Giá mua $ 100 Lãi suất T-bill 0.

04
Bình phương Tỷ suất
Trạng thái Cổ tức Độ lệch so với
Xác suất Giá cuối năm HPY độ lệch so với sinh lợi
Thị trường tiền mặt trung bình
trung bình vượt trội
Rất tốt 0.25 126.50 4.50 0.3100 0.2124 0.0451 0.2700
Tốt 0.45 110.00 4.00 0.1400 0.0424 0.0018 0.1000
Xấu 0.25 89.75 3.50 -0.0675 -0.1651 0.0273 -0.1075
Đỗ vỡ 0.05 46.00 2.00 -0.5200 -0.6176 0.3815 -0.5600
Giá trị kỳ vọng (trung bình) 0.0976
Phương sai HPY 0.0380
Độ lệch chuẩn của HPY 0.1949
Phần rủi ro 0.05763
Độ lệch chuẩn của tỷ suất sinh lợi vượt trội

Kỳ FPT VIC VNM FPT-VIC

1 -0.015888 -0.11774674 0.01613 0.005642217
2 0.072663 -0.10025585 -0.04657 -0.00391033
3 -0.098015 0.014953743 0.00039 -0.00221992
4 0.214722 -0.11780505 -0.03097 -0.0210588
5 0.047772 0.123546837 -0.05337 0.001871976
6 0.021674 0.077003983 -0.05915 -0.00088401
7 0.294651 0.145072121 0.03192 0.038504017
8 0.077024 -0.08336992 -0.05348 -0.00359309
9 0.062993 0.040034456 0.00616 0.00126678
10 0.077892 -0.02295021 0.00251 -0.00094303
11 0.031668 0.156921824 -0.0072 -0.00018982
12 0.012171 0.019647064 -0.09628 -0.00044806
13 0.113389 0.03076861 0.13011 0.002639422
14 -0.020274 -0.01365604 -0.04305 0.000618921
15 -0.046218 -0.08020124 -0.01552 0.006183536
16 -0.056613 0.060671667 0.16885 -0.00560829
17 0.241507 0.113347436 0.09755 0.024068385
18 -0.281682 -0.19259363 -0.10232 0.059947539
19 0.067366 -0.0912187 -0.03812 -0.00307808
20 -0.159561 -0.00233398 -0.10925 6.269176E-05
Trung bình cộng 0.032862 -0.00200818 -0.01008
Hiệp phương sai 0.005203792
Hệ số tương quan
Bình phương
độ lệch so với
trung bình
0.04510
0.00180
0.02727
0.38146

0.1949
Phân tích phân bổ tài sản: Rủi ro và tỷ suất sinh lợi
Tỷ suất sinh lợi Độ lệch Hệ số tương Hiệp phương
kỳ vọng chuẩn quan sai
Chứng khoán 1 0.08 0.12 0.3 0.0072
Chứng khoán 2 0.13 0.2
T-bill 0.05

Tỷ trọng Tỷ trọng DMĐT kết hợp 2 chứng khoán

Chứng khoán 1 Chứng khoán 2 TSSL kỳ vọng (%) Độ lệch chuẩn (TSSL trên 1 đơn vị rủi ro (S)
1 0 8.00% 12.00% 0.25000
0.9 0.1 8.50% 11.56% 0.30281
0.8 0.2 9.00% 11.45% 0.34922
0.7 0.3 9.50% 11.70% 0.38474
0.6 0.4 10.00% 12.26% 0.40771
0.5 0.5 10.50% 13.11% 0.41937
0.4 0.6 11.00% 14.20% 0.42258
0.3 0.7 11.50% 15.47% 0.42027
0.2 0.8 12.00% 16.88% 0.41479
0.1 0.9 12.50% 18.40% 0.40771
0 1 13.00% 20.00% 0.40000

E(Rp) 5.00% 10.00%

ĐLC (p) 0.00% 12.26%

12.00%

10.00%

8.00%

6.00%

4.00%

2.00%

0.00%
0.00%
20%

14.00%

15% 12.00%

10.00%

10%
8.00%

6.00%

5%
4.00%

2.00%
0%
0% 5% 10% 15% 20% 25% 30% 35% 0.00%
0.00% 5.00%

ĐLC (p)
12.00%

10.00%

8.00%

6.00%

4.00%

2.00%

0.00%
0.00% 2.00% 4.00% 6.00% 8.00% 10.00% 12.00% 14.00%
 Chart Title
%

%
0.00% 5.00% 10.00% 15.00% 20.00% 25.00%
 GIÁ ĐÓNG CỬA THAY ĐỔI TSSL trung bình ngày
Ngày FPT VIC VNM FPT VIC VNM FPT VIC
8/31/2021 92.40 94.10 87.40 0.2169% 0.0000% 0.0000%
8/30/2021 92.20 94.10 87.40 0.2174% -0.7384% 0.4598%
8/27/2021 92.00 94.80 87.00 0.6565% 1.8260% 0.0000%
8/26/2021 91.40 93.10 87.00 -0.5441% -1.5856% 0.1151%
8/25/2021 91.90 94.60 86.90 0.0000% -0.8386% 0.6952%
8/24/2021 91.90 95.40 86.30 0.9890% -0.8316% 0.3488%
8/23/2021 91.00 96.20 86.00 -1.9397% -1.5353% -2.0501%
8/20/2021 92.80 97.70 87.80 -1.7989% -6.0577% -2.7685%
8/19/2021 94.50 104.00 90.30 0.5319% 6.2308% 0.3333%
8/18/2021 94.00 97.90 90.00 0.2132% -1.0111% 0.7839%
8/17/2021 93.80 98.90 89.30 -0.8457% -10.5787% -0.2235%
8/16/2021 94.60 110.60 89.50 -0.4211% -0.2705% -0.4449%
8/13/2021 95.00 110.90 89.90 1.2793% -0.1800% -0.6630%
8/12/2021 93.80 111.10 90.50 -2.3933% 0.0901% -0.4400%
8/11/2021 96.10 111.00 90.90 -1.7382% -1.7699% 1.6779%
8/10/2021 97.80 113.00 89.40 0.3077% -0.0884% 1.9384%
8/9/2021 97.50 113.10 87.70 0.9317% -0.1765% 0.5734%
8/6/2021 96.60 113.30 87.20 0.0000% -0.6140% 0.6928%
8/5/2021 96.60 114.00 86.60 1.0460% 0.0000% -0.5741%
8/4/2021 95.60 114.00 87.10 -0.2088% -0.4367% 0.0000%
8/3/2021 95.80 114.50 87.10 0.2092% 6.5116% 0.6936%
8/2/2021 95.60 107.50 86.50 1.7021% 0.2799% 0.4646% -0.0722% -0.5352%
7/30/2021 94.00 107.20 86.10 0.6424% 1.9981% -0.8065%
7/29/2021 93.40 105.10 86.80 1.5217% -0.0951% -0.1151%
7/28/2021 92.00 105.20 86.90 -1.2876% 0.8629% -0.6857%
7/27/2021 93.20 104.30 87.50 -0.5336% 0.0960% -1.5748%
7/26/2021 93.70 104.20 88.90 3.5359% 0.1923% 1.4840%
7/23/2021 90.50 104.00 87.60 1.2304% -2.0716% 0.9217%
7/22/2021 89.40 106.20 86.80 3.2333% 2.1154% 1.7585%
7/21/2021 86.60 104.00 85.30 -0.2304% 0.9709% -0.6985%
7/20/2021 86.80 103.00 85.90 2.4793% 0.0972% 1.0588%
7/19/2021 84.70 102.90 85.00 -2.4194% -2.7410% -1.0477%
7/16/2021 86.80 105.80 85.90 1.6393% 3.7255% 0.8216%
7/15/2021 85.40 102.00 85.20 0.2347% -0.9709% 0.2353%
7/14/2021 85.20 103.00 85.00 -2.0690% 0.0000% 0.8304%
7/13/2021 87.00 103.00 84.30 1.0453% -0.9615% -2.3175%
7/12/2021 86.10 104.00 86.30 -4.0134% -4.2357% -0.8046%
7/9/2021 89.70 108.60 87.00 -0.1114% -2.1622% -1.5837%
7/8/2021 89.80 111.00 88.40 -0.7735% -2.6316% -1.5590%
7/7/2021 90.50 114.00 89.80 4.0230% 1.7857% 3.2184%
7/6/2021 87.00 112.00 87.00 -6.1489% -2.6087% -2.4664%
7/5/2021 92.70 115.00 89.20 0.8705% -2.1277% -0.9989%
7/2/2021 91.90 117.50 90.10 3.3746% -0.9275% -0.8801%
7/1/2021 88.90 118.60 90.90 1.0227% -0.3361% 0.5531% 0.3303% -0.4557%
6/30/2021 88.00 119.00 90.40 -0.6772% 0.8475% -0.6593%
6/29/2021 88.60 118.00 91.00 3.3839% 1.1140% 2.0179%
6/28/2021 85.70 116.70 89.20 0.5869% -0.6809% -0.5574%
6/25/2021 85.20 117.50 89.70 0.5903% 0.0000% 1.1274%
6/24/2021 84.70 117.50 88.70 -0.2356% 0.5133% -1.4444%
6/23/2021 84.90 116.90 90.00 -0.5855% -0.5106% -0.6623%
6/22/2021 85.40 117.50 90.60 -0.2336% 0.0852% 0.0000%
6/21/2021 85.60 117.40 90.60 2.1480% 0.0000% -1.6287%
6/18/2021 83.80 117.40 92.10 1.4528% 0.3419% 1.2088%
6/17/2021 82.60 117.00 91.00 -0.6017% -1.7632% -0.8715%
6/16/2021 83.10 119.10 91.80 -0.1202% -2.1364% -1.1841%
6/15/2021 83.20 121.70 92.90 -0.7160% 1.4167% 0.4324%
6/14/2021 83.80 120.00 92.50 0.3593% 1.6949% 0.5435%
6/11/2021 83.50 118.00 92.00 1.9536% 1.2876% -0.2169%
6/10/2021 81.90 116.50 92.20 0.2448% -1.9360% 3.4792%
6/9/2021 81.70 118.80 89.10 1.1139% -0.8347% -0.6689%
6/8/2021 80.80 119.80 89.70 -2.2975% -2.6016% 0.3356%
6/7/2021 82.70 123.00 89.40 -2.3613% 1.6529% -0.1117%
6/4/2021 84.70 121.00 89.50 -0.5869% 2.1097% -0.7761%
6/3/2021 85.20 118.50 90.20 -0.3509% 0.8511% 0.8949%
6/2/2021 85.50 117.50 89.40 -1.8370% -2.0833% -0.5562%
6/1/2021 87.10 120.00 89.90 -11.0317% 2.1277% -0.6630% -0.4455% 0.0680%
5/31/2021 97.90 117.50 90.50 3.2700% -1.9199% -0.6586%
5/28/2021 94.80 119.80 91.10 1.0661% -0.4156% 0.6630%
5/27/2021 93.80 120.30 90.50 -1.5740% -1.1504% -0.5495%
5/26/2021 95.30 121.70 91.00 1.5991% -0.4906% 0.5525%
5/25/2021 93.80 122.30 90.50 0.3209% 0.1638% -0.7675%
5/24/2021 93.50 122.10 91.20 -0.3198% -0.3265% 2.2422%
5/21/2021 93.80 122.50 89.20 -1.7801% -0.3255% 1.3636%
5/20/2021 95.50 122.90 88.00 5.1762% 2.3314% 0.5714%
5/19/2021 90.80 120.10 87.50 4.3678% -0.7438% 0.5747%
5/18/2021 87.00 121.00 87.00 1.5169% -2.4194% -0.2294%
5/17/2021 85.70 124.00 87.20 1.0613% -1.0375% -2.5698%
5/14/2021 84.80 125.30 89.50 0.9524% -0.9486% -1.1050%
5/13/2021 84.00 126.50 90.50 -1.6393% -2.5424% -1.4161%
5/12/2021 85.40 129.80 91.80 0.2347% -0.9160% 0.6579%
5/11/2021 85.20 131.00 91.20 -0.6993% -1.1321% -1.9355%
5/10/2021 85.80 132.50 93.00 3.3735% 0.3788% 6.8966%
5/7/2021 83.00 132.00 87.00 0.3628% -0.3774% -2.9018%
5/6/2021 82.70 132.50 89.60 -0.2413% -0.8975% -2.6087%
5/5/2021 82.90 133.70 92.00 0.0000% 0.0749% 0.4367%
5/4/2021 82.90 133.60 91.60 2.4722% 1.9847% -2.0321% 0.9760% -0.5355%
4/29/2021 80.90 131.00 93.50 0.1238% -0.3802% -0.2134%
4/28/2021 80.80 131.50 93.70 0.1239% -0.4542% -2.0899%
4/27/2021 80.70 132.10 95.70 -0.3704% 0.4563% -0.3125%
4/26/2021 81.00 131.50 96.00 -2.4096% -4.9168% -3.5176%
4/23/2021 83.00 138.30 99.50 3.7500% -0.3602% 1.5306%
4/22/2021 80.00 138.80 98.00 -3.4982% -3.0049% -1.3092%
4/20/2021 82.90 143.10 99.30 1.7178% -0.6250% 3.3299%
4/19/2021 81.50 144.00 96.10 2.2585% 0.6993% -0.8256%
4/16/2021 79.70 143.00 96.90 -0.3750% 1.4904% -2.2200%
4/15/2021 80.00 140.90 99.10 -1.2346% 0.6429% -0.2014%
4/14/2021 81.00 140.00 99.30 0.3717% -0.4975% -0.7000%
4/13/2021 80.70 140.70 100.00 -1.7052% 6.5909% 0.0000%
4/12/2021 82.10 132.00 100.00 0.0000% 5.6845% 0.2004%
4/9/2021 82.10 124.90 99.80 3.1407% -0.3987% -0.1001%
4/8/2021 79.60 125.40 99.90 0.0000% -1.8011% -0.1998%
4/7/2021 79.60 127.70 100.10 0.2519% 0.5512% -1.3793%
4/6/2021 79.40 127.00 101.50 -0.2513% 2.1722% -1.0721%
4/5/2021 79.60 124.30 102.60 -0.2506% 1.0569% -0.0974%
4/2/2021 79.80 123.00 102.70 0.1255% 0.0000% 1.6832%
4/1/2021 79.70 123.00 101.00 2.5740% 4.3257% 2.6423% 0.2171% 0.5616%
3/31/2021 77.70 117.90 98.40 0.7782% 0.7692% -0.8065%
3/30/2021 77.10 117.00 99.20 -0.6443% 3.7234% 0.2020%
3/29/2021 77.60 112.80 99.00 1.9711% 0.3559% 1.6427%
3/26/2021 76.10 112.40 97.40 -0.6527% 1.8116% -1.1168%
3/25/2021 76.60 110.40 98.50 -0.5195% 2.3170% -0.2026%
3/24/2021 77.00 107.90 98.70 -2.2843% 1.3146% -1.4970%
3/23/2021 78.80 106.50 100.20 0.1271% -0.7456% -0.5952%
3/22/2021 78.70 107.30 100.80 -1.3784% -1.0148% -0.8850%
3/19/2021 79.80 108.40 101.70 -1.4815% 1.6886% -0.7805%
3/18/2021 81.00 106.60 102.50 0.2475% 1.8147% 1.9900%
3/17/2021 80.80 104.70 100.50 -0.2469% -0.6641% -0.4950%
3/16/2021 81.00 105.40 101.00 5.8824% -0.5660% -1.1742%
3/15/2021 76.50 106.00 102.20 0.0000% 0.0944% 0.0000%
3/12/2021 76.50 105.90 102.20 -0.2608% 0.0000% -0.5837%
3/11/2021 76.70 105.90 102.80 0.5242% -0.0943% 1.6815%
3/10/2021 76.30 106.00 101.10 1.7333% 1.6299% 0.5970%
3/9/2021 75.00 104.30 100.50 -1.0554% -1.6038% -1.6634%
3/8/2021 75.80 106.00 102.20 -0.1318% -0.2822% -0.7767%
3/5/2021 75.90 106.30 103.00 0.0000% -0.5613% -0.3868%
3/4/2021 75.90 106.90 103.40 -2.3166% 0.0000% -1.0526%
3/3/2021 77.70 106.90 104.50 -0.2567% -1.2015% -0.3813%
3/2/2021 77.90 108.20 104.90 0.0000% -0.2765% -0.6629%
3/1/2021 77.90 108.50 105.60 2.2310% -0.4587% 0.7634% 0.0985% 0.3500%
2/26/2021 76.20 109.00 104.80 0.0000% 0.0918% 0.1912%
2/25/2021 76.20 108.90 104.60 1.0610% 0.6470% -1.1342%
2/24/2021 75.40 108.20 105.80 -0.1325% -1.6364% -1.1215%
2/23/2021 75.50 110.00 107.00 -1.6927% 0.2735% -0.4651%
2/22/2021 76.80 109.70 107.50 0.2611% 0.6422% -0.4630%
2/19/2021 76.60 109.00 108.00 -2.0460% -0.9091% -0.9174%
2/18/2021 78.20 110.00 109.00 0.3851% 1.8519% 0.2760%
2/17/2021 77.90 108.00 108.70 4.4236% 1.6949% 0.6481%
2/9/2021 74.60 106.20 108.00 4.6283% 5.1485% 2.5641%
2/8/2021 71.30 101.00 105.30 -2.1948% -6.0465% -3.9234%
2/5/2021 72.90 107.50 109.60 0.5517% 2.3810% 0.7353%
2/4/2021 72.50 105.00 108.80 3.5714% -2.3256% -0.8204%
2/3/2021 70.00 107.50 109.70 6.0606% 1.5109% 3.1015%
2/2/2021 66.00 105.90 106.40 3.9370% 6.9697% 3.6027%
2/1/2021 63.50 99.00 102.70 1.2759% -0.4024% -0.0973% 1.3393% 0.6594%
1/29/2021 62.70 99.40 102.80 6.9966% 6.8817% 6.9719%
1/28/2021 58.60 93.00 96.10 -6.9841% -7.0000% -6.9700%
1/27/2021 63.00 100.00 103.30 -4.5455% -1.4778% -3.1865%
1/26/2021 66.00 101.50 106.70 -1.4925% -3.1489% -1.3863%
1/25/2021 67.00 104.80 108.20 0.1495% -0.1905% -0.4600%
1/22/2021 66.90 105.00 108.70 1.9817% -0.0951% -1.4506%
1/21/2021 65.60 105.10 110.30 3.6335% 1.7425% 1.1927%
1/20/2021 63.30 103.30 109.00 2.0968% 0.5842% 1.2071%
1/19/2021 62.00 102.70 107.70 -6.4857% -6.8903% -4.9426%
1/18/2021 66.30 110.30 113.30 -0.4505% -0.8094% -0.5268%
1/15/2021 66.60 111.20 113.90 0.3012% 0.7246% 0.7073%
1/14/2021 66.40 110.40 113.10 -0.1504% -0.6301% -1.2227%
1/13/2021 66.50 111.10 114.50 1.0638% -2.8846% -1.5477%
1/12/2021 65.80 114.40 116.30 1.7002% 0.5272% 0.3451%
1/11/2021 64.70 113.80 115.90 2.2117% 1.7889% 3.4821%
1/8/2021 63.30 111.80 112.00 1.2800% 1.5441% 1.4493%
1/7/2021 62.50 110.10 110.40 0.1603% -0.0907% 0.5464%
1/6/2021 62.40 110.20 109.80 -0.4785% 0.4558% -0.9025%
1/5/2021 62.70 109.70 110.80 4.1528% 1.5741% 1.3724%
1/4/2021 60.20 108.00 109.30 1.8613% -0.1848% 0.4596% 0.3501% -0.3790%
12/31/2020 59.10 108.20 108.80 1.7212% -0.2765% 0.0000%
12/30/2020 58.10 108.50 108.80 -0.8532% 1.8779% -0.3663%
12/29/2020 58.60 106.50 109.20 1.2090% 0.5666% 0.4600%
12/28/2020 57.90 105.90 108.70 0.5208% 0.0000% -0.2752%
12/25/2020 57.60 105.90 109.00 1.0526% 0.1892% 0.2760%
12/24/2020 57.00 105.70 108.70 -0.8696% 0.0000% -1.3612%
12/23/2020 57.50 105.70 110.20 -1.0327% 0.0000% 0.2730%
12/22/2020 58.10 105.70 109.90 1.0435% -0.6579% -0.9910%
12/21/2020 57.50 106.40 111.00 1.0545% 1.6237% 0.5435%
12/18/2020 56.90 104.70 110.40 0.7080% 0.0000% 0.0000%
12/17/2020 56.50 104.70 110.40 -1.0508% -2.1495% -1.0753%
12/16/2020 57.10 107.00 111.60 0.7055% 0.0000% 0.3597%
12/15/2020 56.70 107.00 111.20 -0.8741% -1.7447% -1.9400%
12/14/2020 57.20 108.90 113.40 0.3509% 1.9663% 0.7105%
12/11/2020 57.00 106.80 112.60 0.8850% 1.8112% 0.5357%
12/10/2020 56.50 104.90 112.00 -1.7391% -1.0377% 2.0966%
12/9/2020 57.50 106.00 109.70 2.3132% 0.9524% 0.4579%
12/8/2020 56.20 105.00 109.20 0.8977% -0.7561% -0.7273%
12/7/2020 55.70 105.80 110.00 0.0000% 0.0000% 0.9174%
12/4/2020 55.70 105.80 109.00 0.1799% 0.0000% -0.4566%
12/3/2020 55.60 105.80 109.50 0.0000% 0.7619% 0.4587%
12/2/2020 55.60 105.00 109.00 0.7246% 0.0000% -0.6381%
12/1/2020 55.20 105.00 109.70 -0.3610% 1.0587% 1.3863% 0.2863% 0.1820%
11/30/2020 55.40 103.90 108.20 -1.4235% -1.2357% -1.4572%
11/27/2020 56.20 105.20 109.80 0.8977% -0.8483% -0.0910%
11/26/2020 55.70 106.10 109.90 0.9058% 0.4735% -0.5430%
11/25/2020 55.20 105.60 110.50 -0.7194% 1.5385% 0.8212%
11/24/2020 55.60 104.00 109.60 -0.5367% 0.1927% -0.9042%
11/23/2020 55.90 103.80 110.60 1.2681% 0.0000% -0.2705%
11/20/2020 55.20 103.80 110.90 0.1815% -0.1923% 1.0939%
11/19/2020 55.10 104.00 109.70 2.0370% -0.8580% 0.2742%
11/18/2020 54.00 104.90 109.40 0.0000% -1.0377% 1.6729%
11/17/2020 54.00 106.00 107.60 1.3133% 3.9216% 0.4669%
11/16/2020 53.30 102.00 107.10 -0.9294% -5.0279% -0.2793%
11/13/2020 53.80 107.40 107.40 0.5607% 0.5618% 0.3738%
11/12/2020 53.50 106.80 107.00 0.9434% 0.9452% -0.4651%
11/11/2020 53.00 105.80 107.50 0.0000% 0.1894% 0.0000%
11/10/2020 53.00 105.60 107.50 -0.7491% -0.4713% -1.1949%
11/9/2020 53.40 106.10 108.80 1.9084% 0.9515% 0.0000%
11/6/2020 52.40 105.10 108.80 0.7692% 0.5742% 0.0000%
11/5/2020 52.00 104.50 108.80 -1.8868% 0.9662% 0.7407%
11/4/2020 53.00 103.50 108.00 0.3788% -0.8621% 0.2786%
11/3/2020 52.80 104.40 107.70 2.1277% -1.9718% 0.0929%
11/2/2020 51.70 106.50 107.60 0.3883% 0.0000% -0.3704% 0.3541% -0.1043%
10/30/2020 51.50 106.50 108.00 1.1788% 5.7597% 1.0290%
10/29/2020 50.90 100.70 106.90 0.3945% 0.4990% -0.4655%
10/28/2020 50.70 100.20 107.40 -2.6871% -5.2034% -2.0073%
10/27/2020 52.10 105.70 109.60 -1.3258% 0.5709% -0.8145%
10/26/2020 52.80 105.10 110.50 -2.0408% 1.0577% 0.4545%
10/23/2020 53.90 104.00 110.00 -0.1852% 3.8961% 3.0928%
10/22/2020 54.00 100.10 106.70 2.2727% 2.8777% 0.2820%
10/21/2020 52.80 97.30 106.40 -0.7519% -0.5112% 0.1883%
10/20/2020 53.20 97.80 106.20 -0.1876% 0.1024% -1.3928%
10/19/2020 53.30 97.70 107.70 0.1880% 0.1025% 0.2793%
10/16/2020 53.20 97.60 107.40 3.9063% 0.1026% -0.0930%
10/15/2020 51.20 97.50 107.50 0.3922% 2.6316% 0.0931%
10/14/2020 51.00 95.00 107.40 0.5917% 0.9564% 0.2801%
10/13/2020 50.70 94.10 107.10 -0.3929% 0.2130% 0.0935%
10/12/2020 50.90 93.90 107.00 0.1969% 0.3205% 0.2812%
10/9/2020 50.80 93.60 106.70 -0.5871% 1.4085% -0.1871%
10/8/2020 51.10 92.30 106.90 1.3889% -0.2162% -1.0185%
10/7/2020 50.40 92.50 108.00 -0.1980% 0.7625% 0.9346%
10/6/2020 50.50 91.80 107.00 0.0000% -1.6077% -0.2796%
10/5/2020 50.50 93.30 107.30 0.3976% -0.7447% -0.6481%
10/2/2020 50.30 94.00 108.00 -0.9843% 1.6216% -1.1894%
10/1/2020 50.80 92.50 109.30 1.6000% 1.0929% 0.3673% 0.1439% 0.7133%
9/30/2020 50.00 91.50 108.90 -0.3984% 0.0000% -0.2747%
9/29/2020 50.20 91.50 109.20 -1.7613% -1.4009% -14.8870%
9/28/2020 51.10 92.80 128.30 0.5906% 0.0000% 0.4699%
9/25/2020 50.80 92.80 127.70 0.5941% -0.2151% 0.3142%
9/24/2020 50.50 93.00 127.30 -1.1742% -1.5873% -1.4706%
9/23/2020 51.10 94.50 129.20 -0.3899% -0.1057% -0.3086%
9/22/2020 51.30 94.60 129.60 0.1953% -1.4583% -0.3843%
9/21/2020 51.20 96.00 130.10 0.0000% 2.1277% 2.9272%
9/18/2020 51.20 94.00 126.40 2.4000% 0.0000% 1.5261%
9/17/2020 50.00 94.00 124.50 -0.9901% -1.5707% 0.2415%
9/16/2020 50.50 95.50 124.20 1.0000% 0.5263% -0.4808%
9/15/2020 50.00 95.00 124.80 1.4199% 2.0408% 0.4831%
9/14/2020 49.30 93.10 124.20 0.3052% 2.1954% 0.3231%
9/11/2020 49.15 91.10 123.80 -0.1016% 0.6630% -0.7217%
9/10/2020 49.20 90.50 124.70 0.0000% 0.0000% 0.7270%
9/9/2020 49.20 90.50 123.80 -0.6061% 0.0000% -0.3221%
9/8/2020 49.50 90.50 124.20 2.0619% -1.0929% -1.4286%
9/7/2020 48.50 91.50 126.00 -3.0000% -2.6596% 0.8000%
 9/4/2020 50.00 94.00 125.00 -0.7937% -0.5291% 0.2406%
9/3/2020 50.40 94.50 124.70 1.0020% 1.9417% 1.2175%
9/1/2020 49.90 92.70 123.20 0.8081% 3.0000% 1.8182% 0.0553% 0.0893%
8/31/2020 49.50 90.00 121.00 -0.8016% 0.1112% 1.4250%
8/28/2020 49.90 89.90 119.30 0.1003% -1.2088% 1.7918%
8/27/2020 49.85 91.00 117.20 2.9959% 0.0000% 0.0854%
8/26/2020 48.40 91.00 117.10 -0.9212% 0.0000% -0.1705%
8/25/2020 48.85 91.00 117.30 0.8256% 2.2472% 0.6867%
8/24/2020 48.45 89.00 116.50 2.2152% 3.3682% 0.7785%
8/21/2020 47.40 86.10 115.60 0.7439% 0.1163% 0.3472%
8/20/2020 47.05 86.00 115.20 0.4269% -0.5780% -0.0867%
8/19/2020 46.85 86.50 115.30 0.0000% 0.0000% -0.2595%
8/18/2020 46.85 86.50 115.60 -0.3191% -1.3683% -1.1966%
8/17/2020 47.00 87.70 117.00 -1.6736% 0.3432% 0.2571%
8/14/2020 47.80 87.40 116.70 -0.3128% -0.6818% 0.2577%
8/13/2020 47.95 88.00 116.40 0.9474% 0.6865% 0.6920%
8/12/2020 47.50 87.40 115.60 1.0638% -0.1143% 0.9607%
8/11/2020 47.00 87.50 114.50 -0.4237% -0.7937% 0.0000%
8/10/2020 47.20 88.20 114.50 0.2123% 0.8000% -0.8658%
8/7/2020 47.10 87.50 115.50 0.6410% 0.0000% 0.6098%
8/6/2020 46.80 87.50 114.80 -0.4255% 0.5747% 2.4086%
8/5/2020 47.00 87.00 112.10 0.9667% -1.1364% 0.7188%
8/4/2020 46.55 88.00 111.30 1.4161% 0.4566% 1.9231%
8/3/2020 45.90 87.60 109.20 3.1461% 0.1143% 2.0561% 0.5154% 0.1399%
7/31/2020 44.50 87.50 107.00 -1.4396% 2.8202% -1.8349%
7/30/2020 45.15 85.10 109.00 1.3468% 1.9162% 2.8302%
7/29/2020 44.55 83.50 106.00 -2.5164% -1.9953% -3.5487%
7/28/2020 45.70 85.20 109.90 4.5767% 0.2353% 6.2863%
7/27/2020 43.70 85.00 103.40 -4.7930% -3.4091% -6.9307%
7/24/2020 45.90 88.00 111.10 -3.8743% -2.2222% -2.7145%
7/23/2020 47.75 90.00 114.20 0.7384% 0.2227% 0.0876%
7/22/2020 47.40 89.80 114.10 -0.8368% -0.4435% -1.6379%
7/21/2020 47.80 90.20 116.00 0.8439% 0.0000% 0.2593%
7/20/2020 47.40 90.20 115.70 -1.4553% -1.4208% -0.9418%
7/17/2020 48.10 91.50 116.80 -1.0288% -1.6129% -0.5957%
7/16/2020 48.60 93.00 117.50 0.0000% 2.7624% 1.2931%
7/15/2020 48.60 90.50 116.00 0.1030% -0.8762% 0.6944%
7/14/2020 48.55 91.30 115.20 -0.2055% 0.0000% 0.3484%
7/13/2020 48.65 91.30 114.80 1.7782% -0.1094% -0.4337%
7/10/2020 47.80 91.40 115.30 -1.1375% 0.4396% -0.5177%
7/9/2020 48.35 91.00 115.90 1.3627% 0.2203% 0.3463%
7/8/2020 47.70 90.80 115.50 0.5269% -0.2198% -0.4310%
7/7/2020 47.45 91.00 116.00 1.3889% -0.4376% -0.4292%
7/6/2020 46.80 91.40 116.50 1.1892% 1.3304% 2.1034%
7/3/2020 46.25 90.20 114.10 0.2167% 0.3337% 0.9735%
7/2/2020 46.15 89.90 113.00 -0.1082% -1.2088% -1.4821%
7/1/2020 46.20 91.00 114.70 1.2048% 2.2472% 1.7746% -0.0922% -0.0621%
6/30/2020 45.65 89.00 112.70 -0.8686% 0.0000% 0.7149%
6/29/2020 46.05 89.00 111.90 -1.7076% -2.7322% -3.4513%
6/26/2020 46.85 91.50 115.90 0.1068% -2.0343% -0.4296%
6/25/2020 46.80 93.40 116.40 -0.8475% -1.3728% -0.5978%
6/24/2020 47.20 94.70 117.10 -0.7361% 0.5308% 0.9483%
6/23/2020 47.55 94.20 116.00 1.1702% -2.7864% 0.5199%
6/22/2020 47.00 96.90 115.40 0.0000% -0.4111% 0.3478%
6/19/2020 47.00 97.30 115.00 0.8584% 6.9231% -0.1736%
6/18/2020 46.60 91.00 115.20 0.5394% -0.9793% -0.3460%
6/17/2020 46.35 91.90 115.60 -0.5365% -1.6060% -1.1966%
6/16/2020 46.60 93.40 117.00 1.3043% 4.9438% 4.4643%
6/15/2020 46.00 89.00 112.00 -2.1277% -3.0501% -5.0847%
6/12/2020 47.00 91.80 118.00 2.1739% -1.2903% -3.5159%
6/11/2020 46.00 93.00 122.30 -5.7377% -2.7197% -0.5691%
6/10/2020 48.80 95.60 123.00 -0.3064% -0.6237% -1.6000%
6/9/2020 48.95 96.20 125.00 -0.8105% 0.2083% 1.7915%
6/8/2020 49.35 96.00 122.80 1.3347% 1.0526% 3.0201%
6/5/2020 48.70 95.00 119.20 0.6198% -1.0417% 1.1885%
6/4/2020 48.40 96.00 117.80 -0.5139% -0.8264% 1.0292%
6/3/2020 48.65 96.80 116.60 1.3542% 0.1034% 0.5172%
6/2/2020 48.00 96.70 116.00 -0.6211% -0.5144% -0.0861%
6/1/2020 48.30 97.20 116.10 0.7299% 0.2062% 0.9565% -0.2101% -0.3646%
5/29/2020 47.95 97.00 115.00 -0.1042% 0.0000% 0.1742%
5/28/2020 48.00 97.00 114.80 0.0000% 0.1032% -0.1739%
5/27/2020 48.00 96.90 115.00 -1.6393% 0.0000% -2.2109%
5/26/2020 48.80 96.90 117.60 0.7224% -0.2060% 0.0000%
5/25/2020 48.45 97.10 117.60 0.0000% 0.7261% 2.7972%
5/22/2020 48.45 96.40 114.40 -1.7241% -1.6327% -0.5217%
5/21/2020 49.30 98.00 115.00 0.8180% 1.4493% 0.8772%
5/20/2020 48.90 96.60 114.00 -0.7107% 0.1036% 1.2433%
5/19/2020 49.25 96.50 112.60 1.8614% 0.0000% 1.3501%
5/18/2020 48.35 96.50 111.10 0.7292% -0.5155% 0.2708%
5/15/2020 48.00 97.00 110.80 -1.4374% 1.0417% -1.9469%
5/14/2020 48.70 96.00 113.00 -1.3171% 1.0526% -0.6157%
5/13/2020 49.35 95.00 113.70 -9.2831% -2.0619% -0.1756%
5/12/2020 54.40 97.00 113.90 0.7407% -0.5128% 4.9770%
5/11/2020 54.00 97.50 108.50 0.5587% 0.0000% 3.3333%
5/8/2020 53.70 97.50 105.00 0.3738% 1.5625% 1.5474%
5/7/2020 53.50 96.00 103.40 1.1342% 1.0526% 1.8719%
5/6/2020 52.90 95.00 101.50 3.9293% 2.4811% 0.9950%
5/5/2020 50.90 92.70 100.50 0.7921% 0.9804% 2.9713%
5/4/2020 50.50 91.80 97.60 -0.5906% -0.1088% -1.4141% -0.2573% 0.2758%
4/29/2020 50.80 91.90 99.00 0.1972% -0.1087% -1.4925%
4/28/2020 50.70 92.00 100.50 0.0000% 0.0000% -2.2374%
4/27/2020 50.70 92.00 102.80 -0.5882% -1.0753% 0.0000%
4/24/2020 51.00 93.00 102.80 0.0000% 0.0000% 6.9719%
4/23/2020 51.00 93.00 96.10 -0.1957% 0.5405% -1.4359%
4/22/2020 51.10 92.50 97.50 3.6511% -0.5376% 0.7231%
4/21/2020 49.30 93.00 96.80 -3.8986% -3.3264% -3.2000%
4/20/2020 51.30 96.20 100.00 0.1953% 0.1041% 0.7049%
4/17/2020 51.20 96.10 99.30 1.7893% 0.2086% 0.0000%
4/16/2020 50.30 95.90 99.30 0.3992% -0.1042% 0.1008%
4/15/2020 50.10 96.00 99.20 1.2121% 0.4184% 0.2020%
4/14/2020 49.50 95.60 99.00 6.4516% -0.4167% -0.1009%
4/13/2020 46.50 96.00 99.10 0.2155% 1.0526% -0.5020%
4/10/2020 46.40 95.00 99.60 -0.9605% -1.0417% -0.4995%
4/9/2020 46.85 96.00 100.10 0.0000% 2.1277% 1.1111%
4/8/2020 46.85 94.00 99.00 -0.9514% -3.3916% 0.5076%
4/7/2020 47.30 97.30 98.50 -0.4211% 0.0000% 2.3909%
4/6/2020 47.50 97.30 96.20 6.5022% 6.9231% 1.2632%
4/3/2020 44.60 91.00 95.00 5.4374% 5.8140% 1.0638%
4/1/2020 42.30 86.00 94.00 2.9197% 3.1175% 3.2967% 1.0978% 0.5152%
3/31/2020 41.10 83.40 91.00 1.7327% 2.4570% -0.2193%
3/30/2020 40.40 81.40 91.20 -6.2645% -6.2212% -3.0818%
3/27/2020 43.10 86.80 94.10 -2.4887% 6.1125% 0.1064%
3/26/2020 44.20 81.80 94.00 -3.9130% 6.9281% 2.1739%
3/25/2020 46.00 76.50 92.00 3.3708% 6.9930% 6.8525%
3/24/2020 44.50 71.50 86.10 0.2252% -6.9010% 2.8674%
3/23/2020 44.40 76.80 83.70 -6.9182% -6.9091% -7.0000%
3/20/2020 47.70 82.50 90.00 0.0000% -6.9899% 1.1236%
3/19/2020 47.70 88.70 89.00 -1.4463% -0.3371% -6.3158%
3/18/2020 48.40 89.00 95.00 -0.2062% 0.5650% -1.0417%
3/17/2020 48.50 88.50 96.00 1.8908% -4.3243% -1.0309%
3/16/2020 47.60 92.50 97.00 -1.1423% 0.0000% -2.1191%
3/13/2020 48.15 92.50 99.10 0.1040% 0.7625% -1.7839%
3/12/2020 48.10 91.80 100.90 -5.3150% -5.3608% -0.6890%
3/11/2020 50.80 97.00 101.60 -1.7408% -0.7165% -0.0983%
3/10/2020 51.70 97.70 101.70 2.7833% 0.0000% 4.8454%
3/9/2020 50.30 97.70 97.00 -6.8519% -6.9524% -6.9098%
3/6/2020 54.00 105.00 104.20 -1.0989% -0.5682% -0.2871%
3/5/2020 54.60 105.60 104.50 -1.6216% 0.0948% -0.2863%
3/4/2020 55.50 105.50 104.80 -0.7156% 0.0000% -0.4748%
3/3/2020 55.90 105.50 105.30 0.3591% 0.0949% 0.7656%
3/2/2020 55.70 105.40 104.50 1.0889% 0.0000% 0.0000% -1.2804% -0.8754%
2/28/2020 55.10 105.40 104.50 -1.6071% -0.1894% -2.7002%
2/27/2020 56.00 105.60 107.40 1.8182% -0.2833% 2.2857%
2/26/2020 55.00 105.90 105.00 1.8519% -1.0280% -2.7778%
2/25/2020 54.00 107.00 108.00 2.8571% -0.2796% 1.5038%
2/24/2020 52.50 107.30 106.40 -4.0219% -2.3658% -1.9355%
2/21/2020 54.70 109.90 108.50 -1.9713% -0.0909% 1.9737%
2/20/2020 55.80 110.00 106.40 0.1795% 4.7619% 0.0000%
2/19/2020 55.70 105.00 106.40 -0.5357% 0.4785% 0.8531%
2/18/2020 56.00 104.50 105.50 3.3210% -3.2407% -1.8605%
2/17/2020 54.20 108.00 107.50 -0.5505% -1.8182% 0.8443%
2/14/2020 54.50 110.00 106.60 0.3683% -2.1352% -0.2806%
2/13/2020 54.30 112.40 106.90 0.3697% 0.3571% -0.2799%
2/12/2020 54.10 112.00 107.20 0.9328% -1.2346% 0.0000%
2/11/2020 53.60 113.40 107.20 1.9011% -0.2639% -1.6514%
2/10/2020 52.60 113.70 109.00 -1.3133% -0.6119% -1.0889%
2/7/2020 53.30 114.40 110.20 -0.5597% 0.0000% 2.5116%
2/6/2020 53.60 114.40 107.50 3.0769% -0.0873% 0.8443%
2/5/2020 52.00 114.50 106.60 0.3861% -0.2613% 1.5238%
2/4/2020 51.80 114.80 105.00 0.5825% 0.0000% -3.0471%
 2/3/2020 51.50 114.80 108.30 -0.9615% 0.0000% -0.1843% 0.3062% -0.4146%
1/31/2020 52.00 114.80 108.50 -4.9360% -0.0870% -6.9468%
1/30/2020 54.70 114.90 116.60 -3.1858% 0.0000% -3.8747%
1/22/2020 56.50 114.90 121.30 1.8018% 0.0000% 0.2479%
1/21/2020 55.50 114.90 121.00 -3.3101% 0.0000% 1.6807%
1/20/2020 57.40 114.90 119.00 -0.3472% 0.0000% 0.3373%
1/17/2020 57.60 114.90 118.60 -0.6897% -0.0870% 0.3384%
1/16/2020 58.00 115.00 118.20 1.7544% 0.0000% 0.3396%
1/15/2020 57.00 115.00 117.80 0.0000% 0.0000% 0.0000%
1/14/2020 57.00 115.00 117.80 -0.1751% 0.0870% 0.3407%
1/13/2020 57.10 114.90 117.40 -0.6957% 0.0871% -1.2616%
1/10/2020 57.50 114.80 118.90 -0.1736% 0.0872% 0.2530%
1/9/2020 57.60 114.70 118.60 1.4085% 0.3500% -0.1684%
1/8/2020 56.80 114.30 118.80 -2.2375% -0.3487% 0.2532%
1/7/2020 58.10 114.70 118.50 1.9298% 0.1747% 0.9370%
1/6/2020 57.00 114.50 117.40 -1.0417% -0.6938% -0.7608%
1/3/2020 57.60 115.30 118.30 -1.7065% 0.2609% 0.3393% -0.7253% -0.0106%
1/2/2020 58.60 115.00 117.90
g bình ngày TSSL hằng tháng Tỷ suất sinh lợi và rủi ro
VNM FPT VIC VNM E(R ) PS ĐLC
-0.015888 -0.117747 0.016127 FPT 3.29% 1.75% 13.23%
0.072663 -0.100256 -0.046567 VIC -0.20% 0.97% 9.83%
-0.098015 0.014954 0.000393 VNM -1.01% 0.54% 7.32%
0.214722 -0.117805 -0.03097
0.047772 0.123547 -0.053371 Ma trận hiệp phương sai
0.021674 0.077004 -0.059147 FPT VIC VNM
0.294651 0.145072 0.031925 FPT 0.017506 0.005204 0.003735
0.077024 -0.08337 -0.053481 VIC 0.005204 0.009673 0.002721
0.062993 0.040034 0.006163 VNM 0.003735 0.002721 0.005361
0.077892 -0.02295 0.00251
0.031668 0.156922 -0.007202 Ma trận tỷ trọng TSSL và RR của DMĐT
0.012171 0.019647 -0.096276 FPT 30% E(Rp)
0.113389 0.030769 0.130107 VIC 40% PS (p)
-0.020274 -0.013656 -0.04305 VNM 30% ĐLC (p)
-0.046218 -0.080201 -0.015524 Tổng 100% Counter
-0.056613 0.060672 0.168849
0.241507 0.113347 0.097547 Ma trận chuyển vị tỷ trọng
-0.281682 -0.192594 -0.102322 FPT VIC VNM
0.067366 -0.091219 -0.038125 4% 26% 70%
-0.159561 -0.002334 -0.109248
Điều kiện
0.0733% Tổng wi 100% 100%
wi >=0

Bảng giá trị TSSL - ĐLC

E(Rp) -1.01% -0.64% -0.51%
ĐLC (p) 7.32% 6.79% 6.81%
Danh mục có PS bé nhất tổng thể
FPT VIC VNM
Tỷ trọng 4% 26% 70%
E(Rp) -0.64%
ĐLC (p) 6.79%

-0.2117%
0.0018%

-0.1408%
-0.2426%

-0.2688%

0.1451%
-0.2431%

0.0280%
0.0114%

-0.0327%
-0.4376%

0.5914%

-0.1957%
-0.0706%

0.7675%
0.4434%

-0.4651%
-0.1733%

-0.4966%
 Kiểm tra dữ liệu
FPT-VIC VIC-VNMVNM-FPT
0.005642 -0.003034 -0.001278 0.002377
-0.00391 0.003584 -0.001452 0.001584
-0.00222 0.000178 -0.001371 0.017129
-0.021059 0.002419 -0.003798 0.033073
0.001872 -0.005435 -0.000645 0.000222
-0.000884 -0.003877 0.000549 0.000125 FPT VIC VNM
0.038504 0.006179 0.010997 0.068534 FPT 0.017506 0.005204 0.003735
-0.003593 0.003531 -0.001917 0.00195 VIC 0.005204 0.009673 0.002721
0.001267 0.000683 0.00049 0.000908 VNM 0.003735 0.002721 0.005361
-0.000943 -0.000264 0.000567 0.002028
TSSL và RR của DMĐT -0.00019 0.000458 -3.44E-06 1.426E-06
-0.64% -0.000448 -0.001867 0.001783 0.000428
0.46% 0.002639 0.004595 0.011289 0.006485
6.79% 0.000619 0.000384 0.001752 0.002823
3.29% 0.006184 0.000425 0.00043 0.006254
-0.005608 0.011215 -0.01601 0.008006
0.024068 0.012416 0.022456 0.043533
0.059948 0.017579 0.029013 0.098938
-0.003078 0.002502 -0.000968 0.00119
6.269E-05 3.231E-05 0.019082 0.037027
0.098872 0.051705 0.070966 0.332614
0.017506
0.13231

-0.01% 0.49% 0.99% 1.49% 1.99% 2.49% 2.99% 3.29%

7.03% 7.54% 8.26% 9.15% 10.17% 11.28% 12.47% 13.23%

Đường biên hiệu quả

4.00%

3.00%

2.00%

1.00%

0.00%
6% 7% 8% 9% 10% 11% 12% 13% 14%

-1.00%

-2.00%
13% 14%
 GIÁ ĐÓNG CỬA THAY ĐỔI TSSL trung bình ngày
Ngày FPT VIC VNM FPT VIC VNM FPT VIC
8/31/2021 92.40 94.10 87.40 0.2169% 0.0000% 0.0000%
8/30/2021 92.20 94.10 87.40 0.2174% -0.7384% 0.4598%
8/27/2021 92.00 94.80 87.00 0.6565% 1.8260% 0.0000%
8/26/2021 91.40 93.10 87.00 -0.5441% -1.5856% 0.1151%
8/25/2021 91.90 94.60 86.90 0.0000% -0.8386% 0.6952%
8/24/2021 91.90 95.40 86.30 0.9890% -0.8316% 0.3488%
8/23/2021 91.00 96.20 86.00 -1.9397% -1.5353% -2.0501%
8/20/2021 92.80 97.70 87.80 -1.7989% -6.0577% -2.7685%
8/19/2021 94.50 104.00 90.30 0.5319% 6.2308% 0.3333%
8/18/2021 94.00 97.90 90.00 0.2132% -1.0111% 0.7839%
8/17/2021 93.80 98.90 89.30 -0.8457% -10.5787% -0.2235%
8/16/2021 94.60 110.60 89.50 -0.4211% -0.2705% -0.4449%
8/13/2021 95.00 110.90 89.90 1.2793% -0.1800% -0.6630%
8/12/2021 93.80 111.10 90.50 -2.3933% 0.0901% -0.4400%
8/11/2021 96.10 111.00 90.90 -1.7382% -1.7699% 1.6779%
8/10/2021 97.80 113.00 89.40 0.3077% -0.0884% 1.9384%
8/9/2021 97.50 113.10 87.70 0.9317% -0.1765% 0.5734%
8/6/2021 96.60 113.30 87.20 0.0000% -0.6140% 0.6928%
8/5/2021 96.60 114.00 86.60 1.0460% 0.0000% -0.5741%
8/4/2021 95.60 114.00 87.10 -0.2088% -0.4367% 0.0000%
8/3/2021 95.80 114.50 87.10 0.2092% 6.5116% 0.6936%
8/2/2021 95.60 107.50 86.50 1.7021% 0.2799% 0.4646% -0.0722% -0.5352%
7/30/2021 94.00 107.20 86.10 0.6424% 1.9981% -0.8065%
7/29/2021 93.40 105.10 86.80 1.5217% -0.0951% -0.1151%
7/28/2021 92.00 105.20 86.90 -1.2876% 0.8629% -0.6857%
7/27/2021 93.20 104.30 87.50 -0.5336% 0.0960% -1.5748%
7/26/2021 93.70 104.20 88.90 3.5359% 0.1923% 1.4840%
7/23/2021 90.50 104.00 87.60 1.2304% -2.0716% 0.9217%
7/22/2021 89.40 106.20 86.80 3.2333% 2.1154% 1.7585%
7/21/2021 86.60 104.00 85.30 -0.2304% 0.9709% -0.6985%
7/20/2021 86.80 103.00 85.90 2.4793% 0.0972% 1.0588%
7/19/2021 84.70 102.90 85.00 -2.4194% -2.7410% -1.0477%
7/16/2021 86.80 105.80 85.90 1.6393% 3.7255% 0.8216%
7/15/2021 85.40 102.00 85.20 0.2347% -0.9709% 0.2353%
7/14/2021 85.20 103.00 85.00 -2.0690% 0.0000% 0.8304%
7/13/2021 87.00 103.00 84.30 1.0453% -0.9615% -2.3175%
7/12/2021 86.10 104.00 86.30 -4.0134% -4.2357% -0.8046%
7/9/2021 89.70 108.60 87.00 -0.1114% -2.1622% -1.5837%
7/8/2021 89.80 111.00 88.40 -0.7735% -2.6316% -1.5590%
7/7/2021 90.50 114.00 89.80 4.0230% 1.7857% 3.2184%
7/6/2021 87.00 112.00 87.00 -6.1489% -2.6087% -2.4664%
7/5/2021 92.70 115.00 89.20 0.8705% -2.1277% -0.9989%
7/2/2021 91.90 117.50 90.10 3.3746% -0.9275% -0.8801%
7/1/2021 88.90 118.60 90.90 1.0227% -0.3361% 0.5531% 0.3303% -0.4557%
6/30/2021 88.00 119.00 90.40 -0.6772% 0.8475% -0.6593%
6/29/2021 88.60 118.00 91.00 3.3839% 1.1140% 2.0179%
6/28/2021 85.70 116.70 89.20 0.5869% -0.6809% -0.5574%
6/25/2021 85.20 117.50 89.70 0.5903% 0.0000% 1.1274%
6/24/2021 84.70 117.50 88.70 -0.2356% 0.5133% -1.4444%
6/23/2021 84.90 116.90 90.00 -0.5855% -0.5106% -0.6623%
6/22/2021 85.40 117.50 90.60 -0.2336% 0.0852% 0.0000%
6/21/2021 85.60 117.40 90.60 2.1480% 0.0000% -1.6287%
6/18/2021 83.80 117.40 92.10 1.4528% 0.3419% 1.2088%
6/17/2021 82.60 117.00 91.00 -0.6017% -1.7632% -0.8715%
6/16/2021 83.10 119.10 91.80 -0.1202% -2.1364% -1.1841%
6/15/2021 83.20 121.70 92.90 -0.7160% 1.4167% 0.4324%
6/14/2021 83.80 120.00 92.50 0.3593% 1.6949% 0.5435%
6/11/2021 83.50 118.00 92.00 1.9536% 1.2876% -0.2169%
6/10/2021 81.90 116.50 92.20 0.2448% -1.9360% 3.4792%
6/9/2021 81.70 118.80 89.10 1.1139% -0.8347% -0.6689%
6/8/2021 80.80 119.80 89.70 -2.2975% -2.6016% 0.3356%
6/7/2021 82.70 123.00 89.40 -2.3613% 1.6529% -0.1117%
6/4/2021 84.70 121.00 89.50 -0.5869% 2.1097% -0.7761%
6/3/2021 85.20 118.50 90.20 -0.3509% 0.8511% 0.8949%
6/2/2021 85.50 117.50 89.40 -1.8370% -2.0833% -0.5562%
6/1/2021 87.10 120.00 89.90 -11.0317% 2.1277% -0.6630% -0.4455% 0.0680%
5/31/2021 97.90 117.50 90.50 3.2700% -1.9199% -0.6586%
5/28/2021 94.80 119.80 91.10 1.0661% -0.4156% 0.6630%
5/27/2021 93.80 120.30 90.50 -1.5740% -1.1504% -0.5495%
5/26/2021 95.30 121.70 91.00 1.5991% -0.4906% 0.5525%
5/25/2021 93.80 122.30 90.50 0.3209% 0.1638% -0.7675%
5/24/2021 93.50 122.10 91.20 -0.3198% -0.3265% 2.2422%
5/21/2021 93.80 122.50 89.20 -1.7801% -0.3255% 1.3636%
5/20/2021 95.50 122.90 88.00 5.1762% 2.3314% 0.5714%
5/19/2021 90.80 120.10 87.50 4.3678% -0.7438% 0.5747%
5/18/2021 87.00 121.00 87.00 1.5169% -2.4194% -0.2294%
5/17/2021 85.70 124.00 87.20 1.0613% -1.0375% -2.5698%
5/14/2021 84.80 125.30 89.50 0.9524% -0.9486% -1.1050%
5/13/2021 84.00 126.50 90.50 -1.6393% -2.5424% -1.4161%
5/12/2021 85.40 129.80 91.80 0.2347% -0.9160% 0.6579%
5/11/2021 85.20 131.00 91.20 -0.6993% -1.1321% -1.9355%
5/10/2021 85.80 132.50 93.00 3.3735% 0.3788% 6.8966%
5/7/2021 83.00 132.00 87.00 0.3628% -0.3774% -2.9018%
5/6/2021 82.70 132.50 89.60 -0.2413% -0.8975% -2.6087%
5/5/2021 82.90 133.70 92.00 0.0000% 0.0749% 0.4367%
5/4/2021 82.90 133.60 91.60 2.4722% 1.9847% -2.0321% 0.9760% -0.5355%
4/29/2021 80.90 131.00 93.50 0.1238% -0.3802% -0.2134%
4/28/2021 80.80 131.50 93.70 0.1239% -0.4542% -2.0899%
4/27/2021 80.70 132.10 95.70 -0.3704% 0.4563% -0.3125%
4/26/2021 81.00 131.50 96.00 -2.4096% -4.9168% -3.5176%
4/23/2021 83.00 138.30 99.50 3.7500% -0.3602% 1.5306%
4/22/2021 80.00 138.80 98.00 -3.4982% -3.0049% -1.3092%
4/20/2021 82.90 143.10 99.30 1.7178% -0.6250% 3.3299%
4/19/2021 81.50 144.00 96.10 2.2585% 0.6993% -0.8256%
4/16/2021 79.70 143.00 96.90 -0.3750% 1.4904% -2.2200%
4/15/2021 80.00 140.90 99.10 -1.2346% 0.6429% -0.2014%
4/14/2021 81.00 140.00 99.30 0.3717% -0.4975% -0.7000%
4/13/2021 80.70 140.70 100.00 -1.7052% 6.5909% 0.0000%
4/12/2021 82.10 132.00 100.00 0.0000% 5.6845% 0.2004%
4/9/2021 82.10 124.90 99.80 3.1407% -0.3987% -0.1001%
4/8/2021 79.60 125.40 99.90 0.0000% -1.8011% -0.1998%
4/7/2021 79.60 127.70 100.10 0.2519% 0.5512% -1.3793%
4/6/2021 79.40 127.00 101.50 -0.2513% 2.1722% -1.0721%
4/5/2021 79.60 124.30 102.60 -0.2506% 1.0569% -0.0974%
4/2/2021 79.80 123.00 102.70 0.1255% 0.0000% 1.6832%
4/1/2021 79.70 123.00 101.00 2.5740% 4.3257% 2.6423% 0.2171% 0.5616%
3/31/2021 77.70 117.90 98.40 0.7782% 0.7692% -0.8065%
3/30/2021 77.10 117.00 99.20 -0.6443% 3.7234% 0.2020%
3/29/2021 77.60 112.80 99.00 1.9711% 0.3559% 1.6427%
3/26/2021 76.10 112.40 97.40 -0.6527% 1.8116% -1.1168%
3/25/2021 76.60 110.40 98.50 -0.5195% 2.3170% -0.2026%
3/24/2021 77.00 107.90 98.70 -2.2843% 1.3146% -1.4970%
3/23/2021 78.80 106.50 100.20 0.1271% -0.7456% -0.5952%
3/22/2021 78.70 107.30 100.80 -1.3784% -1.0148% -0.8850%
3/19/2021 79.80 108.40 101.70 -1.4815% 1.6886% -0.7805%
3/18/2021 81.00 106.60 102.50 0.2475% 1.8147% 1.9900%
3/17/2021 80.80 104.70 100.50 -0.2469% -0.6641% -0.4950%
3/16/2021 81.00 105.40 101.00 5.8824% -0.5660% -1.1742%
3/15/2021 76.50 106.00 102.20 0.0000% 0.0944% 0.0000%
3/12/2021 76.50 105.90 102.20 -0.2608% 0.0000% -0.5837%
3/11/2021 76.70 105.90 102.80 0.5242% -0.0943% 1.6815%
3/10/2021 76.30 106.00 101.10 1.7333% 1.6299% 0.5970%
3/9/2021 75.00 104.30 100.50 -1.0554% -1.6038% -1.6634%
3/8/2021 75.80 106.00 102.20 -0.1318% -0.2822% -0.7767%
3/5/2021 75.90 106.30 103.00 0.0000% -0.5613% -0.3868%
3/4/2021 75.90 106.90 103.40 -2.3166% 0.0000% -1.0526%
3/3/2021 77.70 106.90 104.50 -0.2567% -1.2015% -0.3813%
3/2/2021 77.90 108.20 104.90 0.0000% -0.2765% -0.6629%
3/1/2021 77.90 108.50 105.60 2.2310% -0.4587% 0.7634% 0.0985% 0.3500%
2/26/2021 76.20 109.00 104.80 0.0000% 0.0918% 0.1912%
2/25/2021 76.20 108.90 104.60 1.0610% 0.6470% -1.1342%
2/24/2021 75.40 108.20 105.80 -0.1325% -1.6364% -1.1215%
2/23/2021 75.50 110.00 107.00 -1.6927% 0.2735% -0.4651%
2/22/2021 76.80 109.70 107.50 0.2611% 0.6422% -0.4630%
2/19/2021 76.60 109.00 108.00 -2.0460% -0.9091% -0.9174%
2/18/2021 78.20 110.00 109.00 0.3851% 1.8519% 0.2760%
2/17/2021 77.90 108.00 108.70 4.4236% 1.6949% 0.6481%
2/9/2021 74.60 106.20 108.00 4.6283% 5.1485% 2.5641%
2/8/2021 71.30 101.00 105.30 -2.1948% -6.0465% -3.9234%
2/5/2021 72.90 107.50 109.60 0.5517% 2.3810% 0.7353%
2/4/2021 72.50 105.00 108.80 3.5714% -2.3256% -0.8204%
2/3/2021 70.00 107.50 109.70 6.0606% 1.5109% 3.1015%
2/2/2021 66.00 105.90 106.40 3.9370% 6.9697% 3.6027%
2/1/2021 63.50 99.00 102.70 1.2759% -0.4024% -0.0973% 1.3393% 0.6594%
1/29/2021 62.70 99.40 102.80 6.9966% 6.8817% 6.9719%
1/28/2021 58.60 93.00 96.10 -6.9841% -7.0000% -6.9700%
1/27/2021 63.00 100.00 103.30 -4.5455% -1.4778% -3.1865%
1/26/2021 66.00 101.50 106.70 -1.4925% -3.1489% -1.3863%
1/25/2021 67.00 104.80 108.20 0.1495% -0.1905% -0.4600%
1/22/2021 66.90 105.00 108.70 1.9817% -0.0951% -1.4506%
1/21/2021 65.60 105.10 110.30 3.6335% 1.7425% 1.1927%
1/20/2021 63.30 103.30 109.00 2.0968% 0.5842% 1.2071%
1/19/2021 62.00 102.70 107.70 -6.4857% -6.8903% -4.9426%
1/18/2021 66.30 110.30 113.30 -0.4505% -0.8094% -0.5268%
1/15/2021 66.60 111.20 113.90 0.3012% 0.7246% 0.7073%
1/14/2021 66.40 110.40 113.10 -0.1504% -0.6301% -1.2227%
1/13/2021 66.50 111.10 114.50 1.0638% -2.8846% -1.5477%
1/12/2021 65.80 114.40 116.30 1.7002% 0.5272% 0.3451%
1/11/2021 64.70 113.80 115.90 2.2117% 1.7889% 3.4821%
1/8/2021 63.30 111.80 112.00 1.2800% 1.5441% 1.4493%
1/7/2021 62.50 110.10 110.40 0.1603% -0.0907% 0.5464%
1/6/2021 62.40 110.20 109.80 -0.4785% 0.4558% -0.9025%
1/5/2021 62.70 109.70 110.80 4.1528% 1.5741% 1.3724%
1/4/2021 60.20 108.00 109.30 1.8613% -0.1848% 0.4596% 0.3501% -0.3790%
12/31/2020 59.10 108.20 108.80 1.7212% -0.2765% 0.0000%
12/30/2020 58.10 108.50 108.80 -0.8532% 1.8779% -0.3663%
12/29/2020 58.60 106.50 109.20 1.2090% 0.5666% 0.4600%
12/28/2020 57.90 105.90 108.70 0.5208% 0.0000% -0.2752%
12/25/2020 57.60 105.90 109.00 1.0526% 0.1892% 0.2760%
12/24/2020 57.00 105.70 108.70 -0.8696% 0.0000% -1.3612%
12/23/2020 57.50 105.70 110.20 -1.0327% 0.0000% 0.2730%
12/22/2020 58.10 105.70 109.90 1.0435% -0.6579% -0.9910%
12/21/2020 57.50 106.40 111.00 1.0545% 1.6237% 0.5435%
12/18/2020 56.90 104.70 110.40 0.7080% 0.0000% 0.0000%
12/17/2020 56.50 104.70 110.40 -1.0508% -2.1495% -1.0753%
12/16/2020 57.10 107.00 111.60 0.7055% 0.0000% 0.3597%
12/15/2020 56.70 107.00 111.20 -0.8741% -1.7447% -1.9400%
12/14/2020 57.20 108.90 113.40 0.3509% 1.9663% 0.7105%
12/11/2020 57.00 106.80 112.60 0.8850% 1.8112% 0.5357%
12/10/2020 56.50 104.90 112.00 -1.7391% -1.0377% 2.0966%
12/9/2020 57.50 106.00 109.70 2.3132% 0.9524% 0.4579%
12/8/2020 56.20 105.00 109.20 0.8977% -0.7561% -0.7273%
12/7/2020 55.70 105.80 110.00 0.0000% 0.0000% 0.9174%
12/4/2020 55.70 105.80 109.00 0.1799% 0.0000% -0.4566%
12/3/2020 55.60 105.80 109.50 0.0000% 0.7619% 0.4587%
12/2/2020 55.60 105.00 109.00 0.7246% 0.0000% -0.6381%
12/1/2020 55.20 105.00 109.70 -0.3610% 1.0587% 1.3863% 0.2863% 0.1820%
11/30/2020 55.40 103.90 108.20 -1.4235% -1.2357% -1.4572%
11/27/2020 56.20 105.20 109.80 0.8977% -0.8483% -0.0910%
11/26/2020 55.70 106.10 109.90 0.9058% 0.4735% -0.5430%
11/25/2020 55.20 105.60 110.50 -0.7194% 1.5385% 0.8212%
11/24/2020 55.60 104.00 109.60 -0.5367% 0.1927% -0.9042%
11/23/2020 55.90 103.80 110.60 1.2681% 0.0000% -0.2705%
11/20/2020 55.20 103.80 110.90 0.1815% -0.1923% 1.0939%
11/19/2020 55.10 104.00 109.70 2.0370% -0.8580% 0.2742%
11/18/2020 54.00 104.90 109.40 0.0000% -1.0377% 1.6729%
11/17/2020 54.00 106.00 107.60 1.3133% 3.9216% 0.4669%
11/16/2020 53.30 102.00 107.10 -0.9294% -5.0279% -0.2793%
11/13/2020 53.80 107.40 107.40 0.5607% 0.5618% 0.3738%
11/12/2020 53.50 106.80 107.00 0.9434% 0.9452% -0.4651%
11/11/2020 53.00 105.80 107.50 0.0000% 0.1894% 0.0000%
11/10/2020 53.00 105.60 107.50 -0.7491% -0.4713% -1.1949%
11/9/2020 53.40 106.10 108.80 1.9084% 0.9515% 0.0000%
11/6/2020 52.40 105.10 108.80 0.7692% 0.5742% 0.0000%
11/5/2020 52.00 104.50 108.80 -1.8868% 0.9662% 0.7407%
11/4/2020 53.00 103.50 108.00 0.3788% -0.8621% 0.2786%
11/3/2020 52.80 104.40 107.70 2.1277% -1.9718% 0.0929%
11/2/2020 51.70 106.50 107.60 0.3883% 0.0000% -0.3704% 0.3541% -0.1043%
10/30/2020 51.50 106.50 108.00 1.1788% 5.7597% 1.0290%
10/29/2020 50.90 100.70 106.90 0.3945% 0.4990% -0.4655%
10/28/2020 50.70 100.20 107.40 -2.6871% -5.2034% -2.0073%
10/27/2020 52.10 105.70 109.60 -1.3258% 0.5709% -0.8145%
10/26/2020 52.80 105.10 110.50 -2.0408% 1.0577% 0.4545%
10/23/2020 53.90 104.00 110.00 -0.1852% 3.8961% 3.0928%
10/22/2020 54.00 100.10 106.70 2.2727% 2.8777% 0.2820%
10/21/2020 52.80 97.30 106.40 -0.7519% -0.5112% 0.1883%
10/20/2020 53.20 97.80 106.20 -0.1876% 0.1024% -1.3928%
10/19/2020 53.30 97.70 107.70 0.1880% 0.1025% 0.2793%
10/16/2020 53.20 97.60 107.40 3.9063% 0.1026% -0.0930%
10/15/2020 51.20 97.50 107.50 0.3922% 2.6316% 0.0931%
10/14/2020 51.00 95.00 107.40 0.5917% 0.9564% 0.2801%
10/13/2020 50.70 94.10 107.10 -0.3929% 0.2130% 0.0935%
10/12/2020 50.90 93.90 107.00 0.1969% 0.3205% 0.2812%
10/9/2020 50.80 93.60 106.70 -0.5871% 1.4085% -0.1871%
10/8/2020 51.10 92.30 106.90 1.3889% -0.2162% -1.0185%
10/7/2020 50.40 92.50 108.00 -0.1980% 0.7625% 0.9346%
10/6/2020 50.50 91.80 107.00 0.0000% -1.6077% -0.2796%
10/5/2020 50.50 93.30 107.30 0.3976% -0.7447% -0.6481%
10/2/2020 50.30 94.00 108.00 -0.9843% 1.6216% -1.1894%
10/1/2020 50.80 92.50 109.30 1.6000% 1.0929% 0.3673% 0.1439% 0.7133%
9/30/2020 50.00 91.50 108.90 -0.3984% 0.0000% -0.2747%
9/29/2020 50.20 91.50 109.20 -1.7613% -1.4009% -14.8870%
9/28/2020 51.10 92.80 128.30 0.5906% 0.0000% 0.4699%
9/25/2020 50.80 92.80 127.70 0.5941% -0.2151% 0.3142%
9/24/2020 50.50 93.00 127.30 -1.1742% -1.5873% -1.4706%
9/23/2020 51.10 94.50 129.20 -0.3899% -0.1057% -0.3086%
9/22/2020 51.30 94.60 129.60 0.1953% -1.4583% -0.3843%
9/21/2020 51.20 96.00 130.10 0.0000% 2.1277% 2.9272%
9/18/2020 51.20 94.00 126.40 2.4000% 0.0000% 1.5261%
9/17/2020 50.00 94.00 124.50 -0.9901% -1.5707% 0.2415%
9/16/2020 50.50 95.50 124.20 1.0000% 0.5263% -0.4808%
9/15/2020 50.00 95.00 124.80 1.4199% 2.0408% 0.4831%
9/14/2020 49.30 93.10 124.20 0.3052% 2.1954% 0.3231%
9/11/2020 49.15 91.10 123.80 -0.1016% 0.6630% -0.7217%
9/10/2020 49.20 90.50 124.70 0.0000% 0.0000% 0.7270%
9/9/2020 49.20 90.50 123.80 -0.6061% 0.0000% -0.3221%
9/8/2020 49.50 90.50 124.20 2.0619% -1.0929% -1.4286%
9/7/2020 48.50 91.50 126.00 -3.0000% -2.6596% 0.8000%
 9/4/2020 50.00 94.00 125.00 -0.7937% -0.5291% 0.2406%
9/3/2020 50.40 94.50 124.70 1.0020% 1.9417% 1.2175%
9/1/2020 49.90 92.70 123.20 0.8081% 3.0000% 1.8182% 0.0553% 0.0893%
8/31/2020 49.50 90.00 121.00 -0.8016% 0.1112% 1.4250%
8/28/2020 49.90 89.90 119.30 0.1003% -1.2088% 1.7918%
8/27/2020 49.85 91.00 117.20 2.9959% 0.0000% 0.0854%
8/26/2020 48.40 91.00 117.10 -0.9212% 0.0000% -0.1705%
8/25/2020 48.85 91.00 117.30 0.8256% 2.2472% 0.6867%
8/24/2020 48.45 89.00 116.50 2.2152% 3.3682% 0.7785%
8/21/2020 47.40 86.10 115.60 0.7439% 0.1163% 0.3472%
8/20/2020 47.05 86.00 115.20 0.4269% -0.5780% -0.0867%
8/19/2020 46.85 86.50 115.30 0.0000% 0.0000% -0.2595%
8/18/2020 46.85 86.50 115.60 -0.3191% -1.3683% -1.1966%
8/17/2020 47.00 87.70 117.00 -1.6736% 0.3432% 0.2571%
8/14/2020 47.80 87.40 116.70 -0.3128% -0.6818% 0.2577%
8/13/2020 47.95 88.00 116.40 0.9474% 0.6865% 0.6920%
8/12/2020 47.50 87.40 115.60 1.0638% -0.1143% 0.9607%
8/11/2020 47.00 87.50 114.50 -0.4237% -0.7937% 0.0000%
8/10/2020 47.20 88.20 114.50 0.2123% 0.8000% -0.8658%
8/7/2020 47.10 87.50 115.50 0.6410% 0.0000% 0.6098%
8/6/2020 46.80 87.50 114.80 -0.4255% 0.5747% 2.4086%
8/5/2020 47.00 87.00 112.10 0.9667% -1.1364% 0.7188%
8/4/2020 46.55 88.00 111.30 1.4161% 0.4566% 1.9231%
8/3/2020 45.90 87.60 109.20 3.1461% 0.1143% 2.0561% 0.5154% 0.1399%
7/31/2020 44.50 87.50 107.00 -1.4396% 2.8202% -1.8349%
7/30/2020 45.15 85.10 109.00 1.3468% 1.9162% 2.8302%
7/29/2020 44.55 83.50 106.00 -2.5164% -1.9953% -3.5487%
7/28/2020 45.70 85.20 109.90 4.5767% 0.2353% 6.2863%
7/27/2020 43.70 85.00 103.40 -4.7930% -3.4091% -6.9307%
7/24/2020 45.90 88.00 111.10 -3.8743% -2.2222% -2.7145%
7/23/2020 47.75 90.00 114.20 0.7384% 0.2227% 0.0876%
7/22/2020 47.40 89.80 114.10 -0.8368% -0.4435% -1.6379%
7/21/2020 47.80 90.20 116.00 0.8439% 0.0000% 0.2593%
7/20/2020 47.40 90.20 115.70 -1.4553% -1.4208% -0.9418%
7/17/2020 48.10 91.50 116.80 -1.0288% -1.6129% -0.5957%
7/16/2020 48.60 93.00 117.50 0.0000% 2.7624% 1.2931%
7/15/2020 48.60 90.50 116.00 0.1030% -0.8762% 0.6944%
7/14/2020 48.55 91.30 115.20 -0.2055% 0.0000% 0.3484%
7/13/2020 48.65 91.30 114.80 1.7782% -0.1094% -0.4337%
7/10/2020 47.80 91.40 115.30 -1.1375% 0.4396% -0.5177%
7/9/2020 48.35 91.00 115.90 1.3627% 0.2203% 0.3463%
7/8/2020 47.70 90.80 115.50 0.5269% -0.2198% -0.4310%
7/7/2020 47.45 91.00 116.00 1.3889% -0.4376% -0.4292%
7/6/2020 46.80 91.40 116.50 1.1892% 1.3304% 2.1034%
7/3/2020 46.25 90.20 114.10 0.2167% 0.3337% 0.9735%
7/2/2020 46.15 89.90 113.00 -0.1082% -1.2088% -1.4821%
7/1/2020 46.20 91.00 114.70 1.2048% 2.2472% 1.7746% -0.0922% -0.0621%
6/30/2020 45.65 89.00 112.70 -0.8686% 0.0000% 0.7149%
6/29/2020 46.05 89.00 111.90 -1.7076% -2.7322% -3.4513%
6/26/2020 46.85 91.50 115.90 0.1068% -2.0343% -0.4296%
6/25/2020 46.80 93.40 116.40 -0.8475% -1.3728% -0.5978%
6/24/2020 47.20 94.70 117.10 -0.7361% 0.5308% 0.9483%
6/23/2020 47.55 94.20 116.00 1.1702% -2.7864% 0.5199%
6/22/2020 47.00 96.90 115.40 0.0000% -0.4111% 0.3478%
6/19/2020 47.00 97.30 115.00 0.8584% 6.9231% -0.1736%
6/18/2020 46.60 91.00 115.20 0.5394% -0.9793% -0.3460%
6/17/2020 46.35 91.90 115.60 -0.5365% -1.6060% -1.1966%
6/16/2020 46.60 93.40 117.00 1.3043% 4.9438% 4.4643%
6/15/2020 46.00 89.00 112.00 -2.1277% -3.0501% -5.0847%
6/12/2020 47.00 91.80 118.00 2.1739% -1.2903% -3.5159%
6/11/2020 46.00 93.00 122.30 -5.7377% -2.7197% -0.5691%
6/10/2020 48.80 95.60 123.00 -0.3064% -0.6237% -1.6000%
6/9/2020 48.95 96.20 125.00 -0.8105% 0.2083% 1.7915%
6/8/2020 49.35 96.00 122.80 1.3347% 1.0526% 3.0201%
6/5/2020 48.70 95.00 119.20 0.6198% -1.0417% 1.1885%
6/4/2020 48.40 96.00 117.80 -0.5139% -0.8264% 1.0292%
6/3/2020 48.65 96.80 116.60 1.3542% 0.1034% 0.5172%
6/2/2020 48.00 96.70 116.00 -0.6211% -0.5144% -0.0861%
6/1/2020 48.30 97.20 116.10 0.7299% 0.2062% 0.9565% -0.2101% -0.3646%
5/29/2020 47.95 97.00 115.00 -0.1042% 0.0000% 0.1742%
5/28/2020 48.00 97.00 114.80 0.0000% 0.1032% -0.1739%
5/27/2020 48.00 96.90 115.00 -1.6393% 0.0000% -2.2109%
5/26/2020 48.80 96.90 117.60 0.7224% -0.2060% 0.0000%
5/25/2020 48.45 97.10 117.60 0.0000% 0.7261% 2.7972%
5/22/2020 48.45 96.40 114.40 -1.7241% -1.6327% -0.5217%
5/21/2020 49.30 98.00 115.00 0.8180% 1.4493% 0.8772%
5/20/2020 48.90 96.60 114.00 -0.7107% 0.1036% 1.2433%
5/19/2020 49.25 96.50 112.60 1.8614% 0.0000% 1.3501%
5/18/2020 48.35 96.50 111.10 0.7292% -0.5155% 0.2708%
5/15/2020 48.00 97.00 110.80 -1.4374% 1.0417% -1.9469%
5/14/2020 48.70 96.00 113.00 -1.3171% 1.0526% -0.6157%
5/13/2020 49.35 95.00 113.70 -9.2831% -2.0619% -0.1756%
5/12/2020 54.40 97.00 113.90 0.7407% -0.5128% 4.9770%
5/11/2020 54.00 97.50 108.50 0.5587% 0.0000% 3.3333%
5/8/2020 53.70 97.50 105.00 0.3738% 1.5625% 1.5474%
5/7/2020 53.50 96.00 103.40 1.1342% 1.0526% 1.8719%
5/6/2020 52.90 95.00 101.50 3.9293% 2.4811% 0.9950%
5/5/2020 50.90 92.70 100.50 0.7921% 0.9804% 2.9713%
5/4/2020 50.50 91.80 97.60 -0.5906% -0.1088% -1.4141% -0.2573% 0.2758%
4/29/2020 50.80 91.90 99.00 0.1972% -0.1087% -1.4925%
4/28/2020 50.70 92.00 100.50 0.0000% 0.0000% -2.2374%
4/27/2020 50.70 92.00 102.80 -0.5882% -1.0753% 0.0000%
4/24/2020 51.00 93.00 102.80 0.0000% 0.0000% 6.9719%
4/23/2020 51.00 93.00 96.10 -0.1957% 0.5405% -1.4359%
4/22/2020 51.10 92.50 97.50 3.6511% -0.5376% 0.7231%
4/21/2020 49.30 93.00 96.80 -3.8986% -3.3264% -3.2000%
4/20/2020 51.30 96.20 100.00 0.1953% 0.1041% 0.7049%
4/17/2020 51.20 96.10 99.30 1.7893% 0.2086% 0.0000%
4/16/2020 50.30 95.90 99.30 0.3992% -0.1042% 0.1008%
4/15/2020 50.10 96.00 99.20 1.2121% 0.4184% 0.2020%
4/14/2020 49.50 95.60 99.00 6.4516% -0.4167% -0.1009%
4/13/2020 46.50 96.00 99.10 0.2155% 1.0526% -0.5020%
4/10/2020 46.40 95.00 99.60 -0.9605% -1.0417% -0.4995%
4/9/2020 46.85 96.00 100.10 0.0000% 2.1277% 1.1111%
4/8/2020 46.85 94.00 99.00 -0.9514% -3.3916% 0.5076%
4/7/2020 47.30 97.30 98.50 -0.4211% 0.0000% 2.3909%
4/6/2020 47.50 97.30 96.20 6.5022% 6.9231% 1.2632%
4/3/2020 44.60 91.00 95.00 5.4374% 5.8140% 1.0638%
4/1/2020 42.30 86.00 94.00 2.9197% 3.1175% 3.2967% 1.0978% 0.5152%
3/31/2020 41.10 83.40 91.00 1.7327% 2.4570% -0.2193%
3/30/2020 40.40 81.40 91.20 -6.2645% -6.2212% -3.0818%
3/27/2020 43.10 86.80 94.10 -2.4887% 6.1125% 0.1064%
3/26/2020 44.20 81.80 94.00 -3.9130% 6.9281% 2.1739%
3/25/2020 46.00 76.50 92.00 3.3708% 6.9930% 6.8525%
3/24/2020 44.50 71.50 86.10 0.2252% -6.9010% 2.8674%
3/23/2020 44.40 76.80 83.70 -6.9182% -6.9091% -7.0000%
3/20/2020 47.70 82.50 90.00 0.0000% -6.9899% 1.1236%
3/19/2020 47.70 88.70 89.00 -1.4463% -0.3371% -6.3158%
3/18/2020 48.40 89.00 95.00 -0.2062% 0.5650% -1.0417%
3/17/2020 48.50 88.50 96.00 1.8908% -4.3243% -1.0309%
3/16/2020 47.60 92.50 97.00 -1.1423% 0.0000% -2.1191%
3/13/2020 48.15 92.50 99.10 0.1040% 0.7625% -1.7839%
3/12/2020 48.10 91.80 100.90 -5.3150% -5.3608% -0.6890%
3/11/2020 50.80 97.00 101.60 -1.7408% -0.7165% -0.0983%
3/10/2020 51.70 97.70 101.70 2.7833% 0.0000% 4.8454%
3/9/2020 50.30 97.70 97.00 -6.8519% -6.9524% -6.9098%
3/6/2020 54.00 105.00 104.20 -1.0989% -0.5682% -0.2871%
3/5/2020 54.60 105.60 104.50 -1.6216% 0.0948% -0.2863%
3/4/2020 55.50 105.50 104.80 -0.7156% 0.0000% -0.4748%
3/3/2020 55.90 105.50 105.30 0.3591% 0.0949% 0.7656%
3/2/2020 55.70 105.40 104.50 1.0889% 0.0000% 0.0000% -1.2804% -0.8754%
2/28/2020 55.10 105.40 104.50 -1.6071% -0.1894% -2.7002%
2/27/2020 56.00 105.60 107.40 1.8182% -0.2833% 2.2857%
2/26/2020 55.00 105.90 105.00 1.8519% -1.0280% -2.7778%
2/25/2020 54.00 107.00 108.00 2.8571% -0.2796% 1.5038%
2/24/2020 52.50 107.30 106.40 -4.0219% -2.3658% -1.9355%
2/21/2020 54.70 109.90 108.50 -1.9713% -0.0909% 1.9737%
2/20/2020 55.80 110.00 106.40 0.1795% 4.7619% 0.0000%
2/19/2020 55.70 105.00 106.40 -0.5357% 0.4785% 0.8531%
2/18/2020 56.00 104.50 105.50 3.3210% -3.2407% -1.8605%
2/17/2020 54.20 108.00 107.50 -0.5505% -1.8182% 0.8443%
2/14/2020 54.50 110.00 106.60 0.3683% -2.1352% -0.2806%
2/13/2020 54.30 112.40 106.90 0.3697% 0.3571% -0.2799%
2/12/2020 54.10 112.00 107.20 0.9328% -1.2346% 0.0000%
2/11/2020 53.60 113.40 107.20 1.9011% -0.2639% -1.6514%
2/10/2020 52.60 113.70 109.00 -1.3133% -0.6119% -1.0889%
2/7/2020 53.30 114.40 110.20 -0.5597% 0.0000% 2.5116%
2/6/2020 53.60 114.40 107.50 3.0769% -0.0873% 0.8443%
2/5/2020 52.00 114.50 106.60 0.3861% -0.2613% 1.5238%
2/4/2020 51.80 114.80 105.00 0.5825% 0.0000% -3.0471%
 2/3/2020 51.50 114.80 108.30 -0.9615% 0.0000% -0.1843% 0.3062% -0.4146%
1/31/2020 52.00 114.80 108.50 -4.9360% -0.0870% -6.9468%
1/30/2020 54.70 114.90 116.60 -3.1858% 0.0000% -3.8747%
1/22/2020 56.50 114.90 121.30 1.8018% 0.0000% 0.2479%
1/21/2020 55.50 114.90 121.00 -3.3101% 0.0000% 1.6807%
1/20/2020 57.40 114.90 119.00 -0.3472% 0.0000% 0.3373%
1/17/2020 57.60 114.90 118.60 -0.6897% -0.0870% 0.3384%
1/16/2020 58.00 115.00 118.20 1.7544% 0.0000% 0.3396%
1/15/2020 57.00 115.00 117.80 0.0000% 0.0000% 0.0000%
1/14/2020 57.00 115.00 117.80 -0.1751% 0.0870% 0.3407%
1/13/2020 57.10 114.90 117.40 -0.6957% 0.0871% -1.2616%
1/10/2020 57.50 114.80 118.90 -0.1736% 0.0872% 0.2530%
1/9/2020 57.60 114.70 118.60 1.4085% 0.3500% -0.1684%
1/8/2020 56.80 114.30 118.80 -2.2375% -0.3487% 0.2532%
1/7/2020 58.10 114.70 118.50 1.9298% 0.1747% 0.9370%
1/6/2020 57.00 114.50 117.40 -1.0417% -0.6938% -0.7608%
1/3/2020 57.60 115.30 118.30 -1.7065% 0.2609% 0.3393% -0.7253% -0.0106%
1/2/2020 58.60 115.00 117.90
g bình ngày TSSL hằng tháng Tỷ suất sinh lợi và rủi ro
VNM FPT VIC VNM E(R ) PS ĐLC
-0.015888 -0.117747 0.016127 FPT 3.29% 1.75% 13.23%
0.072663 -0.100256 -0.046567 VIC -0.20% 0.97% 9.83%
-0.098015 0.014954 0.000393 VNM -1.01% 0.54% 7.32%
0.214722 -0.117805 -0.03097
0.047772 0.123547 -0.053371 Ma trận hiệp phương sai
0.021674 0.077004 -0.059147 FPT VIC VNM
0.294651 0.145072 0.031925 FPT 0.017506 0.005204 0.003735061
0.077024 -0.08337 -0.053481 VIC 0.005204 0.009673 0.002721293
0.062993 0.040034 0.006163 VNM 0.003735 0.002721 0.005360628
0.077892 -0.02295 0.00251
0.031668 0.156922 -0.007202 Ma trận tỷ trọng TSSL và RR của DMĐT
0.012171 0.019647 -0.096276 FPT 30% E(Rp)
0.113389 0.030769 0.130107 VIC 40% PS (p)
-0.020274 -0.013656 -0.04305 VNM 30% ĐLC (p)
-0.046218 -0.080201 -0.015524 Tổng 100% Counter
-0.056613 0.060672 0.168849 Hệ số A
0.241507 0.113347 0.097547 Ma trận chuyển vị tỷ trọng U(p)
-0.281682 -0.192594 -0.102322 FPT VIC VNM Hệ số S
0.067366 -0.091219 -0.038125 100% 0% 0% Rf (%/tháng)
-0.159561 -0.002334 -0.109248 y%
Điều kiện E(Rc)
0.0733% Tổng wi 100% 100% TS phi RR (%)
wi >=0

Bảng giá trị TSSL - ĐLC

E(Rp) -1.01% -0.51% -0.01%
ĐLC (p) 7.32% 6.81% 7.03%

-0.2117%
0.0018%

-0.1408%
-0.2426%

-0.2688%

0.1451%
-0.2431%

0.0280%
0.0114%

-0.0327%
-0.4376%

0.5914%

-0.1957%
-0.0706%

0.7675%
0.4434%

-0.4651%
-0.1733%

-0.4966%
 Kiểm tra dữ liệu
FPT-VIC VIC-VNM VNM-FPT
0.56% -0.003033546 -0.001277745 0.002377
-0.00391 0.0035844452 -0.001452082 0.001584
-0.00222 0.0001776937 -0.00137107 0.017129
-0.021059 0.002418595 -0.003798422 0.033073
0.001872 -0.005435045 -0.00064541 0.000222
-0.000884 -0.003876624 0.0005489376 0.000125 FPT VIC VNM
0.038504 0.0061785384 0.0109972163 0.068534 FPT 0.017506 0.005204 0.003735
-0.003593 0.0035308962 -0.001916516 0.00195 VIC 0.005204 0.009673 0.002721
0.001267 0.0006830296 0.000489509 0.000908 VNM 0.003735 0.002721 0.005361
-0.000943 -0.000263715 0.0005670511 0.002028
SSL và RR của DMĐT -0.00019 0.000457928 -3.441327E-06 1.426E-06
3.29% -0.000448 -0.001866531 0.0017833878 0.000428
1.75% 0.002639 0.0045949828 0.0112891118 0.006485
13.23% 0.000619 0.0003839996 0.0017517567 0.002823
3.29% 0.006184 0.0004254737 0.04% 0.006254
2 -0.005608 0.0112154666 -0.016010018 0.008006
1.54% 0.024068 0.0124156836 0.0224563981 0.043533
20.83% 0.059948 0.0175793653 0.0290131615 0.098938
0.53% -0.003078 0.0025016226 -0.000967543 0.00119
0.7872121 6.269E-05 3.230806E-05 0.0190815789 0.037027
2.70% 0.098872 0.0517045681 0.0709661634 0.332614
21.28% 0.017506
0.13231

0.49% 0.99% 1.49% 1.99% 2.49% 2.99% 3.29%

7.54% 8.26% 9.15% 10.17% 11.28% 12.47% 13.23%
 Giả định ngầm: Bình phương
Kỳ HPY 1+HPY
Xác suất 1/5 độ lệch
2001 0.2 -0.1189 0.0196 0.8811
2002 0.2 -0.2210 0.0586 0.7790
2003 0.2 0.2869 0.0707 1.2869
2004 0.2 0.1088 0.0077 1.1088
2005 0.2 0.0491 0.0008 1.0491
Trung bình cộng 0.0210
HPY kỳ vọng 0.0210
Trung bình nhân 0.0054
Cổ phiếu TSSL kỳ vọng/năm Độ lệch chuẩn/năm HSTQ
A 10% 5% HSTQ AB 0.4
B 30% 17% HSTQ AC -1
C 25% 10%

Danh
Năm Cổ phiếu W Cổ phiếu M
mục WM

2016 40.00% -10.00% 6.25%

2017 -10.00% 40.00% 6.25%
2018 35.00% -5.00% 4.00%
2019 -5.00% 35.00% 4.00%
2020 15.00% 15.00% 0.00%
TSLN
15.00% 15.00%
bình quân 20.50%
Độ lệch 22.64%
chuẩn
Hệ số
tương
quan
WM