| 摘要 |
<P>PROBLEM TO BE SOLVED: To multilaterally determine whether a daily return of investment trust is within an appropriate range or not. <P>SOLUTION: In the investment trust return check device 100, an average value and a standard deviation for daily return in a predetermined nearest period from an operation date in the investment trust and a standard deviation for daily return in the predetermined nearest period from the operation date in a bench mark are used for checking the daily return of the investment trust. A return determination part 260 determines whether the daily return at the operation date of the investment trust is within a range of n-time (2≤n≤4) the standard deviation of the investment trust around the average value in the predetermined nearest period of daily return of the investment trust, and outputs an alarm when it is out of the range. The determination part further determines whether the daily return at the operation date of the investment trust is within a range of n-time the standard deviation in the bench mark around the average value of daily return of the investment trust, and outputs an alarm when it is out of the range. <P>COPYRIGHT: (C)2007,JPO&INPIT |
