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Ngày STB VFMVF1 VFMVF4 MAFPF1 SSI 02/03/2009 15200 6800 4500 2800 21600 03/03/2009 14500 6700 4400 2800 20600 04/03/2009 14400 6800 4500 2800 20900 05/03/2009 14600 6900 4500 2900 21400 06/03/2009 14500 6800 4400 2800 21100 09/03/2009 14700 6900 4500 2900 20900 10/03/2009 15100 7000 4500 2900 21200 11/03/2009 15800 7100 4500 3000 22200 12/03/2009 15400 6900 4500 2900 21500 13/03/2009 15500 7000 4600 2900 21800 16/03/2009 15800 7100 4700 2900 22300 17/03/2009 16500 7200 4600 3000 23400 18/03/2009 17300 7500 4800 3100 24500 19/03/2009 16700 7400 4600 3000 24500 20/03/2009 16700 7300 4700 2900 25200 23/03/2009 16400 7200 4600 2900 24000 24/03/2009 17200 7400 4700 3000 25200 25/03/2009 16900 7400 4700 3000 26400 26/03/2009 17000 7500 4700 3000 27700 27/03/2009 16700 7400 4800 3000 28000 30/03/2009 16200 7200 4700 3000 28000 31/03/2009 16200 7100 4600 3000 27500 01/04/2009 16900 7300 4800 3100 28800 02/04/2009 16800 7400 4800 3000 30200 03/04/2009 17600 7700 5000 3100 31700 07/04/2009 18400 8000 5200 3200 33200 08/04/2009 18500 7900 5200 3200 34800 09/04/2009 18900 7900 5200 3300 36500 10/04/2009 19800 8200 5400 3400 38300 13/04/2009 20700 8600 5600 3500 40200 14/04/2009 21700 9000 5800 3600 42200 15/04/2009 22400 9200 6000 3700 44300 16/04/2009 23500 9600 6300 3800 46500 17/04/2009 23000 9600 6600 3900 44200 20/04/2009 21900 9200 6300 3800 42000 21/04/2009 20900 8800 6000 3700 39900 22/04/2009 21600 8900 6000 3600 38000 23/04/2009 20700 8500 5800 3600 36300 24/04/2009 19800 8100 5600 3500 34500 27/04/2009 19700 8000 5600 3600 34500 28/04/2009 20200 8200 5800 3700 36200 29/04/2009 21000 8600 5900 3600 38000 04/05/2009 22000 9000 6100 3700 39900 05/05/2009 23100 9400 6400 3800 41800 06/05/2009 22800 9000 6100 3800 43000 07/05/2009 23900 9400 6400 3800 45100 08/05/2009 24200 9400 6500 3700 47300

CAPM - Khong Ban Khong - TCDN 7 - K32 - DH Kinh Te HCM

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Mo hinh capm khong ban excel

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Sheet1NgySTBVFMVF1VFMVF4MAFPF1SSIPVFCIITDHVICVSHUICPPCHAXTNATRIBMPTNCTTPVNMABTKDCVIPVTOPVTVN-INDEX02/03/20091520068004500280021600158002070030500410002630082001840013500165005300220006700160001950023200195008300850013000247.6603/03/20091450067004400280020600154002100029600390002600080001790013400157005500211006400160001950022400195008700830012700241.4604/03/20091440068004500280020900154002150030200378002620080001840013500157005700221006500168001940023000194009000860012700244.3605/03/20091460069004500290021400157002190031400378002550084001830013700150005900232006600176001930022800193008900870012900246.6806/03/20091450068004400280021100155002160031000363002560082001830013700152006100235006800182001930023900193008800850012700245.709/03/20091470069004500290020900155002140031200365002570086001810013400155006400231007000183001920023900192008200860013300247.8510/03/20091510070004500290021200159002200031900383002670090001820014000162006700235007200185002010024200201008400900013900251.8811/03/20091580071004500300022200164002300032200371002650091001850014700169007000240007000189002110024300211008400920014500255.8512/03/20091540069004500290021500158002210031100353002640090001820014000173007300240006700189002120024300212008100880013800251.0113/03/20091550070004600290021800156002160031200337002640090001890014700173007600239006600189002120024000212008100890013800251.4416/03/20091580071004700290022300159002200032000353002660090001870015400165007900250006700198002150025100215008300870014000254.5617/03/20091650072004600300023400166002310033000370002700093001960016100165008200262006900207002240026000224008700910014400263.218/03/20091730075004800310024500174002420034600387002750097002050016800173008600275007200217002350027000235009100950014800273.3919/03/20091670074004600300024500170002410033100368002750093002150016000166008200268006900210002350027500235008700910014100267.0420/03/20091670073004700290025200169002520033200350002750094002250016700166007800262007200220002360028000236008700900014000266.6223/03/20091640072004600290024000163002500033900333002750092002140015900166007500262007500215002250027800225008400870013400260.1624/03/20091720074004700300025200171002620035500349002880094002240016600167007800275007800224002300029000230008800910014000270.6225/03/20091690074004700300026400179002620037200366002960097002350016900167008100282008100230002380029000238009000900014700277.6326/03/20091700075004700300027700186002650039000384003100095002460016100170007900285008500235002420029500242009400920015400286.2527/03/20091670074004800300028000185002530039000403003050092002580016600163007900288008900238002500030900250009800950015700287.4130/03/20091620072004700300028000180002550038500423002900092002490016700163007600275009300227002510030200251009900920015000282.3831/03/20091620071004600300027500189002550036600402002900092002500016300171007300278009000217002390031700239009500920014600280.6701/04/20091690073004800310028800193002640038400420002910096002620017000174007600290009400223002450033200245009800940015300289.5202/04/20091680074004800300030200193002770040300416003010099002750017000168007900300009800230002500034200250009800940016000297.303/04/20091760077005000310031700202002900042300436003090010200288001700017200820031500102002410025600327002560010200980016800310.2807/04/200918400800052003200332002120030400444004570033000108003020017800177008200330001070025300265003360026500107001020017600322.3608/04/200918500790052003200348002020030500425004420031400103002870018600173007800320001070025000260003360026000109001070016800313.7609/04/200918900790052003300365001930031000429004220031300107002730019500173007500320001080026200269003380026900114001120016500311.7210/04/200919800820054003400383002020032500450004430031300112002860020400180007800336001130027500280003410028000119001170017300325.0513/04/200920700860056003500402002120034100472004650032500117003000021400189008100352001180028800294003570029400124001220018100340.0114/04/200921700900058003600422002170035800495004660031500122002990022400193008200369001230030200308003560030800130001280017700347.0715/04/200922400920060003700443002070035500494004430031000116002850022600185007800380001170030700320003730032000136001340016900339.2916/04/200923500960063003800465002080034100498004430031500116002940022900185007600396001120031200328003700032800142001400017700343.8817/04/200923000960066003900442002000032400474004210031000111002800023000176007600380001070029700319003700031900136001330018400334.1420/04/200921900920063003800420001900030800451004000029500106002660021900168007300361001020028300304003700030400130001230017500318.8921/04/20092090088006000370039900192002930042900380002940010800266002090016600700035700970026900289003700028900124001170016700312.7722/04/20092160089006000360038000200003040043300399003080010800279001990017400730037400950027000299003550029900126001190017000321.8623/04/200920700850058003600363001980029700427003940030000103002780019500180007500378009400270002880037200288001220011500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MC0123456789101112131415161718192021222312345STB00.001100.000710.000680.000400.000770.000670.000600.000720.000460.000520.000610.000440.000540.000460.000480.000470.000570.000590.000450.000380.000580.000610.000640.000490.00000.0000-0.00000.00000.0000STBVFMVF110.000710.000900.000740.000490.000620.000670.000610.000560.000390.000400.000580.000440.000550.000480.000530.000460.000540.000510.000840.000340.000420.000620.000600.000540.00000.00000.00000.00000.0000VFMVF1VFMVF420.000680.000740.000860.000400.000610.000590.000510.000550.000330.000360.000460.000350.000510.000440.000530.000370.000480.000500.000700.000280.000330.000510.000500.000480.00000.03110.00000.00000.0000VFMVF4MAFPF130.000400.000490.000400.000750.000280.000420.000350.000350.000380.000160.000410.000180.000510.000340.000320.000330.000300.000260.000170.000140.000180.000310.000340.000290.00000.32380.11480.00000.0000MAFPF1SSI40.000770.000620.000610.000280.001160.000660.000700.000740.000500.000470.000470.000560.000700.000500.000380.000500.000680.000650.000500.000350.000590.000720.000700.000640.00000.00000.01630.00000.0000SSIPVF50.000670.000670.000590.000420.000660.001220.000580.000590.000600.000450.000630.000490.000440.000650.000580.000480.000600.000470.000160.000360.000340.000470.000510.000570.00000.00000.00000.00000.0000PVFCII60.000600.000610.000510.000350.000700.000580.001110.000660.000430.000520.000650.000560.000610.000550.000550.000570.000720.000630.000730.000360.000510.000690.000640.000630.00000.00000.00000.00000.0000CIITDH70.000720.000560.000550.000350.000740.000590.000660.000970.000560.000530.000510.000540.000470.000550.000470.000630.000710.000650.000480.000340.000570.000670.000600.000550.00000.00000.00000.00000.0000TDHVIC80.000460.000390.000330.000380.000500.000600.000430.000560.002080.000350.000600.000390.000520.000430.000600.000340.000610.000380.000330.000170.000410.000610.000490.000640.00000.02260.00000.00000.0000VICVSH90.000520.000400.000360.000160.000470.000450.000520.000530.000350.000880.000290.000500.000270.000260.000360.000400.000430.000460.000480.000350.000440.000450.000420.000571.00000.13480.00000.00000.0000VSHUIC100.000610.000580.000460.000410.000470.000630.000650.000510.000600.000290.001320.000330.000720.000550.000670.000350.000600.000340.000750.000270.000420.000490.000520.000490.00000.01230.13350.00000.0000UICPPC110.000440.000440.000350.000180.000560.000490.000560.000540.000390.000500.000330.000900.000320.000400.000300.000530.000560.000500.000420.000280.000470.000530.000510.000530.00000.12230.00000.00000.0000PPCHAX120.000540.000550.000510.000510.000700.000440.000610.000470.000520.000270.000720.000320.002680.000640.000690.000350.000550.000570.000420.000340.000490.000520.000390.000400.00000.00000.00000.00000.0000HAXTNA130.000460.000480.000440.000340.000500.000650.000550.000550.000430.000260.000550.000400.000640.001830.000570.000360.000550.000330.000340.000090.000320.000450.000420.000500.00000.05610.00000.00000.0000TNATRI140.000480.000530.000530.000320.000380.000580.000550.000470.000600.000360.000670.000300.000690.000570.001220.000350.000440.000460.000430.000370.000370.000470.000470.000700.00000.01440.00000.00000.0000TRIBMP150.000470.000460.000370.000330.000500.000480.000570.000630.000340.000400.000350.000530.000350.000360.000350.000980.000500.000540.000320.000360.000440.000530.000510.000460.00000.00000.26810.69600.0842BMPTNC160.000570.000540.000480.000300.000680.000600.000720.000710.000610.000430.000600.000560.000550.000550.000440.000500.001240.000610.000420.000350.000520.000670.000610.000520.00000.00000.00000.00000.0000TNCTTP170.000590.000510.000500.000260.000650.000470.000630.000650.000380.000460.000340.000500.000570.000330.000460.000540.000610.000940.000900.000320.000540.000590.000540.000440.00000.03260.10510.00000.0000TTPVNM180.000450.000840.000700.000170.000500.000160.000730.000480.000330.000480.000750.000420.000420.000340.000430.000320.000420.000900.013120.000690.001150.001060.000450.000410.00000.00000.00990.30400.9158VNMABT190.000380.000340.000280.000140.000350.000360.000360.000340.000170.000350.000270.000280.000340.000090.000370.000360.000350.000320.000690.001010.000430.000370.000370.000300.00000.18990.16680.00000.0000ABTKDC200.000580.000420.000330.000180.000590.000340.000510.000570.000410.000440.000420.000470.000490.000320.000370.000440.000520.000540.001150.000430.000970.000630.000510.000440.00000.06010.18550.00000.0000KDCVIP210.000610.000620.000510.000310.000720.000470.000690.000670.000610.000450.000490.000530.000520.000450.000470.000530.000670.000590.001060.000370.000630.001160.000950.000730.00000.00000.00000.00000.0000VIPVTO220.000640.000600.000500.000340.000700.000510.000640.000600.000490.000420.000520.000510.000390.000420.000470.000510.000610.000540.000450.000370.000510.000950.001160.000740.00000.00000.00000.00000.0000VTOPVT230.000490.000540.000480.000290.000640.000570.000630.000550.000640.000570.000490.000530.000400.000500.000700.000460.000520.000440.000410.000300.000440.000730.000740.001250.00000.00000.00000.00000.0000PVTSTBVFMVF1VFMVF4MAFPF1SSIPVFCIITDHVICVSHUICPPCHAXTNATRIBMPTNCTTPVNMABTKDCVIPVTOPVTTNGDANH MC 1T trng0.00000.00000.00000.00000.00000.00000.00000.00000.00001.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00001.0000DANH MC 2T trng0.00000.00000.03110.32380.00000.00000.00000.00000.02260.13480.01230.12230.00000.05610.01440.00000.00000.03260.00000.18990.06010.00000.00000.00001.0000DANH MC 3T trng-0.00000.00000.00000.11480.01630.00000.00000.00000.00000.00000.13350.00000.00000.00000.00000.26810.00000.10510.00990.16680.18550.00000.00000.00001.0000DANH MC 4T trng0.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.69600.00000.00000.30400.00000.00000.00000.00000.00001.0000DANH MC 5T trng0.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.08420.00000.00000.91580.00000.00000.00000.00000.00001.0000DANH MC 1TSSL0.00000.00000.00000.00000.00000.00000.00000.00000.00000.00310.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.00000.0031