单一证券市场线计算及绘制模型

日期市场组合价格证券价格1161111.222153510.87314519.20414858.78515069.10615029.44716409.648162111.089167010.5410160410.7711163410.1312165810.2313163510.6114164010.3115166810.3516163811.1917156711.2718154911.4019151611.9020152911.2821149411.8322156211.2223173312.5624172213.8625169813.7226171413.4927165713.3528166312.6029164712.5030164711.8731168312.0832166612.4033163112.2034162511.6735160411.2036158111.1437152410.8838152010.3739152010.5040151110.43

计算结果a 系数-0.0038b 系数0.4629相关系数 R20.0668收益率计算

市场组合证券

-4.83%-3.17%

-5.63%-16.68%2.32%-4.67%1.40%3.58%-0.27%3.67%8.79%2.10%-1.17%13.92%2.98%-5.00%-4.03%2.16%1.85%-6.13%1.46%0.98%-1.40%3.65%0.31%-2.87%1.69%0.39%-1.81%7.80%-4.43%0.71%-1.16%1.15%-2.15%4.29%0.85%-5.35%-2.32%4.76%4.45%-5.29%10.39%11.28%-0.64%9.85%-1.40%-1.02%0.94%-1.69%-3.38%-1.04%0.36%-5.78%-0.97%-0.80%0.00%-5.17%2.16%1.75%-1.02%2.61%-2.12%-1.63%-0.37%-4.44%-1.30%-4.11%-1.44%-0.54%-3.67%-2.36%-0.26%-4.80%0.00%1.25%-0.59%-0.67%

率益收券证-10%41152210.5142146310.4043139610.3744143410.604514059.864613978.734714279.224813828.884913788.775014069.205113698.645213618.570.73%0.76%-3.95%-1.05%-4.69%-0.29%2.69%2.19%-2.04%-7.24%-0.57%-12.17%2.12%5.46%-3.20%-3.76%-0.29%-1.25%2.01%4.79%-2.67%-6.28%-0.59%-0.81%

证券市场线20%y = 0.462x -0.00310%0%10%-5%-10%-20%0%5%10%15%市场组合收益率