恆指公司:市場憂慮環球銀行體系風險擴散 恆指波幅指數升至逾31點水平
恆指公司指出,截至昨日(20日),以恆指為代表的香港股市在3月跌4%,完全抹去今年以來升幅。近日股市下跌主要由於包括矽谷銀行(SVB)在內的三家美國地區銀行倒閉,加上投資者對瑞信(CS.US)的憂慮,市場擔心風險在環球銀行體系擴散,導致環球銀行股和大市急挫。
此外,上周五(17日)由於環球央行向銀行業提供流動性利好市場氣氛,恆指波幅指數曾經回落至28點。然而,周末由瑞士政府牽線、瑞銀出資收購瑞信的消息未能紓緩市場情緒,恆指波幅指數在周一收市回升至31.09點,相比1月中的22點,反映市場波動性顯著上升。
波幅指數,又被稱為恐慌指標,量度其所追蹤指數的預期波幅,也被視為市場情緒的晴雨表。
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