金工ETF点评:宽基ETF单日净流出62.28亿元,科创创业板、新材料ETF可关注
太平洋证券·2025-03-19 13:41
- The industry crowding monitoring model was constructed to monitor the crowding levels of Shenwan first-level industry indices daily. The model identified high crowding levels in beauty care, environmental protection, and textile apparel industries, while real estate, banking, and architectural decoration showed lower crowding levels. The model also tracked significant changes in crowding levels for industries such as banking, non-bank financials, and food & beverage[3] - The Z-score premium rate model was developed to screen ETF products for potential arbitrage opportunities. The model uses rolling calculations to identify signals and warns of potential risks of price corrections for the identified ETFs[4] - The Z-score premium rate model provided signals for ETFs such as the Sci-Tech Innovation Board ETF, New Materials ETF, Satellite ETF, Battery ETF, and Gaming ETF, suggesting these products for further attention[13] - The industry crowding monitoring model revealed significant fund flows in recent days, with major inflows into electronics, non-bank financials, and automobiles, and outflows from industries like computers, national defense, and food & beverage[3][12] - The Z-score premium rate model highlighted ETFs with notable fund flows, including Sci-Tech Innovation Board ETFs, Sci-Tech 50 ETFs, and various thematic ETFs such as securities and chip ETFs[6][13]