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Exemplos Betas
Exemplos Betas
ANOVA
df SS MS
Regression 1 0.051934 0.051934
Residual 58 0.099619 0.001718
Total 59 0.151553
Coefficients
Standard Error t Stat
Intercept 0.001932 0.005411 0.356989
S&P 500 0.56747 0.103199 5.498815
J&J
0.001551 Rendibilidades em excesso
F Significance F
30.23696 8.985E-07
80%
AMAZON July 2022
30% 60%
20% 40%
f(x) = 1.3285908549537 x + 0.00761005146564628
10% f(x) = 2.11375505391317 x + 0.0422378
20%
f(x) = 1.3285908549537 x + 0.00761005
0%
-15% -10% -5% 0% 5% 10% 15% 0%
-15% -10% -5% 0%
-10%
-20%
-20%
-40%
-30%
80%
TESLA
80%
60%
60%
40%
-40% -40%
-15.00% -10.00% -5.00% 0.00% 5.00% 10.00% 15.00%
-20%
-20%
-40% -40%
J&J
25%
20%
15%
10%
f(x) = 0.567470288103907 x + 0.00193176252988609
5%
0%
-15.00% -10.00% -5.00% 0.00% 5.00% 10.00% 15.00%
-5%
-10%
-15%
-20%
-25%
80%
60%
40%
11375505391317 x + 0.0422378877900163
20%
3285908549537 x + 0.00761005146564628
0%
-5% 0% 5% 10% 15%
-20%
-40%
80%
60%
40%
2.11375505391317 x + 0.0422378877900163
20%
1.3285908549537 x + 0.00761005146564628
0.567470288103907 x +0%0.00193176252988609
% -5% 0% 5% 10% 15%
-20%
-40%
-20%
-40%