在当前我国的金融背景下,上证50ETF基金主要面对的是来自市场的风险。在本课题的研究中,本文将2007年12月30日至2015年12月31日这一样本期间的基金累计净值作为研究的样本数据,并且利用市场风险度量方法Va R法对其进行市场风险度量。最后利用德尔塔-正态分布法计算得出具体数值,并且根据研究结果得出该股票型基金进行市场风险管理。 In the current financial background of our country, the Shanghai Stock Exchange 50ETF Fund is mainly faced with the risk from the market. In the research of this topic, this article takes the accumulated net value of the fund during the sample period from December 30, 2007 to December 31, 2015 as the sample data of the study, and uses the VaR method to measure the market risk measure. Finally, the Delta-normal distribution method is used to calculate the specific value, and the stock fund is managed according to the research results.