Ceny akcií (denní): Výnosy akcií (30-denní): Kovariance: Datum ABC CEZ KOBA ABC CEZ KOBA ABC CEZ KOBA 1 "1,856.00" "1,089.00" "4,266.00" ABC 2 "1,913.00" "1,072.00" "4,108.00" CEZ 3 "1,905.00" "1,074.00" "4,008.00" KOBA 4 "1,868.00" "1,082.00" "3,921.00" 5 "1,860.00" "1,086.00" "3,987.00" 6 "1,865.00" "1,092.00" "4,035.00" 7 "1,859.00" "1,100.00" "3,986.00" 8 "1,832.00" "1,093.00" "4,032.00" 9 "1,871.00" "1,102.00" "3,953.00" 10 "1,853.00" "1,107.00" "4,052.00" 11 "1,854.00" "1,099.00" "4,047.00" 12 "1,862.00" "1,102.00" "3,994.00" 13 "1,870.00" "1,109.00" "4,030.00" 14 "1,864.00" "1,114.00" "4,133.00" 15 "1,834.00" "1,123.00" "4,271.00" 16 "1,808.00" "1,140.00" "4,257.00" 17 "1,814.00" "1,159.00" "4,261.00" 18 "1,836.00" "1,203.00" "4,318.00" 19 "1,807.00" "1,186.00" "4,239.00" 20 "1,812.00" "1,224.00" "4,216.00" 21 "1,843.00" "1,226.00" "4,274.00" 22 "1,834.00" "1,219.00" "4,266.00" 23 "1,831.00" "1,238.00" "4,142.00" 24 "1,860.00" "1,246.00" "4,208.00" 25 "1,878.00" "1,273.00" "4,175.00" 26 "1,872.00" "1,255.00" "4,228.00" 27 "1,938.00" "1,243.00" "4,300.00" 28 "1,975.00" "1,265.00" "4,273.00" 29 "1,954.00" "1,277.00" "4,316.00" 30 "2,010.00" "1,293.00" "4,294.00" 31 "2,054.00" "1,279.00" "4,239.00" 32 "2,063.00" "1,268.00" "4,242.00" 33 "2,053.00" "1,266.00" "4,280.00" 34 "2,047.00" "1,261.00" "4,295.00" 35 "2,010.00" "1,245.00" "4,236.00" 36 "2,015.00" "1,257.00" "4,230.00" 37 "2,072.00" "1,270.00" "4,292.00" 38 "2,036.00" "1,301.00" "4,326.00" 39 "2,064.00" "1,343.00" "4,293.00" 40 "2,161.00" "1,384.00" "4,396.00" Průměry: 41 "2,213.00" "1,360.00" "4,465.00" 42 "2,175.00" "1,344.00" "4,509.00" 43 "2,213.00" "1,365.00" "4,459.00" 44 "2,201.00" "1,375.00" "4,495.00" 45 "2,183.00" "1,385.00" "4,498.00" 46 "2,059.00" "1,411.00" "4,441.00" 47 "2,046.00" "1,386.00" "4,369.00" 48 "1,996.00" "1,392.00" "4,319.00" 49 "1,909.00" "1,372.00" "4,458.00" 50 "1,945.00" "1,337.00" "4,478.00" 51 "1,928.00" "1,300.00" "4,496.00" 52 "1,992.00" "1,324.00" "4,401.00" 53 "1,966.00" "1,330.00" "4,382.00" 54 "1,929.00" "1,325.00" "4,344.00" 55 "1,916.00" "1,318.00" "4,288.00" 56 "1,900.00" "1,335.00" "4,261.00" 57 "1,870.00" "1,328.00" "4,248.00" 58 "1,892.00" "1,355.00" "4,188.00" 59 "1,913.00" "1,380.00" "4,195.00" 60 "1,911.00" "1,379.00" "4,173.00" 61 "1,880.00" "1,356.00" "4,184.00" 62 "1,914.00" "1,325.00" "4,157.00" 63 "1,898.00" "1,330.00" "4,168.00" 64 "1,910.00" "1,325.00" "4,216.00" 65 "1,968.00" "1,320.00" "4,303.00" 66 "2,034.00" "1,334.00" "4,373.00" 67 "2,032.00" "1,358.00" "4,328.00" 68 "2,036.00" "1,404.00" "4,396.00" 69 "2,021.00" "1,418.00" "4,343.00" ##### Sheet/List 2 ##### Markowitzův model "Průměrné výnosy, tj. Ri:" 0.0563 0.1285 0.0362 "Kovarianční matice, tj. Sij:" ABC CEZ KOBA ABC 0.0065 0.0051 0.0028 CEZ 0.0051 0.0050 0.0021 KOBA 0.0028 0.0021 0.0018 suma: Zi: 0.0000 0.0000 0.0000 Zi*Kov.mat.: Zi*Zi*Kov.mat.: Rozptyl PF Riziko PF Výnos: Zadaný výnos: 0.07 ##### Sheet/List 3 ##### Sharpeho model "Průměrné výnosy, tj. Ri:" 0.0563 0.1285 0.0362 "Kovarianční matice, tj. Sij:" ABC CEZ KOBA ABC 0.0065 0.0051 0.0028 CEZ 0.0051 0.0050 0.0021 KOBA 0.0028 0.0021 0.0018 suma: Zi: 0.0000 0.0000 0.0000 0.0000 Zi*Kov.mat.: 0.0000 0.0000 0.0000 Zi*Zi*Kov.mat.: Rozptyl PF 0 Riziko PF 0 Zadané riziko: 0.07 Výnos: 0 ##### Sheet/List 4 ##### Markowitzův model s bankovním účtem "Průměrné výnosy, tj. Ri:" 0.0563 0.1285 0.0362 0.0020 "Kovarianční matice, tj. Sij:" ABC CEZ KOBA Účet ABC 0.0065 0.0051 0.0028 0.0000 CEZ 0.0051 0.0050 0.0021 0.0000 KOBA 0.0028 0.0021 0.0018 0.0000 Účet 0.0000 0.0000 0.0000 0.0000 suma: Zi: 0.0000 0.0000 0.0000 0.0000 0 Zi*Kov.mat.: 0.0000 0.0000 0.0000 0.0000 Zi*Zi*Kov.mat.: Rozptyl PF 0 Riziko PF 0 Výnos: 0 Zadaný výnos: 0.07 ##### Sheet/List 5 ##### Sharpeho model s bankovním účtem "Průměrné výnosy, tj. Ri:" 0.0563 0.1285 0.0362 0.0020 "Kovarianční matice, tj. Sij:" ABC CEZ KOBA Účet ABC 0.0065 0.0051 0.0028 0.0000 CEZ 0.0051 0.0050 0.0021 0.0000 KOBA 0.0028 0.0021 0.0018 0.0000 Účet 0.0000 0.0000 0.0000 0.0000 suma: Zi: 0.0000 0.0000 0.0000 0.0000 0 Zi*Kov.mat.: 0.0000 0.0000 0.0000 0.0000 Zi*Zi*Kov.mat.: Rozptyl PF 0 Riziko PF 0 Zadané riziko: 0.07 Výnos: 0