Nhi\u1ec1u ng\u01b0\u1eddi \u0111\u1ea7u t\u01b0 ch\u1ee9ng kho\u00e1n th\u01b0\u1eddng quan t\u00e2m \u0111\u1ebfn v\u1ea5n \u0111\u1ec1 sau:<\/p>\n\n\n\n
C\u00e1c th\u1ecb tr\u01b0\u1eddng kh\u00e1c nhau c\u00f3 m\u1ed1i li\u00ean quan g\u00ec v\u1edbi nhau kh\u00f4ng? \u1edf nh\u1eefng n\u01b0\u1edbc l\u1edbn c\u00f3 n\u1ec1n kinh t\u1ebf th\u1ecb tr\u01b0\u1eddng ph\u00e1t tri\u1ec3n th\u01b0\u1eddng c\u00f3 nhi\u1ec1u th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n song song t\u1ed3n t\u1ea1i, li\u1ec7u c\u00e1c th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n n\u00e0y c\u00f3 m\u1ed1i li\u00ean quan n\u00e0o v\u1edbi nhau kh\u00f4ng?<\/p>\n\n\n\n
Ph\u01b0\u01a1ng ph\u00e1p \u0111\u01a1n gi\u1ea3n \u0111\u1ec3 xem x\u00e9t hai th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n c\u00f3 li\u00ean quan g\u00ec v\u1edbi nhau kh\u00f4ng l\u00e0 x\u00e9t ch\u1ec9 s\u1ed1 \u0111\u1ea7u phi\u1ebfu c\u00f3 \u0111\u1ed3ng t\u0103ng \u0111\u1ed3ng gi\u1ea3m, ho\u1eb7c c\u00e1i n\u00e0y t\u0103ng c\u00e1i kia gi\u1ea3m, ho\u1eb7c kh\u00f4ng k\u1ec3 \u1edf m\u1ed9t th\u1ecb tr\u01b0\u1eddng t\u0103ng gi\u1ea3m nh\u01b0 th\u1ebf n\u00e0o, \u1edf th\u1ecb tr\u01b0\u1eddng kia kh\u00f4ng h\u1ec1 ch\u1ecbu \u1ea3nh h\u01b0\u1edfng.<\/p>\n\n\n\n
Trong b\u1ea3ng d\u01b0\u1edbi \u0111\u00e2y li\u1ec7t k\u00ea s\u1ef1 t\u0103ng gi\u1ea3m t\u0103ng \u201c+\u201d ho\u1eb7c gi\u1ea3m \u201c-\u201d \u1edf hai th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n A v\u00e0 B trong 10 phi\u00ean giao d\u1ecbch:<\/p>\n\n\n\n
T\u1eeb b\u1ea3ng tr\u00ean \u0111\u00e2y cho th\u1ea5y, trong 10 phi\u00ean giao d\u1ecbch c\u00f3 n\u0103m ng\u00e0y c\u1ea3 hai th\u1ecb tr\u01b0\u1eddng \u0111\u1ec1u c\u00f3 ch\u1ec9 s\u1ed1 \u0111\u1ea7u phi\u1ebfu c\u00f9ng t\u0103ng, ba ng\u00e0y c\u1ea3 hai th\u1ecb tr\u01b0\u1eddng c\u00f9ng c\u00f3 ch\u1ec9 s\u1ed1 \u0111\u1ea7u phi\u1ebfu gi\u1ea3m, ch\u1ec9 c\u00f3 hai ng\u00e0y c\u00f3 m\u1ed9t t\u0103ng m\u1ed9t gi\u1ea3m, n\u00ean v\u1edbi hai th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n \u0111\u00e3 x\u00e9t t\u00ednh \u0111\u1ed3ng b\u1ed9 kh\u00e1 t\u1ed1t. Tuy nhi\u00ean khi \u1edf hai th\u1ecb tr\u01b0\u1eddng \u0111\u1ed3ng t\u0103ng ho\u1eb7c \u0111\u1ed3ng gi\u1ea3m c\u0169ng kh\u00f4ng \u0111\u1ee7 \u0111\u1ec3 kh\u1eb3ng \u0111\u1ecbnh hai th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n c\u00f3 m\u1ed1i li\u00ean quan l\u1edbn. Ta c\u1ea7n ph\u1ea3i xem ch\u1ec9 s\u1ed1 t\u0103ng gi\u1ea3m c\u00f3 kh\u00e1c nhau nhi\u1ec1u kh\u00f4ng? Trong 10 ng\u00e0y giao d\u1ecbch n\u00e0y, ch\u1ec9 s\u1ed1 \u0111\u1ea7u phi\u1ebfu trung b\u00ecnh l\u00e0 +5,651 v\u00e0 +2,612. S\u1ef1 sai kh\u00e1c cho trong b\u1ea3ng:<\/p>\n\n\n\n
Ch\u00fang ta th\u1ea5y r\u1eb1ng ch\u1ec9 s\u1ed1 t\u0103ng gi\u1ea3m c\u1ee7a hai th\u1ecb tr\u01b0\u1eddng c\u00f9ng d\u01b0\u01a1ng ho\u1eb7c c\u00f9ng \u00e2m xu\u1ea5t hi\u1ec7n \u1edf ch\u00edn ng\u00e0y, ch\u1ec9 c\u00f3 m\u1ed9t ng\u00e0y c\u00f3 m\u1ed9t d\u01b0\u01a1ng v\u00e0 m\u1ed9t \u00e2m.<\/p>\n\n\n\n
\u0110\u1ec3 \u0111\u00e1nh gi\u00e1 t\u00ednh \u0111\u1ed3ng b\u1ed9 m\u1ed9t c\u00e1ch \u0111\u1ecbnh l\u01b0\u1ee3ng, ch\u00fang ta c\u00f3 th\u1ec3 d\u00f9ng c\u00e1c con s\u1ed1 \u0111\u1ec3 so s\u00e1nh. Ta c\u1ea7n l\u1ea5y s\u1ed1 trung b\u00ecnh c\u1ee7a \u0111\u1ed9 t\u0103ng gi\u1ea3m c\u1ee7a m\u1ed7i th\u1ecb tr\u01b0\u1eddng c\u1ee7a 10 phi\u00ean giao d\u1ecbch. N\u1ebfu nh\u01b0 c\u00e1c t\u00ecnh tr\u1ea1ng \u0111\u1ed3ng d\u01b0\u01a1ng ho\u1eb7c \u0111\u1ed3ng \u00e2m nhi\u1ec1u th\u00ec t\u00ednh \u0111\u1ed3ng b\u1ed9 kh\u00e1 t\u1ed1t. N\u1ebfu nh\u01b0 \u0111\u1ed3ng d\u01b0\u01a1ng ho\u1eb7c \u0111\u1ed3ng \u00e2m nhi\u1ec1u th\u00ec t\u00edch c\u1ee7a ch\u00fang s\u1ebd l\u00e0 d\u01b0\u01a1ng.<\/p>\n\n\n\n
Nh\u01b0ng n\u1ebfu m\u1ed9t d\u01b0\u01a1ng m\u1ed9t \u00e2m nhi\u1ec1u (t\u00ednh sai kh\u00e1c c\u00e0ng r\u00f5) t\u00edch \u00e2m s\u1ebd nhi\u1ec1u h\u01a1n. N\u1ebfu nh\u01b0 d\u01b0\u01a1ng, \u00e2m kh\u00f4ng c\u00f3 li\u00ean quan g\u00ec nhi\u1ec1u, th\u00ec s\u1ed1 trung b\u00ecnh d\u1ea7n ti\u1ebfn \u0111\u1ebfn 0. Ta t\u00ednh \u0111\u01b0\u1ee3c ch\u1ec9 s\u1ed1 t\u0103ng gi\u1ea3m b\u00ecnh qu\u00e2n c\u1ee7a c\u00e1c t\u00edch s\u1ed1 l\u00e0:<\/p>\n\n\n\n
C = [ 3,559 x (-0,182) + \u2026+ (-6,601) x (-0,382)] : 10 = 47,32.<\/p>\n\n\n\n
\u0110\u00e2y l\u00e0 gi\u00e1 tr\u1ecb trung b\u00ecnh v\u1ec1 s\u1ef1 sai l\u1ec7ch gi\u1eefa hai ch\u1ec9 s\u1ed1 t\u0103ng gi\u1ea3m c\u1ee7a hai th\u1ecb tr\u01b0\u1eddng. Do \u1edf hai ch\u1ec9 s\u1ed1 \u0111\u01b0\u1ee3c t\u00ednh to\u00e1n kh\u00f4ng th\u1ed1ng nh\u1ea5t \u0111\u1ec3 l\u00e0m r\u00f5 t\u00ednh t\u01b0\u01a1ng quan ta c\u1ea7n xem x\u00e9t \u0111\u1ed9 l\u1ec7ch chu\u1ea9n c\u1ee7a ch\u1ec9 s\u1ed1 t\u0103ng gi\u1ea3m c\u1ee7a hai th\u1ecb tr\u01b0\u1eddng l\u00e0 11,76 v\u00e0 4,27. Chia \u0111\u1ed9 l\u1ec7ch b\u00ecnh qu\u00e2n cho \u0111\u1ed9 l\u1ec7ch chu\u1ea9n ta c\u00f3: p = 47,32 : (11,76 x 4,27) \u2248 0,94<\/p>\n\n\n\n
Th\u01b0\u01a1ng s\u1ed1 n\u00e0y \u0111\u00e1nh gi\u00e1 \u0111\u1ed9 t\u01b0\u01a1ng quan c\u1ee7a hai th\u1ecb tr\u01b0\u1eddng, ng\u01b0\u1eddi ta g\u1ecdi \u0111\u00f3 l\u00e0 h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan. N\u1ebfu s\u1ed1 n\u00e0y l\u00e0 d\u01b0\u01a1ng ch\u1ec9 ra r\u1eb1ng m\u1ed1i t\u01b0\u01a1ng quan gi\u1eefa hai th\u1ecb tr\u01b0\u1eddng l\u00e0 l\u1edbn (v\u00e0 l\u1edbn nh\u1ea5t khi p = 1) v\u00e0 r\u00f5 r\u1ec7t. N\u1ebfu h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan l\u00e0 \u00e2m ch\u1ee9ng t\u1ecf th\u1ecb tr\u01b0\u1eddng kh\u00f4ng \u0111\u1ed3ng b\u1ed9 v\u00e0 m\u1ed1i quan h\u1ec7 l\u00e0 ph\u1ee5; gi\u00e1 tr\u1ecb \u00e2m c\u00e0ng b\u00e9 th\u00ec m\u1ed1i t\u01b0\u01a1ng quan gi\u1eefa hai th\u1ecb tr\u01b0\u1eddng c\u00e0ng \u00edt. Khi h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan b\u1eb1ng 0 th\u00ec hai th\u1ecb tr\u01b0\u1eddng ho\u00e0n to\u00e0n kh\u00f4ng t\u01b0\u01a1ng quan.<\/p>\n\n\n\n
D\u00f9 c\u00e1c h\u1ec7 s\u1ed1 tr\u00ean \u0111\u00e2y gi\u1ea3i th\u00edch m\u1ed1i t\u01b0\u01a1ng quan gi\u1eefa hai th\u1ecb tr\u01b0\u1eddng. C\u00e1c s\u1ed1 li\u1ec7u n\u00e0y ch\u1ec9 t\u00ednh theo s\u1ed1 li\u1ec7u c\u1ee7a 10 phi\u00ean giao d\u1ecbch n\u00ean c\u00f2n xa m\u1edbi c\u00f3 th\u1ec3 kh\u00e1i qu\u00e1t \u0111\u01b0\u1ee3c t\u00ecnh h\u00ecnh ph\u1ee9c t\u1ea1p c\u1ee7a th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n.<\/p>\n\n\n\n
T\u1eeb kho\u00e1: Ph\u01b0\u01a1ng sai chung; H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan.<\/p>\n\n\n\n
<\/p>\n\n\n\n\n\n\n","protected":false},"excerpt":{"rendered":"
Nhi\u1ec1u ng\u01b0\u1eddi \u0111\u1ea7u t\u01b0 ch\u1ee9ng kho\u00e1n th\u01b0\u1eddng quan t\u00e2m \u0111\u1ebfn v\u1ea5n \u0111\u1ec1 sau: C\u00e1c th\u1ecb tr\u01b0\u1eddng kh\u00e1c nhau c\u00f3 m\u1ed1i li\u00ean quan g\u00ec v\u1edbi nhau kh\u00f4ng? \u1edf nh\u1eefng n\u01b0\u1edbc l\u1edbn c\u00f3 n\u1ec1n kinh t\u1ebf th\u1ecb tr\u01b0\u1eddng ph\u00e1t tri\u1ec3n th\u01b0\u1eddng c\u00f3 nhi\u1ec1u th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n song song t\u1ed3n t\u1ea1i, li\u1ec7u c\u00e1c th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":"","_disable_autopaging":false},"categories":[15,9],"tags":[],"class_list":["post-7640","post","type-post","status-publish","format-standard","hentry","category-hoi-dap-khoa-hoc","category-toan-hoc"],"_links":{"self":[{"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/posts\/7640","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/comments?post=7640"}],"version-history":[{"count":0,"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/posts\/7640\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/media?parent=7640"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/categories?post=7640"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.vietlearn.org\/kien-thuc\/wp-json\/wp\/v2\/tags?post=7640"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}