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2021-06-22
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发生什么？北向尾盘疯狂涌入，腾讯遭60亿资金砸盘
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09:09","market":"sh","language":"zh","title":"发生什么？北向尾盘疯狂涌入，腾讯遭60亿资金砸盘","url":"https://stock-news.laohu8.com/highlight/detail?id=2138174924","media":"新浪港股","summary":"5月27日，北向资金尾盘发生异动，东方财富数据显示，最后3分钟北向资金涌入逾200亿，但最后1分钟又遭抛售180亿，多只个股尾盘发生异动，上演急速拉升和下跌，腾讯更是遭60亿资金砸盘，发生了什么？ 北京时间5月12日凌晨，MSCI公布了其所有指数的2021年5月份的半年度指数审议结果，其中包括MSCI中国指数。上述调整于5月27日收盘实施，28日正式生效。","content":"<p>5月27日，北向资金尾盘发生异动，<a href=\"https://laohu8.com/S/300059\">东方财富</a>数据显示，最后3分钟北向资金涌入逾200亿，但最后1分钟又遭抛售180亿，多只个股尾盘发生异动，上演急速拉升和下跌，腾讯更是遭60亿资金砸盘，发生了什么？</p><p>备注：由于东方财富统计的资金净流入，计算的是所有资金的买入情况，没有统计没有成交的废单，所以数据偏高，而东方财富统计的资金净买额一般更能准确的统计北向资金的真实买入情况，所以，北向资金净买入146亿才是真实流入数据。</p><p><img src=\"https://static.tigerbbs.com/6e218872db1362000bc6eeb936d9cec5\" tg-width=\"550\" tg-height=\"492\" referrerpolicy=\"no-referrer\"></p><p>北向资金为何尾盘疯狂涌入？</p><p>北京时间5月12日凌晨，MSCI公布了其所有指数的2021年5月份的半年度指数审议结果，其中包括MSCI中国指数。虽然此次为半年度审计，涉及的个股调整较多，相应影响也较为广泛。上述调整于5月27日收盘实施，28日正式生效。</p><p>海外中资股纳入21只，按纳入后权重排序分别为，<a href=\"https://laohu8.com/S/03800\">保利协鑫能源</a>、<a href=\"https://laohu8.com/S/00136\">恒腾网络</a>、<a href=\"https://laohu8.com/S/002460\">赣锋锂业</a>、<a href=\"https://laohu8.com/S/02500\">启明医疗-B</a>、<a href=\"https://laohu8.com/S/01209\">华润万象生活</a>、<a href=\"https://laohu8.com/S/09926\">康方生物-B</a>、<a href=\"https://laohu8.com/S/01516\">融创服务</a>等等。A股新纳入39只，按纳入后权重排序分别为，<a href=\"https://laohu8.com/S/300759\">康龙化成</a>，<a href=\"https://laohu8.com/S/600989\">宝丰能源</a>、<a href=\"https://laohu8.com/S/600150\">中国船舶</a>、<a href=\"https://laohu8.com/S/002064\">华峰化学</a>、<a href=\"https://laohu8.com/S/002648\">卫星石化</a>、<a href=\"https://laohu8.com/S/000807\">云铝股份</a>、<a href=\"https://laohu8.com/S/688185\">康希诺</a>-U、等。</p><p>同时，此次调整剔除了21只成分股，分别为港股的<a href=\"https://laohu8.com/S/01789\">爱康医疗</a>、<a href=\"https://laohu8.com/S/01797\">新东方在线</a>，以及A股的<a href=\"https://laohu8.com/S/600967\">内蒙一机</a>、<a href=\"https://laohu8.com/S/600021\">上海电力</a>、<a href=\"https://laohu8.com/S/000089\">深圳机场</a>等。</p><p><a href=\"https://laohu8.com/S/601995\">中金公司</a>表示：按照以往经验，这些资金很可能在收盘前集中涌入，产生脉冲式行情。</p><p>中泰国际策略分析师颜招骏表示：今天尾市是被动指数基金的资金买入配置，指数基金都采取MOC（mark to close）策略，使交易价格尽可能接近收市价，达至最少的追踪误差，这样才能更好地跟踪相关指数。</p><p>MOC的全称是mark to close，也就是交易价格要尽可能贴近收盘价。很多指数型基金都是采用该策略进行建仓，导致尾盘出现大幅波动，这也是为何外资在尾盘流入额一度近100亿的原因。</p><p>为何最终流入大幅减少180亿？</p><p>值得注意的是，北向资金一度净流入370亿，最终定格195亿，最后1分钟流出了180亿，发生了什么？</p><p>这里主要有两个原因。一是未能成交的废单计算在内，一个是主动资金的获利抛盘。而港交所数据和wind数据并未将未成交废单计算在内，因此并未出现大幅买入大幅抛出的问题。</p><p>1）未成交的废单计算在内。业内人士指出，这并非意味着北向资金在短短三分钟内先买后卖，而是因为该流量图是以当日资金余额计算，并非实时成交，其中一部分未能最终成交的废单可能也会被计算在内，暂时占用了一部分额度。</p><p><a href=\"https://laohu8.com/S/SINA\">新浪</a>财经统计发现，根据港交所资金余额公式：每日额度余额=每日额度-买盘订单+卖盘成交金额。那么如果买盘资金涌入，这将占用部分余额，使得资金流入额加大。而最终未能成交的额度的将拨回余额，产生脉冲式行情，资金大幅回落。</p><p>2）主动资金提前建仓套利。颜招骏表示：每次指数基金调比重，也会发生这样事，由于MSCI增加纳入A股的因子已在早前宣布，因此主动型基金有提前建仓的倾向，而部分炒作的资金也会提前建仓，并趁机在正式纳入当天抛回给被动基金的买盘进行套利。</p><p><a href=\"https://laohu8.com/S/000686\">东北证券</a>表示，考虑到最近3日北上资金有小额的净流入、富时罗素对应规模有限以及习惯性的外资套利模式，即游资先买然后等北上资金被动配置时再卖出，一般会看到收盘前半小时北上资金先大幅流入而后又流出的套利迹象，因此，普通投资者可以适度逆向操作，即上冲时逢高出掉些。</p><p>多只个股异动，腾讯遭60亿资金砸盘</p><p>值得注意的是，MSCI调整不仅影响了A股，还影响了港股、美股，一般来说，新纳入个股尾盘容易发生急速拉升。比如新纳入的康龙化成，尾盘暴涨2%，尾盘涌入1.9万手买单，报价高达189.63元，涉资3.65亿元。</p><p><img src=\"https://static.tigerbbs.com/dfd95585f701dca88755bed2b61619aa\" tg-width=\"550\" tg-height=\"238\" referrerpolicy=\"no-referrer\"></p><p>剔除的个股一般急速下跌，比如上海电力，尾盘大跌近1%，近4500万资金抛售离场。</p><p>不过，大家也看到，除了新纳入和剔除的个股，很多股票都上演了尾盘急涨急跌。</p><p>比如，贵州茅台尾盘有个小幅跳水，1937手资金抛售，涉资4.35亿元。</p><p><img src=\"https://static.tigerbbs.com/8808d8cd0561fcd311822677198d9652\" tg-width=\"550\" tg-height=\"239\" referrerpolicy=\"no-referrer\"></p><p>还比如港股的腾讯，尾盘也是急速跳水，尾盘1分钟跌0.57%，978万股资金抛售离场，涉资59.27亿港元。</p><p><img src=\"https://static.tigerbbs.com/40ad4d6c09db8a0209bb58466a95f0d8\" tg-width=\"550\" tg-height=\"238\" referrerpolicy=\"no-referrer\"></p><p>这个现象又如何解释呢？一般来说，全球主要指数在调整个股的时候，也涉及到各大股票权重的变化。</p><p>据<a href=\"https://laohu8.com/S/03908\">中金公司</a>计算，从绝对权重变化幅度来看，我们测算，受此次调整影响，<a href=\"https://laohu8.com/S/BEKE\">贝壳</a>(KE)、<a href=\"https://laohu8.com/S/06186\">中国飞鹤</a>、<a href=\"https://laohu8.com/S/LI\">理想汽车</a>(LI AUTO)、保利协鑫能源、<a href=\"https://laohu8.com/S/TME\">腾讯音乐</a>、<a href=\"https://laohu8.com/S/XPEV\">小鹏汽车</a>(XPENG)、<a href=\"https://laohu8.com/S/PDD\">拼多多</a>、<a href=\"https://laohu8.com/S/06969\">思摩尔国际</a>、恒腾网络、<a href=\"https://laohu8.com/S/01772\">赣锋锂业</a>等权重增加最多，从0.3%到0.07%不等；其中A股部分权重增加最多为<a href=\"https://laohu8.com/S/601816\">京沪高铁</a>等。</p><p>相反，<a href=\"https://laohu8.com/S/00700\">腾讯控股</a>、<a href=\"https://laohu8.com/S/BABA\">阿里巴巴</a>、<a href=\"https://laohu8.com/S/03690\">美团-W</a>、<a href=\"https://laohu8.com/S/601398\">工商银行</a>、<a href=\"https://laohu8.com/S/NTES\">网易</a>、建设银行、<a href=\"https://laohu8.com/S/JD\">京东</a>、<a href=\"https://laohu8.com/S/BIDU\">百度</a>、<a href=\"https://laohu8.com/S/01810\">小米集团-W</a>、<a href=\"https://laohu8.com/S/NIO\">蔚来</a>等因摊薄效应在指数中权重的下降最大。</p><p>其中，腾讯本次流出资金大约7.99亿美元，大约60亿港元，和本次砸盘资金相当。</p><p><img src=\"https://static.tigerbbs.com/ee97c1fe4463a3a282c6015a66b36f10\" tg-width=\"550\" tg-height=\"215\" referrerpolicy=\"no-referrer\"></p><p>值得注意的是，近期大家可能注意到了，北向资金3天涌入了450亿。那北向大幅买入的背后，是A股又开启主升浪了吗？</p><p>结合市场消息，大概有三个原因：一是人民币升值，引发外资抢筹以人民币计价的金融资产；二是我国对虚拟币的严厉打击，遏制了内资外流，让币圈资金重返股市等内地市场；三是，通胀预期的降温及外围市场的短暂平稳期。</p>","source":"highlight_sina","collect":0,"html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>发生什么？北向尾盘疯狂涌入，腾讯遭60亿资金砸盘</title>\n<style 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margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\n发生什么？北向尾盘疯狂涌入，腾讯遭60亿资金砸盘\n</h2>\n\n<h4 class=\"meta\">\n\n\n2021-05-28 09:09 北京时间 <a href=https://finance.sina.com.cn/stock/hkstock/hkstocknews/2021-05-28/doc-ikmyaawc7963054.shtml><strong>新浪港股</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>5月27日，北向资金尾盘发生异动，东方财富数据显示，最后3分钟北向资金涌入逾200亿，但最后1分钟又遭抛售180亿，多只个股尾盘发生异动，上演急速拉升和下跌，腾讯更是遭60亿资金砸盘，发生了什么？备注：由于东方财富统计的资金净流入，计算的是所有资金的买入情况，没有统计没有成交的废单，所以数据偏高，而东方财富统计的资金净买额一般更能准确的统计北向资金的真实买入情况，所以，北向资金净买入146亿才是...</p>\n\n<a href=\"https://finance.sina.com.cn/stock/hkstock/hkstocknews/2021-05-28/doc-ikmyaawc7963054.shtml\">Web Link</a>\n\n</div>\n\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://static.tigerbbs.com/7e1090aaf3aafeb5167ffb8175428e8f","relate_stocks":{"00700":"腾讯控股","TCEHY":"腾讯控股ADR","QNETCN":"纳斯达克中美互联网老虎指数"},"source_url":"https://finance.sina.com.cn/stock/hkstock/hkstocknews/2021-05-28/doc-ikmyaawc7963054.shtml","is_english":false,"share_image_url":"https://static.laohu8.com/b0d1b7e8843deea78cc308b15114de44","article_id":"2138174924","content_text":"5月27日，北向资金尾盘发生异动，东方财富数据显示，最后3分钟北向资金涌入逾200亿，但最后1分钟又遭抛售180亿，多只个股尾盘发生异动，上演急速拉升和下跌，腾讯更是遭60亿资金砸盘，发生了什么？备注：由于东方财富统计的资金净流入，计算的是所有资金的买入情况，没有统计没有成交的废单，所以数据偏高，而东方财富统计的资金净买额一般更能准确的统计北向资金的真实买入情况，所以，北向资金净买入146亿才是真实流入数据。北向资金为何尾盘疯狂涌入？北京时间5月12日凌晨，MSCI公布了其所有指数的2021年5月份的半年度指数审议结果，其中包括MSCI中国指数。虽然此次为半年度审计，涉及的个股调整较多，相应影响也较为广泛。上述调整于5月27日收盘实施，28日正式生效。海外中资股纳入21只，按纳入后权重排序分别为，保利协鑫能源、恒腾网络、赣锋锂业、启明医疗-B、华润万象生活、康方生物-B、融创服务等等。A股新纳入39只，按纳入后权重排序分别为，康龙化成，宝丰能源、中国船舶、华峰化学、卫星石化、云铝股份、康希诺-U、等。同时，此次调整剔除了21只成分股，分别为港股的爱康医疗、新东方在线，以及A股的内蒙一机、上海电力、深圳机场等。中金公司表示：按照以往经验，这些资金很可能在收盘前集中涌入，产生脉冲式行情。中泰国际策略分析师颜招骏表示：今天尾市是被动指数基金的资金买入配置，指数基金都采取MOC（mark to close）策略，使交易价格尽可能接近收市价，达至最少的追踪误差，这样才能更好地跟踪相关指数。MOC的全称是mark to close，也就是交易价格要尽可能贴近收盘价。很多指数型基金都是采用该策略进行建仓，导致尾盘出现大幅波动，这也是为何外资在尾盘流入额一度近100亿的原因。为何最终流入大幅减少180亿？值得注意的是，北向资金一度净流入370亿，最终定格195亿，最后1分钟流出了180亿，发生了什么？这里主要有两个原因。一是未能成交的废单计算在内，一个是主动资金的获利抛盘。而港交所数据和wind数据并未将未成交废单计算在内，因此并未出现大幅买入大幅抛出的问题。1）未成交的废单计算在内。业内人士指出，这并非意味着北向资金在短短三分钟内先买后卖，而是因为该流量图是以当日资金余额计算，并非实时成交，其中一部分未能最终成交的废单可能也会被计算在内，暂时占用了一部分额度。新浪财经统计发现，根据港交所资金余额公式：每日额度余额=每日额度-买盘订单+卖盘成交金额。那么如果买盘资金涌入，这将占用部分余额，使得资金流入额加大。而最终未能成交的额度的将拨回余额，产生脉冲式行情，资金大幅回落。2）主动资金提前建仓套利。颜招骏表示：每次指数基金调比重，也会发生这样事，由于MSCI增加纳入A股的因子已在早前宣布，因此主动型基金有提前建仓的倾向，而部分炒作的资金也会提前建仓，并趁机在正式纳入当天抛回给被动基金的买盘进行套利。东北证券表示，考虑到最近3日北上资金有小额的净流入、富时罗素对应规模有限以及习惯性的外资套利模式，即游资先买然后等北上资金被动配置时再卖出，一般会看到收盘前半小时北上资金先大幅流入而后又流出的套利迹象，因此，普通投资者可以适度逆向操作，即上冲时逢高出掉些。多只个股异动，腾讯遭60亿资金砸盘值得注意的是，MSCI调整不仅影响了A股，还影响了港股、美股，一般来说，新纳入个股尾盘容易发生急速拉升。比如新纳入的康龙化成，尾盘暴涨2%，尾盘涌入1.9万手买单，报价高达189.63元，涉资3.65亿元。剔除的个股一般急速下跌，比如上海电力，尾盘大跌近1%，近4500万资金抛售离场。不过，大家也看到，除了新纳入和剔除的个股，很多股票都上演了尾盘急涨急跌。比如，贵州茅台尾盘有个小幅跳水，1937手资金抛售，涉资4.35亿元。还比如港股的腾讯，尾盘也是急速跳水，尾盘1分钟跌0.57%，978万股资金抛售离场，涉资59.27亿港元。这个现象又如何解释呢？一般来说，全球主要指数在调整个股的时候，也涉及到各大股票权重的变化。据中金公司计算，从绝对权重变化幅度来看，我们测算，受此次调整影响，贝壳(KE)、中国飞鹤、理想汽车(LI AUTO)、保利协鑫能源、腾讯音乐、小鹏汽车(XPENG)、拼多多、思摩尔国际、恒腾网络、赣锋锂业等权重增加最多，从0.3%到0.07%不等；其中A股部分权重增加最多为京沪高铁等。相反，腾讯控股、阿里巴巴、美团-W、工商银行、网易、建设银行、京东、百度、小米集团-W、蔚来等因摊薄效应在指数中权重的下降最大。其中，腾讯本次流出资金大约7.99亿美元，大约60亿港元，和本次砸盘资金相当。值得注意的是，近期大家可能注意到了，北向资金3天涌入了450亿。那北向大幅买入的背后，是A股又开启主升浪了吗？结合市场消息，大概有三个原因：一是人民币升值，引发外资抢筹以人民币计价的金融资产；二是我国对虚拟币的严厉打击，遏制了内资外流，让币圈资金重返股市等内地市场；三是，通胀预期的降温及外围市场的短暂平稳期。","news_type":1},"isVote":1,"tweetType":1,"viewCount":1046,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0}],"hots":[{"id":110087258,"gmtCreate":1622417412374,"gmtModify":1622417412374,"author":{"id":"3576623913852334","authorId":"3576623913852334","name":"寒寒寒月","avatar":"https://static.tigerbbs.com/0211ee813ec8f80d3c680e3e9e5ce365","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"任务","listText":"任务","text":"任务","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":4,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/110087258","repostId":"1121117981","repostType":4,"isVote":1,"tweetType":1,"viewCount":1224,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":113139522,"gmtCreate":1622597145866,"gmtModify":1622597145866,"author":{"id":"3576623913852334","authorId":"3576623913852334","name":"寒寒寒月","avatar":"https://static.tigerbbs.com/0211ee813ec8f80d3c680e3e9e5ce365","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"评论点赞","listText":"评论点赞","text":"评论点赞","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":2,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/113139522","repostId":"1163231694","repostType":4,"isVote":1,"tweetType":1,"viewCount":909,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":129276666,"gmtCreate":1624375720055,"gmtModify":1624375720055,"author":{"id":"3576623913852334","authorId":"3576623913852334","name":"寒寒寒月","avatar":"https://static.tigerbbs.com/0211ee813ec8f80d3c680e3e9e5ce365","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"<a 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