Kurzy akcií pro hypotetické kurzovní lístky jednodení dvoudenní jednodenní (Xi-M)^2 dvoudenní (Xi-M)^2 Kurzy akcií jednotlivých firem 0.1 0.05 0.05 0.21 0.025 0.08 0.009182291 0.000110787 0.003770315 0.061909117 0.010769184 0.010605004 Obchodní den na burze F1 F2 F3 0.1 -0.023809524 0.028571429 -0.136363636 -0.285714286 -0.028571429 0.009182291 0.004004861 0.001597947 0.009515653 0.042824 3.12574E-05 1. 100 200 1000 -0.214876033 -0.268292683 -0.055555556 -0.190082645 0.024390244 -0.12037037 0.047983674 0.094720607 0.001949457 0.022881771 0.010643002 0.009484767 2. 110 210 1050 0.031578947 0.4 -0.068627451 0.000750936 0.129978673 0.00327465 3. 121 205 1080 4. 95 150 1020 výnos 0.004175729 0.039474448 -0.011402894 -0.038815427 -0.078774681 -0.0229806 5. 98 210 950 0.004175729 0.039474448 -0.011402894 -0.038815427 -0.078774681 -0.0229806 Vypočítejte jednodenní a dvoudenní výnosnosti jednotlivých akcií a riziko jejich změn rozptyl 0.022366398 0.076271643 0.00353079 0.04715327 0.032118093 0.010060514 0.022366398 0.076271643 0.00353079 0.04715327 0.032118093 0.010060514 riziko 0.149553995 0.276173212 0.059420449 0.217148038 0.179215214 0.100302115 0.149553995 0.276173212 0.059420449 0.217148038 0.179215214 0.100302115 ##### Sheet/List 2 ##### R o k 2007 2008 Emise I. II. III. IV. I. II. III. IV. A 1010 1055 1100 1031 988 1065 918 1060 B 2650 3000 3848 3228 3638 4205 3979 4731 C 1505 2030 2190 2325 2250 2443 1700 1796 D 178 300 325 396 351 370 335 327 E 281 372 358 494 460 539 443 468 F 2645 3125 3400 3330 3400 3425 3475 4100 G 547 800 803 1070 975 952 997 944 "Vypočítejte výnosnosti jednotlivých akcií za jednotlivá čtvrtletí, riziko změny výnosnosti a střední hodnotu a " riziko změny jejich výnosností za dva roky. Vypočítejte kovarianční a korelační matici. výnos A 0.044554455 0.042654028 -0.062727273 -0.041707081 0.077935223 -0.138028169 0.154684096 0.011052183 0.011052183 B 0.132075472 0.282666667 -0.161122661 0.127013631 0.155854865 -0.053745541 0.188992209 0.095962092 0.095962092 C 0.348837209 0.078817734 0.061643836 -0.032258065 0.085777778 -0.304134261 0.056470588 0.042164974 0.042164974 D 0.685393258 0.083333333 0.218461538 -0.113636364 0.054131054 -0.094594595 -0.023880597 0.11560109 0.11560109 E 0.323843416 -0.037634409 0.379888268 -0.068825911 0.17173913 -0.178107607 0.056433409 0.092476614 0.092476614 F 0.18147448 0.088 -0.020588235 0.021021021 0.007352941 0.01459854 0.179856115 0.067387837 0.067387837 G 0.462522852 0.00375 0.332503113 -0.088785047 -0.023589744 0.047268908 -0.053159478 0.097215801 0.097215801 rozptyl riziko A 0.001122402 0.000998677 0.005443408 0.00278354 0.004473341 0.022224951 0.020630126 0.009612741 0.009612741 0.098044586 0.098044586 B 0.001304176 0.034858598 0.06609257 0.000964198 0.003587144 0.022412375 0.008654603 0.022978944 0.022978944 0.151588074 0.151588074 C 0.09404786 0.001343425 0.000379426 0.005538789 0.001902077 0.11992316 0.000204651 0.037223231 0.037223231 0.19293323 0.19293323 D 0.324663115 0.001041208 0.010580272 0.05254981 0.003778565 0.044182226 0.019455141 0.076041723 0.076041723 0.275756637 0.275756637 E 0.053530597 0.016928878 0.082605459 0.026018505 0.006282547 0.07321582 0.001299113 0.043313486 0.043313486 0.208118924 0.208118924 F 0.013015762 0.000424861 0.000423875 0.000441883 5.40657E-05 0.000213117 0.032348222 0.007820298 0.007061718 0.088432448 0.084034027 G 0.133449242 0.008735856 0.05536012 0.034596315 0.01459398 0.002494692 0.022612725 0.045307155 0.045307155 0.212854774 0.212854774 kovariance A B C D E F G A 0.009612741 0.01068763 0.011753331 0.004960958 0.005234641 0.005569869 -0.003415601 0.098044586 B 0.01068763 0.022978944 0.011064354 -0.000699859 -0.00882201 0.007319371 -0.014044965 0.151588074 C 0.011753331 0.011064354 0.037223231 0.043455873 0.030072045 0.009125219 0.02281772 0.19293323 D 0.004960958 -0.000699859 0.043455873 0.076041723 0.043266665 0.010836581 0.052817381 0.275756637 E 0.005234641 -0.00882201 0.030072045 0.043266665 0.043313486 0.001896574 0.033944512 0.208118924 F 0.005569869 0.007319371 0.009125219 0.010836581 0.001896574 0.007061718 0.003441916 0.088432448 G -0.003415601 -0.014044965 0.02281772 0.052817381 0.033944512 0.003441916 0.045307155 0.212854774 korelace A B C D E F G A 1 0.719105711 0.621341449 0.183491487 0.256538009 0.676030346 -0.163666639 B 0.719105711 1 0.378315377 -0.016742477 -0.279634622 0.574584034 -0.435283533 C 0.621341449 0.378315377 1 0.816799522 0.748935401 0.562834993 0.555625047 D 0.183491487 -0.016742477 0.816799522 1 0.753903694 0.467639427 0.899844561 E 0.256538009 -0.279634622 0.748935401 0.753903694 1 0.108443387 0.766257269 F 0.676030346 0.574584034 0.562834993 0.467639427 0.108443387 1 0.1924251 G -0.163666639 -0.435283533 0.555625047 0.899844561 0.766257269 0.1924251 1 ##### Sheet/List 3 ##### Pro jednodenní výnosnosti a měsíční výnosnosti spočítejte: "1. střední hodnotu, rozptyl a směrodatnou odchylku pro pět největších akcií dle obchodovaného množství (viz PSE)." "2. střední hodnotu, výběrový rozptyl a výběrovou směrodatnou odchylku za poslední týden (pondělí až pátek) pro dané akcie." 3. kovarianční i korelační matici pro vybrané akcie (vstupní hodnoty jsou za poslední rok). datum Exxon Mobil Goldman S. Apple Inc. denní vynosnosti Exxon Mobil Goldman S. Apple Inc. 2/19/2016 82.5 146.91 96.04 0.000606428 -0.005550667 -0.002285477 2/18/2016 82.45 147.73 96.26 0.005487805 -0.021266729 -0.01895638 2/17/2016 82 150.94 98.12 0.009603546 0.012884177 0.01531457 2/16/2016 81.22 149.02 96.64 0.002344811 0.019776911 0.028194489 2/12/2016 81.03 146.13 93.99 0.017964824 0.038666572 0.003094984 2/11/2016 79.6 140.69 93.7 0.003150599 -0.044420295 -0.006046462 2/10/2016 79.35 147.23 94.27 -0.009115884 -0.00688027 -0.007579745 2/9/2016 80.08 148.25 94.99 -0.013307048 -0.006700168 -0.000210504 2/8/2016 81.16 149.25 95.01 0.013486513 -0.046143031 0.010529675 2/5/2016 80.08 156.47 94.02 0.003131655 -0.000127804 -0.026708075 2/4/2016 79.83 156.49 96.6 0.017201835 0.024954152 0.002594707 2/3/2016 78.48 152.68 96.35 0.052151763 0.006460119 0.019792549 2/2/2016 74.59 151.7 94.48 -0.022283392 -0.04979643 -0.020221923 2/1/2016 76.29 159.65 96.43 -0.020038536 -0.011822233 -0.009348675 1/29/2016 77.85 161.56 97.34 0.011170282 0.028651471 0.034541397 1/28/2016 76.99 157.06 94.09 0.02257936 0.021727817 0.007171912 1/27/2016 75.29 153.72 93.42 -0.018383312 -0.004726449 -0.065706571 1/26/2016 76.7 154.45 99.99 0.036766694 0.022035469 0.005530973 1/25/2016 73.98 151.12 99.44 -0.033825258 -0.03659314 -0.019522777 1/22/2016 76.57 156.86 101.42 0.033333333 0.034355424 0.053167186 1/21/2016 74.1 151.65 96.3 0.012571741 -0.013658537 -0.005062506 1/20/2016 73.18 153.75 96.79 -0.042146597 -0.019576585 0.00134492 1/19/2016 76.4 156.82 96.66 -0.015210106 0.00777585 -0.004838876 1/15/2016 77.58 155.61 97.13 -0.019464105 -0.035813867 -0.024015273 1/14/2016 79.12 161.39 99.52 0.045869134 0.015095289 0.021870829 1/13/2016 75.65 158.99 97.39 0.005984043 -0.040552773 -0.025710284 1/12/2016 75.2 165.71 99.96 0.020491247 -0.000120678 0.014513346 1/11/2016 73.69 165.73 98.53 -0.013388673 0.010918629 0.016192244 1/8/2016 74.69 163.94 96.96 -0.02020202 -0.004130725 0.005287714 1/7/2016 76.23 164.62 96.45 -0.016006196 -0.030734809 -0.042204568 1/6/2016 77.47 169.84 100.7 -0.008320533 -0.02441266 -0.019569662 1/5/2016 78.12 174.09 102.71 0.008520527 -0.01721802 -0.025059326 1/4/2016 77.46 177.14 105.35 -0.006286081 -0.017144759 0.000855026 12/31/2015 77.95 180.23 105.26 -0.002048393 -0.009779682 -0.019194931 12/30/2015 78.11 182.01 107.32 -0.013264275 -0.008282025 -0.013058672 12/29/2015 79.16 183.53 108.74 0.005334011 0.010516463 0.017974162 12/28/2015 78.74 181.62 106.82 -0.007437287 -0.0046583 -0.011200592 12/24/2015 79.33 182.47 108.03 -0.010724529 -0.002623668 -0.005340208 12/23/2015 80.19 182.95 108.61 0.032710882 0.016106637 0.012869533 12/22/2015 77.65 180.05 107.23 0.00504789 0.012939522 -0.000931706 12/21/2015 77.26 177.75 107.33 -0.000258799 0.012878227 0.012260681 12/18/2015 77.28 175.49 106.03 -0.008722422 -0.038990198 -0.027069187 12/17/2015 77.96 182.61 108.98 -0.015034744 -0.019333011 -0.021196336 12/16/2015 79.15 186.21 111.34 -0.003525116 0.023075655 0.007693004 12/15/2015 79.43 182.01 110.49 0.04471919 0.031802721 -0.017692034 12/14/2015 76.03 176.4 112.48 0.022733387 -0.000906208 -0.006184838 12/11/2015 74.34 176.56 113.18 -0.01783591 -0.030476086 -0.025738142 12/10/2015 75.69 182.11 116.17 0.000793336 0.007747219 0.004756962 12/9/2015 75.63 180.71 115.62 0.013399437 -0.012081784 -0.022075615 12/8/2015 74.63 182.92 118.23 -0.028255208 -0.013855194 -0.000422726 12/7/2015 76.8 185.49 118.28 -0.026122242 -0.023685457 -0.006300933 12/4/2015 78.86 189.99 119.03 0.005739064 0.025863931 0.033246528 12/3/2015 78.41 185.2 115.2 -0.01433061 -0.026595186 -0.009287926 12/2/2015 79.55 190.26 116.28 -0.028574918 -0.014554307 -0.009033578 12/1/2015 81.89 193.07 117.34 0.002816556 0.016050942 -0.008114962 11/30/2015 81.66 190.02 118.3 0.005293611 -0.002362577 0.004159239 11/27/2015 81.23 190.47 117.81 -0.000246154 0.006978588 -0.001863933 11/25/2015 81.25 189.15 118.03 -0.007694187 0.002544125 -0.007150067 11/24/2015 81.88 188.67 118.88 0.019930244 -0.00274856 0.009596603 11/23/2015 80.28 189.19 117.75 0.00614112 -0.011907871 -0.012992456 11/20/2015 79.79 191.47 119.3 -0.006351183 -0.008081645 0.004377841 11/19/2015 80.3 193.03 118.78 -0.005449591 -0.003253124 0.012703555 11/18/2015 80.74 193.66 117.29 0.009754877 0.016214514 0.031665054 11/17/2015 79.96 190.57 113.69 -0.011619283 -0.008274355 -0.004247865 11/16/2015 80.9 192.16 114.175 0.035851472 0.009296707 0.016334342 11/13/2015 78.1 190.39 112.34 -0.016496663 -0.012346319 -0.029208434 11/12/2015 79.41 192.77 115.72 -0.027076697 -0.023405441 -0.003358884 11/11/2015 81.62 197.39 116.11 -0.008864602 -0.00212325 -0.005652137 11/10/2015 82.35 197.81 116.77 0.004881025 0.00533645 -0.031516961 11/9/2015 81.95 196.76 120.57 -0.029833077 -0.012100216 -0.00404758 11/6/2015 84.47 199.17 121.06 -0.004008961 0.037235705 0.00115779 11/5/2015 84.81 192.02 120.92 -0.013607816 0.001930603 -0.008852459 11/4/2015 85.98 191.65 122 -0.010017271 0.005034349 -0.004650404 11/3/2015 86.85 190.69 122.57 0.018409944 0.005324757 0.01147054 11/2/2015 85.28 189.68 121.18 0.030698574 0.011626667 0.014058577 10/30/2015 82.74 187.5 119.5 0.006202116 -0.012586234 -0.00854559 10/29/2015 82.23 189.89 120.53 -0.000607681 -0.007474388 0.010564266 10/28/2015 82.28 191.32 119.27 0.014675052 0.026890666 0.041204714 10/27/2015 81.09 186.31 114.55 -0.001600591 -0.003743115 -0.006332408 10/26/2015 81.22 187.01 115.28 -0.02120993 0.008140162 -0.03191132 10/23/2015 82.98 185.5 119.08 0.001085776 0.010568751 0.030995671 10/22/2015 82.89 183.56 115.5 0.033412293 0.021480245 0.015295359 10/21/2015 80.21 179.7 113.76 -0.007670419 -0.031319066 -8.78966E-05 10/20/2015 80.83 185.51 113.77 -0.001975553 -0.00123829 0.018258301 10/19/2015 80.99 185.74 111.73 -0.018064985 0.003024085 0.006213977 10/16/2015 82.48 185.18 111.04 0.01227295 0.001189446 -0.007330592 10/15/2015 81.48 184.96 111.86 0.016467066 0.030360426 0.014971418 10/14/2015 80.16 179.51 110.21 0.012632643 -0.008067636 -0.014133643 10/13/2015 79.16 180.97 111.79 -0.001765448 0.004105865 0.001702509 10/12/2015 79.3 180.23 111.6 0.000504668 0.005803895 -0.004637888 10/9/2015 79.26 179.19 112.12 -0.009621392 -0.010382725 0.023926941 10/8/2015 80.03 181.07 109.5 0.010479798 -0.006365582 -0.011554432 10/7/2015 79.2 182.23 110.78 0.01681859 0.01059228 -0.004761477 10/6/2015 77.89 180.32 111.31 0.014060669 -0.002102933 0.004784257 10/5/2015 76.81 180.7 110.78 0.012256194 0.02084628 0.003623845 10/2/2015 75.88 177.01 110.38 0.024574669 0.005624361 0.007300602 10/1/2015 74.06 176.02 109.58 -0.003900471 0.013006446 -0.006527652 9/30/2015 74.35 173.76 110.3 0.018911882 0.01105551 0.011369888 9/29/2015 72.97 171.86 109.06 0.005096419 -0.006704427 -0.030060477 9/28/2015 72.6 173.02 112.44 -0.008603032 -0.037869099 -0.019789033 9/25/2015 73.23 179.83 114.71 0.006874742 0.016505568 -0.002521739 9/24/2015 72.73 176.91 115 0.005947441 -0.013934563 0.005948216 9/23/2015 72.3 179.41 114.32 -0.006048941 -0.001724905 0.008112875 9/22/2015 72.74 179.72 113.4 -0.008856792 -0.0197982 -0.015710442 9/21/2015 73.39 183.35 115.21 0.00976885 0.013319332 0.015513442 9/18/2015 72.68 180.94 113.45 -0.023905453 -0.029552159 -0.004125702 9/17/2015 74.46 186.45 113.92 0.002153432 -0.011609415 -0.021389915 9/16/2015 74.3 188.64 116.41 0.019763931 0.00634836 0.001117991 9/15/2015 72.86 187.45 116.28 0.005104152 0.019082309 0.008412106 9/14/2015 72.49 183.94 115.31 -0.00275141 -0.007178712 0.009631381 9/11/2015 72.69 185.27 114.21 0.002344181 -0.003442526 0.014568713 9/10/2015 72.52 185.91 112.57 0.007222222 0.00123869 0.021970041 9/9/2015 72 185.68 110.15 -0.020408163 -0.001075963 -0.019232482 9/8/2015 73.5 185.88 112.31 0.014352746 0.030491185 0.027820994 9/4/2015 72.46 180.38 109.27 -0.018024123 -0.025289095 -0.009966476 9/3/2015 73.79 185.06 110.37 0.007647139 0.002980868 -0.017536051 9/2/2015 73.23 184.51 112.34 0.015954495 0.013123215 0.042888971 9/1/2015 72.08 182.12 107.72 -0.041998937 -0.034358431 -0.044696701 8/31/2015 75.24 188.6 112.76 0.002264553 0.004527297 -0.004678259 8/28/2015 75.07 187.75 113.29 0.002939212 -0.007716294 0.003276656 8/27/2015 74.85 189.21 112.92 0.032413793 0.026084599 0.029446622 8/26/2015 72.5 184.4 109.69 0.055159365 0.034676243 0.057354926 8/25/2015 68.71 178.22 103.74 -0.000145518 -0.006909618 0.006012413 8/24/2015 68.72 179.46 103.12 -0.047275752 -0.044103547 -0.024962179 8/21/2015 72.13 187.74 105.76 -0.032720933 -0.045794155 -0.061162894 8/20/2015 74.57 196.75 112.65 -0.021776204 -0.020900722 -0.020519955 8/19/2015 76.23 200.95 115.01 -0.021437741 -0.001143255 -0.0127897 8/18/2015 77.9 201.18 116.5 -0.011044814 -0.006861826 -0.005633322 8/17/2015 78.77 202.57 117.16 0.005232261 0.002722503 0.010348396 8/14/2015 78.36 202.02 115.96 -0.003687222 0.006376407 0.007034303 8/13/2015 78.65 200.74 115.15 -0.001776875 -0.001939044 -0.000780979 8/12/2015 78.79 201.13 115.24 0.016776358 -0.002825979 0.015419861 8/11/2015 77.49 201.7 113.49 -0.016 -0.020731174 -0.052038089 8/10/2015 78.75 205.97 119.72 0.024990238 0.012436099 0.036357341 8/7/2015 76.83 203.44 115.52 -0.016135229 -0.008045248 0.003387475 8/6/2015 78.09 205.09 115.13 0.011921731 -0.002965484 -0.002339688 8/5/2015 77.17 205.7 115.4 0 0.002583224 0.006629449 8/4/2015 77.17 205.17 114.64 -0.011401486 0.00234501 -0.032083755 8/3/2015 78.06 204.69 118.44 -0.014518369 -0.001853026 -0.023577906 7/31/2015 79.21 205.07 121.3 -0.045777617 -0.010279923 -0.008743973 7/30/2015 83.01 207.2 122.37 -0.001563628 0.001740476 -0.00504106 7/29/2015 83.14 206.84 122.99 0.00800194 0.002909232 -0.003160966 7/28/2015 82.48 206.24 123.38 0.040625789 0.005950639 0.004968641 7/27/2015 79.26 205.02 122.77 -0.00850638 -0.011237039 -0.013895582 7/24/2015 79.94 207.35 124.5 -0.014789253 -0.017531391 -0.00527325 7/23/2015 81.14 211.05 125.16 -0.007947182 -0.01031653 -0.000479157 7/22/2015 81.79 213.25 125.22 0.001591967 0.008274232 -0.042294455 7/21/2015 81.66 211.5 130.75 -0.001223092 -0.004190404 -0.0099947 7/20/2015 81.76 212.39 132.07 -0.010289311 -0.000329474 0.018901404 7/17/2015 82.61 212.46 129.62 -0.003618381 0.00606118 0.00863746 7/16/2015 82.91 211.18 128.51 0.00181247 -0.008358377 0.013325974 7/15/2015 82.76 212.96 126.82 -0.004211286 0.003770739 0.009632991 7/14/2015 83.11 212.16 125.61 0.008371754 0.009708738 -0.000397899 7/13/2015 82.42 210.12 125.66 0.002432498 0.014141609 0.019305646 7/10/2015 82.22 207.19 123.28 0.007598039 0.011620526 0.026734405 7/9/2015 81.6 204.81 120.07 -0.004513847 0.00367539 -0.020396508 7/8/2015 81.97 204.06 122.57 -0.010860384 -0.0199318 -0.024822977 7/7/2015 82.87 208.21 125.69 0.004119714 0.000817151 -0.002460317 7/6/2015 82.53 208.04 126 -0.007337022 -0.005544933 -0.003479911 7/2/2015 83.14 209.2 126.44 0.009348064 -0.003524817 -0.001263823 7/1/2015 82.37 209.94 126.6 -0.009975962 0.005507927 0.009368148 6/30/2015 83.2 208.79 125.425 0.004588264 0.005490007 0.007187023 6/29/2015 82.82 207.65 124.53 -0.012401622 -0.025894826 -0.017514793 6/26/2015 83.86 213.17 126.75 -0.000834028 0.001644582 -0.005882353 6/25/2015 83.93 212.82 127.5 -0.008856873 -0.007508278 -0.004761533 6/24/2015 84.68 214.43 128.11 -0.00458446 -0.018177656 0.008501929 6/23/2015 85.07 218.4 127.03 -0.001174122 0.008729389 -0.004545098 6/22/2015 85.17 216.51 127.61 -0.000469428 0.015572963 0.007977883 6/19/2015 85.21 213.19 126.6 -0.003158634 -0.006570363 -0.010009384 6/18/2015 85.48 214.6 127.88 0.008851646 0.007842953 0.004556167 6/17/2015 84.73 212.93 127.3 0.000590458 -0.002949991 -0.002351097 6/16/2015 84.68 213.56 127.6 0.011466794 0.008500189 0.005357706 6/15/2015 83.72 211.76 126.92 -0.003570578 -0.006101568 -0.001965872 6/12/2015 84.02 213.06 127.17 -0.012574921 -0.004113303 -0.011042849 6/11/2015 85.09 213.94 128.59 -0.001408285 0.003800497 -0.002250155 6/10/2015 85.21 213.13 128.88 0.007448569 0.01966319 0.01145817 6/9/2015 84.58 209.02 127.42 -0.003182086 -0.003670337 -0.002973396 6/8/2015 84.85 209.79 127.8 0.00676317 -0.003136137 -0.006607073 6/5/2015 84.28 210.45 128.65 0.00071242 0.007564514 -0.005488559 6/4/2015 84.22 208.87 129.36 -0.00859329 0.002784579 -0.005840762 6/3/2015 84.95 208.29 130.12 -0.002231619 0.009010318 0.001231148 6/2/2015 85.14 206.43 129.96 0.000117467 -0.006640681 -0.004404949 6/1/2015 85.13 207.81 130.535 -0.000821596 0.007856831 0.001957323 5/29/2015 85.2 206.19 130.28 0.001057455 -0.010984267 -0.011382607 5/28/2015 85.11 208.48 131.78 0 -0.002774323 -0.002006892 5/27/2015 85.11 209.06 132.045 -0.002811951 0.012985754 0.018708533 5/26/2015 85.35 206.38 129.62 -0.013522885 -0.006833494 -0.022031085 5/22/2015 86.52 207.8 132.54 -0.007911937 0.013905831 0.008752569 5/21/2015 87.21 204.95 131.39 0.000918168 -0.000633899 0.01022605 5/20/2015 87.13 205.08 130.06 0.00160938 -0.001557936 -7.68817E-05 5/19/2015 86.99 205.4 130.07 0.001611975 0.003615753 -0.00092173 5/18/2015 86.85 204.66 130.19 -0.005724098 0.008326354 0.011027413 5/15/2015 87.35 202.97 128.77 0.004369323 0.001727371 -0.00139589 5/14/2015 86.97 202.62 128.95 0.004736599 0.00590776 0.023331482 5/13/2015 86.56 201.43 126.01 -0.005286141 0.004488107 0.001152028 5/12/2015 87.02 200.53 125.865 0.002765614 -0.005948545 -0.003601963 5/11/2015 86.78 201.73 126.32 -0.024834251 0.006134663 -0.010186491 5/8/2015 88.99 200.5 127.62 0.01586758 0.015755611 0.018840811 5/7/2015 87.6 197.39 125.26 -0.006690101 0.005808917 0.00199984 5/6/2015 88.19 196.25 125.01 -0.004739871 -0.005271428 -0.006279809 5/5/2015 88.61 197.29 125.8 -0.005611043 -0.010085299 -0.022533023 5/4/2015 89.11 199.3 128.7 0.00292628 0.008960664 -0.001938736 5/1/2015 88.85 197.53 128.95 0.016939453 0.005651156 0.030363564 4/30/2015 87.37 196.42 125.15 -0.005690224 -0.010777599 -0.027129975 4/29/2015 87.87 198.56 128.64 0.000797267 0.005417996 -0.014705882 4/28/2015 87.8 197.49 130.56 0.009079416 0.004935884 -0.015755748 4/27/2015 87.01 196.52 132.65 0.000459929 -0.007424617 0.018191587 4/24/2015 86.97 197.99 130.28 -0.006511309 -0.006622849 0.004704249 4/23/2015 87.54 199.31 129.67 0.000914704 0.004991932 0.008163583 4/22/2015 87.46 198.32 128.62 0.006675875 0.007518797 0.013474116 4/21/2015 86.88 196.84 126.91 -0.004126547 -0.006360424 -0.005407524 4/20/2015 87.24 198.1 127.6 0.003566088 0.003800355 0.022845691 4/17/2015 86.93 197.35 124.75 -0.009118887 -0.014285001 -0.011254656 4/16/2015 87.73 200.21 126.17 -0.00397366 -0.004425659 -0.004811484 4/15/2015 88.08 201.1 126.78 0.016737851 0.017094882 0.003800475 4/14/2015 86.63 197.72 126.3 0.015116007 0.010941814 -0.00433583 4/13/2015 85.34 195.58 126.85 -0.002571295 -0.000306686 -0.001966955 4/10/2015 85.56 195.64 127.1 0.010750148 0.003848325 0.004266751 4/9/2015 84.65 194.89 126.56 0.007018796 0.012100125 0.007643312 4/8/2015 84.06 192.56 125.6 -0.019708455 0.000883622 -0.00325371 4/7/2015 85.75 192.39 126.01 0.007282979 0.001770372 -0.010522183 4/6/2015 85.13 192.05 127.35 0.009845789 0.002610285 0.016198532 4/2/2015 84.3 191.55 125.32 -0.001894388 -0.003537429 0.00861167 4/1/2015 84.46 192.23 124.25 -0.006352941 0.022663191 -0.001446596 3/31/2015 85 187.97 124.43 -0.007357235 -0.015966914 -0.015351745 3/30/2015 85.63 191.02 126.37 0.024527399 0.015739658 0.025314402 3/27/2015 83.58 188.06 123.25 -0.008776091 0.004379406 -0.007968448 3/26/2015 84.32 187.24 124.24 -0.006363422 -0.000587136 0.006970336 3/25/2015 84.86 187.35 123.38 0.004022717 -0.020545797 -0.026126766 3/24/2015 84.52 191.28 126.69 -0.010651996 -0.003542405 -0.004087729 3/23/2015 85.43 191.96 127.21 0.010527561 -0.006058096 0.010405083 3/20/2015 84.54 193.13 125.9 0.001540102 0.016634205 -0.012510295 3/19/2015 84.41 189.97 127.495 -0.019286627 -0.012219218 -0.00758932 3/18/2015 86.07 192.32 128.47 0.023667935 0.009182977 0.011256297 3/17/2015 84.08 190.57 127.04 -0.008022652 -0.006930693 0.016726691 3/16/2015 84.76 191.9 124.95 0.010611661 0.013520651 0.011004127 3/13/2015 83.87 189.34 123.59 -0.004155782 -0.003211371 -0.006910406 3/12/2015 84.22 189.95 124.45 0.002380386 0.031328049 0.018079188 3/11/2015 84.02 184.18 122.24 -0.002848327 0.008045537 -0.018231467 3/10/2015 84.26 182.71 124.51 -0.010568342 -0.0277763 -0.020685858 3/9/2015 85.16 187.93 127.14 -0.005488731 0.005457172 0.004265403 3/6/2015 85.63 186.91 126.6 -0.012796864 -0.016677189 0.001503046 3/5/2015 86.74 190.08 126.41 -0.005047029 0.002161649 -0.016570717 3/4/2015 87.18 189.67 128.54 -0.005021685 -0.008365138 -0.006338899 3/3/2015 87.62 191.27 129.36 -0.004770559 -0.002711299 0.002091564 3/2/2015 88.04 191.79 129.09 -0.005647165 0.010537963 0.00490425 2/27/2015 88.54 189.79 128.46 -0.001240835 -0.012539022 -0.014990607 2/26/2015 88.65 192.2 130.415 -0.010602679 0.002503651 0.012617439 2/25/2015 89.6 191.72 128.79 0.002012972 -0.002601186 -0.025573126 2/24/2015 89.42 192.22 132.17 0.004606224 0.010036257 -0.006240602 2/23/2015 89.01 190.31 133 -0.010120107 -0.006265991 0.027066682 2/20/2015 89.92 191.51 129.495 0.005366726 0.012691026 0.008135461 2/19/2015 89.44 189.11 128.45 -0.017250852 0.002332114 -0.002058812 2/18/2015 91.01 188.67 128.715 -0.021923697 -0.007104515 0.006923257 2/17/2015 93.05 190.02 127.83 -0.003427225 0.005396825 0.005901794 2/13/2015 93.37 189 127.08 0.010826026 -0.004110022 0.004902736 2/12/2015 92.37 189.78 126.46 0.019536424 0.011350919 0.012652146 2/11/2015 90.6 187.65 124.88 -0.004504999 0.016742523 0.023438781 2/10/2015 91.01 184.56 122.02 -0.00600699 0.01284162 0.019211493 2/9/2015 91.56 182.22 119.72 0.000655738 -0.006596522 0.006642563 2/6/2015 91.5 183.43 118.93 -0.00931139 0.014714831 -0.008420877 2/5/2015 92.36 180.77 119.94 0.009840367 0.011130999 0.003178321 2/4/2015 91.46 178.78 119.56 -0.008563686 -0.008100311 0.007669617 2/3/2015 92.25 180.24 118.65 0.02980576 0.027067069 0.000168591 2/2/2015 89.58 175.49 118.63 0.024708305 0.017864393 0.012546944 1/30/2015 87.42 172.41 117.16 -0.001826901 -0.020342065 -0.014634146 1/29/2015 87.58 175.99 118.9 -0.004206936 0.016989309 0.031133466 1/28/2015 87.95 173.05 115.31 -0.032985157 -0.019491189 0.056532894 1/27/2015 90.95 176.49 109.14 -0.008827376 -0.021782507 -0.035013263 1/26/2015 91.76 180.42 113.1 0.00957201 -0.000387833 0.001062135 1/23/2015 90.89 180.49 112.98 -0.021320125 -0.008514612 0.005160142 22.1.2015 92.87 182.04 112.4 počet výnosností 271 1. očekávaná výnosnost -0.000317856 -0.000668706 -0.000427256 rozptyl 0.000238547 0.000242936 0.000305386 riziko 0.015444974 0.015586403 0.017475301 2. očekávaná výnosnost Exxon Mobil Goldman S. Apple Inc. 0.004510647 0.001460923 0.0055668 rozptyl 1.56087E-05 0.000343892 0.000423359 riziko 0.00395079 0.018544313 0.020575681 3. kovariance Exxon Mobil Goldman S. Apple Inc. Exxon Mobil 0.000238547 0.000136786 0.000116827 Goldman S. 0.000136786 0.000242936 0.000146975 Apple Inc. 0.000116827 0.000146975 0.000305386 korelace Exxon Mobil Goldman S. Apple Inc. Exxon Mobil 1 0.568209609 0.43284277 Goldman S. 0.568209609 1 0.539600247 Apple Inc. 0.43284277 0.539600247 1