已知数据输入投资组合数据
投资额（元）100000证券数量3未来计算总期数52计算时间间隔(以天计)7置信水平95%总模拟计算次数1000
命令按钮计算结果
投资组合计算
价格均值14.85期收益均值-0.04投资组合单位6802.72投资组合收益-257.98
输入各个证券的投资比重、股票价格对数均值和对数标准差
证券证券1证券2证券3
投资比重20%50%30%股票价格对数均值8%6%10%股票价格对数标准差22%26%35%目前股票价格20169
计算过程
证券1证券2
201621.7217.6222.4618.3222.9418.7622.8218.6223.4019.1722.9518.7222.6918.4522.6018.3524.0319.7023.0718.7623.4419.1023.1618.8122.1617.8321.4917.1820.4416.1820.3616.0921.7617.3821.17.4921.9317.5123.5919.0722.9718.4722.7718.2522.6018.0822.1717.6620.6116.1822.0017.4620.8616.3819.7515.3420.4015.9220.2215.7420.1915.7019.3814.95
时间
012345671011121314151617181920212223242526272829303132
随机数0.98540.80260.69610.41760.73450.27720.35660.43350.94500.12150.600.34780.10440.18540.07770.43280.95930.54200.49440.97300.21780.37900.39580.28150.50340.95680.06590.06150.79320.37960.46360.1195
证券3
投资组合价格914.7010.2516.2310.8116.11.1717.3211.0717.1911.5117.7211.1517.2910.9417.0510.8716.9511.9718.2511.2117.3511.4917.6811.2617.4110.4916.509.9815.8.2114.949.1514.8610.1616.0910.2516.2010.2716.2211.5317.7111.0417.1410.8816.9410.7416.7810.4116.399.2614.9910.2716.219.4215.198.6314.219.0814.778.9514.608.9214.578.3513.85
333435363738394041424344454748495051520.11550.17380.04810.71480.53300.56100.21670.46800.740.75230.390.90310.74600.08860.63460.71300.01570.43110.40200.275318.5817.9916.9617.3617.4517.5917.1317.1217.5818.0717.9418.8619.3718.4718.7519.1817.7617.6917.5617.2214.2113.6612.7313.0713.1413.2512.8312.8113.2013.6213.4914.3014.7513.9314.1614.5413.2613.1813.0612.757.817.416.746.997.047.136.836.817.107.417.327.928.267.657.838.127.187.127.046.8213.1612.6511.7812.1012.1712.2811.11.8712.2512.6512.5313.3013.7212.9513.1813.5412.3312.2712.1611.86
算结果
风险价值计算第2个最坏收益-1.02风险价值6944.99
每期收益
1.53
0.660.43-0.120.52-0.43-0.25-0.091.29-0.0.33-0.27-0.92-0.61-0.94-0.081.230.110.021.49-0.57-0.20-0.16-0.39-0.531.22-1.02-0.980.56-0.17-0.03-0.71
-0.69-0.51-0.870.320.070.11-0.39-0.020.380.40-0.120.770.42-0.770.230.36-1.21-0.07-0.11-0.29
