N cour rendement classée ni/N

1 144 -0.042292904578819 1% 99%

2 144 -0.02992700729927 2% 98%
3 143.55 -0.026243093922652 3% 97%
4 143.5 -0.017625899280576 4% 96% Var représente la valeur du cour
5 143.55 -0.014084507042254 5% 95%
6 143.5 -0.013544018058691 6% 94%
7 143.25 -0.011913104414856 7% 93%
8 143 -0.011188811188811 8% 92%
9 142.9 -0.008510638297872 9% 91% nb
10 143.5 -0.007467994310099 10% 90% N=total des ni
11 143.7 -0.006540447504303 11% 89% ni=observation donnée
12 144.2 -0.006483600305111 12% 88%
13 143.75 -0.006342494714588 13% 87%
14 143.05 -0.006217616580311 14% 86% Lorsque le risque de perte atteint se
15 143 -0.006206896551724 15% 85% société espère le moins d
16 141.4 -0.005213764337852 16% 84%
17 140.9 -0.004929577464789 17% 83%
18 140.8 -0.004912280701754 18% 82%
19 140.6 -0.004869565217391 19% 81%
20 140.65 -0.003774879890185 20% 80%
21 140.75 -0.003772290809328 21% 79%
22 141.25 -0.003536067892504 22% 78%
23 141.75 -0.003508771929825 23% 77%
24 141.75 -0.003494060097834 24% 76%
25 141.75 -0.003295496155255 25% 75%
26 142 -0.003125 26% 74%
27 142.3 -0.003125 27% 73%
28 142.5 -0.003120665742025 28% 72%
29 142 -0.003115264797508 29% 71%
30 141.3 -0.002869440459111 30% 70%
31 141.95 -0.002861230329042 31% 69%
32 142 -0.002795248078267 32% 68%
33 140 -0.00174520069808 33% 67%
34 140.5 -0.001742160278746 34% 66%
35 141 -0.001420454545455 35% 65%
36 142 -0.001401541695865 36% 64%
37 142.6 -0.001369863013699 37% 63%
38 142.5 -0.000734753857458 38% 62%
39 143.1 -0.000719424460432 39% 61%
40 142.6 -0.000718907260963 40% 60%
41 142.6 -0.000709723207949 41% 59%
42 143 -0.00070126227209 42% 58%
43 143.5 -0.000699300699301 43% 57%
44 143.5 -0.000349528137015 44% 56%
45 143.55 -0.000348310693138 45% 55%
46 144.7 -0.000348310693138 46% 54%
47 145 -0.000347222222222 47% 53%
48 145 0 48% 52%
49 145.15 0 49% 51%
50 145.7 0 50% 50%
51 145.15 0 51% 49%
52 146 0 52% 48%
53 145.8 0 53% 47%
54 145.25 0 54% 46%
55 144.3 0 55% 45%
56 144.45 0.000348432055749 56% 44%
57 144 0.000348432055749 57% 43%
58 143.55 0.000352236703065 58% 42%
59 143.8 0.000355618776671 59% 41%
60 144 0.000705218617771 60% 40%
61 143.95 0.000710984713829 61% 39%
62 144.3 0.001034482758621 62% 38%
63 145 0.001039501039501 63% 37%
64 144.1 0.001390820584145 64% 36%
65 144.75 0.001393728222996 65% 35%
66 143.85 0.001405481377372 66% 34%
67 143.1 0.001439884809215 67% 33%
68 142.7 0.001741553465691 68% 32%
69 142.5 0.001763668430335 69% 31%
70 141.8 0.002073255010366 70% 30%
71 141.9 0.002112676056338 71% 29%
72 141.9 0.002431399791594 72% 28%
73 141 0.002805049088359 73% 27%
74 142.7 0.00347947112039 74% 26%
75 141 0.003496503496504 75% 25%
76 139.8 0.00353982300885 76% 24%
77 139.4 0.003552397868561 77% 23%
78 139 0.00355871886121 78% 22%
79 136.55 0.003571428571429 79% 21%
80 136.1 0.003789183603169 80% 20%
81 136 0.004198740377887 81% 19%
82 138 0.004210526315789 82% 18%
83 139 0.004225352112676 83% 17%
84 138.9 0.004285714285714 84% 16%
85 139.1 0.004510756419153 85% 15%
86 139 0.004600141542817 86% 14%
87 140 0.004851004851005 87% 13%
88 140.6 0.00585601102308 88% 12%
 89 139.55 0.00709219858156 89% 11%
90 141 0.00709219858156 90% 10%
91 142 0.007194244604317 91% 9%
92 144.8 0.007246376811594 92% 8%
93 141 0.00801114594218 93% 7%
94 143.05 0.010390541024722 94% 6%
95 137 0.012056737588652 95% 5%
96 132.9 0.014539007092199 96% 4%
97 131.1 0.014705882352941 97% 3%
98 130.25 0.019718309859155 98% 2%
99 133.5 0.024952015355086 99% 1%
100 133.5 100% 0%
Moyenne #REF!
 Var représente la valeur du cours lorsque la perte probable (le risque) atteint son seuil
maximal

Détermination de la Var à travers la loi normale

nb 2.33634787
=total des ni
=observation donnée

orsque le risque de perte atteint ses 99% la valeur de profitabilité est de 144 dhs. Lorsque la
société espère le moins de gain possible, le cours serait de 144 dirhams.
rendement rendement
-0.0422929
-0.02992701 -0.29238704
-0.02624309 -0.12309662
-0.0176259 -0.32836047
-0.01408451 -0.2009198
-0.01354402 -0.03837472
-0.0119131 -0.12041579
-0.01118881 -0.06079803
-0.00851064 -0.2393617
-0.00746799 -0.12251067
-0.00654045 -0.12420293
-0.0064836 -0.00869164
-0.00634249 -0.02176346
-0.00621762 -0.01968912
-0.0062069 -0.00172414
-0.00521376 -0.16000463
-0.00492958 -0.05450704
-0.00491228 -0.00350877
-0.00486957 -0.00869565
-0.00377488 -0.22480145
-0.00377229 -0.00068587
-0.00353607 -0.06262055
-0.00350877 -0.0077193
-0.00349406 -0.00419287
-0.0032955 -0.056829
-0.003125 -0.05173611
-0.003125 0
-0.00312067 -0.00138696
-0.00311526 -0.0017307
-0.00286944 -0.07890961
-0.00286123 -0.00286123
-0.00279525 -0.0230608
-0.0017452 -0.37565445
-0.00174216 -0.00174216
-0.00142045 -0.18465909
-0.00140154 -0.01331465
-0.00136986 -0.02260274
-0.00073475 -0.46362968
-0.00071942 -0.02086331
-0.00071891 -0.00071891
-0.00070972 -0.01277502
-0.00070126 -0.01192146
-0.0006993 -0.0027972
-0.00034953 -0.50017476
-0.00034831 -0.00348311
-0.00034831 0
-0.00034722 -0.003125
0 -1
0 #DIV/0!
0 #DIV/0!
0 #DIV/0!
0 #DIV/0!
0 #DIV/0!
0 #DIV/0!
0 #DIV/0!
0.000348432 #DIV/0!
0.000348432 0
0.000352237 0.01091934
0.000355619 0.00960171
0.000705219 0.98307475
0.000710985 0.00817632
0.001034483 0.455
0.001039501 0.004851
0.001390821 0.3379694
0.001393728 0.00209059
0.001405481 0.00843289
0.001439885 0.02447804
0.001741553 0.20950888
0.001763668 0.01269841
0.002073255 0.17553559
0.002112676 0.01901408
0.0024314 0.15086257
0.002805049 0.15367662
0.003479471 0.24043145
0.003496503 0.0048951
0.003539823 0.01238938
0.003552398 0.0035524
0.003558719 0.00177936
0.003571429 0.00357143
0.003789184 0.06097141
0.00419874 0.10808576
0.004210526 0.00280702
0.004225352 0.00352113
0.004285714 0.01428571
0.004510756 0.05250983
0.004600142 0.01981599
0.004851005 0.05453382
0.005856011 0.20717484
0.007092199 0.2110972
0.007092199 0
0.007194245 0.01438849
0.007246377 0.00724638
0.008011146 0.10553814
0.010390541 0.29701058
0.012056738 0.16035706
0.014539007 0.20588235
0.014705882 0.01147776
0.01971831 0.34084507
0.024952015 0.26542364
-1
-0.00072815 #DIV/0!