Preço da Ação

Ano Ambev S/A Cemig Eletrobras Hypera Localiza

2010 R$ 6.41 R$ 4.52 R$ 14.50 R$ 18.21 R$ 6.47
2011 R$ 8.39 R$ 6.72 R$ 12.13 R$ 6.91 R$ 6.25
2012 R$ 13.39 R$ 8.30 R$ 4.69 R$ 13.51 R$ 9.29
2013 R$ 14.06 R$ 8.63 R$ 4.70 R$ 14.49 R$ 9.03
2014 R$ 13.91 R$ 10.35 R$ 4.90 R$ 13.67 R$ 9.83
2015 R$ 15.81 R$ 4.99 R$ 4.87 R$ 17.83 R$ 6.98
2016 R$ 15.05 R$ 6.84 R$ 19.29 R$ 21.83 R$ 9.90
2017 R$ 20.08 R$ 5.69 R$ 16.35 R$ 32.22 R$ 20.39
2018 R$ 14.99 R$ 13.54 R$ 20.49 R$ 28.63 R$ 27.87
2019 R$ 18.67 R$ 14.67 R$ 32.80 R$ 35.05 R$ 47.12

CORRELAÇÃO DOS RETORNO

Ambev S/A Cemig Eletrobras Hypera Localiza
Ambev S/A 1.0000 - 0.4784 - 0.4624 0.4971 0.2754
Cemig - 0.4784 1.0000 0.1444 - 0.3971 0.0913
Eletrobras - 0.4624 0.1444 1.0000 - 0.0739 0.1154
Hypera 0.4971 - 0.3971 - 0.0739 1.0000 0.4508
Localiza 0.2754 0.0913 0.1154 0.4508 1.0000
Lojas Americ 0.5101 0.1844 - 0.0572 0.5549 0.3948
Magaz Luiza - 0.0165 0.0994 0.5834 0.1124 0.7263
Petrobras - 0.4501 0.4188 0.8480 0.0603 0.3488
Telef Brasil 0.1246 0.2394 0.1095 - 0.5499 0.3633
Tim Part S/A 0.1853 - 0.0715 0.0300 - 0.1721 0.4966
Vale - 0.1152 0.2524 0.6600 0.3169 0.7008
Ibovespa - 0.0753 0.1728 0.6097 0.3856 0.8166
 Preço da Ação
Lojas Americ Magaz Luiza Petrobras Telef Brasil Tim Part S/A Vale
R$ 5.83 R$ 26.51 R$ 18.15 R$ 5.42 R$ 36.93
R$ 6.27 R$ 1.10 R$ 20.62 R$ 24.88 R$ 7.54 R$ 28.03
R$ 11.18 R$ 1.40 R$ 17.94 R$ 24.25 R$ 6.82 R$ 31.79
R$ 8.63 R$ 0.87 R$ 14.89 R$ 24.33 R$ 10.65 R$ 28.31
R$ 10.44 R$ 0.91 R$ 9.25 R$ 26.11 R$ 10.46 R$ 18.53
R$ 10.03 R$ 0.27 R$ 8.26 R$ 24.45 R$ 6.20 R$ 11.61
R$ 12.15 R$ 1.62 R$ 16.33 R$ 27.47 R$ 7.26 R$ 23.02
R$ 12.82 R$ 9.91 R$ 16.30 R$ 33.37 R$ 12.31 R$ 37.69
R$ 14.76 R$ 22.42 R$ 24.73 R$ 36.69 R$ 11.32 R$ 49.68
R$ 19.69 R$ 47.61 R$ 31.68 R$ 46.36 R$ 15.57 R$ 53.30

CORRELAÇÃO DOS RETORNOS DAS AÇÕES

Lojas Americ Magaz Luiza Petrobras Telef Brasil Tim Part S/A Vale
0.5101 - 0.0165 - 0.4501 0.1246 0.1853 - 0.1152
0.1844 0.0994 0.4188 0.2394 - 0.0715 0.2524
- 0.0572 0.5834 0.8480 0.1095 0.0300 0.6600
0.5549 0.1124 0.0603 - 0.5499 - 0.1721 0.3169
0.3948 0.7263 0.3488 0.3633 0.4966 0.7008
1.0000 0.0156 0.0941 - 0.0512 - 0.3088 0.1772
0.0156 1.0000 0.6243 0.6292 0.4993 0.9250
0.0941 0.6243 1.0000 0.1116 - 0.0198 0.8048
- 0.0512 0.6292 0.1116 1.0000 0.6054 0.1668
- 0.3088 0.4993 - 0.0198 0.6054 1.0000 0.3141
0.1772 0.9250 0.8048 0.1668 0.3141 1.0000
0.3777 0.8222 0.7649 0.2371 0.2049 0.8443
 Mercado Retorno do Ativo Livre de Risco
Ibovespa Taxa Selic (a.a.) % Taxa CDI (a.a.) %
69304 10.67 10.64
56754 10.90 10.87
60952 7.27 6.90
51507 9.90 9.77
50007 11.65 11.57
43349 14.15 14.14
60227 13.65 13.63
76402 6.90 6.89
87887 6.40 6.40
115645 4.40 4.40

Ibovespa (Mercado)
- 0.0753
0.1728
0.6097
0.3856
0.8166
0.3777
0.8222
0.7649
0.2371
0.2049
0.8443
1.0000