20250926-冠通期货-近十年国庆假期外盘涨跌幅统计_1页_332kb

Summary of National Day Holiday External Market Performance Analysis

Overview

This report analyzes the percentage changes of various commodities and indices during the National Day holiday period over the past decade and the last five years, based on data from sources like Wind. Key metrics include average and median daily percentage changes, providing insights into holiday market behavior.

Key Findings

• 10-Year Insights:
  • Average changes for most commodities and indices are positive, indicating overall upward trends, such as crude oil (3.18%), gold (0.08%), and the S&P 500 (0.32%).
  • Median values vary widely, with some showing negative or low positive returns, like natural gas (-1.57%) and CBOT soybean (-0.40%), suggesting variability and potential skew in holiday market movements.
• 5-Year Insights (Recent Trend):
  • Averages are generally higher than the 10-year averages, reflecting increased activity, e.g., NYMEX crude oil (5.75%) and BDI (7.82%).
  • Medians show greater fluctuation, with some negative values, such as natural gas (-3.19%) and CBOT soybean oil (-1.73%), indicating higher volatility or different short-term patterns.
• Comparison Between Periods:
  • Both periods exhibit mixed performance, with most commodities showing stability or growth. For instance, Crude Oil's median increased from 3.33% to 4.97%, while Gold's average remained low. Overall, the 5-year data suggests a shift toward potentially more volatile returns, especially for indices like BDI which rose sharply to its median of 11.61%.

Implications

The data highlights that while the long-term trend is generally positive, holidays can lead to significant year-to-year variations. Analysts should consider these metrics for investment decisions, noting that factors like market conditions and global events may influence outcomes. Always refer to the full report for detailed data and disclaimer.