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Оценка рисков инвестиционных проектов (стр. 16 из 19)

Массив случайных чисел для расчета денежного потока по методу Монте-Карло

Вариант 2005 2006 2007
1 кв 2 кв 3 кв 4 кв 1 кв 2 кв 3 кв 4 кв 1 кв 2 кв 3 кв 4 кв
1 0% -8,46% 7,43% 0,21% -3,47% 8,90% 8,88% -9,28% -7,02% 9,21% 9,60% -2,83%
2 0% -2,91% 9,57% -2,84% -0,16% 2,35% -9,64% -2,27% -1,57% 3,44% 1,71% 6,09%
3 0% 7,48% -3,11% 1,21% 7,43% -6,77% -5,44% 0,64% 4,94% 2,90% -9,46% 6,52%
4 0% -3,65% 6,02% -8,16% 2,68% -7,51% -4,05% -3,10% 5,51% 0,00% 9,12% 1,05%
5 0% -1,25% -3,06% 0,32% 2,54% 9,64% -7,23% 0,79% 5,00% 5,92% -1,52% -5,35%
6 0% -0,26% -3,67% 9,69% -4,72% -2,23% -4,44% -6,05% -1,99% 1,22% -6,59% 3,82%
7 0% -7,77% 4,22% -7,85% 3,34% 6,29% 5,35% 7,23% -1,38% 1,50% -0,96% 7,43%
8 0% -5,99% -3,36% 0,55% -0,32% 9,05% 2,69% 2,20% 7,00% -3,27% -5,42% -2,77%
9 0% 6,93% 2,89% 0,35% -6,97% -4,23% -1,61% 0,88% -6,15% -8,77% 0,37% 6,31%
10 0% -9,60% -9,41% -1,52% -2,61% -9,44% 1,04% 4,51% 1,67% 2,46% -1,72% -6,66%
11 0% -7,56% -1,35% 9,13% 1,70% -8,91% 7,17% 7,83% 5,53% 8,25% 7,51% -1,46%
12 0% 4,42% 7,82% -5,16% 5,61% 1,78% -7,05% -5,47% 9,09% -2,81% 6,79% 4,70%
13 0% 5,10% 6,06% -8,21% 0,77% 3,82% 7,93% -1,02% 0,64% -7,45% 9,47% 4,54%
14 0% -9,84% -9,15% 8,74% 5,96% 7,02% 3,14% -2,82% -8,55% -4,30% 1,73% 8,74%
15 0% 7,51% 0,21% 6,82% -7,22% 9,15% -0,65% -9,56% -3,28% -2,02% 2,77% 1,56%
16 0% 8,00% 0,01% 0,39% 4,77% 6,28% -1,67% -1,52% -6,87% 5,81% 6,04% -6,28%
17 0% -8,34% 5,21% -7,35% -7,21% 9,69% -5,27% 9,59% -7,26% 7,37% 2,54% 1,61%
18 0% -8,19% -3,76% -4,39% -5,40% 9,41% 2,22% 3,18% -7,54% -3,91% 4,67% -6,79%
19 0% 7,67% -1,86% -9,35% 5,56% 0,18% 5,12% -8,02% 2,91% -3,22% -2,09% -9,07%
20 0% -7,29% 4,72% 7,47% 6,04% 5,64% 9,38% -0,48% 6,47% 0,94% 6,00% 5,75%
21 0% -0,79% 4,87% 1,27% 4,01% 0,67% -3,96% -1,06% 2,83% 0,46% -6,29% 5,30%
22 0% 3,31% -6,72% 7,49% 0,61% 2,73% -7,52% -2,09% 5,11% 2,94% 2,84% -9,17%
23 0% 2,59% -7,38% 4,22% 5,85% 6,59% -6,63% -4,07% -7,93% 0,37% -1,66% -8,26%
24 0% -2,32% -0,58% 7,60% 1,24% 6,37% 8,13% 9,50% 9,78% -5,71% -2,43% 6,89%
25 0% 5,15% 5,21% -8,45% 3,72% -8,51% 3,47% 6,22% -3,03% 2,40% -6,38% 2,42%
26 0% -2,72% 5,08% -6,19% 9,43% 2,93% -5,10% 7,00% 4,77% -2,43% -8,26% 6,18%
27 0% -4,87% 3,42% 2,48% -3,26% -3,52% 4,34% 8,93% 8,35% 4,34% 6,99% -9,92%
28 0% -1,11% 1,50% -8,68% -9,96% 2,40% -7,63% 2,92% -1,51% -7,71% -8,82% -5,63%
29 0% -9,49% 4,13% -2,96% -1,45% 0,02% -2,25% 2,62% -4,37% -9,98% 9,33% -6,89%
30 0% -9,73% 0,01% -9,39% -1,03% 8,89% -7,32% 3,98% -8,57% -4,54% -3,18% -9,17%
31 0% -0,51% -4,29% 9,56% -0,94% -7,32% 2,89% 5,97% -1,33% 1,41% 7,05% -4,11%
32 0% 7,91% -2,12% -8,02% -1,71% 0,80% -9,93% 3,75% -3,04% -7,52% -2,10% -3,90%
33 0% 1,89% 0,87% 9,49% 3,38% 7,82% -5,41% 4,60% 3,21% 6,62% 1,18% -3,21%
34 0% -0,69% -9,32% -3,72% 9,36% 6,39% 2,46% -8,82% 0,27% 2,57% -0,42% -4,39%
35 0% 8,32% 0,13% 6,50% -2,23% 3,27% 0,14% 5,75% -2,06% -7,28% 3,24% -5,65%
36 0% -6,11% 8,99% 5,97% 8,86% -3,65% 6,00% -9,06% 5,54% -7,35% -0,53% -5,24%
37 0% -5,52% -6,78% -2,02% 9,45% 0,28% -7,42% -0,37% -5,31% 8,65% 5,10% -9,10%
38 0% 9,80% 0,72% 3,36% 4,54% -3,16% 1,25% 0,03% 2,31% -0,47% -7,85% 2,24%
39 0% -4,42% 0,60% 8,61% -1,59% -3,26% 1,72% -2,58% 4,18% 3,99% 9,79% 7,80%
40 0% 0,90% 0,32% -8,52% -5,40% -4,72% 9,47% 2,49% -3,66% -2,90% -5,34% -3,80%
41 0% -8,39% 8,45% 6,09% -4,11% -6,04% -2,47% -8,23% 5,59% -8,88% 0,03% -9,51%
42 0% -2,34% -4,47% 0,93% 5,14% 3,32% -5,55% 1,40% 2,42% -4,90% 9,51% 5,77%
43 0% -0,21% 8,33% 2,18% 4,05% -7,49% -1,13% -9,61% -1,87% 4,18% -7,37% -5,02%
44 0% -5,81% 2,19% 0,87% 7,64% 0,49% -2,83% -7,91% 9,38% 2,71% -4,64% 0,43%
45 0% 2,76% -8,23% -3,83% 6,81% -8,24% -0,65% -8,68% 0,30% 5,89% 7,21% 2,58%
46 0% -8,28% 6,39% -5,50% -7,21% -9,26% -6,92% 2,21% 0,03% 1,28% 1,72% 9,55%
47 0% -4,01% -0,19% -0,15% 5,51% 3,42% -1,95% -9,35% -8,80% 6,67% 5,92% -2,32%
48 0% 8,30% 0,28% -2,13% 2,40% -4,49% 7,10% 3,28% -6,40% 1,46% 7,55% -0,10%
49 0% 3,54% 7,72% -4,70% -3,77% -2,21% 7,02% -7,47% -1,05% 2,72% -0,37% -4,41%
Вариант 2005 2006 2007
1 кв 2 кв 3 кв 4 кв 1 кв 2 кв 3 кв 4 кв 1 кв 2 кв 3 кв 4 кв
50 0% -8,64% -2,18% 5,52% 8,95% -3,42% -8,20% 0,18% -2,57% -0,79% 4,19% -6,93%
51 0% -5,99% -8,04% -8,62% 0,49% 2,41% -0,29% 3,80% 3,49% -6,62% -9,06% -1,39%
52 0% 4,97% 8,58% -7,46% -4,14% 9,45% -5,30% -4,52% -3,14% -2,38% -6,31% -7,71%
53 0% -0,71% 9,41% 6,04% -5,77% 8,89% -1,62% 8,35% -7,73% -5,41% -5,74% 2,19%
54 0% 7,53% -6,20% 7,97% 4,80% 6,35% -0,16% -4,05% -1,91% -4,80% 4,55% -0,51%
55 0% 8,18% 8,36% -0,69% -8,53% 5,44% -3,33% 9,19% 1,20% 1,86% 7,06% 0,92%
56 0% 5,16% 4,77% -4,00% 8,55% -8,96% -5,86% -8,12% -6,03% -4,65% -3,01% 0,93%
57 0% -1,58% -7,21% 7,77% 7,23% 8,88% 0,16% -3,45% -2,40% 1,26% -1,68% -6,18%
58 0% -5,15% -1,29% 5,79% 3,21% 4,30% 3,32% 1,34% 5,99% -5,32% -4,32% 1,43%
59 0% 5,90% -7,32% 5,23% 1,68% -9,15% -9,43% -4,13% 1,53% 8,81% 9,84% -0,87%
60 0% -5,50% -5,32% 5,70% 8,45% -4,32% 5,25% -0,03% 4,75% -6,00% -2,44% 6,40%
61 0% -2,84% -4,39% 3,27% 2,22% 9,54% 4,93% 9,04% 7,11% 2,51% -5,90% -1,23%
62 0% 4,34% -7,05% 0,73% 0,32% -1,95% -8,84% -2,83% 7,13% -4,84% 5,74% -7,62%
63 0% 8,01% 8,43% 1,88% 6,02% -3,17% -6,74% -6,00% -8,25% -7,67% -1,84% 4,75%
64 0% 5,75% -1,39% 2,99% 5,73% 7,98% -0,31% -1,57% 3,37% -3,57% -9,36% -0,22%
65 0% -0,25% -0,01% -0,71% -7,80% -7,60% -7,55% -0,57% -8,94% 6,23% 5,76% 0,59%
66 0% -3,21% 8,01% -4,43% 6,05% -9,85% -2,26% 8,40% 0,99% -4,32% 1,02% -0,36%
67 0% 4,81% 7,09% 6,89% 7,73% 3,14% -0,46% -5,71% -7,31% -3,79% -9,27% 8,73%
68 0% -3,39% -6,18% 6,79% 9,00% -7,18% -3,44% 6,50% 3,65% -6,41% 3,05% -4,59%
69 0% -6,41% -9,89% -2,70% -1,49% -1,29% 2,30% -2,07% -2,03% 5,57% 2,58% -5,90%
70 0% -7,78% -7,40% -5,12% 6,12% 8,67% 4,74% -7,17% -4,02% 8,30% -6,28% -7,36%
71 0% 1,34% 0,84% -2,05% 2,43% -8,33% 6,18% 7,72% 9,19% -4,34% -8,74% -2,13%
72 0% -4,46% -9,26% 7,40% 1,79% -7,30% -9,82% 6,27% 0,25% -5,35% -0,55% 4,53%
73 0% 0,70% 2,87% 8,16% -1,20% 6,86% 9,51% -9,24% 9,56% -0,74% -5,51% 9,89%
74 0% -6,72% -3,93% 4,03% 4,96% 9,94% -5,45% 5,88% -1,37% 2,75% -3,52% 8,79%
75 0% -5,87% -9,74% -1,25% 2,78% 7,65% -4,70% -1,25% 4,62% 8,41% -4,27% 2,25%
76 0% -9,22% 9,82% -6,32% -6,89% -8,33% -7,75% -7,84% 3,61% -9,48% 7,97% 7,01%
77 0% 1,42% 6,44% 6,71% -9,72% 1,00% -9,08% 5,38% -9,08% 2,56% -7,49% -1,91%
78 0% 4,86% -8,05% -3,76% -9,44% 7,96% 6,94% -9,67% -3,03% -2,01% 3,70% 1,34%
79 0% -9,63% 4,45% -2,59% -9,27% 2,44% -0,07% 0,09% -9,97% -9,80% 5,17% 4,42%
80 0% -1,24% -9,27% -8,98% 3,34% 2,16% -2,65% -2,22% 6,22% 5,19% -4,17% -1,13%
81 0% 5,74% 3,80% -9,58% -3,86% -4,27% 9,10% -1,26% -3,11% 1,91% 2,93% -0,51%
82 0% 6,57% 5,19% 4,57% 6,48% -0,49% 2,79% -0,43% -4,22% -7,56% -9,76% 0,13%
83 0% -4,06% 6,20% -8,34% 3,97% -0,29% 9,63% 4,82% 1,00% -8,63% 7,19% -5,18%
84 0% -1,47% -7,01% -7,10% 7,78% -7,67% 7,55% -4,18% 5,85% 9,75% -6,43% 0,76%
85 0% 7,33% -5,65% -8,11% 0,11% -2,69% -8,01% 6,72% 2,19% -8,33% -5,38% 0,97%
86 0% -9,79% 8,54% 2,98% 0,33% -7,61% 1,74% -0,73% 4,99% -9,57% 2,78% -6,21%
87 0% 2,18% -9,24% -8,50% -9,46% -5,15% -0,02% -6,73% -8,38% -7,54% -6,04% -5,73%
88 0% 9,98% -6,20% 5,70% 1,83% 3,25% 2,76% -1,90% -7,52% 1,89% 2,72% 2,43%
89 0% 7,73% 9,31% -8,10% 8,90% -3,24% 0,56% -5,82% 3,99% -3,75% -4,06% -1,55%
90 0% 2,74% 1,29% -5,90% -5,19% -0,17% -7,97% 8,45% 4,19% 7,35% 4,01% 4,72%
91 0% 0,09% 0,04% -8,14% -1,56% 4,94% 0,88% 9,51% -5,46% 5,74% 7,92% 6,99%
92 0% -1,17% 7,62% 9,48% -1,64% -8,35% 5,84% 4,39% 2,85% -3,69% -9,41% -6,72%
93 0% 9,19% 3,56% 7,89% -0,19% -5,69% 7,90% 6,14% 4,53% -7,15% -4,04% 7,20%
94 0% -1,37% 5,77% 0,89% -7,47% -7,14% 5,75% -1,43% -9,15% -7,58% -0,22% -4,71%
95 0% 6,76% -3,51% 7,53% -4,90% 8,60% -0,21% 7,45% -4,76% 7,71% -4,16% -5,24%
96 0% -3,91% -2,49% -7,20% 6,86% -6,75% -3,30% 1,99% 1,54% 7,46% 1,61% -6,89%
97 0% 5,54% -1,00% -0,50% 7,97% -0,99% 4,05% -8,01% -1,30% -8,37% -9,94% -5,70%
98 0% 8,73% 6,86% 6,75% -4,10% 3,79% -1,94% -1,60% 9,24% 8,45% -4,28% 6,39%
99 0% -3,70% 6,83% -4,02% 6,87% 3,47% 0,26% 2,05% -7,33% -9,49% -6,30% -6,20%
100 0% 4,94% -4,35% -7,50% 6,14% -4,60% 7,44% -2,06% 6,42% 8,44% -6,20% 9,83%

Приложение 3