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1、已知数据命令按钮计算结果输入投资组合数据投资组合计算投资额（元）100000价格均值14.85证券数量3期收益均值-0.04未来计算总期数52投资组合单位6802.72计算时间间隔(以天计)7投资组合收益-257.98置信水平95%总模拟计算次数1000输入各个证券的投资比重、股票价格对数均值和对数标准差证券证券1证券2证券3投资比重20%50%30%股票价格对数均值8%6%10%股票价格对数标准差22%26%35%目前股票价格20169计算过程时间随机数证券1证券2证券3投资组合价格02016914.7010.985421.7217.6210.2516.2320.802622.4618.32
2、10.8116.8930.696122.9418.7611.1717.3240.417622.8218.6211.0717.1950.734523.4019.1711.5117.7260.277222.9518.7211.1517.2970.356622.6918.4510.9417.0580.433522.6018.3510.8716.9590.945024.0319.7011.9718.25100.121523.0718.7611.2117.35110.646023.4419.1011.4917.68120.347823.1618.8111.2617.41130.104422.1617.8
3、310.4916.50140.185421.4917.189.9815.88150.077720.4416.189.2114.94160.432820.3616.099.1514.86170.959321.7617.3810.1616.09180.542021.8917.4910.2516.20190.494421.9317.5110.2716.22200.973023.5919.0711.5317.71210.217822.9718.4711.0417.14220.379022.7718.2510.8816.94230.395822.6018.0810.7416.78240.281522.1
4、717.6610.4116.39250.503420.6116.189.2614.99260.956822.0017.4610.2716.21270.065920.8616.389.4215.19280.061519.7515.348.6314.21290.793220.4015.929.0814.77300.379620.2215.748.9514.60310.463620.1915.708.9214.57320.119519.3814.958.3513.85330.115518.5814.217.8113.16340.173817.9913.667.4112.65350.048116.96
5、12.736.7411.78360.714817.3613.076.9912.10370.533017.4513.147.0412.17380.561017.5913.257.1312.28390.216717.1312.836.8311.89400.468017.1212.816.8111.87410.746417.5813.207.1012.25420.752318.0713.627.4112.65430.398917.9413.497.3212.53440.903118.8614.307.9213.30450.746019.3714.758.2613.72460.088618.4713.
6、937.6512.95470.634618.7514.167.8313.18480.713019.1814.548.1213.54490.015717.7613.267.1812.33500.431117.6913.187.1212.27510.402017.5613.067.0412.16520.275317.2212.756.8211.86风险价值计算第2个最坏收益-1.02风险价值6944.99每期收益1.530.660.43-0.120.52-0.43-0.25-0.091.29-0.890.33-0.27-0.92-0.61-0.94-0.081.230.110.021.49-0.57-0.20-0.16-0.39-0.531.22-1.02-0.980.56-0.17-0.03计算结果-0.71-0.69-0.51-0.870.320.070.11-0.39-0.020.380.40-0.120.770.42-0.770.230.36-1.21-0.07-0.11-0.29