Académique Documents
Professionnel Documents
Culture Documents
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(epsilon i) 0.00562609
0.0056562
200
220
220
270
300
350
Nikkei
Ri
1000
1025
1020
1029
1040
1030
E( R)
0.1000
0.0000
0.2273
0.1111
0.1667
0.1210
Rm
Vi
0.0250
-0.0049
0.0088
0.0107
-0.0096
0.0060
Ecart type
Vm
0.0004
0.0146
0.0113
0.0001
0.0021
0.0057
0.0756
Coeff. Corr
0.0987166704
Beta
Beta
Beta*Vm
0.6078899718
0.3695302178
0.00005566
0.0104
0.0004
0.0001
0.0000
0.0000
0.0002
0.0002
0.0123
Cov.
-0.0004
0.0013
0.0003
0.0000
-0.0007
0.0001
0.645631068
Caractristiques du portefeuille
Variance X=0,04, variance Y= 0,07, covariance (X,Y) = 0,0035.
= 0,0035.