kỳ MSFT WMT FORD HBC

1 10.25% 0.82% -12.05% 2.18%

2 -4.72% -0.15% 2.63% -2.24%
3 8.92% 1.20% 1.88% 3.01%
4 4.33% 6.76% -1.84% 2.83%
5 -8.58% -1.48% 10.14% -3.67%
6 12.18% 6.48% 10.93% 12.02%
7 -10.82% -4.92% -41.65% 0.51%
8 -15.14% -5.20% 69.75% -10.09%
9 4.27% -3.53% 2.95% 0.38%
10 2.16% 3.42% 35.56% -6.80%
11 2.21% 1.19% -8.16% 2.63%
12 -7.54% -0.04% 16.67% -6.27%
13 3.64% -1.53% 7.69% -3.25%
14 6.55% 9.81% -3.47% 7.21%
15 7.81% 1.19% 18.13% -3.42%
16 4.33% -3.50% -2.29% 6.36%
17 5.39% 2.55% 8.70% 7.14%
18 -1.04% 2.97% -2.42% 21.39%
19 13.77% -2.60% -1.20% -8.12%
20 3.79% -0.78% 0.60% 28.87%
21 10.28% -3.27% -10.75% 26.15%
22 13.75% 6.41% 9.41% -17.44%
23 -4.95% 4.50% -10.99% -10.40%
24 -12.04% -15.94% -14.35% -20.20%
25 -3.82% 0.75% -18.01% -10.50%
26 -8.86% 0.13% 14.29% -6.23%
27 -16.32% -6.82% 16.10% -27.01%
28 -2.20% 1.39% -18.33% 2.69%
29 6.49% 1.17% -5.64% -3.48%
30 -6.49% 4.31% -0.75% 7.57%
31 -2.87% -2.67% 4.28% -8.92%
32 -0.33% 0.00% 5.76% -1.95%
33 0.49% 10.07% 0.41% 5.46%
34 4.36% 6.73% 5.22% 12.10%
35 -16.25% -2.26% -5.74% -0.08%
36 -8.43% 6.76% 2.95% -10.03%
37 5.95% -0.33% -2.07% -2.09%
38 -8.41% 5.95% -12.64% -13.22%
39 24.93% 3.57% -10.06% 7.47%
40 2.56% 0.05% 12.00% 2.54%
41 -0.55% -4.58% -14.33% -2.12%
42 -1.64% -4.49% -3.31% 1.51%
 43 -3.98% 1.08% 0.91% -1.36%
44 2.84% -0.23% -19.36% 1.65%
45 7.44% 2.07% -1.92% 5.18%
46 -1.07% -2.33% -2.35% 2.34%
47 -8.39% 1.30% 0.00% -4.60%
48 3.32% 3.26% 1.67% 0.20%
1. Tính TSSL trung bình năm của từng chứng khoán
E(Ri) 0.37% 0.61% 0.73% -0.29%
Var(CK) 0.73% 0.21% 2.53% 1.07%
2. Tính ma trận ps -hps theo 2 cách
cách 1: covariance.s + 2 hàm offset
0 1 2
MSFT WMT FORD
0 MSFT 0.00726929861258865 0.00142871945035461 -0.00159089075797872
1 WMT 0.00142871945035461 0.00212408290780142 0.000256000691489362
2 FORD -0.00159089075797872 0.000256000691489362 0.0252819692154255
3 HBC 0.00386740869680851 0.00128379542553191 -0.00303960135638298
4 CAT 0.00495263995567376 0.00244660514184397 -0.000973198430851064
5 PFE 0.00222555369680851 0.0012426664893617 -0.000257458909574468
#N/A
cách 2: công thức AT*A/(n-1)
MSFT WMT FORD
MSFT 0.00726929861258865 0.00142871945035461 -0.00159089075797872
WMT 0.00142871945035461 0.00212408290780142 0.000256000691489362
FORD -0.00159089075797872 0.000256000691489362 0.0252819692154255
HBC 0.00386740869680851 0.00128379542553191 -0.00303960135638298
CAT 0.00495263995567376 0.00244660514184397 -0.000973198430851064
PFE 0.00222555369680851 0.0012426664893617 -0.000257458909574468
3. Tính toán tỷ trọng danh mục sao cho rủi ro là thấp nhất, cho phép bán khống
MSFT WMT FORD
E(R ck) 0.37% 0.61% 0.73%
Tỷ trọng 23% 60% 16%
E(R dm) 1.85%
Var(dm) 0.67%
4. Xây dựng đường biên hiệu quả cho bán khống
Danh mục X
c 0.01%
Tỷ số Sharpe 26.343%
MSFT WMT FORD
E(R ck) 0.37% 0.61% 0.73%
Tỷ trọng 12% 255% 12%
E(Rdm) 0.0694299780379909
Var(dm) 6.926%

Danh mục Y
c 0.02%
Tỷ số Sharpe 0.263062163921673
MSFT WMT FORD
 E(R ck) 0.37% 0.61% 0.73%
Tỷ trọng 12% 267% 13%
E(Rdm) 7.385%
Var(dm) 7.839%
Danh mục X Danh mục Y
Tỷ trọng 40% 60%
E(Rdm) 0.0694299780379909 7.385%
Var(dm) 6.926% 7.839%
ĐLC 0.263181044649894 0.279974892805367
Var(Z) 0.0746680501817136
Covar(X,Y) 0.0736808950065341
DLC (Z) 0.273254551987178
Bảng dữ liiệu
DM X DM Y ĐLC TSSL
60.00000% 27.32546% 7.20825%
-50.00000% 7.60612%
-48.00000% 7.59728%
-46.00000% 7.58844%
-44.00000% 7.57960%
-42.00000% 7.57075%
-40.00000% 7.56191%
-38.00000% 7.55307%
-36.00000% 7.54423%
-34.00000% 7.53539%
-32.00000% 7.52655%
-30.00000% 7.51770%
-28.00000% 7.50886%
-26.00000% 7.50002%
-24.00000% 7.49118%
-22.00000% 7.48234%
-20.00000% 7.47350%
-18.00000% 7.46465%
-16.00000% 7.45581%
-14.00000% 7.44697%
-12.00000% 7.43813%
-10.00000% 7.42929%
-8.00000% 7.42045%
-6.00000% 7.41161%
-4.00000% 7.40276%
-2.00000% 7.39392%
0.00000% 7.38508%
2.00000% 7.37624%
4.00000% 7.36740%
6.00000% 7.35856%
8.00000% 7.34971%
10.00000% 7.34087%
12.00000% 7.33203%
14.00000% 7.32319%
16.00000% 7.31435%
 18.00000% 7.30551%
20.00000% 7.29666%
22.00000% 7.28782%
24.00000% 7.27898%
26.00000% 7.27014%
28.00000% 7.26130%
30.00000% 7.25246%
32.00000% 7.24361%
34.00000% 7.23477%
36.00000% 7.22593%
38.00000% 7.21709%
40.00000% 7.20825%
42.00000% 7.19941%
44.00000% 7.19056%
46.00000% 7.18172%
48.00000% 7.17288%
50.00000% 7.16404%
52.00000% 7.15520%
54.00000% 7.14636%
56.00000% 7.13751%
58.00000% 7.12867%
60.00000% 7.11983%
62.00000% 7.11099%
64.00000% 7.10215%
66.00000% 7.09331%
68.00000% 7.08446%
70.00000% 7.07562%
72.00000% 7.06678%
74.00000% 7.05794%
76.00000% 7.04910%
78.00000% 7.04026%
80.00000% 7.03141%
82.00000% 7.02257%
84.00000% 7.01373%
86.00000% 7.00489%
88.00000% 6.99605%
90.00000% 6.98721%
92.00000% 6.97836%
94.00000% 6.96952%
96.00000% 6.96068%
98.00000% 6.95184%
100.00000% 6.94300%
102.00000% 6.93416%
104.00000% 6.92531%
106.00000% 6.91647%
108.00000% 6.90763%
110.00000% 6.89879%
112.00000% 6.88995%
114.00000% 6.88111%
116.00000% 6.87226%
118.00000% 6.86342%
120.00000% 6.85458%
122.00000% 6.84574%
124.00000% 6.83690%
126.00000% 6.82806%
128.00000% 6.81921%
130.00000% 6.81037%
132.00000% 6.80153%
134.00000% 6.79269%
136.00000% 6.78385%
138.00000% 6.77501%
140.00000% 6.76616%
142.00000% 6.75732%
144.00000% 6.74848%
146.00000% 6.73964%
148.00000% 6.73080%
150.00000% 6.72196%
152.00000% 6.71312%
154.00000% 6.70427%
156.00000% 6.69543%
158.00000% 6.68659%
160.00000% 6.67775%
162.00000% 6.66891%
164.00000% 6.66007%
166.00000% 6.65122%
168.00000% 6.64238%
170.00000% 6.63354%
172.00000% 6.62470%
174.00000% 6.61586%
176.00000% 6.60702%
178.00000% 6.59817%
180.00000% 6.58933%
182.00000% 6.58049%
184.00000% 6.57165%
186.00000% 6.56281%
188.00000% 6.55397%
190.00000% 6.54512%
192.00000% 6.53628%
194.00000% 6.52744%
196.00000% 6.51860%
198.00000% 6.50976%
200.00000% 6.50092%
202.00000% 6.49207%
204.00000% 6.48323%
206.00000% 6.47439%
208.00000% 6.46555%
210.00000% 6.45671%
212.00000% 6.44787%
214.00000% 6.43902%
216.00000% 6.43018%
218.00000% 6.42134%
220.00000% 6.41250%
222.00000% 6.40366%
224.00000% 6.39482%
226.00000% 6.38597%
228.00000% 6.37713%
230.00000% 6.36829%
232.00000% 6.35945%
234.00000% 6.35061%
236.00000% 6.34177%
238.00000% 6.33292%
240.00000% 6.32408%
242.00000% 6.31524%
244.00000% 6.30640%
246.00000% 6.29756%
248.00000% 6.28872%
250.00000% 6.27987%
252.00000% 6.27103%
254.00000% 6.26219%
256.00000% 6.25335%
258.00000% 6.24451%
260.00000% 6.23567%
262.00000% 6.22682%
264.00000% 6.21798%
266.00000% 6.20914%
268.00000% 6.20030%
270.00000% 6.19146%
272.00000% 6.18262%
274.00000% 6.17377%
276.00000% 6.16493%
278.00000% 6.15609%
280.00000% 6.14725%
282.00000% 6.13841%
284.00000% 6.12957%
286.00000% 6.12072%
288.00000% 6.11188%
290.00000% 6.10304%
292.00000% 6.09420%
294.00000% 6.08536%
296.00000% 6.07652%
298.00000% 6.06767%
300.00000% 6.05883%
302.00000% 6.04999%
304.00000% 6.04115%
306.00000% 6.03231%
308.00000% 6.02347%
310.00000% 6.01462%
312.00000% 6.00578%
314.00000% 5.99694%
316.00000% 5.98810%
318.00000% 5.97926%
320.00000% 5.97042%
322.00000% 5.96158%
324.00000% 5.95273%
326.00000% 5.94389%
328.00000% 5.93505%
330.00000% 5.92621%
332.00000% 5.91737%
334.00000% 5.90853%
336.00000% 5.89968%
338.00000% 0.0589084190430277
340.00000% 0.0588200025808851
342.00000% 0.0587315861187425
344.00000% 0.0586431696566
346.00000% 0.0585547531944574
348.00000% 0.0584663367323149
350.00000% 0.0583779202701724
352.00000% 0.0582895038080298
354.00000% 0.0582010873458872
356.00000% 0.0581126708837447
358.00000% 0.0580242544216021
360.00000% 0.0579358379594596
362.00000% 0.0578474214973171
364.00000% 0.0577590050351745
366.00000% 0.057670588573032
368.00000% 0.0575821721108894
370.00000% 0.0574937556487468
372.00000% 0.0574053391866043
374.00000% 0.0573169227244617
376.00000% 0.0572285062623193
378.00000% 0.0571400898001767
380.00000% 0.0570516733380342
382.00000% 0.0569632568758916
384.00000% 0.056874840413749
386.00000% 0.0567864239516065
388.00000% 0.0566980074894639
390.00000% 0.0566095910273214
392.00000% 0.0565211745651789
394.00000% 0.0564327581030363
396.00000% 0.0563443416408938
398.00000% 0.0562559251787512
400.00000% 0.0561675087166086
402.00000% 0.0560790922544661
404.00000% 0.0559906757923235
406.00000% 0.055902259330181
408.00000% 0.0558138428680384
410.00000% 0.0557254264058959
412.00000% 0.0556370099437533
414.00000% 0.0555485934816108
416.00000% 0.0554601770194683
418.00000% 0.0553717605573257
420.00000% 0.0552833440951832
422.00000% 0.0551949276330407
424.00000% 0.0551065111708981
426.00000% 0.0550180947087556
428.00000% 0.054929678246613
430.00000% 0.0548412617844704
432.00000% 0.0547528453223279
434.00000% 0.0546644288601853
436.00000% 0.0545760123980428
438.00000% 0.0544875959359002
440.00000% 0.0543991794737577
442.00000% 0.0543107630116151
444.00000% 0.0542223465494726
446.00000% 0.05413393008733
448.00000% 0.0540455136251876
450.00000% 0.053957097163045
452.00000% 0.0538686807009024
454.00000% 0.0537802642387599
456.00000% 0.0536918477766173
458.00000% 0.0536034313144748
460.00000% 0.0535150148523323
462.00000% 0.0534265983901897
464.00000% 0.0533381819280472
466.00000% 0.0532497654659046
468.00000% 0.0531613490037621
470.00000% 0.0530729325416195
472.00000% 0.052984516079477
474.00000% 0.0528960996173344
476.00000% 0.0528076831551919
478.00000% 0.0527192666930493
480.00000% 0.0526308502309067
482.00000% 0.0525424337687642
484.00000% 0.0524540173066217
486.00000% 0.0523656008444792
488.00000% 0.0522771843823366
490.00000% 0.0521887679201941
492.00000% 0.0521003514580515
494.00000% 0.052011934995909
496.00000% 0.0519235185337664
498.00000% 0.0518351020716239
500.00000% 0.0517466856094813
502.00000% 0.0516582691473388
504.00000% 0.0515698526851962
506.00000% 0.0514814362230537
508.00000% 0.0513930197609111
510.00000% 0.0513046032987686
512.00000% 0.051216186836626
514.00000% 0.0511277703744835
516.00000% 0.0510393539123409
518.00000% 0.0509509374501984
520.00000% 0.0508625209880558
522.00000% 0.0507741045259133
524.00000% 0.0506856880637708
526.00000% 0.0505972716016282
528.00000% 0.0505088551394857
530.00000% 0.0504204386773431
532.00000% 0.0503320222152006
534.00000% 0.050243605753058
536.00000% 0.0501551892909155
538.00000% 0.0500667728287729
540.00000% 0.0499783563666304
542.00000% 0.0498899399044878
544.00000% 0.0498015234423453
546.00000% 0.0497131069802028 Chart Ti
548.00000% 0.0496246905180602
8.00000%
550.00000% 0.0495362740559176
552.00000% 0.0494478575937751
7.00000%
554.00000% 0.0493594411316325
6.00000%
556.00000% 0.04927102466949
558.00000% 0.0491826082073475
5.00000%
560.00000% 0.0490941917452049
4.00000%
562.00000% 0.0490057752830624
564.00000% 3.00000%
0.0489173588209198
566.00000% 0.0488289423587773
2.00000%
568.00000% 0.0487405258966347
570.00000% 1.00000%
0.0486521094344922
572.00000% 0.0485636929723496
0.00000%
25.00000% 30.00000% 35.00000% 40.0000
574.00000% 0.0484752765102071
576.00000% 0.0483868600480645
578.00000% 0.048298443585922
580.00000% 0.0482100271237794
582.00000% 0.0481216106616369
584.00000% 0.0480331941994944
586.00000% 0.0479447777373518
588.00000% 0.0478563612752093
CAT PFE
10.07% 4.79%
7.63% -5.45%
0.45% 1.47%
20.76% 7.87%
-6.59% 7.29%
16.88% 5.16%
-1.13% -6.37%
-10.76% -7.96%
9.01% -2.47%
10.18% -2.29%
9.20% -5.08%
-7.70% 2.64%
-2.41% 0.06%
6.05% 7.72%
8.03% 2.92%
13.29% -0.88%
2.84% 5.87%
35.04% 6.16%
-6.81% -1.19%
-0.35% 14.96%
28.91% -1.89%
13.60% 10.66%
-20.23% -13.78%
-30.20% -17.67%
8.99% 7.75%
7.32% -5.55%
-35.26% -4.00%
-15.75% -3.45%
1.74% 4.01%
-5.26% 6.89%
-10.66% -9.79%
0.93% -2.18%
5.05% -3.91%
8.25% -6.06%
1.88% -3.26%
-1.61% 2.73%
0.92% -4.33%
-3.64% -2.26%
-4.42% 0.73%
3.51% -1.62%
-3.84% 6.94%
1.05% -8.06%
 -0.35% -6.98%
8.22% 4.99%
8.81% 4.75%
4.03% 1.21%
0.57% -3.83%
4.98% 1.28%

1.90% -0.24%
1.54% 0.41%

3 4 5
HBC CAT PFE
0.00386740869680851 0.00495263995567376 0.00222555369680851
0.00128379542553191 0.00244660514184397 0.0012426664893617
-0.00303960135638298 -0.000973198430851064 -0.00025745890957447
0.0106889709042553 0.00799223739361702 0.00255197622340426
0.00799223739361702 0.0153587689184397 0.00357449122340426
0.00255197622340426 0.00357449122340426 0.00411657303191489

HBC CAT PFE

0.00386740869680851 0.00495263995567376 0.00222555369680851
0.00128379542553191 0.00244660514184397 0.0012426664893617
-0.00303960135638298 -0.000973198430851064 -0.00025745890957447
0.0106889709042553 0.00799223739361702 0.00255197622340426
0.00799223739361702 0.0153587689184397 0.00357449122340426
0.00255197622340426 0.00357449122340426 0.00411657303191489

HBC CAT PFE

-0.29% 1.90% -0.24%
-38% 59% -20% 100%

HBC CAT PFE

-0.29% 1.90% -0.24%
-171% 222% -229% 100.00%

HBC CAT PFE

-0.29% 1.90% -0.24%
-183% 237% -246% 100%
 Chart Title
8.00000%

7.00000%

6.00000%

5.00000%

4.00000%

3.00000%

2.00000%

1.00000%
5.00000%

4.00000%

3.00000%

2.00000%

1.00000%

0.00000%
25.00000% 30.00000% 35.00000% 40.00000% 45.00000% 50.00000% 55.00000%
 Chart Title

0000% 35.00000% 40.00000% 45.00000% 50.00000% 55.00000%

4. Thị trường không cho phép bán khống
Tính ma trận ps -hps
0 1 2 3 4 5
MSFT WMT FORD HBC CAT PFE
0 MSFT 0.007269 0.001429 -0.001591 0.003867 0.004953 0.002226
1 WMT 0.001429 0.002124 0.000256 0.001284 0.002447 0.001243
2 FORD -0.001591 0.000256 0.025282 -0.00304 -0.000973 -0.000257
3 HBC 0.003867 0.001284 -0.00304 0.010689 0.007992 0.002552
4 CAT 0.004953 0.002447 -0.000973 0.007992 0.015359 0.003574
5 PFE 0.002226 0.001243 -0.000257 0.002552 0.003574 0.004117
#N/A
Tính toán tỷ trọng danh mục sao cho rủi ro là thấp nhất, không cho phép bán khống
MSFT WMT FORD HBC CAT PFE
E(R ck) 0.37% 0.61% 0.73% -0.29% 1.90% -0.24%
Tỷ trọng 0.00% 0.00% 40.00% 0.00% 60.00% 0% 100.00%
E(R dm) 1.431%
Var(dm) 0.911%
DLC 9.543%
 0 1 2 3 4 5
sản phẩm 5,000 6,000 7,000 8,000 9,000
giá bán 300 300 300 300 300
doanh thu 1,500,000 1,800,000 2,100,000 2,400,000 2,700,000
CP cố định 500,000 500,000 500,000 500,000 500,000
CP biến đổi 600,000 720,000 840,000 960,000 1,080,000
Khấu hao 400,000 400,000 400,000 400,000 400,000
OEBT (Thu nhập trước thuế) 0 180,000 360,000 540,000 720,000
OEAT (Thu nhập sau thuế) 0 135,000 270,000 405,000 540,000
OCF 400,000 535,000 670,000 805,000 940,000
Thanh lý 300,000
TSCĐ -2,000,000
NCF (or TCF) -2,000,000 400,000 535,000 670,000 805,000 1,240,000
LSCK 11%
NPV 550,634.67 >0 CHẤP NHẬN DỰ ÁN
IRR 20% >11% CHẤP NHẬN DỰ ÁN

STT NPV
550,634.67
2% Đồ thị NPV
4%
6% 12
8%
10
10%
12%
8
14%
16%
6
18%
20%
4
22%
24% 2
26%
28% 0
30% 0% 5% 10% 15% 20% 25% 30%
32%
34%
36%
38%
40%
42%
44%
46%
48%
50%
52%
54%
56%
58%
 60%
62%
64%
66%
68%
70%
72%
74%
76%
78%
80%
82%
84%
86%
88%
90%
92%
94%
96%
98%
100%
102%
104%
106%
108%
110%
112%
114%
116%
118%
120%
122%
124%
126%
128%
130%
132%
134%
136%
138%
140%
142%
144%
146%
148%
150%
152%
154%
156%
158%
160%
162%
164%
166%
168%
170%
172%
174%
176%
178%
180%
182%
184%
186%
188%
190%
192%
194%
196%
198%
 MÔ PHỎNG NPV THEO SẢN LƯỢNG
STT NPV
1 895,891.2
2 320,638.4
3 267,360.8
4 539,207.1
5 202,193.9
6 -688,862.3
7 25,581.9
8 -243,249.5
9 330,420.6
10 201,687.3
11 -113,609.5
12 449,309.0
13 -920,397.4
14 -545,118.3
15 50,268.1
16 -184,912.7
17 -9,207.4
18 118,556.5
hị NPV 19 111,219.8
20 265,360.4
21 -434,473.3
22 -381,871.6
23 -77,895.8
24 77,044.8
25 -439,701.8
26 -593,842.4
27 77,044.8
28 -321,426.7
29 -222,715.8
30 460,167.2
31 -604,700.6
32 -76,419.7
20% 25% 30% 35% 33 -443,286.0
34 371,238.5
35 163,528.0
36 104,052.5
37 -393,192.6
38 161,482.6
39 168,649.9
40 183,599.0
41 -285,206.2
42 151,424.4
43 210,900.0
44 52,883.0
45 314,377.8
46 497,926.4
47 299,935.3
48 -304,770.6
49 847,843.2
50 153,069.9
51 -103,258.0
52 157,160.7
53 249,735.3
54 3,296.2
55 359,410.9
56 264,284.3
57 489,113.6
58 601,804.2
59 165,973.5
60 -282,654.2
61 -305,339.9
62 -472,339.1
63 -293,512.3
64 380,514.0
65 -502,868.3
66 -908,569.8
67 -501,792.2
68 809,977.4
69 427,592.6
70 -69,714.0
71 401,154.4
72 34,794.7
73 52,713.6
74 550,634.7
75 226,525.1
76 -592,766.3
77 -495,131.5
78 -299,710.3
79 232,785.8
80 472,564.2
81 -286,851.7
82 779,554.9
83 261,669.5
84 -404,157.4
85 294,813.5
86 -889,974.9
87 190,366.3
88 150,624.4
89 -629,956.1
90 309,210.8
91 126,738.2
92 -434,579.9
93 209,930.6
94 194,919.9
95 638,487.3
96 -739,525.2
97 -117,131.0
98 -461,987.6
99 83,812.1
100 125,662.2
 0 1 2 3 4 5
sản phẩm 5000 7000 3000 4000 8000
giá bán 300 300 300 300 300
doanh thu 1500000 2100000 900000 1200000 2400000
CP cố định 500000 500000 500000 500000 500000
CP biến đổi 600000 840000 360000 480000 960000
Khấu hao 400000 400000 400000 400000 400000
OEBT (Thu nhập trước thuế) 0 360000 -360000 -180000 540000
OEAT (Thu nhập sau thuế) 0 270000 -270000 -135000 405000
OCF 400000 670000 130000 265000 805000
Thanh lý 300000
TSCĐ -2000000
NCF (or TCF) -2000000 400000 670000 130000 265000 1105000
LSCK 0.11
NPV ($170,470.30) >0 CHẤP NHẬN DỰ ÁN
IRR 8% >11% CHẤP NHẬN DỰ ÁN

NPV

Mean 12420.071341
Standard Error 40447.808849
Median 107636.12119
Mode 77044.814986
Standard Deviation 404478.08849
Sample Variance 163602524067
Kurtosis -0.3970298719
Skewness -0.2503445343
Range 1816288.6045
Minimum -920397.38303
Maximum 895891.22146
Sum 1242007.1341
Count 100

z -0.0307064133
xác xuất 48.78%