ANO DISB34 r CPRI r BYD r

2019 39.45 37.38 46.00

2020 62.73 59.01% 42.00 12.36% 194.30 322.39%
2021 57.75 -7.94% 64.91 54.55% 268.12 37.99%
2022 30.38 -47.39% 57.32 -11.69% 256.97 -4.16%
2023 29.18 -3.95% 50.24 -12.35% 198.00 -22.95%

E(r) -0.07% E(r) 10.72% E(r) 83.32%

𝜎 44.00% 𝜎 31.40% 𝜎 161.41%
IS - 0.00154 IS 0.34124 IS 0.51621
𝜎^2 19.36% 𝜎^2 9.86% 𝜎^2 260.52%
CORRELAÇÃO 𝜌 DISB, CPRI 0.217673 CPRI, BYD 0.185320895

SELIC 11.25% 11.25% 11.25%

𝛽 - 0.15 - 1.92 - 2.92
CAPM 12.29% 24.64% 31.57%

DISB, BYD 0.8934260875

𝑤^2 0% 𝑤^2 61% 𝑤^2 4%

W w E(r) w*E(r)
DISB34 2% -0.07% 0.00%
CPRI 78% 10.72% 8.36%
BYD 20% 83.32% 16.66%

〖𝐸 (𝑟) 〗_𝑝 25.02%

𝜎_𝑝 44.06% RAIZ(C14*C11+F14*F11+I14*I11)+(2*(B17*B18*F12*C9*F9))+(2*(B17*B19*I
〖𝐼𝑆〗 _𝑝 0.57
 IBOVESPA r
116,533.00
119,017.00 2.13%
104,822.00 -11.93%
109,734.00 4.69%
134,185.00 22.28%

E(r) 4.29%
𝜎 14.04%
IS 0.30574
𝜎^2 1.97%

DISB, BYD -0.860494

𝑤^2 0%

12*C9*F9))+(2*(B17*B19*I13*C9*I9))+(2*(B18*B19*I12*F9*I9))