Kurzy akcií pro hypotetické kurzovní lístky Kurzy akcií jednotlivých firem 1-denní vynosnosti Var 2-denní v. Var Obchodní den na burze F1 F2 F3 F1 F2 F3 F1 F2 F3 F1 F2 F3 1. 100 200 1000 2. 110 210 1050 0.09531018 0.048790164 0.048790164 0.010072302 0.00133902 0.003796222 3. 121 205 1080 0.09531018 -0.024097552 0.028170877 0.010072302 0.001317334 0.001680524 0.19062036 0.024692613 0.076961041 0.06062548 0.014541137 0.010758112 4. 95 150 1020 -0.241913654 -0.312374685 -0.057158414 0.05610407 0.10534713 0.0019656 -0.146603474 -0.336472237 -0.028987537 0.008281257 0.057877876 4.96069E-06 5. 98 210 950 0.031090587 0.336472237 -0.071095922 0.001306191 0.105154078 0.003395696 -0.210823067 0.024097552 -0.128254336 0.024093561 0.014397978 0.010301044 E(ri) -0.005050677 0.012197541 -0.012823324 Var 0.025851621 0.071052521 0.003612681 E(ri) -0.055602061 -0.095894024 -0.026760277 Var 0.046500149 0.043408496 0.010532058 Sigma 0.160784394 0.266556787 0.06010558 Sigma 0.215638932 0.208347056 0.102625817 fce Var 0.025851621 0.071052521 0.003612681 Sigma 0.160784394 0.266556787 0.06010558 ##### Sheet/List 2 ##### R o k 2020 2021 Vynos. Emise I. II. III. IV. I. II. III. IV. E(ri) Var Var Sigma fce A 1010 1055 1100 1031 988 1065 918 1060 0.043590436 0.041769413 -0.064780975 -0.042601786 0.07504738 -0.148532688 0.143826796 0.006902654 0.001345993 0.001215691 0.005138543 0.00245069 0.004643704 0.024160145 0.018748221 0.009617164 0.098067142 0.098067142 B 2650 3000 3848 3228 3638 4205 3979 4731 0.124052649 0.248941244 -0.175690782 0.11957133 0.144840213 -0.055243762 0.173106065 0.082796708 0.001702053 0.027604007 0.066815783 0.001352373 0.003849397 0.019055171 0.00815578 0.021422427 0.146364023 0.146364023 C 1505 2030 2190 2325 2250 2443 1700 1796 0.299242895 0.075865751 0.059818495 -0.032789823 0.082296576 -0.362598541 0.054933719 0.025252725 0.075070613 0.002561678 0.001194793 0.003368937 0.003254001 0.150428604 0.000880961 0.039459931 0.19864524 0.19864524 D 178 300 325 396 351 370 335 327 0.521998924 0.080042708 0.197589029 -0.120627988 0.052716782 -0.099372474 -0.024170361 0.086882374 0.189326412 4.6781E-05 0.012255963 0.04306055 0.001167288 0.034690868 0.01233271 0.048813429 0.220937613 0.220937613 E 281 372 358 494 460 539 443 468 0.280539185 -0.038360868 0.322002531 -0.071309028 0.158489081 -0.196145801 0.054898526 0.072873375 0.043125089 0.012373057 0.062065336 0.020788565 0.007330049 0.072371317 0.000323095 0.036396085 0.190777579 0.190777579 F 2645 3125 3400 3330 3400 3425 3475 4100 0.166763218 0.084341148 -0.020803128 0.020803128 0.00732604 0.014493007 0.165392495 0.062616558 0.010846527 0.000471958 0.006958844 0.001748363 0.003057041 0.002315876 0.010562893 0.005993584 0.077418239 0.077418239 G 547 800 803 1070 975 952 997 944 0.380162925 0.003742986 0.287059214 -0.092976456 -0.023872436 0.046185735 -0.054624604 0.077953909 0.091330289 0.005507261 0.043725028 0.02921719 0.010368605 0.001009217 0.017577062 0.033122442 0.18199572 0.18199572 Covar Covar_matice 0.036687782 0.034866759 -0.071683629 -0.04950444 0.068144726 -0.155435341 0.136924143 A B C D E F G 0.041255941 0.166144536 -0.25848749 0.036774622 0.062043505 -0.13804047 0.090309357 A 0.009617164 0.010344194 0.013408241 0.004913066 0.006367961 0.005068834 -0.003030327 0.27399017 0.050613026 0.034565771 -0.058042547 0.057043852 -0.387851266 0.029680994 B 0.010344194 0.021422427 0.011400388 -0.000978463 -0.006464734 0.006737595 -0.012350713 0.43511655 -0.006839667 0.110706655 -0.207510362 -0.034165592 -0.186254848 -0.111052735 C 0.013408241 0.011400388 0.039459931 0.033622776 0.029489718 0.007956581 0.01646218 0.20766581 -0.111234243 0.249129156 -0.144182403 0.085615706 -0.269019176 -0.017974849 D 0.004913066 -0.000978463 0.033622776 0.048813429 0.032966067 0.00734128 0.035790339 0.10414666 0.02172459 -0.083419686 -0.041813431 -0.055290518 -0.048123551 0.102775936 E 0.006367961 -0.006464734 0.029489718 0.032966067 0.036396085 0.001803784 0.024994008 0.302209016 -0.074210923 0.209105304 -0.170930366 -0.101826345 -0.031768174 -0.132578513 F 0.005068834 0.006737595 0.007956581 0.00734128 0.001803784 0.005993584 0.002183082 G -0.003030327 -0.012350713 0.01646218 0.035790339 0.024994008 0.002183082 0.033122442 Covar AA 0.001345993 0.001215691 0.005138543 0.00245069 0.004643704 0.024160145 0.018748221 0.009617164 AB 0.001513589 0.005792921 0.018529321 -0.001820507 0.004227938 0.021456368 0.012365531 0.010344194 Correl M AC 0.010052092 0.001764712 -0.0024778 0.002873364 0.003887238 0.060285794 0.004064045 0.013408241 0.098067142 0.146364023 0.19864524 0.220937613 0.190777579 0.077418239 0.18199572 AD 0.015963461 -0.000238477 -0.007935855 0.010272684 -0.002328205 0.028950586 -0.015205801 0.004913066 A B C D E F G AE 0.007618798 -0.003878378 -0.017858482 0.007137669 0.005834259 0.041815087 -0.002461191 0.006367961 sigma_i A AF 0.00382091 0.000757466 0.005979826 0.00206995 -0.003767757 0.007480101 0.014072507 0.005068834 0.098067142 B 1 0.720673878 0.688287867 0.226756317 0.340368617 0.667638298 -0.169787138 AG 0.011087379 -0.002587494 -0.014989427 0.008461812 -0.006938928 0.004937897 -0.018153199 -0.003030327 0.146364023 C 0.720673878 1 0.392109307 -0.030258016 -0.231520241 0.594603268 -0.463656671 0.19864524 D 0.688287867 0.392109307 1 0.76610051 0.778153237 0.51737455 0.455352787 0.220937613 E 0.226756317 -0.030258016 0.76610051 1 0.782114164 0.429199152 0.890092167 0.001513589 0.005792921 0.018529321 -0.001820507 0.004227938 0.021456368 0.012365531 0.010344194 0.190777579 F 0.340368617 -0.231520241 0.778153237 0.782114164 1 0.122127651 0.719858925 BB 0.001702053 0.027604007 0.066815783 0.001352373 0.003849397 0.019055171 0.00815578 0.021422427 0.077418239 G 0.667638298 0.594603268 0.51737455 0.429199152 0.122127651 1 0.154940723 BC 0.011303722 0.008409078 -0.008934819 -0.002134493 0.003539201 0.053539171 0.002680472 0.011400388 0.18199572 -0.169787138 -0.463656671 0.455352787 0.890092167 0.719858925 0.154940723 1 1 0.720673878 0.720673878 1 0.688287867 0.392109307 0.226756317 -0.030258016 0.340368617 -0.231520241 0.667638298 0.594603268 -0.169787138 -0.463656671 ##### Sheet/List 3 ##### Date XOM GS APPl 2/17/2022 78.230003 349.059998 168.880005 -0.011121078 2/18/2022 77.360001 346.040009 167.300003 -0.01118338 -0.00868942 -0.009399807 0.000162558 7.96488E-05 8.14204E-05 2/22/2022 76.459999 344.269989 164.320007 -0.011702149 -0.0051282 -0.017972837 0.000176055 2.8766E-05 0.000309632 2/23/2022 76.769997 341.190002 160.070007 0.004046185 -0.008986689 -0.026204525 6.1492E-06 8.50432E-05 0.000667088 2/24/2022 75.800003 340.190002 162.740005 -0.012715568 -0.002935222 0.016542603 0.000203975 1.00516E-05 0.000286255 2/25/2022 77.839996 350.119995 164.850006 0.026557054 0.028771648 0.01288214 0.000624531 0.000814329 0.000175791 2/28/2022 78.419998 341.290009 165.119995 0.007423585 -0.025543356 0.001636446 3.43063E-05 0.000664534 4.05188E-06 3/1/2022 79.169998 328.200012 163.199997 0.009518443 -0.039109367 -0.011696028 6.32346E-05 0.001547995 0.000128132 3/2/2022 80.529999 336.380005 166.559998 0.017032359 0.024618273 0.020379169 0.000239195 0.000594534 0.000430797 3/3/2022 81.040001 333.420013 166.229996 0.006313099 -0.008838493 -0.001983245 2.25309E-05 8.23319E-05 2.58169E-06 3/4/2022 84.089996 329.670013 163.169998 0.036944734 -0.011310802 -0.018579758 0.001251625 0.00013331 0.000331359 3/7/2022 87.120003 321.890015 159.300003 0.035398907 -0.023882275 -0.024003354 0.001144637 0.000581653 0.000558229 3/8/2022 87.779999 321.369995 157.440002 0.00754716 -0.001616827 -0.01174479 3.57692E-05 3.43E-06 0.000129238 3/9/2022 82.790001 333.589996 162.949997 -0.05852638 0.03731959 0.034398941 0.003611145 0.001375252 0.00120933 3/10/2022 85.360001 329.899994 158.520004 0.030570325 -0.011123122 -0.027562593 0.000841226 0.000129011 0.000739085 3/11/2022 84.919998 327 154.729996 -0.005168005 -0.008829389 -0.024199157 4.53526E-05 8.21667E-05 0.00056752 3/14/2022 81.879997 324.980011 150.619995 -0.036454889 -0.006196495 -0.026921561 0.00144562 4.13667E-05 0.000704641 3/15/2022 77.220001 329.160004 155.089996 -0.05859622 0.012780291 0.029245492 0.003619544 0.000157379 0.000877461 3/16/2022 76.93 340.76001 159.589996 -0.003762586 0.03463448 0.028602434 2.83984E-05 0.001183311 0.000839778 3/17/2022 78.980003 343.269989 160.619995 0.026298776 0.007338831 0.006433294 0.000611689 5.04616E-05 4.63731E-05 3/18/2022 78.669998 345.380005 163.979996 -0.003932831 0.006127997 0.020703149 3.02418E-05 3.47251E-05 0.000444351 3/21/2022 82.199997 339 165.380005 0.043893403 -0.018645167 0.008501442 0.001791573 0.000356468 7.88175E-05 3/22/2022 81.839996 343.01001 168.820007 -0.004389193 0.011759523 0.020587213 3.54694E-05 0.00013281 0.000439477 3/23/2022 83.129997 335.609985 170.210007 0.015639539 -0.021809904 0.00819991 0.000198052 0.000485987 7.35545E-05 3/24/2022 83.379997 336.230011 174.070007 0.003002825 0.001845755 0.022424547 2.06324E-06 2.59389E-06 0.000519887 3/25/2022 85.199997 337.48999 174.720001 0.021592962 0.003740368 0.003727141 0.000401062 1.22862E-05 1.68397E-05 3/28/2022 82.809998 335.299988 175.600006 -0.028452596 -0.006510233 0.005024017 0.000901142 4.55008E-05 2.91654E-05 3/29/2022 82.370003 339.660004 178.960007 -0.005327474 0.012919511 0.018953641 4.75259E-05 0.000160892 0.000373654 3/30/2022 83.779999 335.589996 177.770004 0.016972974 -0.012054964 -0.006671754 0.000237362 0.000151048 3.96304E-05 3/31/2022 82.589996 330.100006 174.610001 -0.014305744 -0.016494508 -0.017935681 0.000251926 0.000279883 0.000308325 4/1/2022 83.120003 330.220001 174.309998 0.006396823 0.000363445 -0.00171961 2.33327E-05 1.64472E-08 1.80399E-06 4/4/2022 83.160004 328.209991 178.440002 0.000481128 -0.006105482 0.02341711 1.17787E-06 4.02042E-05 0.000566135 4/5/2022 82.730003 323.959991 175.059998 -0.005184182 -0.013033596 -0.019123661 4.55707E-05 0.000176061 0.000351457 4/6/2022 83.650002 316.26001 171.830002 0.011059122 -0.024055332 -0.018623133 9.01113E-05 0.00059003 0.00033294 4/7/2022 85.050003 314.149994 172.139999 0.016597903 -0.006694132 0.001802466 0.000225945 4.80156E-05 4.74782E-06 4/8/2022 86.839996 321.390015 170.089996 0.020827945 0.022784826 -0.011980408 0.000371006 0.000508486 0.000134651 4/11/2022 83.849998 320.76001 165.75 -0.035037835 -0.001962175 -0.025847056 0.001339872 4.82845E-06 0.00064875 4/12/2022 85.599998 319.779999 167.660004 0.020655795 -0.003059955 0.011457514 0.000364404 1.0858E-05 0.000140043 4/13/2022 86.809998 321.970001 170.399994 0.01403654 0.00682512 0.016210436 0.000155504 4.34271E-05 0.000275126 4/14/2022 87.830002 321.640015 165.289993 0.011681351 -0.001025422 -0.030447115 0.000102312 1.58916E-06 0.000904243 4/18/2022 88.550003 329.880005 165.070007 0.008164247 0.025296013 -0.001331796 4.35312E-05 0.000628044 9.12623E-07 4/19/2022 87.760002 335.950012 167.399994 -0.008961559 0.018233408 0.014016453 0.000110838 0.000323936 0.000207157 4/20/2022 87.959999 341.059998 167.229996 0.002276316 0.015096034 -0.001016036 5.03942E-07 0.000220844 4.09028E-07 4/21/2022 87.029999 334.299988 166.419998 -0.010629279 -0.020019651 -0.004855385 0.000148735 0.000410259 2.00606E-05 4/22/2022 85.129997 319.769989 161.789993 -0.022073411 -0.044436805 -0.028215547 0.000558842 0.001995588 0.000775013 4/25/2022 82.260002 321.420013 162.880005 -0.034294478 0.005146767 0.006714609 0.001286004 2.41235E-05 5.02836E-05 4/26/2022 82.290001 313.119995 156.800003 0.000364619 -0.026162232 -0.038042637 1.44434E-06 0.000696824 0.001418739 4/27/2022 84.639999 313.230011 156.570007 0.028157351 0.000351292 -0.001467888 0.000707077 1.34778E-08 1.19117E-06 4/28/2022 87.199997 318.410004 163.639999 0.02979734 0.016402093 0.044165648 0.000796984 0.000261368 0.001984001 4/29/2022 85.25 305.48999 157.649994 -0.02261618 -0.041422861 -0.037291539 0.000584798 0.001735394 0.001362721 5/2/2022 86.410004 310.420013 157.960007 0.01351534 0.016009249 0.001964533 0.000142777 0.000248821 5.48035E-06 5/3/2022 88.190002 314.660004 159.479996 0.020390144 0.013566442 0.009576617 0.000354332 0.000177722 9.90642E-05 5/4/2022 91.699997 324.109985 166.020004 0.039028746 0.029590215 0.04018979 0.001403425 0.000861717 0.001645622 5/5/2022 90.309998 313.070007 156.770004 -0.015274172 -0.034656088 -0.057328499 0.000283606 0.001217402 0.003243532 5/6/2022 91.690002 312.959991 157.279999 0.01516517 -0.000351472 0.003247861 0.000184926 3.44182E-07 1.31359E-05 5/9/2022 84.459999 308.890015 152.059998 -0.082135306 -0.013090083 -0.033752483 0.00700598 0.000177563 0.001113957 5/10/2022 85.019997 305.059998 154.509995 0.00660845 -0.012476803 0.01598362 2.5422E-05 0.000161595 0.000267653 5/11/2022 86.790001 301.549988 146.5 0.020604932 -0.011572672 -0.053233358 0.000362465 0.000139426 0.002793849 5/12/2022 86.300003 299.410004 142.559998 -0.005661786 -0.007121915 -0.027262479 5.22471E-05 5.41271E-05 0.000722857 5/13/2022 88.860001 306.98999 147.110001 0.029232476 0.025001256 0.031417663 0.00076541 0.000613358 0.001010868 5/16/2022 90.949997 303.440002 145.539993 0.023247763 -0.011631237 -0.010729698 0.00047008 0.000140812 0.000107189 5/17/2022 92.110001 312.970001 149.240005 0.012673654 0.030923439 0.025104867 0.00012337 0.000941768 0.000649299 5/18/2022 90.650002 306.730011 140.820007 -0.015977567 -0.020139425 -0.058073253 0.000307792 0.000415125 0.003328917 5/19/2022 91.139999 308.200012 137.350006 0.005390816 0.004781044 -0.024950073 1.4626E-05 2.06647E-05 0.000603861 5/20/2022 91.860001 306.799988 137.589996 0.007868915 -0.004552931 0.001745763 3.97214E-05 2.29262E-05 4.50393E-06 5/23/2022 93.889999 316.609985 143.110001 0.021858184 0.031474655 0.039335353 0.000411755 0.000975904 0.00157703 5/24/2022 94.400002 313.950012 140.360001 0.005417221 -0.008436909 -0.019403014 1.48286E-05 7.52055E-05 0.000362009 5/25/2022 96.300003 314.899994 140.520004 0.019927256 0.003021333 0.001139298 0.00033712 7.76255E-06 2.29759E-06 5/26/2022 96.639999 323.630005 143.779999 0.003524374 0.027345794 0.022934491 3.83356E-06 0.000734984 0.000543401 5/27/2022 97.589996 328.579987 149.639999 0.009782264 0.015179397 0.039948056 6.75E-05 0.000223329 0.001626068 5/31/2022 96 326.850006 148.839996 -0.016426797 -0.005278931 -0.005360526 0.000323756 3.04056E-05 2.48407E-05 6/1/2022 97.839996 321.850006 148.710007 0.018985259 -0.015415751 -0.000873729 0.000303416 0.000244952 2.47254E-07 6/2/2022 97.669998 324.25 151.210007 -0.001739022 0.007429206 0.016671498 1.0926E-05 5.17537E-05 0.000290634 6/3/2022 99.089996 318.679993 145.380005 0.014434059 -0.017327381 -0.039318607 0.000165576 0.000308444 0.001516489 6/6/2022 98.839996 320.51001 146.139999 -0.002526147 0.005726066 0.005214021 1.67492E-05 3.01496E-05 3.12537E-05 6/7/2022 103.370003 321.51001 148.710007 0.044812473 0.00311517 0.017433088 0.001870221 8.29424E-06 0.000317181 6/8/2022 104.589996 314.679993 147.960007 0.011733093 -0.021472451 -0.005056133 0.000103361 0.000471222 2.18991E-05 6/9/2022 102.330002 304.220001 142.639999 -0.021845002 -0.0338051 -0.036618048 0.000548095 0.001158742 0.001313451 6/10/2022 100.459999 287.019989 137.130005 -0.018443276 -0.058199266 -0.039394549 0.000400388 0.003414587 0.00152241 6/13/2022 95.849998 283.320007 131.880005 -0.04697518 -0.012974836 -0.039036961 0.002356288 0.000174505 0.001494633 6/14/2022 96.099998 282.540009 132.759995 0.002604847 -0.00275686 0.006650493 1.07832E-06 8.95242E-06 4.93784E-05 6/15/2022 94.889999 290.070007 135.429993 -0.01267098 0.026302132 0.019911901 0.000202704 0.000679485 0.000411619 6/16/2022 91.389999 284.980011 130.059998 -0.037582263 -0.017703256 -0.040458983 0.00153262 0.000321788 0.001606607 6/17/2022 86.120003 279.790009 131.559998 -0.059394345 -0.018379687 0.011467139 0.003716216 0.000346514 0.000140271 6/21/2022 91.480003 284.809998 135.869995 0.060378695 0.01778293 0.032235503 0.003458883 0.000307923 0.001063542 6/22/2022 87.860001 284.540009 135.350006 -0.040375752 -0.000948411 -0.003834449 0.001759146 1.40093E-06 1.19575E-05 6/23/2022 85.209999 286.170013 138.270004 -0.030625864 0.005712212 0.021344264 0.001036344 2.99977E-05 0.000471791 6/24/2022 86.900002 302.75 141.660004 0.019639269 0.056321297 0.024221524 0.000326628 0.00314565 0.000605062 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97.610001 342.579987 163.429993 0.011436949 0.007265459 0.037785032 9.74272E-05 4.94246E-05 0.001456301 9/13/2022 95.330002 328.390015 153.839996 -0.02363538 -0.042303197 -0.060471646 0.000635131 0.001809515 0.003611429 9/14/2022 97.669998 327.26001 155.309998 0.024249851 -0.00344698 0.009510031 0.000514538 1.35584E-05 9.77432E-05 9/15/2022 94.830002 331.619995 152.369995 -0.029508593 0.013234727 -0.019111366 0.000965657 0.000168988 0.000350996 9/16/2022 93.209999 326.209991 150.699997 -0.017230835 -0.016448402 -0.011020655 0.000353337 0.000278343 0.000113298 9/19/2022 93.199997 328.660004 154.479996 -0.000107312 0.007482476 0.024773527 2.8014E-06 5.2523E-05 0.000632523 9/20/2022 92.440002 323.26001 156.899994 -0.008187882 -0.01656681 0.015544009 9.51465E-05 0.000282307 0.000253462 9/21/2022 90.949997 320.709991 153.720001 -0.016249935 -0.007919724 -0.020475849 0.000317423 6.65028E-05 0.000403985 9/22/2022 90.57 312.920013 152.740005 -0.00418684 -0.024589652 -0.00639561 3.31001E-05 0.000616273 3.62299E-05 9/23/2022 85.75 301.970001 150.429993 -0.054686946 -0.03561993 -0.015239349 0.003164442 0.00128559 0.000220905 9/26/2022 83.980003 294.619995 150.770004 -0.020857375 -0.024641305 0.00225771 0.000502827 0.00061884 6.93897E-06 9/27/2022 85.739998 291.380005 151.759995 0.020740727 -0.011058099 0.006544769 0.000367654 0.000127539 4.79037E-05 9/28/2022 88.860001 300.790009 149.839996 0.035742671 0.031784102 -0.012732261 0.001168016 0.000995333 0.000152665 9/29/2022 88.68 296.109985 142.479996 -0.002027724 -0.015681421 -0.050366421 1.29179E-05 0.000253339 0.002498994 9/30/2022 87.309998 293.049988 138.199997 -0.015569404 -0.010387754 -0.030499721 0.000293637 0.000112847 0.00090741 10/3/2022 91.919998 299.149994 142.449997 0.051453631 0.020601898 0.03028915 0.002488733 0.000414802 0.000940381 10/4/2022 95.269997 314.869995 146.100006 0.035796322 0.05121474 0.02530032 0.001171686 0.002598914 0.000659298 10/5/2022 99.120003 309 146.399994 0.039616333 -0.018818562 0.002051201 0.001447795 0.000363046 5.89365E-06 10/6/2022 102.059998 304.670013 145.429993 0.029229588 -0.014112011 -0.006647737 0.000765251 0.000205842 3.93286E-05 10/7/2022 101.029999 301.079987 140.089996 -0.010143363 -0.011853299 -0.037409778 0.000137119 0.000146132 0.001371465 10/10/2022 98.839996 300.540009 140.419998 -0.021915152 -0.00179508 0.002352873 0.000551385 4.12203E-06 7.44938E-06 10/11/2022 98 294.209991 138.979996 -0.008534862 -0.021287119 -0.010307908 0.000102036 0.00046321 9.86332E-05 10/12/2022 98.43 295.309998 138.339996 0.004378157 0.003731878 -0.004615615 7.90583E-06 1.22268E-05 1.79702E-05 10/13/2022 101.870003 307.070007 142.990005 0.034351884 0.039050112 0.033060338 0.001074886 0.001506598 0.001118021 10/14/2022 99.190002 299.98999 138.380005 -0.026660297 -0.02332665 -0.032771173 0.000796748 0.000555161 0.001049416 10/17/2022 100.620003 306.709991 142.410004 0.014313852 0.022153539 0.028706689 0.000162497 0.000480414 0.000845831 10/18/2022 100.800003 313.850006 143.75 0.001787311 0.023012537 0.00936543 4.87897E-08 0.000518807 9.49049E-05 10/19/2022 103.790001 311.76001 143.860001 0.029231251 -0.006681491 0.000764932 0.000765343 4.78406E-05 1.30283E-06 10/20/2022 103.93 310.809998 143.389999 0.001347959 -0.003051907 -0.003272428 4.77281E-08 1.08051E-05 8.3865E-06 10/21/2022 105.860001 325.100006 147.270004 0.01839988 0.044951059 0.02669948 0.000283365 0.001999508 0.000733108 10/24/2022 106.599998 328.700012 149.449997 0.006966017 0.011012671 0.014694205 2.91556E-05 0.000116154 0.000227126 10/25/2022 105.879997 332.399994 152.339996 -0.006777144 0.011193528 0.01915297 6.96152E-05 0.000120085 0.0003814 10/26/2022 107.139999 335.690002 149.350006 0.011830032 0.009849076 -0.019822254 0.000105342 9.24266E-05 0.000378138 10/27/2022 107.550003 337.179993 144.800003 0.003819502 0.004428771 -0.030939084 5.07635E-06 1.7586E-05 0.000934073 10/28/2022 110.699997 341.820007 155.740005 0.028867929 0.013667412 0.072834482 0.000745372 0.000180424 0.005359845 10/31/2022 110.809998 344.51001 153.339996 0.000993192 0.007838843 -0.01553033 3.28598E-07 5.78154E-05 0.000229639 11/1/2022 111.910004 348.579987 150.649994 0.009878008 0.011744575 -0.017698426 6.90824E-05 0.000132466 0.00030005 11/2/2022 109.610001 349.790009 145.029999 -0.020766392 0.003465278 -0.038018615 0.000498755 1.04334E-05 0.00141693 11/3/2022 111.099998 348.869995 138.880005 0.013502058 -0.002633655 -0.043330324 0.000142459 8.23032E-06 0.001845032 11/4/2022 112.309998 357.910004 138.380005 0.010832209 0.025582224 -0.003606727 8.58547E-05 0.000642472 1.04345E-05 11/7/2022 113.639999 362.559998 138.919998 0.011772661 0.012908403 0.003894653 0.000104167 0.00016061 1.82426E-05 11/8/2022 114 364.019989 139.5 0.0031629 0.004018809 0.004166388 2.54873E-06 1.43157E-05 2.06377E-05 11/9/2022 108.900002 362 134.869995 -0.0457684 -0.005564569 -0.033753287 0.002240586 3.36373E-05 0.001114011 11/10/2022 110.5 378.309998 146.869995 0.014585473 0.044069748 0.085236493 0.000169496 0.001921468 0.007329582 11/11/2022 113.949997 385.170013 149.699997 0.030744208 0.017970869 0.019085464 0.000851343 0.000314554 0.000378767 11/14/2022 113.370003 382.359985 148.279999 -0.005102897 -0.007322295 -0.0095309 4.44799E-05 5.71157E-05 8.38034E-05 11/15/2022 114.129997 382.880005 150.039993 0.006681291 0.001359103 0.011799507 2.61618E-05 1.26316E-06 0.000148255 11/16/2022 112.910004 382.329987 148.789993 -0.010747047 -0.001437561 -0.00836601 0.000151622 2.79812E-06 6.38325E-05 11/17/2022 113.059998 379.779999 150.720001 0.001327557 -0.006691941 0.012887949 5.70588E-08 4.79853E-05 0.000175945 11/18/2022 112.080002 379.200012 151.289993 -0.008705714 -0.001528333 0.003774661 0.000105517 3.11004E-06 1.7232E-05 11/21/2022 110.970001 380.209991 148.009995 -0.009953016 0.002659906 -0.021918673 0.000132698 5.87921E-06 0.000464066 11/22/2022 114.18 383.869995 150.179993 0.028516247 0.009580233 0.014554723 0.000726293 8.73297E-05 0.000222941 11/23/2022 113.610001 386.25 151.070007 -0.005004611 0.006180888 0.005908824 4.31785E-05 3.53512E-05 3.95051E-05 11/25/2022 113.209999 388.859985 148.110001 -0.003527047 0.006734515 -0.019788104 2.59435E-05 4.22411E-05 0.000376811 11/28/2022 109.809998 382.359985 144.220001 -0.030492911 -0.016856809 -0.026615329 0.001027801 0.000292137 0.000688477 11/29/2022 110.540001 383.709991 141.169998 0.006625874 0.003524502 -0.021375095 2.5598E-05 1.08195E-05 0.000440942 11/30/2022 111.339996 386.149994 148.029999 0.007211091 0.006338844 0.047450125 3.18622E-05 3.72545E-05 0.002287384 12/1/2022 110.800003 383.809998 148.309998 -0.004861745 -0.006078246 0.001889715 4.13214E-05 3.98596E-05 5.13565E-06 12/2/2022 109.860001 380.579987 147.809998 -0.008519964 -0.008451263 -0.003377013 0.000101735 7.54546E-05 9.00318E-06 12/5/2022 106.849998 371.540009 146.630005 -0.027780874 -0.024039817 -0.008015211 0.000861264 0.000589276 5.83502E-05 12/6/2022 103.879997 362.910004 142.910004 -0.028189605 -0.023501674 -0.025697352 0.000885421 0.000563439 0.000641146 12/7/2022 103.650002 359.920013 140.940002 -0.0022165 -0.00827306 -0.013880807 1.43105E-05 7.23905E-05 0.000182367 12/8/2022 104.419998 358.079987 142.649994 0.007401351 -0.005125432 0.012059754 3.40463E-05 2.87364E-05 0.00015466 12/9/2022 103.540001 359.140015 142.160004 -0.008463188 0.002955938 -0.003440824 0.000100593 7.40242E-06 9.39019E-06 12/12/2022 106.089996 363.179993 144.490005 0.024329732 0.011186233 0.016257124 0.000518168 0.000119925 0.000276677 12/13/2022 107.25 368.690002 145.470001 0.010874805 0.015057628 0.006759551 8.66459E-05 0.000219704 5.0923E-05 12/14/2022 106.459999 360.380005 143.210007 -0.007393239 -0.022797144 -0.015657753 8.02756E-05 0.000530489 0.000233517 12/15/2022 105.440002 349.829987 136.5 -0.009627229 -0.029711759 -0.047987519 0.000125298 0.00089682 0.002266811 12/16/2022 104.699997 346.350006 134.509995 -0.007043 -0.009997443 -0.014686106 7.41222E-05 0.000104707 0.000204765 12/19/2022 105.169998 344.609985 132.369995 0.00447898 -0.005036542 -0.016037515 8.48297E-06 2.77913E-05 0.000245268 12/20/2022 106.690002 344.48999 132.300003 0.014349382 -0.000348266 -0.0005289 0.000163404 3.40431E-07 2.32311E-08 12/21/2022 108.059998 350.160004 135.449997 0.012759158 0.016325171 0.023530453 0.000125277 0.000258887 0.000571542 12/22/2022 105.879997 345.579987 132.229996 -0.020380261 -0.013166077 -0.024059746 0.000481657 0.000179594 0.000560897 12/23/2022 108.68 345.51001 131.860001 0.026101436 -0.000202512 -0.002802039 0.000601967 1.9159E-07 5.88332E-06 12/27/2022 110.190002 341.970001 130.029999 0.013798382 -0.010298598 -0.013975576 0.000149621 0.000110961 0.000184935 12/28/2022 108.379997 340.869995 126.040001 -0.016562624 -0.003221859 -0.031165861 0.000328662 1.19512E-05 0.000947986 12/29/2022 109.199997 343.429993 129.610001 0.007537493 0.007482128 0.027930624 3.56536E-05 5.2518E-05 0.000801292 12/30/2022 110.300003 343.380005 129.929993 0.010022918 -0.000145566 0.002465841 7.15122E-05 1.44981E-07 8.0788E-06 1/3/2023 106.510002 346.220001 125.07 -0.034965057 0.008236694 -0.038122209 0.001334549 6.40239E-05 0.00142474 1/4/2023 106.82 347.700012 126.360001 0.002906279 0.004265659 0.010261403 1.7952E-06 1.62446E-05 0.000113165 1/5/2023 109.209999 343.76001 125.019997 0.02212745 -0.011396305 -0.010661283 0.000422756 0.000135292 0.000105777 1/6/2023 110.529999 348.079987 129.619995 0.012014343 0.012488533 0.036133354 0.000109159 0.000150144 0.001332968 1/9/2023 108.470001 353 130.149994 -0.018813322 0.014035756 0.004080531 0.000415334 0.000190455 1.9865E-05 1/10/2023 110.089996 357.359985 130.729996 0.01482453 0.012275578 0.004446512 0.000175777 0.000144971 2.32613E-05 1/11/2023 111.370003 364.480011 133.490005 0.011559842 0.019728075 0.020892509 9.98683E-05 0.000379972 0.00045237 1/12/2023 113.220001 369.940002 133.410004 0.016474819 0.014869125 -0.000599483 0.00022226 0.000214152 4.97291E-08 1/13/2023 113.150002 374 134.759995 -0.000618448 0.010914962 0.010068258 4.77368E-06 0.000114057 0.000109093 1/17/2023 112.93 349.920013 135.940002 -0.001946232 -0.066551203 0.008718245 1.23388E-05 0.004460423 8.27141E-05 1/18/2023 110.610001 349.089996 135.210007 -0.020757648 -0.002374837 -0.005384449 0.000498364 6.81228E-06 2.50797E-05 1/19/2023 111.32 350.75 135.270004 0.006398427 0.004743962 0.000443634 2.33482E-05 2.03289E-05 6.72591E-07 1/20/2023 113.349998 341.839996 137.869995 0.018071423 -0.025730939 0.019038365 0.000272415 0.00067424 0.000376936 1/23/2023 112.760002 349.140015 141.110001 -0.005218675 0.021130251 0.023228559 4.60376E-05 0.000436603 0.000557198 1/24/2023 113.809998 348.329987 142.529999 0.00926869 -0.002322762 0.010012762 5.93249E-05 6.54316E-06 0.000107936 1/25/2023 113.209999 349.630005 141.860001 -0.005285881 0.003725198 -0.004711834 4.69541E-05 1.21801E-05 1.87953E-05 1/26/2023 117.760002 354.970001 143.960007 0.03940418 0.015157815 0.014694869 0.001431696 0.000222684 0.000227146 1/27/2023 115.610001 353.700012 145.929993 -0.018426206 -0.003584152 0.013591475 0.000399705 1.45874E-05 0.000195104 1/30/2023 113.559998 357.459991 143 -0.017891152 0.010574312 -0.020282376 0.000378597 0.000106897 0.000396245 1/31/2023 116.010002 365.809998 144.289993 0.021345098 0.023090625 0.008980485 0.000391196 0.000522371 8.75528E-05 2/1/2023 114.739998 365.709991 145.429993 -0.01100773 -0.000273422 0.007869708 0.000158109 2.58695E-07 6.79997E-05 2/2/2023 111.150002 369.470001 150.820007 -0.031788023 0.010228904 0.036392296 0.001112519 9.98742E-05 0.001351943 2/3/2023 111.919998 369.950012 154.5 0.006903654 0.001298345 0.024106977 2.8486E-05 1.13028E-06 0.00059944 2/6/2023 111.730003 370.799988 151.729996 -0.001699039 0.002294908 -0.018091497 1.06633E-05 4.2424E-06 0.000313822 2/7/2023 114.919998 374.399994 154.649994 0.028150943 0.009661927 0.019061861 0.000706737 8.88632E-05 0.000377849 2/8/2023 113.919998 375.100006 151.919998 -0.008739787 0.001867945 -0.017810407 0.000106218 2.66586E-06 0.000303942 2/9/2023 114.349998 367.98999 150.869995 0.003767473 -0.019136936 -0.006935548 4.8446E-06 0.00037528 4.30213E-05 2/10/2023 119.169998 371.279999 151.009995 0.041287125 0.008900756 0.000927521 0.001577734 7.50919E-05 1.70043E-06 2/13/2023 117.800003 374.019989 153.850006 -0.011562732 0.00735275 0.018632114 0.000172375 5.06595E-05 0.000361327 2/14/2023 116.419998 371.779999 153.199997 -0.011783972 -0.006006964 -0.004233903 0.000178233 3.89646E-05 1.48797E-05 2/15/2023 116.07 374.339996 155.330002 -0.003010867 0.006862186 0.013807661 2.09516E-05 4.3917E-05 0.00020119 2/16/2023 115.730003 370.200012 153.710007 -0.00293354 -0.011121032 -0.010484143 2.02497E-05 0.000128964 0.000102165 E(ri) 0.001566427 0.000235198 -0.000376483 Var 0.000478876 0.000326853 0.000495666 fce 0.000478876 0.000326853 0.000495666 sigma 0.02188324 0.018079087 0.022263567 Covar_M 0.000478876 0.000125521 0.000149539 0.000125521 0.000326853 0.000239449 0.000149539 0.000239449 0.000495666 Correl_M 1 0.317270688 0.306935622 0.317270688 1 0.594897673 0.306935622 0.594897673 1 ##### Sheet/List 4 ##### Odhady 1. experta Odhady 2. experta Odhady 3. Experta P0 100 v % v % v % 80 10 100 20 120 50 100 80 120 30 160 50 180 10 150 50 P_t p_i1 p_i2 p_i3 suma_pij normaci P ri ri*pi var_i var_i*pi 80 0.1 0.1 0.033333333 -0.223143551 -0.007438118 0.184752849 0.006158428 100 0.8 0.2 1 0.333333333 0 0 0.042718817 0.014239606 120 0.3 0.5 0.8 0.266666667 0.182321557 0.048619082 0.000593592 0.000158291 150 0.5 0.5 0.166666667 0.405465108 0.067577518 0.039513409 0.006585568 160 0.5 0.5 0.166666667 0.470003629 0.078333938 0.069336538 0.01155609 180 0.1 0.1 0.033333333 0.587786665 0.019592889 0.145238244 0.004841275 1 0.206685308 Var 0.043539258 Sigma 0.208660628 ##### Sheet/List 5 ##### 5% 20% 15% 40% 1 0.83 0.67 0.5 0.33 0.17 0 0 0.17 0.33 0.5 0.67 0.83 1 Rp 0.05 0.067 0.083 0.1 0.117 0.133 0.15 Var_P Ro 1 0.04 0.054756 0.070756 0.09 0.111556 0.133956 0.16 0.5 0.04 0.043468 0.053068 0.07 0.093868 0.122668 0.16 0 0.04 0.03218 0.03538 0.05 0.07618 0.11138 0.16 -0.5 0.04 0.020892 0.017692 0.03 0.058492 0.100092 0.16 -1 0.04 0.009604 0.00 0.01 0.040804 0.088804 0.16 Sigma_P 0.2 0.234 0.266 0.3 0.334 0.366 0.4 0.2 0.208489808 0.230364928 0.264575131 0.30637885 0.350239918 0.4 0.2 0.179387848 0.18809572 0.223606798 0.276007246 0.333736423 0.4 0.2 0.144540652 0.133011278 0.173205081 0.241851194 0.316373197 0.4 0.2 0.098 0.002 0.1 0.202 0.298 0.4 ##### Sheet/List 6 ##### A B C D E 0.2 0.25 0.5 0.3 0.1 0.2 0.25 0.1 0.4 0.2 0.6 0.5 0.4 0.3 0.7 Covar_M ri 459 -211 112 0.162 Portfolia 312 215 0.246 Rp_i 0.2184 0.216 0.1968 0.2154 0.225 179 0.228 Var_Pi 156.88 148.3125 187.41 128.46 172.22 Sigma_Pi 12.52517465 12.17836196 13.68977721 11.33401959 13.12326179 var_coef 0.017436883 0.017736375 0.01437569 0.019004732 0.017145128 ##### Sheet/List 7 ##### Cenný papír Oček. výnos Riziko Podíl v portfoliu 0.15 0.28 0.6 0.21 0.42 0.4 Rp 0.174 VarP SigmaP ro 1 0.112896 0.336 0.8 0.1016064 0.318757588 0.6 0.0903168 0.300527536 0.4 0.0790272 0.281117769 0.2 0.0677376 0.260264481 0 0.056448 0.237587878 -0.2 0.0451584 0.212505059 -0.4 0.0338688 0.184034779 -0.6 0.0225792 0.150263768 -0.8 0.0112896 0.106252529 -1 0 0 ##### Sheet/List 8 ##### Cenný papír Oček. výnos Riziko Podíl v portfoliu 0.13 0.28 0.2 0.25 0.42 0.4 0.21 0.35 0.1 0.41 0.48 0.2 0.3 0.39 0.1 Correl_M 1 0.3 0.41 -0.23 0.13 0.3 1 0.25 -0.09 0 0.41 0.25 1 -0.22 0.31 -0.23 -0.09 -0.22 1 0.14 Rp 0.259 0.13 0 0.31 0.14 1 VarP 0.04912206 Covar_M SigmaP 0.22163497 sigma 0.28 0.42 0.35 0.48 0.39 0.28 0.0784 0.03528 0.04018 -0.030912 0.014196 0.42 0.03528 0.1764 0.03675 -0.018144 0 0.35 0.04018 0.03675 0.1225 -0.03696 0.042315 0.48 -0.030912 -0.018144 -0.03696 0.2304 0.026208 0.39 0.014196 0 0.042315 0.026208 0.1521 wi 0.2 0.4 0.1 0.2 0.1 0.2 0.003136 0.0028224 0.0008036 -0.00123648 0.00028392 0.4 0.0028224 0.028224 0.00147 -0.00145152 0 0.1 0.0008036 0.00147 0.001225 -0.0007392 0.00042315 0.2 -0.00123648 -0.00145152 -0.0007392 0.009216 0.00052416 0.1 0.00028392 0 0.00042315 0.00052416 0.001521 VarP 0.04912206