Datum Erste KB VIG ri Erste KB VIG var Erste KB VIG covar Erste KB VIG Erste-KB Erste-Vig KB-VIG 07.03.2014 693.30 4 769.00 985.00 -0.024483 0.006118 -0.007157 0.000626387 2.92635E-05 5.192E-05 -0.025028 0.005410 -0.007206 -0.000135389 0.000180339 -3.8979E-05 06.03.2014 710.70 4 740.00 992.10 0.017757 -0.010645 0.006187 0.000296273 0.000128903 3.76701E-05 0.017213 -0.011354 0.006138 -0.000195424 0.000105644 -6.96834E-05 05.03.2014 698.30 4 791.00 986.00 0.016153 0.000209 0.000406 0.0002436 2.49801E-07 1.27326E-07 0.015608 -0.000500 0.000357 -7.80074E-06 5.56926E-06 -1.78343E-07 04.03.2014 687.20 4 790.00 985.60 0.022619 0.014186 -0.004444 0.000487272 0.000181638 2.01912E-05 0.022074 0.013477 -0.004493 0.000297502 -9.91897E-05 -6.05598E-05 03.03.2014 672.00 4 723.00 990.00 -0.048024 -0.016042 -0.021739 0.002358911 0.00028057 0.000474723 -0.048569 -0.016750 -0.021788 0.000813536 0.00105822 0.000364957 28.02.2014 705.90 4 800.00 1 012.00 -0.089749 0.030043 0.004965 0.008152893 0.000860504 2.41693E-05 -0.090293 0.029334 0.004916 -0.002648697 -0.000443903 0.000144214 27.02.2014 775.50 4 660.00 1 007.00 -0.022068 0.006479 0.000994 0.000511344 3.33034E-05 8.93063E-07 -0.022613 0.005771 0.000945 -0.000130497 -2.13697E-05 5.45363E-06 26.02.2014 793.00 4 630.00 1 006.00 -0.008750 -0.010684 -0.009843 8.63937E-05 0.000129785 9.78425E-05 -0.009295 -0.011392 -0.009892 0.00010589 9.194E-05 0.000112688 25.02.2014 800.00 4 680.00 1 016.00 -0.000625 -0.006580 -0.000983 1.36757E-06 5.31283E-05 1.06564E-06 -0.001169 -0.007289 -0.001032 8.52387E-06 1.2072E-06 7.52435E-06 24.02.2014 800.50 4 711.00 1 017.00 0.000000 -0.011955 0.005935 2.96829E-07 0.000160358 3.46415E-05 -0.000545 -0.012663 0.005886 6.8992E-06 -3.20665E-06 -7.45322E-05 21.02.2014 800.50 4 768.00 1 011.00 0.009967 0.012314 0.031738 8.87812E-05 0.000134691 0.001004187 0.009422 0.011606 0.031689 0.000109353 0.000298585 0.000367771 20.02.2014 792.60 4 710.00 979.90 -0.004146 -0.006329 -0.010202 2.20061E-05 4.9529E-05 0.000105084 -0.004691 -0.007038 -0.010251 3.30143E-05 4.80883E-05 7.21435E-05 19.02.2014 795.90 4 740.00 990.00 0.007213 0.002114 -0.016882 4.44695E-05 1.9757E-06 0.000286653 0.006669 0.001406 -0.016931 9.37327E-06 -0.000112904 -2.37979E-05 18.02.2014 790.20 4 730.00 1 007.00 0.009195 0.000000 0.009726 7.48326E-05 5.02071E-07 9.36491E-05 0.008651 -0.000709 0.009677 -6.12954E-06 8.37138E-05 -6.857E-06 17.02.2014 783.00 4 730.00 997.30 0.011628 0.008959 0.000301 0.000122835 6.80703E-05 6.3447E-08 0.011083 0.008250 0.000252 9.14407E-05 2.79168E-06 2.07819E-06 14.02.2014 774.00 4 688.00 997.00 0.003891 0.051121 -0.008946 1.11973E-05 0.002541421 8.09161E-05 0.003346 0.050413 -0.008995 0.000168692 -3.01005E-05 -0.000453478 13.02.2014 771.00 4 460.00 1 006.00 -0.006571 -0.008669 -0.001984 5.06394E-05 8.79312E-05 4.13367E-06 -0.007116 -0.009377 -0.002033 6.67292E-05 1.44681E-05 1.90651E-05 12.02.2014 776.10 4 499.00 1 008.00 0.018905 0.008744 0.014697 0.000337099 6.45745E-05 0.000214563 0.018360 0.008036 0.014648 0.00014754 0.000268941 0.000117709 11.02.2014 761.70 4 460.00 993.40 -0.017922 -0.004020 0.003840 0.000341009 2.23561E-05 1.43711E-05 -0.018466 -0.004728 0.003791 8.73134E-05 -7.00047E-05 -1.79243E-05 10.02.2014 775.60 4 478.00 989.60 0.004663 0.010835 0.007739 1.69612E-05 0.000102549 5.91406E-05 0.004118 0.010127 0.007690 4.17055E-05 3.16716E-05 7.78769E-05 07.02.2014 772.00 4 430.00 982.00 0.000259 -0.006726 -0.005972 8.16162E-08 5.52796E-05 3.62558E-05 -0.000286 -0.007435 -0.006021 2.12408E-06 1.72019E-06 4.47684E-05 06.02.2014 771.80 4 460.00 987.90 0.020629 0.027650 0.027457 0.000403393 0.000725828 0.000751203 0.020085 0.026941 0.027408 0.000541104 0.000550482 0.000738407 05.02.2014 756.20 4 340.00 961.50 0.026052 0.004630 -0.004452 0.000650594 1.53747E-05 2.02616E-05 0.025507 0.003921 -0.004501 0.000100013 -0.000114813 -1.76498E-05 04.02.2014 737.00 4 320.00 965.80 0.010974 -0.018182 -0.002479 0.000108766 0.000356847 6.38999E-06 0.010429 -0.018890 -0.002528 -0.00019701 -2.63632E-05 4.77519E-05 03.02.2014 729.00 4 400.00 968.20 -0.011793 -0.004975 0.002174 0.000152232 3.23044E-05 4.51423E-06 -0.012338 -0.005684 0.002125 7.01267E-05 -2.62147E-05 -1.2076E-05 31.01.2014 737.70 4 422.00 966.10 -0.033918 0.014220 -0.006070 0.001187705 0.000182564 3.74419E-05 -0.034463 0.013512 -0.006119 -0.000465652 0.000210879 -8.26772E-05 30.01.2014 763.60 4 360.00 972.00 -0.010753 0.002299 -0.003281 0.000127634 2.52899E-06 1.10915E-05 -0.011298 0.001590 -0.003330 -1.79662E-05 3.76252E-05 -5.29626E-06 29.01.2014 771.90 4 350.00 975.20 -0.017314 0.000000 -0.031579 0.000318931 5.02071E-07 0.001000328 -0.017859 -0.000709 -0.031628 1.26541E-05 0.000564832 2.24106E-05 28.01.2014 785.50 4 350.00 1 007.00 0.039159 0.011628 -0.001982 0.001491025 0.000119232 4.12568E-06 0.038614 0.010919 -0.002031 0.000421637 -7.84314E-05 -2.21791E-05 27.01.2014 755.90 4 300.00 1 009.00 -0.028905 -0.011494 -0.016569 0.000867318 0.000148909 0.000276165 -0.029450 -0.012203 -0.016618 0.000359376 0.000489411 0.000202789 24.01.2014 778.40 4 350.00 1 026.00 -0.022847 -0.003436 -0.011561 0.000547182 1.7181E-05 0.000134785 -0.023392 -0.004145 -0.011610 9.69594E-05 0.000271573 4.81222E-05 23.01.2014 796.60 4 365.00 1 038.00 0.010914 -0.003425 -0.014245 0.000107514 1.70836E-05 0.000204319 0.010369 -0.004133 -0.014294 -4.2857E-05 -0.000148213 5.90805E-05 22.01.2014 788.00 4 380.00 1 053.00 0.012073 -0.000684 0.004771 0.000132898 1.94054E-06 2.22971E-05 0.011528 -0.001393 0.004722 -1.60591E-05 5.44356E-05 -6.57787E-06 21.01.2014 778.60 4 383.00 1 048.00 -0.008153 0.005737 -0.004748 7.56497E-05 2.52809E-05 2.30146E-05 -0.008698 0.005028 -0.004797 -4.3732E-05 4.17259E-05 -2.41211E-05 20.01.2014 785.00 4 358.00 1 053.00 -0.005322 0.010199 -0.001896 3.44178E-05 9.00749E-05 3.78205E-06 -0.005867 0.009491 -0.001945 -5.56792E-05 1.14092E-05 -1.84572E-05 17.01.2014 789.20 4 314.00 1 055.00 -0.001897 -0.015293 0.013449 5.96275E-06 0.00025606 0.000179549 -0.002442 -0.016002 0.013400 3.90746E-05 -3.27201E-05 -0.000214419 16.01.2014 790.70 4 381.00 1 041.00 -0.013844 -0.028603 -0.009515 0.000207034 0.000859174 9.14656E-05 -0.014389 -0.029312 -0.009564 0.000421756 0.00013761 0.00028033 15.01.2014 801.80 4 510.00 1 051.00 0.027685 -0.002212 0.026367 0.000736601 8.532E-06 0.000692646 0.027140 -0.002921 0.026318 -7.9276E-05 0.000714285 -7.68743E-05 14.01.2014 780.20 4 520.00 1 024.00 -0.006115 0.011186 -0.017274 4.43485E-05 0.00010977 0.000300103 -0.006659 0.010477 -0.017323 -6.9772E-05 0.000115365 -0.0001815 13.01.2014 785.00 4 470.00 1 042.00 0.016313 0.021714 0.008712 0.000248629 0.00044124 7.50557E-05 0.015768 0.021006 0.008663 0.000331218 0.000136605 0.000181982 10.01.2014 772.40 4 375.00 1 033.00 0.005467 0.017679 0.019743 2.42311E-05 0.00028798 0.000387866 0.004923 0.016970 0.019694 8.35347E-05 9.69454E-05 0.000334212 09.01.2014 768.20 4 299.00 1 013.00 -0.000650 0.014873 0.010978 1.42867E-06 0.000200618 0.000119444 -0.001195 0.014164 0.010929 -1.69297E-05 -1.30631E-05 0.000154798 08.01.2014 768.70 4 236.00 1 002.00 0.052005 0.001418 0.012121 0.002648143 5.03916E-07 0.000145738 0.051460 0.000710 0.012072 3.653E-05 0.000621237 8.56969E-06 07.01.2014 730.70 4 230.00 990.00 0.042814 -0.030928 0.001011 0.001786711 0.001000862 9.25649E-07 0.042270 -0.031636 0.000962 -0.001337255 4.06678E-05 -3.04376E-05 06.01.2014 700.70 4 365.00 989.00 0.001143 -0.016892 0.000000 3.57844E-07 0.000309776 2.40256E-09 0.000598 -0.017600 -0.000049 -1.05286E-05 -2.93213E-08 8.62702E-07 03.01.2014 699.90 4 440.00 989.00 0.005603 0.000000 0.001012 2.55897E-05 5.02071E-07 9.27619E-07 0.005059 -0.000709 0.000963 -3.58439E-06 4.87212E-06 -6.82444E-07 02.01.2014 696.00 4 440.00 988.00 -0.002865 0.004298 -0.002020 1.16291E-05 1.28816E-05 4.28166E-06 -0.003410 0.003589 -0.002069 -1.22394E-05 7.05634E-06 -7.42663E-06 30.12.2013 698.00 4 421.00 990.00 -0.002572 0.008210 0.000000 9.71559E-06 5.62686E-05 2.40256E-09 -0.003117 0.007501 -0.000049 -2.33812E-05 1.52782E-07 -3.6768E-07 27.12.2013 699.80 4 385.00 990.00 -0.001427 0.005734 0.000000 3.88784E-06 2.52544E-05 2.40256E-09 -0.001972 0.005025 -0.000049 -9.90884E-06 9.66476E-08 -2.46323E-07 23.12.2013 700.80 4 360.00 990.00 0.009507 0.010429 0.011546 8.03269E-05 9.44817E-05 0.000132179 0.008963 0.009720 0.011497 8.71173E-05 0.000103041 0.000111752 20.12.2013 694.20 4 315.00 978.70 0.013135 -0.001157 0.005858 0.000158509 3.48187E-06 3.37463E-05 0.012590 -0.001866 0.005809 -2.34927E-05 7.31374E-05 -1.08397E-05 19.12.2013 685.20 4 320.00 973.00 -0.000146 0.003951 -0.000719 4.77124E-07 1.05116E-05 5.89706E-07 -0.000691 0.003242 -0.000768 -2.2395E-06 5.30436E-07 -2.48973E-06 18.12.2013 685.30 4 303.00 973.70 0.031302 0.013424 0.007450 0.000945988 0.000161692 5.47681E-05 0.030757 0.012716 0.007401 0.0003911 0.000227618 9.41041E-05 17.12.2013 664.50 4 246.00 966.50 -0.015264 -0.005388 -0.001550 0.000249912 3.71642E-05 2.55553E-06 -0.015809 -0.006096 -0.001599 9.63732E-05 2.52717E-05 9.74548E-06 16.12.2013 674.80 4 269.00 968.00 0.033384 0.015220 0.002278 0.001078437 0.000210581 4.96794E-06 0.032840 0.014511 0.002229 0.000476548 7.31957E-05 3.23443E-05 13.12.2013 653.00 4 205.00 965.80 -0.008804 -0.032221 -0.006889 8.73983E-05 0.001084353 4.81424E-05 -0.009349 -0.032930 -0.006938 0.000307848 6.48658E-05 0.000228481 12.12.2013 658.80 4 345.00 972.50 -0.026164 -0.004582 0.013021 0.000713365 2.79891E-05 0.000168268 -0.026709 -0.005290 0.012972 0.000141303 -0.000346463 -6.8627E-05 11.12.2013 676.50 4 365.00 960.00 -0.002948 0.034360 0.002925 1.21975E-05 0.001132432 8.27243E-06 -0.003492 0.033652 0.002876 -0.000117528 -1.00451E-05 9.67882E-05 10.12.2013 678.50 4 220.00 957.20 -0.006152 0.004762 -0.000522 4.4848E-05 1.64295E-05 3.26155E-07 -0.006697 0.004053 -0.000571 -2.71446E-05 3.82458E-06 -2.31486E-06 09.12.2013 682.70 4 200.00 957.70 0.011407 -0.032258 -0.003745 0.000117996 0.001086799 1.4394E-05 0.010863 -0.032967 -0.003794 -0.000358103 -4.12121E-05 0.000125074 06.12.2013 675.00 4 340.00 961.30 0.000000 -0.029951 0.003445 2.96829E-07 0.000939999 1.15305E-05 -0.000545 -0.030659 0.003396 1.67039E-05 -1.85002E-06 -0.000104109 05.12.2013 675.00 4 474.00 958.00 -0.010409 -0.005778 -0.040080 0.000119987 4.20727E-05 0.001610351 -0.010954 -0.006486 -0.040129 7.10505E-05 0.000439569 0.000260292 04.12.2013 682.10 4 500.00 998.00 -0.010015 -0.009465 -0.030126 0.0001115 0.000103504 0.000910552 -0.010559 -0.010174 -0.030175 0.000107427 0.000318632 0.000306994 03.12.2013 689.00 4 543.00 1 029.00 -0.015292 0.008435 -0.020932 0.000250813 5.96988E-05 0.000440222 -0.015837 0.007727 -0.020981 -0.000122365 0.000332285 -0.000162113 02.12.2013 699.70 4 505.00 1 051.00 -0.013395 -0.026367 -0.004735 0.000194329 0.000733085 2.28854E-05 -0.013940 -0.027076 -0.004784 0.000377438 6.6688E-05 0.000129526 29.11.2013 709.20 4 627.00 1 056.00 0.003680 0.008940 0.001898 9.8268E-06 6.77606E-05 3.41702E-06 0.003135 0.008232 0.001849 2.58045E-05 5.79468E-06 1.52164E-05 28.11.2013 706.60 4 586.00 1 054.00 0.003693 0.001310 -0.004721 9.91218E-06 3.61771E-07 2.27572E-05 0.003148 0.000601 -0.004770 1.89366E-06 -1.50191E-05 -2.8693E-06 27.11.2013 704.00 4 580.00 1 059.00 0.010043 0.029213 -0.001885 9.02162E-05 0.00081253 3.74047E-06 0.009498 0.028505 -0.001934 0.000270746 -1.83698E-05 -5.51294E-05 26.11.2013 697.00 4 450.00 1 061.00 -0.000717 -0.013523 0.000943 1.5918E-06 0.000202523 7.99916E-07 -0.001262 -0.014231 0.000894 1.79549E-05 -1.12841E-06 -1.2728E-05 25.11.2013 697.50 4 511.00 1 060.00 0.006494 0.000222 0.025145 3.53869E-05 2.37013E-07 0.000629812 0.005949 -0.000487 0.025096 -2.89606E-06 0.000149289 -1.22178E-05 22.11.2013 693.00 4 510.00 1 034.00 0.009174 0.009852 0.000000 7.44681E-05 8.36063E-05 2.40256E-09 0.008629 0.009144 -0.000049 7.8905E-05 -4.22982E-07 -4.48184E-07 21.11.2013 686.70 4 466.00 1 034.00 0.015828 -0.025954 0.009766 0.000233588 0.000710903 9.44125E-05 0.015284 -0.026663 0.009717 -0.000407503 0.000148505 -0.000259072 20.11.2013 676.00 4 585.00 1 024.00 -0.015008 -0.003261 0.000978 0.000241891 1.57564E-05 8.62115E-07 -0.015553 -0.003969 0.000929 6.1736E-05 -1.44408E-05 -3.68563E-06 19.11.2013 686.30 4 600.00 1 023.00 -0.010667 -0.006479 0.001959 0.000125715 5.16681E-05 3.64752E-06 -0.011212 -0.007188 0.001910 8.05943E-05 -2.14137E-05 -1.37281E-05 18.11.2013 693.70 4 630.00 1 021.00 0.012849 0.010917 0.019980 0.000151383 0.000104213 0.000397245 0.012304 0.010208 0.019931 0.000125603 0.000245227 0.000203465 15.11.2013 684.90 4 580.00 1 001.00 0.006910 0.017778 0.005222 4.05121E-05 0.000291358 2.67591E-05 0.006365 0.017069 0.005173 0.000108644 3.29252E-05 8.82976E-05 14.11.2013 680.20 4 500.00 995.80 0.006213 0.011009 0.015604 3.21285E-05 0.000106094 0.000241966 0.005668 0.010300 0.015555 5.83835E-05 8.81703E-05 0.000160222 13.11.2013 676.00 4 451.00 980.50 -0.029990 0.004740 -0.040607 0.000932373 1.62557E-05 0.001652883 -0.030535 0.004032 -0.040656 -0.000123111 0.001241412 -0.000163917 12.11.2013 696.90 4 430.00 1 022.00 -0.003574 -0.013363 -0.025739 1.69687E-05 0.00019801 0.000665011 -0.004119 -0.014072 -0.025788 5.79653E-05 0.000106228 0.000362876 11.11.2013 699.40 4 490.00 1 049.00 0.017161 -0.015351 0.028431 0.000276102 0.000257906 0.000805558 0.016616 -0.016059 0.028382 -0.000266849 0.00047161 -0.000455805 08.11.2013 687.60 4 560.00 1 020.00 -0.026062 -0.051975 -0.026718 0.00070794 0.002775564 0.000716449 -0.026607 -0.052684 -0.026767 0.001401761 0.000712182 0.00141016 07.11.2013 706.00 4 810.00 1 048.00 0.027208 0.000000 0.035573 0.000710921 5.02071E-07 0.001261962 0.026663 -0.000709 0.035524 -1.88927E-05 0.000947183 -2.51713E-05 06.11.2013 687.30 4 810.00 1 012.00 0.012224 0.008386 0.002973 0.0001364 5.8939E-05 8.55109E-06 0.011679 0.007677 0.002924 8.9662E-05 3.41521E-05 2.24498E-05 05.11.2013 679.00 4 770.00 1 009.00 -0.018644 -0.004175 0.000000 0.000368223 2.38528E-05 2.40256E-09 -0.019189 -0.004884 -0.000049 9.37185E-05 9.40572E-07 2.3939E-07 04.11.2013 691.90 4 790.00 1 009.00 0.033149 0.010975 0.005982 0.001063044 0.000105402 3.52009E-05 0.032604 0.010267 0.005933 0.000334733 0.000193443 6.09117E-05 01.11.2013 669.70 4 738.00 1 003.00 -0.004608 0.004239 -0.002982 2.65475E-05 1.24645E-05 9.18771E-06 -0.005152 0.003531 -0.003031 -1.81907E-05 1.56177E-05 -1.07014E-05 31.10.2013 672.80 4 718.00 1 006.00 -0.010588 0.021212 0.003992 0.000123945 0.000420396 1.55472E-05 -0.011133 0.020504 0.003943 -0.000228267 -4.38976E-05 8.08455E-05 30.10.2013 680.00 4 620.00 1 002.00 0.059190 0.006536 -0.013780 0.003439261 3.39583E-05 0.000191229 0.058645 0.005827 -0.013829 0.000341748 -0.000810978 -8.05842E-05 29.10.2013 642.00 4 590.00 1 016.00 0.026051 0.040816 -0.007813 0.000650556 0.001608632 6.18034E-05 0.025506 0.040108 -0.007862 0.001022989 -0.000200516 -0.000315308 25.10.2013 625.70 4 410.00 1 024.00 -0.008714 -0.003390 0.010859 8.57176E-05 1.67969E-05 0.000116852 -0.009258 -0.004098 0.010810 3.79446E-05 -0.000100081 -4.4303E-05 24.10.2013 631.20 4 425.00 1 013.00 0.011538 -0.007848 -0.003933 0.00012086 7.32069E-05 1.58575E-05 0.010994 -0.008556 -0.003982 -9.40627E-05 -4.37784E-05 3.40717E-05 23.10.2013 624.00 4 460.00 1 017.00 -0.018096 -0.013056 -0.004892 0.00034748 0.000189463 2.44173E-05 -0.018641 -0.013765 -0.004941 0.000256582 9.21114E-05 6.8016E-05 22.10.2013 635.50 4 519.00 1 022.00 0.000000 -0.006813 -0.008729 2.96829E-07 5.65768E-05 7.70604E-05 -0.000545 -0.007522 -0.008778 4.098E-06 4.78265E-06 6.6029E-05 21.10.2013 635.50 4 550.00 1 031.00 0.004425 0.005525 0.012770 1.50595E-05 2.31967E-05 0.000161827 0.003881 0.004816 0.012721 1.86904E-05 4.93663E-05 6.12686E-05 18.10.2013 632.70 4 525.00 1 018.00 0.020648 0.014574 0.009921 0.000404158 0.00019225 9.74489E-05 0.020104 0.013865 0.009872 0.000278746 0.000198456 0.000136874 17.10.2013 619.90 4 460.00 1 008.00 -0.015876 -0.002237 0.003984 0.000269628 8.67718E-06 1.54846E-05 -0.016420 -0.002946 0.003935 4.83695E-05 -6.46149E-05 -1.15915E-05 16.10.2013 629.90 4 470.00 1 004.00 0.008808 0.013605 0.012097 6.82877E-05 0.000166329 0.000145148 0.008264 0.012897 0.012048 0.000106575 9.95583E-05 0.000155378 15.10.2013 624.40 4 410.00 992.00 0.011994 0.025820 0.000000 0.000131073 0.000630582 2.40256E-09 0.011449 0.025111 -0.000049 0.000287493 -5.61168E-07 -1.23086E-06 14.10.2013 617.00 4 299.00 992.00 0.001786 -0.000233 0.015353 1.54054E-06 8.85721E-07 0.000234216 0.001241 -0.000941 0.015304 -1.16811E-06 1.89952E-05 -1.44031E-05 11.10.2013 615.90 4 300.00 977.00 0.004403 -0.010357 -0.002756 1.48866E-05 0.000122441 7.86781E-06 0.003858 -0.011065 -0.002805 -4.26934E-05 -1.08224E-05 3.10377E-05 10.10.2013 613.20 4 345.00 979.70 0.023364 0.026216 0.010000 0.000520737 0.000650647 9.90221E-05 0.022820 0.025508 0.009951 0.000582079 0.000227078 0.000253827 09.10.2013 599.20 4 234.00 970.00 0.000334 0.005462 -0.005128 4.44916E-08 2.2594E-05 2.68036E-05 -0.000211 0.004753 -0.005177 -1.00262E-06 1.09203E-06 -2.4609E-05 08.10.2013 599.00 4 211.00 975.00 -0.008770 -0.006840 0.001644 8.67748E-05 5.69752E-05 2.54309E-06 -0.009315 -0.007548 0.001595 7.03137E-05 -1.48552E-05 -1.20372E-05 07.10.2013 604.30 4 240.00 973.40 -0.010642 0.003550 0.003505 0.00012514 8.07541E-06 1.19449E-05 -0.011187 0.002842 0.003456 -3.17893E-05 -3.86624E-05 9.8214E-06 04.10.2013 610.80 4 225.00 970.00 0.009587 -0.008449 0.005911 8.1757E-05 8.3856E-05 3.43631E-05 0.009042 -0.009157 0.005862 -8.27998E-05 5.3004E-05 -5.36801E-05 03.10.2013 605.00 4 261.00 964.30 -0.008197 -0.014798 -0.004850 7.64145E-05 0.000240444 2.40039E-05 -0.008742 -0.015506 -0.004899 0.000135549 4.28281E-05 7.5971E-05 02.10.2013 610.00 4 325.00 969.00 -0.006515 0.011696 -0.011527 4.98362E-05 0.000120722 0.000134006 -0.007059 0.010987 -0.011576 -7.75649E-05 8.17212E-05 -0.000127191 01.10.2013 614.00 4 275.00 980.30 0.014876 0.011356 0.000510 0.000205384 0.000113359 2.12791E-07 0.014331 0.010647 0.000461 0.000152584 6.61088E-06 4.91138E-06 30.09.2013 605.00 4 227.00 979.80 0.006656 -0.000709 -0.006892 3.73413E-05 2.01013E-06 4.81827E-05 0.006111 -0.001418 -0.006941 -8.66376E-06 -4.2417E-05 9.84141E-06 27.09.2013 601.00 4 230.00 986.60 -0.004143 0.014875 0.009619 2.1971E-05 0.000200695 9.15907E-05 -0.004687 0.014167 0.009570 -6.64037E-05 -4.48591E-05 0.000135579 26.09.2013 603.50 4 168.00 977.20 -0.008706 0.004337 -0.009427 8.55712E-05 1.3168E-05 8.98E-05 -0.009250 0.003629 -0.009476 -3.35679E-05 8.76601E-05 -3.43873E-05 25.09.2013 608.80 4 150.00 986.50 -0.007014 -0.002644 -0.002629 5.71288E-05 1.1237E-05 7.16991E-06 -0.007558 -0.003352 -0.002678 2.53369E-05 2.02388E-05 8.97599E-06 24.09.2013 613.10 4 161.00 989.10 -0.003414 -0.002158 0.019060 1.56685E-05 8.21879E-06 0.000361432 -0.003958 -0.002867 0.019011 1.1348E-05 -7.52535E-05 -5.45026E-05 23.09.2013 615.20 4 170.00 970.60 0.005557 0.007246 -0.001440 2.51257E-05 4.27429E-05 2.21815E-06 0.005013 0.006538 -0.001489 3.27711E-05 -7.46542E-06 -9.73705E-06 20.09.2013 611.80 4 140.00 972.00 -0.014021 -0.026341 -0.029940 0.000212162 0.000731655 0.000899348 -0.014566 -0.027049 -0.029989 0.000393991 0.000436815 0.00081118 19.09.2013 620.50 4 252.00 1 002.00 0.020224 -0.002112 0.012121 0.000387255 7.95663E-06 0.000145738 0.019679 -0.002821 0.012072 -5.55089E-05 0.000237566 -3.40526E-05 18.09.2013 608.20 4 261.00 990.00 -0.001314 0.003296 -0.007021 3.45383E-06 6.6971E-06 4.9986E-05 -0.001858 0.002588 -0.007070 -4.80943E-06 1.31394E-05 -1.82965E-05 17.09.2013 609.00 4 247.00 997.00 -0.017742 0.006398 -0.011893 0.000334405 3.23708E-05 0.000142611 -0.018287 0.005690 -0.011942 -0.000104043 0.00021838 -6.79443E-05 16.09.2013 620.00 4 220.00 1 009.00 0.033161 -0.003777 0.010415 0.001063824 2.01217E-05 0.000107445 0.032616 -0.004486 0.010366 -0.000146308 0.000338087 -4.6497E-05 13.09.2013 600.10 4 236.00 998.60 -0.036912 -0.014884 0.005639 0.001403029 0.00024312 3.12532E-05 -0.037457 -0.015592 0.005590 0.000584041 -0.000209402 -8.71681E-05 12.09.2013 623.10 4 300.00 993.00 -0.024883 0.011765 -0.010956 0.000646555 0.000122238 0.000121114 -0.025427 0.011056 -0.011005 -0.000281129 0.000279834 -0.000121675 11.09.2013 639.00 4 250.00 1 004.00 -0.006993 0.014562 -0.003968 5.68188E-05 0.000191916 1.61385E-05 -0.007538 0.013853 -0.004017 -0.000104424 3.02815E-05 -5.56528E-05 10.09.2013 643.50 4 189.00 1 008.00 0.005469 0.034066 0.002985 2.42451E-05 0.001112696 8.62044E-06 0.004924 0.033357 0.002936 0.000164248 1.44569E-05 9.79384E-05 09.09.2013 640.00 4 051.00 1 005.00 0.013781 -0.011951 0.010050 0.000175199 0.00016027 0.000100025 0.013236 -0.012660 0.010001 -0.000167568 0.000132379 -0.000126614 06.09.2013 631.30 4 100.00 995.00 -0.013594 -0.011572 -0.008964 0.000199899 0.000150809 8.1237E-05 -0.014139 -0.012280 -0.009013 0.000173627 0.000127433 0.000110685 05.09.2013 640.00 4 148.00 1 004.00 0.007398 -0.017760 0.023445 4.69672E-05 0.000341084 0.000547394 0.006853 -0.018468 0.023396 -0.000126569 0.000160342 -0.000432096 04.09.2013 635.30 4 223.00 981.00 -0.000315 -0.001891 -0.018411 7.38797E-07 6.75675E-06 0.000340774 -0.000860 -0.002599 -0.018460 2.23425E-06 1.5867E-05 4.79846E-05 03.09.2013 635.50 4 231.00 999.40 0.000315 0.007381 0.006445 5.29037E-08 4.45207E-05 4.09101E-05 -0.000230 0.006672 0.006396 -1.5347E-06 -1.47115E-06 4.26772E-05 02.09.2013 635.30 4 200.00 993.00 0.014694 0.000000 0.002018 0.000200203 5.02071E-07 3.87754E-06 0.014149 -0.000709 0.001969 -1.00258E-05 2.78621E-05 -1.39528E-06 30.08.2013 626.10 4 200.00 991.00 -0.010119 0.004544 -0.023645 0.000113708 1.47133E-05 0.000561422 -0.010663 0.003836 -0.023694 -4.09026E-05 0.000252662 -9.08867E-05 29.08.2013 632.50 4 181.00 1 015.00 0.019339 0.000239 0.017034 0.00035323 2.20275E-07 0.000288492 0.018794 -0.000469 0.016985 -8.82088E-06 0.000319224 -7.97168E-06 28.08.2013 620.50 4 180.00 998.00 -0.002732 -0.012987 -0.014808 1.07391E-05 0.000187569 0.000220716 -0.003277 -0.013696 -0.014857 4.48813E-05 4.86857E-05 0.000203469 27.08.2013 622.20 4 235.00 1 013.00 -0.039222 -0.008661 -0.016505 0.001581379 8.77897E-05 0.000274031 -0.039767 -0.009370 -0.016554 0.000372598 0.000658291 0.000155103 26.08.2013 647.60 4 272.00 1 030.00 -0.011298 -0.001869 -0.020913 0.000140246 6.64468E-06 0.000439387 -0.011843 -0.002578 -0.020962 3.05268E-05 0.000248238 5.40332E-05 23.08.2013 655.00 4 280.00 1 052.00 -0.001372 0.008245 0.000000 3.67481E-06 5.67977E-05 2.40256E-09 -0.001917 0.007536 -0.000049 -1.44472E-05 9.39625E-08 -3.69404E-07 22.08.2013 655.90 4 245.00 1 052.00 0.017530 0.008074 0.003817 0.000288505 5.42509E-05 1.41962E-05 0.016985 0.007366 0.003768 0.000125107 6.39973E-05 2.77517E-05 21.08.2013 644.60 4 211.00 1 048.00 0.001243 -0.003314 -0.018727 4.86928E-07 1.61779E-05 0.000352523 0.000698 -0.004022 -0.018776 -2.80668E-06 -1.31017E-05 7.55189E-05 20.08.2013 643.80 4 225.00 1 068.00 -0.038100 -0.003538 -0.016575 0.001493384 1.80311E-05 0.000276344 -0.038644 -0.004246 -0.016624 0.000164096 0.000642408 7.05889E-05 19.08.2013 669.30 4 240.00 1 086.00 -0.032244 0.005931 0.000000 0.001075111 2.72758E-05 2.40256E-09 -0.032789 0.005223 -0.000049 -0.000171244 1.60718E-06 -2.55992E-07 16.08.2013 691.60 4 215.00 1 086.00 0.037037 0.001188 0.023563 0.001331682 2.29517E-07 0.000552892 0.036492 0.000479 0.023514 1.74827E-05 0.000858066 1.12649E-05 15.08.2013 666.90 4 210.00 1 061.00 -0.014919 -0.020247 0.000000 0.000239122 0.000439123 2.40256E-09 -0.015464 -0.020955 -0.000049 0.000324043 7.57961E-07 1.02714E-06 14.08.2013 677.00 4 297.00 1 061.00 -0.004412 0.006559 -0.027498 2.45677E-05 3.42265E-05 0.000758822 -0.004957 0.005850 -0.027547 -2.89977E-05 0.000136538 -0.000161158 13.08.2013 680.00 4 269.00 1 091.00 0.023480 -0.007209 0.017724 0.000526015 6.26927E-05 0.000312401 0.022935 -0.007918 0.017675 -0.000181596 0.000405373 -0.000139947 12.08.2013 664.40 4 300.00 1 072.00 -0.001503 0.000233 -0.009242 4.19297E-06 2.26535E-07 8.63257E-05 -0.002048 -0.000476 -0.009291 9.74606E-07 1.90253E-05 4.4222E-06 09.08.2013 665.40 4 299.00 1 082.00 0.017742 0.011529 -0.001845 0.000295758 0.000117091 3.58737E-06 0.017198 0.010821 -0.001894 0.000186093 -3.25729E-05 -2.0495E-05 08.08.2013 653.80 4 250.00 1 084.00 0.031230 0.031553 0.008372 0.000941598 0.000951403 6.92736E-05 0.030685 0.030845 0.008323 0.000946488 0.000255397 0.000256724 07.08.2013 634.00 4 120.00 1 075.00 0.011971 0.041719 0.005613 0.000130564 0.001681884 3.09548E-05 0.011426 0.041011 0.005564 0.000468608 6.35734E-05 0.000228172 06.08.2013 626.50 3 955.00 1 069.00 0.004812 0.014103 -0.004655 1.8205E-05 0.000179399 2.21324E-05 0.004267 0.013394 -0.004705 5.71485E-05 -2.00729E-05 -6.30122E-05 05.08.2013 623.50 3 900.00 1 074.00 0.005645 -0.032258 0.022857 2.60135E-05 0.001086799 0.000520211 0.005100 -0.032967 0.022808 -0.000168141 0.000116329 -0.000751907 02.08.2013 620.00 4 030.00 1 050.00 0.013403 0.005991 0.031434 0.000165335 2.79042E-05 0.000985029 0.012858 0.005282 0.031385 6.7923E-05 0.000403558 0.00016579 01.08.2013 611.80 4 006.00 1 018.00 0.031355 0.054211 0.005929 0.000949289 0.002862459 3.45725E-05 0.030811 0.053502 0.005880 0.001648424 0.000181161 0.000314583 31.07.2013 593.20 3 800.00 1 012.00 0.006447 0.000000 0.010989 3.48385E-05 5.02071E-07 0.000119683 0.005902 -0.000709 0.010940 -4.18227E-06 6.45724E-05 -7.75175E-06 30.07.2013 589.40 3 800.00 1 001.00 0.002893 0.027027 0.000000 5.51222E-06 0.000692661 2.40256E-09 0.002348 0.026318 -0.000049 6.17908E-05 -1.1508E-07 -1.29002E-06 29.07.2013 587.70 3 700.00 1 001.00 0.000511 0.017322 -0.005958 1.16245E-09 0.000276005 3.60877E-05 -0.000034 0.016613 -0.006007 -5.6643E-07 2.04818E-07 -9.98018E-05 26.07.2013 587.40 3 637.00 1 007.00 0.025131 -0.012758 0.000994 0.000604475 0.000181345 8.93063E-07 0.024586 -0.013466 0.000945 -0.000331087 2.32343E-05 -1.27261E-05 25.07.2013 573.00 3 684.00 1 006.00 -0.003478 -0.002167 -0.000993 1.61852E-05 8.26802E-06 1.0859E-06 -0.004023 -0.002875 -0.001042 1.1568E-05 4.19231E-06 2.99637E-06 24.07.2013 575.00 3 692.00 1 007.00 0.045455 0.031285 -0.004941 0.002016883 0.000934913 2.48974E-05 0.044910 0.030576 -0.004990 0.001373175 -0.000224087 -0.000152568 23.07.2013 550.00 3 580.00 1 012.00 0.021545 0.028440 -0.020329 0.000441021 0.000769038 0.000415269 0.021000 0.027732 -0.020378 0.000582376 -0.000427951 -0.000565117 22.07.2013 538.40 3 481.00 1 033.00 -0.004438 -0.013881 0.009775 2.48272E-05 0.000212856 9.45981E-05 -0.004983 -0.014590 0.009726 7.26954E-05 -4.84624E-05 -0.000141901 19.07.2013 540.80 3 530.00 1 023.00 -0.041135 -0.001414 0.000978 0.001737187 4.50711E-06 8.63892E-07 -0.041680 -0.002123 0.000929 8.84856E-05 -3.87394E-05 -1.97324E-06 18.07.2013 564.00 3 535.00 1 022.00 0.021739 -0.012570 0.012884 0.000449199 0.000176316 0.000164738 0.021194 -0.013278 0.012835 -0.000281427 0.00027203 -0.000170429 17.07.2013 552.00 3 580.00 1 009.00 0.007299 -0.006659 -0.005911 4.56226E-05 5.4285E-05 3.55257E-05 0.006754 -0.007368 -0.005960 -4.97657E-05 -4.02589E-05 4.39149E-05 16.07.2013 548.00 3 604.00 1 015.00 -0.019152 -0.010977 -0.008789 0.000387949 0.000136551 7.81116E-05 -0.019696 -0.011686 -0.008838 0.000230163 0.000174079 0.000103278 15.07.2013 558.70 3 644.00 1 024.00 0.001613 -0.009783 0.009862 1.14204E-06 0.000110065 9.62933E-05 0.001069 -0.010491 0.009813 -1.12115E-05 1.04867E-05 -0.000102949 12.07.2013 557.80 3 680.00 1 014.00 0.045548 0.013774 0.007952 0.00202531 0.000170708 6.24617E-05 0.045003 0.013066 0.007903 0.000587994 0.000355674 0.00010326 11.07.2013 533.50 3 630.00 1 006.00 0.041992 0.019663 0.010954 0.001717884 0.000359267 0.000118912 0.041447 0.018954 0.010905 0.000785608 0.000451969 0.000206691 10.07.2013 512.00 3 560.00 995.10 -0.015195 0.007072 0.011280 0.000247749 4.0495E-05 0.000126146 -0.015740 0.006364 0.011231 -0.000100163 -0.000176784 7.14722E-05 09.07.2013 519.90 3 535.00 984.00 -0.013847 -0.002258 0.004697 0.000207117 8.80038E-06 2.16015E-05 -0.014392 -0.002967 0.004648 4.26932E-05 -6.68882E-05 -1.37877E-05 08.07.2013 527.20 3 543.00 979.40 0.018547 -0.004775 0.036292 0.000324084 3.00726E-05 0.001313587 0.018002 -0.005484 0.036243 -9.8722E-05 0.000652466 -0.000198754 04.07.2013 517.60 3 560.00 945.10 0.033340 0.007357 -0.006204 0.001075523 4.4203E-05 3.91002E-05 0.032795 0.006649 -0.006253 0.00021804 -0.000205069 -4.15734E-05 03.07.2013 500.90 3 534.00 951.00 -0.031516 -0.039674 0.003588 0.001027887 0.001630745 1.25245E-05 -0.032061 -0.040382 0.003539 0.00129469 -0.000113463 -0.000142913 02.07.2013 517.20 3 680.00 947.60 -0.022306 0.005739 0.003814 0.000522171 2.5308E-05 1.41718E-05 -0.022851 0.005031 0.003765 -0.000114957 -8.60238E-05 1.89383E-05 01.07.2013 529.00 3 659.00 944.00 -0.001887 -0.013747 0.009626 5.91274E-06 0.000208953 9.17123E-05 -0.002432 -0.014455 0.009577 3.51494E-05 -2.32867E-05 -0.000138432 28.06.2013 530.00 3 710.00 935.00 -0.023222 0.022039 -0.004260 0.000564839 0.000454969 1.85663E-05 -0.023766 0.021330 -0.004309 -0.000506936 0.000102406 -9.19081E-05 27.06.2013 542.60 3 630.00 939.00 -0.000737 0.031836 0.008701 1.64216E-06 0.000968934 7.48613E-05 -0.001281 0.031128 0.008652 -3.98892E-05 -1.10876E-05 0.000269324 26.06.2013 543.00 3 518.00 930.90 0.040429 -0.017044 0.035484 0.001590764 0.000315149 0.001255629 0.039884 -0.017752 0.035435 -0.000708045 0.001413297 -0.000629055 25.06.2013 521.90 3 579.00 899.00 -0.005715 0.005337 0.006719 3.919E-05 2.14231E-05 4.44877E-05 -0.006260 0.004629 0.006670 -2.89754E-05 -4.17549E-05 3.08717E-05 24.06.2013 524.90 3 560.00 893.00 -0.079123 0.005934 -0.044920 0.006346931 2.73039E-05 0.002022193 -0.079668 0.005225 -0.044969 -0.000416288 0.003582558 -0.000234976 21.06.2013 570.00 3 539.00 935.00 -0.040081 0.014040 -0.015789 0.001650444 0.00017773 0.000250858 -0.040626 0.013332 -0.015838 -0.000541603 0.000643449 -0.000211152 20.06.2013 593.80 3 490.00 950.00 -0.042567 -0.008523 -0.025141 0.001858622 8.52168E-05 0.000634542 -0.043112 -0.009231 -0.025190 0.000397977 0.001085989 0.000232537 19.06.2013 620.20 3 520.00 974.50 0.000484 0.000853 0.008799 3.70528E-09 2.08601E-08 7.65652E-05 -0.000061 0.000144 0.008750 -8.79161E-09 -5.32631E-07 1.26379E-06 18.06.2013 619.90 3 517.00 966.00 0.008952 -0.032728 0.000207 7.06777E-05 0.001118022 2.4985E-08 0.008407 -0.033437 0.000158 -0.000281104 1.32886E-06 -5.28524E-06 17.06.2013 614.40 3 636.00 965.80 -0.002921 -0.003836 -0.000207 1.20128E-05 2.06496E-05 6.55643E-08 -0.003466 -0.004544 -0.000256 1.57499E-05 8.87474E-07 1.16356E-06 14.06.2013 616.20 3 650.00 966.00 0.011823 0.005510 0.012154 0.00012719 2.30503E-05 0.000146536 0.011278 0.004801 0.012105 5.41457E-05 0.000136521 5.8118E-05 13.06.2013 609.00 3 630.00 954.40 0.003130 -0.006840 -0.008416 6.68126E-06 5.69801E-05 7.16495E-05 0.002585 -0.007549 -0.008465 -1.95115E-05 -2.18794E-05 6.38952E-05 12.06.2013 607.10 3 655.00 962.50 -0.004917 -0.016151 -0.003004 2.9834E-05 0.000284236 9.32052E-06 -0.005462 -0.016859 -0.003053 9.20863E-05 1.66754E-05 5.14707E-05 11.06.2013 610.10 3 715.00 965.40 -0.007160 -0.001881 -0.014898 5.93688E-05 6.70436E-06 0.000223412 -0.007705 -0.002589 -0.014947 1.99507E-05 0.000115168 3.87019E-05 10.06.2013 614.50 3 722.00 980.00 -0.013327 -0.002680 0.005128 0.000192425 1.14792E-05 2.57982E-05 -0.013872 -0.003388 0.005079 4.69988E-05 -7.04571E-05 -1.72088E-05 07.06.2013 622.80 3 732.00 975.00 0.007930 -0.001605 0.000000 5.45422E-05 5.35324E-06 2.40256E-09 0.007385 -0.002314 -0.000049 -1.70873E-05 -3.61995E-07 1.13408E-07 06.06.2013 617.90 3 738.00 975.00 -0.036037 0.003221 -0.002047 0.001338262 6.31036E-06 4.39363E-06 -0.036582 0.002512 -0.002096 -9.18962E-05 7.668E-05 -5.26549E-06 05.06.2013 641.00 3 726.00 977.00 -0.015512 0.000000 -0.008122 0.000257828 5.02071E-07 6.67627E-05 -0.016057 -0.000709 -0.008171 1.13775E-05 0.000131199 5.78961E-06 04.06.2013 651.10 3 726.00 985.00 0.017344 0.004042 0.016512 0.000282204 1.1112E-05 0.000271025 0.016799 0.003333 0.016463 5.59987E-05 0.000276558 5.48784E-05 03.06.2013 640.00 3 711.00 969.00 -0.003115 -0.011718 -0.013238 1.33962E-05 0.000154412 0.000176552 -0.003660 -0.012426 -0.013287 4.54812E-05 4.86327E-05 0.000165112 31.05.2013 642.00 3 755.00 982.00 -0.030211 -0.027202 -0.027723 0.00094595 0.000779004 0.000771272 -0.030756 -0.027911 -0.027772 0.000858428 0.000854157 0.000775128 30.05.2013 662.00 3 860.00 1 010.00 0.004552 -0.002584 0.001984 1.60603E-05 1.08409E-05 3.74466E-06 0.004008 -0.003293 0.001935 -1.3195E-05 7.75502E-06 -6.37145E-06 29.05.2013 659.00 3 870.00 1 008.00 -0.007680 0.003891 -0.023256 6.76405E-05 1.01282E-05 0.000543115 -0.008224 0.003182 -0.023305 -2.6174E-05 0.000191668 -7.41672E-05 28.05.2013 664.10 3 855.00 1 032.00 0.025795 -0.001295 -0.001934 0.000637596 4.01564E-06 3.93329E-06 0.025251 -0.002004 -0.001983 -5.06E-05 -5.00784E-05 3.97425E-06 27.05.2013 647.40 3 860.00 1 034.00 0.009669 0.009150 0.013725 8.32574E-05 7.12633E-05 0.000187046 0.009125 0.008442 0.013676 7.70272E-05 0.000124792 0.000115453 24.05.2013 641.20 3 825.00 1 020.00 -0.021069 -0.001305 -0.019231 0.000467144 4.05641E-06 0.00037171 -0.021614 -0.002014 -0.019280 4.35308E-05 0.000416704 3.88305E-05 23.05.2013 655.00 3 830.00 1 040.00 -0.022388 0.022697 -0.018868 0.000525917 0.000483488 0.000357851 -0.022933 0.021988 -0.018917 -0.000504256 0.00043382 -0.000415952 22.05.2013 670.00 3 745.00 1 060.00 0.018237 -0.001333 0.010486 0.000313016 4.16937E-06 0.000108934 0.017692 -0.002042 0.010437 -3.61259E-05 0.000184657 -2.13117E-05 21.05.2013 658.00 3 750.00 1 049.00 -0.013937 -0.001597 0.017459 0.000209716 5.3177E-06 0.0003031 -0.014482 -0.002306 0.017410 3.33947E-05 -0.000252121 -4.01471E-05 20.05.2013 667.30 3 756.00 1 031.00 -0.002541 -0.006875 0.000000 9.52294E-06 5.75055E-05 2.40256E-09 -0.003086 -0.007583 -0.000049 2.34013E-05 1.51259E-07 3.71699E-07 17.05.2013 669.00 3 782.00 1 031.00 0.010574 -0.002374 -0.004826 0.000100585 9.5025E-06 2.37683E-05 0.010029 -0.003083 -0.004875 -3.09161E-05 -4.88951E-05 1.50286E-05 16.05.2013 662.00 3 791.00 1 036.00 0.018305 0.001585 -0.002887 0.00031542 7.68489E-07 8.62249E-06 0.017760 0.000877 -0.002936 1.55691E-05 -5.21508E-05 -2.57416E-06 15.05.2013 650.10 3 785.00 1 039.00 0.015940 -0.006562 0.007759 0.000237011 5.28565E-05 5.94509E-05 0.015395 -0.007270 0.007710 -0.000111927 0.000118704 -5.60568E-05 14.05.2013 639.90 3 810.00 1 031.00 0.017491 0.031682 -0.006744 0.000287168 0.000959326 4.61415E-05 0.016946 0.030973 -0.006793 0.000524869 -0.00011511 -0.000210392 13.05.2013 628.90 3 693.00 1 038.00 0.008014 0.017355 -0.020755 5.57902E-05 0.000277116 0.000432795 0.007469 0.016647 -0.020804 0.00012434 -0.000155389 -0.000346316 10.05.2013 623.90 3 630.00 1 060.00 0.000963 -0.018919 0.019231 1.74555E-07 0.000385238 0.00036794 0.000418 -0.019627 0.019182 -8.20033E-06 8.0141E-06 -0.00037649 09.05.2013 623.30 3 700.00 1 040.00 0.006296 -0.031160 0.010690 3.30809E-05 0.001015605 0.00011323 0.005752 -0.031869 0.010641 -0.000183295 6.12026E-05 -0.000339113 07.05.2013 619.40 3 819.00 1 029.00 0.005846 -0.004950 0.011799 2.81031E-05 3.2025E-05 0.000138072 0.005301 -0.005659 0.011750 -3E-05 6.22916E-05 -6.64962E-05 06.05.2013 615.80 3 838.00 1 017.00 0.017851 -0.003117 -0.002941 0.000299512 1.46341E-05 8.94125E-06 0.017306 -0.003825 -0.002990 -6.62049E-05 -5.17495E-05 1.14388E-05 03.05.2013 605.00 3 850.00 1 020.00 0.006656 0.006536 -0.000979 3.73413E-05 3.39583E-05 1.0577E-06 0.006111 0.005827 -0.001028 3.56097E-05 -6.28459E-06 -5.99315E-06 02.05.2013 601.00 3 825.00 1 021.00 -0.022605 0.021635 -0.013527 0.000535928 0.000437899 0.000184297 -0.023150 0.020926 -0.013576 -0.000484441 0.000314276 -0.000284083 30.04.2013 614.90 3 744.00 1 035.00 -0.010619 0.006452 0.012720 0.000124641 3.29825E-05 0.000160558 -0.011164 0.005743 0.012671 -6.4117E-05 -0.000141464 7.27709E-05 29.04.2013 621.50 3 720.00 1 022.00 0.005338 0.010320 -0.006803 2.29753E-05 9.23888E-05 4.69463E-05 0.004793 0.009612 -0.006852 4.60724E-05 -3.28421E-05 -6.58583E-05 26.04.2013 618.20 3 682.00 1 029.00 -0.010247 -0.002168 -0.006757 0.000116454 8.27478E-06 4.63185E-05 -0.010791 -0.002877 -0.006806 3.10424E-05 7.34437E-05 1.95774E-05 25.04.2013 624.60 3 690.00 1 036.00 -0.002236 -0.002703 0.007782 7.73531E-06 1.16368E-05 5.98006E-05 -0.002781 -0.003411 0.007733 9.48757E-06 -2.15076E-05 -2.63797E-05 24.04.2013 626.00 3 700.00 1 028.00 -0.015723 0.013699 0.029235 0.000264651 0.000168742 0.000851826 -0.016268 0.012990 0.029186 -0.000211323 -0.000474802 0.000379129 23.04.2013 636.00 3 650.00 998.80 0.032468 0.016996 0.000501 0.00101906 0.000265293 2.04155E-07 0.031923 0.016288 0.000452 0.000519951 1.44238E-05 7.35941E-06 22.04.2013 616.00 3 589.00 998.30 0.025983 0.011556 0.026002 0.000647085 0.000117663 0.00067356 0.025438 0.010847 0.025953 0.00027593 0.00066019 0.000281519 19.04.2013 600.40 3 548.00 973.00 0.008906 0.043529 -0.004094 6.99104E-05 0.001833625 1.7166E-05 0.008361 0.042821 -0.004143 0.000358036 -3.46422E-05 -0.000177415 18.04.2013 595.10 3 400.00 977.00 -0.029201 -0.033267 -0.018090 0.000884793 0.001154339 0.00032904 -0.029745 -0.033976 -0.018139 0.001010619 0.000539567 0.000616299 17.04.2013 613.00 3 517.00 995.00 -0.002603 -0.020334 -0.013875 9.91078E-06 0.000442801 0.000193882 -0.003148 -0.021043 -0.013924 6.62458E-05 4.38351E-05 0.000293003 16.04.2013 614.60 3 590.00 1 009.00 0.009693 0.002793 0.020222 8.36853E-05 4.34608E-06 0.000406967 0.009148 0.002085 0.020173 1.9071E-05 0.000184546 4.20561E-05 15.04.2013 608.70 3 580.00 989.00 -0.017592 -0.057895 -0.003024 0.000328944 0.003434348 9.44462E-06 -0.018137 -0.058603 -0.003073 0.001062877 5.57382E-05 0.0001801 12.04.2013 619.60 3 800.00 992.00 -0.033385 -0.001052 0.012245 0.001151255 3.09793E-06 0.00014874 -0.033930 -0.001760 0.012196 5.97203E-05 -0.000413808 -2.14659E-05 11.04.2013 641.00 3 804.00 980.00 0.030547 0.010090 0.006884 0.000900108 8.80165E-05 4.67142E-05 0.030002 0.009382 0.006835 0.000281468 0.000205056 6.4122E-05 10.04.2013 622.00 3 766.00 973.30 0.062884 0.004267 0.024742 0.003886234 1.26601E-05 0.000609746 0.062340 0.003558 0.024693 0.000221811 0.001539356 8.78602E-05 09.04.2013 585.20 3 750.00 949.80 0.031008 0.010782 -0.012477 0.00092799 0.000101467 0.000156891 0.030463 0.010073 -0.012526 0.000306856 -0.000381567 -0.000126172 08.04.2013 567.60 3 710.00 961.80 -0.001583 -0.021366 0.007226 4.5281E-06 0.000487304 5.15075E-05 -0.002128 -0.022075 0.007177 4.69741E-05 -1.52719E-05 -0.000158429 05.04.2013 568.50 3 791.00 954.90 -0.015584 -0.023190 -0.008411 0.000260152 0.000571137 7.15755E-05 -0.016129 -0.023898 -0.008460 0.000385464 0.000136457 0.000202187 04.04.2013 577.50 3 881.00 963.00 -0.002935 -0.013472 0.003752 1.21097E-05 0.000201097 1.37146E-05 -0.003480 -0.014181 0.003703 4.9348E-05 -1.28872E-05 -5.25164E-05 03.04.2013 579.20 3 934.00 959.40 0.009059 0.001018 -0.023511 7.24952E-05 9.56307E-08 0.000555096 0.008514 0.000309 -0.023560 2.63302E-06 -0.000200604 -7.28589E-06 02.04.2013 574.00 3 930.00 982.50 0.015929 0.023704 0.021310 0.000236679 0.000528794 0.00045202 0.015384 0.022996 0.021261 0.000353772 0.000327084 0.000488902 28.03.2013 565.00 3 839.00 962.00 -0.003527 0.021011 0.012632 1.65825E-05 0.000412174 0.000158321 -0.004072 0.020302 0.012583 -8.26732E-05 -5.12382E-05 0.000255452 27.03.2013 567.00 3 760.00 950.00 -0.006831 -0.005554 -0.033571 5.44074E-05 3.92209E-05 0.001130285 -0.007376 -0.006263 -0.033620 4.61942E-05 0.000247984 0.000210549 26.03.2013 570.90 3 781.00 983.00 0.003339 -0.005000 -0.015030 7.80851E-06 3.25878E-05 0.000227379 0.002794 -0.005709 -0.015079 -1.59519E-05 -4.21365E-05 8.608E-05 25.03.2013 569.00 3 800.00 998.00 -0.036899 0.000000 -0.021569 0.001402049 5.02071E-07 0.000467323 -0.037444 -0.000709 -0.021618 2.65316E-05 0.00080945 1.53176E-05 22.03.2013 590.80 3 800.00 1 020.00 -0.013689 -0.006536 0.013917 0.000202615 5.2483E-05 0.000192307 -0.014234 -0.007245 0.013867 0.000103121 -0.000197394 -0.000100463 21.03.2013 599.00 3 825.00 1 006.00 0.006723 -0.009067 -0.009843 3.81661E-05 9.55687E-05 9.78425E-05 0.006178 -0.009776 -0.009892 -6.03944E-05 -6.11086E-05 9.66989E-05 20.03.2013 595.00 3 860.00 1 016.00 0.013629 -0.002584 -0.009747 0.000171186 1.08409E-05 9.59539E-05 0.013084 -0.003293 -0.009796 -4.30791E-05 -0.000128164 3.22525E-05 19.03.2013 587.00 3 870.00 1 026.00 -0.011285 -0.007692 0.010837 0.000139948 7.05747E-05 0.00011639 -0.011830 -0.008401 0.010788 9.93822E-05 -0.000127627 -9.06322E-05 18.03.2013 593.70 3 900.00 1 015.00 -0.026721 -0.012658 -0.000984 0.000743442 0.000178671 1.06764E-06 -0.027266 -0.013367 -0.001033 0.000364461 2.81732E-05 1.38115E-05 15.03.2013 610.00 3 950.00 1 016.00 -0.023219 -0.024691 -0.011673 0.000564699 0.000645156 0.000137409 -0.023763 -0.025400 -0.011722 0.000603589 0.000278558 0.000297742 14.03.2013 624.50 4 050.00 1 028.00 0.019259 -0.004914 0.002927 0.000350221 3.16133E-05 8.28181E-06 0.018714 -0.005623 0.002878 -0.000105222 5.3856E-05 -1.61807E-05 13.03.2013 612.70 4 070.00 1 025.00 -0.022807 -0.015719 0.010848 0.000545308 0.00026988 0.000116621 -0.023352 -0.016428 0.010799 0.000383625 -0.000252179 -0.000177408 12.03.2013 627.00 4 135.00 1 014.00 -0.020313 -0.005292 -0.004907 0.000435028 3.60102E-05 2.45598E-05 -0.020857 -0.006001 -0.004956 0.000125162 0.000103364 2.97389E-05 11.03.2013 640.00 4 157.00 1 019.00 -0.013564 0.006538 0.003941 0.000199045 3.39768E-05 1.51467E-05 -0.014108 0.005829 0.003892 -8.22369E-05 -5.49078E-05 2.26856E-05 08.03.2013 648.80 4 130.00 1 015.00 0.016928 0.001212 0.018361 0.000268405 2.53564E-07 0.000335314 0.016383 0.000504 0.018312 8.24973E-06 0.0003 9.22082E-06 07.03.2013 638.00 4 125.00 996.70 -0.000545 -0.000709 -0.000049 E(ri) 0.00054 0.00071 0.00005 Var 0.000422426 0.000256317 0.000192097 0.000000 0.000000 0.000000 covar 7.2575E-05 0.00011877 2.06317E-05 riziko 0.020553008 0.016009916 0.013859909 -0.000545 -0.000709 -0.000049 fce 7.2575E-05 0.00011877 2.06317E-05 250 fce 0.000422426 0.000256317 0.000192097 0.020553008 0.016009916 0.013859909 M_covar Erste KB VIG wi 0.35 0.35 0.3 Erste 0.000422 0.000073 0.000119 0.333333333 0.333333333 0.333333333 R(p) 0.000453391 KB 0.000073 0.000256 0.000021 součin.skalar 0.000453391 VIG 0.000119 0.000021 0.000192 Sigma(p) 0.01214455 R(p) 0.000434135 sigma_i 0.020553008 0.016009916 0.013859909 M_correl Sigma(p) 0.011994417 sigma Erste KB VIG 0.020553008 Erste 1 0.220557746 0.416938396 0.016009916 KB 0.220557746 1 0.092979131 0.013859909 VIG 0.416938396 0.092979131 1 ##### Sheet/List 2 ##### Datum CETV Orco Pegas PM UNI CETV Orco Pegas PM UNI 07.03.2014 78.15 41.50 611.00 10 925.00 142.50 0.012305699 0 -0.006504065 -0.002283105 -0.014522822 06.03.2014 77.20 41.50 615.00 10 950.00 144.60 -0.022165928 -0.032634033 0.014182058 0 -0.036 05.03.2014 78.95 42.90 606.40 10 950.00 150.00 -0.05562201 0.008225617 0.000660066 0.005509642 0.020408163 04.03.2014 83.60 42.55 606.00 10 890.00 147.00 0.006622517 0.010688836 0.003311258 -0.003659652 0.024033438 03.03.2014 83.05 42.10 604.00 10 930.00 143.55 -0.022941176 -0.014051522 -0.012264922 0.004595588 0.025357143 28.02.2014 85.00 42.70 611.50 10 880.00 140.00 0.615969582 -0.018390805 0.010743802 0 -0.003203987 27.02.2014 52.60 43.50 605.00 10 880.00 140.45 -0.048824593 -0.013605442 -0.007708709 0.003690037 0.010431655 26.02.2014 55.30 44.10 609.70 10 840.00 139.00 -0.0125 -0.015625 0.005939614 0.005939124 -0.007142857 25.02.2014 56.00 44.80 606.10 10 776.00 140.00 0.00810081 0.029885057 0.002646816 0.000557103 0.014492754 24.02.2014 55.55 43.50 604.50 10 770.00 138.00 -0.025438596 -0.02247191 0.000827815 -0.002777778 -0.055764625 21.02.2014 57.00 44.50 604.00 10 800.00 146.15 -0.016393443 -0.011111111 -0.004942339 0 -0.007133152 20.02.2014 57.95 45.00 607.00 10 800.00 147.20 -0.04214876 0.021566402 0.003969567 0.002785515 -0.00169549 19.02.2014 60.50 44.05 604.60 10 770.00 147.45 0 -0.025442478 -0.007224959 -0.002777778 -0.006736275 18.02.2014 60.50 45.20 609.00 10 800.00 148.45 0.018518519 -0.016322089 -0.003273322 0.006523765 -0.0003367 17.02.2014 59.40 45.95 611.00 10 730.00 148.50 -0.018181818 -0.008629989 0.001639344 -0.000931099 0.010204082 14.02.2014 60.50 46.35 610.00 10 740.00 147.00 -0.016260163 -0.009615385 0.000820345 0.000931966 -0.032894737 13.02.2014 61.50 46.80 609.50 10 730.00 152.00 -0.008064516 -0.00952381 0.010779436 -0.00371402 -0.006535948 12.02.2014 62.00 47.25 603.00 10 770.00 153.00 -0.028974158 0.011777302 -0.01309329 -0.001853568 0 11.02.2014 63.85 46.70 611.00 10 790.00 153.00 0.039056143 0.003222342 0.005099523 0.004655493 0 10.02.2014 61.45 46.55 607.90 10 740.00 153.00 0.025876461 0.011956522 0.011480865 -0.002785515 0 07.02.2014 59.90 46.00 601.00 10 770.00 153.00 0.007569386 -0.010752688 -0.000332668 0.002793296 0.000654022 06.02.2014 59.45 46.50 601.20 10 740.00 152.90 0.030329289 0 -0.001328904 0 0 05.02.2014 57.70 46.50 602.00 10 740.00 152.90 -0.060260586 -0.014830508 -0.004958678 -0.00463392 0.005921053 04.02.2014 61.40 47.20 605.00 10 790.00 152.00 0.031932773 -0.018711019 -0.008196721 -0.005529954 -0.036755387 03.02.2014 59.50 48.10 610.00 10 850.00 157.80 -0.006677796 0.017989418 0.016666667 -0.004495825 0.028683181 31.01.2014 59.90 47.25 600.00 10 899.00 153.40 -0.011551155 -0.011506276 -0.000333222 0.004516129 -0.030953885 30.01.2014 60.60 47.80 600.20 10 850.00 158.30 0.03501281 -0.016460905 -0.001331115 0.001661743 0.01474359 29.01.2014 58.55 48.60 601.00 10 832.00 156.00 -0.011814346 -0.004098361 -0.007923407 0.010447761 0.006451613 28.01.2014 59.25 48.80 605.80 10 720.00 155.00 -0.003364172 -0.004081633 0.001322314 -0.000186532 -0.018987342 27.01.2014 59.45 49.00 605.00 10 722.00 158.00 -0.03802589 -0.017051153 -0.002966381 -0.011797235 -0.006289308 24.01.2014 61.80 49.85 606.80 10 850.00 159.00 -0.03286385 -0.075996293 0.007638658 -0.004587156 -0.015479876 23.01.2014 63.90 53.95 602.20 10 900.00 161.50 -0.019186493 0.065153011 -0.004628099 0.000918274 0.013810421 22.01.2014 65.15 50.65 605.00 10 890.00 159.30 -0.006859756 -0.020309478 0 -0.005479452 -0.010559006 21.01.2014 65.60 51.70 605.00 10 950.00 161.00 -0.004552352 0.030907278 -0.009495743 0.005601984 0.013853904 20.01.2014 65.90 50.15 610.80 10 889.00 158.80 0.003808073 -0.006930693 0.002955665 0.017758669 -0.029932804 17.01.2014 65.65 50.50 609.00 10 699.00 163.70 0.01233616 -0.019417476 -0.001639344 0.013162879 -0.009379728 16.01.2014 64.85 51.50 610.00 10 560.00 165.25 -0.015933232 0.001945525 0 0.001897533 -0.013432836 15.01.2014 65.90 51.40 610.00 10 540.00 167.50 0.062046737 0.03006012 -0.008130081 -0.005660377 0.009036145 14.01.2014 62.05 49.90 615.00 10 600.00 166.00 -0.022834646 0.010121457 0.004901961 0 -0.014836795 13.01.2014 63.50 49.40 612.00 10 600.00 168.50 -0.015503876 -0.028515241 -0.004878049 0 0.003274784 10.01.2014 64.50 50.85 615.00 10 600.00 167.95 -0.016768293 0.008928571 0.016528926 0.004739336 0.009921828 09.01.2014 65.60 50.40 605.00 10 550.00 166.30 0.025801407 -0.008849558 0.003982741 -0.00094697 -0.012763431 08.01.2014 63.95 50.85 602.60 10 560.00 168.45 -0.082496413 0.017 0.007692308 -0.003773585 -0.004432624 07.01.2014 69.70 50.00 598.00 10 600.00 169.20 -0.056833559 0.057082452 -0.001669449 0.002079788 0.007142857 06.01.2014 73.90 47.30 599.00 10 578.00 168.00 -0.021192053 0.005313496 0.001672241 -0.002075472 -0.000892061 03.01.2014 75.50 47.05 598.00 10 600.00 168.15 0 -0.011554622 0.008431703 0 -0.00767188 02.01.2014 75.50 47.60 593.00 10 600.00 169.45 0.031420765 0.070866142 0.001689189 0.001985065 0.008630952 30.12.2013 73.20 44.45 592.00 10 579.00 168.00 -0.010810811 0.017162471 -0.001349528 -0.001981132 -0.011183049 27.12.2013 74.00 43.70 592.80 10 600.00 169.90 0.114457831 -0.004555809 -0.003530005 0 0.021033654 23.12.2013 66.40 43.90 594.90 10 600.00 166.40 0.071832123 0.006880734 -0.000168067 0 -0.018289086 20.12.2013 61.95 43.60 595.00 10 600.00 169.50 0.0316403 0.016317016 0.001683502 0.004739336 0.009228937 19.12.2013 60.05 42.90 594.00 10 550.00 167.95 0.000833333 -0.012658228 0.005076142 -0.004716981 0.005688623 18.12.2013 60.00 43.45 591.00 10 600.00 167.00 -0.016393443 0.03084223 0.001694915 0.007508792 0 17.12.2013 61.00 42.15 590.00 10 521.00 167.00 0.01582015 -0.015186916 0.001697793 -0.002748815 -0.001793186 16.12.2013 60.05 42.80 589.00 10 550.00 167.30 0.01779661 0.056790123 -0.004731328 0.002851711 -0.00119403 13.12.2013 59.00 40.50 591.80 10 520.00 167.50 0.114258735 -0.01459854 0.006462585 -0.00754717 0.009036145 12.12.2013 52.95 41.10 588.00 10 600.00 166.00 0.009532888 -0.065909091 -0.006756757 -0.004694836 -0.011904762 11.12.2013 52.45 44.00 592.00 10 650.00 168.00 0.004789272 0.010332951 0.001692047 0.013320647 -0.00591716 10.12.2013 52.20 43.55 591.00 10 510.00 169.00 0.003846154 -0.037569061 0.001694915 -0.008490566 0.005952381 09.12.2013 52.00 45.25 590.00 10 600.00 168.00 -0.015151515 -0.065082645 -0.001692047 -0.000377216 -0.011764706 06.12.2013 52.80 48.40 591.00 10 604.00 170.00 E(ri) 0.009415419 -0.002183912 0.00057556 0.000511091 -0.00280647 var_fce 0.007482765 0.000752418 4.15313E-05 2.7941E-05 0.000257483 Covar_M CETV Orco Pegas PM UNI CETV 0.007482765 -0.000144636 0.000100468 -1.46206E-05 5.25147E-05 Orco -0.000144636 0.000752418 -5.43597E-06 3.21009E-05 0.000159649 Pegas 0.000100468 -5.43597E-06 4.15313E-05 -2.27562E-06 -6.75713E-06 PM -1.46206E-05 3.21009E-05 -2.27562E-06 2.7941E-05 -9.57071E-08 UNI 5.25147E-05 0.000159649 -6.75713E-06 -9.57071E-08 0.000257483 wi a 0.25 0.05 0.25 0.3 0.15 b 0.2 0.2 0.2 0.2 0.2 R(p) a 0.002120906 b 0.001102338 Sigma(p) a 0.022215105 b 0.018872164 ##### Sheet/List 3 ##### Trh CP ri riziko "korelaceA,B" I II III I A 0.22 0.3 0.15 R(p) 0.261589242 0.295148765 0.224674321 B 0.31 0.32 Sigma(p) 0.234659406 0.211251174 0.183191507 II A 0.26 0.29 -0.06 Sharpe_ratio 1.114761376 1.397146151 1.226445067 B 0.34 0.33 0.897052967 0.715744734 0.815364689 III A 0.18 0.2 0.09 B 0.41 0.38 I Covar_M 0.09 0.0144 0.0144 0.1024 Matice soustavy VPS Zkouska 0.18 0.0288 1 0 1.00 0.00 0.00 0.0288 0.2048 1 0 0.00 1.00 0.00 1 1 0 1 0.00 0.00 1.00 Inverzni matice 3.056234719 -3.056234719 0.537897311 -3.056234719 3.056234719 0.462102689 0.537897311 0.462102689 -0.110130073 R(p) 0.261589242 wi w1 0.537897311 0.537897311 Sigma(p) 0.234659406 w2 0.462102689 0.462102689 lambda1 -0.110130073 -0.110130073 II Covar_M 0.0841 -0.005742 -0.005742 0.1089 Matice soustavy VPS Zkouska 0.1682 -0.011484 1 0 1.00 0.00 0.00 -0.011484 0.2178 1 0 0.00 1.00 0.00 1 1 0 1 0.00 0.00 1.00 Inverzni matice 2.445179085 -2.445179085 0.560640441 -2.445179085 2.445179085 0.439359559 0.560640441 0.439359559 -0.089254117 R(p) 0.295148765 wi w1 0.560640441 0.560640441 Sigma(p) 0.211251174 w2 0.439359559 0.439359559 lambda1 -0.089254117 -0.089254117 III Covar_M 0.04 0.00684 0.00684 0.1444 Matice soustavy VPS Zkouska 0.08 0.01368 1 0 1.00 0.00 0.00 0.01368 0.2888 1 0 0.00 1.00 0.00 1 1 0 1 0.00 0.00 1.00 Inverzni matice 2.928772259 -2.928772259 0.805763824 -2.928772259 2.928772259 0.194236176 0.805763824 0.194236176 -0.067118257 R(p) 0.224674321 wi w1 0.805763824 0.805763824 Sigma(p) 0.183191507 w2 0.194236176 0.194236176 lambda1 -0.067118257 -0.067118257 ##### Sheet/List 4 ##### Firma 1 Firma 2 Firma 3 Kovariance m 0.8 0.3 0.6 "s1,2" -0.1 s 1.2 0.8 1.1 "s1,3" -0.5 "s2,3" 0.3 C_M 1.44 -0.1 -0.5 -0.1 0.64 0.3 -0.5 0.3 1.21 0.332138842 0.379918494 0.287942664 Mat_soustavy VPS 2.88 -0.2 -1 1 0.8 0 -0.2 1.28 0.6 1 0.3 0 -1 0.6 2.42 1 0.6 0 1 1 1 0 0 1 0.8 0.3 0.6 0 0 0.15 zk Inv_M 1.00 0.00 0.00 0.00 0.219575604 -0.230115233 0.010539629 0.332138842 0.00 1.00 0.00 0.00 -0.230115233 0.641160764 -0.411045531 0.379918494 0.00 0.00 1.00 0.00 0.010539629 -0.411045531 0.400505902 0.287942664 0.00 0.00 0.00 1.00 0.332138842 0.379918494 0.287942664 -0.592633502 wi w1 0.332138842 R(p) 0.55245222 w2 0.379918494 Sigma(p) 0.544349842 w3 0.287942664 lambda1 -0.592633502 zk 1 -0.150924025 1.399383984 -0.248459959 Inverzní_M 0.08400224 0.056001493 -0.140003733 -0.330968826 1.200298675 zk 0.056001493 0.037334329 -0.093335822 1.779354116 -2.533134217 1.00 0.00 0.00 0.00 0.00 -0.140003733 -0.093335822 0.233339556 -0.44838529 1.332835542 0.00 1.00 0.00 0.00 0.00 -0.330968826 1.779354116 -0.44838529 -3.835982826 5.870823222 0.00 0.00 1.00 0.00 0.00 1.200298675 -2.533134217 1.332835542 5.870823222 -10.62684338 0.00 0.00 0.00 1.00 0.00 0.00 0.00 0.00 0.00 1.00 wi w1 -0.150924025 R(p) 0.15 w2 1.399383984 Sigma(p) 1.075602119 w3 -0.248459959 lambda1 -2.955359343 lambda2 4.276796715 zk 1 ##### Sheet/List 5 ##### Emise CP1 CP2 CP3 CP4 CP5 CP6 CP7 ri (v %) CP1 80.5 82.7 85.3 85.1 123.9 22 3.5 1.9 CP2 82.7 184.7 131.5 69.4 49.5 58 -9.9 6.1 CP3 85.3 131.5 374.2 384.5 366.5 103.8 343.5 2.9 CP4 85.1 69.4 384.5 684.8 599.1 51.6 502.7 4 CP5 123.9 49.5 366.5 599.1 871.4 -21.2 520.4 5.7 CP6 22 58 103.8 51.6 -21.2 89.7 74.4 3.4 CP7 3.5 -9.9 343.5 502.7 520.4 74.4 574.6 4.9 Matice soustavy VPS 161 165.4 170.6 170.2 247.8 44 7 1 1.9 0 165.4 369.4 263 138.8 99 116 -19.8 1 6.1 0 170.6 263 748.4 769 733 207.6 687 1 2.9 0 170.2 138.8 769 1369.6 1198.2 103.2 1005.4 1 4 0 247.8 99 733 1198.2 1742.8 -42.4 1040.8 1 5.7 0 44 116 207.6 103.2 -42.4 179.4 148.8 1 3.4 0 7 -19.8 687 1005.4 1040.8 148.8 1149.2 1 4.9 0 1 1 1 1 1 1 1 0 0 1 1.9 6.1 2.9 4 5.7 3.4 4.9 0 0 5 Inverzni matice zk 0.077541972 -0.006186729 0.008788437 -0.009709852 -0.037687458 -0.077748274 0.045001904 2.137199771 1.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 -0.006186729 0.007803096 -0.003616667 0.000167497 0.001056212 -0.000477668 0.001254258 0.04443472 0.00 1.00 0.00 0.00 0.00 0.00 0.00 0.00 0.008788437 -0.003616667 0.007543944 -0.002286279 -0.004259006 -0.008793788 0.00262336 -0.290668798 0.00 0.00 1.00 0.00 0.00 0.00 0.00 0.00 -0.009709852 0.000167497 -0.002286279 0.004278044 0.004071768 0.010660407 -0.007181586 -0.230272848 0.00 0.00 0.00 1.00 0.00 0.00 0.00 0.00 -0.037687458 0.001056212 -0.004259006 0.004071768 0.02058011 0.040174616 -0.023936242 -0.773325871 0.00 0.00 0.00 0.00 1.00 0.00 0.00 0.00 -0.077748274 -0.000477668 -0.008793788 0.010660407 0.040174616 0.086382111 -0.050197403 -1.12240341 0.00 0.00 0.00 0.00 0.00 1.00 0.00 0.00 0.045001904 0.001254258 0.00262336 -0.007181586 -0.023936242 -0.050197403 0.032435709 1.235036437 0.00 0.00 0.00 0.00 0.00 0.00 1.00 0.00 2.137199771 0.04443472 -0.290668798 -0.230272848 -0.773325871 -1.12240341 1.235036437 -30.28748412 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.00 wi w1 2.137199771 R(p) 0.395249927 w2 0.04443472 Sigma(p) 3.891496121 w3 -0.290668798 Riziko_Mezivypocet w4 -0.230272848 2.137199771 0.04443472 -0.290668798 -0.230272848 -0.773325871 -1.12240341 1.235036437 w5 -0.773325871 w6 -1.12240341 2.137199771 367.6936402 7.85367765 -52.98983461 -41.8810356 -204.7759573 -52.77360681 9.238318563 w7 1.235036437 0.04443472 7.85367765 0.364679863 -1.698425925 -0.710108395 -1.700944652 -2.892673482 -0.543297127 lambda1 -30.28748412 -0.290668798 -52.98983461 -1.698425925 31.61554051 25.73578923 82.38249347 33.86450601 -123.311882 -0.230272848 -41.8810356 -0.710108395 25.73578923 36.31192041 106.6853023 13.33648596 -142.9655466 zk 1 -0.773325871 -204.7759573 -1.700944652 82.38249347 106.6853023 521.1258721 -18.40125221 -497.0265612 -1.12240341 -52.77360681 -2.892673482 33.86450601 13.33648596 -18.40125221 113.0031104 -103.1339576 1.235036437 9.238318563 -0.543297127 -123.311882 -142.9655466 -497.0265612 -103.1339576 876.4459992 Inverzní_M součet-Matice 15.14374206 0.016039416 0.007660609 -0.004068331 -0.00315134 -0.009140957 -0.023510276 0.01617088 2.286870663 -0.378674055 0.007660609 0.00468536 -0.000721958 -0.001309155 -0.00537105 -0.012689387 0.007745581 0.010736227 0.085258694 -0.004068331 -0.000721958 0.004856308 -0.000915259 0.001708481 0.002544365 -0.003403606 -0.259380927 -0.079159711 -0.00315134 -0.001309155 -0.000915259 0.003578658 0.001027626 0.004876574 -0.004107102 -0.246233458 0.040381057 -0.009140957 -0.00537105 0.001708481 0.001027626 0.00733021 0.01499997 -0.01055428 -0.842795834 0.175762112 -0.023510276 -0.012689387 0.002544365 0.004876574 0.01499997 0.038550595 -0.024771841 -1.254395478 0.333945838 0.01617088 0.007745581 -0.003403606 -0.004107102 -0.01055428 -0.024771841 0.018920369 1.305198807 -0.177513935 2.286870663 0.010736227 -0.259380927 -0.246233458 -0.842795834 -1.254395478 1.305198807 -30.65171899 0.921530536 -0.378674055 0.085258694 -0.079159711 0.040381057 0.175762112 0.333945838 -0.177513935 0.921530536 -2.331513485 wi w1 0.393500391 R(p) 5 w2 0.437029695 Sigma(p) 6.313645966 0.393500391 0.437029695 -0.655179483 -0.044328174 0.036014728 0.415333712 0.417629131 w3 -0.655179483 w4 -0.044328174 0.393500391 12.46482586 14.22203112 -21.99148151 -1.484412384 1.755887217 3.595547509 0.575180292 w5 0.036014728 0.437029695 14.22203112 35.27676809 -37.65277498 -1.344467347 0.779105534 10.52776359 -1.806911685 w6 0.415333712 -0.655179483 -21.99148151 -37.65277498 160.6291498 11.16699892 -8.647974707 -28.24586151 -93.98917008 w7 0.417629131 -0.044328174 -1.484412384 -1.344467347 11.16699892 1.3456231 -0.956443464 -0.950006826 -9.306352769 lambda1 -26.04406632 0.036014728 1.755887217 0.779105534 -8.647974707 -0.956443464 1.130258656 -0.317112373 7.827232162 lambda2 -10.73603689 0.415333712 3.595547509 10.52776359 -28.24586151 -0.950006826 -0.317112373 15.47343764 12.90508601 zk 1 0.417629131 0.575180292 -1.806911685 -93.98917008 -9.306352769 7.827232162 12.90508601 100.2183368 39.86212538 ##### Sheet/List 6 ##### Riziková portfolia A B C D 6.20% 4% 7.50% 8.40% 0.035 14.50% 9.70% 17% 20% 1. 2. 3. 4. 5. 0.2 0.4 0.5 0.6 0.8 Portfolio 0.8 0.6 0.5 0.4 0.2 Portfolio: R(p) 1. 2. 3. 4. 5. A 0.0566 0.0512 0.0485 0.0458 0.0404 B 0.039 0.038 0.0375 0.037 0.036 C 0.067 0.059 0.055 0.051 0.043 D 0.0742 0.0644 0.0595 0.0546 0.0448 Sigma(p) 1. 2. 3. 4. 5. A 0.116 0.087 0.0725 0.058 0.029 B 0.0776 0.0582 0.0485 0.0388 0.0194 C 0.136 0.102 0.085 0.068 0.034 D 0.16 0.12 0.1 0.08 0.04