Rendement moyen journalier de l'actif 0.

22%

Rendement moyen journalier de l'indice 0.80%

Variance du marché (de l'indice) 0.0155

Covariance (Actif,Marché) 0.0029

Rendement
Cours de Niveau de l'indice
Jours journalier de
l'actif boursier
l'actif
1 111 2101 -
2 112 2124 0.90%
3 112 2118 0.00%
4 111 2130 -0.89%
5 110 2175 -0.90%
6 109 2159 -0.91%
7 127 2201 16.51%
8 150 2752 18.11%
9 150 2150 0.00%
10 145 2100 -3.33%
11 160 2200 10.34%
12 160 2201 0.00%
13 150 2000 -6.25%
14 151 2009 0.67%
15 108 1900 -28.48%
16 119 2080 10.19%
17 120 2010 0.84%
18 130 2150 8.33%
19 129 2050 -0.77%
20 130 2030 0.78%
21 127 1940 -2.31%
22 122 1901 -3.94%
23 112 1840 -8.20%
24 115 1895 2.68%
25 114 1843 -0.87%
26 121 1920 6.14%
27 117 1910 -3.31%
28 119 1975 1.71%
29 120 2145 0.84%
30 118 1940 -1.67%
31 126 2103 6.78%
32 128 2160 1.59%
33 127 2117 -0.78%
34 129 2450 1.57%
35 128 2100 -0.78%
36 127 2101 -0.78%
37 127 1942 0.00%
38 126 1907 -0.79%
39 124 1801 -1.59%
40 126 2100 1.61%
41 127 2456 0.79%
42 127 1815 0.00%
43 129 2152 1.57%
44 134 2298 3.88%
45 140 2401 4.48%
46 146 2406 4.29%
47 145 2105 -0.68%
48 149 2150 2.76%
49 147 2140 -1.34%
50 149 2199 1.36%
51 152 2210 2.01%
52 151 2200 -0.66%
53 159 2250 5.30%
54 160 2380 0.63%
55 161 2150 0.63%
56 160 2110 -0.62%
57 161 2365 0.63%
58 160 2087 -0.62%
59 159 2069 -0.63%
60 159 2063 0.00%
61 162 2147 1.89%
62 165 2290 1.85%
63 159 1670 -3.64%
64 159 1788 0.00%
65 170 2304 6.92%
66 171 1987 0.59%
67 181 2287 5.85%
68 180 1875 -0.55%
69 169 1688 -6.11%
70 172 2049 1.78%
71 175 2401 1.74%
72 176 2470 0.57%
73 177 2000 0.57%
74 177 1980 0.00%
75 174 1975 -1.69%
76 178 2355 2.30%
77 175 2310 -1.69%
78 176 2450 0.57%
79 179 2650 1.70%
80 177 2100 -1.12%
81 190 2780 7.34%
82 187 2700 -1.58%
83 188 2680 0.53%
84 179 2100 -4.79%
85 177 2168 -1.12%
86 177 2030 0.00%
87 178 2145 0.56%
88 174 1580 -2.25%
89 107 1488 -38.51%
90 108 2201 0.93%
 b 0.19

Rendement Pour l'indice Pour l'actif & l'indice

journalier de (Rj-Rmoyen)² (RAj-RAmoyen)(RIj-RImoyen)
l'indice
- - -
1.09% 0.00% 0.00002
-0.28% 0.01% 0.00002
0.57% 0.00% 0.00003
2.11% 0.02% -0.00015
-0.74% 0.02% 0.00017
1.95% 0.01% 0.00186
25.03% 5.87% 0.04335
-21.88% 5.14% 0.00050
-2.33% 0.10% 0.00111
4.76% 0.16% 0.00401
0.05% 0.01% 0.00002
-9.13% 0.99% 0.00643
0.45% 0.00% -0.00002
-5.43% 0.39% 0.01788
9.47% 0.75% 0.00864
-3.37% 0.17% -0.00026
6.97% 0.38% 0.00500
-4.65% 0.30% 0.00054
-0.98% 0.03% -0.00010
-4.43% 0.27% 0.00132
-2.01% 0.08% 0.00117
-3.21% 0.16% 0.00338
2.99% 0.05% 0.00054
-2.74% 0.13% 0.00039
4.18% 0.11% 0.00200
-0.52% 0.02% 0.00047
3.40% 0.07% 0.00039
8.61% 0.61% 0.00048
-9.56% 1.07% 0.00195
8.40% 0.58% 0.00498
2.71% 0.04% 0.00026
-1.99% 0.08% 0.00028
15.73% 2.23% 0.00202
-14.29% 2.28% 0.00150
0.05% 0.01% 0.00008
-7.57% 0.70% 0.00018
-1.80% 0.07% 0.00026
-5.56% 0.40% 0.00115
16.60% 2.50% 0.00220
16.95% 2.61% 0.00093
-26.10% 7.24% 0.00059
18.57% 3.16% 0.00241
6.78% 0.36% 0.00219
4.48% 0.14% 0.00157
0.21% 0.00% -0.00024
-12.51% 1.77% 0.00120
2.14% 0.02% 0.00034
-0.47% 0.02% 0.00020
2.76% 0.04% 0.00022
0.50% 0.00% -0.00005
-0.45% 0.02% 0.00011
2.27% 0.02% 0.00075
5.78% 0.25% 0.00020
-9.66% 1.10% -0.00042
-1.86% 0.07% 0.00022
12.09% 1.27% 0.00046
-11.75% 1.58% 0.00106
-0.86% 0.03% 0.00014
-0.29% 0.01% 0.00002
4.07% 0.11% 0.00054
6.66% 0.34% 0.00096
-27.07% 7.77% 0.01075
7.07% 0.39% -0.00014
28.86% 7.87% 0.01879
-13.76% 2.12% -0.00054
15.10% 2.04% 0.00805
-18.01% 3.54% 0.00145
-9.97% 1.16% 0.00682
21.39% 4.24% 0.00320
17.18% 2.68% 0.00250
2.87% 0.04% 0.00007
-19.03% 3.93% -0.00069
-1.00% 0.03% 0.00004
-0.25% 0.01% 0.00020
19.24% 3.40% 0.00383
-1.91% 0.07% 0.00052
6.06% 0.28% 0.00019
8.16% 0.54% 0.00109
-20.75% 4.65% 0.00288
32.38% 9.97% 0.02250
-2.88% 0.14% 0.00066
-0.74% 0.02% -0.00005
-21.64% 5.04% 0.01124
3.24% 0.06% -0.00033
-6.37% 0.51% 0.00016
5.67% 0.24% 0.00017
-26.34% 7.37% 0.00669
-5.82% 0.44% 0.02566
47.92% 22.20% 0.00337
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