N期間 リターン集計
Comments
 Share
The version of the browser you are using is no longer supported. Please upgrade to a supported browser.Dismiss

 
Comment only
 
 
Still loading...
ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
期間1期間2
2
銘柄時価
1期間における各銘柄のリターン 特に理由はないが平均0%、1σ^=3%とする。
期初のABCの1単位当たりの時価
期間2リターン全期間のリターン投資家平均-2.23%
3
A60A-4.67%A95.33%A2.48%-2.31%加重平均-2.21%
4
B30B-1.81%B98.19%B-1.35%-3.13%相加平均-1.44%
5
C10C-3.33%C96.67%C4.62%1.14%
6
(期間1に依存)
7
1単位ごとに、どの投資家に保有されているかランダムに決定する。
8
50人の投資家が居るものとする
各投資家ごとに保有単位を集計する。
各投資家の期間1におけるリターン
各投資家の期間2におけるリターン
各投資家の総リターン
9
銘柄期間2期初の保有時価
10
ABC投資家ABCABC投資家ABC
11
311661010-1.81%37112810.950.980.971.90%0.05%
12
3645462120-2.76%3211921.910.980.001.18%-1.62%
13
283921300041444930.950.000.002.48%2.48%
14
3436464200-4.67%1141940.950.980.000.54%-4.16%
15
3440355200-4.67%31214650.000.000.00-4.67%
16
3817436112-3.28%30251960.000.000.00-3.28%
17
91177220-3.24%3773570.951.960.00-0.10%-3.34%
18
1438228100-4.67%5011180.950.000.002.48%-2.31%
19
1644209100-4.67%8364491.910.000.002.48%-2.31%
20
1324610200-4.67%474943100.950.000.002.48%-2.31%
21
434611100-4.67%3512111.911.960.000.54%-4.16%
22
424412100-4.67%950120.000.980.00-1.35%-5.96%
23
164113220-3.24%3241130.950.000.002.48%-0.85%
24
232414110-3.24%3224140.000.000.00-3.24%
25
171315100-4.67%238150.950.000.002.48%-2.31%
26
37216310-3.96%497160.000.980.00-1.35%-5.25%
27
314717121-2.90%737170.000.000.00-2.90%
28
112518100-4.67%1541181.910.000.002.48%-2.31%
29
203419100-4.67%249190.000.002.904.62%-0.27%
30
8220201-4.23%3920200.951.960.00-0.10%-4.32%
31
162421001-3.33%425210.950.980.000.54%-2.81%
32
15622001-3.33%116220.950.000.002.48%-0.93%
33
4723200-4.67%334231.910.000.002.48%-2.31%
34
261324230-2.96%3247240.950.980.000.54%-2.43%
35
45725110-3.24%492250.951.960.00-0.10%-3.34%
36
191426300-4.67%4239260.000.000.00-4.67%
37
133927100-4.67%4420270.950.000.002.48%-2.31%
38
263028100-4.67%1841280.950.000.973.55%-1.29%
39
243729100-4.67%948290.950.000.002.48%-2.31%
40
231730110-3.24%4146300.950.000.002.48%-0.85%
41
2031200-4.67%22310.950.000.002.48%-2.31%
42
463200048324.770.000.002.48%2.48%
43
433200-4.67%23330.950.000.002.48%-2.31%
44
3734410-4.10%11340.950.980.000.54%-3.59%
45
1835001-3.33%24353.810.000.972.91%-0.51%
46
736110-3.24%37360.000.980.00-1.35%-4.55%
47
4537210-3.72%44372.860.980.001.50%-2.28%
48
2538110-3.24%42380.000.980.00-1.35%-4.55%
49
1039020-1.81%27391.910.980.001.18%-0.65%
50
540010-1.81%35400.000.000.00-1.81%
51
4541010-1.81%18411.912.950.000.16%-1.66%
52
3042200-4.67%28421.910.000.002.48%-2.31%
53
4743101-4.00%29432.860.000.973.02%-1.10%
54
744020-1.81%35441.910.980.972.04%0.19%
55
645310-3.96%34450.000.000.00-3.96%
56
2446112-3.28%13460.000.980.971.61%-1.73%
57
3447210-3.72%39471.910.980.001.18%-2.59%
58
274800035481.910.980.001.18%1.18%
59
2949100-4.67%32491.911.960.971.35%-3.39%
60
495000033500.950.980.000.54%0.54%
61
4225
62
2610
63
1047
64
3343
65
243
66
3421
67
4720
68
3323
69
548
70
1243
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Loading...
 
 
 
Sheet1