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15.16期收益均值-0.05投资组合单位6780.27投资组合收益-310.18
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——(模拟计算1000次的平均值)
114.750.05215.150.40315.820.67416.290.47516.520.23616.710.19718.141.43817.87-0.27918.130.261018.370.251118.740.371216.93-1.811316.83-0.101416.950.111516.950.001616.82-0.131717.310.491815.83-1.481915.30-0.532014.56-0.742114.10-0.462214.440.342314.28-0.152415.200.922515.240.042614.76-0.482715.160.402814.90-0.262914.58-0.323014.22-0.353114.810.593214.26-0.563313.63-0.623413.60-0.03
35363738394041424344454647484950515213.51-0.0914.611.1015.260.6515.350.0914.43-0.9214.30-0.1315.431.1314.30-1.1314.400.1013.79-0.6113.20-0.5913.540.3313.45-0.0914.190.7413.47-0.7212.91-0.5612.74-0.1712.32-0.41
算结果
风险价值计算第2个最坏收益-1.48风险价值10061.72
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