ETF interest rate change scenarios
How sensitive is a bond ETF's price, as a first approximation, when interest rates rise or fall?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Rate hike of half a percentage point
- 8.17 %
- Lowest item: Rate hike of one percentage point
- -10.4 %
- Average
- -1.32 %
- Number of items
- 4 items
Interest rate shock scenarios
First-order price change estimate (%) (Bar)
Duration inputs
Duration (years) (Line)
Items omitted from the model
First-order price change estimate (%) and Duration (years) (Table)
Sample data rows
| Interest rate change scenario | First-order price change estimate (%) | Duration (years) | Data date (sample) |
|---|---|---|---|
| Rate cut of one percentage point | -4.05 | 6.03 | 2026-10-16 |
| Rate cut of half a percentage point | 1.01 | 6.62 | 2026-10-16 |
| Rate hike of half a percentage point | 8.17 | 4.98 | 2026-10-16 |
| Rate hike of one percentage point | -10.4 | 12.59 | 2026-10-16 |