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Annualized Basis

年化基差

Sentiment & DerivativesP1Futures DerivativesApplies to: US stocks

Formula

(futures−spot)/spot×(365/days to delivery)

How to read it

High = high cash-and-carry yield, but also signals overheated long leverage.

Outputvalue/series
Data source: CME/Deribit. Public knowledge, not investment advice.

See Annualized Basis computed live on popular US stocks →

AAPLNVDATSLAMSFTAMZNAll stocks →
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Reference metadata — public, well-known indicator definitions. Not investment advice.