖出,全年定存利率1%
报酬率(128-126.15)/126.15=1.47%
合计(1.47%/2+1%/2)=1.24%
3.00631L,126.15买进,128卖出,全年定存利率1%
8/19,K<20买进116 ,8/30,K>80卖出131.8
10/4,K<20买进118.15 ,10/20,K>80卖出125.5
报酬率(131.8-116)/116=13.62%,(125.5-118.15)/118.15=6.22%
合计1.24%/2+((1+13.62%)(1+6.22%)-1)/2=10.96%
4.加权报酬指数
111/04/20 34,097.96
110/04/20 33,500.84
报酬率(34,097.96-33,500.84)/33,500.84=1.78%
简单比较:3>4>2>1

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