Outcome distribution
90% modeled range
0%
Low -5.63%
High 7.43%
Mean 0.76%
交易前的决策支持
QQQ 交易前风险扫描
Invesco QQQ Trust：在增加敞口前审视下行风险、仓位规模、集中度与相关性。
更新时间:
QQQ 风险快照
仅展示风险扫描 API 返回的数值，缺失数据不会被估算。
- 市场机制
- bull
- 机制置信度
- 0.76%
- 预期结果
- 0.76%
- 90% 区间下限
- -5.63%
- 90% 区间上限
- 7.43%
- 风险阈值
- 0%
- 集中度
- pass
- 平均相关性
- 0.7
Portfolio impact
Risk before vs. after
Annualized Volatility
Before
12.93%After
19.76%
Beta (vs SPY)
Before
1After
1.42
1-Day VaR (95%)
Before
1.44%After
1.93%
Max Drawdown (1Y)
Before
9.13%After
12.19%
Sizing controls
Position check summary
3Pass
1Warn
0Fail
Average portfolio correlation0.70
拟议交易后的风险变化
Annualized Volatility
交易前: 12.93% · 交易后: 19.76%
Beta (vs SPY)
交易前: 1 · 交易后: 1.42
1-Day VaR (95%)
交易前: 1.44% · 交易后: 1.93%
Max Drawdown (1Y)
交易前: 9.13% · 交易后: 12.19%
仓位规模检查
Volatility
passAnnualized volatility 20% (warn >40%, fail >70%)
Drawdown Risk
passMax drawdown 12% over 1Y (warn >25%, fail >45%)
Market Exposure
warnBeta 1.42 vs SPY (warn >1.3, fail >2.0)
Liquidity
passAvg daily turnover $21.8B (warn <$50M, fail <$5M)