上证180波动率控制10%指数报8347.07点

金融界12-23 15:29

金融界12月23日消息，上证指数下跌0.50%，上证180波动率控制10%指数 (180波控2，H50051)报8347.07点。数据统计显示，上证180波动率控制10%指数近一个月下跌0.14%，近三个月上涨19.96%，年至今上涨14.16%。据了解，上证波动率控制指数系列由相应指数及中证短融50指数以一定的比例构成，股票资产仓位根据相应指数的波动率水平每月调整一次，以控制组合的波动率在目标...

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