RVND RHPG

RVND 0.001676
RHPG 0.001252 0.001494
DATE VNI VND HPG RVNI RVND RHPG RI
8/2/2023 1,072.22 14,600 20,850 0.005986 0.017422 0.055696
7/2/2023 1,065.84 14,350 19,750 -0.02153 -0.05281 -0.06619
6/2/2023 1,089.29 15,150 21,150 0.01127 0.003311 0.00237
3/2/2023 1,077.15 15,100 21,100 -0.00041 0 -0.00939
2/2/2023 1,077.59 15,100 21,300 0.001506 -0.01948 0.009479
1/2/2023 1,075.97 15,400 21,100 -0.03169 -0.06949 -0.04525
31/01/2023 1,111.18 16,550 22,100 0.007809 0.018462 0.016092
30/01/2023 1,102.57 16,250 21,750 -0.01301 -0.00307 0.011628
27/01/2023 1,117.10 16,300 21,500 0.00814 -0.02687 0.016548
19/01/2023 1,108.08 16,750 21,150 0.008923 0.037152 -0.02535
18/01/2023 1,098.28 16,150 21,700 0.00918 0.015723 0.002309
17/01/2023 1,088.29 15,900 21,650 0.020259 0.06 0.069136
16/01/2023 1,066.68 15,000 20,250 0.006141 0.006711 0.015038
13/01/2023 1,060.17 14,900 19,950 0.003578 0.013605 -0.00499
12/1/2023 1,056.39 14,700 20,050 0.000597 -0.00339 -0.00743
11/1/2023 1,055.76 14,750 20,200 0.002288 0.024306 0.020202
10/1/2023 1,053.35 14,400 19,800 -0.00082 0 0.010204
9/1/2023 1,054.21 14,400 19,600 0.002634 0.006993 0.010309
6/1/2023 1,051.44 14,300 19,400 -0.00415 -0.02055 -0.0202
5/1/2023 1,055.82 14,600 19,800 0.009051 0.017422 0.020619
4/1/2023 1,046.35 14,350 19,400 0.002347 -0.00347 0.007792
3/1/2023 1,043.90 14,400 19,250 0.036551 0.066667 0.069444
30/12/2022 1,007.09 13,500 18,000 -0.00218 0 0
29/12/2022 1,009.29 13,500 18,000 -0.00627 -0.04255 -0.01099
28/12/2022 1,015.66 14,100 18,200 0.01104 0.010753 -0.00274
27/12/2022 1,004.57 13,950 18,250 0.019651 0.068966 0.067251
26/12/2022 985.21 13,050 17,100 -0.03443 -0.06786 -0.06812
23/12/2022 1,020.34 14,000 18,350 -0.00222 -0.0378 -0.0291
22/12/2022 1,022.61 14,550 18,900 0.003661 -0.00683 0
21/12/2022 1,018.88 14,650 18,900 -0.00415 -0.03618 -0.00526
20/12/2022 1,023.13 15,200 19,000 -0.01471 -0.01935 -0.05
19/12/2022 1,038.40 15,500 20,000 -0.01338 -0.03427 -0.01961
16/12/2022 1,052.48 16,050 20,400 -0.00269 0.009434 0.054264
15/12/2022 1,055.32 15,900 19,350 0.004655 0.019231 0.007813
14/12/2022 1,050.43 15,600 19,200 0.002845 0.009709 0.010526
13/12/2022 1,047.45 15,450 19,000 0.014902 0.069204 0.021505
12/12/2022 1,032.07 14,450 18,600 -0.01877 -0.06774 -0.03125
9/12/2022 1,051.81 15,500 19,200 0.001218 0.013072 0.015873
8/12/2022 1,050.53 15,300 18,900 0.009135 0.06993 0.035616
7/12/2022 1,041.02 14,300 18,250 -0.00731 0 -0.01882
6/12/2022 1,048.69 14,300 18,600 -0.04113 -0.03704 -0.07
5/12/2022 1,093.67 14,850 20,000 0.012648 0.068345 0.028278
2/12/2022 1,080.01 13,900 19,450 0.042199 0.069231 0.068681
 1/12/2022 1,036.28 13,000 18,200 -0.01158 -0.04412 -0.01087
30/11/2022 1,048.42 13,600 18,400 0.015753 0.0625 0.057471
29/11/2022 1,032.16 12,800 17,400 0.02632 0.066667 0.06422
28/11/2022 1,005.69 12,000 16,350 0.035236 0.066667 0.068627
25/11/2022 971.46 11,250 15,300 0.02506 0.066351 0.066202
24/11/2022 947.71 10,550 14,350 0.001808 -0.00472 0.039855
23/11/2022 946 10,600 13,800 -0.00643 -0.06195 -0.06757
22/11/2022 952.12 11,300 14,800 -0.00888 0 -0.01003
21/11/2022 960.65 11,300 14,950 -0.00895 0.018018 -0.00993
18/11/2022 969.33 11,100 15,100 7.22E-05 0 0.059649
17/11/2022 969.26 11,100 14,250 0.027956 0.052133 0.067416
16/11/2022 942.9 10,550 13,350 0.033995 0.065657 0.068
15/11/2022 911.9 9,900 12,500 -0.03097 -0.04348 0.02459
14/11/2022 941.04 10,350 12,200 -0.01413 0.056122 -0.00813
11/11/2022 954.53 9,800 12,300 0.007696 0.00823 0.016529
10/11/2022 947.24 9,720 12,100 -0.03891 -0.06986 -0.06923
9/11/2022 985.59 10,450 13,000 0.004014 -0.01878 -0.01141
8/11/2022 981.65 10,650 13,150
RETURN 0.001624 0.006106 0.008456
VAR 0.000304 0.001676 0.001494
STD DEV 0.017432 0.040944 0.038653

0.001676 0.001494
 E(Rp)
0.90%

0.80%

0.70%

0.60%

0.50%

0.40%

0.30%

0.20%

0.10%

0.00%
0.037 0.0375 0.038 0.0385 0.039 0.0395 0.04 0.0405
 Cố phiếu W ER ER*W V (W^2)*V

VND 49% 0.00040577 Var

0.00610596 0.300406% 0.00167638

HPG 51% 0.00038558 0.141743%

0.00845635 0.429593% 0.00149405

0 0
Total 100% 0.01456231 0.73% 0.00079135 DEV
0 Sinh lời DM 0.04013635
0.03940756
0.0382873
0.03764875
0.03751853
RVND RHPG 0.03750146
0.0375165
RVND 0.00167638 0.0376427
RHPG 0.00125248 0.00149405 0.03775353
0.03789584
0.0382734
0.03850773

VND HPG
W 49% 51%
VND 49%
HPG 51% 0.00031304
0.00062608
 Dev

0.03764881

E(Rp)
0.63%
0.65%
0.69%
0.73%
0.75%
0.76%
0.77%
0.79%
0.80%
0.81%
0.83%
0.84%