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发表于 2010-8-5 09:22 PM
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关于NFP Report Day，下面的内容来自Bespoke，供参考。
If Friday’s report comes in significantly stronger and the market opens up, history says not to chase it. If the report comes in much weaker than expected and the market opens down, investors should buy on weakness.
蛇大, 这次的报告对"report comes in much weaker than expected"的case的讨论似乎有些自相矛盾.上面的引用说buy on weakness.下面的两段中,第一段说这个case会跌,第二段说这个case会涨.
If there is one takeaway to the market’s recent performance on employment report days, it is
that the market hates big surprises...when the
actual number surprised the market by more than 100K (in either direction), the S&P 500 and
all ten sectors have averaged declines. On four out of five of those days, the S&P 500 finished
lower, and on three of those days the declines exceeded 1.5%.
While equities are typically biased to the down side when the jobs report is much stronger
than expected, the opposite is the case when the monthly jobs report is significantly weaker
than expected. Of the ten weakest employment reports relative to expectations, the S&P 500
has finished the day higher nine times with an average return of 1.41%.
我的理解是上面bespoke的总结陈词并不准确.具体的统计结果其实是这样的:如果bad surprise by more than 100k,则跌;如果bad surprise by less than 100k but still significant,则涨.
Anyway, 似乎这次大家都看好有好的surprise,所以这个坏的surprise的case可能也许大概差不多不是很重要. |
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狗仔卡
发表于 2010-8-5 10:43 PM
