Professional Documents
Culture Documents
TD N4
TD N4
TD N4
1 4000 22
2 3740 19
3 3700 18
4 3750 20
5 3900 22
6 4000 23
7 4100 24
8 4200 25
9 4100 20
10 4300 27
11 4700 28
12 4900 29
13 4400 30
Rentabilité
taux annuel
Rt Rm Rt-Rmoyene
Beta 1.2236
moyene)^2
variance
rendement mensuel 0.6356%
rendement annuel 7.900%
covariancebeta
Air France 0.5 1.25
accor 0.3 0.75
capgemini 0.4 1
danone 0.7 1.75
variance 0.4
medaf Fama French
espérence de rendemenespérence de rendement
8.874% 12.674%
6.925% 8.825%
7.900% 12.100%
10.824% 10.624%