k值计算

时间行业指数行业对数

收益率沪深300指

数

沪深300

对数收益

率

2015/1/303812.513434.39

2015/2/274348.38-0.131523572.84-0.03952 2015/3/315371.03-0.211224051.20-0.12565 2015/4/306159.35-0.136954749.89-0.15911

2015/5/297718.85-0.225694840.83-0.01896 2015/6/306127.900.230813

4473.000.079027 2015/7/315099.320.1837453816.700.158673 2015/8/314044.220.2318183366.540.125501 2015/9/303883.090.0406573202.950.049813 2015/10/304752.17-0.201973534.08-0.09838 2015/11/304982.16-0.047263566.41-0.00911 2015/12/315152.05-0.033533631.01-0.01795 2016/1/293669.870.3392382946.090.209032 2016/2/293495.620.0486452877.470.023567 2016/3/314156.02-0.173053218.09-0.11188 2016/4/293915.660.0595743156.750.019245 2016/5/273766.420.0388593062.500.030311均值0.000760.007163