Product Wattage Life Hours Brand Unit Cost Box Quantity

Bulb 200 3000 Horizon £4.50 4

Neon 100 2000 Horizon £2.00 15
Spot 60 2000 Horizon £2.01 15
Other 10 8000 Sunbeam £0.80 25
Bulb 80 1000 Horizon £0.20 40
Spot 100 unknown Horizon £1.25 10
Spot 200 3000 Horizon £2.50 15
Other 25 unknown Sunbeam £0.50 10
Bulb 200 3000 Sunbeam £5.00 3
Neon 100 2000 Sunbeam £1.80 20
Bulb 100 unknown Sunbeam £0.25 10
Bulb 10 800 Horizon £0.20 25
Bulb 60 1000 Sunbeam £0.15 25
Bulb 80 1000 Sunbeam £0.20 30
Bulb 100 2000 Horizon £0.80 10
Bulb 40 1000 Horizon £0.10 20

Excel Function Dictionary

Brand These two cells are the Criteria range.
sunbeam

82.142857143
 Boxes In Stock Value Of Stock Product Wattage Life Hours
3 £54.00 Bulb 200 3000
2 £60.00 Neon 100 2000
2 £0.00 Spot 60 2000
6 £120.00 Other 10 8000
3 £24.00 Bulb 80 1000
4 £50.00 Spot 100 unknown
0 £0.00 Spot 200 3000
3 £15.00 Other 25 unknown
2 £30.00 Bulb 200 3000
5 £180.00 Neon 100 2000
5 £12.50 Bulb 100 unknown
2 £10.00 Bulb 10 800
0 £0.00 Bulb 60 1000
2 £12.00 Bulb 80 1000
5 £40.00 Bulb 100 2000
5 £10.00 Bulb 40 1000

Brand
the Criteria range. sunbeam

Product Brand
Bulb Horizon

Product Brand
Neon sunbeam
 Brand Unit Cost Box Quantity Boxes In StockValue Of Stock
Horizon 4 4 3 £54.00
Horizon 5 15 2 £60.00
Horizon 6 15 2 £0.00
Sunbeam 7 25 6 £120.00
Horizon 8 40 3 £24.00
Horizon 9 10 4 £50.00
Horizon 10 15 0 £0.00
Sunbeam 11 10 3 £15.00
Sunbeam 12 3 2 £30.00
Sunbeam 13 20 5 £180.00
Sunbeam 14 10 5 £12.50
Horizon 15 25 2 £10.00
Sunbeam 16 25 0 £0.00
Sunbeam 17 30 2 £12.00
Horizon 18 10 5 £40.00
Horizon 19 20 5 £10.00

12.857142857

12.8

13
 Brand Car Bikes
Brand car Bike Mahaindra 50 400
tata 12 100 Mahaindra xlookup is in google sheet
Mahaindra 50 400 choose function
Maruti 33 500
TATA 34 400
MARUTI 34 300
Volkswagan 36 300
 Annuity
Periods 0 1 2 3 4 5
CFs -10000 5000 5000 5000 5000 5000

R 5%

PV (₹21,647.38)
PV ₹21,647.38

NPV ₹11,647.38 11647.38

₹11,092.75
Dates 1/1/2022 1/21/2023 1/3/2024 1/3/2025 10/4/2026
CFs -1000 2000 4000 6000 7000
Rate 5%

XNPV 15257.353116
XIRR 2.5296604872
 PRICES
TVSMOTORS KEC INTL CBI BRITANNIA Godrej Properties
205.05 109.4 65.45 1281.7 243.65
223.75 110.5 63.65 1254.4 235.85
216.5 111.4 62.2 1260.85 237.65
217.85 107.8 62.95 1271.05 241.2
223.6 106.6 62.7 1275.05 236.75
225.4 107.6 64.05 1306.05 234.3
229.65 115.4 65.9 1345.9 239.1
226.2 116.45 66.75 1381.7 236.85
220.2 114.15 67.7 1461.4 238.5
210.8 105.4 64.85 1436.35 233.85
213.1 107.5 65.05 1453.15 235.8
221.7 112.05 67.1 1414.15 237.7
215.7 110.35 67.55 1375.2 240.4
221.05 108.2 67.6 1369.4 248.85
218.7 105.55 65.4 1386.35 238.6
214.65 102.75 63.65 1391.65 240.7
214.85 101.85 61.3 1404 233.8
219.25 102.45 61.85 1407.95 233.1
228.6 101.5 61.7 1408.8 239.7
227.95 107.15 60.85 1392.05 236.9
228.9 105.6 59.9 1398.9 235.3
224.1 102.25 58.8 1401.55 237.75
225.5 103.4 59.15 1371.7 235.35
228.05 105.95 60.65 1351.85 240.6
224.1 103.35 59 1331.8 239.2
222.95 104.25 60.05 1343.1 240.15
225.1 102.5 62.2 1340 237.45
224.65 101.05 61.05 1323.8 233.25
229.85 100.15 61 1342.95 229.6
245 101 61.45 1360.05 225.3
260.5 100.75 61.85 1391.1 233.75
255.1 104.85 62.25 1404.85 233.75
255.35 108.1 62.75 1446 236.1
255.6 106.2 62.55 1439.45 234.6
252.6 107.7 64.45 1445.45 236.55
254.2 109.35 64.7 1459.2 239.55
257.05 109.8 65.4 1491.5 241.55
259.15 109.8 67.05 1530.8 244.15
261.95 101.75 69.5 1508.2 251.25
258.7 102.8 71.3 1552.35 260.35
253.25 101.45 72.05 1551.05 255.2
249.9 100 72.95 1520.15 251.8
248.35 99.5 73.75 1518.7 252.6
250.8 99.45 74.65 1529.6 251.95
253.5 98.15 73.85 1599.45 245.3
241.85 96.95 74.3 1597.15 249.4
235.25 98.5 77.5 1624.3 250.8
242.1 101.15 78.3 1644 250.65
236.95 101.85 76.6 1664.8 245.35
233.6 102.05 75.65 1698.9 243.85
232.45 101.7 77.05 1672.5 252.1
230.35 101.85 76 1673.8 254.1
221.75 98.95 74.2 1652.55 250.65
221 101.2 73.4 1589.2 254.5
231.6 100.85 75.9 1652.05 250.25
229.2 100.5 77.9 1681.55 250.65
236.4 98.65 79.05 1647.95 251
232.35 98.1 80.15 1686.85 250.95
247.05 99.85 80 1745.75 268.1
253.7 104.5 80.45 1800.8 270.3
253.85 104.8 81.05 1834.4 270.95
245.55 100.05 80.6 1795.5 270.65
243.65 99.25 79.2 1790.5 263.2
248.2 98.2 80.15 1793.55 264.4
250.65 97.75 82.3 1797.65 261.9
251.35 97.45 80.95 1760.35 256.1
258.55 95.35 81.1 1795.95 255.4
247.4 91.4 79.25 1787.65 248.4
244.05 85.15 78.95 1738.05 247.75
257.6 88.65 80.35 1683 249.6
252.4 88.45 85.25 1742.2 246.9
247.3 92.3 87.35 1723.75 247.2
246.05 90.6 88.15 1788.4 248.15
253.45 88.65 88.8 1764.1 248.25
261.9 89.3 89.5 1755.4 248.35
269.95 89.1 90 1731.15 250.05
268 90.4 91.3 1780.2 257.3
268.45 94 91.55 1784 257.55
277.55 94.6 92.8 1840.1 255.2
267.45 94.9 93.05 1831.5 256.6
270.9 93.55 95.55 1878.55 264.45
268.05 89 93.75 1879.85 255.45
278.3 90.95 95.25 1881.9 252.25
296.2 92.2 95.4 1995.75 252.5
296.5 91.35 97.4 1969.2 251
299.5 92.9 98.95 1945.3 253.2
308.95 93.35 98.1 1932 252.7
307.9 91.55 98.3 1933.4 251.3
316.05 92.6 100.15 1946.05 261.85
320.15 91.8 98.75 1934.15 259.65
308.85 91.45 98.6 1928.7 261.65
308.95 91.5 101.25 1908.65 269.35
300.65 91.55 103.55 1920.75 265.15
300.6 89.9 104.1 1915.05 267.95
306.45 90.1 103.9 1901.15 266.65
308.4 89.05 101.7 1914.65 275.35
312 89.6 101.75 1914.35 276.7
310.1 91.05 103.85 1913.75 279.05
308.2 94.3 104.85 1908.35 279.5
285.25 95.85 103.9 1889 275.7
285.25 96.4 106.3 1900.1 282
294.4 95.35 106.7 1924.25 285
293.5 85.8 105.9 1894.1 289.65
293.6 84 104.55 1853.5 283.9
294.05 80.7 103.9 1879.15 284.2
295.4 80.35 104.6 1882.15 287.4
301.1 84.7 104.8 1933.25 294
304.85 85.6 104.85 1929.7 297.15
307.85 84.55 107 1967.5 295.85
302.45 84 107.65 2022.9 295.8
301.75 82.55 106.15 2034.2 298.4
295.05 82.3 105.35 2055.8 304.4
296 85.9 106.3 2081.1 302.35
289.45 85.55 106.4 2097.55 301.35
269.55 84.75 113.2 2060.4 301.4
271.55 84.8 105.2 2073 298.85
271 84.4 101.15 2069.4 298
282 84.35 102.8 2055.65 298.75
278.35 81.65 103.25 2083.45 296.2
272 85.9 103.75 2095.4 297.9
293.2 89.3 105.25 2122.4 298
289.3 87.25 102.2 2168.65 288.65
292.35 88.55 103.2 2152.5 281.9
286.95 85.25 102.15 2210.75 278.45
295 83.5 102.4 2199.35 272.35
285.25 81.65 103.6 2156.05 267.75
289.65 82.8 103.65 2155 268.2
277.7 83.2 103.75 2196.65 265.95
274.15 83.05 102.7 2156.95 264.2
283.25 83.5 107.2 2150.5 264.7
278.85 81.95 105.8 2190.95 259.9
273.35 83.5 105.5 2196.65 256.85
268.45 80.85 103.6 2207.15 251.45
266.55 79 103.15 2133.45 251.2
259.9 77.45 104.25 2102.7 250.9
259.4 74.95 105.65 2148.75 245
266.45 73.4 107.4 2161.35 239.2
271.95 75.2 104.75 2193.8 238.85
266.3 78.2 104.85 2154 251.55
263.85 80.05 106.6 2162.15 251.15
254.8 83.75 106.3 2158.55 258.65
252.75 85.75 105.85 2177.55 271.6
255.4 83.7 103.9 2216.7 276.25
251.05 83.75 103.9 2259.1 274.3
250.6 85.4 107.85 2258.75 271.35
256.95 96.6 107.95 2277.9 273.25
254.85 104.25 105.6 2277.9 274.25
251.3 100.05 104.6 2310.2 269.65
244.7 109.9 105 2344.55 265.15
244.45 104.5 103.85 2329.15 261.65
234.3 100 103.2 2298.95 259.1
238.15 100.4 101.95 2170 260.35
237.7 101.4 105.4 2069.5 255.1
233.55 100.8 103.9 2066.25 251.5
232.15 96.15 103.4 2151.65 244.95
229.1 89.6 103.55 2139.7 241
228 97.15 103.9 2071.5 244.2
236.95 99.25 104.2 2095.05 235.55
235.65 98.25 104.6 2151.6 241.95
249.65 102.9 108.7 2197.85 244.25
240.35 101.25 111.1 2248.4 249.6
226.25 95.7 108.45 2344.95 251.4
215.3 98.8 109.45 2247.3 243.15
220.6 99.1 111.45 2236.35 244.8
227.05 99.45 111.95 2203.4 247.9
222.6 95.2 109.7 2283.2 242.75
220.1 95.5 110.1 2272.4 240
224.2 104.05 108.35 2282.6 239.8
221.3 105.85 108.9 2258.3 239.05
224.15 113.3 108 2263.9 240
222.05 119.1 109.4 2293.85 239.9
220.35 116.65 112.3 2324.75 239.5
229.65 113.9 112.05 2332.05 254.85
227.2 113.8 109.95 2287.85 260.85
230.25 115.2 108.9 2430.85 258.85
235.05 114.35 109.15 2507 255.35
236.2 114.25 107.65 2513.65 260.45
235.8 113.7 106.85 2578.75 263.65
238.15 121.3 105.9 2657.25 268.05
236.65 118.7 105.6 2544.7 267.6
224.55 114 103.5 2567.9 255.25
221.65 110.95 99.8 2509.1 254.45
226.25 110.45 102.45 2511.6 255.5
223.15 110.55 100.1 2580.4 260.25
218.8 107.6 98.6 2709.45 250.7
218.75 126.15 99.4 2643.95 250.1
224 122.1 99.35 2597.6 255.45
227.05 117.4 97.9 2597.35 255.25
224.6 121 99.1 2602.65 250.1
226.7 123.35 99.6 2605.5 244.95
228.1 121.65 99.6 2623.15 241.95
231.5 128.4 98.75 2611.65 242.4
231.7 130.15 98.5 2758.4 246.45
239.45 130.6 100.85 2684.3 248.25
245.05 133.5 102.15 2705.45 251.6
242.95 132.4 102.45 2783.7 250.15
239.85 127.3 104.1 2738.7 246.6
238.6 128.55 104.3 2692.65 245.8
245.2 129.85 105.1 2693.6 249.6
241.65 128.6 103.05 2743.9 245.2
244.1 130.15 102.75 2700.35 246.85
245.95 130.55 102.65 2762.95 248.2
257.3 130.55 99.9 2731.55 250.1
257.65 137.6 101.9 2746.25 249.4
264.75 142.1 103.8 2770.7 251.5
270.25 139.05 103.9 2785.65 254
264.35 137.15 104.25 2787.5 254.4
258.4 134 104.3 2791.9 248.85
257.15 141.45 104.7 2823.9 251.75
270.7 148.2 110.65 2839.05 254.05
266.5 144.85 109.05 2845.6 253.7
267.8 146.6 110.85 2831.3 255.35
266.7 145.25 109.15 2832.9 270.65
263.25 143.35 106.95 2842.1 269.85
263.8 148.4 107.5 2878.45 274.65
258.4 146.15 105.9 2881.9 273.2
263.7 151.05 105.95 2875.15 270.1
263.1 150.85 104.95 2856.9 270.1
251.55 150.45 104.95 2850.05 274.45
241.1 150.15 104 2895.1 268.3
232.35 152.25 103.5 2932 258.1
235.1 152.05 103.25 2976.05 260.15
236.2 149.6 103.3 2968.25 262.1
238 145.85 105.6 3065.8 268.1
230.1 142.9 106.8 3153.65 267
233.3 145.75 105.55 3136.85 261.25
235 149.9 106.7 3175.65 263.8
237.8 146.45 106.1 3156.3 284.15
239.6 149.8 106.05 3139.75 283.55
233.95 149.7 105.55 3202.7 302.7
223.25 147.6 104.4 3314.05 309.35
223.4 145.85 102.85 3366.9 295.1
225.55 138.55 103.2 3320.85 296
230.2 143.1 103.55 3398.85 305.85
230.25 142.4 104.7 3343.75 319.5
230.85 142.55 104.2 3296.25 332.2
229.9 142.15 105.45 3316.5 344.4
231.7 137.15 87.7 3293.55 326.75
229.5 137.4 80.7 3224.4 309.55
215.75 119.05 69.8 3199.35 289.5
223.75 120.15 62.95 3002.25 288.6
228.35 128.4 63.85 2976.9 292.65
226.5 132.05 66.5 2880.7 296.6
221.1 131.95 67.5 2942.3 290
223.65 130.4 67.85 2973.8 309.4
216.85 123 66.85 2929.95 293.9
221.6 131 66.95 2920.9 295.25
 Returns
APOLLO HOSP TVSMOTORS KEC INTL CBI BRITANNIA Godrej Properties
1183.8
1172.25 8.73% 1.00% -2.79% -2.15% -3.25%
1160.75 -3.29% 0.81% -2.30% 0.51% 0.76%
1185.7 0.62% -3.28% 1.20% 0.81% 1.48%
1202.35 2.61% -1.12% -0.40% 0.31% -1.86%
1186.65 0.80% 0.93% 2.13% 2.40% -1.04%
1173.35 1.87% 7.00% 2.85% 3.01% 2.03%
1171.5 -1.51% 0.91% 1.28% 2.63% -0.95%
1157.05 -2.69% -1.99% 1.41% 5.61% 0.69%
1107.95 -4.36% -7.98% -4.30% -1.73% -1.97%
1124.85 1.09% 1.97% 0.31% 1.16% 0.83%
1145.7 3.96% 4.15% 3.10% -2.72% 0.80%
1154.65 -2.74% -1.53% 0.67% -2.79% 1.13%
1142.6 2.45% -1.97% 0.07% -0.42% 3.45%
1110.25 -1.07% -2.48% -3.31% 1.23% -4.21%
1088.85 -1.87% -2.69% -2.71% 0.38% 0.88%
1044.25 0.09% -0.88% -3.76% 0.88% -2.91%
1094 2.03% 0.59% 0.89% 0.28% -0.30%
1098.4 4.18% -0.93% -0.24% 0.06% 2.79%
1120.7 -0.28% 5.42% -1.39% -1.20% -1.18%
1115.6 0.42% -1.46% -1.57% 0.49% -0.68%
1076.65 -2.12% -3.22% -1.85% 0.19% 1.04%
1043.35 0.62% 1.12% 0.59% -2.15% -1.01%
1069.6 1.12% 2.44% 2.50% -1.46% 2.21%
1055.2 -1.75% -2.48% -2.76% -1.49% -0.58%
1069.1 -0.51% 0.87% 1.76% 0.84% 0.40%
1073.85 0.96% -1.69% 3.52% -0.23% -1.13%
1029.1 -0.20% -1.42% -1.87% -1.22% -1.78%
1021.55 2.29% -0.89% -0.08% 1.44% -1.58%
1038.65 6.38% 0.85% 0.73% 1.27% -1.89%
1032 6.13% -0.25% 0.65% 2.26% 3.68%
1065.45 -2.09% 3.99% 0.64% 0.98% 0.00%
1071.15 0.10% 3.05% 0.80% 2.89% 1.00%
1089.15 0.10% -1.77% -0.32% -0.45% -0.64%
1084.2 -1.18% 1.40% 2.99% 0.42% 0.83%
1109.8 0.63% 1.52% 0.39% 0.95% 1.26%
1115 1.11% 0.41% 1.08% 2.19% 0.83%
1115.45 0.81% 0.00% 2.49% 2.60% 1.07%
1143.7 1.07% -7.61% 3.59% -1.49% 2.87%
1160.9 -1.25% 1.03% 2.56% 2.89% 3.56%
1162.6 -2.13% -1.32% 1.05% -0.08% -2.00%
1150.1 -1.33% -1.44% 1.24% -2.01% -1.34%
1140.15 -0.62% -0.50% 1.09% -0.10% 0.32%
1142.55 0.98% -0.05% 1.21% 0.72% -0.26%
1118.55 1.07% -1.32% -1.08% 4.47% -2.67%
1109.4 -4.70% -1.23% 0.61% -0.14% 1.66%
 1105.5 -2.77% 1.59% 4.22% 1.69% 0.56%
1145.85 2.87% 2.65% 1.03% 1.21% -0.06%
1210.1 -2.15% 0.69% -2.20% 1.26% -2.14%
1241.9 -1.42% 0.20% -1.25% 2.03% -0.61%
1196.3 -0.49% -0.34% 1.83% -1.57% 3.33%
1164.55 -0.91% 0.15% -1.37% 0.08% 0.79%
1193.45 -3.80% -2.89% -2.40% -1.28% -1.37%
1186.4 -0.34% 2.25% -1.08% -3.91% 1.52%
1172.6 4.68% -0.35% 3.35% 3.88% -1.68%
1166.05 -1.04% -0.35% 2.60% 1.77% 0.16%
1171.6 3.09% -1.86% 1.47% -2.02% 0.14%
1201.25 -1.73% -0.56% 1.38% 2.33% -0.02%
1203.45 6.13% 1.77% -0.19% 3.43% 6.61%
1181.3 2.66% 4.55% 0.56% 3.10% 0.82%
1161.1 0.06% 0.29% 0.74% 1.85% 0.24%
1151.05 -3.32% -4.64% -0.56% -2.14% -0.11%
1126.8 -0.78% -0.80% -1.75% -0.28% -2.79%
1131.45 1.85% -1.06% 1.19% 0.17% 0.45%
1148.85 0.98% -0.46% 2.65% 0.23% -0.95%
1145 0.28% -0.31% -1.65% -2.10% -2.24%
1154.4 2.82% -2.18% 0.19% 2.00% -0.27%
1124.35 -4.41% -4.23% -2.31% -0.46% -2.78%
1141.8 -1.36% -7.08% -0.38% -2.81% -0.26%
1175.6 5.40% 4.03% 1.76% -3.22% 0.74%
1168.1 -2.04% -0.23% 5.92% 3.46% -1.09%
1160.7 -2.04% 4.26% 2.43% -1.06% 0.12%
1141.8 -0.51% -1.86% 0.91% 3.68% 0.38%
1138.4 2.96% -2.18% 0.73% -1.37% 0.04%
1128.8 3.28% 0.73% 0.79% -0.49% 0.04%
1133.1 3.03% -0.22% 0.56% -1.39% 0.68%
1138.7 -0.72% 1.45% 1.43% 2.79% 2.86%
1129.7 0.17% 3.91% 0.27% 0.21% 0.10%
1125.9 3.33% 0.64% 1.36% 3.10% -0.92%
1127.85 -3.71% 0.32% 0.27% -0.47% 0.55%
1131.6 1.28% -1.43% 2.65% 2.54% 3.01%
1097.9 -1.06% -4.99% -1.90% 0.07% -3.46%
1106.5 3.75% 2.17% 1.59% 0.11% -1.26%
1126.35 6.23% 1.37% 0.16% 5.87% 0.10%
1124.65 0.10% -0.93% 2.07% -1.34% -0.60%
1118.45 1.01% 1.68% 1.58% -1.22% 0.87%
1150.1 3.11% 0.48% -0.86% -0.69% -0.20%
1160.55 -0.34% -1.95% 0.20% 0.07% -0.56%
1147.9 2.61% 1.14% 1.86% 0.65% 4.11%
1185.8 1.29% -0.87% -1.41% -0.61% -0.84%
1200.25 -3.59% -0.38% -0.15% -0.28% 0.77%
1210.7 0.03% 0.05% 2.65% -1.05% 2.90%
1224.9 -2.72% 0.05% 2.25% 0.63% -1.57%
1241.7 -0.02% -1.82% 0.53% -0.30% 1.05%
 1294.1 1.93% 0.22% -0.19% -0.73% -0.49%
1349.15 0.63% -1.17% -2.14% 0.71% 3.21%
1421.5 1.16% 0.62% 0.05% -0.02% 0.49%
1359.35 -0.61% 1.61% 2.04% -0.03% 0.85%
1313.55 -0.61% 3.51% 0.96% -0.28% 0.16%
1349.35 -7.74% 1.63% -0.91% -1.02% -1.37%
1296.75 0.00% 0.57% 2.28% 0.59% 2.26%
1309.5 3.16% -1.10% 0.38% 1.26% 1.06%
1294.65 -0.31% -10.55% -0.75% -1.58% 1.62%
1263.3 0.03% -2.12% -1.28% -2.17% -2.01%
1232.4 0.15% -4.01% -0.62% 1.37% 0.11%
1215.25 0.46% -0.43% 0.67% 0.16% 1.12%
1277.5 1.91% 5.27% 0.19% 2.68% 2.27%
1295.15 1.24% 1.06% 0.05% -0.18% 1.07%
1297.4 0.98% -1.23% 2.03% 1.94% -0.44%
1298.65 -1.77% -0.65% 0.61% 2.78% -0.02%
1306 -0.23% -1.74% -1.40% 0.56% 0.88%
1305.55 -2.25% -0.30% -0.76% 1.06% 1.99%
1335.9 0.32% 4.28% 0.90% 1.22% -0.68%
1357.4 -2.24% -0.41% 0.09% 0.79% -0.33%
1352.9 -7.12% -0.94% 6.20% -1.79% 0.02%
1313.15 0.74% 0.06% -7.33% 0.61% -0.85%
1299.85 -0.20% -0.47% -3.93% -0.17% -0.28%
1302.15 3.98% -0.06% 1.62% -0.67% 0.25%
1314.2 -1.30% -3.25% 0.44% 1.34% -0.86%
1348.1 -2.31% 5.07% 0.48% 0.57% 0.57%
1404.3 7.51% 3.88% 1.44% 1.28% 0.03%
1417.9 -1.34% -2.32% -2.94% 2.16% -3.19%
1408.5 1.05% 1.48% 0.97% -0.75% -2.37%
1363.15 -1.86% -3.80% -1.02% 2.67% -1.23%
1358.05 2.77% -2.07% 0.24% -0.52% -2.22%
1347.1 -3.36% -2.24% 1.17% -1.99% -1.70%
1361.35 1.53% 1.40% 0.05% -0.05% 0.17%
1382.4 -4.21% 0.48% 0.10% 1.91% -0.84%
1423.25 -1.29% -0.18% -1.02% -1.82% -0.66%
1451.05 3.27% 0.54% 4.29% -0.30% 0.19%
1440.85 -1.57% -1.87% -1.31% 1.86% -1.83%
1447.2 -1.99% 1.87% -0.28% 0.26% -1.18%
1414.2 -1.81% -3.23% -1.82% 0.48% -2.12%
1357.2 -0.71% -2.31% -0.44% -3.40% -0.10%
1355.15 -2.53% -1.98% 1.06% -1.45% -0.12%
1425.75 -0.19% -3.28% 1.33% 2.17% -2.38%
1387.2 2.68% -2.09% 1.64% 0.58% -2.40%
1353.95 2.04% 2.42% -2.50% 1.49% -0.15%
1340.55 -2.10% 3.91% 0.10% -1.83% 5.18%
1369.2 -0.92% 2.34% 1.66% 0.38% -0.16%
1390 -3.49% 4.52% -0.28% -0.17% 2.94%
1411.15 -0.81% 2.36% -0.42% 0.88% 4.89%
 1401.6 1.04% -2.42% -1.86% 1.78% 1.70%
1381.95 -1.72% 0.06% 0.00% 1.89% -0.71%
1369.6 -0.18% 1.95% 3.73% -0.02% -1.08%
1395.7 2.50% 12.32% 0.09% 0.84% 0.70%
1399.65 -0.82% 7.62% -2.20% 0.00% 0.37%
1387.55 -1.40% -4.11% -0.95% 1.41% -1.69%
1377.15 -2.66% 9.39% 0.38% 1.48% -1.68%
1318.3 -0.10% -5.04% -1.10% -0.66% -1.33%
1279.75 -4.24% -4.40% -0.63% -1.31% -0.98%
1223.45 1.63% 0.40% -1.22% -5.77% 0.48%
1262.85 -0.19% 0.99% 3.33% -4.74% -2.04%
1297.6 -1.76% -0.59% -1.43% -0.16% -1.42%
1295.35 -0.60% -4.72% -0.48% 4.05% -2.64%
1177.3 -1.32% -7.06% 0.14% -0.56% -1.63%
1167.5 -0.48% 8.09% 0.34% -3.24% 1.32%
1165 3.85% 2.14% 0.29% 1.13% -3.61%
1137.15 -0.55% -1.01% 0.38% 2.66% 2.68%
1201.6 5.77% 4.62% 3.84% 2.13% 0.95%
1200.75 -3.80% -1.62% 2.18% 2.27% 2.17%
1174.05 -6.05% -5.64% -2.41% 4.20% 0.72%
1169.05 -4.96% 3.19% 0.92% -4.25% -3.34%
1185.95 2.43% 0.30% 1.81% -0.49% 0.68%
1250.6 2.88% 0.35% 0.45% -1.48% 1.26%
1238.95 -1.98% -4.37% -2.03% 3.56% -2.10%
1235.6 -1.13% 0.31% 0.36% -0.47% -1.14%
1247.55 1.85% 8.57% -1.60% 0.45% -0.08%
1248.7 -1.30% 1.72% 0.51% -1.07% -0.31%
1272.35 1.28% 6.80% -0.83% 0.25% 0.40%
1274.9 -0.94% 4.99% 1.29% 1.31% -0.04%
1306.55 -0.77% -2.08% 2.62% 1.34% -0.17%
1296.65 4.13% -2.39% -0.22% 0.31% 6.21%
1309.15 -1.07% -0.09% -1.89% -1.91% 2.33%
1277 1.33% 1.22% -0.96% 6.06% -0.77%
1240.05 2.06% -0.74% 0.23% 3.08% -1.36%
1226.85 0.49% -0.09% -1.38% 0.26% 1.98%
1222.25 -0.17% -0.48% -0.75% 2.56% 1.22%
1212.55 0.99% 6.47% -0.89% 3.00% 1.66%
1225.35 -0.63% -2.17% -0.28% -4.33% -0.17%
1207 -5.25% -4.04% -2.01% 0.91% -4.72%
1212.8 -1.30% -2.71% -3.64% -2.32% -0.31%
1213.9 2.05% -0.45% 2.62% 0.10% 0.41%
1195.75 -1.38% 0.09% -2.32% 2.70% 1.84%
1210.7 -1.97% -2.70% -1.51% 4.88% -3.74%
1171.95 -0.02% 15.91% 0.81% -2.45% -0.24%
1204.15 2.37% -3.26% -0.05% -1.77% 2.12%
1219.25 1.35% -3.93% -1.47% -0.01% -0.08%
1178.35 -1.08% 3.02% 1.22% 0.20% -2.04%
1185.75 0.93% 1.92% 0.50% 0.11% -2.08%
1192.35 0.62% -1.39% 0.00% 0.68% -1.23%
1187.85 1.48% 5.40% -0.86% -0.44% 0.19%
1189.4 0.09% 1.35% -0.25% 5.47% 1.66%
1253 3.29% 0.35% 2.36% -2.72% 0.73%
1298.35 2.31% 2.20% 1.28% 0.78% 1.34%
1275.75 -0.86% -0.83% 0.29% 2.85% -0.58%
1284.05 -1.28% -3.93% 1.60% -1.63% -1.43%
1301.1 -0.52% 0.98% 0.19% -1.70% -0.32%
1309.55 2.73% 1.01% 0.76% 0.04% 1.53%
1283.25 -1.46% -0.97% -1.97% 1.85% -1.78%
1315.95 1.01% 1.20% -0.29% -1.60% 0.67%
1330.7 0.76% 0.31% -0.10% 2.29% 0.55%
1319.55 4.51% 0.00% -2.72% -1.14% 0.76%
1301.1 0.14% 5.26% 1.98% 0.54% -0.28%
1299.3 2.72% 3.22% 1.85% 0.89% 0.84%
1303.35 2.06% -2.17% 0.10% 0.54% 0.99%
1314.05 -2.21% -1.38% 0.34% 0.07% 0.16%
1323.8 -2.28% -2.32% 0.05% 0.16% -2.21%
1328.55 -0.48% 5.41% 0.38% 1.14% 1.16%
1338 5.14% 4.66% 5.53% 0.54% 0.91%
1349.2 -1.56% -2.29% -1.46% 0.23% -0.14%
1363.6 0.49% 1.20% 1.64% -0.50% 0.65%
1369.6 -0.41% -0.93% -1.55% 0.06% 5.82%
1359.35 -1.30% -1.32% -2.04% 0.32% -0.30%
1350.4 0.21% 3.46% 0.51% 1.27% 1.76%
1344.7 -2.07% -1.53% -1.50% 0.12% -0.53%
1367.2 2.03% 3.30% 0.05% -0.23% -1.14%
1379.75 -0.23% -0.13% -0.95% -0.64% 0.00%
1379.1 -4.49% -0.27% 0.00% -0.24% 1.60%
1359.6 -4.24% -0.20% -0.91% 1.57% -2.27%
1331.7 -3.70% 1.39% -0.48% 1.27% -3.88%
1324.5 1.18% -0.13% -0.24% 1.49% 0.79%
1328.25 0.47% -1.62% 0.05% -0.26% 0.75%
1359.85 0.76% -2.54% 2.20% 3.23% 2.26%
1378.7 -3.38% -2.04% 1.13% 2.83% -0.41%
1368.55 1.38% 1.97% -1.18% -0.53% -2.18%
1373.9 0.73% 2.81% 1.08% 1.23% 0.97%
1431.25 1.18% -2.33% -0.56% -0.61% 7.43%
1436.9 0.75% 2.26% -0.05% -0.53% -0.21%
1445.6 -2.39% -0.07% -0.47% 1.99% 6.54%
1427.95 -4.68% -1.41% -1.10% 3.42% 2.17%
1363.1 0.07% -1.19% -1.50% 1.58% -4.72%
1336.75 0.96% -5.13% 0.34% -1.38% 0.30%
1352.45 2.04% 3.23% 0.34% 2.32% 3.27%
1374.45 0.02% -0.49% 1.10% -1.63% 4.37%
1352.85 0.26% 0.11% -0.48% -1.43% 3.90%
1376.25 -0.41% -0.28% 1.19% 0.61% 3.61%
1338.2 0.78% -3.58% -18.43% -0.69% -5.26%
1302.35 -0.95% 0.18% -8.32% -2.12% -5.41%
1253.3 -6.18% -14.34% -14.51% -0.78% -6.70%
1279.4 3.64% 0.92% -10.33% -6.36% -0.31%
1253.35 2.04% 6.64% 1.42% -0.85% 1.39%
1300.15 -0.81% 2.80% 4.07% -3.28% 1.34%
1342.75 -2.41% -0.08% 1.49% 2.12% -2.25%
1340.2 1.15% -1.18% 0.52% 1.06% 6.48%
1310.85 -3.09% -5.84% -1.48% -1.49% -5.14%
1310.15 2.17% 6.30% 0.15% -0.31% 0.46%
APOLLO HOSP TVSMOTORS KEC INTL CBI BRITANNIA
Average Return 0.03% 0.07% 0.01% 0.33%
-0.98% Variance 0.00064043998 0.001112 0.0006169 0.000380616
-0.99%
2.13%
1.39%
-1.31%
-1.13%
-0.16% E(𝑅_𝑃)=
-1.24%
-4.34%
1.51%
1.84%
0.78%
-1.05%
-2.87%
-1.95%
-4.18%
4.65%
0.40%
2.01%
-0.46%
-3.55%
-3.14%
2.48%
-1.36%
1.31%
0.44%
-4.26%
-0.74%
1.66%
-0.64%
3.19%
0.53%
1.67%
-0.46%
2.33%
0.47%
0.04%
2.50%
1.49%
0.15%
-1.08%
-0.87%
0.21%
-2.12%
-0.82%
-0.35%
3.58%
5.46%
2.59%
-3.74%
-2.69%
2.45%
-0.59%
-1.17%
-0.56%
0.47%
2.50%
0.18%
-1.86%
-1.72%
-0.87%
-2.13%
0.41%
1.53%
-0.34%
0.82%
-2.64%
1.54%
2.92%
-0.64%
-0.64%
-1.64%
-0.30%
-0.85%
0.38%
0.49%
-0.79%
-0.34%
0.17%
0.33%
-3.02%
0.78%
1.78%
-0.15%
-0.55%
2.79%
0.90%
-1.10%
3.25%
1.21%
0.87%
1.17%
1.36%
 4.13%
4.17%
5.22%
-4.47%
-3.43%
2.69%
-3.98%
0.98%
-1.14%
-2.45%
-2.48%
-1.40%
5.00%
1.37%
0.17%
0.10%
0.56%
-0.03%
2.30%
1.60%
-0.33%
-2.98%
-1.02%
0.18%
0.92%
2.55%
4.08%
0.96%
-0.67%
-3.27%
-0.37%
-0.81%
1.05%
1.53%
2.91%
1.93%
-0.71%
0.44%
-2.31%
-4.11%
-0.15%
5.08%
-2.74%
-2.43%
-0.99%
2.11%
1.51%
1.51%
-0.68%
-1.41%
-0.90%
1.89%
0.28%
-0.87%
-0.75%
-4.37%
-2.97%
-4.50%
3.17%
2.71%
-0.17%
-9.56%
-0.84%
-0.21%
-2.42%
5.51%
-0.07%
-2.25%
-0.43%
1.44%
5.31%
-0.94%
-0.27%
0.96%
0.09%
1.88%
0.20%
2.45%
-0.76%
0.96%
-2.49%
-2.94%
-1.07%
-0.38%
-0.80%
1.05%
-1.51%
0.48%
0.09%
-1.51%
1.24%
-3.25%
2.71%
1.25%
-3.41%
0.63%
 0.56%
-0.38%
0.13%
5.21%
3.56%
-1.76%
0.65%
1.32%
0.65%
-2.03%
2.52%
1.11%
-0.84%
-1.41%
-0.14%
0.31%
0.82%
0.74%
0.36%
0.71%
0.83%
1.06%
0.44%
-0.75%
-0.66%
-0.42%
1.66%
0.91%
-0.05%
-1.42%
-2.07%
-0.54%
0.28%
2.35%
1.38%
-0.74%
0.39%
4.09%
0.39%
0.60%
-1.23%
-4.65%
-1.95%
1.17%
1.61%
-1.58%
1.71%
-2.80%
-2.72%
-3.84%
2.06%
-2.06%
3.67%
3.22%
-0.19%
-2.21%
-0.05%
Godrej Properties APOLLO HOSP TVSMOTORS KEC INTL
0.08% 0.04% TVSMOTORS 0.000637836563
0.00044899623521 0.0004733089886 KEC INTL 0.0002275050876 0.00110747662932
CBI 9.542616763E-05 0.00023649919865
BRITANNIA 8.539929466E-06 1.064158725E-05
Godrej Properties 0.0001104957501 0.00014487906741
APOLLO HOSP 0.0001173925874 0.0001589458795

TVSMOTORS KEC INTL

TVSMOTORS 0.000637836563 0.00022750508758
KEC INTL 0.00110747662932
CBI
BRITANNIA
Godrej Properties
APOLLO HOSP

TVSMOTORS KEC INTL

TVSMOTORS 0.000637836563 0.00022750508758
KEC INTL 0.0002275050876 0.00110747662932
CBI 9.542616763E-05 0.00023649919865
BRITANNIA 8.539929466E-06 1.064158725E-05
Godrej Properties 0.0001104957501 0.00014487906741
APOLLO HOSP 0.0001173925874 0.0001589458795

Return Risk Free Return

TVSMOTORS 0.000315528874 0.000317460317
KEC INTL 0.000732465176 0.000317460317
CBI 9.21121129E-05 0.000317460317
BRITANNIA 0.003348392139 0.000317460317
Godrej Properties 0.000780852381 0.000317460317
APOLLO HOSP 0.000412244029 0.000317460317
ctrl+Shift+enter

Portfolio Return 1652875.4705371

Portfolio Risk 9464746.4096695

Sharp Ratio 0.1746349451614 Max the Sharp Ratio

 CBI BRITANNIA Godrej Properties APOLLO HOSP

this is a lower matrix

0.000614440212
5.80225217E-05 0.000379068733
0.000170427467 2.10322272E-05 0.0004471710472593
0.000138474534 -6.76257556E-06 0.0001071825144442 0.000471384968361758

CBI BRITANNIA Godrej Properties APOLLO HOSP

9.54261676E-05 8.53992947E-06 0.0001104957500567 0.000117392587380934
0.000236499199 1.06415873E-05 0.0001448790674117 0.000158945879502101
0.000614440212 5.80225217E-05 0.000170427466949 0.00013847453431092 this is a upper matrix
0.000379068733 2.103222717545E-05 -6.76257556139199E-06
0.0004471710472593 0.000107182514444208
0.000471384968361758

CBI BRITANNIA Godrej Properties APOLLO HOSP

9.54261676E-05 8.53992947E-06 0.0001104957500567 0.000117392587380934
0.000236499199 1.06415873E-05 0.0001448790674117 0.000158945879502101
0.000614440212 5.80225217E-05 0.000170427466949 0.00013847453431092
5.80225217E-05 0.000379068733 2.103222717545E-05 -6.76257556139199E-06
0.000170427467 2.10322272E-05 0.0004471710472593 0.000107182514444208 this is full matrix
0.000138474534 -6.76257556E-06 0.0001071825144442 0.000471384968361758

Excess Weights Weights

-1.931443E-06 0 0.05 3,000
0.00041500486 15236547.1756 0.28 16,800
-0.0002253482 0 0.02 1,200
0.00303093182 465607160.93 0.32 19,200
0.00046339206 97012762.8566 0.22 13,200
9.4783712E-05 16803702.1609 0.11 6,600
594660173.1231 1 60,000
60,000 60,000 3,600,000,000

Subject to
Sum of weights 594660173.1231 Weight should be positive
W5+W2=0.15 480843708.1056
 27.5 Mean / Average

5 -22.5 506.25
10 -17.5 306.25
15 -12.5 156.25
35 7.5 56.25
45 17.5 306.25
55 27.5 756.25

0 2087.5
347.91666666667
347.91666666667 Variance
18.652524404666 Standard Diveation

417.5 Variance
20.432816741703 Standard Diveation
 Input data
Internet rate per anum 8%
Loan life 15
Loan amt 1,000,000
EMI (₹116,829.54)

Year Year beginning Annual Payment

1 1,000,000.00 ₹116,829.54
2 963,170.46 ₹116,829.54
3 923,394.55 ₹116,829.54
4 880,436.57 ₹116,829.54
5 834,041.95 ₹116,829.54
6 783,935.76 ₹116,829.54
7 729,821.07 ₹116,829.54
8 671,377.21 ₹116,829.54
9 608,257.84 ₹116,829.54
10 540,088.93 ₹116,829.54
11 466,466.50 ₹116,829.54
12 386,954.27 ₹116,829.54
13 301,081.07 ₹116,829.54
14 208,338.01 ₹116,829.54
15 108,175.50 ₹116,829.54
Interest Principal repaid Year end balalce
80,000 ₹36,829.54 963,170.46
77,054 ₹39,775.91 923,394.55
73,872 ₹42,957.98 880,436.57
70,435 ₹46,394.62 834,041.95
66,723 ₹50,106.19 783,935.76
62,715 ₹54,114.68 729,821.07
58,386 ₹58,443.86 671,377.21
53,710 ₹63,119.37 608,257.84
48,661 ₹68,168.92 540,088.93
43,207 ₹73,622.43 466,466.50
37,317 ₹79,512.23 386,954.27
30,956 ₹85,873.20 301,081.07
24,086 ₹92,743.06 208,338.01
16,667 ₹100,162.50 108,175.50
8,654 ₹108,175.50 0.00
Internet rate per anum 2.50%
Loan life 4
Loan amt 700,000
EMI (₹186,072.51)

(₹15,506.04)
Input Data
Input rate 0.04
Input tenuer 4
Principal 444

Period Year Beginning Annual payment Interset Components

1 444 122.317580142 17.76

2 339.44241985803 122.317580142 13.5776967943211
3 230.70253651038 122.317580142 9.22810146041508
4 117.61305782882 122.317580142 4.70452231315279
Principal PrepaidEnd Balance

104.557580142 339.44241985803
Click
108.739883348
113.089478682
230.70253651038
117.61305782882 here
117.613057829 5.258016245E-13
BRITANNIA Returns
1281.7
1254.4 -0.02152995 Mean 0.003348
1260.85 0.00512873 SD 0.019509
1271.05 0.00805723 Min -0.063586
1275.05 0.00314206 Max 0.060628
1306.05 0.02402192
1345.9 0.03005562 This chart isn't available in your version of Excel.
1381.7 0.02625169
1461.4 0.05608026 Editing this shape or saving this workbook into a different file format will
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 Replication

1 0.015319 Mean 0.015341

2 -0.020779 SD 0.019313
3 -0.01529
4 -0.014171
5 0.013631
6 0.014806
e format will 7 0.007073
8 0.038037
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40 -0.003453
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45 0.027278
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499 0.002587
500 -0.018076
Stock price today 100
Mu 6%
Standard Deviation 35%
Delta_t 0.003968

Day Stock 1 Stock 2 Stock 3 Stock 4 Stock 5 Stock 6 Stock 7 Stock 8

0 100 100 100 100 100 100 100 100
1 102.3951 97.75639 103.2315 101.9282 104.3799 101.6998 97.25882 101.7327
2 103.1982 102.745 105.6288 101.6956 100.3894 100.0237 100.9354 100.8663
3 101.46 107.9581 108.8678 99.13037 101.8893 97.55604 100.1911 99.39009
4 103.5386 107.8347 111.9941 98.34056 102.1321 100.9955 100.0257 97.93347
5 101.3072 106.7399 114.6966 98.14461 104.6185 97.18281 103.1231 96.87455
6 101.3017 108.5745 115.6976 94.35159 105.3653 94.59728 104.6965 99.87596
7 102.9878 110.2811 118.6218 91.8278 104.2604 96.27855 105.801 99.88235
8 108.7255 111.5638 118.3749 88.43271 106.703 93.25195 105.9754 100.0476
9 107.5865 114.9294 122.8771 85.9018 109.7099 94.79391 103.3128 98.07927
10 107.2569 116.7234 120.6195 87.98544 108.6981 89.57532 103.0032 102.7468
11 103.2959 113.2041 123.4921 86.14231 105.7038 88.32077 99.47332 102.6726
12 101.6839 114.2251 125.367 85.27811 103.5064 89.55657 97.60111 99.7024
13 104.9823 118.1939 124.4282 82.4654 104.5519 88.19096 95.18303 98.64359
14 103.2278 115.958 128.3348 84.36946 105.1182 87.35787 91.10782 96.31422
15 100.2037 114.7754 125.9324 85.34558 106.5548 86.90846 90.40632 98.51595
16 101.3712 114.2828 126.0477 87.37002 104.6113 90.10835 89.30575 96.83387
17 100.3856 116.6864 124.3061 89.14464 108.551 88.89555 91.25398 96.23185
18 99.96412 112.4072 122.5863 88.63136 106.375 91.67092 91.71401 95.74223
19 96.7638 112.1744 120.2248 92.06361 106.3401 91.6056 91.82432 94.47678
20 95.79533 110.4024 118.35 92.5186 101.6387 93.61716 91.96001 97.49716
21 96.91064 116.3611 121.5764 91.14326 99.94075 93.07013 92.72168 100.4968
22 95.2509 116.3109 119.1692 92.41783 102.8983 92.95188 91.20712 101.4544
23 93.02712 117.4089 118.4474 91.2626 103.9932 91.94708 90.93989 101.4335
24 94.57211 116.6007 117.5037 86.95158 101.5154 95.75091 88.73509 103.5039
25 99.95538 116.2003 115.8059 86.52294 104.0231 97.25882 85.10894 105.6565
26 99.29439 117.7063 118.7146 87.11204 107.076 95.84615 85.30692 104.8023
27 104.032 117.5677 120.6089 85.68802 104.7277 94.62503 86.62909 101.442
28 104.0496 112.2939 122.0582 86.07796 99.70293 92.72164 83.99084 102.5727
29 106.6332 112.9653 117.8649 85.33527 97.45838 90.26073 83.1028 100.9128
30 106.4884 111.3542 120.1651 82.54385 97.65049 91.39303 85.03455 101.4664
31 106.095 111.2752 120.7111 82.99005 97.55824 88.05986 88.32932 105.2428
32 104.4064 112.8115 120.5472 85.6125 94.15408 86.40451 90.24073 104.8414
33 102.8256 114.4974 124.9049 86.72704 96.49318 85.18248 86.83123 102.9159
34 102.6405 115.8755 125.8305 86.34612 93.72632 87.74834 86.85748 103.894
35 97.3861 115.9584 127.6133 88.22366 93.91517 91.0065 84.18733 107.5543
36 98.05841 115.7829 126.5482 87.79789 88.81247 90.79411 83.81597 108.2114
37 99.83904 115.4228 123.2992 91.24134 89.3032 92.92517 83.68579 107.5426
38 99.69343 116.8735 126.3259 87.75684 89.63233 94.71971 86.99414 105.4479
39 102.5004 115.7324 128.903 87.19323 87.94424 97.31837 85.61336 101.6305
40 103.6126 119.8431 127.555 86.98146 88.24505 98.31665 81.97698 101.9266
41 101.9156 120.9093 127.5471 86.80189 86.84178 97.24746 81.92891 100.1222
42 100.8791 127.3084 122.8612 88.3359 88.4295 100.399 81.17278 99.4312
43 98.03571 122.8776 121.4771 91.51755 87.84572 101.3166 77.44108 100.6479
44 96.99966 122.498 122.2216 90.0048 87.42896 99.57868 78.69028 97.86892
45 97.47003 123.9755 122.2389 91.61098 88.28561 99.26354 76.3495 98.53816
46 97.62382 127.8932 121.5774 91.87525 88.34515 100.1692 76.65214 96.52625
47 96.40216 129.547 121.6883 90.11348 92.93292 99.169 75.86116 94.05514
48 95.91023 122.8302 122.5361 92.75415 97.10554 100.2844 77.51128 94.15746
49 99.63851 119.9989 120.1708 92.96208 100.5628 100.7796 78.54819 91.67559
50 96.80981 122.7243 124.5421 93.72982 99.10772 100.9914 82.36882 88.73175
51 95.68184 123.3827 125.4167 92.46418 99.13557 103.4049 86.05937 89.37034
52 93.15271 125.7627 119.3586 89.05327 99.54234 98.70023 85.92535 91.41457
53 92.10679 127.2124 122.2097 86.99252 99.85599 99.59631 85.63007 92.05773
54 94.10101 129.2062 123.8951 90.1068 99.87655 100.8802 80.80215 91.93435
55 94.70724 129.0528 127.3932 89.39421 97.22452 99.56384 81.69204 92.72822
56 94.42377 126.9907 128.092 91.62325 101.0236 98.4254 80.46106 91.30367
57 95.77699 127.6194 123.3482 92.90422 99.44142 100.4265 80.46744 94.41163
58 96.38067 124.7416 123.3937 98.20066 96.28356 101.8072 81.74494 96.46506
59 97.68702 127.3525 124.5953 97.71992 93.22547 103.1912 83.34315 97.19873
60 96.59901 123.674 125.4072 101.4422 90.90774 101.1914 82.57886 95.79943
61 98.72623 120.2986 128.8649 103.0262 90.36447 102.7717 79.84451 92.65357
62 99.8756 118.5136 126.7477 106.4102 89.57202 103.2665 77.42736 91.15598
63 100.2141 117.7425 129.819 103.0039 91.25778 104.5638 76.52293 89.49098
64 99.51992 124.0719 129.0309 104.9102 94.26518 106.9971 78.72444 87.34804
65 103.7662 121.1975 133.0253 100.7884 94.98347 108.8441 79.5461 88.4897
66 106.6634 119.9315 129.4447 99.64251 93.45644 108.3018 77.60675 89.50571
67 107.2519 119.2616 132.5927 104.5665 92.78126 106.8752 74.84847 88.01963
68 112.2185 123.9846 133.4856 99.0849 93.79968 102.6946 76.48704 86.06242
69 108.8431 128.5808 132.2452 105.0852 96.38367 101.0463 72.35533 86.57351
70 108.4735 125.0447 130.8921 106.9256 98.60347 102.0488 70.43163 86.3824
71 106.7606 119.7108 129.1853 110.3744 95.44711 102.876 67.91203 85.11508
72 105.7541 119.7438 130.1108 109.1486 94.34277 102.851 67.51979 83.79256
73 102.9705 116.9632 128.9441 109.6938 96.42418 99.30419 67.65269 81.30645
74 101.4763 115.1542 123.5133 108.6414 93.42614 96.72144 65.80185 82.75748
75 103.6926 115.6766 125.6714 108.5858 93.45289 94.43757 64.77151 84.90052
76 101.559 119.9122 126.7077 105.235 94.77659 94.31418 63.80729 88.59459
77 103.214 118.0703 123.4046 109.4925 94.89443 93.3875 63.57302 83.71194
78 108.5641 122.1757 119.0512 102.5657 96.87832 92.94643 64.20031 83.3293
79 107.5706 122.8711 119.6998 102.5612 96.11555 92.12925 66.99373 81.57931
80 108.5934 124.2731 119.2769 104.4204 99.9581 91.55211 68.34173 82.73328
81 105.4653 121.0494 120.8868 103.1527 98.43174 91.06729 67.27367 84.7285
82 103.9434 118.5414 118.1749 103.7114 96.05149 88.37502 67.21766 87.74324
83 105.7391 119.5981 115.9329 103.8173 98.85617 87.43537 67.49945 88.01435
84 108.9853 123.4244 115.4657 107.1753 99.25986 87.21461 67.06526 88.20575
85 110.4443 121.3116 112.604 105.6402 99.08917 89.30373 65.99332 90.11202
86 108.1328 125.2498 113.1811 104.0518 102.0646 91.06395 65.88186 88.2997
87 107.024 125.5399 115.7631 104.8363 101.7761 89.36298 66.13737 86.13813
88 108.0568 123.6676 114.8939 100.2973 102.3978 90.16091 66.95994 87.1288
89 111.3053 119.9912 113.5489 102.5428 104.1677 87.00725 66.88388 85.9133
90 115.3192 117.8709 110.6491 101.2505 105.1748 89.12355 68.43325 86.21516
91 117.5398 121.4814 109.9453 103.3906 106.1391 89.36039 70.6204 87.67541
92 115.351 121.5936 109.8338 103.3255 105.9551 90.98828 68.14836 88.05239
93 113.9215 119.6418 109.4561 102.943 106.2086 89.23168 66.41012 88.27957
94 111.6442 121.4574 110.5222 101.3596 106.5597 87.22479 68.36352 86.26234
95 112.8733 121.1553 110.3048 103.2256 106.8266 84.99686 67.76813 90.27305
96 106.1489 119.1019 112.7235 101.8204 106.9969 87.36268 67.87634 94.30679
97 109.0129 118.9091 113.4352 99.54223 107.8096 87.18407 69.54354 94.28001
98 108.8055 116.3121 110.8147 101.6181 108.747 88.38772 70.88685 93.10376
99 107.4406 116.3041 113.7055 101.2488 108.7073 89.46547 71.16994 90.45209
100 110.0518 121.1864 120.2582 103.1609 109.7853 87.04441 71.35485 91.55902
101 108.5103 125.0725 119.7401 104.9005 110.0041 84.5373 72.613 89.43253
102 110.0141 126.8732 121.7727 107.721 104.6667 83.31972 71.46101 91.63183
103 110.5638 127.2018 123.7975 105.9809 108.7869 83.39841 72.14453 93.62056
104 111.5774 124.6491 124.3107 107.5484 108.1139 82.7451 73.96217 100.3543
105 109.6537 129.0507 122.6074 104.8344 109.8159 82.39724 76.91513 97.51892
106 108.0557 129.3762 124.9112 107.2096 109.9134 83.03247 77.84049 99.3627
107 107.9434 128.628 122.9845 105.7587 110.9443 82.37919 77.43807 101.1656
108 110.238 130.1983 122.4615 108.4153 112.4827 81.30191 76.63304 104.4741
109 112.2358 130.8899 121.1372 110.1721 117.9001 81.53752 77.16215 103.0708
110 108.1226 133.8591 120.5838 108.0504 116.5808 83.59103 78.79405 103.3818
111 106.1599 136.2537 122.9529 110.9656 120.3869 88.13308 77.77344 102.1147
112 101.5237 138.9214 126.2595 113.7745 120.3239 93.72422 77.81693 100.9049
113 103.2881 146.0274 126.5547 118.5147 119.1058 92.62727 78.76359 99.70137
114 99.0121 146.8361 124.6638 116.6191 121.6919 92.93862 81.2654 95.51779
115 96.5687 142.0711 129.6464 115.1465 124.214 93.30798 83.73517 96.35067
116 99.74643 142.262 124.3654 116.9984 124.8058 90.26206 83.89883 94.56117
117 98.54197 140.8335 128.5342 117.3635 124.844 87.68514 81.91504 95.99748
118 98.66813 141.0996 135.4125 119.7306 127.5744 91.44295 79.03462 96.34015
119 103.6656 143.4634 138.1067 119.2922 129.0523 95.33907 76.44313 97.71837
120 107.3304 151.5685 142.7586 118.888 133.393 96.02721 76.23496 98.31373
121 107.7327 152.6584 139.7393 119.0253 132.9182 94.59049 77.64122 98.86249
122 102.8888 156.6843 136.2528 115.8498 129.7624 93.58425 76.41656 100.7673
123 103.0716 155.3246 138.7616 118.0285 129.4509 92.60865 74.31388 102.4845
124 107.2173 155.0665 145.5841 122.0221 124.8695 97.09077 73.07172 98.86078
125 112.7009 151.8517 144.0997 125.0743 124.3952 93.93337 72.7652 97.7622
126 112.7368 155.9727 146.9145 125.6591 120.5099 95.14889 72.02789 95.95079
127 117.1121 157.6134 147.7058 128.849 126.7207 96.70221 72.61782 98.87817
128 115.4528 166.1553 148.7134 129.9503 126.1984 93.51213 72.67361 98.64783
129 115.3025 168.9372 147.3386 127.8048 125.73 92.98304 72.48222 100.1996
130 116.9802 167.1927 148.6544 125.524 124.3326 95.51084 70.86125 99.13318
131 117.9353 172.9998 143.8349 121.941 126.7175 96.53149 70.50919 96.02672
132 120.3992 166.2247 139.7494 122.0401 121.985 101.7478 69.62774 96.31708
133 117.2794 164.6867 135.8637 119.6755 124.0163 100.4966 68.22311 95.52031
134 120.7978 163.8284 134.9389 120.6521 125.0837 103.0454 69.77557 93.83744
135 122.4352 165.5883 131.5535 120.2712 129.8177 105.2779 66.39166 90.23955
136 124.483 169.6039 127.737 117.4588 130.513 100.6751 66.69785 91.07312
137 124.3397 170.3123 124.5076 116.374 126.6383 101.154 68.92517 91.90835
138 122.4493 170.7089 121.932 113.7795 125.5829 101.8034 70.92464 88.50154
139 120.7262 171.0032 118.7885 110.0526 123.0792 103.4855 72.87587 90.11816
140 121.4791 175.1932 114.4039 111.5378 124.7265 100.5214 70.65933 89.98948
141 120.944 175.8548 111.3346 119.1599 125.5352 101.9689 70.65167 90.71038
142 127.7553 172.4472 115.0116 119.8032 122.728 101.0663 69.95988 94.18932
143 124.9355 161.4485 109.9079 119.9535 123.8112 100.3286 72.2993 93.56419
144 123.4578 168.4557 109.1855 125.7483 124.7308 101.7757 71.86447 91.14212
145 125.1222 170.1414 105.0649 123.4962 123.8705 104.8438 74.15826 89.54691
146 125.6061 177.6751 101.1213 122.4913 120.1139 105.3874 73.55612 89.09458
147 125.7091 182.9898 99.70993 122.2375 120.2238 105.0469 74.53616 89.71615
148 122.1758 177.9754 103.8584 121.0817 118.528 105.1089 75.59351 91.01184
149 119.8482 180.1277 105.7987 118.6197 110.8447 106.9684 74.83384 92.37752
150 121.0296 177.8737 106.1546 115.1242 109.914 104.6653 75.76276 89.00734
151 123.3155 179.4595 105.7695 113.4411 115.1527 107.4747 76.86012 91.63335
152 121.0721 175.8601 104.633 111.8011 115.3582 108.7397 79.0122 89.31732
153 119.3335 187.7512 101.1569 109.3207 112.0391 108.2119 81.66958 90.55374
154 119.4058 181.6803 104.9998 112.0293 111.8132 108.5432 77.00171 85.67765
155 117.6896 178.1899 101.5817 105.6348 107.6964 105.9388 79.82033 86.1764
156 114.6173 179.267 101.771 104.727 112.0249 104.6586 78.81287 86.98123
157 109.7087 183.6458 107.443 106.4492 112.2858 107.5364 76.93182 86.78808
158 110.8538 187.5766 108.903 107.0801 111.5873 110.8319 77.64257 84.84104
159 112.5295 179.6456 109.8526 107.1579 106.9868 110.4611 77.63762 84.38243
160 110.7257 180.8074 109.3719 107.2543 107.9085 109.6994 78.81151 85.42783
161 109.939 183.0214 110.7166 110.7266 106.2492 110.5378 79.65596 79.41343
162 107.0852 181.8645 110.9186 111.4196 104.7632 112.8712 79.95801 81.40513
163 112.2051 187.8478 110.1514 108.7653 109.3604 113.9695 79.19275 80.65184
164 115.4605 186.8221 110.2872 107.4352 107.1116 115.3567 81.26286 82.47957
165 113.7083 185.2123 115.7006 106.9563 104.3208 115.8722 82.98024 82.03478
166 110.6222 189.1392 116.2938 111.0831 106.546 114.6826 82.13439 82.7113
167 110.3747 189.5312 114.3223 112.6148 107.6243 112.575 82.55717 83.20505
168 109.4271 185.3008 113.8981 111.8456 107.9042 115.2001 84.30916 81.163
169 104.4198 179.3484 111.8362 110.271 108.106 115.1202 86.19908 79.28631
170 103.0562 173.5331 113.5912 112.4197 103.7152 115.6033 82.76461 77.17254
171 101.0164 172.0147 114.6721 114.9827 103.7072 117.283 80.9247 76.95395
172 100.6701 175.0792 113.5367 111.9218 104.0601 118.7976 82.56042 76.95085
173 102.2783 173.3869 107.7012 116.0862 102.0025 114.9916 84.05545 80.6255
174 102.1284 172.1025 110.5214 116.6554 104.2611 112.8201 84.24648 80.33475
175 101.7902 163.816 110.5353 118.4561 102.3825 110.327 84.47362 80.10786
176 105.0001 167.2483 109.9332 113.2824 106.7465 108.6811 83.64721 79.85057
177 107.5475 165.3712 110.6447 113.6194 109.3977 107.027 84.87265 80.12979
178 109.1074 167.6563 111.2674 114.4424 108.6626 108.8058 86.60695 78.10612
179 109.9047 164.9512 109.6969 116.518 108.489 110.6293 84.03481 78.09267
180 112.384 163.4856 108.8602 117.5376 107.2541 108.9284 82.7768 77.57885
181 114.5909 163.1547 109.6406 119.1921 108.6092 112.4397 84.07571 74.98293
182 113.3532 164.841 110.2181 120.4982 112.0685 111.2808 83.7177 76.14851
183 114.7208 165.0427 111.8128 117.727 114.4233 113.4058 84.47411 78.38368
184 116.5795 165.6725 111.7376 113.7939 112.6736 120.6385 85.21472 79.20152
185 114.9635 164.2083 113.115 115.6074 115.7604 122.5578 83.30128 78.14908
186 114.5173 168.5143 112.3449 110.7238 116.2292 121.27 84.71222 76.22063
187 114.4923 169.7244 116.3678 109.8932 109.0992 120.7425 83.17195 77.23226
188 117.2805 171.7417 116.2435 107.207 108.9634 122.932 80.75443 76.07779
189 121.8588 167.7797 118.3209 105.0716 110.3668 120.8531 80.67311 76.18243
190 124.3578 175.7371 119.8933 105.0906 107.1276 121.026 80.28708 76.19123
191 122.2787 180.8033 118.541 107.5614 104.359 122.02 80.74707 75.70323
192 126.1571 192.8553 118.1556 104.4808 108.389 123.9942 79.33739 76.32229
193 126.9151 199.2692 121.0852 102.3233 107.2482 124.2202 79.95932 75.3513
194 127.0905 197.5882 119.0006 101.6792 107.1016 123.6482 78.57329 76.14388
195 131.1673 196.1466 121.0529 104.1863 104.574 124.9012 78.10628 77.86572
196 131.919 198.5682 121.1191 105.3907 104.9593 123.796 79.6265 80.16575
197 131.3398 199.646 119.2943 108.0276 104.6957 126.5799 80.41718 77.29467
198 130.1583 199.6726 122.1463 106.1755 105.135 123.5764 84.66638 77.76858
199 121.4751 198.1091 127.0765 106.3814 104.9506 123.0274 85.27435 77.67476
200 122.1506 201.2255 130.7927 107.0771 104.7785 124.1866 81.12733 75.97986
201 124.5885 199.2653 132.5446 108.0757 107.7991 127.1916 80.62871 76.27706
202 127.4703 195.8695 135.4906 105.5631 106.1371 130.4162 80.51944 73.93683
203 132.474 199.4216 130.6804 102.2694 108.7197 130.5668 81.29148 73.505
204 132.7596 198.8291 124.4776 100.046 109.1264 131.1965 83.19615 71.69266
205 129.6113 188.4936 122.7564 100.4183 108.8023 137.4671 83.69705 72.39301
206 128.4391 192.0471 119.7915 101.8583 109.4842 133.8075 84.01074 69.7114
207 131.134 194.2533 119.2265 100.7136 110.6473 133.9362 84.42881 69.56896
208 130.1595 188.0155 119.3535 101.5218 109.8127 133.4977 88.60412 69.52394
209 130.3505 179.394 118.3628 103.9557 115.0498 132.3487 89.76871 69.24394
210 126.5327 174.6409 122.9342 102.3318 117.7084 134.3426 90.20184 69.91575
211 132.5057 178.4039 122.2904 106.5591 122.6207 134.3233 93.66039 68.73294
212 138.3402 177.3764 121.8237 104.7814 121.5908 136.7388 94.47604 70.24036
213 145.5193 176.8682 122.2812 109.3815 124.6071 137.8992 96.33749 70.47543
214 148.7494 174.0343 119.9741 113.6323 121.6095 140.2383 96.67455 72.9077
215 142.1147 176.5695 121.9483 112.7371 126.2003 135.8887 94.25956 74.62692
216 148.4934 172.207 120.0035 113.2175 125.1622 134.1294 95.78508 73.16038
217 150.6467 170.7733 116.9014 109.9685 124.9426 135.1028 95.97079 71.31956
218 151.6641 174.1328 117.9011 114.771 126.4854 133.2787 95.14077 73.31715
219 155.6113 178.8077 115.84 112.2009 122.1513 132.7798 94.55808 74.98769
220 157.311 176.2409 115.1845 113.3715 122.4886 129.1929 92.4265 77.36292
221 163.9293 170.6891 121.6877 113.0934 122.75 128.4762 95.60962 79.08666
222 163.5306 165.8548 119.244 113.5293 124.8231 125.4503 97.98669 77.17733
223 164.8601 160.947 122.5928 113.2555 125.5584 130.6941 98.64834 76.14977
224 163.4595 157.6571 120.7527 109.811 128.0133 130.6712 97.58116 73.81429
225 169.9249 155.5413 123.3039 110.3446 129.8549 129.0411 97.10948 72.28129
226 170.7333 154.4722 122.1644 111.414 128.7857 128.8944 92.43884 72.26448
227 171.6317 150.0465 118.9891 110.2492 128.216 122.8743 92.50088 71.48226
228 171.72 144.2608 123.6362 113.9636 128.4309 123.6158 91.30048 71.3625
229 176.9533 143.8852 127.9899 115.0571 125.7901 127.5492 91.15476 73.85675
230 178.1572 138.4011 127.1451 117.2498 125.4607 128.2041 87.77831 70.92827
231 180.7878 136.4046 128.0133 120.2633 119.6749 121.4891 81.35244 73.72025
232 183.3609 131.9108 129.9906 121.8536 125.7676 121.2949 83.30732 74.98554
233 176.8869 133.2156 129.3543 126.5741 128.4011 125.636 83.26228 75.71853
234 181.1208 135.198 129.4784 127.7284 127.5428 129.728 81.82466 73.41693
235 186.2882 135.0243 132.0929 125.9718 127.415 131.4487 78.4513 69.72917
236 185.2003 144.5714 128.8841 130.4388 126.8555 128.9507 79.28376 68.73897
237 180.4789 143.102 127.258 129.199 120.1507 125.1315 81.38452 68.73407
238 176.8266 136.5524 128.1198 131.5468 120.5873 128.6196 85.06741 69.40523
239 176.2364 142.5143 129.7984 129.947 121.827 127.0171 85.53141 73.5799
240 176.0675 145.2765 124.5465 131.2175 118.7991 126.9511 86.25731 71.39926
241 177.0054 145.7989 122.1972 130.383 114.4006 129.0853 87.38765 70.34516
242 179.3532 147.1411 118.8735 125.9651 115.5041 136.1018 84.83348 69.49
243 182.6836 146.4745 116.1412 128.7825 115.6864 138.6239 82.68313 71.05663
244 188.6398 155.1423 114.9067 127.1594 116.2453 136.0739 81.53672 69.24413
245 194.9879 151.4709 112.5119 127.3177 115.4939 136.4632 81.23955 72.5226
246 191.7088 151.454 111.6584 125.7337 118.6421 133.3312 82.17762 72.69341
247 191.99 150.9685 113.1964 127.7865 120.1616 134.6467 84.69812 74.3941
248 193.9423 151.3845 115.0083 126.1038 117.6211 134.6016 80.66126 74.90245
249 190.4612 147.9121 114.5831 124.811 114.5455 133.9816 81.27215 72.83469
250 183.2922 144.4158 115.5066 122.9957 113.0623 135.1503 81.6198 73.10634
251 181.5817 143.4515 118.6449 122.6639 116.2223 136.2858 83.99411 75.32638
252 182.3934 144.0237 120.2946 118.8383 117.5948 131.9986 83.54345 77.53256
 Portfolio value 100,000
Daily SD 1.89%
1 day VAR @ 95% z = 1.64
Alpha 1.644853627

1 day VAR 3,108.77

Stock 9 Stock 10
100 100
100.278 101.0467
102.0207 99.76531
104.9629 101.3617
104.0498 101.7283
102.9345 101.0712
100.9283 100.624
96.54572 100.712
95.68288 98.96687
93.1114 97.52275
93.15644 97.87327
92.60499 100.2438
94.32625 106.0488
93.6975 108.9844
93.5838 110.3143
89.93914 113.1867
90.60444 114.443
92.06326 118.3558 Monte Carlo Simulation
95.38166 120.2341
250
95.53606 118.1912
93.21485 120.3557
94.23653 118.5819
93.16928 117.504
200
95.8696 118.8858
94.31298 119.8418
92.38706 119.7857
90.76282 118.4167
150
91.17662 117.111
95.74365 119.7889
96.77754 122.0017
97.56495 121.1084
100
98.28842 127.2072
97.08085 122.9992
95.65734 124.6765
97.38734 125.5172 50
100.2633 124.8262
100.0757 123.3699
98.55147 127.3716
98.57502 127.7388 0
100.6564 130.5785 1 7 13 19 25 31 37 43 49 55 61 67 73 79 85 91 97 103109115121127133139145151157
95.74169 127.5427
96.62907 125.8766 Stock 1 Stock 2 Stock 3 Stock 4 Stock 5 Stock 6 S
97.1507 122.9085
99.69737 123.8261
97.38998 119.5409
104.6948 114.9929
102.1199 118.1665
105.5733 118.0214
103.4109 115.2183
102.0572 113.5356
104.2297 111.5572
105.1645 113.2099
106.718 113.361
107.7529 110.1905
112.4198 114.6144
115.6663 115.3434
117.9766 112.6117
118.8341 113.562
116.9566 110.3587
114.0098 111.5373
111.5785 107.5181
115.4263 111.1986
113.488 109.5815
115.8653 108.8425
113.1357 112.0942
112.2886 106.8661
112.475 105.0439
110.1267 103.7774
111.1277 105.4854
116.5184 105.3254
119.9626 107.2097
118.687 104.4444
114.9905 105.8449
112.0327 107.281
114.6631 104.8454
115.2015 101.2929
118.3233 98.33499
116.5723 97.02964
115.3943 96.2689
115.2916 95.29729
118.791 95.55059
119.7499 94.53679
123.8867 96.30828
125.5829 97.64613
123.1399 100.0451
127.0032 102.2856
124.1296 103.8527
125.494 108.7496
122.4175 106.1404
122.4259 106.2809
127.5499 107.0896
125.8785 108.45
123.8734 109.1828
123.8611 111.8984
124.9252 114.4811
123.5304 114.7323
124.1585 114.7241
129.0944 113.4274
131.5444 114.6704
137.3775 116.2442
137.6332 111.6628
144.1046 110.9628
142.479 111.2607
143.2169 109.0523
143.2726 110.5527
142.9927 110.2957
144.71 107.7081
148.908 106.6065
150.6663 105.846
150.3279 107.1162
150.1504 108.981
150.6165 112.4463
149.1996 111.2698
150.5507 111.6355
149.7389 109.6955
150.4186 109.7452
151.5404 106.7117
154.1221 107.2177
154.0666 105.7113
153.1302 108.0284
152.8048 107.8698
151.8852 109.0881
151.5096 108.2368
152.8093 109.4385
154.2725 104.7296
155.4151 107.881
156.2476 108.6946
153.2679 111.1276
154.6133 111.1903
152.2301 110.906
152.539 110.7445
155.8424 114.0202
150.7215 113.0938
154.4435 111.6582
149.5492 110.7144
147.5631 109.5339
147.1505 106.1442
146.9742 103.6094
152.2944 108.2208
148.8498 108.2441
148.3183 110.1736
150.6111 112.1103
153.1601 112.8979
151.981 109.63
156.1381 107.6978
159.2027 112.7872
159.1369 110.8501
157.4341 111.6765
148.0622 109.7013
149.0911 109.205
145.8322 109.4
144.4986 109.7181
148.3542 107.4229
143.6299 105.8779
144.2464 104.1143
138.2322 101.9999
142.3105 97.46009
139.6071 97.8714
142.6466 98.8677
142.1197 98.50685
137.1773 98.71899
137.9575 94.30704
141.7043 96.76317
143.7512 94.74595
146.4351 95.95261
150.253 93.098
151.5255 92.95343
154.219 90.53006
152.8616 88.66403
144.9531 87.55946
146.1228 88.0775
148.1573 92.55136
150.5229 96.64886
147.3307 94.9062
144.8612 92.39475
142.2937 93.42227
145.5394 94.22322
145.9944 96.32234
141.3357 95.19757
140.1051 96.17178
135.22 94.94777
134.6713 94.80726
136.5009 92.85537
136.2357 93.7717
136.0598 95.4427
139.4743 96.5718
139.1047 96.05976
138.6428 95.23819
134.7947 99.236
139.0494 100.1576
144.0239 102.3957
140.8145 100.1648
142.7932 101.7447
142.394 104.7652
137.1599 107.1406
132.3566 106.718
129.4426 106.0949
130.6436 100.0049
130.5433 98.39903
131.5605 97.28511
136.7993 95.45933
132.5998 95.89742
135.3914 98.38647
133.9118 97.38258
135.145 97.06644
135.1439 93.57791
134.3261 94.65963
136.8805 96.04674
 137.791 96.39174
140.2084 97.9473
143.0455 96.85984
144.081 96.0791
143.5357 90.44099
146.5712 90.36551
143.4478 89.67908
141.071 89.34477
139.2883 87.2425
137.53 86.18809
138.2354 86.64257
135.5073 86.51802
137.7846 85.84081
135.6236 87.48858
134.3029 89.23706
135.8252 90.7787
135.8412 88.47224
139.3343 90.02791
136.9013 88.93795
136.179 85.76934
138.8079 87.34577
136.3006 88.63496
137.8235 86.42539
145.8918 88.92747
151.8957 88.57143
153.0651 89.99576
152.9972 89.69215
152.4662 89.74014
157.489 94.94648
160.1619 97.7731
159.5044 100.1348
161.9969 106.0215
163.1272 109.4441
163.0554 107.171
159.5986 109.212
165.1338 108.0478
171.48 112.8891
167.4197 112.866
164.3821 117.5788
169.9871 119.6943
167.3363 121.8391
163.1058 123.1748
163.4036 120.5474
164.9094 118.483
166.9574 120.7272
 Asset A Asset B Correlation
Portfolio Value 200,000 300,000 500,000
Daily Standard Deviation 2% 3% 0.5
Individual VAR
Weight 0.4 0.6
Portfolio SD 2.31%
Alpha Portfolio SD
10 day VAR Portfolio VAR

Diversification bene

Monte Carlo Simulation

5 91 97 103109115121127133139145151157163169175181187193199205211217223229235241247253

Stock 4 Stock 5 Stock 6 Stock 7 Stock 8 Stock 9 Stock 10

Equity Gold Correlation
300000 500000 -0.5
0.018 0.012
10583.805517 11759.78391
Alpha @ 97.5%
5400 6000 1.959964
5,723.64
11,218.12

11,125.47 176,611.37
 Input

FV 1000
time to M 8 years
Yield to m 6%
Coupon rate 5%

Period Cash Flow Present Value Weights Period*Weight

1 50 47.169811321 5.0% 0.050293
2 50 44.499822001 4.7% 0.094892
3 50 41.980964152 4.5% 0.134281
4 50 39.604683162 4.2% 0.168908
5 50 37.362908643 4.0% 0.199183
6 50 35.248027022 3.8% 0.225491
7 50 33.252855681 3.5% 0.248182
8 1050 658.78298991 70.2% 5.619205
937.90206189 6.740435 Macaulay Duration
6.358901 Modified Duration
Nelson and Siegel (1987)

Level slop shape decay

Maturity Yield b0 b1 b2 lambda
1 0.43% 0.0352 0.001 -0.31 10
2 -2.68%
3 -5.78%
4 -8.88%
5 -11.98%
6 -15.08%
7 -18.18% Maturity Coupon Price
8 -21.28% 1
9 -24.38% 2
10 -27.48% 3
11 -30.58% 4
12 -33.68% 5
13 -36.78% 6
14 -39.88% 7
15 -42.98% 8
16 -46.08% 9
17 -49.18% 10
18 -52.28%
19 -55.38%
20 -58.48%
21 -61.58%
22 -64.68%
23 -67.78%
24 -70.88%
25 -73.98%
26 -77.08%
27 -80.18%
28 -83.28%
29 -86.38%
30 -89.48%
𝑟(𝑡)=𝐵𝑒𝑡𝑎0+𝐵𝑒𝑡𝑎 (1−𝑒^ )/+…

Yield
20.00%

0.00%
0 5 10 15 20 25 30 35

-20.00%

-40.00%

-60.00%

-80.00%

-100.00%
^ )/+…

25 30 35