Financial engineering - open-end fund position monitoring station: positions are stable for four consecutive weeks
Huatai United Securities Co., Ltd. Xie Jiang According to the calculation results, the fund position has been stable for four consecutive weeks. The position measurement results on March 1, 2012 showed that the average position of open-ended funds in the sample decreased by 67BP to 82.17% from 82.83% last week. Among them, the position of equity funds decreased by 97BP to 83.96%. 76 funds with more than 90% positions this week, accounting for 34% of the sample; There were 24 funds with positions below 70%, accounting for 11% of the sample. Compared with last week, the number of high position funds decreased while the number of low position funds increased. (Only equity funds and partial equity hybrid funds are counted here) According to the measurement results of investment types, the average positions of open-end equity funds, open-end hybrid funds and open-end index funds decreased from 84.93%, 74.79% and 93.72% by 97BP, 52BP and 08BP to 83.96%, 74.26% and 93.80% respectively. According to the market value scale statistics, the average positions of large funds, small funds and medium-sized funds increased from 83.33%, 82.54% and 83.42% to 08BP, 70BP and 84BP to 83.41%, 81.84% and 82.58% respectively. According to the market performance statistics of the last quarter, the stock funds and hybrid funds with strong timing ability declined from 90.71% and 66.16% to 53BP, 120BP, 90.18% and 67.37%. 21 fund companies raised their positions this week, accounting for 35.00% of the total sample; There were 39 downward positions, accounting for 65.00% of the total number of samples, and the upward position was smaller than the downward position. Measured from the region where the fund is located, the average position of fund companies in Beijing, Guangzhou, Shanghai and Shenzhen decreased from 81.89%, 83.73%, 83.01% and 83.06% to 183BP, 97BP, 13BP, 52BP to 80.06%, 82.76%, 82.88% and 82.54% respectively.
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