Exercício Porfólio - Economatica
Exercício Porfólio - Economatica
Exercício Porfólio - Economatica
RETORNO ANUAL
Data VALE3 LAME3 JNJB34 APPL34
2012 29.19 11.04 8.21 3.41 Data VALE3 LAME3 JNJB34 APPL34 RAFAEL
2013 26.00 8.52 12.54 4.39 2013 -11.58 -25.87 42.38 25.19 3.13
2014 17.02 10.31 16.48 7.08 2014 -42.39 19.01 27.35 47.79 -6.32
2015 10.67 9.90 25.14 10.19 2015 -46.72 -4.01 42.23 36.33 -13.50
2016 21.14 11.99 23.29 9.11 2016 68.43 19.15 -7.67 -11.11 36.61
2017 34.62 12.65 29.42 13.84 2017 49.31 5.35 23.39 41.78 46.30
2018 45.63 14.57 31.94 15.00 2018 27.62 14.11 8.21 8.02 19.78
2019 48.96 19.43 38.11 29.22 2019 7.03 28.80 17.67 66.72 30.90
2020 83.68 20.19 53.99 68.93 2020 53.61 3.81 34.83 85.81 66.49
2021 94.78 20.50 58.46 66.02 2021 12.46 1.53 7.96 -4.31 5.75
VALE3 LAME3 JNJB34 APPL34 RAFAEL
SOMA 117.76 61.88 196.35 296.21 189.14
MÉDIA 13.08 6.88 21.82 32.91 21.02
DESVIO PADRÃO 38.77 15.14 16.01 30.29 24.81
COEF. VARIAÇÃO 2.9632 2.2015 0.7338 0.9203 1.1807
VARIÂNCIA 1503.15 229.12 256.27 917.36 615.67
COVARIÂNCIA -150.50
CORRELAÇÃO -0.1282
229.12
-149.80 256.27
48.94 300.91 917.36
CORRELAÇÃO
LAME3 JNJB34 APPL34
1.0000
-0.6182 1.0000
0.1067 0.6206 1.0000
Lojas AmerVale ON Gerdau PNItauUnibanApple Inc Unipar PN Johnson & Petz ON
Lojas Amer 1.00 0.27 0.41 0.37 0.13 0.34 -0.03 0.03
Vale 0.27 1.00 0.67 0.41 0.37 0.36 0.20 0.15
Gerdau 0.41 0.67 1.00 0.54 0.28 0.44 0.09 0.02
ItauUniban 0.37 0.41 0.54 1.00 0.10 0.35 -0.01 0.01
Apple Inc 0.13 0.37 0.28 0.10 1.00 0.20 0.47 0.22
Unipar 0.34 0.36 0.44 0.35 0.20 1.00 0.04 0.01
Johnson & -0.03 0.20 0.09 -0.01 0.47 0.04 1.00 0.03
Petz 0.03 0.15 0.02 0.01 0.22 0.01 0.03 1.00
PREÇO ANUAL
RETORNO ANUAL
Data VALE3 LAME3 JNJB34 APPL34
2012 Data VALE3 LAME3 JNJB34 APPL34 RAFAEL
2013 2013
2014 2014
2015 2015
2016 2016
2017 2017
2018 2018
2019 2019
2020 2020
2021 2021
VALE3 LAME3 JNJB34 APPL34 RAFAEL
SOMA
MÉDIA
DESVIO PADRÃO
COEF. VARIAÇÃO
VARIÂNCIA
COVARIÂNCIA
CORRELAÇÃO
CORRELAÇÃO
LAME3 JNJB34 APPL34
Lojas Americ Vale ON Gerdau PN ItauUnibanco P Apple Inc Co Unipar PNBJohnson & Petz ON
Lojas Americ 1.00 0.27 0.41 0.37 0.13 0.34 -0.03 0.03
Vale 0.27 1.00 0.67 0.41 0.37 0.36 0.20 0.15
Gerdau 0.41 0.67 1.00 0.54 0.28 0.44 0.09 0.02
ItauUnibanco 0.37 0.41 0.54 1.00 0.10 0.35 -0.01 0.01
Apple Inc 0.13 0.37 0.28 0.10 1.00 0.20 0.47 0.22
Unipar 0.34 0.36 0.44 0.35 0.20 1.00 0.04 0.01
Johnson & Johns -0.03 0.20 0.09 -0.01 0.47 0.04 1.00 0.03
Petz 0.03 0.15 0.02 0.01 0.22 0.01 0.03 1.00