N期間 リターン集計
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ABCDEFGHIJKLMNOPQRSTUVWXYZ
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期間1期間2
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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3.10%
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A60A-0.46%A99.54%A1.23%0.77%加重平均3.79%
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B30B4.56%B104.56%B6.61%11.48%相加平均3.69%
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C10C-0.15%C99.85%C-1.04%-1.19%
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(期間1に依存)
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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。
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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
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銘柄期間2期初の保有時価
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ABC投資家ABCABC投資家ABC
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3830381200-0.46%2184812.991.050.002.63%2.16%
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52624200026281922.990.000.001.23%1.23%
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4538453300-0.46%18332031.000.000.001.23%0.77%
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4732214100-0.46%125941.991.050.003.08%2.61%
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3054253201.55%1812751.002.090.004.88%6.50%
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195326100-0.46%58760.000.000.00-0.46%
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40402570304.56%3161470.000.001.00-1.04%3.47%
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452732800033404481.001.050.003.99%3.99%
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533199300-0.46%21144591.000.001.000.09%-0.36%
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35253410100-0.46%362146100.000.000.00-0.46%
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2322112101.22%4927110.000.000.001.22%
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1931120004835121.001.050.003.99%3.99%
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502313000474131.990.000.001.23%1.23%
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137140104.56%4449141.001.051.002.33%7.00%
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484315200-0.46%4017152.990.000.001.23%0.77%
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1131160104.56%3928161.001.050.003.99%8.73%
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112317100-0.46%126171.001.050.003.99%3.51%
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3529180004512183.981.050.002.35%2.35%
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371119201-0.35%3144190.000.001.00-1.04%-1.39%
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232520000165202.991.051.001.90%1.90%
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2647211111.32%2439211.001.050.003.99%5.36%
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467221102.05%4148220.000.000.002.05%
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297232202.05%4342230.001.050.006.61%8.80%
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302124001-0.15%3941241.990.000.001.23%1.08%
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629252211.61%4220250.000.000.001.61%
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2514261102.05%1331261.001.050.003.99%6.12%
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257271102.05%123271.001.051.002.33%4.44%
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4916280004646280.002.090.006.61%6.61%
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537291202.89%2441291.000.000.001.23%4.16%
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4945305100.38%3238300.000.000.000.38%
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50310204.56%15311.001.050.003.99%8.73%
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38320121.42%43321.990.000.001.23%2.67%
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4330104.56%18331.001.050.003.99%8.73%
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4534001-0.15%2340.000.000.00-0.15%
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3735200-0.46%44350.001.050.006.61%6.13%
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336100-0.46%14361.000.000.001.23%0.77%
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37375200.98%27370.000.000.000.98%
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30382110.88%2381.001.050.003.99%4.90%
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93900020392.991.050.002.63%2.63%
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37402101.22%40404.981.050.002.17%3.41%
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94100040411.002.090.004.88%4.88%
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3642001-0.15%9421.001.050.003.99%3.83%
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40430104.56%18431.990.000.001.23%5.85%
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944100-0.46%13441.991.051.002.06%1.60%
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45454110.43%39451.000.001.000.09%0.52%
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2746200-0.46%40461.001.051.002.33%1.87%
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21471102.05%8471.990.000.001.23%3.31%
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2248100-0.46%4481.001.051.002.33%1.87%
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4649200-0.46%29491.001.050.003.99%3.51%
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3750200-0.46%1500.000.000.00-0.46%
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1732
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338
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1520
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3015
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115
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3040
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1517
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1020
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4447
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