9/19/14

9/13/14
9/7/14
9/1/14
8/26/14
8/20/14
8/14/14
8/8/14
8/2/14
7/27/14
7/21/14
7/15/14
7/9/14
7/3/14
6/27/14
6/21/14
6/15/14
6/9/14
6/3/14
5/28/14
5/22/14
5/16/14
5/10/14
5/4/14
4/28/14
4/22/14
4/16/14
4/10/14
4/4/14
3/29/14
3/23/14
3/17/14
3/11/14
3/5/14
2/27/14
2/21/14
2/15/14
2/9/14
2/3/14
1/28/14
1/22/14
1/16/14
1/10/14
1/4/14
12/29/13
12/23/13
12/17/13
12/11/13
12/5/13
11/29/13
11/23/13
11/17/13
11/11/13
11/5/13
10/30/13
10/24/13
10/18/13
10/12/13
10/6/13
9/30/13
9/24/13

0
0.1

0.08

0.06

0.04

0.02

-0.02

-0.04

-0.06

-0.08

-0.1
Bin Frequency Генерирана хистогра
-9.00% 0
-8.66% 0
-8.32% 1
-7.98% 0
-7.64% 0
Histogram
-7.30% 0 40
-6.96% 0
-6.62% 0 35
-6.28% 0 30
-5.94% 0
-5.60% 0 25
-5.26% 0
20
-4.92% 0
-4.58% 0 15
Frequency
-4.24% 1
-3.90% 0 10
-3.56% 0 5
-3.22% 0
-2.88% 0 0
-2.54% 1 9 98 96 94 92 39 88 86 99 01 12 22 24 26
.0
-0 .07 .06 .05 .04 -0.0 .02 .01 999 000 0.0 .02 .03 .04 .05
-2.20% 3 -0 -0 -0 -0 -0 -0 99 00 0 0 0 0
9 0
-1.86% 0 99 00
9 99 000
-1.52% 7 83 18
-1.18% 10 .00 .00
-0 0
-0.84% 19
Bin
-0.50% 26
-0.16% 31
0.18% 35 0.139442
0.52% 25 0.099602
0.86% 28
1.20% 23
1.54% 18
1.88% 10
2.22% 4
2.56% 3
2.90% 2
3.24% 1
3.58% 0
3.92% 2
4.26% 0
4.60% 0
4.94% 0
5.28% 0
5.62% 0
 5.96% 0
6.30% 0
6.64% 0
6.98% 0
7.32% 0
7.66% 0
8.00% 1
More 0
251
 Генерирана хистограма с Data Analysis

ogram

9 1 2 2 4 6 8 3 2 re
9 99 000 .01 022 032 042 052 .06 073 Mo
0 . . . . 0 .
99 000 0 0 0 0 0
0 0
00

Bin
Date Adj Close R
9/23/2013 68.89 P 99%
9/24/2013 68.67 -0.32% t 3
9/25/2013 67.61 -1.56% W 560,000.00 €
9/26/2013 68.26 0.96%
9/27/2013 67.78 -0.71%
9/30/2013 66.94 -1.25% BIN
10/1/2013 68.51 2.32% 1 -9% 0
10/2/2013 68.73 0.32% 2 -8.66% 0
10/3/2013 67.87 -1.26% 3 -8.32% 1
10/4/2013 67.82 -0.07% 4 -7.98% 0
10/7/2013 68.48 0.97% 5 -7.64% 0
10/8/2013 67.52 -1.41% 6 -7.30% 0
10/9/2013 68.32 1.18% 7 -6.96% 0
10/10/2013 68.74 0.61% 8 -6.62% 0
10/11/2013 69.19 0.65% 9 -6.28% 0
10/14/2013 69.64 0.65% 10 -5.94% 0
10/15/2013 70.01 0.53% 11 -5.60% 0
10/16/2013 70.36 0.50% 12 -5.26% 0
10/17/2013 70.83 0.67% 13 -4.92% 0
10/18/2013 71.45 0.87% 14 -4.58% 0
10/21/2013 73.2 2.42% 15 -4.24% 1
10/22/2013 72.99 -0.29% 16 -3.90% 0
10/23/2013 73.7 0.97% 17 -3.56% 0
10/24/2013 74.68 1.32% 18 -3.22% 0
10/25/2013 73.84 -1.13% 19 -2.88% 0
10/28/2013 74.39 0.74% 20 -2.54% 1
10/29/2013 72.54 -2.52% 21 -2.20% 3
10/30/2013 73.7 1.59% 22 -1.86% 0
10/31/2013 73.39 -0.42% 23 -1.52% 7
11/1/2013 73.01 -0.52% 24 -1.18% 10
11/4/2013 73.96 1.29% 25 -0.84% 19
11/5/2013 73.77 -0.26% 26 -0.50% 26
11/6/2013 73.56 -0.29% 27 -0.16% 31
11/7/2013 72.37 -1.63% 28 0.18% 35
11/8/2013 73.51 1.56% 29 0.52% 25
11/11/2013 73.3 -0.29% 30 0.86% 28
11/12/2013 73.43 0.18% 31 1.20% 23
11/13/2013 73.52 0.12% 32 1.54% 18
11/14/2013 74.59 1.44% 33 1.88% 10
11/15/2013 74.14 -0.61% 34 2.22% 4
11/18/2013 73.24 -1.22% 35 2.56% 3
11/19/2013 73.37 0.18% 36 2.90% 2
11/20/2013 72.73 -0.88% 37 3.24% 1
11/21/2013 73.59 1.18% 38 3.58% 0
11/22/2013 73.41 -0.24% 39 3.92% 2
11/25/2013 73.96 0.75% 40 4.26% 0
11/26/2013 75.33 1.84% 41 4.60% 0
11/27/2013 77.1 2.32% 42 4.94% 0
11/29/2013 78.53 1.84% 43 5.28% 0
12/2/2013 77.84 -0.88% 44 5.62% 0
12/3/2013 79.97 2.70% 45 5.96% 0
12/4/2013 79.79 -0.23% 46 6.30% 0
12/5/2013 80.2 0.51% 47 6.64% 0
12/6/2013 79.09 -1.39% 48 6.98% 0
12/9/2013 79.99 1.13% 49 7.32% 0
12/10/2013 79.87 -0.15% 50 7.66% 0
12/11/2013 79.27 -0.75% 51 8.00% 1
12/12/2013 79.16 -0.14%
12/13/2013 78.3 -1.09%
12/16/2013 78.73 0.55%
12/17/2013 78.37 -0.46%
12/18/2013 77.78 -0.76%
12/19/2013 76.89 -1.15%
12/20/2013 77.53 0.83%
12/23/2013 80.51 3.77%
12/24/2013 80.17 -0.42%
12/26/2013 79.63 -0.68%
12/27/2013 79.1 -0.67%
12/30/2013 78.31 -1.00%
12/31/2013 79.23 1.17%
1/2/2014 78.11 -1.42%
1/3/2014 76.4 -2.21%
1/6/2014 76.81 0.54%
1/7/2014 76.26 -0.72%
1/8/2014 76.75 0.64%
1/9/2014 75.77 -1.29%
1/10/2014 75.26 -0.68%
1/13/2014 75.65 0.52%
1/14/2014 77.16 1.98%
1/15/2014 78.71 1.99%
1/16/2014 78.27 -0.56%
1/17/2014 76.35 -2.48%
1/21/2014 77.54 1.55%
1/22/2014 77.88 0.44%
1/23/2014 78.54 0.84%
1/24/2014 77.12 -1.82%
1/27/2014 77.74 0.80%
1/28/2014 71.53 -8.33%
1/29/2014 70.72 -1.14%
1/30/2014 70.58 -0.20%
1/31/2014 70.69 0.16%
2/3/2014 70.83 0.20%
2/4/2014 71.85 1.43%
2/5/2014 72.39 0.75%
2/6/2014 72.81 0.58%
2/7/2014 73.83 1.39%
2/10/2014 75.15 1.77%
2/11/2014 76.14 1.31%
2/12/2014 76.13 -0.01%
2/13/2014 77.34 1.58%
2/14/2014 77.28 -0.08%
2/18/2014 77.57 0.37%
2/19/2014 76.34 -1.60%
2/20/2014 75.46 -1.16%
2/21/2014 74.62 -1.12%
2/24/2014 74.95 0.44%
2/25/2014 74.17 -1.05%
2/26/2014 73.5 -0.91%
2/27/2014 74.96 1.97%
2/28/2014 74.76 -0.27%
3/3/2014 74.98 0.29%
3/4/2014 75.47 0.65%
3/5/2014 75.63 0.21%
3/6/2014 75.4 -0.30%
3/7/2014 75.36 -0.05%
3/10/2014 75.42 0.08%
3/11/2014 76.16 0.98%
3/12/2014 76.23 0.09%
3/13/2014 75.39 -1.11%
3/14/2014 74.54 -1.13%
3/17/2014 74.83 0.39%
3/18/2014 75.49 0.88%
3/19/2014 75.47 -0.03%
3/20/2014 75.11 -0.48%
3/21/2014 75.7 0.78%
3/24/2014 76.6 1.18%
3/25/2014 77.42 1.06%
3/26/2014 76.68 -0.96%
3/27/2014 76.35 -0.43%
3/28/2014 76.27 -0.10%
3/31/2014 76.25 -0.03%
4/1/2014 76.95 0.91%
4/2/2014 77.08 0.17%
4/3/2014 76.54 -0.70%
 4/4/2014 75.55 -1.30%
4/7/2014 74.37 -1.57%
4/8/2014 74.36 -0.01%
4/9/2014 75.34 1.31%
4/10/2014 74.37 -1.30%
4/11/2014 73.82 -0.74%
4/14/2014 74.11 0.39%
4/15/2014 73.58 -0.72%
4/16/2014 73.73 0.20%
4/17/2014 74.57 1.13%
4/21/2014 75.46 1.19%
4/22/2014 75.54 0.11%
4/23/2014 74.55 -1.32%
4/24/2014 80.66 7.88%
4/25/2014 81.25 0.73%
4/28/2014 84.4 3.80%
4/29/2014 84.15 -0.30%
4/30/2014 83.83 -0.38%
5/1/2014 84.03 0.24%
5/2/2014 84.18 0.18%
5/5/2014 85.37 1.40%
5/6/2014 84.44 -1.10%
5/7/2014 84.15 -0.34%
5/8/2014 84 -0.18%
5/9/2014 83.65 -0.42%
5/12/2014 84.69 1.24%
5/13/2014 84.82 0.15%
5/14/2014 84.84 0.02%
5/15/2014 84.12 -0.85%
5/16/2014 85.36 1.46%
5/19/2014 86.37 1.18%
5/20/2014 86.39 0.02%
5/21/2014 86.62 0.27%
5/22/2014 86.75 0.15%
5/23/2014 87.73 1.12%
5/27/2014 89.38 1.86%
5/28/2014 89.14 -0.27%
5/29/2014 90.77 1.81%
5/30/2014 90.43 -0.38%
6/2/2014 89.81 -0.69%
6/3/2014 91.08 1.40%
6/4/2014 92.12 1.14%
6/5/2014 92.48 0.39%
6/6/2014 92.22 -0.28%
6/9/2014 93.7 1.59%
6/10/2014 94.25 0.59%
6/11/2014 93.86 -0.41%
6/12/2014 92.29 -1.69%
6/13/2014 91.28 -1.10%
6/16/2014 92.2 1.00%
6/17/2014 92.08 -0.13%
6/18/2014 92.18 0.11%
6/19/2014 91.86 -0.35%
6/20/2014 90.91 -1.04%
6/23/2014 90.83 -0.09%
6/24/2014 90.28 -0.61%
6/25/2014 90.36 0.09%
6/26/2014 90.9 0.60%
6/27/2014 91.98 1.18%
6/30/2014 92.93 1.03%
7/1/2014 93.52 0.63%
7/2/2014 93.48 -0.04%
7/3/2014 94.03 0.59%
7/7/2014 95.97 2.04%
7/8/2014 95.35 -0.65%
7/9/2014 95.39 0.04%
7/10/2014 95.04 -0.37%
7/11/2014 95.22 0.19%
7/14/2014 96.45 1.28%
7/15/2014 95.32 -1.18%
7/16/2014 94.78 -0.57%
7/17/2014 93.09 -1.80%
7/18/2014 94.43 1.43%
7/21/2014 93.94 -0.52%
7/22/2014 94.72 0.83%
7/23/2014 97.19 2.57%
7/24/2014 97.03 -0.16%
7/25/2014 97.67 0.66%
7/28/2014 99.02 1.37%
7/29/2014 98.38 -0.65%
7/30/2014 98.15 -0.23%
7/31/2014 95.6 -2.63%
8/1/2014 96.13 0.55%
8/4/2014 95.59 -0.56%
8/5/2014 95.12 -0.49%
8/6/2014 94.96 -0.17%
8/7/2014 94.48 -0.51%
8/8/2014 94.74 0.27%
8/11/2014 95.99 1.31%
8/12/2014 95.97 -0.02%
8/13/2014 97.24 1.31%
8/14/2014 97.5 0.27%
8/15/2014 97.98 0.49%
8/18/2014 99.16 1.20%
8/19/2014 100.53 1.37%
8/20/2014 100.57 0.04%
8/21/2014 100.58 0.01%
8/22/2014 101.32 0.73%
8/25/2014 101.54 0.22%
8/26/2014 100.89 -0.64%
8/27/2014 102.13 1.22%
8/28/2014 102.25 0.12%
8/29/2014 102.5 0.24%
9/2/2014 103.3 0.78%
9/3/2014 98.94 -4.31%
9/4/2014 98.12 -0.83%
9/5/2014 98.97 0.86%
9/8/2014 98.36 -0.62%
9/9/2014 97.99 -0.38%
9/10/2014 101 3.03%
9/11/2014 101.43 0.42%
9/12/2014 101.66 0.23%
9/15/2014 101.63 -0.03%
9/16/2014 100.86 -0.76%
9/17/2014 101.58 0.71%
9/18/2014 101.79 0.21%
9/19/2014 100.96 -0.82%
9/22/2014 101.06 0.10%
 закръглени
MAX 7.88% 8%
MIN -8.33% -9%

H 0.34%

сред. аритметична µ 0.15%

ст. отклонение σ 1.31%

P спечелим до 0,5% 60.40%

P спечелим до 1% 73.95% к на асиметрия
P спечелим между 0,5% и 1% 13.55% к ексцес

Z 99% -2.326347874
VaR% -5.288%
560,000.00 € - 29,614.08 € риск

40

35

30

25

20

15
Дискриптивна статистика
10
Mean
5 0.15%
Standard Error 0.08%
0
Median 0.12%
- - - - - - - - - - - - - - - - - - - - - - - - - 0 0 0 1 1 1 2 2 2 3 3 3 4 4 4 5 5 5 6 6 6 7 7 7
Mode9 9 8 8 8 7 7 7 6 6 6 5 5 5 4 4 4 3 3 3#N/A 2 2 2 1 1 %%%%%%%%%%%%%%%%%%%%%%%%
% % % % % %
Standard Deviation % % % % % % % % % % % % % 1.31%% % % %
% %
Sample Variance 0.02%
Kurtosis 1108.20%
Skewness -24.45%
Range 16.20%
Minimum -8.33%
Maximum 7.88%
Sum 38.32%
Count 251
 -0.244536
11.08203

3 4 4 4 5 5 5 6 6 6 7 7 7 8 8
%%%%%%%%%%%%%%%