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PTĐTCK TMH

The document contains daily stock market data including indexes, exchange rates, and returns for RVND, RSTB, VND, and STB. It also includes statistics on the average returns, variances, and standard deviations for each asset. The bottom section calculates the expected portfolio return and variance for a portfolio with 27% allocated to VND and 73% allocated to STB based on their individual returns and weights.

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Khánh Tô Minh
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32 views7 pages

PTĐTCK TMH

The document contains daily stock market data including indexes, exchange rates, and returns for RVND, RSTB, VND, and STB. It also includes statistics on the average returns, variances, and standard deviations for each asset. The bottom section calculates the expected portfolio return and variance for a portfolio with 27% allocated to VND and 73% allocated to STB based on their individual returns and weights.

Uploaded by

Khánh Tô Minh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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RVND RSTB

RVND 0.001676
RSTB 0.001201
DATE VNI VND STB RVNI RVND RHPG RI
8/2/2023 1,072.22 14,600 25,000 0.005986 0.017422 -0.02913
7/2/2023 1,065.84 14,350 25,750 -0.02153 -0.05281 0.001946
6/2/2023 1,089.29 15,150 25,700 0.01127 0.003311 -0.01344
3/2/2023 1,077.15 15,100 26,050 -0.00041 0 -0.00382
2/2/2023 1,077.59 15,100 26,150 0.001506 -0.01948 0.019493
1/2/2023 1,075.97 15,400 25,650 -0.03169 -0.06949 -0.05351
31/01/2023 1,111.18 16,550 27,100 0.007809 0.018462 0.048356
30/01/2023 1,102.57 16,250 25,850 -0.01301 -0.00307 -0.03002
27/01/2023 1,117.10 16,300 26,650 0.00814 -0.02687 -0.0056
19/01/2023 1,108.08 16,750 26,800 0.008923 0.037152 0
18/01/2023 1,098.28 16,150 26,800 0.00918 0.015723 0.009416
17/01/2023 1,088.29 15,900 26,550 0.020259 0.06 0.041176
16/01/2023 1,066.68 15,000 25,500 0.006141 0.006711 0.007905
13/01/2023 1,060.17 14,900 25,300 0.003578 0.013605 0.014028
12/1/2023 1,056.39 14,700 24,950 0.000597 -0.00339 0.010121
11/1/2023 1,055.76 14,750 24,700 0.002288 0.024306 -0.01002
10/1/2023 1,053.35 14,400 24,950 -0.00082 0 0.01217
9/1/2023 1,054.21 14,400 24,650 0.002634 0.006993 0.014403
6/1/2023 1,051.44 14,300 24,300 -0.00415 -0.02055 0.004132
5/1/2023 1,055.82 14,600 24,200 0.009051 0.017422 0.038627
4/1/2023 1,046.35 14,350 23,300 0.002347 -0.00347 -0.00851
3/1/2023 1,043.90 14,400 23,500 0.036551 0.066667 0.044444
30/12/2022 1,007.09 13,500 22,500 -0.00218 0 0.006711
29/12/2022 1,009.29 13,500 22,350 -0.00627 -0.04255 -0.02402
28/12/2022 1,015.66 14,100 22,900 0.01104 0.010753 0.017778
27/12/2022 1,004.57 13,950 22,500 0.019651 0.068966 0.027397
26/12/2022 985.21 13,050 21,900 -0.03443 -0.06786 -0.06809
23/12/2022 1,020.34 14,000 23,500 -0.00222 -0.0378 0.004274
22/12/2022 1,022.61 14,550 23,400 0.003661 -0.00683 -0.00637
21/12/2022 1,018.88 14,650 23,550 -0.00415 -0.03618 0.048998
20/12/2022 1,023.13 15,200 22,450 -0.01471 -0.01935 0.002232
19/12/2022 1,038.40 15,500 22,400 -0.01338 -0.03427 -0.01754
16/12/2022 1,052.48 16,050 22,800 -0.00269 0.009434 -0.01935
15/12/2022 1,055.32 15,900 23,250 0.004655 0.019231 0
14/12/2022 1,050.43 15,600 23,250 0.002845 0.009709 0.031042
13/12/2022 1,047.45 15,450 22,550 0.014902 0.069204 0.058685
12/12/2022 1,032.07 14,450 21,300 -0.01877 -0.06774 -0.04911
9/12/2022 1,051.81 15,500 22,400 0.001218 0.013072 0.032258
8/12/2022 1,050.53 15,300 21,700 0.009135 0.06993 0.068966
7/12/2022 1,041.02 14,300 20,300 -0.00731 0 -0.02169
6/12/2022 1,048.69 14,300 20,750 -0.04113 -0.03704 -0.06951
5/12/2022 1,093.67 14,850 22,300 0.012648 0.068345 0.069544
2/12/2022 1,080.01 13,900 20,850 0.042199 0.069231 0.069231
1/12/2022 1,036.28 13,000 19,500 -0.01158 -0.04412 -0.025
30/11/2022 1,048.42 13,600 20,000 0.015753 0.0625 0.012658
29/11/2022 1,032.16 12,800 19,750 0.02632 0.066667 0.002538
28/11/2022 1,005.69 12,000 19,700 0.035236 0.066667 0.042328
25/11/2022 971.46 11,250 18,900 0.02506 0.066351 0.038462
24/11/2022 947.71 10,550 18,200 0.001808 -0.00472 0.04
23/11/2022 946 10,600 17,500 -0.00643 -0.06195 0.035503
22/11/2022 952.12 11,300 16,900 -0.00888 0 0.011976
21/11/2022 960.65 11,300 16,700 -0.00895 0.018018 -0.02339
18/11/2022 969.33 11,100 17,100 7.22E-05 0 -0.00581
17/11/2022 969.26 11,100 17,200 0.027956 0.052133 0.065015
16/11/2022 942.9 10,550 16,150 0.033995 0.065657 0.069536
15/11/2022 911.9 9,900 15,100 -0.03097 -0.04348 -0.04732
14/11/2022 941.04 10,350 15,850 -0.01413 0.056122 0.016026
11/11/2022 954.53 9,800 15,600 0.007696 0.00823 0.029703
10/11/2022 947.24 9,720 15,150 -0.03891 -0.06986 -0.06769
9/11/2022 985.59 10,450 16,250 0.004014 -0.01878 -0.01216
8/11/2022 981.65 10,650 16,450

RETURN 0.001624 0.006106 0.0076


VAR 0.000304 0.001676 0.001201
STD DEV 0.017432 0.040944 0.034663

0.006106 0.0076 0.001676


0.001201
E(Rp)
0.80%

0.70%

0.60%

0.50%

0.40%

0.30%

0.20%

0.10%

0.00%
0.051 0.052 0.053 0.054 0.055 0.056 0.057 0.058 0.059 0.06
Cố phiếu W ER ER*W V (W^2)*V

VND 27% 0.00012013 Var


0.00610596 0.163454% 0.00167638

STB 73% 0.00064433 0.274120%


0.00759994 0.556547% 0.0012015

0 0
Total 100% 0.0137059 0.72% 0.00076446 DEV
0 Sinh lời DM 0.05876643
0.05715063
0.05571994
0.05347063
0.05212157
RVND RSTB 0.05174314
0.05192671
RVND 0.00167638 0.05235648
RSTB 0.00098837 0.0012015 0.05302642
0.05392766
0.05504889

VND STB
W 27% 73%
VND 27%
STB 73% 0.00098837
0.00197674
Dev

0.05235648

E(Rp)
0.62%
0.63%
0.64%
0.66%
0.68%
0.70%
0.71%
0.72%
0.73%
0.74%
0.75%

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