Semaines Cours de l'action X Cours du marché Rx Rm Rx^2

1 780 523.49
2 788 528.62 1.03% 0.98% 0.011%
3 773 523.57 -1.90% -0.96% 0.036%
4 802 538.64 3.75% 2.88% 0.141%
5 797 538.16 -0.62% -0.09% 0.004%
6 798 540.41 0.13% 0.42% 0.000%
7 810 548.96 1.50% 1.58% 0.023%
8 814 551.85 0.49% 0.53% 0.002%

Moyenne Rx 0.62%
VARx 0.027%
ECART-TYPE 1.64%

ACTION BZ
MOIS CM Rm Rm^2
D 40
J 44 10.00% 1.00%
F 42 -4.55% 0.21%
M 38 -9.52% 0.91%
A 41 7.89% 0.62%
M 40 -2.44% 0.06%
J 38 -5.00% 0.25%
J 42 10.53% 1.11%
A 45 7.14% 0.51%
S 48 6.67% 0.44%
O 50 4.17% 0.17%
N 52 4.00% 0.16%
D 55 5.77% 0.33%

Rentabilité mensuelle moyenne 2.89%

VAR bz 0.40%
Ecart-type bz 6.31%

ACTION JD
MOIS CM Rm Rm^2
D 60
J 70 16.67% 2.78%
F 86 22.86% 5.22%
M 98 13.95% 1.95%
A 80 -18.37% 3.37%
M 66 -17.50% 3.06%
J 80 27.27% 7.44%
J 104 30.00% 9.00%
A 100 -3.85% 0.15%
S 96 -4.00% 0.16%
O 80 -16.67% 2.78%
N 88 10.00% 1.00%
D 100 13.64% 1.86%

Rentabilité mensuelle moyenne 6.17%

VAR JD 2.85%
Ecart-type JD 16.88%