Analiza Portofoliu

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Data TLV BRD SNP

28.05.2021 27,100 161,600 4,025


27.05.2021 26,650 157,000 4,005
26.05.2021 27,550 158,600 4,200
25.05.2021 27,600 159,000 4,210
24.05.2021 27,300 161,000 4,295
24.05.2021 26,850 159,000 4,310
21.05.2021 26,700 157,000 4,345
20.05.2021 26,350 157,200 4,380
20.05.2021 26,300 157,400 4,395
19.05.2021 26,100 158,400 4,375
18.05.2021 26,250 159,200 4,370
17.05.2021 26,100 159,400 4,380
14.05.2021 26,050 158,800 4,730
13.05.2021 26,100 159,000 4,705
12.05.2021 26,100 160,000 4,680
11.05.2021 26,100 160,200 4,620
10.05.2021 26,150 160,400 4,535
10.05.2021 26,150 160,200 4,560
07.05.2021 26,000 159,200 4,485
06.05.2021 25,800 162,200 4,435
05.05.2021 25,750 160,800 4,540
04.05.2021 25,500 158,000 4,465
04.05.2021 25,600 158,600 4,375
29.04.2021 24,900 158,200 4,420
28.04.2021 24,900 156,800 4,350
27.04.2021 24,650 155,000 4,330
26.04.2021 24,350 155,000 4,370
23.04.2021 24,300 154,400 4,350
22.04.2021 24,150 155,600 4,350
21.04.2021 24,250 154,000 4,350
20.04.2021 24,250 153,800 4,350
20.04.2021 24,000 154,800 4,365
19.04.2021 24,000 155,600 4,375
16.04.2021 24,100 156,000 4,395
15.04.2021 24,100 159,600 4,360
14.04.2021 24,100 158,000 4,370
13.04.2021 24,200 155,800 4,350
12.04.2021 24,150 158,400 4,350
09.04.2021 24,100 158,200 4,350
08.04.2021 24,250 158,200 4,370
07.04.2021 24,200 159,000 4,300
06.04.2021 24,050 160,200 4,210
05.04.2021 24,050 158,600 4,160
02.04.2021 24,200 159,000 4,160
01.04.2021 24,350 157,600 4,150
31.03.2021 24,000 160,000 4,085
30.03.2021 24,300 160,200 4,100
29.03.2021 24,200 157,400 4,155
26.03.2021 23,950 157,600 4,155
25.03.2021 24,000 157,400 4,155
24.03.2021 23,750 155,000 4,070
23.03.2021 23,800 152,400 4,095
22.03.2021 23,800 154,000 4,065
19.03.2021 23,850 155,000 4,055
18.03.2021 23,700 153,400 4,055
17.03.2021 23,500 153,400 3,990
16.03.2021 23,750 153,200 3,990
15.03.2021 23,600 152,000 4,000
12.03.2021 23,600 149,000 3,975
11.03.2021 23,450 147,600 3,820
10.03.2021 23,000 147,600 3,800
09.03.2021 23,050 147,400 3,785
09.03.2021 22,900 143,600 3,840
08.03.2021 23,100 143,000 3,750
05.03.2021 23,050 142,400 3,815
04.03.2021 22,000 144,400 3,710
03.03.2021 21,700 144,400 3,695
03.03.2021 21,700 143,000 3,710
02.03.2021 21,600 144,400 3,765
01.03.2021 21,450 143,800 3,830
26.02.2021 21,500 143,600 3,820
26.02.2021 21,700 143,000 3,930
25.02.2021 21,750 141,400 3,905
24.02.2021 21,750 141,400 3,850
23.02.2021 22,150 141,400 3,910
22.02.2021 21,900 140,000 4,000
19.02.2021 22,200 140,800 3,995
18.02.2021 22,400 144,400 3,995
17.02.2021 22,350 148,000 4,060
16.02.2021 22,850 150,400 4,090
15.02.2021 22,900 150,000 4,085
12.02.2021 22,900 148,800 4,000
11.02.2021 23,100 148,000 4,000
11.02.2021 23,200 150,200 4,005
10.02.2021 23,300 152,000 3,985
09.02.2021 23,400 150,400 3,985
08.02.2021 23,550 152,200 4,010
05.02.2021 23,150 152,000 4,000
04.02.2021 23,150 152,400 3,960
03.02.2021 23,050 152,000 3,970
02.02.2021 23,050 151,000 3,970
01.02.2021 23,100 152,400 3,940
29.01.2021 22,950 152,400 3,950
28.01.2021 23,100 152,200 3,965
27.01.2021 23,050 152,000 3,885
26.01.2021 23,100 153,000 3,925
25.01.2021 23,050 151,000 3,980
22.01.2021 23,150 154,400 3,990
21.01.2021 23,200 152,600 3,990
20.01.2021 23,000 152,000 3,945
20.01.2021 23,000 151,200 3,895
19.01.2021 23,000 152,400 3,900
18.01.2021 22,900 150,000 3,880
15.01.2021 22,850 150,000 3,800
14.01.2021 23,150 149,000 3,700
13.01.2021 22,950 149,400 3,695
12.01.2021 22,650 148,600 3,635
11.01.2021 22,500 148,600 3,660
08.01.2021 22,750 148,000 3,635
07.01.2021 22,600 147,000 3,610
06.01.2021 22,400 145,600 3,630
05.01.2021 22,400 143,400 3,565
04.01.2021 22,450 144,000 3,635
30.12.2020 22,500 146,200 3,650
29.12.2020 22,500 146,200 3,640
28.12.2020 22,500 147,200 3,635
23.12.2020 22,700 148,400 3,645
22.12.2020 22,650 146,000 3,595
21.12.2020 22,500 148,400 3,600
18.12.2020 22,900 149,000 3,590
17.12.2020 22,750 148,400 3,585
16.12.2020 22,700 144,000 3,600
15.12.2020 22,550 145,200 3,650
TLV BRD SNP BET TLV BRD
medii -0.00146 -0.00082
-0.01661 -0.02847 -0.00497 -0.0033 -0.01514 -0.02764
0.033771 0.010191 0.048689 0.004008 0.03523 0.01101
0.001815 0.002522 0.002381 -0.00303 0.00328 0.00334
-0.01087 0.012579 0.02019 0.003905 -0.00941 0.01340
-0.01648 -0.01242 0.003492 -0.00236 -0.01502 -0.01160
-0.00559 -0.01258 0.008121 0.001121 -0.00412 -0.01176
-0.01311 0.001274 0.008055 0.002251 -0.01165 0.00210
-0.0019 0.001272 0.003425 0.005875 -0.00044 0.00209
-0.0076 0.006353 -0.00455 0.001622 -0.00614 0.00718
0.005747 0.005051 -0.00114 -0.00316 0.00721 0.00587
-0.00571 0.001256 0.002288 0.003318 -0.00425 0.00208
-0.00192 -0.00376 0.079909 9.16E-05 -0.00045 -0.00294
0.001919 0.001259 -0.00529 0.00251 0.00338 0.00208
0 0.006289 -0.00531 0.002576 0.00146 0.00711
0 0.00125 -0.01282 0.002938 0.00146 0.00207
0.001916 0.001248 -0.0184 -0.01287 0.00338 0.00207
0 -0.00125 0.005513 -0.00827 0.00146 -0.00042
-0.00574 -0.00624 -0.01645 -0.01136 -0.00427 -0.00542
-0.00769 0.018844 -0.01115 -0.00085 -0.00623 0.01967
-0.00194 -0.00863 0.023675 -0.00115 -0.00048 -0.00781
-0.00971 -0.01741 -0.01652 -0.0089 -0.00825 -0.01659
0.003922 0.003797 -0.02016 0.001179 0.00538 0.00462
-0.02734 -0.00252 0.010286 0.001711 -0.02588 -0.00170
0 -0.00885 -0.01584 -0.00079 0.00146 -0.00803
-0.01004 -0.01148 -0.0046 -0.00255 -0.00858 -0.01066
-0.01217 0 0.009238 -0.00333 -0.01071 0.00082
-0.00205 -0.00387 -0.00458 0.003138 -0.00059 -0.00305
-0.00617 0.007772 0 -0.00558 -0.00471 0.00859
0.004141 -0.01028 0 -0.00381 0.00560 -0.00946
0 -0.0013 0 -0.0018 0.00146 -0.00048
-0.01031 0.006502 0.003448 -0.0119 -0.00885 0.00732
0 0.005168 0.002291 0.001617 0.00146 0.00599
0.004167 0.002571 0.004571 -0.00438 0.00563 0.00339
0 0.023077 -0.00796 -0.0063 0.00146 0.02390
0 -0.01003 0.002294 -0.01515 0.00146 -0.00920
0.004149 -0.01392 -0.00458 -0.00875 0.00561 -0.01310
-0.00207 0.016688 0 -0.00335 -0.00060 0.01751
-0.00207 -0.00126 0 0.001411 -0.00061 -0.00044
0.006224 0 0.004598 -0.00279 0.00769 0.00082
-0.00206 0.005057 -0.01602 0.007643 -0.00060 0.00588
-0.0062 0.007547 -0.02093 -0.00884 -0.00474 0.00837
0 -0.00999 -0.01188 0.004168 0.00146 -0.00917
0.006237 0.002522 0 0.002799 0.00770 0.00334
0.006198 -0.00881 -0.0024 0.008368 0.00766 -0.00798
-0.01437 0.015228 -0.01566 0.006817 -0.01291 0.01605
0.0125 0.00125 0.003672 0.000927 0.01396 0.00207
-0.00412 -0.01748 0.013415 0.010489 -0.00265 -0.01666
-0.01033 0.001271 0 -0.0033 -0.00887 0.00209
0.002088 -0.00127 0 -0.00081 0.00355 -0.00045
-0.01042 -0.01525 -0.02046 0.005858 -0.00895 -0.01443
0.002105 -0.01677 0.006143 0.002272 0.00357 -0.01595
0 0.010499 -0.00733 0.010475 0.00146 0.01132
0.002101 0.006494 -0.00246 -0.00099 0.00356 0.00732
-0.00629 -0.01032 0 -0.0059 -0.00483 -0.00950
-0.00844 0 -0.01603 -0.01038 -0.00698 0.00082
0.010638 -0.0013 0 -0.01085 0.01210 -0.00048
-0.00632 -0.00783 0.002506 1.15E-05 -0.00485 -0.00701
0 -0.01974 -0.00625 0.000121 0.00146 -0.01891
-0.00636 -0.0094 -0.03899 -0.00824 -0.00489 -0.00857
-0.01919 0 -0.00524 0.000144 -0.01773 0.00082
0.002174 -0.00136 -0.00395 0.001367 0.00364 -0.00053
-0.00651 -0.02578 0.014531 0.001839 -0.00505 -0.02496
0.008734 -0.00418 -0.02344 -0.0019 0.01020 -0.00336
-0.00216 -0.0042 0.017333 0.001412 -0.00070 -0.00337
-0.04555 0.014045 -0.02752 -0.00218 -0.04409 0.01487
-0.01364 0 -0.00404 -0.00963 -0.01217 0.00082
0 -0.0097 0.00406 0.002785 0.00146 -0.00887
-0.00461 0.00979 0.014825 -0.00571 -0.00315 0.01061
-0.00694 -0.00416 0.017264 0.002634 -0.00548 -0.00333
0.002331 -0.00139 -0.00261 0.009631 0.00379 -0.00057
0.009302 -0.00418 0.028796 -0.0036 0.01076 -0.00336
0.002304 -0.01119 -0.00636 -0.00979 0.00377 -0.01037
0 0 -0.01408 -0.00964 0.00146 0.00082
0.018391 0 0.015584 0.007084 0.01985 0.00082
-0.01129 -0.0099 0.023018 -0.01537 -0.00982 -0.00908
0.013699 0.005714 -0.00125 -0.0064 0.01516 0.00654
0.009009 0.025568 0 -0.0099 0.01047 0.02639
-0.00223 0.024931 0.01627 0.001715 -0.00077 0.02575
0.022371 0.016216 0.007389 -0.00386 0.02383 0.01704
0.002188 -0.00266 -0.00122 -0.00684 0.00365 -0.00184
0 -0.008 -0.02081 -0.00206 0.00146 -0.00718
0.008734 -0.00538 0 -0.00342 0.01020 -0.00455
0.004329 0.014865 0.00125 -0.0044 0.00579 0.01569
0.00431 0.011984 -0.00499 -0.00571 0.00577 0.01281
0.004292 -0.01053 0 0.007555 0.00575 -0.00970
0.00641 0.011968 0.006274 -0.00094 0.00787 0.01279
-0.01699 -0.00131 -0.00249 -0.00182 -0.01552 -0.00049
0 0.002632 -0.01 -0.00597 0.00146 0.00345
-0.00432 -0.00262 0.002525 -0.00029 -0.00286 -0.00180
0 -0.00658 0 -0.00542 0.00146 -0.00576
0.002169 0.009272 -0.00756 0.003374 0.00363 0.01009
-0.00649 0 0.002538 -0.00213 -0.00503 0.00082
0.006536 -0.00131 0.003797 -0.00665 0.00800 -0.00049
-0.00216 -0.00131 -0.02018 0.002516 -0.00070 -0.00049
0.002169 0.006579 0.010296 0.006023 0.00363 0.00740
-0.00216 -0.01307 0.014013 -0.00675 -0.00070 -0.01225
0.004338 0.022517 0.002513 -0.0117 0.00580 0.02334
0.00216 -0.01166 0 -0.00949 0.00362 -0.01084
-0.00862 -0.00393 -0.01128 -0.0036 -0.00716 -0.00311
0 -0.00526 -0.01267 -0.00092 0.00146 -0.00444
0 0.007937 0.001284 0.009039 0.00146 0.00876
-0.00435 -0.01575 -0.00513 -0.01651 -0.00289 -0.01493
-0.00218 0 -0.02062 -0.01139 -0.00072 0.00082
0.013129 -0.00667 -0.02632 -0.00915 0.01459 -0.00584
-0.00864 0.002685 -0.00135 -0.00557 -0.00718 0.00351
-0.01307 -0.00535 -0.01624 -0.00918 -0.01161 -0.00453
-0.00662 0 0.006878 0.00596 -0.00516 0.00082
0.011111 -0.00404 -0.00683 0.000355 0.01257 -0.00322
-0.00659 -0.00676 -0.00688 0.007589 -0.00513 -0.00593
-0.00885 -0.00952 0.00554 0.008055 -0.00739 -0.00870
0 -0.01511 -0.01791 0.001747 0.00146 -0.01429
0.002232 0.004184 0.019635 0.007033 0.00369 0.00501
0.002227 0.015278 0.004127 -0.03519 0.00369 0.01610
0 0 -0.00274 0.004197 0.00146 0.00082
0 0.00684 -0.00137 -0.00799 0.00146 0.00766
0.008889 0.008152 0.002751 -0.00835 0.01035 0.00897
-0.0022 -0.01617 -0.01372 -0.01556 -0.00074 -0.01535
-0.00662 0.016438 0.001391 -0.0065 -0.00516 0.01726
0.017778 0.004043 -0.00278 0.005321 0.01924 0.00487
-0.00655 -0.00403 -0.00139 0.013184 -0.00509 -0.00320
-0.0022 -0.02965 0.004184 0.013346 -0.00074 -0.02883
-0.00661 0.008333 0.013889 -0.0038 -0.00515 0.00916
0.005065
-0.00434
0.005413
0.00192
0.005759
0.000333
-0.01096
0.011659
-0.00033
0.00116
-0.0052
0.003875
-0.00065
0.001764
-0.0018
0.001196
0.013567
0.000752
9.33E-05
0.000251
-0.00541
0.007721
0.008823
-0.00998
-0.01419
0.025225
0.010393
0.002419
0.018311
-0.0036
-0.00709
-0.01534
-0.0084
0.003517
-0.00542
-0.00782
0.006841
-0.00497
-0.0001
-0.00135
-0.01629
0.002692
-0.00436
-0.00573
-0.00547
-0.00138
-0.00265
-0.0017
0.003164
-0.00041
0.002583
0.003531
0.001464
-0.0036
-0.01435
-0.00549
0.001624
-0.00318
-0.00772
-0.00726
-0.00639
0.006808
0.016767
0.004328
-0.00318
-0.00406
0.002423
0.001329
-0.00252
-0.00847
0.002661
-0.01
0.001496
-0.00265
0.006374
-0.00317
0.011971
-0.00158
-0.00091
0.008452
0.008439
-0.00059
0.003084
-0.00347
-0.00384
-0.0026
-0.0052
0.009871
0.007423
-0.00279
0.002743
6.43E-05
-0.00137
0.002676
-0.02139
0.023348
-0.02344
0.035543
-0.00191
0.003996
0.019534
-0.00441
-0.01864
-0.01283
0.007759
-0.00417
-0.00303
-0.002
-0.01104
-0.0012
-0.01893
-0.00435
-0.01015
-0.01493
-0.00374
0.010504
0.021756
-0.00025
-0.00296
-0.02255
-0.01041
-0.00202
-0.01213
-0.00172
0.037114
-0.01011
-0.021
-0.01264
0.000527
-0.00991
-0.01548
0.027601
0.003652
0.041706
0.000755
0.005719
-0.0264
-0.01592
0.002506
-0.03911
-0.02347
0.003062
-0.01632
0.026926
-0.01865
0.006115
0.012461
-0.00023
-0.01953
-0.05798
0.04387
0.005036
-0.01246
0.036923
-0.05756
0.106004
0.008605
0.05427
0.040642
0.001359
0.081414
0.015773
0.017999
-0.00754
-0.02482
-0.03504
0.048388
0.014869
0.007658
0.007149
0.025196
0.00465
0.005995
-0.00655
-0.00297
-0.00081
-0.00038
-0.00949
0.000587
0.000625
0.001327
0.008158
-0.00709
-0.00699
-0.00075
0.007004
-0.00781
0.010166
0.004018
0.001416
0.011319
-0.00861
-0.0035
-0.0001
-0.00078
-0.00125
0.000715
-0.00462
-0.00115
-0.0071
-0.00133
-0.00832
0.002896
-0.00199
0.005652
0.005615
-0.00288
-0.00709
0.000769
0.000423
0.001771
-0.00195
0.007909
-0.0086
-0.01023
0.003156
0.006974
0.005972
0.004005
-0.00165
-0.0013
-0.00692
0.002414
-0.00163
-0.00177
0.000638
-0.00795
-0.00257
-0.00548
-0.00055
0.001962
-0.00267
0.001926
-0.00333
-3.5E-05
0.003845
-0.00376
0.002887
-0.00321
-0.00097
0.000767
-0.00099
-0.0028
-0.00449
-0.00924
0.013445
0.006923
-0.00328
-0.00043
-0.00576
-0.00028
0.00044
-0.00445
-0.00425
0.001915
-0.00494
0.003617
-0.00288
0.001144
-0.00516
0.00369
-0.00288
0.006249
-0.01098
-0.00132
-0.00041
0.013525
0.002271
0.00303
-0.00782
-0.0027
-0.002
0.006264
-0.0106
-0.00878
-0.00485
-0.0051
0.002517
-0.00618
-0.0011
0.000748
8.45E-05
0.000563
0.001162
0.000668
0.001177
-0.0018
0.001516
-0.00259
0.000628
0.000479
0.001363
-0.02312
0.005586
0.002678
0.002738
-0.00919
0.00144
-0.00419
0.001863
0.007037
-0.00166
0.005039
-0.00277
-0.00618
-0.00188
-0.00345
0.005804
0.005647
0.009215
-0.02268
0.000329
-0.0041
0.00083
-0.00507
0.015909
-0.00175
0.004208
-0.00343
0.003851
0.003874
0.002058
-0.0059
-0.0074
-0.01514
0.00241
-0.00351
0.010087
-0.00556
-0.00807
-0.00806
0.002629
0.001956
-0.00737
-0.01138
-0.00635
0.003609
0.013942
-0.00844
-0.01032
-0.00664
-0.00253
-0.00318
0.013433
0.004896
-0.00578
-0.00087
0.005511
-0.00089
-0.01656
0.012924
-0.01038
-0.0106
0.008719
0.002884
-0.03042
-0.00644
-0.00968
0.00079
0.004476
0.006434
0.002272
-0.00139
-0.00464
-0.00469
0.003534
0.017148
-0.00077
0.008743
0.005789
-0.00458
0.007496
0.000786
-0.00096
-0.00307
-0.00545
-0.00142
0.005336
-0.00614
-0.00856
-0.00099
-0.00291
0.002931
-0.00053
0.007335
-0.00278
-0.00042
-0.00638
-0.0056
-0.00397
-0.00167
-0.0013
-0.00029
-0.012
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0.009707
0.002041
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-8.4E-05
0.006122
0.003785
-0.01149
0.003021
0.006338
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-0.01797
0.001529
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0.001264
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-0.0024
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0.011719
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0.001785
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0.015179
0.001783
-0.00296
-0.00182
-7.1E-05
0.008214
-0.01268
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-0.00566
0.00096
0.010226
0.00677
-0.00284
0.003877
-0.00493
-0.00249
0.002438
-0.00826
-0.00338
0.004005
-0.00847
0.000375
-8E-05
0.000639
-0.00339
-0.00716
-0.00091
-0.01401
-0.00101
0.005306
0.006807
0.002451
0.005957
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0.002725
0.002796
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0.002268
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-0.00382
-0.00266
0.01094
0.005451
0.009709
0.008334
-0.01191
-0.00622
0.003071
3.39E-05
0.017976
0.00187
0.001412
-0.00587
0.009404
0.004595
-0.00442
0.01562
-6.4E-05
-0.00416
-0.00053
0.003812
0.000571
-0.00472
-0.01902
-0.00162
-0.0076
0.022859
0.007454
0.000162
0.009826
0.009997
-0.01996
0.018017
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0.007638
0.012109
0.008667
0.002322
0.004024
-0.00692
0.001446
0.009863
-0.0069
-0.00947
0.002978
-0.00205
0.007699
0.014373
0.011192
-9.9E-05
-0.00535
-0.00408
0.003585
-0.00212
-0.00076
-0.00258
-0.00366
0.006424
-0.01117
0.001518
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0.000972
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-0.00628
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0.005368
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0.016976
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0.008124
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0.021764
0.007525
0.009142
0.006233
-0.00085
0.007239
0.00125
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0.002728
0.006414
-0.01514
0.001521
-0.00694
-0.01004
0.002638
0.00172
-0.01223
-0.01629
-1.1E-05
-0.00647
0.000385
-0.00252
-0.00689
-0.01986
-0.00405
2.59E-06
0.009601
-0.00028
0.000779
-0.00397
-0.01338
-0.00811
-0.00211
-0.00543
0.006044
0.003007
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-0.00285
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0.000822
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0.00198
0.009466
-0.00847
0.00426
-0.00317
0.003909
-0.0038
0.004693
-0.0046
0.003634
0.001793
0.00673
0.000351
0.001565
0.002767
0.000148
0.001294
0.001227
0.004164
0.009112
0.005943
0.001298
-0.0039
0.000321
-0.0047
0.000953
0.002207
-0.00201
-0.00275
-0.00998
-0.00202
-8.2E-05
0.000792
-0.00207
0.007199
-0.00257
0.003571
-0.00678
-0.00514
0.004846
0.004048
0.007449
0.002374
0.00217
0.001338
0.001997
-0.00381
0.006153
-0.02439
0.014814
0.004651
0.005221
-0.0036
0.011362
-0.00834
0.02168
0.009838
0.006694
0.001888
-0.0036
0.000399
-6.1E-05
-0.00403
-0.00181
0.003553
-0.00482
0.005075
-0.00204
0.001672
0.007671
0.007087
-0.00957
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0.001431
-0.00499
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0.003199
0.001992
0.00046
0.00064
0.001381
0.004134
-0.00067
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0.003475
0.001344
-0.00173
-0.0056
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0.004281
0.007819
-0.02625
-0.00916
-8.5E-05
3.82E-05
0.039807
0.004449
0.004006
0.01335
-0.00128
0.004517
0.000238
0.004268
0.006588
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0.001245
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0.002695
0.004409
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-8.1E-05
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-1.6E-05
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0.002576
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0.000747
0.0006
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0.002072
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0.001183
9.4E-05
-7.8E-05
0.005373
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0.001565
-0.00349
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-0.0085
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0.001882
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0.004762
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4.39E-06
0.00031
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0.000593
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0.004385
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0.019194
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0.002362
0.008395
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0.004875
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0.006567
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0.007721
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0.004337
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0.004856
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0.005302
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0.001243
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0.017894
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0.015449
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0.010661
0.022726
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0.002573
0.00265
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0.00241
-0.00254
0.001811
0.01942
-0.01757
-0.03229
0.018564
-0.02535
0.053398
0.011756
0.024663
-0.00063
0.006004
0.015152
0.007793
0.006375
0.009278
0.005673
0.014235
-0.00337
0.002927
-0.00198
-0.00511
-0.00728
-0.01447
-4.1E-05
-0.00089
0.009858
0.002878
0.009042
0.011963
0.001306
0.004848
0.004025
-0.01117
0.000194
-0.0043
0.003965
0.019099
-0.00055
0.01483
0.004402
-0.00761
-0.00382
-0.00398
0.002156
-0.00373
0.017589
0.001999
-0.00252
0.000651
1.78E-05
0.004038
-0.00449
0.008653
-0.00063
-0.01464
-0.00448
-0.00712
-0.00798
-0.00398
0.008458
-0.00058
-0.0111
-0.00059
-0.00226
0.00887
SNP BET
-0.00070 -0.00194 -0.01514 0.035233306 0.003277081 -0.009407366
-0.00427 -0.00135 -0.02764 0.011013439 0.003344424 0.013400972
0.04939 0.00595 -0.00427 0.049390151 0.003081965 0.020891036
0.00308 -0.00109
0.02089 0.00585
0.00419 -0.00042
0.00882 0.00307
0.00876 0.00420
0.00413 0.00782 Matricea de varianta - covarianta
-0.00385 0.00357 TLV BRD SNP
-0.00044 -0.00121 TLV 0.01049808 0.001576283 0.00303856
0.00299 0.00526 BRD 0.001576283 0.013265303 0.001039797
0.08061 0.00204 SNP 0.00303856 0.001039797 0.024800239
-0.00458 0.00445
-0.00461 0.00452
-0.01212 0.00488 beta TLV BRD SNP
-0.01770 -0.01093 covar 0.0000004796 -0.0000068714 0.0000145294
0.00621 -0.00633 beta 0.009661505 -0.13841055 0.29266724
-0.01575 -0.00942 E[r] 0.019082109 0.011693314 0.033204095
-0.01045 0.00110 rf 0.0186
0.02438 0.00080 prima de risc a pietei0.0685
-0.01582 -0.00696
-0.01946 0.00312 0.010498 0.001576283 0.00303856 0.019082109
0.01099 0.00366 0.001576 0.013265303 0.001039797 0.011693314
-0.01514 0.00116 0.003039 0.001039797 0.024800239 0.033204095
-0.00390 -0.00061 0.019082 0.011693314 0.033204095 0
0.00994 -0.00138 1 1 1 0
-0.00388 0.00508
0.00070 -0.00364 64.71071 -42.48305553 -22.22765323 -3.991623817
0.00070 -0.00187 -42.4831 27.89043795 14.59261758 -43.86778484
0.00070 0.00015 -22.2277 14.59261758 7.635035644 47.85940866
0.00415 -0.00996 -3.99162 -43.86778484 47.85940866 -77.52529431
0.00299 0.00356 0.531336 1.19477661 -0.726112382 1.444974878
0.00527 -0.00244
-0.00726 -0.00435
0.00299 -0.01321 Portofoliul optim
-0.00388 -0.00680 45% TLV
0.00070 -0.00141 32% BRD
0.00070 0.00335 23% SNP
0.00530 -0.00084 -0.10553
-0.01532 0.00959 -0.00393
-0.02023 -0.00689
-0.01118 0.00611
0.00070 0.00474
-0.00170 0.01031
-0.01496 0.00876
0.00437 0.00287
0.01412 0.01243
0.00070 -0.00136
0.00070 0.00114
-0.01976 0.00780
0.00684 0.00422
-0.00662 0.01242
-0.00176 0.00095
0.00070 -0.00396
-0.01533 -0.00844
0.00070 -0.00891
0.00321 0.00196
-0.00555 0.00207
-0.03829 -0.00629
-0.00453 0.00209
-0.00325 0.00331
0.01523 0.00378
-0.02274 0.00005
0.01803 0.00336
-0.02682 -0.00024
-0.00334 -0.00769
0.00476 0.00473
0.01553 -0.00377
0.01797 0.00458
-0.00191 0.01158
0.02950 -0.00166
-0.00566 -0.00785
-0.01338 -0.00769
0.01629 0.00903
0.02372 -0.01342
-0.00055 -0.00445
0.00070 -0.00796
0.01697 0.00366
0.00809 -0.00192
-0.00052 -0.00490
-0.02011 -0.00011
0.00070 -0.00148
0.00195 -0.00245
-0.00429 -0.00376
0.00070 0.00950
0.00697 0.00100
-0.00179 0.00012
-0.00930 -0.00403
0.00323 0.00165
0.00070 -0.00347
-0.00686 0.00532
0.00324 -0.00019
0.00450 -0.00470
-0.01948 0.00446
0.01100 0.00797
0.01471 -0.00481
0.00321 -0.00976
0.00070 -0.00755
-0.01058 -0.00166
-0.01197 0.00103
0.00198 0.01098
-0.00443 -0.01456
-0.01992 -0.00944
-0.02561 -0.00721
-0.00065 -0.00362
-0.01554 -0.00724
0.00758 0.00790
-0.00613 0.00230
-0.00618 0.00953
0.00624 0.01000
-0.01721 0.00369
0.02034 0.00898
0.00483 -0.03325
-0.00204 0.00614
-0.00067 -0.00604
0.00345 -0.00641
-0.01302 -0.01361
0.00209 -0.00455
-0.00208 0.00726
-0.00069 0.01513
0.00489 0.01529
0.01459 -0.00186
-0.015021318 -0.00412 -0.01165 -0.00044 -0.006142364 0.007209325 -0.004252087
-0.011600004 -0.01176 0.002096 0.002095 0.007175596 0.005872861 0.002078638
0.004193446 0.008822 0.008756 0.004126 -0.003849613 -0.000441844 0.002989342

BET
0.000050

1 0
1 0
1 0
0 0.02 <--- rentabilitatea dorita
0 1

0.531335772
1.19477661
-0.726112382
1.444974878
-0.032828144
-0.00045351 0.003382 0.001462 0.001462 0.003378 0.001462 -0.00427 -0.00623 -0.00048
-0.002941759 0.002082 0.007112 0.002072 0.002071 -0.00042 -0.00542 0.019667 -0.00781
0.080609689 -0.00458 -0.00461 -0.01212 -0.0177 0.006214 -0.01575 -0.01045 0.024376
-0.00825 0.005384 -0.02588 0.001462 -0.00858 -0.01071 -0.00059 -0.00471 0.005603
-0.01659 0.00462 -0.0017 -0.00803 -0.01066 0.000822 -0.00305 0.008594 -0.00946
-0.01582 -0.01946 0.010987 -0.01514 -0.0039 0.009939 -0.00388 0.000701 0.000701
0.001462 -0.00885 0.001462 0.005629 0.001462 0.001462 0.005612 -0.0006 -0.00061
-0.00048 0.007324 0.00599 0.003393 0.023899 -0.0092 -0.0131 0.01751 -0.00044
0.000701 0.004149 0.002992 0.005272 -0.00726 0.002995 -0.00388 0.000701 0.000701
0.007686 -0.0006 -0.00474 0.001462 0.007699 0.007661 -0.01291 0.013962 -0.00265
0.000822 0.005879 0.00837 -0.00917 0.003344 -0.00798 0.016051 0.002072 -0.01666
0.005299 -0.01532 -0.02023 -0.01118 0.000701 -0.0017 -0.01496 0.004373 0.014116
-0.00887 0.00355 -0.00895 0.003567 0.001462 0.003563 -0.00483 -0.00698 0.0121
0.002093 -0.00045 -0.01443 -0.01595 0.011321 0.007316 -0.0095 0.000822 -0.00048
0.000701 0.000701 -0.01976 0.006844 -0.00662 -0.00176 0.000701 -0.01533 0.000701
-0.00485 0.001462 -0.00489 -0.01773 0.003636 -0.00505 0.010196 -0.0007 -0.04409
-0.00701 -0.01891 -0.00857 0.000822 -0.00053 -0.02496 -0.00336 -0.00337 0.014867
0.003207 -0.00555 -0.03829 -0.00453 -0.00325 0.015232 -0.02274 0.018034 -0.02682
-0.01217 0.001462 -0.00315 -0.00548 0.003793 0.010765 0.003766 0.001462 0.019853
0.000822 -0.00887 0.010613 -0.00333 -0.00057 -0.00336 -0.01037 0.000822 0.000822
-0.00334 0.004761 0.015526 0.017965 -0.00191 0.029497 -0.00566 -0.01338 0.016285
-0.00982 0.015161 0.010471 -0.00077 0.023834 0.00365 0.001462 0.010196 0.005791
-0.00908 0.006537 0.026391 0.025753 0.017039 -0.00184 -0.00718 -0.00455 0.015687
0.023719 -0.00055 0.000701 0.016971 0.00809 -0.00052 -0.02011 0.000701 0.001951
0.005773 0.005754 0.007872 -0.01552 0.001462 -0.00286 0.001462 0.003631 -0.00503
0.012806 -0.0097 0.01279 -0.00049 0.003454 -0.0018 -0.00576 0.010094 0.000822
-0.00429 0.000701 0.006975 -0.00179 -0.0093 0.003226 0.000701 -0.00686 0.003239
0.007998 -0.0007 0.003631 -0.0007 0.005801 0.003622 -0.00716 0.001462 0.001462
-0.00049 -0.00049 0.007401 -0.01225 0.023339 -0.01084 -0.00311 -0.00444 0.008759
0.004498 -0.01948 0.010997 0.014714 0.003214 0.000701 -0.01058 -0.01197 0.001985
-0.00289 -0.00072 0.014591 -0.00718 -0.01161 -0.00516 0.012573 -0.00513 -0.00739
-0.01493 0.000822 -0.00584 0.003507 -0.00453 0.000822 -0.00322 -0.00593 -0.0087
-0.00443 -0.01992 -0.02561 -0.00065 -0.01554 0.007579 -0.00613 -0.00618 0.006241
0.001462 0.003694 0.003689 0.001462 0.001462 0.010351 -0.00074 -0.00516 0.01924
-0.01429 0.005006 0.0161 0.000822 0.007662 0.008975 -0.01535 0.017261 0.004865
-0.01721 0.020336 0.004828 -0.00204 -0.00067 0.003452 -0.01302 0.002092 -0.00208
-0.00509 -0.00074 -0.00515
-0.0032 -0.02883 0.009156
-0.00069 0.004885 0.01459

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