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IBOVESPA Bradesco BRF Embraer Gerdau Renner Mag. Luiza Raia Drogasil
1.00%
0.50%
0.00%
-0.10% -0.05% 0.00% 0.05% 0.10% 0.15% 0.20% 0.25%
Retorno 0.22%
Portofolio Risco 2.33%
Variância 0.0005439
Covariância 0.0002689
Renner Mag. Luiza Beta 2.02
Menor risco 40% 60% Participação
Mais rentável 0% 100% 0%
-3.47%
-0.48%
-0.43%
1.34%
-0.82%
1.84%
-2.71%
-1.63%
-0.85%
-0.58%
2.18%
0.20% 0.25% 2.74%
-2.52%
-0.66%
0.66%
2.43%
-5.19%
2.76%
3.03%
-1.29%
3.39%
-0.50%
0.17%
0.00%
1.99%
-1.99%
0.21%
2.31%
-1.90%
1.77%
-1.61%
3.47%
1.83%
-3.53%
3.21%
0.24%
-0.51%
-3.34%
2.11%
-1.05%
0.12%
-1.55%
2.68%
-0.32%
-0.04%
-0.32%
-1.42%
-3.49%
2.09%
0.41%
-1.12%
-0.46%
-2.76%
2.13%
-2.78%
2.02%
-2.32%
-0.04%
3.09%
-1.62%
0.98%
-4.21%
0.13%
-0.98%
-2.21%
1.99%
3.13%
0.56%
-1.70%
0.00%
-2.13%
3.44%
4.20%
2.58%
-3.63%
-0.17%
4.76%
-0.97%
-0.41%
-0.73%
2.83%
-1.12%
0.12%
6.28%
3.12%
0.44%
-1.03%
6.04%
-0.49%
-2.33%
-1.58%
0.00%
3.28%
-1.13%
-0.89%
-0.97%
1.68%
0.88%
-1.28%
3.23%
2.08%
-4.71%
8.17%
-1.61%
1.12%
-1.52%
-0.53%
-0.77%
-2.05%
1.57%
-1.19%
2.58%
1.63%
3.40%
1.01%
-1.97%
-0.13%
1.09%
-3.10%
3.77%
0.03%
-0.16%
-0.86%
0.22% 0.22% 0.22% 0.22% 0.22% 0.22% 0.22% 0.23% 0.23%
2.26% 2.22% 2.21% 2.24% 2.30% 2.40% 2.52% 2.67% 2.84%
0.0005096 0.0004911 0.0004885 0.0005016 0.0005306 0.0005753 0.0006359 0.0007123 0.0008045
0.0002685 0.0002681 0.0002677 0.0002673 0.0002669 0.0002665 0.0002661 0.0002657 0.0002653
1.90 1.83 1.82 1.88 1.99 2.16 2.39 2.68 3.03