配對價差觀察
兩個相關資產的價差是否離開常態?
- 最新值
- 3.74 倍
- 期間平均
- 1.37 倍
- 期間最高
- 4 倍
- 期間最低
- 0.2 倍
配對價差觀察
價差Z分數(倍) (折線圖)
基準/成本後回報(%)
基準/成本後回報(%) (柱狀圖)
事件明細與資料日期
價差Z分數(倍) 與 基準/成本後回報(%) (表格)
示例資料列
| 交易日/觀察期 | 價差Z分數(倍) | 基準/成本後回報(%) | 資料日期(示例) |
|---|---|---|---|
| 2025-10-16 | 1.57 | 4.39 | 2025-10-16 |
| 2025-11-03 | 0.39 | 18.98 | 2025-11-03 |
| 2025-11-17 | 0.61 | 4.86 | 2025-11-17 |
| 2025-12-03 | 4 | 5.19 | 2025-12-03 |
| 2025-12-19 | 1.03 | 7.79 | 2025-12-19 |
| 2026-01-02 | 2.68 | 9.99 | 2026-01-02 |
| 2026-01-20 | 1.56 | 5.62 | 2026-01-20 |
| 2026-02-05 | 2.06 | 8.18 | 2026-02-05 |
| 2026-02-23 | 1.19 | 1.76 | 2026-02-23 |
| 2026-03-09 | 0.91 | 5.13 | 2026-03-09 |
| 2026-03-25 | 1.28 | 6.93 | 2026-03-25 |
| 2026-04-10 | 1.84 | 4.3 | 2026-04-10 |
| 2026-04-24 | 0.74 | 2.82 | 2026-04-24 |
| 2026-05-12 | 0.72 | 14.11 | 2026-05-12 |
| 2026-05-28 | 1.47 | 7.99 | 2026-05-28 |
| 2026-06-11 | 1.57 | 3.51 | 2026-06-11 |
| 2026-06-29 | 1.51 | 2.2 | 2026-06-29 |
| 2026-07-15 | 0.79 | 1.5 | 2026-07-15 |
| 2026-07-31 | 0.74 | 8.47 | 2026-07-31 |
| 2026-08-14 | 1.89 | 3.9 | 2026-08-14 |
| 2026-09-01 | 1.11 | 11.32 | 2026-09-01 |
| 2026-09-17 | 1.04 | 16.73 | 2026-09-17 |
| 2026-10-01 | 1.37 | 3.94 | 2026-10-01 |
| 2026-10-16 | 3.74 | 18 | 2026-10-16 |