Minimum Variance Portfolio Tsanangudzo, Strategic uye Mienzaniso
Iwe unoziva zvinorevei kuva nechinangwa chakasiyana-siyana chikwereti? Zvinogona kuoma zvakaoma asi iyo mienzaniso yekugadzirisa mienzaniso inogona kukubatsira kuti uwedzere kudzorera paunoderedza ngozi, iyo ndiyo chinangwa chikuru chevakachenjera uye vanobudirira zvakanyanya. Zvakanakisisa zvose, hazvisi zvakaoma kushandisa kana iwe uchiziva kuti zvinoshanda sei.
Kana iwe ukakwanisa kugadzira chikamu chiduku chinokanganisa chikamu, unogona kuwana zvikwereti zvakakosha pasina kutora dambudziko rakawanda.
Izvo zvakadai se "ivai nekeke renyu uye muidye zvakare" urongwa huri munyika yekutsvaga.
Chii Chinonzi Minimum Variance Portfolio?
A minimum variance portfolio is portfolio of securities that combine to minimize the volatility price of the overall portfolio. Kuvhiringidza, iyo izwi rinowanzoshandiswa kushandiswa panzvimbo yekusiyana pakati pevanhu vanoita zvekutsvaga, ndiyo nhamba yehuwandu hwekuchengetedzwa kwemutengo wekuchengetedza (ups and downs).
Izvo zvisizvo zvekutsvaga kwekutsvaga zvinoshanduranawo zvinonzwisisika nechinangwa chayo chemusika. Nokudaro, kuwedzera kwekutsvaga kwekutsvaga (iyo yakawanda inoshanduka uye ichidzika mumutengo), inowedzera kukanganisa kwemusika.
Saka, kana mutengesi achida kuderedza ngozi, ivo vari kudawo kuderedza kukwirira uye pasi.
Nzira Yokuvaka Nayo Kusiyanana KwePodfolio
Imwe nyanzvi, munyika yekutsvaga, inowanzotsanangurira zvikamu zvekuchengetwa kwezvikwereti zvakachengetwa mune imwe nhoroondo kana kusanganiswa kwezvivimbiso uye nhoroondo dzakachengetwa nemumwe mutengesi.
Saka, kuvaka chidimbu chechikwata chechikwata, mutengesi aizoda kuve nekubatana kwekutsvaga kwekutsvaga mari kana kusanganiswa kwekutsvaga kwekutsvaga kwekutsvaga nekugadzirisana kwakaderera kune mumwe nemumwe. Izvozvo zvekupedzisira kworuzhinji zvinowanzoenderana nekugadzira zvinyorwa zviduku zvakasiyana.
Kuita zvekutsvaga kwakagadziriswa kunogona kutsanangurwa sevaya vanoita zvakasiyana (kana kuti kwete nenzira yakafanana) vakapa misika imwechete uye mune zvehupfumi.
Uyu ndiwo muenzaniso mukuru wekusiyana-siyana. Apo mutengi anokanganisa hupfumi, ivo vari kutsvaga kutsvaga kuderedza kusagadzikana uye ichi ndicho chikonzero chechinoshandiswa chakasiyana-siyana chikwereti-chikwereti chakasiyana-siyana chezvivimbiso.
Minimum Variance Portfolio Mienzaniso
Zvichida muenzaniso wakareruka wepasimusi yakasiyana-siyana, ndeyekubatanidzwa kwekoti mutual fund uye bhadha mutual fund. Kana matengo emotokari ari kuwedzera, kutengeswa kwehutano kunogona kunge kwakanyanyisa kudarika zvishoma; asi, apo mitengo yematengo iri kuwira, mutengo wematengo unowanzokwira. Nheyo uye zvisungo hazviwanzofambidzana nenzira dzakasiyana asi dzine kuwirirana kwakanyanya maererano nekushanda.
Kushandisa zvishoma zvinyorwa zvinyorwa zvepodhiyo kusvika pakuzara kwayo, mutengesi anogona kuunganidza zvinhu zvinotyisa kana marudzi ekutsvaga pamwe chete uye achiri kubudirira kubhadharwa zvakakwana pasina kutora dambudziko rakakura.
Semuenzaniso, kana mutengi achifunga kubata zvitatu zvakasiyana-siyana zvekutsvaga, zvakadai seAmerican-cap-stocks, mashomanana eUnited-stocks, nemashamba emashambadziro anotengeswa, rimwe nerimwe rine nengozi yakawandisa uye nhoroondo dzekutengesa kwekutengesa kwemazana, ivo vose vane kuwirirana kwakaderera kune mumwe nemumwe, iyo inopfuura nguva inogona kusimbisa kuderera kusinganzwisisiki kana ichienzaniswa nepapotipoti inenge 100 muzana yeimwe yezvinhu zvitatu zvekutsvaga mari.
Rimwe tsananguro inoshandiswa kuratidza kushandiswa kwekutsvaga kwekutsvaga kune imwe yekutsvaga inonzi R-squared kana R2 . Kazhinji kacho, R-squared yakagadziriswa pakugadzirisa kune imwe nhamba yekuenzanisa, seS & P 500 . Somuenzaniso, kana ruzivo rweR-squared rwuri 0.97, rinoreva 97 muzana yekutengesa mutengo (kukwira uye pasi pasi mukushanda) kunotsanangurwa nekufamba mumutsara. Kuti kuderedza kusagadzikana kweporofigoreti, kana kuti kuderedza kusiyana kwevanhu kuburikidza nekusiyana-siyana, mutengesi ane S & P 500 index mutual fund angada kubhadhara mari yakawanda nechezasi R2, kana kuti kwete yakanyatsobatana neyo index.
Muchidimbu, kushandiswa kwepasitodhe kunogona kuchengetedza mabhii ekutsvaga ayo anonyanya kushandiswa paanovabata ivo pachavo asi kana vachibatana pamwe chete vanoita chikamu chemahofisi chakasiyana-siyana pane chimwe chezvikamu.
Izvo zvakakosha zvishoma zvinyorwa zvinyorwa zvishoma zvichange zvishoma nezvishoma kuwedzera kwekutsvaga nehuwandu hwekutsvaga huwedzerwa kwairi, kunyange kana hupfumi hwemunhu hune hunyanyisa mune zvakasikwa.
Minimum Variance Portfolio Model
Chimwe chimiro chakanaka chekutevera mukugadzira kushandiswa kwakasiyana-siyana kwepasitoriki kunogona kuratidzwa nekushandisa mutual fund mararamiro ane huwandu hushoma huri pamwe chete. Uyu muenzaniso unotevera hutungamiri hwemukati uye sataneti :
- 40 Percent S & P 500 Index Fund
- 20 Percent Emerging Markets Stock Fund
- 10 Percent Small-Cap Stock Fund
- 30 Percent Bond Index Fund
Mitatu yekutanga yezvikwata zvikamu zvisinganyatsogadziriki asi ose mana ane kuwirirana kwakaderera kune mumwe nemumwe. Kunze kwechikwata chechikwata chekubatanidza mari, kusanganiswa kwezvinhu mana pamwe chete kunokonzera kusagadzikana kudarika chero munhu mumwe nomumwe.
Zvinonzwisisika: Mashoko ari pawebsite ino anopa mazano ekukurukurirana chete, uye haafaniri kushandiswa zvisina kunaka sekutsvaga mazano. Pasinei nemamiriro ezvinhu iyo ruzivo runomiririra hutungamiri kutenga kana kutengesa zvigumisiro.