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-2.87%
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A60A-5.23%A94.77%A1.01%-4.27%加重平均-3.39%
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B30B-0.50%B99.50%B-1.16%-1.66%相加平均-3.09%
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C10C-0.25%C99.75%C-3.08%-3.33%
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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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737441010-0.50%3111110.001.990.00-1.16%-1.66%
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494846200033292820.950.000.001.01%1.01%
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1135473110-2.87%33283030.951.990.00-0.46%-3.31%
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448354211-2.80%1229941.900.990.000.26%-2.55%
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4314495320-3.34%39284750.950.000.001.01%-2.36%
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344846200-5.23%648961.900.000.001.01%-4.27%
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1522497110-2.87%18121870.950.000.001.01%-1.88%
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1235148200-5.23%531480.000.000.00-5.23%
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4711489100-5.23%18424890.950.991.99-1.61%-6.76%
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472944100009411100.000.000.00
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82711310-4.05%2338110.000.001.99-3.08%-7.01%
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374712300-5.23%2733120.951.990.00-0.46%-5.66%
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122213000645130.950.000.001.01%1.01%
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27714111-1.99%5044141.900.001.00-0.40%-2.39%
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484415100-5.23%2047150.000.990.00-1.16%-6.33%
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52016300-5.23%3747160.950.000.001.01%-4.27%
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404317000213171.900.990.000.26%0.26%
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91818010-0.50%4712184.740.001.000.30%-0.20%
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403519200-5.23%469190.950.000.001.01%-4.27%
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41320010-0.50%2234200.950.000.001.01%0.50%
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4828210001332211.901.990.00-0.10%-0.10%
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162222030-0.50%1621220.950.000.001.01%0.50%
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144230003439233.790.000.001.01%1.01%
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433424010-0.50%4221240.000.990.00-1.16%-1.66%
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475250001730250.950.000.001.01%1.01%
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462626110-2.87%4817260.950.000.001.01%-1.88%
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113227210-3.65%715270.950.000.001.01%-2.68%
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312428010-0.50%2129280.001.991.00-1.81%-2.30%
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27129110-2.87%141290.952.980.00-0.64%-3.49%
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35530100-5.23%1824300.950.991.00-1.11%-6.28%
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631300-5.23%4312.840.000.001.01%-4.27%
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1932110-2.87%34321.900.990.000.26%-2.61%
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333100-5.23%31332.840.990.000.45%-4.80%
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3234110-2.87%50342.840.990.000.45%-2.43%
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4935231-2.04%3350.000.000.00-2.04%
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163600023360.000.000.00
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2937210-3.65%2370.950.000.001.01%-2.68%
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3338100-5.23%48381.900.990.000.26%-4.98%
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539200-5.23%18390.950.990.00-0.10%-5.32%
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840300-5.23%26400.000.000.00-5.23%
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4041100-5.23%31410.000.000.00-5.23%
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4242100-5.23%42422.840.990.000.45%-4.80%
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3143210-3.65%34430.000.000.00-3.65%
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1644012-0.34%25440.000.990.00-1.16%-1.50%
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504500014450.000.990.00-1.16%-1.16%
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446101-2.74%29461.900.000.001.01%-1.75%
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3047311-3.29%42470.951.991.00-1.13%-4.38%
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3948231-2.04%4481.900.991.00-0.60%-2.62%
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3549202-2.74%46490.000.000.00-2.74%
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3850200-5.23%32501.900.000.001.01%-4.27%
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623
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3938
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3730
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5038
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1918
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1223
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532
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1117
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2619
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3133
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