TICKER DATE CLOSE Rm Rm

VNINDEX 1/2/2018 995.77

VNINDEX 1/3/2018 1005.67 0.99% 0.99%
VNINDEX 1/4/2018 1019.75 1.40% 1.39%
VNINDEX 1/5/2018 1012.65 -0.70% -0.70%
VNINDEX 1/8/2018 1022.9 1.01% 1.01%
VNINDEX 1/9/2018 1033.56 1.04% 1.04%
VNINDEX 1/10/2018 1038.11 0.44% 0.44%
VNINDEX 1/11/2018 1048.17 0.97% 0.96%
VNINDEX 1/12/2018 1050.11 0.19% 0.18%
VNINDEX 1/15/2018 1063.47 1.27% 1.26%
VNINDEX 1/16/2018 1062.96 -0.05% -0.05%
VNINDEX 1/17/2018 1034.69 -2.66% -2.70%
VNINDEX 1/18/2018 1050.25 1.50% 1.49%
VNINDEX 1/19/2018 1062.07 1.13% 1.12%
VNINDEX 1/22/2018 1087.42 2.39% 2.36%
VNINDEX 1/25/2018 1104.57 1.58% 1.56%
VNINDEX 1/26/2018 1115.64 1.00% 1.00%
VNINDEX 1/29/2018 1109.8 -0.52% -0.52%
VNINDEX 1/30/2018 1110.56 0.07% 0.07%
VNINDEX 1/31/2018 1110.36 -0.02% -0.02%
VNINDEX 2/1/2018 1099.67 -0.96% -0.97%
VNINDEX 2/2/2018 1105.04 0.49% 0.49%
VNINDEX 2/5/2018 1048.71 -5.10% -5.23%
VNINDEX 2/6/2018 1011.6 -3.54% -3.60%
VNINDEX 2/7/2018 1040.55 2.86% 2.82%
VNINDEX 2/8/2018 1023.25 -1.66% -1.68%
VNINDEX 2/9/2018 1003.94 -1.89% -1.91%
VNINDEX 2/12/2018 1041.79 3.77% 3.70%
VNINDEX 2/13/2018 1059.73 1.72% 1.71%
VNINDEX 2/21/2018 1087.15 2.59% 2.55%
VNINDEX 2/22/2018 1076.03 -1.02% -1.03%
VNINDEX 2/23/2018 1102.85 2.49% 2.46%
VNINDEX 2/26/2018 1114.53 1.06% 1.05%
VNINDEX 2/27/2018 1119.61 0.46% 0.45%
VNINDEX 2/28/2018 1121.54 0.17% 0.17%
VNINDEX 3/1/2018 1115.79 -0.51% -0.51%
VNINDEX 3/2/2018 1121.21 0.49% 0.48%
VNINDEX 3/5/2018 1093.48 -2.47% -2.50%
VNINDEX 3/6/2018 1120.29 2.45% 2.42%
VNINDEX 3/7/2018 1112.26 -0.72% -0.72%
VNINDEX 3/8/2018 1124.15 1.07% 1.06%
VNINDEX 3/9/2018 1123.41 -0.07% -0.07%
VNINDEX 3/12/2018 1126.29 0.26% 0.26%
VNINDEX 3/13/2018 1133.31 0.62% 0.62%
VNINDEX 3/14/2018 1138.09 0.42% 0.42%
VNINDEX 3/15/2018 1138.76 0.06% 0.06%
VNINDEX 3/16/2018 1150.19 1.00% 1.00%
VNINDEX 3/19/2018 1159.22 0.79% 0.78%
VNINDEX 3/20/2018 1159.39 0.01% 0.01%
VNINDEX 3/21/2018 1169.36 0.86% 0.86%
VNINDEX 3/22/2018 1172.36 0.26% 0.26%
VNINDEX 3/23/2018 1153.59 -1.60% -1.61%
VNINDEX 3/26/2018 1171.22 1.53% 1.52%
VNINDEX 3/27/2018 1171.73 0.04% 0.04%
VNINDEX 3/28/2018 1172.24 0.04% 0.04%
VNINDEX 3/29/2018 1167.03 -0.44% -0.45%
VNINDEX 3/30/2018 1174.46 0.64% 0.63%
VNINDEX 4/2/2018 1196.61 1.89% 1.87%
VNINDEX 4/3/2018 1188.29 -0.70% -0.70%
VNINDEX 4/4/2018 1191.54 0.27% 0.27%
VNINDEX 4/5/2018 1193.17 0.14% 0.14%
VNINDEX 4/6/2018 1199.96 0.57% 0.57%
VNINDEX 4/9/2018 1204.33 0.36% 0.36%
VNINDEX 4/10/2018 1198.12 -0.52% -0.52%
VNINDEX 4/11/2018 1167.11 -2.59% -2.62%
VNINDEX 4/12/2018 1173.02 0.51% 0.51%
VNINDEX 4/13/2018 1157.14 -1.35% -1.36%
VNINDEX 4/16/2018 1148.49 -0.75% -0.75%
VNINDEX 4/17/2018 1153.28 0.42% 0.42%
VNINDEX 4/18/2018 1138.53 -1.28% -1.29%
VNINDEX 4/19/2018 1094.63 -3.86% -3.93%
VNINDEX 4/20/2018 1119.86 2.30% 2.28%
VNINDEX 4/23/2018 1076.78 -3.85% -3.92%
VNINDEX 4/24/2018 1080.74 0.37% 0.37%
VNINDEX 4/26/2018 1044.86 -3.32% -3.38%
VNINDEX 4/27/2018 1050.26 0.52% 0.52%
VNINDEX 5/2/2018 1029.08 -2.02% -2.04%
VNINDEX 5/7/2018 1067.68 3.75% 3.68%
VNINDEX 5/8/2018 1060.45 -0.68% -0.68%
VNINDEX 5/9/2018 1056.97 -0.33% -0.33%
VNINDEX 5/10/2018 1028.87 -2.66% -2.69%
VNINDEX 5/11/2018 1044.85 1.55% 1.54%
VNINDEX 5/14/2018 1066.98 2.12% 2.10%
VNINDEX 5/15/2018 1073.5 0.61% 0.61%
VNINDEX 5/16/2018 1054.62 -1.76% -1.77%
VNINDEX 5/17/2018 1030.64 -2.27% -2.30%
VNINDEX 5/18/2018 1040.54 0.96% 0.96%
VNINDEX 5/21/2018 1014.98 -2.46% -2.49%
VNINDEX 5/22/2018 985.91 -2.86% -2.91%
VNINDEX 5/23/2018 988.94 0.31% 0.31%
VNINDEX 5/24/2018 985.92 -0.31% -0.31%
VNINDEX 5/25/2018 963.9 -2.23% -2.26%
VNINDEX 5/28/2018 931.75 -3.34% -3.39%
VNINDEX 5/29/2018 952.18 2.19% 2.17%
VNINDEX 5/30/2018 948.5 -0.39% -0.39%
VNINDEX 5/31/2018 971.25 2.40% 2.37%
VNINDEX 6/1/2018 992.87 2.23% 2.20%
VNINDEX 6/4/2018 1010.61 1.79% 1.77%
VNINDEX 6/5/2018 1022.74 1.20% 1.19%
VNINDEX 6/6/2018 1034.5 1.15% 1.14%
VNINDEX 6/7/2018 1036.69 0.21% 0.21%
VNINDEX 6/8/2018 1039.01 0.22% 0.22%
VNINDEX 6/11/2018 1039.02 0.00% 0.00%
VNINDEX 6/12/2018 1020.76 -1.76% -1.77%
VNINDEX 6/13/2018 1030.53 0.96% 0.95%
VNINDEX 6/14/2018 1015.72 -1.44% -1.45%
VNINDEX 6/15/2018 1016.51 0.08% 0.08%
VNINDEX 6/18/2018 987.34 -2.87% -2.91%
VNINDEX 6/19/2018 962.16 -2.55% -2.58%
VNINDEX 6/20/2018 980.95 1.95% 1.93%
VNINDEX 6/21/2018 969.4 -1.18% -1.18%
VNINDEX 6/22/2018 983.17 1.42% 1.41%
VNINDEX 6/25/2018 990.52 0.75% 0.74%
VNINDEX 6/26/2018 983.02 -0.76% -0.76%
VNINDEX 6/27/2018 968.91 -1.44% -1.45%
VNINDEX 6/28/2018 957.35 -1.19% -1.20%
VNINDEX 6/29/2018 960.78 0.36% 0.36%
VNINDEX 7/2/2018 947.15 -1.42% -1.43%
VNINDEX 7/3/2018 906.01 -4.34% -4.44%
VNINDEX 7/4/2018 914.99 0.99% 0.99%
VNINDEX 7/5/2018 899.4 -1.70% -1.72%
VNINDEX 7/6/2018 917.51 2.01% 1.99%
VNINDEX 7/9/2018 915.12 -0.26% -0.26%
VNINDEX 7/10/2018 911.12 -0.44% -0.44%
VNINDEX 7/11/2018 893.16 -1.97% -1.99%
VNINDEX 7/12/2018 898.51 0.60% 0.60%
VNINDEX 7/13/2018 909.72 1.25% 1.24%
VNINDEX 7/16/2018 911.11 0.15% 0.15%
VNINDEX 7/17/2018 921.27 1.12% 1.11%
VNINDEX 7/18/2018 942.39 2.29% 2.27%
VNINDEX 7/19/2018 943.97 0.17% 0.17%
VNINDEX 7/20/2018 933.39 -1.12% -1.13%
VNINDEX 7/23/2018 936.74 0.36% 0.36%
VNINDEX 7/24/2018 934.08 -0.28% -0.28%
VNINDEX 7/25/2018 927.58 -0.70% -0.70%
VNINDEX 7/26/2018 930.16 0.28% 0.28%
VNINDEX 7/27/2018 935.52 0.58% 0.57%
VNINDEX 7/30/2018 949.73 1.52% 1.51%
VNINDEX 7/31/2018 956.39 0.70% 0.70%
VNINDEX 8/1/2018 952.77 -0.38% -0.38%
VNINDEX 8/2/2018 953.55 0.08% 0.08%
VNINDEX 8/3/2018 959.6 0.63% 0.63%
VNINDEX 8/6/2018 960.23 0.07% 0.07%
VNINDEX 8/7/2018 956.79 -0.36% -0.36%
VNINDEX 8/8/2018 966.27 0.99% 0.99%
VNINDEX 8/9/2018 963.5 -0.29% -0.29%
VNINDEX 8/10/2018 968.47 0.52% 0.51%
VNINDEX 8/13/2018 978.04 0.99% 0.98%
VNINDEX 8/14/2018 978.27 0.02% 0.02%
VNINDEX 8/15/2018 961.37 -1.73% -1.74%
VNINDEX 8/16/2018 964.28 0.30% 0.30%
VNINDEX 8/17/2018 968.88 0.48% 0.48%
VNINDEX 8/20/2018 969.62 0.08% 0.08%
VNINDEX 8/21/2018 979.21 0.99% 0.98%
VNINDEX 8/22/2018 982.15 0.30% 0.30%
VNINDEX 8/23/2018 987.36 0.53% 0.53%
VNINDEX 8/24/2018 987.05 -0.03% -0.03%
VNINDEX 8/27/2018 991.92 0.49% 0.49%
VNINDEX 8/28/2018 995.19 0.33% 0.33%
VNINDEX 8/29/2018 988.17 -0.71% -0.71%
VNINDEX 8/30/2018 998.07 1.00% 1.00%
VNINDEX 8/31/2018 989.54 -0.85% -0.86%
VNINDEX 9/4/2018 975.94 -1.37% -1.38%
VNINDEX 9/5/2018 968.44 -0.77% -0.77%
VNINDEX 9/6/2018 958.19 -1.06% -1.06%
VNINDEX 9/7/2018 968.9 1.12% 1.11%
VNINDEX 9/10/2018 970.34 0.15% 0.15%
VNINDEX 9/11/2018 985.06 1.52% 1.51%
VNINDEX 9/12/2018 987.01 0.20% 0.20%
VNINDEX 9/13/2018 987.95 0.10% 0.10%
VNINDEX 9/14/2018 991.34 0.34% 0.34%
VNINDEX 9/17/2018 987.61 -0.38% -0.38%
VNINDEX 9/18/2018 993.49 0.60% 0.59%
VNINDEX 9/19/2018 995.54 0.21% 0.21%
VNINDEX 9/20/2018 1004.74 0.92% 0.92%
VNINDEX 9/21/2018 1002.97 -0.18% -0.18%
VNINDEX 9/24/2018 1011.29 0.83% 0.83%
VNINDEX 9/25/2018 1010.74 -0.05% -0.05%
VNINDEX 9/26/2018 1009.61 -0.11% -0.11%
VNINDEX 9/27/2018 1015.37 0.57% 0.57%
VNINDEX 9/28/2018 1017.13 0.17% 0.17%
VNINDEX 10/1/2018 1012.88 -0.42% -0.42%
VNINDEX 10/2/2018 1018.79 0.58% 0.58%
VNINDEX 10/3/2018 1020.4 0.16% 0.16%
VNINDEX 10/4/2018 1023.62 0.32% 0.32%
VNINDEX 10/5/2018 1008.39 -1.49% -1.50%
VNINDEX 10/8/2018 996.12 -1.22% -1.22%
VNINDEX 10/9/2018 996.19 0.01% 0.01%
VNINDEX 10/10/2018 993.96 -0.22% -0.22%
VNINDEX 10/11/2018 945.89 -4.84% -4.96%
VNINDEX 10/12/2018 970.08 2.56% 2.53%
VNINDEX 10/15/2018 951.64 -1.90% -1.92%
VNINDEX 10/16/2018 963.37 1.23% 1.23%
VNINDEX 10/17/2018 971.6 0.85% 0.85%
VNINDEX 10/18/2018 963.47 -0.84% -0.84%
VNINDEX 10/19/2018 958.36 -0.53% -0.53%
VNINDEX 10/22/2018 953.51 -0.51% -0.51%
VNINDEX 10/23/2018 939.68 -1.45% -1.46%
VNINDEX 10/24/2018 922.73 -1.80% -1.82%
VNINDEX 10/25/2018 910.17 -1.36% -1.37%
VNINDEX 10/29/2018 888.82 -2.35% -2.37%
VNINDEX 10/30/2018 888.69 -0.01% -0.01%
VNINDEX 10/31/2018 914.76 2.93% 2.89%
VNINDEX 11/1/2018 907.96 -0.74% -0.75%
VNINDEX 11/2/2018 924.86 1.86% 1.84%
VNINDEX 11/5/2018 925.53 0.07% 0.07%
VNINDEX 11/6/2018 922.05 -0.38% -0.38%
VNINDEX 11/7/2018 922.16 0.01% 0.01%
VNINDEX 11/8/2018 926.28 0.45% 0.45%
VNINDEX 11/12/2018 918.12 -0.88% -0.88%
VNINDEX 11/13/2018 905.38 -1.39% -1.40%
VNINDEX 11/14/2018 900.93 -0.49% -0.49%
VNINDEX 11/15/2018 897.15 -0.42% -0.42%
VNINDEX 11/16/2018 898.19 0.12% 0.12%
VNINDEX 11/19/2018 916.06 1.99% 1.97%
VNINDEX 11/20/2018 919.02 0.32% 0.32%
VNINDEX 11/21/2018 922.56 0.39% 0.38%
VNINDEX 11/22/2018 924.42 0.20% 0.20%
VNINDEX 11/23/2018 917.97 -0.70% -0.70%
VNINDEX 11/26/2018 921.03 0.33% 0.33%
VNINDEX 11/27/2018 923.12 0.23% 0.23%
VNINDEX 11/28/2018 930.2 0.77% 0.76%
VNINDEX 11/29/2018 926.79 -0.37% -0.37%
VNINDEX 11/30/2018 926.54 -0.03% -0.03%
VNINDEX 12/3/2018 951.59 2.70% 2.67%
VNINDEX 12/4/2018 958.84 0.76% 0.76%
VNINDEX 12/5/2018 957.14 -0.18% -0.18%
VNINDEX 12/6/2018 954.82 -0.24% -0.24%
VNINDEX 12/7/2018 958.59 0.39% 0.39%
VNINDEX 12/10/2018 955.89 -0.28% -0.28%
VNINDEX 12/11/2018 954.58 -0.14% -0.14%
VNINDEX 12/12/2018 961.28 0.70% 0.70%
VNINDEX 12/13/2018 960.25 -0.11% -0.11%
VNINDEX 12/14/2018 952.04 -0.85% -0.86%
VNINDEX 12/17/2018 933.65 -1.93% -1.95%
VNINDEX 12/18/2018 927.25 -0.69% -0.69%
VNINDEX 12/19/2018 919.24 -0.86% -0.87%
VNINDEX 12/20/2018 918.24 -0.11% -0.11%
VNINDEX 12/21/2018 912.26 -0.65% -0.65%
VNINDEX 12/24/2018 908.56 -0.41% -0.41%
VNINDEX 12/25/2018 897.94 -1.17% -1.18%
VNINDEX 12/26/2018 891.75 -0.69% -0.69%
VNINDEX 12/27/2018 900.81 1.02% 1.01%
VNINDEX 12/28/2018 892.54 -0.92% -0.92%
E(R) -0.03%
Var 0.000201049
SD 0.014179159
VaR 95%:
-2.37% (59,361.96) tỷ đồng
VaR 99%:
-3.34% (83,466.53) tỷ đồng

Prob. z VaR
0.01% -3.72 -5.31% (132,704.24)
0.10% -3.09 -4.42% (110,415.17)
1% -2.33 -3.33% (83,337.07)
2% -2.05 -2.95% (73,674.01)
3% -1.88 -2.70% (67,543.11)
4% -1.75 -2.52% (62,931.07)
5% -1.64 -2.37% (59,179.53)
6% -1.55 -2.24% (55,986.38)
7% -1.48 -2.13% (53,186.62)
8% -1.41 -2.03% (50,679.76)
9% -1.34 -1.94% (48,399.87)
10% -1.28 -1.85% (46,301.24)
PP lịch sử Rm n=243 => VaR 95% => Thứ tự: 12.15 => VaR
=> VaR 99% => Thứ tự: 2.43 => VaR
-5.23% 1 Tổng giá trị vốn hóa toàn thị trường:
-4.96% 2 2,500,000 tỷ đồng
-4.44% 3
-3.93% 4 => CVaR
-3.92% 5 => CVaR
-3.60% 6
-3.39% 7
-3.38% 8
-2.91% 9
-2.91% 10
-2.70% 11
-2.69% 12
-2.62% 13
-2.58% 14
-2.50% 15
-2.49% 16
-2.37% 17
-2.30% 18
-2.26% 19
-2.04% 20
-1.99% 21
-1.95% 22
-1.92% 23
-1.91% 24
-1.82% 25
-1.77% 26
-1.77% 27
-1.74% 28
-1.72% 29
-1.68% 30
-1.61% 31
-1.50% 32
-1.46% 33
-1.45% 34
-1.45% 35
-1.43% 36
-1.40% 37
-1.38% 38
-1.37% 39
-1.36% 40
-1.29% 41
-1.22% 42
-1.20% 43
-1.18% 44
-1.18% 45
-1.13% 46
-1.06% 47
-1.03% 48
-0.97% 49
-0.92% 50
-0.88% 51
-0.87% 52
-0.86% 53
-0.86% 54
-0.84% 55
-0.77% 56
-0.76% 57
-0.75% 58
-0.75% 59
-0.72% 60
-0.71% 61
-0.70% 62
-0.70% 63
-0.70% 64
-0.70% 65
-0.69% 66
-0.69% 67
-0.68% 68
-0.65% 69
-0.53% 70
-0.52% 71
-0.52% 72
-0.51% 73
-0.51% 74
-0.49% 75
-0.45% 76
-0.44% 77
-0.42% 78
-0.42% 79
-0.41% 80
-0.39% 81
-0.38% 82
-0.38% 83
-0.38% 84
-0.37% 85
-0.36% 86
-0.33% 87
-0.31% 88
-0.29% 89
-0.28% 90
-0.28% 91
-0.26% 92
-0.24% 93
-0.22% 94
-0.18% 95
-0.18% 96
-0.14% 97
-0.11% 98
-0.11% 99
-0.11% 100
-0.07% 101
-0.05% 102
-0.05% 103
-0.03% 104
-0.03% 105
-0.02% 106
-0.01% 107
0.00% 108
0.01% 109
0.01% 110
0.01% 111
0.02% 112
0.04% 113
0.04% 114
0.06% 115
0.07% 116
0.07% 117
0.07% 118
0.08% 119
0.08% 120
0.08% 121
0.10% 122
0.12% 123
0.14% 124
0.15% 125
0.15% 126
0.16% 127
0.17% 128
0.17% 129
0.17% 130
0.18% 131
0.20% 132
0.20% 133
0.21% 134
0.21% 135
0.22% 136
0.23% 137
0.26% 138
0.26% 139
0.27% 140
0.28% 141
0.30% 142
0.30% 143
0.31% 144
0.32% 145
0.32% 146
0.33% 147
0.33% 148
0.34% 149
0.36% 150
0.36% 151
0.36% 152
0.37% 153
0.38% 154
0.39% 155
0.42% 156
0.42% 157
0.44% 158
0.45% 159
0.45% 160
0.48% 161
0.48% 162
0.49% 163
0.49% 164
0.51% 165
0.51% 166
0.52% 167
0.53% 168
0.57% 169
0.57% 170
0.57% 171
0.58% 172
0.59% 173
0.60% 174
0.61% 175
0.62% 176
0.63% 177
0.63% 178
0.70% 179
0.70% 180
0.74% 181
0.76% 182
0.76% 183
0.78% 184
0.83% 185
0.85% 186
0.86% 187
0.92% 188
0.95% 189
0.96% 190
0.96% 191
0.98% 192
0.98% 193
0.99% 194
0.99% 195
0.99% 196
1.00% 197
1.00% 198
1.00% 199
1.01% 200
1.01% 201
1.04% 202
1.05% 203
1.06% 204
1.11% 205
1.11% 206
1.12% 207
1.14% 208
1.19% 209
1.23% 210
1.24% 211
1.26% 212
1.39% 213
1.41% 214
1.49% 215
1.51% 216
1.51% 217
1.52% 218
1.54% 219
1.56% 220
1.71% 221
1.77% 222
1.84% 223
1.87% 224
1.93% 225
1.97% 226
1.99% 227
2.10% 228
2.17% 229
2.20% 230
2.27% 231
2.28% 232
2.36% 233
2.37% 234
2.42% 235
2.46% 236
2.53% 237
2.55% 238
2.67% 239
2.82% 240
2.89% 241
3.68% 242
3.70% 243
 (66,460) tỷ đồng -2.66%
(117,472) tỷ đồng -4.70%

(90,666) tỷ đồng
(104,827) tỷ đồng
Danh mục đầu tư có thông tin như sau:
* Giá trị danh mục đầu tư: 1000 tỷ đồng
* Tỷ suất SL kỳ vọng: 18% /năm
* Độ lệch chuẩn TSSL: 17%
Giá trị chịu rủi ro với xác suất 1% hoặc 5%, 1 năm là bao nhiêu?
Xác suất VaR …%, 1 năm
1% -215
5% -100
GT đầu tư Tỷ trọng E(R) SD …
Số 1 20 62.50% 12% 15%
Số 2 12 37.50% 10.50% 18%
32
Corr 0.55
E(R) của DMĐT: 11.44% = 62.5%*12% + 37.5%*10.5%
Variance … của DMĐT: 0.020306
SD … của DMĐT: 14.25%
VaR 1%, 1 năm -6.95
Số 2 Số 1
-6.95
0% 100% Err:504
10% 90% Err:504
20% 80% Err:504
30% 70% Err:504
40% 60% Err:504
50% 50% Err:504
60% 40% Err:504
70% 30% Err:504
80% 20% Err:504
90% 10% Err:504
100% 0% Err:504

1 2 3 4
-5.10% -5.10% -4.84% -4.34% -3.86%
-4.84%
-4.34% PP lịch sử:
-3.86% * Tìm vị trí của VaR 3%, 1 ngày
-3.85% 7.29
-3.54% * Tính:
-3.34% VaR 3%, 1 ngày: -332.77 tỷ đồng
-3.32% Nếu vi phạm VaR thì tổn thất kỳ vọng (ES) là bao nh
-2.87% -395.8
-2.86%
-2.66%
-2.66%
-2.59%
-2.55%
-2.47%
-2.46%
-2.35%
-2.27%
-2.23%
-2.02%
-1.97%
-1.93%
-1.90%
-1.89%
-1.80%
-1.76%
-1.76%
-1.73%
-1.70%
-1.66%
-1.60%
-1.49%
-1.45%
-1.44%
-1.44%
-1.42%
-1.39%
-1.37%
-1.36%
-1.35%
-1.28%
-1.22%
-1.19%
-1.18%
-1.17%
-1.12%
-1.06%
-1.02%
-0.96%
-0.92%
-0.88%
-0.86%
-0.85%
-0.85%
-0.84%
-0.77%
-0.76%
-0.75%
-0.74%
-0.72%
-0.71%
-0.70%
-0.70%
-0.70%
-0.70%
-0.69%
-0.69%
-0.68%
-0.65%
-0.53%
-0.52%
-0.52%
-0.51%
-0.51%
-0.49%
-0.44%
-0.44%
-0.42%
-0.42%
-0.41%
-0.39%
-0.38%
-0.38%
-0.38%
-0.37%
-0.36%
-0.33%
-0.31%
-0.29%
-0.28%
-0.28%
-0.26%
-0.24%
-0.22%
-0.18%
-0.18%
-0.14%
-0.11%
-0.11%
-0.11%
-0.07%
-0.05%
-0.05%
-0.03%
-0.03%
-0.02%
-0.01%
0.00%
0.01%
0.01%
0.01%
0.02%
0.04%
0.04%
0.06%
0.07%
0.07%
0.07%
0.08%
0.08%
0.08%
0.10%
0.12%
0.14%
0.15%
0.15%
0.16%
0.17%
0.17%
0.17%
0.19%
0.20%
0.20%
0.21%
0.21%
0.22%
0.23%
0.26%
0.26%
0.27%
0.28%
0.30%
0.30%
0.31%
0.32%
0.32%
0.33%
0.33%
0.34%
0.36%
0.36%
0.36%
0.37%
0.39%
0.39%
0.42%
0.42%
0.44%
0.45%
0.46%
0.48%
0.49%
0.49%
0.49%
0.51%
0.52%
0.52%
0.53%
0.57%
0.57%
0.58%
0.58%
0.60%
0.60%
0.61%
0.62%
0.63%
0.64%
0.70%
0.70%
0.75%
0.76%
0.77%
0.79%
0.83%
0.85%
0.86%
0.92%
0.96%
0.96%
0.97%
0.99%
0.99%
0.99%
0.99%
0.99%
1.00%
1.00%
1.00%
1.01%
1.02%
1.04%
1.06%
1.07%
1.12%
1.12%
1.13%
1.15%
1.20%
1.23%
1.25%
1.27%
1.40%
1.42%
1.50%
1.52%
1.52%
1.53%
1.55%
1.58%
1.72%
1.79%
1.86%
1.89%
1.95%
1.99%
2.01%
2.12%
2.19%
2.23%
2.29%
2.30%
2.39%
2.40%
2.45%
2.49%
2.56%
2.59%
2.70%
2.86%
2.93%
3.75%
3.77%
 5 6 7 8 9 10 11 12 13
-3.85% -3.54% -3.34% -3.32% -2.87% -2.86% -2.66% -2.66% -2.59%
 Giá trị vốn hóa toàn thị trường
10000 tỷ đồng

ất kỳ vọng (ES) là bao nhiêu?

tỷ đồng
 14 15 16 17 18 19 20 21 22
-2.55% -2.47% -2.46% -2.35% -2.27% -2.23% -2.02% -1.97% -1.93%
 23 24 25 26 27 28 29 30 31
-1.90% -1.89% -1.80% -1.76% -1.76% -1.73% -1.70% -1.66% -1.60%
 32 33 34 35 36 37 38 39 40
-1.49% -1.45% -1.44% -1.44% -1.42% -1.39% -1.37% -1.36% -1.35%
 41 42 43 44 45 46 47 48 49
-1.28% -1.22% -1.19% -1.18% -1.17% -1.12% -1.06% -1.02% -0.96%
 50 51 52 53 54 55 56 57 58
-0.92% -0.88% -0.86% -0.85% -0.85% -0.84% -0.77% -0.76% -0.75%
 59 60 61
-0.74% -0.72% -0.71% -0.70% -0.70% -0.70% -0.70% -0.69% -0.69%
-0.68% -0.65% -0.53% -0.52% -0.52% -0.51% -0.51% -0.49% -0.44%
-0.44% -0.42% -0.42% -0.41% -0.39% -0.38% -0.38% -0.38% -0.37%
-0.36% -0.33% -0.31% -0.29% -0.28% -0.28% -0.26% -0.24% -0.22%
-0.18% -0.18% -0.14% -0.11% -0.11% -0.11% -0.07% -0.05% -0.05%
-0.03% -0.03% -0.02% -0.01% 0.00% 0.01% 0.01% 0.01% 0.02%
0.04% 0.04% 0.06% 0.07% 0.07% 0.07% 0.08% 0.08% 0.08%
0.10% 0.12% 0.14% 0.15% 0.15% 0.16% 0.17% 0.17% 0.17%
0.19% 0.20% 0.20% 0.21% 0.21% 0.22% 0.23% 0.26% 0.26%
0.27% 0.28% 0.30% 0.30% 0.31% 0.32% 0.32% 0.33% 0.33%
0.34% 0.36% 0.36% 0.36% 0.37% 0.39% 0.39% 0.42% 0.42%
0.44% 0.45% 0.46% 0.48% 0.49% 0.49% 0.49% 0.51% 0.52%
0.52% 0.53% 0.57% 0.57% 0.58% 0.58% 0.60% 0.60% 0.61%
0.62% 0.63% 0.64% 0.70% 0.70% 0.75% 0.76% 0.77% 0.79%
0.83% 0.85% 0.86% 0.92% 0.96% 0.96% 0.97% 0.99% 0.99%
0.99% 0.99% 0.99% 1.00% 1.00% 1.00% 1.01% 1.02% 1.04%
1.06% 1.07% 1.12% 1.12% 1.13% 1.15% 1.20% 1.23% 1.25%
1.27% 1.40% 1.42% 1.50% 1.52% 1.52% 1.53% 1.55% 1.58%
1.72% 1.79% 1.86% 1.89% 1.95% 1.99% 2.01% 2.12% 2.19%
2.23% 2.29% 2.30% 2.39% 2.40% 2.45% 2.49% 2.56% 2.59%
2.70% 2.86% 2.93% 3.75% 3.77%
 1 0.99%
2 1.39%
3 -0.70%
4 1.01%
5 1.04%
6 0.44%
7 0.96%
8 0.18%
9 1.26%
10 -0.05%
11 -2.70%
12 1.49%
13 1.12%
14 2.36%
15 1.56%
16 1.00%
17 -0.52%
18 0.07%
19 -0.02%
20 -0.97%
21 0.49%
22 -5.23%
23 -3.60%
24 2.82%
25 -1.68%
26 -1.91%
27 3.70%
28 1.71%
29 2.55%
30 -1.03%
31 2.46%
32 1.05%
33 0.45%
34 0.17%
35 -0.51%
36 0.48%
37 -2.50%
38 2.42%
39 -0.72%
40 1.06%
41 -0.07%
42 0.26%
43 0.62%
44 0.42%
45 0.06%
46 1.00%
47 0.78%
48 0.01%
49 0.86%
50 0.26%
51 -1.61%
52 1.52%
53 0.04%
54 0.04%
55 -0.45%
56 0.63%
57 1.87%
58 -0.70%
59 0.27%
60 0.14%
61 0.57%
62 0.36%
63 -0.52%
64 -2.62%
65 0.51%
66 -1.36%
67 -0.75%
68 0.42%
69 -1.29%
70 -3.93%
71 2.28%
72 -3.92%
73 0.37%
74 -3.38%
75 0.52%
76 -2.04%
77 3.68%
78 -0.68%
79 -0.33%
80 -2.69%
81 1.54%
82 2.10%
83 0.61%
84 -1.77%
85 -2.30%
86 0.96%
 87 -2.49%
88 -2.91%
89 0.31%
90 -0.31%
91 -2.26%
92 -3.39%
93 2.17%
94 -0.39%
95 2.37%
96 2.20%
97 1.77%
98 1.19%
99 1.14%
100 0.21%
101 0.22%
102 0.00%
103 -1.77%
104 0.95%
105 -1.45%
106 0.08%
107 -2.91%
108 -2.58%
109 1.93%
110 -1.18%
111 1.41%
112 0.74%
113 -0.76%
114 -1.45%
115 -1.20%
116 0.36%
117 -1.43%
118 -4.44%
119 0.99%
120 -1.72%
121 1.99%
122 -0.26%
123 -0.44%
124 -1.99%
125 0.60%
126 1.24%
127 0.15%
128 1.11%
129 2.27%
130 0.17%
131 -1.13%
132 0.36%
133 -0.28%
134 -0.70%
135 0.28%
136 0.57%
137 1.51%
138 0.70%
139 -0.38%
140 0.08%
141 0.63%
142 0.07%
143 -0.36%
144 0.99%
145 -0.29%
146 0.51%
147 0.98%
148 0.02%
149 -1.74%
150 0.30%
151 0.48%
152 0.08%
153 0.98%
154 0.30%
155 0.53%
156 -0.03%
157 0.49%
158 0.33%
159 -0.71%
160 1.00%
161 -0.86%
162 -1.38%
163 -0.77%
164 -1.06%
165 1.11%
166 0.15%
167 1.51%
168 0.20%
169 0.10%
170 0.34%
171 -0.38%
172 0.59%
173 0.21%
174 0.92%
175 -0.18%
176 0.83%
177 -0.05%
178 -0.11%
179 0.57%
180 0.17%
181 -0.42%
182 0.58%
183 0.16%
184 0.32%
185 -1.50%
186 -1.22%
187 0.01%
188 -0.22%
189 -4.96%
190 2.53%
191 -1.92%
192 1.23%
193 0.85%
194 -0.84%
195 -0.53%
196 -0.51%
197 -1.46%
198 -1.82%
199 -1.37%
200 -2.37%
201 -0.01%
202 2.89%
203 -0.75%
204 1.84%
205 0.07%
206 -0.38%
207 0.01%
208 0.45%
209 -0.88%
210 -1.40%
211 -0.49%
212 -0.42%
213 0.12%
214 1.97%
215 0.32%
 216 0.38%
217 0.20%
218 -0.70%
219 0.33%
220 0.23%
221 0.76%
222 -0.37%
223 -0.03%
224 2.67%
225 0.76%
226 -0.18%
227 -0.24%
228 0.39%
229 -0.28%
230 -0.14%
231 0.70%
232 -0.11%
233 -0.86%
234 -1.95%
235 -0.69%
236 -0.87% 0.35187 1 0.35187
237 -0.11% 2 0.11046
238 -0.65% 3 0.37712
239 -0.41% 4 0.8478
240 -1.18% 5 0.18594
241 -0.69%
242 1.01% 0.79572
243 -0.92% 892.54
Average -0.05%
SD 1.42%
Variance 0.000203
Độ lệch -0.000552 [Average - Variance/2]
Giá trị ngẫu nhiên 0.011772 [SD*norm.s.inv(Rand())]
=> VNIndex ngày tiếp theo 902.61 [VNIndex hôm nay * e^(Độ lệch + Giá trị ngẫu nhiên)] => Tính e^x b
902.61
902.61
1 0.95422 913.747 0.02376
2 0.91775 909.887 0.01944
3 0.56715 894.199 0.00186
4 0.20353 881.575 -0.01229
5 0.52715 892.913 0.00042
6 0.82347 903.926 0.01276
7 0.16924 879.968 -0.01409
 8 0.94998 913.192 0.02314
9 0.08091 874.447 -0.02027
10 0.03444 869.228 -0.02612
11 0.18427 880.695 -0.01327
12 0.19236 881.071 -0.01285
13 0.49483 891.883 -0.00074
14 0.7818 901.992 0.01059
15 0.25027 883.529 -0.0101
16 0.67468 897.821 0.00592
17 0.78493 902.129 0.01074
18 0.642 896.683 0.00464
19 0.31892 886.086 -0.00723
20 0.42966 889.798 -0.00307
21 0.39247 888.587 -0.00443
22 0.93142 911.137 0.02084
23 0.40537 889.01 -0.00396
24 0.36032 887.515 -0.00563
25 0.545 893.485 0.00106
26 0.52208 892.752 0.00024
27 0.12471 877.532 -0.01681
28 0.20943 881.834 -0.01199
29 0.73851 900.201 0.00858
30 0.26451 884.084 -0.00947
31 0.04059 870.162 -0.02507
32 0.98621 920.487 0.03131
33 0.26077 883.94 -0.00964
34 0.49596 891.919 -0.0007
35 0.00024 848.83 -0.04897
36 0.8817 907.214 0.01644
37 0.20634 881.699 -0.01215
38 0.95549 913.92 0.02395
39 0.12087 877.296 -0.01708
40 0.57118 894.33 0.00201
41 0.16983 879.997 -0.01405
42 0.57302 894.39 0.00207
43 0.98614 920.462 0.03128
44 0.07346 873.806 -0.02099
45 0.84137 904.846 0.01379
46 0.94958 913.142 0.02308
47 0.90433 908.806 0.01822
48 0.79929 902.773 0.01147
49 0.54939 893.626 0.00122
50 0.64085 896.643 0.0046
51 0.00114 854.106 -0.04306
52 0.71851 899.428 0.00772
53 0.41048 889.176 -0.00377
54 0.13047 877.877 -0.01643
55 0.29833 885.349 -0.00806
56 0.30196 885.48 -0.00791
57 0.44288 890.224 -0.00259
58 0.19307 881.103 -0.01281
59 0.42113 889.523 -0.00338
60 0.57514 894.458 0.00215
61 0.29594 885.261 -0.00815
62 0.96527 915.415 0.02563
63 0.80194 902.896 0.0116
64 0.43226 889.882 -0.00298
65 0.6979 898.659 0.00686
66 0.41389 889.288 -0.00364
67 0.30695 885.66 -0.00771
68 0.15327 879.149 -0.015
69 0.39585 888.698 -0.0043
70 0.97428 917.143 0.02757
71 0.98056 918.682 0.02929
72 0.58864 894.899 0.00264
73 0.58609 894.816 0.00255
74 0.68072 898.036 0.00616
75 0.93014 911.012 0.0207
76 0.51904 892.654 0.00013
77 0.5949 895.104 0.00287
78 0.55363 893.763 0.00137
79 0.79878 902.75 0.01144
80 0.05863 872.364 -0.0226
81 0.92524 910.55 0.02018
82 0.01146 863.605 -0.03242
83 0.9024 908.66 0.01806
84 0.56811 894.23 0.00189
85 0.66981 897.648 0.00572
86 0.29067 885.068 -0.00837
87 0.66604 897.516 0.00557
88 0.64643 896.834 0.00481
89 0.08819 875.033 -0.01962
90 0.34576 887.02 -0.00618
91 0.54118 893.363 0.00092
92 0.10343 876.152 -0.01836
93 0.97111 916.486 0.02683
 94 0.55869 893.926 0.00155
95 0.24918 883.486 -0.01014
96 0.03516 869.345 -0.02599
97 0.39549 888.686 -0.00432
98 0.24825 883.449 -0.01019
99 0.88191 907.227 0.01646
100 0.49303 891.826 -0.0008
101 0.91534 909.684 0.01921
102 0.81538 903.53 0.01231
103 0.88177 907.218 0.01645
104 0.84822 905.217 0.0142
105 0.98929 921.764 0.03274
106 0.42387 889.611 -0.00328
107 0.68811 898.302 0.00646
108 0.08128 874.478 -0.02024
109 0.65742 897.214 0.00524
110 0.91803 909.911 0.01946
111 0.60375 895.396 0.0032
112 0.44176 890.188 -0.00264
113 0.34792 887.094 -0.0061
114 0.05481 871.948 -0.02307
115 0.56602 894.162 0.00182
116 0.58666 894.834 0.00257
117 0.84916 905.269 0.01426
118 0.24572 883.348 -0.0103
119 0.3256 886.321 -0.00697
120 0.67829 897.949 0.00606
121 0.82242 903.874 0.0127
122 0.61968 895.927 0.00379
123 0.24374 883.268 -0.01039
124 0.26787 884.213 -0.00933
125 0.17922 880.454 -0.01354
126 0.54844 893.596 0.00118
127 0.40201 888.9 -0.00408
128 0.78929 902.322 0.01096
129 0.12597 877.609 -0.01673
130 0.935 911.496 0.02124
131 0.92786 910.794 0.02045
132 0.49215 891.797 -0.00083
133 0.65309 897.064 0.00507
134 0.39531 888.68 -0.00432
135 0.14612 878.765 -0.01543
136 0.60261 895.359 0.00316
137 0.43762 890.055 -0.00278
138 0.38031 888.185 -0.00488
139 0.16502 879.756 -0.01432
140 0.96227 914.924 0.02508
141 0.35805 887.438 -0.00572
142 0.55577 893.831 0.00145
143 0.33181 886.538 -0.00672
144 0.66149 897.356 0.0054
145 0.01933 866.157 -0.02956
146 0.18189 880.582 -0.0134
147 0.02594 867.684 -0.02785
148 0.40887 889.124 -0.00383
149 0.39779 888.762 -0.00423
150 0.09693 875.691 -0.01888
151 0.56822 894.234 0.0019
152 0.4808 891.436 -0.00124
153 0.13264 878.004 -0.01629
154 0.93238 911.231 0.02094
155 0.39495 888.668 -0.00434
156 0.22791 882.622 -0.01111
157 0.90772 909.067 0.01852
158 0.3394 886.801 -0.00643
159 0.64257 896.702 0.00466
160 0.62211 896.008 0.00389
161 0.23446 882.892 -0.01081
162 0.24456 883.302 -0.01035
163 0.62189 896.001 0.00388
164 0.33626 886.693 -0.00655
165 0.15323 879.147 -0.01501
166 0.91481 909.639 0.01916
167 0.931 911.095 0.02079
168 0.78463 902.116 0.01073
169 0.92788 910.796 0.02045
170 0.97539 917.39 0.02784
171 0.39578 888.696 -0.00431
172 0.20661 881.711 -0.01213
173 0.1521 879.087 -0.01507
174 0.91128 909.351 0.01883
175 0.77059 901.511 0.01005
176 0.11828 877.134 -0.01726
177 0.71585 899.327 0.0076
178 0.6308 896.301 0.00421
179 0.84845 905.229 0.01422
180 0.17786 880.389 -0.01361
181 0.12728 877.687 -0.01664
182 0.42021 889.493 -0.00341
 902.61
1 0.89647 878.803
2 0.40739 883.029
3 0.96092 878.431
902.61 4 0.58546 885.085
887.229 5 0.35878 894.216
876.628 6 0.01274 905.678
888.079 7 0.94832 867.917
905.194 8 0.40965 874.438
880.773 9 0.93807 907.797
10 0.4356 884.238
11 0.76463 907.588
12 0.73519 900.402
13 0.87061 857.06
14 0.55267 906.897
15 0.34332 889.09
16 0.08329 884.651

trị ngẫu nhiên)] => Tính e^x bằng hàm EXP(x)