Report the variance-covariance matrix

Take estimates from the other web pages

You can take estimates of volatilities of individual stocks from Reuters, Bloomberg, Yahoo finance or other sources. If you are not quite sure how to estimate covariances between stocks:

You can take estimates of Reuters, Bloomberg or other credible web page.

Final price Stocks JPM NIO 158 Percent 0,33 0,34 0,33 Price 0 152,66 45,04 31,3 37,61 45,21 AMC wi Ri (2 decimals) JPM 33% (158-152.66)/152.66 = 3.50% NIO 34% (37.61-45.04)/45.04 = 16.50% AMC 33% (45.21-31.3)/31.3 = 44.44% Final price Stocks JPM NIO 158 Percent 0,33 0,34 0,33 Price 0 152,66 45,04 31,3 37,61 45,21 AMC wi Ri (2 decimals) JPM 33% (158-152.66)/152.66 = 3.50% NIO 34% (37.61-45.04)/45.04 = 16.50% AMC 33% (45.21-31.3)/31.3 = 44.44%