Na hoa hlokahala ho reka koloi bakeng sa li-ruble tse likete tse 750, ho sa tsotellehe hore u khanna ka makhetlo a 18 ka khoeli, kapa na ho theko e tlaase ho sebelisa tekesi? Haeba u sebetsa setulong se ka morao kapa u mamela 'mino - see se fetola tlhahlobo joang? Mokhoa o motle oa ho reka folete ke ofe - ke nako efe e nepahetseng ea ho qeta ho boloka chelete ka depositi le ho etsa tefo e tlase ka mokitlane oa ntlo? Kapa esita le potso e nyenyane: na ho na le phaello e ngata ho kenya chelete ho 6% ka chelete ea khoeli le khoeli kapa ho 6,2% ka chelete ea selemo le selemo? Batho ba bangata ha ba leke ho etsa lipalo tse joalo ebile ha ba batle le ho bokella lintlha tse qaqileng mabapi le chelete ea bona. Ho e-na le lipalo, maikutlo le maikutlo a hokahane. Kapa ba etsa khakanyo e fokolang, ka mohlala, ba bala litšenyehelo tsa selemo le selemo tsa ho ba le koloi ka botlalo, athe litšenyehelo tsena kaofela e ka ’na ea e-ba karolo ea 5 lekholong feela ea litšenyehelo tsohle (’me chelete e sebelisoang likarolong tse ling tsa bophelo ha e baloe). Boko ba motho bo na le mathata a kelello. Ka mohlala, ho thata ho tlohela, ho sa tsotellehe ho se lefelloe, khoebo eo nako e ngata le chelete li sebelisitsoeng ho eona. Hangata batho ba na le tšepo e feteletseng 'me ba khella fatše likotsi,' me ba ka ba le maikutlo a bonolo 'me ba ka reka li-trinket tse turang kapa ba tsetela piramideng ea lichelete.
Ha e le hantle, tabeng ea banka, tlhahlobo ea maikutlo ha e sebetse. Ka hona, ke batla ho qala ho bua ka hore na motho ea tloaelehileng o lekola chelete joang (ho kenyeletsoa le nna), le hore na banka e e etsa joang. Ka tlase ho tla ba le lenaneo la thuto ea lichelete le ho hongata ka litlhahlobo tsa data ho Sberbank bakeng sa banka eohle ka kakaretso.
Liqeto tse fumanoeng li fanoe feela e le mohlala 'me li ke ke tsa nkoa e le likhothaletso bakeng sa batseteli ba poraefete, kaha ha ba nahane ka lintlha tse ngata tse setseng kantle ho sebaka sa sengoloa sena.
Ka mohlala, ketsahalo efe kapa efe ea "black swan" ho macroeconomics, pusong ea khoebo ea k'hamphani leha e le efe, joalo-joalo, e ka lebisa liphetohong tse tsotehang.
A re re u se u lefile sekoloto sa hau sa ntlo 'me u na le chelete ea ho boloka. Sengoliloeng sena se ka u tsoela molemo haeba u:
- ha ho tsotellehe hore na u bokelletse thepa e kae le hore na u ka e boloka joang
- u ipotsa hore na u ka etsa joang hore thepa ea hau e u tlisetse chelete e eketsehileng
- Ke batla ho utloisisa hore na ke mekhoa efe ea ho tsetela chelete e ntle ka ho fetisisa: thekiso ea matlo, li-deposit kapa li-stock
- Ke labalabela ho tseba hore na tlhahlobo ea data ea Sberbank e tla fana ka keletso efe tabeng ena
Hangata batho ba etsa liqeto tsa lichelete ntle le tlhahisoleseding e feletseng mabapi le matla a chelete ea bona le litšenyehelo tsa bona, ntle le tlhahlobo ea boleng ba thepa ea bona, ntle le ho ela hloko inflation, joalo-joalo lipalong tsa bona.
Ka linako tse ling batho ba etsa liphoso, joalo ka ho nka kalimo ba nahana hore ba ka e lefa ebe ba hloleha. Ka nako e ts'oanang, karabo ea potso ea hore na motho o tla khona ho etsa tšebeletso ea mokoloto hangata e tsejoa esale pele. U hloka feela ho tseba hore na u fumana bokae, u sebelisa bokae, matla a liphetoho ho matšoao ana ke afe.
Kapa, ka mohlala, motho o fumana mofuta o itseng oa moputso mosebetsing, o eketsoa nako le nako, o o hlahisa e le tlhahlobo ea boleng. Empa ha e le hantle, ha e bapisoa le theko ea lichelete, moputso oa motho enoa o ka 'na oa oa,' me a ka 'na a se ke a hlokomela sena haeba a sa boloke litlaleho tsa chelete.
Batho ba bang ha ba khone ho lekola hore na ke khetho efe e nang le phaello e ngata maemong a bona a hona joale: ho hira folete kapa ho nka sekoloto sa ntlo ka sekhahla se joalo.
'Me ho e-na le ho bala hore na litšenyehelo li tla ba life tabeng ena le eane, ka tsela e itseng ke etsa chelete ka matšoao ao e seng a lichelete lipalong ("Ke hakanya molemo oa ho ngolisa Moscow ho M ruble ka khoeli, ke hakanya monyetla oa ho lula foleteng e hiriloeng haufi le moo. sebetsa ho li-ruble tsa N ka khoeli "), batho ba mathela Inthaneteng ho buisana le ba buisanang le bona ba ka 'nang ba e-ba le maemo a fapaneng a lichelete le lintho tse ling tse tlang pele ho hlahloba matšoao ao e seng a lichelete.
Ke tsa moralo oa lichelete o nang le boikarabelo. Pele ho tsohle, ho khothaletsoa ho bokella lintlha tse latelang mabapi le boemo ba hau ba lichelete:
- akhaonte le boleng ba thepa eohle e teng
- tlaleho ea chelete e kenang le litšenyehelo, hammoho le phapang pakeng tsa chelete e kenang le litšenyehelo, i.e. matla a ho bokella thepa
Accounting le boleng ba thepa eohle e teng
Taba ea pele, mona ke setšoantšo seo mohlomong se hlalosang boemo ba lichelete ba batho hampe. Setšoantšo se bontša feela likarolo tsa chelete tsa thepa eo batho ba tšoantšetsoang ba nang le eona. Ha e le hantle, ha e le hantle, batho ba fanang ka limpho mohlomong ba na le thepa e itseng ntle le likalimo, ka lebaka leo tekanyo ea chelete ea bona e leng mpe, empa kakaretso ea thepa ea bona e ntse e le khōlō ho feta ea mokopi.
Lekola seo u nang le sona:
- Thekiso ea Matlo
- naha
- likoloi
- lichelete tsa banka
- melato ea mokoloto (ka ho fokotsa)
- matsete (stocks, bond, ...)
- litšenyehelo tsa khoebo ea hau
- thepa enngwe
Har'a thepa, motho a ka hlokomela karolo ea mokelikeli, e ka tlosoang ka potlako 'me ea fetoloa ka mefuta e meng. Ka mohlala, karolo ea folete eo u nang le eona hammoho le beng ka uena ba lulang ho eona e ka hlalosoa e le thepa e seng molaong. Matsete a nako e telele ho li-depositi kapa likarolo tse ke keng tsa huloa ntle le tahlehelo le tsona li ka nkoa e le tse seng molaong. Ka lehlakoreng le leng, thekiso ea matlo le meaho eo u nang le eona empa u sa lule ho eona, likoloi, li-deposit tsa nako e khuts'oane le tse ka fetoloang li ka hlalosoa e le thepa ea metsi. Mohlala, haeba o hloka chelete bakeng sa kalafo e potlakileng, melemo ea lisebelisoa tse ling e batla e le zero, kahoo karolo ea mokelikeli e bohlokoa haholo.
Ho feta moo, har'a thepa e ka khetholloa e se nang phaello ebile e na le phaello. Ka mohlala, litša tse sa hirisoang, hammoho le likoloi, li ka nkoa e le tse se nang phaello. 'Me litša tse hiriloeng, li-deposit le shares tse tsetelitsoeng ka sekhahla se kaholimo ho inflation ke thepa ea phaello.
U tla fumana, mohlala, setšoantšo se joalo (data e hlahisoa ka mokhoa o sa reroang):
Ho batho ba bangata, setšoantšo sena se shebahala se khopame haholo. Ka mohlala, nkhono ea futsanehileng a ka lula foleteng e theko e boima Moscow e sa tliseng phaello, ha a ntse a phela ka matsoho ho tloha pensheneng ho ea pensheneng, a sa nahane ka ho tsosolosa thepa ea hae. E ne e tla ba bohlale hore a fapanyetsane bolulo le setloholo sa hae bakeng sa tefo. Ho fapana le hoo, motjhelete a ka ’na a phathahana ka ho tsetela licheleteng hoo a se nang mefuta e meng ea matlotlo bakeng sa letsatsi la lipula, e leng se ka ’nang sa ba kotsi. U ka taka setšoantšo se joalo sa thepa ea hau 'me ua ipotsa hore na ha ho bohlale ho fetola thepa ka tsela e nang le phaello e ngata.
Accounting bakeng sa chelete e kenang, litšenyehelo le matla a ho bokella thepa
Ho khothaletsoa hore u tlalehe chelete e kenang le litšenyehelo tsa hau khafetsa ka mokhoa oa elektroniki. Nakong ea banka ea inthanete, ha ho hloke boiteko bo boholo. Ka nako e tšoanang, chelete e kenang le litšenyehelo li ka aroloa ka lihlopha. Ho feta moo, ho li kopanya ka lilemo, motho a ka fihlela liqeto mabapi le matla a tsona. Ho bohlokoa ho ela hloko inflation e le hore u be le mohopolo oa hore na chelete ea lilemo tse fetileng e shebahala joang ka litheko tsa kajeno. E mong le e mong o na le baskete ea hae ea bareki. Peterole le ho phahama ha theko ea lijo ka litekanyetso tse fapaneng. Empa ho bala inflation ea hau ho thata haholo. Ka hona, ka phoso e itseng, hoa khoneha ho sebelisa data ka sekhahla sa molao sa theko ea lichelete.
Lintlha tsa khoeli le khoeli tsa theko ea lichelete li fumaneha mehloling e mengata e bulehileng, ho kenyelletsa le e kentsoeng letšeng la data la Sberbank.
Mohlala oa ho bona matla a lichelete tsa chelete (lintlha li hlahisoa ka mokhoa o sa reroang, matla a ho theoha ha theko ke a sebele):
Ho ba le setšoantšo se felletseng joalo, o ka fihlela liqeto mabapi le kholo ea hau ea 'nete / phokotso ea chelete le kholo ea' nete / phokotso ea chelete, ho sekaseka maemo a litšenyehelo ka sehlopha le ho etsa liqeto tse nepahetseng tsa lichelete.
Ke mokhoa ofe oa ho tsetela oa mahala o hlolang inflation le ho tlisa chelete e ngata?
Letša la data la Sberbank le na le lintlha tsa bohlokoa tabeng ena:
- matla a theko ka mithara sekwere Moscow
- polokelongtshedimosetso ya ditshitshinyo tsa thekiso le khiriso ya ditsha le meaho ditoropong tsa Moscow le Moscow
- matla a sekhahla sa phaello ea selemo le selemo ho li-depositi
- ruble inflation dynamics
- Dynamics ea Moscow Exchange Gross Total Return Index (MCFTR)
- Lits'oants'o tsa phapanyetsano ea setoko sa Moscow le data ka likarohano tse lefuoang
Lintlha tsena li tla re lumella ho bapisa meputso le likotsi tsa ho tsetela thepa ea khiriso, li-depositi tsa banka le 'maraka oa lichelete. Ha re lebale ho kenya letsoho ho inflation.
Ke tlameha ho bua hang-hang hore posong ena re sebetsa ka mokhoa o ikhethileng oa tlhahlobo ea data mme ha re sebelise maikutlo leha e le afe a moruo. A re boneng hore na data ea rona e re'ng - mokhoa ofe oa ho boloka le ho hōlisa chelete Russia o hlahisitse liphello tse molemo ka ho fetisisa lilemong tsa morao tjena.
Re tla hlalosa ka bokhutšoanyane hore na lintlha tse sebelisitsoeng sehloohong sena le lintlha tse ling tsa Sberbank li bokelloa le ho hlahlojoa joang. Ho na le lera la likopi tsa mohloli tse bolokiloeng ka sebopeho sa parquet ho hadoop. Ka bobeli mehloli ea ka hare (e fapaneng AS ea banka) le mehloli e ka ntle e sebelisoa. Likopi tsa mohloli li bokelloa ka mekhoa e fapaneng. Ho na le sehlahisoa sa stork se thehiloeng holim'a tlhase, 'me sehlahisoa sa bobeli, Ab Initio AIR, se ntse se eketseha. Likopi tsa mohloli li kenngoa ho lihlopha tse fapaneng tsa hadoop tse laoloang ke Cloudera, 'me li ka hokahana ho tloha sehlopheng se seng ho ea ho se seng. Lihlopha li arotsoe haholo-holo ka li-blocks tsa khoebo, ho boetse ho na le lihlopha tsa Data Lab. Ho ipapisitsoe le likopi tsa mohloli, ho hahiloe marang-rang a fapaneng a fumanehang ho basebelisi ba khoebo le bo-ramahlale ba data. Lisebelisoa tse fapaneng tsa spark, lipotso tsa hive, lits'ebetso tsa tlhahlobo ea data, le pono ea sephetho ka sebopeho sa litšoantšo tsa SVG li sebelisitsoe ho ngola sengoloa sena.
Tlhahlobo ea histori ea 'maraka oa thekiso ea matlo
Tlhahlobo e bontša hore thekiso ea matlo ka nako e telele e ntse e hōla ka tekanyo ea theko ea lichelete, i.e. ka theko ea sebele ha e eketsehe kapa e fokotseha. Mona ke lirafshoa tsa matla a litheko tsa thekiso ea matlo a bolulo Moscow, a bonts'a lintlha tse fumanehang tsa pele.
Chate ea litheko ho li-ruble ntle le inflation:
Chate ea theko ka li-ruble, ho nahanoa ka theko ea lichelete (ka litheko tsa sejoale-joale):
Rea bona hore historing theko e ne e fetoha ho pota 200 ruble / sq.m. ka litheko tsa sejoale-joale le ho feto-fetoha ha maemo ho ne ho le tlase haholo.
Ke peresente e kae ka selemo ka holimo ho inflation e tlisoang ke matsete a matlo a bolulo? Kotulo e itšetlehile joang ka palo ea likamore ka foleteng? A re ke re hlahlobeng database ea Sberbank ea lipapatso tsa thekiso le khiriso ea lifolete Moscow le metseng e ka thōko ea Moscow.
Setsing sa rona sa polokelo ea boitsebiso, ho ne ho e-na le mehaho e mengata ea lifolete eo ho eona ho nang le lipapatso tsa thekiso ea lifolete le lipapatso tsa ho hira lifolete ka nako e le 'ngoe,' me palo ea likamore tse ka har'a lifolete tse rekisoang le tse hiriloeng li tšoana. Re ile ra bapisa linyeoe tse joalo, re li arola ka matlo le palo ea likamore ka foleteng. Haeba ho ne ho e-na le litlhahiso tse 'maloa sehlopheng se joalo, theko e tloaelehileng e ne e baloa. Haeba sebaka sa lifolete tse rekisitsoeng le tse hiriloeng li ne li fapane, joale theko ea thekiso e ile ea fetoloa ka mokhoa o leka-lekaneng hore libaka tsa lifolete tse bapisitsoeng li tsamaisane. Ka lebaka leo, litlhahiso li ile tsa behoa kemisong. Selikalikoe se seng le se seng ha e le hantle ke folete e fanoang hore e rekoe le ho hiroa ka nako e le 'ngoe. Sebakeng se otlolohileng re bona litšenyehelo tsa ho fumana folete, 'me holim'a axis e otlolohileng - litšenyehelo tsa ho hira folete e le 'ngoe. Palo ea likamore ka foleteng e hlakile ho tloha 'mala oa selikalikoe,' me sebaka se seholo sa folete, ho na le radius e kholoanyane ea selikalikoe. Ha ho nahanoa ka litefiso tse theko e phahameng haholo, kemiso e bile tjena:
Haeba u tlosa litefiso tse theko e phahameng, u ka bona litheko karolong ea moruo ka botlalo:
Tlhahlobo ea kamano e bontša hore kamano pakeng tsa litšenyehelo tsa ho hira folete le litšenyehelo tsa ho e reka e haufi le linear.
Ho bile le karolelano e latelang pakeng tsa litšenyehelo tsa ho hira folete ea selemo le litšenyehelo tsa ho fumana folete (re se ke ra lebala hore litšenyehelo tsa selemo ke 12 khoeli le khoeli):
Palo ea likamore:
Karolelano ea litšenyehelo tsa khiriso ea selemo le selemo ea folete ho ea ho theko ea ho fumana folete:
1-kamore
5,11%
2-kamore
4,80%
3-kamore
4,94%
Kakaretso
4,93%
E fumane kakaretso ea kakaretso ea 4,93% ka kotulo ea selemo ka lebaka la ho hira folete ho feta kholiso ea lichelete. Ho boetse hoa thahasellisa hore lifolete tse theko e tlaase tse 1 li na le chelete e ngata ho li hira. Re bapisitse theko ea tlhahiso, eo maemong ka bobeli (ho hira le ho reka) e theko e phahameng hanyane, ka hona ha ho hlokahale phetoho. Leha ho le joalo, ho hlokahala liphetoho tse ling: lifolete tse hiriloeng ka linako tse ling li hloka ho lokisoa bonyane, ho nka nako ho fumana mohiri le lifolete ha li na letho, ka linako tse ling litefello tsa lisebelisoa ha li kenyelelitsoe theko ea khiriso ka karolo e itseng kapa ka botlalo, 'me moo. hape ke phokotseho e nyane haholo ea lifolete ho theosa le lilemo.
Ho ela hloko liphetoho, ho tloha ho hira matlo a matlo a bolulo, u ka ba le chelete e kenang ho fihlela ho 4,5% ka selemo (ho feta taba ea hore thepa ka boeona ha e theohe). Haeba lihlahisoa tse joalo li khahla, Sberbank e na le litefiso tse ngata ho DomClick.
Tlhahlobo ea nalane ea litefiso tsa depositi
Lichelete tsa ruble naheng ea Russia lilemong tse 'maloa tse fetileng li eketsehile haholo ho feta inflation. Empa eseng ka 4,5%, joaloka thekiso ea matlo bakeng sa rente, empa, ka karolelano, ka 2%.
Chate e ka tlase, re bona matla a ho bapisa litefiso tsa depositi le inflation.
Ke tla hlokomela motsotso o joalo hore chelete e tsoang ho li-depositi e otla inflation ka matla ho feta chate e kaholimo ka mabaka a latelang:
- O ka lokisa sekhahla sa li-depositi tse nchafalitsoeng ka nako e loketseng bakeng sa likhoeli tse 'maloa esale pele
- Chelete ea khoeli le khoeli, e leng tšobotsi ea menehelo e mengata e kenyellelitsoeng ho data ena e lekantsoeng, e eketsa phaello ka lebaka la phaello e kopanetsoeng
- Ka holimo ho ne ho nahanoa ka litefiso tsa libanka tse 10 tse holimo ho latela tlhaiso-leseling e tsoang ho Bank of Russia, kantle ho tse 10 tse holimo u ka fumana litefiso tse phahameng hanyane.
Ha e le li-deposit ka lidolara le li-euro, ke tla re li otla theko ea lichelete ka lidolara le li-euro, ka ho latellana, tse fokolang ho feta ruble tse otlang theko ea theko ea ruble.
Tlhahlobo ea histori ea 'maraka oa lichelete
Joale a re shebeng 'maraka o fapaneng le o kotsi bakeng sa li-stock tsa Russia. Puseletso ea matsete a li-stocks ha e tsitsitse ebile e ka fapana haholo. Leha ho le joalo, haeba u fapanyetsana thepa le ho tsetela nako e telele, u ka fumana sekhahla sa phaello ea selemo le selemo se bonts'ang katleho ea ho tsetela ho stock portfolio.
Bakeng sa babali ba hole le sehlooho, ke tla bua mantsoe a seng makae ka li-indices tsa stock. Naheng ea Russia, ho na le index ea Moscow Exchange, e bonts'ang matla a boleng ba li-ruble tse nang le li-stock tsa 50 tse kholo ka ho fetisisa tsa Russia. Ho hlophisoa ha index le karolo ea likarolo tsa k'hamphani ka 'ngoe ho ipapisitse le boholo ba ts'ebetso ea khoebo, boholo ba khoebo, palo ea likarolo tse tsamaisoang. Chate e ka tlase e bonts'a hore na index ea Moscow Exchange (ke hore palo e joalo ea karolelano) e holile joang lilemong tsa morao tjena.
Beng ba li-stock tse ngata ba lefshoa nako le nako ka likabelo tse ka buseletsoang ka har'a metšoasong e tšoanang e hlahisitseng chelete. Lekhetho le lefshoa ho meputso e amohetsoeng. The Moscow Exchange Index ha e nahane ka lihlahisoa tsa lihlahisoa.
Ka hona, re tla ba le thahasello e kholo ho Moscow Exchange Gross Total Return Index (MCFTR), e nahanang ka likarohano tse amohetsoeng le lekhetho le ntšoang meputsong ena. Ha re bontsheng chate e ka tlase hore na index ena e fetohile joang lilemong tsa morao tjena. Ntle le moo, re ela hloko inflation le ho bona hore na index ena e holile joang ka litheko tsa sejoale-joale:
Kerafo e tala ke boleng ba sebele ba potefolio ka litheko tsa morao-rao, haeba u kenya chelete ho Moscow Exchange index, kamehla u busetse meputso le ho lefa lekhetho.
Ha re boneng hore na sekhahla sa kholo ea index ea MCFTR e bile eng lilemong tse 1,2,3,…,11 tse fetileng. Tseo. Poelo ea rona e ne e tla ba eng haeba re ne re ka reka liabo ho latela index ena 'me kamehla re beeletsa meputso e fumanoang liabong tse tšoanang:
Lilemo
Tšimoloho
Bofelo
MCFTR
pele ho nako Ka
ho nahanela
infl.
MCFTR
con. Ka
ho nahanela
infl.
Coeff.
kholo
Selemo le selemo
coefficient
kholo
1
30.07.2019
30.07.2020
4697,47
5095,54
1,084741
1,084741
2
30.07.2018
30.07.2020
3835,52
5095,54
1,328513
1,152612
3
30.07.2017
30.07.2020
3113,38
5095,54
1,636659
1,178472
4
30.07.2016
30.07.2020
3115,30
5095,54
1,635650
1,130896
5
30.07.2015
30.07.2020
2682,35
5095,54
1,899655
1,136933
6
30.07.2014
30.07.2020
2488,07
5095,54
2,047989
1,126907
7
30.07.2013
30.07.2020
2497,47
5095,54
2,040281
1,107239
8
30.07.2012
30.07.2020
2634,99
5095,54
1,933799
1,085929
9
30.07.2011
30.07.2020
3245,76
5095,54
1,569907
1,051390
10
30.07.2010
30.07.2020
2847,81
5095,54
1,789284
1,059907
11
30.07.2009
30.07.2020
2223,17
5095,54
2,292015
1,078318
Rea bona hore, ha re se re tsetetse palo efe kapa efe ea lilemo tse fetileng, re ka be re bile le tlhōlo holim'a inflation ea 5-18% selemo le selemo, ho itšetlehile ka katleho ea sebaka sa ho kena.
Ha re etseng tafole e le 'ngoe - eseng phaello bakeng sa lilemo tse ling le tse ling tsa N, empa phaello bakeng sa nako e ngoe le e ngoe ea N ea selemo se le seng:
Год
Tšimoloho
Bofelo
MCFTR
pele ho nako Ka
ho nahanela
infl.
MCFTR
con. Ka
ho nahanela
infl.
Selemo le selemo
coefficient
kholo
1
30.07.2019
30.07.2020
4697,47
5095,54
1,084741
2
30.07.2018
30.07.2019
3835,52
4697,47
1,224728
3
30.07.2017
30.07.2018
3113,38
3835,52
1,231947
4
30.07.2016
30.07.2017
3115,30
3113,38
0,999384
5
30.07.2015
30.07.2016
2682,35
3115,30
1,161407
6
30.07.2014
30.07.2015
2488,07
2682,35
1,078085
7
30.07.2013
30.07.2014
2497,47
2488,07
0,996236
8
30.07.2012
30.07.2013
2634,99
2497,47
0,947810
9
30.07.2011
30.07.2012
3245,76
2634,99
0,811825
10
30.07.2010
30.07.2011
2847,81
3245,76
1,139739
11
30.07.2009
30.07.2010
2223,17
2847,81
1,280968
Rea bona hore ha se lilemo tsohle tse atlehileng, empa lilemo tse sa atleheng li ile tsa lateloa ke lilemo tse atlehileng, tse "lokileng ntho e 'ngoe le e' ngoe".
Joale, bakeng sa kutloisiso e betere, a re ke re bueng ka har'a index ena 'me re shebe mohlala oa setoko se itseng, sephetho e ka ba sefe haeba u ne u ka tsetela setokong sena lilemong tse 15 tse fetileng, ua kenya phaello hape le ho lefa makhetho. A re boneng sephetho ho nahanela inflation, i.e. ka litheko tsa hajoale. Ka tlase ke mohlala oa karolo e tloaelehileng ea Sberbank. Grafu e tala e bonts'a matla a boleng ba potefolio, eo qalong e neng e e-na le karolo e le 'ngoe ea Sberbank ka theko ea hona joale, ho nahanoa ka ho tsosolosoa ha likhaello. Ka lilemo tse 15, theko ea lichelete e theohile ruble ka makhetlo a 3.014135. Kabelo ea Sberbank ho theosa le lilemo e nyolohile ka theko ho tloha ho li-ruble tse 21.861. ho fihlela ho li-ruble tse 218.15, i.e. theko e eketsehile ka makhetlo a 9.978958 ntle le theko ea lichelete. Lilemong tsena, mong'a karolo e le 'ngoe o ne a lefshoa ka linako tse fapaneng likabelo, letlooa la lekhetho, ka chelete ea li-ruble tse 40.811613. Lichelete tsa likhaello tse lefuoang li bontšoa chateng e le lithupa tse otlolohileng tse khubelu 'me ha li bue ka chate ka boeona, eo ho eona meputso le ho buseletsoa ha tsona ho nkoang hape. Haeba nako le nako ha likabelo tsena li ne li sebelisetsoa ho reka likarolo tsa Sberbank hape, joale qetellong ea nako ea nang le kabelo e ne e se e ntse e se na e le 'ngoe, empa likarolo tsa 1.309361. Ho nahanoa ka ho tsosolosoa ha likhaello le theko ea lichelete, mosebetsi oa pele o nyolohile ka theko ka makhetlo a 4.334927 ka lilemo tse 15, i.е. e nyolohile ka theko ka makhetlo a 1.102721 ka selemo. Ka kakaretso, karolo e tloaelehileng ea Sberbank e tlisitse mong'a eona karolelano ea 10,27% ka selemo ka holimo ho theko ea lichelete lilemong tse 15 tse fetileng:
E le mohlala o mong, a re nke setšoantšo se tšoanang le matla a likarolo tse ratoang tsa Sberbank. Karolo e ratoang ea Sberbank e tlisitse mong'a eona le ho feta ka karolelano, 13,59% ka selemo ho feta inflation lilemo tse 15 tse fetileng:
Liphetho tsena li tla ba tlase hanyane ts'ebetsong, hobane ha u reka likarolo u hloka ho lefa komisi e nyane ea barekisi. Ka nako e ts'oanang, sephetho se ka ntlafatsoa le ho feta haeba u sebelisa Akhaonto ea Matsete a Motho ka Mong, e u lumellang ho fumana phokotso ea lekhetho ho tsoa mmusong ka chelete e itseng e lekanyelitsoeng. Haeba u so utloe ka sena, ho kgothaletswa ho batla khutsufatso "IIS". Hape re se ke ra lebala ho bolela hore IIS e ka buloa Sberbank.
Kahoo, re kile ra fumana hore ho na le chelete e ngata ho tsetela ka metšoasong ho feta thekisong ea matlo le li-deposit. Bakeng sa ho ithabisa, mona ke palo e kholo ea li-stock tse 20 tse 'nileng tsa rekisoa' marakeng ka lilemo tse fetang 10, tse fumanoeng ka lebaka la tlhahlobo ea data. Karolong ea ho qetela, re bona hore na palo ea li-stocks e hola ka makhetlo a makae ka karolelano selemo se seng le se seng, ho nahanoa ka inflation le ho buseletsoa ha meputso. Re bona hore li-stock tse ngata li otla inflation ka ho feta 10%:
Khato
Tšimoloho
Bofelo
Coeff. inflation
Ho qala theko
Con. theko
Boima
linomoro
likarolo
ka litšenyehelo
reinve-
diteishene
arola-
dendov,
linako
ho qetela
mahareng
selemo le selemo
kgolo, mehla
Lenzoloto
30.07.2010
30.07.2020
1,872601
1267,02
17290
2,307198
1,326066
NKNKH ap
30.07.2010
30.07.2020
1,872601
5,99
79,18
2,319298
1,322544
MGTS-4ap
30.07.2010
30.07.2020
1,872601
339,99
1980
3,188323
1,257858
Lethathamo la 3ap
30.07.2010
30.07.2020
1,872601
72,77
538,8
2,037894
1,232030
MGTS-5ao
30.07.2010
30.07.2020
1,872601
380,7
2275
2,487047
1,230166
Akron
30.07.2010
30.07.2020
1,872601
809,88
5800
2,015074
1,226550
Lenzol. holimo
30.07.2010
30.07.2020
1,872601
845
5260
2,214068
1,220921
NKNKh JSC
30.07.2010
30.07.2020
1,872601
14,117
92,45
1,896548
1,208282
Lenerg-p
30.07.2010
30.07.2020
1,872601
25,253
149,5
1,904568
1,196652
GMKNorNik
30.07.2010
30.07.2020
1,872601
4970
19620
2,134809
1,162320
Surgnfgz-p
30.07.2010
30.07.2020
1,872601
13,799
37,49
2,480427
1,136619
IRKUT-3
30.07.2010
30.07.2020
1,872601
8,127
35,08
1,543182
1,135299
Tatnft 3ao
30.07.2010
30.07.2020
1,872601
146,94
558,4
1,612350
1,125854
Novatek JSC
30.07.2010
30.07.2020
1,872601
218,5
1080,8
1,195976
1,121908
SevSt-AO
30.07.2010
30.07.2020
1,872601
358
908,4
2,163834
1,113569
Krasesb ao
30.07.2010
30.07.2020
1,872601
3,25
7,07
2,255269
1,101105
CHTPZ JSC
30.07.2010
30.07.2020
1,872601
55,7
209,5
1,304175
1,101088
Sberbank-leq
30.07.2010
30.07.2020
1,872601
56,85
203,33
1,368277
1,100829
PIK JSC
30.07.2010
30.07.2020
1,872601
108,26
489,5
1,079537
1,100545
LUKOIL
30.07.2010
30.07.2020
1,872601
1720
5115
1,639864
1,100444
Hona joale, ha re se re kopitse data, re tla rarolla mathata a 'maloa tabeng ea hore na hantle-ntle ho bohlokoa ho kenya chelete ho eng, haeba re lumela hore mekhoa ea nako e telele ea boleng ba likarolo tse itseng e tla tsoela pele. Ho hlakile hore ha hoa loka ka ho feletseng ho bolela esale pele theko ea nako e tlang ho ea ka chate e fetileng, empa re tla batla bahlōli ho tsetela bakeng sa linako tse fetileng likarolong tse 'maloa.
Mosebetsi. Fumana setoko se hlolang ka mokhoa o tsitsitseng ho feta thekiso ea matlo le meaho (CAGR 1.045 holim'a inflation) makhetlo a mangata ho e 'ngoe le e 'ngoe ea linako tse 10 tsa selemo se le seng seo setoko se rekisitseng sona.
Mosebetsing ona le o latelang, re bolela mohlala o ka holimo ka ho buseletsoa ha likhaello le tlaleho ea theko ea lichelete.
Mona ke bahlōli sehlopheng sena ho latela tlhahlobo ea rona ea data. Li-stock tse kaholimo ho tafole li lula li sebetsa hantle selemo le selemo ntle le li-dips. Mona Selemo sa 1 ke 30.07.2019/30.07.2020/2-30.07.2018/30.07.2019/XNUMX, Selemo sa XNUMX ke XNUMX/XNUMX/XNUMX-XNUMX/XNUMX/XNUMX, joalo-joalo:
Khato
palo
tlholo
e felile
thekiso ea matlo
tobetsa-
stu
bakeng sa
kamora-
matsatsi
Lilemo tse 10
Selemo 1
Selemo 2
Selemo 3
Selemo 4
Selemo 5
Selemo 6
Selemo 7
Selemo 8
Selemo 9
Selemo 10
Lethathamo la 3ap
8
0,8573
1,4934
1,9461
1,6092
1,0470
1,1035
1,2909
1,0705
1,0039
1,2540
MGTS-4ap
8
1,1020
1,0608
1,8637
1,5106
1,7244
0,9339
1,1632
0,9216
1,0655
1,6380
CHTPZ JSC
7
1,5532
1,2003
1,2495
1,5011
1,5453
1,2926
0,9477
0,9399
0,3081
1,3666
SevSt-AO
7
0,9532
1,1056
1,3463
1,1089
1,1955
2,0003
1,2501
0,6734
0,6637
1,3948
NKNKh JSC
7
1,3285
1,5916
1,0821
0,8403
1,7407
1,3632
0,8729
0,8678
1,0716
1,7910
MGTS-5ao
7
1,1969
1,0688
1,8572
1,3789
2,0274
0,8394
1,1685
0,8364
1,0073
1,4460
"Gazpromneft"
7
0,8119
1,3200
1,6868
1,2051
1,1751
0,9197
1,1126
0,7484
1,1131
1,0641
Tatnft 3ao
7
0,7933
1,0807
1,9714
1,2109
1,0728
1,1725
1,0192
0,9815
1,0783
1,1785
Lenerg-p
7
1,3941
1,1865
1,7697
2,4403
2,2441
0,6250
1,2045
0,7784
0,4562
1,4051
NKNKH ap
7
1,3057
2,4022
1,2896
0,8209
1,2356
1,6278
0,7508
0,8449
1,5820
2,4428
Surgnfgz-p
7
1,1897
1,0456
1,2413
0,8395
0,9643
1,4957
1,2140
1,1280
1,4013
1,0031
Rea bona hore le baeta-pele ha baa ka ba hapa thekiso ea matlo ho latela phaello selemo le selemo. Ho tlola ho matla maemong a phaello ka lilemo tse fapaneng ho bonts'a hore haeba u batla botsitso, ho molemo ho fapanyetsana thepa, 'me ka nepo, ho tsetela ho index.
Hona joale re theha le ho rarolla bothata bo joalo bakeng sa tlhahlobo ea data. Na ho bohlokoa ho hakanya hanyane, nako le nako ha u reka setoko matsatsi a M pele ho letsatsi la ho lefa karohano le ho rekisa liabo ka mor'a matsatsi a N kamora letsatsi la ho lefa? Na ho molemo ho kotula meputso le ho "tsoa setokong" ho feta ho "lula setokong" selemo ho pota? Ha re nke hore ha ho na tahlehelo ho khomishene ho tsoa ho tsoa ho joalo. Mme tshekatsheko ya data e tla re thusa ho fumana meedi ya M le N corridor, eo ho tloha kgale e atlehileng ho kotula meputso ho ena le ho tshwara dishere ka nako e telele.
Mona ke anecdote ea 2008.
John Smith, ea ileng a tsoa ka fensetere ea mokatong oa bo-75 Wall Street, ka mor'a ho otla fatše, o ile a tlola limithara tse 10, e leng se ileng sa boela sa hlōla hoetla ha hae hoseng.
Ho joalo le ka likhaello: re nka hore mokhatlong oa 'maraka o haufi le letsatsi la ho lefa karohano, pontšo e ngata haholo ea' maraka e bonahala, ke hore. bakeng sa mabaka a kelello, 'maraka o ka' na oa oa kapa oa phahama ho feta tekanyo ea phaello e hlokang.
Mosebetsi. Hakanya sekhahla sa ho khutlisa likarolo ka mor'a ho lefa meputso. Na ho molemo ho kena pele ho tefo ea phaello ebe u tsoa ka mor'a nakoana ho feta ho ba le setoko selemo ho pota? Ke matsatsi a makae pele ho tefo ea phaello eo ke lokelang ho e kenya setokong le hore na ke matsatsi a makae ka mor'a tefo ea phaello ke tsoa setokong e le hore ke fumane phaello e ngata?
Moetso oa rona o balile liphapano tsohle tsa bophara ba tikoloho ho potoloha matsatsi a ho lefa karohano ho theosa le nalane. Lithibelo tse latelang li ile tsa amoheloa: M<=30, N>=20. 'Nete ke hore letsatsi le palo ea tefo ha li tsejoe esale pele ho feta matsatsi a 30 pele ho tefo ea meputso. Hape, meputso ha e tle ho akhaonto hang-hang, empa ka tieho. Re lumela hore ho nka bonyane matsatsi a 20 ho tiisetsoa hore re tla fumana meputso akhaonteng le ho e tsetela hape. Ka lithibelo tsena, mohlala o hlahisitse karabelo e latelang. Nako e ntle ea ho reka likarolo ke matsatsi a 34 pele ho letsatsi la tefo ea likabelo 'me u li rekise matsatsi a 25 ka mor'a letsatsi la ho lefa. Tlas'a boemo bona, kholo ea karolelano ea 3,11% nakong ena e ile ea fumanoa, e fanang ka 20,9% ka selemo. Tseo. ka mokhoa o nahanoang oa matsete (ka ho buseletsoa ha likhaello le ho ela hloko inflation), haeba u reka karolo matsatsi a 34 pele ho letsatsi la ho lefa karohano 'me u e rekise matsatsi a 25 ka mor'a letsatsi la ho lefa, joale re na le 20,9% ka selemo ho feta inflation. sekhahla. Sena se netefatsoa ka kakaretso ea litefo tsohle tsa liabo ho tsoa ho database ea rona.
Ka mohlala, bakeng sa karolo e ratoang ea Sberbank, boemo bo joalo ba ho tsoa bo ka fana ka kholo ea 11,72% ka holimo ho sekhahla sa inflation bakeng sa ho tsoa ka 'ngoe sebakeng se haufi le letsatsi la ho lefa karohano. Sena se lekana le 98,6% ka selemo ka holimo ho sekhahla sa inflation. Empa sena, ehlile, ke mohlala oa lehlohonolo le sa reroang.
Khato
kena
Letsatsi la kabo
Tloha
Coeff. kgolo
Sberbank-leq
10.05.2019
13.06.2019
08.07.2019
1,112942978
Sberbank-leq
23.05.2018
26.06.2018
21.07.2018
0,936437635
Sberbank-leq
11.05.2017
14.06.2017
09.07.2017
1,017492563
Sberbank-leq
11.05.2016
14.06.2016
09.07.2016
1,101864592
Sberbank-leq
12.05.2015
15.06.2015
10.07.2015
0,995812419
Sberbank-leq
14.05.2014
17.06.2014
12.07.2014
1,042997818
Sberbank-leq
08.03.2013
11.04.2013
06.05.2013
0,997301095
Sberbank-leq
09.03.2012
12.04.2012
07.05.2012
0,924053861
Sberbank-leq
12.03.2011
15.04.2011
10.05.2011
1,010644958
Sberbank-leq
13.03.2010
16.04.2010
11.05.2010
0,796937418
Sberbank-leq
04.04.2009
08.05.2009
02.06.2009
2,893620094
Sberbank-leq
04.04.2008
08.05.2008
02.06.2008
1,073578067
Sberbank-leq
08.04.2007
12.05.2007
06.06.2007
0,877649005
Sberbank-leq
25.03.2006
28.04.2006
23.05.2006
0,958642001
Sberbank-leq
03.04.2005
07.05.2005
01.06.2005
1,059276282
Sberbank-leq
28.03.2004
01.05.2004
26.05.2004
1,049810801
Sberbank-leq
06.04.2003
10.05.2003
04.06.2003
1,161792898
Sberbank-leq
02.04.2002
06.05.2002
31.05.2002
1,099316569
Ka hona, ponahatso ea 'maraka e hlalositsoeng ka holimo e ea etsahala,' me matsatsing a ho lefa karohano, kotulo esale e le holimo hanyane ho feta ho ts'oara liabo selemo ho pota.
Ha re behe mohlala oa rona mosebetsi o mong hape oa tlhahlobo ea data:
Mosebetsi. Fumana setoko se nang le monyetla o tloaelehileng oa ho tsoa nakong ea letsatsi la ho lefa karohano. Re tla lekola hore na ke linyeoe tse kae tsa litefo tsa likabelo tse entseng hore ho khonehe ho fumana chelete e fetang 10% ka selemo ho feta sekgahla sa inflation, haeba o kenya setoko matsatsi a 34 pele ho moo mme o tswa matsatsi a 25 kamora letsatsi la ho lefa.
Re tla nahana ka li-stock tseo bonyane ho bileng le linyeoe tse 5 tsa litefo tsa likarolo. Sephetho sa hit parade se bontšitsoe ka tlase. Hlokomela hore phello e ka 'na ea e-ba ea bohlokoa feela ho tloha moo bothata ba ho hlahloba lintlha, empa eseng e le tataiso e sebetsang ea ho kenya chelete.
Khato
Palo ea
linyeoe tsa ho hlola
ho feta 10% ka selemo
ka holimo ho theko ea lichelete
Palo ea
linyeoe
litefo
Likabelo
Abelana
linyeoe
tlholo
Karolelano ea coefficient kgolo
Lenzoloto
5
5
1
1,320779017
IDGC SZ
6
7
0,8571
1,070324870
Rollman-leq
6
7
0,8571
1,029644533
Rosseti holimo
4
5
0,8
1,279877637
Kubanenr
4
5
0,8
1,248634960
LSR JSC
8
10
0,8
1,085474828
ALROSA JSC
8
10
0,8
1,042920287
FGC UES JSC
6
8
0,75
1,087420610
NCSP JSC
10
14
0,7143
1,166690777
KuzbTK JSC
5
7
0,7143
1,029743667
Ho latela tlhahlobo ea 'maraka oa li-stock, re ka fihlela liqeto tse latelang:
- Ho netefalitsoe hore puseletso ea likarolo tse phatlalalitsoeng ho thepa ea barekisi, lik'hamphani tsa matsete le batho ba bang ba nang le thahasello e phahame ho feta li-deposit le matsete a thekiso ea matlo.
- Ho hloka botsitso ha 'maraka oa' maraka ho phahame haholo, empa hoa khoneha ho tsetela nako e telele ka mefuta e mengata e fapaneng ea li-portfolio. Molemong oa ho fokotsa lekhetho la 13% ha u tsetela ho IIS, ho bohlokoa haholo hore u ipulele 'maraka oa setoko mme sena se ka etsoa, ho kenyeletsoa le Sberbank.
- Ho ipapisitsoe le tlhahlobo ea liphetho tsa linako tse fetileng, baeta-pele ba ile ba fumanoa ho latela phaello e tsitsitseng e phahameng le phaello ea ho tsoa sebakeng se haufi le letsatsi la ho lefa karohano. Leha ho le joalo, liphetho ha li na taba ebile ha ua lokela ho tataisoa ke tsona feela matsete a hau. Tsena e ne e le mehlala ea mesebetsi ea tlhahlobo ea data.
Kakaretso
Ho molemo ho boloka tlaleho ea thepa ea hau, hammoho le chelete e kenang le litšenyehelo. E thusa ka moralo oa lichelete. Haeba u khona ho boloka chelete, joale ho na le menyetla ea ho e kenya ka tekanyo e phahameng ho feta theko ea lichelete. Analysis ya data ho tswa ho Sberbank ya data letša o ile a bontša hore depositi selemo le selemo khutlela 2%, lifolete khiriso - 4,5%, le dishere Serussia - hoo e ka bang 10% ka holimo inflation le likotsi tse khōlō haholo.
Mongoli: Mikhail Grichik, setsebi sa sechaba sa setsebi sa Sberbank SberProfi DWH/BigData.
Sechaba sa litsebi tsa SberProfi DWH/BigData se na le boikarabelo ba ho ntlafatsa litsebo libakeng tse kang Hadoop ecosystem, Teradata, Oracle DB, GreenPlum, hammoho le lisebelisoa tsa BI Qlik, SAP BO, Tableau, joalo-joalo.
Source: www.habr.com