ETF concentrated holdings stress test
If an ETF's largest holdings drop sharply, how large might the direct impact on the whole be?
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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: Holding B
- 8.08 %
- Lowest item: Other positions
- -5.48 %
- Average
- 0.61 %
- Number of items
- 4 items
Holding shock waterfall
Static-weight first-order P&L (%) (Waterfall)
Weight and decline assumptions
Weight of shocked holdings (%) (Bar)
Unknown positions
Static-weight first-order P&L (%) and Weight of shocked holdings (%) (Table)
Sample data rows
| Holding shock item | Static-weight first-order P&L (%) | Weight of shocked holdings (%) | Data date (sample) |
|---|---|---|---|
| Holding A | -0.74 | 4.9 | 2026-10-16 |
| Holding B | 8.08 | 4.5 | 2026-10-16 |
| Holding C | 0.6 | 19.8 | 2026-10-16 |
| Other positions | -5.48 | 26.6 | 2026-10-16 |
| Total | 2.46 | 55.8 | 2026-10-16 |