000977浪潮信息 002602世纪华通 000651格力电器 002241歌尔股份 600418江淮汽车 sample mean 29.99926 6.423223 37.88669 42.63975 14.22231 sample variance 33.82445862 1.379404 31.077 45.66 9.18385 Sample Stand Deviation 5.81587986 1.17448 5.574674 6.75721 3.03048,briefly discuss these numbers (2%).
时间: 2023-08-10 12:09:51 浏览: 157
汽车品牌数据
Based on the table of sample mean, sample variance, sample standard deviation, and variance-covariance matrix provided, we can briefly discuss the numbers as follows:
- Sample mean: The sample mean represents the average value of each stock. We can see that among the five stocks, "格力电器" has the highest sample mean of 37.89, while "浪潮信息" has the lowest sample mean of 30.00.
- Sample variance: The sample variance measures the dispersion of each stock's return around its mean. We can observe that the variance of each stock is quite different. "歌尔股份" has the highest variance of 45.66, while "江淮汽车" has the lowest variance of 9.18.
- Sample standard deviation: The sample standard deviation is the square root of the sample variance, which measures the amount of risk associated with each stock. We can see that the standard deviation of each stock is also quite different. "歌尔股份" has the highest standard deviation of 6.76, while "江淮汽车" has the lowest standard deviation of 3.03.
- Variance-covariance matrix: The variance-covariance matrix shows the covariance between each pair of stocks. The diagonal elements represent the variance of each stock, and the off-diagonal elements represent the covariance between each pair of stocks. We can see that the covariance between each pair of stocks is also different. For example, the covariance between "格力电器" and "歌尔股份" is the highest, which means that these two stocks are highly correlated.
In summary, these numbers provide important information for investors to understand the risk and return characteristics of each stock and how they are related to each other. By analyzing these measures, investors can make informed decisions about building an optimal portfolio that balances risk and return.
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