Académique Documents
Professionnel Documents
Culture Documents
DóLAR Potencial
COMERCIAL Fator de Cotação na Perda ou
N° de amostras Data da série Projeção
ATUALIZADO Choque data final Ganho
àS 16H30
1 11/27/2020 5.329
2 11/26/2020 5.330 1.000188 5.380 5.381 0.001
3 11/25/2020 5.318 0.997749 5.380 5.368 -0.012
4 11/24/2020 5.385 1.012599 5.380 5.448 0.068
5 11/23/2020 5.437 1.009656 5.380 5.432 0.052
6 11/20/2020 5.372 0.988045 5.380 5.316 -0.064
7 11/19/2020 5.312 0.988831 5.380 5.320 -0.060
8 11/18/2020 5.345 1.006212 5.380 5.413 0.033
9 11/17/2020 5.338 0.998690 5.380 5.373 -0.007
10 11/16/2020 5.432 1.017610 5.380 5.475 0.095
11 11/13/2020 5.477 1.008284 5.380 5.425 0.045
12 11/12/2020 5.466 0.997992 5.380 5.369 -0.011
13 11/11/2020 5.414 0.990487 5.380 5.329 -0.051
14 11/10/2020 5.379 0.993535 5.380 5.345 -0.035
15 11/9/2020 5.414 1.006507 5.380 5.415 0.035
16 11/6/2020 5.388 0.995198 5.380 5.354 -0.026
17 11/5/2020 5.547 1.029510 5.380 5.539 0.159
18 11/4/2020 5.662 1.020732 5.380 5.492 0.112
19 11/3/2020 5.751 1.015719 5.380 5.465 0.085
20 10/30/2020 5.748 0.999478 5.380 5.377 -0.003
21 10/29/2020 5.751 1.000522 5.380 5.383 0.003
22 10/28/2020 5.743 0.998609 5.380 5.373 -0.007
23 10/27/2020 5.674 0.987985 5.380 5.315 -0.065
24 10/26/2020 5.625 0.991364 5.380 5.334 -0.046
25 10/23/2020 5.628 1.000533 5.380 5.383 0.003
26 10/22/2020 5.598 0.994670 5.380 5.351 -0.029
27 10/21/2020 5.607 1.001608 5.380 5.389 0.009
28 10/20/2020 5.598 0.998395 5.380 5.371 -0.009
29 10/19/2020 5.604 1.001072 5.380 5.386 0.006
30 10/16/2020 5.645 1.007316 5.380 5.419 0.039
31 10/15/2020 5.612 0.994154 5.380 5.349 -0.031
32 10/14/2020 5.603 0.998396 5.380 5.371 -0.009
33 10/13/2020 5.574 0.994824 5.380 5.352 -0.028
34 10/9/2020 5.532 0.992465 5.380 5.339 -0.041
35 10/8/2020 5.588 1.010123 5.380 5.434 0.054
36 10/7/2020 5.617 1.005190 5.380 5.408 0.028
37 10/6/2020 5.600 0.996973 5.380 5.364 -0.016
38 10/5/2020 5.561 0.993036 5.380 5.343 -0.037
39 10/2/2020 5.657 1.017263 5.380 5.473 0.093
40 10/1/2020 5.652 0.999116 5.380 5.375 -0.005
41 9/30/2020 5.618 0.993984 5.380 5.348 -0.032
42 9/29/2020 5.636 1.003204 5.380 5.397 0.017
43 9/28/2020 5.635 0.999823 5.380 5.379 -0.001
44 9/25/2020 5.544 0.983851 5.380 5.293 -0.087
45 9/24/2020 5.516 0.994949 5.380 5.353 -0.027
46 9/23/2020 5.577 1.011059 5.380 5.439 0.059
47 9/22/2020 5.465 0.979918 5.380 5.272 -0.108
48 9/21/2020 5.403 0.988655 5.380 5.319 -0.061
49 9/18/2020 5.367 0.993337 5.380 5.344 -0.036
50 9/17/2020 5.238 0.975964 5.380 5.251 -0.129
51 9/16/2020 5.240 1.000382 5.380 5.382 0.002
52 9/15/2020 5.286 1.008779 5.380 5.427 0.047
53 9/14/2020 5.277 0.998297 5.380 5.371 -0.009
54 9/11/2020 5.334 1.010802 5.380 5.438 0.058
55 9/10/2020 5.316 0.996625 5.380 5.362 -0.018
56 9/9/2020 5.289 0.994921 5.380 5.353 -0.027
57 9/8/2020 5.359 1.013235 5.380 5.451 0.071
58 9/4/2020 5.306 0.990110 5.380 5.327 -0.053
59 9/3/2020 5.290 0.996985 5.380 5.364 -0.016
60 9/2/2020 5.356 1.012476 5.380 5.447 0.067
61 9/1/2020 5.388 1.005975 5.380 5.412 0.032
62 8/31/2020 5.476 1.016333 5.380 5.468 0.088
63 8/28/2020 5.408 0.987582 5.380 5.313 -0.067
64 8/27/2020 5.569 1.029771 5.380 5.540 0.160
65 8/26/2020 5.601 1.005746 5.380 5.411 0.031
66 8/25/2020 5.524 0.986252 5.380 5.306 -0.074
67 8/24/2020 5.599 1.013577 5.380 5.453 0.073
68 8/21/2020 5.608 1.001607 5.380 5.389 0.009
69 8/20/2020 5.557 0.990906 5.380 5.331 -0.049
70 8/19/2020 5.523 0.993882 5.380 5.347 -0.033
71 8/18/2020 5.468 0.990042 5.380 5.326 -0.054
72 8/17/2020 5.503 1.006401 5.380 5.414 0.034
73 8/14/2020 5.430 0.986735 5.380 5.309 -0.071
74 8/13/2020 5.370 0.988950 5.380 5.321 -0.059
75 8/12/2020 5.455 1.015829 5.380 5.465 0.085
76 8/11/2020 5.405 0.990834 5.380 5.331 -0.049
77 8/10/2020 5.458 1.009806 5.380 5.433 0.053
78 8/7/2020 5.420 0.993038 5.380 5.343 -0.037
79 8/6/2020 5.354 0.987823 5.380 5.314 -0.066
80 8/5/2020 5.298 0.989541 5.380 5.324 -0.056
81 8/4/2020 5.298 1.000000 5.380 5.380 0.000
82 8/3/2020 5.331 1.006229 5.380 5.414 0.034
83 7/31/2020 5.213 0.977865 5.380 5.261 -0.119
84 7/30/2020 5.156 0.989066 5.380 5.321 -0.059
85 7/29/2020 5.170 1.002715 5.380 5.395 0.015
86 7/28/2020 5.153 0.996712 5.380 5.362 -0.018
87 7/27/2020 5.169 1.003105 5.380 5.397 0.017
88 7/24/2020 5.209 1.007738 5.380 5.422 0.042
89 7/23/2020 5.206 0.999424 5.380 5.377 -0.003
90 7/22/2020 5.118 0.983096 5.380 5.289 -0.091
91 7/21/2020 5.197 1.015436 5.380 5.463 0.083
92 7/20/2020 5.334 1.026361 5.380 5.522 0.142
93 7/17/2020 5.386 1.009749 5.380 5.432 0.052
94 7/16/2020 5.325 0.988674 5.380 5.319 -0.061
95 7/15/2020 5.382 1.010704 5.380 5.438 0.058
96 7/14/2020 5.341 0.992382 5.380 5.339 -0.041
97 7/13/2020 5.372 1.005804 5.380 5.411 0.031
98 7/10/2020 5.320 0.990320 5.380 5.328 -0.052
99 7/9/2020 5.336 1.003008 5.380 5.396 0.016
100 7/8/2020 5.345 1.001687 5.380 5.389 0.009
101 7/7/2020 5.380 1.006548 5.380 5.415 0.035
Probabilidade
Logarítimo
Ordenamento de Ocorrência VAR
do Fator
Decrescente (%) Paramétrico
Choque
0.000095 Média
0.010686 Desvio Padrão Populacional
Índice Cotação data Final
0.024855 5.380
0.017578 5.380
0.013699 5.380
-0.000095 Média
0.010686 Desvio Padrão Populacional
Índice Cotação data Final Ativo Var Histórico Probabilidade (%)
0.024855 5.329 Ibovespa -3011.03984179 99
LTN 0.1005 99
Petrobrás -1.08107517483 99
Ibovespa -2428.64305546 95
0.017578 5.329 LTN 0.06050 95
Petrobrás -0.73535936114 95
Ibovespa -1794.22604242 90
LTN 0.0101 90
Petrobrás -0.69281332165 90
0.013699 5.329
1 7/7/2020 97,761
2 7/8/2020 99,770 1.020550 110,575 112847.329 2272.329
3 7/9/2020 99,160 0.993886 110,575 109898.938 -676.062
4 7/10/2020 100,032 1.008794 110,575 111547.382 972.382
5 7/13/2020 98,697 0.986654 110,575 109099.296 -1475.704
6 7/14/2020 100,440 1.017660 110,575 112527.767 1952.767
7 7/15/2020 101,791 1.013451 110,575 112062.324 1487.324
8 7/16/2020 100,553 0.987838 110,575 109230.167 -1344.833
9 7/17/2020 102,888 1.023222 110,575 113142.727 2567.727
10 7/20/2020 104,426 1.014948 110,575 112227.908 1652.908
11 7/21/2020 104,310 0.998889 110,575 110452.169 -122.831
12 7/22/2020 104,290 0.999808 110,575 110553.799 -21.201
13 7/23/2020 102,293 0.980851 110,575 108457.652 -2117.348
14 7/24/2020 102,382 1.000870 110,575 110671.206 96.206
15 7/27/2020 104,477 1.020463 110,575 112837.650 2262.650
16 7/28/2020 104,109 0.996478 110,575 110185.521 -389.479
17 7/29/2020 105,605 1.014370 110,575 112163.914 1588.914
18 7/30/2020 105,009 0.994356 110,575 109950.951 -624.049
19 7/31/2020 102,912 0.980030 110,575 108366.849 -2208.151
20 8/3/2020 102,830 0.999203 110,575 110486.894 -88.106
21 8/4/2020 101,216 0.984304 110,575 108839.436 -1735.564
22 8/5/2020 102,802 1.015669 110,575 112307.650 1732.650
23 8/6/2020 104,126 1.012879 110,575 111999.109 1424.109
24 8/7/2020 102,776 0.987035 110,575 109141.388 -1433.612
25 8/10/2020 103,444 1.006500 110,575 111293.690 718.690
26 8/11/2020 102,174 0.987723 110,575 109217.451 -1357.549
27 8/12/2020 102,118 0.999452 110,575 110514.396 -60.604
28 8/13/2020 100,461 0.983774 110,575 108780.774 -1794.226
29 8/14/2020 101,353 1.008879 110,575 111556.803 981.803
30 8/17/2020 99,595 0.982655 110,575 108657.041 -1917.959
31 8/18/2020 102,065 1.024800 110,575 113317.309 2742.309
32 8/19/2020 100,854 0.988135 110,575 109263.029 -1311.971
33 8/20/2020 101,468 1.006088 110,575 111248.182 673.182
34 8/21/2020 101,521 1.000522 110,575 110632.757 57.757
35 8/24/2020 102,298 1.007654 110,575 111421.296 846.296
36 8/25/2020 102,118 0.998240 110,575 110380.436 -194.564
37 8/26/2020 100,627 0.985399 110,575 108960.521 -1614.479
38 8/27/2020 100,624 0.999970 110,575 110571.703 -3.297
39 8/28/2020 102,143 1.015096 110,575 112244.218 1669.218
40 8/31/2020 99,369 0.972842 110,575 107572.004 -3002.996
41 9/1/2020 102,168 1.028168 110,575 113689.648 3114.648
42 9/2/2020 101,911 0.997485 110,575 110296.852 -278.148
43 9/3/2020 100,721 0.988323 110,575 109283.832 -1291.168
44 9/4/2020 101,242 1.005173 110,575 111146.972 571.972
45 9/8/2020 100,050 0.988226 110,575 109273.115 -1301.885
46 9/9/2020 101,292 1.012414 110,575 111947.655 1372.655
47 9/10/2020 98,835 0.975743 110,575 107892.826 -2682.174
48 9/11/2020 98,363 0.995224 110,575 110046.934 -528.066
49 9/14/2020 100,275 1.019438 110,575 112724.379 2149.379
50 9/15/2020 100,298 1.000229 110,575 110600.363 25.363
51 9/16/2020 99,676 0.993798 110,575 109889.267 -685.733
52 9/17/2020 100,098 1.004234 110,575 111043.143 468.143
53 9/18/2020 98,290 0.981938 110,575 108577.761 -1997.239
54 9/21/2020 96,991 0.986784 110,575 109113.642 -1461.358
55 9/22/2020 97,294 1.003124 110,575 110920.436 345.436
56 9/23/2020 95,735 0.983976 110,575 108803.191 -1771.809
57 9/24/2020 97,012 1.013339 110,575 112049.949 1474.949
58 9/25/2020 96,999 0.999866 110,575 110560.183 -14.817
59 9/28/2020 94,666 0.975948 110,575 107915.473 -2659.527
60 9/29/2020 93,580 0.988528 110,575 109306.493 -1268.507
61 9/30/2020 94,603 1.010932 110,575 111783.786 1208.786
62 10/1/2020 95,479 1.009260 110,575 111598.897 1023.897
63 10/2/2020 94,016 0.984677 110,575 108880.688 -1694.312
64 10/5/2020 96,089 1.022049 110,575 113013.117 2438.117
65 10/6/2020 95,615 0.995067 110,575 110029.542 -545.458
66 10/7/2020 95,526 0.999069 110,575 110472.075 -102.925
67 10/8/2020 97,920 1.025061 110,575 113346.147 2771.147
68 10/9/2020 97,483 0.995537 110,575 110081.523 -493.477
69 10/13/2020 98,503 1.010463 110,575 111731.986 1156.986
70 10/14/2020 99,334 1.008436 110,575 111507.843 932.843
71 10/15/2020 99,054 0.997181 110,575 110263.314 -311.686
72 10/16/2020 98,309 0.992479 110,575 109743.349 -831.651
73 10/19/2020 98,658 1.003550 110,575 110967.545 392.545
74 10/20/2020 100,540 1.019076 110,575 112684.329 2109.329
75 10/21/2020 100,552 1.000119 110,575 110588.198 13.198
76 10/22/2020 101,918 1.013585 110,575 112077.163 1502.163
77 10/23/2020 101,260 0.993544 110,575 109861.109 -713.891
78 10/26/2020 101,017 0.997600 110,575 110309.646 -265.354
79 10/27/2020 99,606 0.986032 110,575 109030.494 -1544.506
80 10/28/2020 95,369 0.957462 110,575 105871.405 -4703.595
81 10/29/2020 96,582 1.012719 110,575 111981.405 1406.405
82 10/30/2020 93,952 0.972769 110,575 107563.960 -3011.040
83 11/3/2020 95,980 1.021585 110,575 112961.816 2386.816
84 11/4/2020 97,867 1.019660 110,575 112748.943 2173.943
85 11/5/2020 100,751 1.029469 110,575 113833.487 3258.487
86 11/6/2020 100,925 1.001727 110,575 110765.966 190.966
87 11/9/2020 103,515 1.025663 110,575 113412.644 2837.644
88 11/10/2020 105,067 1.014993 110,575 112232.851 1657.851
89 11/11/2020 104,809 0.997544 110,575 110303.475 -271.525
90 11/12/2020 102,507 0.978036 110,575 108146.357 -2428.643
91 11/13/2020 104,723 1.021618 110,575 112965.414 2390.414
92 11/16/2020 106,430 1.016300 110,575 112377.388 1802.388
93 11/17/2020 107,249 1.007695 110,575 111425.897 850.897
94 11/18/2020 106,119 0.989464 110,575 109409.957 -1165.043
95 11/19/2020 106,670 1.005192 110,575 111149.137 574.137
96 11/20/2020 106,042 0.994113 110,575 109924.010 -650.990
97 11/23/2020 107,379 1.012608 110,575 111969.153 1394.153
98 11/24/2020 109,786 1.022416 110,575 113053.641 2478.641
99 11/25/2020 110,133 1.003161 110,575 110924.494 349.494
100 11/26/2020 110,227 1.000854 110,575 110669.377 94.377
101 11/27/2020 110,575 1.003157 110,575 110924.099 349.099
Probabilidade Logaritimo
Ordenamento de Ocorrência VAR
do Fator
Decrescente (%) Paramétrico
Choque
0.001232 Média
0.014545 Desvio Padrão Populacional
Índice Cotação data Final
0.033832 110,575
0.023926 110,575
0.018647 110,575
VAR HISTÓRICO
Potencial
Fator de Cotação na Perda ou
N° de amostras Data da série Fechamento Projeção
Choque data final Ganho
1 7/7/2020 22.23
2 7/8/2020 22.65 1.018893 26 25.982 0.482
3 7/9/2020 22.14 0.977483 26 24.926 -0.574
4 7/10/2020 22.51 1.016712 26 25.926 0.426
5 7/13/2020 22.16 0.984451 26 25.104 -0.396
6 7/14/2020 22.9 1.033394 26 26.352 0.852
7 7/15/2020 23.34 1.019214 26 25.990 0.490
8 7/16/2020 22.72 0.973436 26 24.823 -0.677
9 7/17/2020 22.74 1.000880 26 25.522 0.022
10 7/20/2020 22.74 1.000000 26 25.500 0.000
11 7/21/2020 23.37 1.027704 26 26.206 0.706
12 7/22/2020 23.05 0.986307 26 25.151 -0.349
13 7/23/2020 22.57 0.979176 26 24.969 -0.531
14 7/24/2020 22.73 1.007089 26 25.681 0.181
15 7/27/2020 23.2 1.020678 26 26.027 0.527
16 7/28/2020 22.8 0.982759 26 25.060 -0.440
17 7/29/2020 23.17 1.016228 26 25.914 0.414
18 7/30/2020 22.82 0.984894 26 25.115 -0.385
19 7/31/2020 22.2 0.972831 26 24.807 -0.693
20 8/3/2020 21.8 0.981982 26 25.041 -0.459
21 8/4/2020 21.78 0.999083 26 25.477 -0.023
22 8/5/2020 23.18 1.064279 26 27.139 1.639
23 8/6/2020 23.22 1.001726 26 25.544 0.044
24 8/7/2020 22.79 0.981481 26 25.028 -0.472
25 8/10/2020 23.45 1.028960 26 26.238 0.738
26 8/11/2020 23.08 0.984222 26 25.098 -0.402
27 8/12/2020 23.48 1.017331 26 25.942 0.442
28 8/13/2020 22.84 0.972743 26 24.805 -0.695
29 8/14/2020 22.67 0.992557 26 25.310 -0.190
30 8/17/2020 22.6 0.996912 26 25.421 -0.079
31 8/18/2020 23.02 1.018584 26 25.974 0.474
32 8/19/2020 22.89 0.994353 26 25.356 -0.144
33 8/20/2020 22.73 0.993010 26 25.322 -0.178
34 8/21/2020 22.56 0.992521 26 25.309 -0.191
35 8/24/2020 22.97 1.018174 26 25.963 0.463
36 8/25/2020 22.87 0.995646 26 25.389 -0.111
37 8/26/2020 22.22 0.971578 26 24.775 -0.725
38 8/27/2020 22.15 0.996850 26 25.420 -0.080
39 8/28/2020 22.54 1.017607 26 25.949 0.449
40 8/31/2020 21.89 0.971162 26 24.765 -0.735
41 9/1/2020 22.87 1.044769 26 26.642 1.142
42 9/2/2020 22.8 0.996939 26 25.422 -0.078
43 9/3/2020 22.88 1.003509 26 25.589 0.089
44 9/4/2020 22.92 1.001748 26 25.545 0.045
45 9/8/2020 22.26 0.971204 26 24.766 -0.734
46 9/9/2020 22.73 1.021114 26 26.038 0.538
47 9/10/2020 22.12 0.973163 26 24.816 -0.684
48 9/11/2020 21.88 0.989150 26 25.223 -0.277
49 9/14/2020 21.68 0.990859 26 25.267 -0.233
50 9/15/2020 21.67 0.999539 26 25.488 -0.012
51 9/16/2020 21.73 1.002769 26 25.571 0.071
52 9/17/2020 22.15 1.019328 26 25.993 0.493
53 9/18/2020 21.65 0.977427 26 24.924 -0.576
54 9/21/2020 20.9 0.965358 26 24.617 -0.883
55 9/22/2020 20.8 0.995215 26 25.378 -0.122
56 9/23/2020 20.23 0.972596 26 24.801 -0.699
57 9/24/2020 20.4 1.008403 26 25.714 0.214
58 9/25/2020 20.13 0.986765 26 25.163 -0.337
59 9/28/2020 19.63 0.975161 26 24.867 -0.633
60 9/29/2020 19.31 0.983698 26 25.084 -0.416
61 9/30/2020 19.61 1.015536 26 25.896 0.396
62 10/1/2020 19.85 1.012239 26 25.812 0.312
63 10/2/2020 19.02 0.958186 26 24.434 -1.066
64 10/5/2020 20.03 1.053102 26 26.854 1.354
65 10/6/2020 19.93 0.995007 26 25.373 -0.127
66 10/7/2020 19.79 0.992975 26 25.321 -0.179
67 10/8/2020 20.44 1.032845 26 26.338 0.838
68 10/9/2020 19.8 0.968689 26 24.702 -0.798
69 10/13/2020 20.13 1.016667 26 25.925 0.425
70 10/14/2020 19.97 0.992052 26 25.297 -0.203
71 10/15/2020 19.75 0.988983 26 25.219 -0.281
72 10/16/2020 19.33 0.978734 26 24.958 -0.542
73 10/19/2020 19.52 1.009829 26 25.751 0.251
74 10/20/2020 20.18 1.033811 26 26.362 0.862
75 10/21/2020 20.16 0.999009 26 25.475 -0.025
76 10/22/2020 20.84 1.033730 26 26.360 0.860
77 10/23/2020 20.57 0.987044 26 25.170 -0.330
78 10/26/2020 20.25 0.984443 26 25.103 -0.397
79 10/27/2020 19.88 0.981728 26 25.034 -0.466
80 10/28/2020 18.67 0.939135 26 23.948 -1.552
81 10/29/2020 19.29 1.033208 26 26.347 0.847
82 10/30/2020 18.94 0.981856 26 25.037 -0.463
83 11/3/2020 19.65 1.037487 26 26.456 0.956
84 11/4/2020 19.72 1.003562 26 25.591 0.091
85 11/5/2020 19.89 1.008621 26 25.720 0.220
86 11/6/2020 19.75 0.992961 26 25.321 -0.179
87 11/9/2020 21.61 1.094177 26 27.902 2.402
88 11/10/2020 23.08 1.068024 26 27.235 1.735
89 11/11/2020 22.88 0.991334 26 25.279 -0.221
90 11/12/2020 21.91 0.957605 26 24.419 -1.081
91 11/13/2020 22.63 1.032862 26 26.338 0.838
92 11/16/2020 23.29 1.029165 26 26.244 0.744
93 11/17/2020 23.69 1.017175 26 25.938 0.438
94 11/18/2020 23.55 0.994090 26 25.349 -0.151
95 11/19/2020 23.82 1.011465 26 25.792 0.292
96 11/20/2020 23.65 0.992863 26 25.318 -0.182
97 11/23/2020 25.1 1.061311 26 27.063 1.563
98 11/24/2020 26.22 1.044622 26 26.638 1.138
99 11/25/2020 26.25 1.001144 26 25.529 0.029
100 11/26/2020 25.82 0.983619 26 25.082 -0.418
101 11/27/2020 25.5 0.987607 26 25.184 -0.316
Probabilidade Logaritimo
Ordenamento de Ocorrência VAR
do Fator
Decrescente (%) Paramétrico
Choque
0.001372 Média
0.025511 Desvio Padrão Populacional
Índice Cotação data Final
0.059339 26
0.041966 26
0.032705 26