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br/

Date BBDC4 IBOVESPA Beta 1.19

6.0%
29-Jan-19 -1.3% 0.2% Beta 1.18
30-Jan-19 -0.2% 1.4% R2 0.69
4.0%
31-Jan-19 5.6% 0.4%
01-Feb-19 -1.2% 0.5%
04-Feb-19 2.2% 0.7% 2.0%
05-Feb-19 0.0% -0.3%

BBDC4
06-Feb-19 -4.7% -3.7%
0.0%
07-Feb-19 1.5% -0.2%
08-Feb-19 1.1% 1.0%
11-Feb-19 -0.6% -1.0% -2.0%
12-Feb-19 2.0% 1.9%
13-Feb-19 -1.5% -0.3%
-4.0%
14-Feb-19 3.8% 2.3%
15-Feb-19 -0.6% -0.5%
18-Feb-19 -2.3% -1.0% -6.0%
-4.0%
19-Feb-19 0.8% 1.2%
20-Feb-19 -1.7% -1.1%
21-Feb-19 0.9% 0.4%
22-Feb-19 -0.8% 1.0%
25-Feb-19 -1.0% -0.7%
26-Feb-19 1.8% 0.4%
27-Feb-19 -1.1% -0.3%
28-Feb-19 -2.6% -1.8%
01-Mar-19 -1.7% -1.0%
06-Mar-19 -0.8% -0.4%
07-Mar-19 0.7% 0.1%
08-Mar-19 1.4% 1.1%
11-Mar-19 4.1% 2.8%
12-Mar-19 0.3% -0.2%
13-Mar-19 1.0% 1.1%
14-Mar-19 0.2% -0.3%
15-Mar-19 0.4% 0.5%
18-Mar-19 0.5% 0.9%
19-Mar-19 -2.2% -0.4%
20-Mar-19 -2.7% -1.6%
21-Mar-19 -2.2% -1.3%
22-Mar-19 -3.5% -3.1%
25-Mar-19 0.2% -0.1%
26-Mar-19 0.7% 1.8%
27-Mar-19 -3.5% -3.6%
28-Mar-19 5.1% 2.7%
29-Mar-19 1.7% 1.1%
01-Apr-19 0.8% 0.7%
 02-Apr-19 -1.3% -0.7%
03-Apr-19 -1.1% -0.9%
04-Apr-19 2.6% 1.9%
05-Apr-19 0.8% 0.8%
08-Apr-19 0.1% 0.3%
09-Apr-19 -0.4% -1.1%
10-Apr-19 -1.4% -0.4%
11-Apr-19 -1.6% -1.3%
12-Apr-19 -0.9% -2.0%
15-Apr-19 -0.2% 0.2%
16-Apr-19 -0.2% 1.3%
17-Apr-19 -1.4% -1.1%
18-Apr-19 1.4% 1.4%
22-Apr-19 0.8% 0.0%
23-Apr-19 2.4% 1.4%
24-Apr-19 -0.7% -0.9%
25-Apr-19 1.2% 1.6%
26-Apr-19 -0.3% -0.3%
29-Apr-19 -1.3% -0.1%
30-Apr-19 0.3% 0.2%
02-May-19 0.1% -0.9%
03-May-19 1.1% 0.5%
06-May-19 -2.7% -1.0%
07-May-19 -0.6% -0.7%
08-May-19 2.1% 1.3%
09-May-19 -1.7% -0.8%
10-May-19 -0.9% -0.6%
13-May-19 -2.5% -2.7%
14-May-19 -0.3% 0.4%
15-May-19 -1.1% -0.5%
16-May-19 -1.2% -1.8%
17-May-19 0.8% 0.0%
20-May-19 2.7% 2.2%
21-May-19 4.1% 2.8%
22-May-19 -1.8% -0.1%
23-May-19 -0.5% -0.5%
24-May-19 -1.0% -0.3%
27-May-19 1.4% 1.3%
28-May-19 2.8% 1.6%
29-May-19 2.0% 0.2%
30-May-19 1.8% 0.9%
31-May-19 -0.2% -0.4%
03-Jun-19 -0.3% 0.0%
04-Jun-19 0.5% 0.4%
05-Jun-19 -1.5% -1.4%
06-Jun-19 2.2% 1.3%
07-Jun-19 0.0% 0.6%
10-Jun-19 -1.2% -0.4%
11-Jun-19 0.5% 1.5%
12-Jun-19 -1.2% -0.7%
13-Jun-19 -1.1% 0.5%
14-Jun-19 -0.2% -0.7%
17-Jun-19 -0.2% -0.4%
18-Jun-19 0.9% 1.8%
19-Jun-19 1.2% 0.9%
21-Jun-19 2.3% 1.7%
24-Jun-19 0.8% 0.1%
 6.0%

4.0%

f(x) = 1.1872722197467 x − 0.000242383259272

2.0% R² = 0.690256158760824
BBDC4

0.0%

-2.0%

-4.0%

-6.0%
-4.0% -3.0% -2.0% -1.0% 0.0% 1.0% 2.0% 3.0% 4.0%

IBOVESPA
4.0%
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Numero dias: 22
Date BBDC4 IBOVESPA Rolling Beta 22D
29-Jan-19 -1.3% 0.2%
30-Jan-19 -0.2% 1.4%
31-Jan-19 5.6% 0.4%
01-Feb-19 -1.2% 0.5%
04-Feb-19 2.2% 0.7%
05-Feb-19 0.0% -0.3%
06-Feb-19 -4.7% -3.7% 10.80
07-Feb-19 1.5% -0.2% 9.80
08-Feb-19 1.1% 1.0% 8.80
11-Feb-19 -0.6% -1.0% 7.80
6.80
12-Feb-19 2.0% 1.9%
5.80
13-Feb-19 -1.5% -0.3%
4.80
14-Feb-19 3.8% 2.3% 3.80
15-Feb-19 -0.6% -0.5% 2.80
18-Feb-19 -2.3% -1.0% 1.80
19-Feb-19 0.8% 1.2% 0.80
1 4 7 1
20-Feb-19 -1.7% -1.1%
21-Feb-19 0.9% 0.4%
22-Feb-19 -0.8% 1.0%
25-Feb-19 -1.0% -0.7%
26-Feb-19 1.8% 0.4%
27-Feb-19 -1.1% -0.3% Err:504
28-Feb-19 -2.6% -1.8% Err:504
01-Mar-19 -1.7% -1.0% Err:504
06-Mar-19 -0.8% -0.4% Err:504
07-Mar-19 0.7% 0.1% Err:504
08-Mar-19 1.4% 1.1% Err:504
11-Mar-19 4.1% 2.8% Err:504
12-Mar-19 0.3% -0.2% Err:504
13-Mar-19 1.0% 1.1% Err:504
14-Mar-19 0.2% -0.3% Err:504
15-Mar-19 0.4% 0.5% Err:504
18-Mar-19 0.5% 0.9% Err:504
19-Mar-19 -2.2% -0.4% Err:504
20-Mar-19 -2.7% -1.6% Err:504
21-Mar-19 -2.2% -1.3% Err:504
22-Mar-19 -3.5% -3.1% Err:504
25-Mar-19 0.2% -0.1% Err:504
26-Mar-19 0.7% 1.8% Err:504
27-Mar-19 -3.5% -3.6% Err:504
28-Mar-19 5.1% 2.7% Err:504
29-Mar-19 1.7% 1.1% Err:504
01-Apr-19 0.8% 0.7% Err:504
02-Apr-19 -1.3% -0.7% Err:504
 03-Apr-19 -1.1% -0.9% Err:504
04-Apr-19 2.6% 1.9% Err:504
05-Apr-19 0.8% 0.8% Err:504
08-Apr-19 0.1% 0.3% Err:504
09-Apr-19 -0.4% -1.1% Err:504
10-Apr-19 -1.4% -0.4% Err:504
11-Apr-19 -1.6% -1.3% Err:504
12-Apr-19 -0.9% -2.0% Err:504
15-Apr-19 -0.2% 0.2% Err:504
16-Apr-19 -0.2% 1.3% Err:504
17-Apr-19 -1.4% -1.1% Err:504
18-Apr-19 1.4% 1.4% Err:504
22-Apr-19 0.8% 0.0% Err:504
23-Apr-19 2.4% 1.4% Err:504
24-Apr-19 -0.7% -0.9% Err:504
25-Apr-19 1.2% 1.6% Err:504
26-Apr-19 -0.3% -0.3% Err:504
29-Apr-19 -1.3% -0.1% Err:504
30-Apr-19 0.3% 0.2% Err:504
02-May-19 0.1% -0.9% Err:504
03-May-19 1.1% 0.5% Err:504
06-May-19 -2.7% -1.0% Err:504
07-May-19 -0.6% -0.7% Err:504
08-May-19 2.1% 1.3% Err:504
09-May-19 -1.7% -0.8% Err:504
10-May-19 -0.9% -0.6% Err:504
13-May-19 -2.5% -2.7% Err:504
14-May-19 -0.3% 0.4% Err:504
15-May-19 -1.1% -0.5% Err:504
16-May-19 -1.2% -1.8% Err:504
17-May-19 0.8% 0.0% Err:504
20-May-19 2.7% 2.2% Err:504
21-May-19 4.1% 2.8% Err:504
22-May-19 -1.8% -0.1% Err:504
23-May-19 -0.5% -0.5% Err:504
24-May-19 -1.0% -0.3% Err:504
27-May-19 1.4% 1.3% Err:504
28-May-19 2.8% 1.6% Err:504
29-May-19 2.0% 0.2% Err:504
30-May-19 1.8% 0.9% Err:504
31-May-19 -0.2% -0.4% Err:504
03-Jun-19 -0.3% 0.0% Err:504
04-Jun-19 0.5% 0.4% Err:504
05-Jun-19 -1.5% -1.4% Err:504
06-Jun-19 2.2% 1.3% Err:504
07-Jun-19 0.0% 0.6% Err:504
10-Jun-19 -1.2% -0.4% Err:504
11-Jun-19 0.5% 1.5% Err:504
12-Jun-19 -1.2% -0.7% Err:504
13-Jun-19 -1.1% 0.5% Err:504
14-Jun-19 -0.2% -0.7% Err:504
17-Jun-19 -0.2% -0.4% Err:504
18-Jun-19 0.9% 1.8% Err:504
19-Jun-19 1.2% 0.9% Err:504
21-Jun-19 2.3% 1.7% Err:504
24-Jun-19 0.8% 0.1% Err:504
Beta Periodo todo: 1.187272

Rolling Beta
10.80
9.80
8.80
7.80
6.80
5.80
4.80
3.80
2.80
1.80
0.80
1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 64 67 70 73 76 79

Rolling Beta 22D Beta Periodo todo

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Beta Individual Beta Média

Portfolio Ponderada
Beta: 1.19 1.25 0.86 1.08 1.11 1.11 1
Peso Portfolio 25.00% 30.00% 20.00% 25.00% 100.00%
Date BBDC4 CIEL3 LREN3 KROT3 Portfolio
29-Jan-19 -1.3% 2.4% 0.8% -1.6% 0.2%
30-Jan-19 -0.2% 1.0% 9.0% 1.1% 2.3%
31-Jan-19 5.6% -0.2% -2.4% 0.6% 1.0%
01-Feb-19 -1.2% 0.9% 1.6% 0.3% 0.4%
04-Feb-19 2.2% 0.9% -3.4% 1.9% 0.6%
05-Feb-19 0.0% 0.1% -0.1% -3.1% -0.8%
06-Feb-19 -4.7% -2.1% -4.9% -4.3% -3.9%
07-Feb-19 1.5% -1.6% -2.0% 0.2% -0.5%
08-Feb-19 1.1% 0.2% 3.8% 3.2% 1.9%
11-Feb-19 -0.6% -1.2% -2.6% -0.7% -1.2%
12-Feb-19 2.0% 3.5% 5.4% 1.7% 3.1%
13-Feb-19 -1.5% 1.3% 2.7% -2.2% 0.0%
14-Feb-19 3.8% 3.5% 0.4% 2.5% 2.7%
15-Feb-19 -0.6% -0.4% 0.5% -1.3% -0.5%
18-Feb-19 -2.3% -0.3% -1.4% -2.0% -1.4%
19-Feb-19 0.8% 2.3% 0.5% 2.1% 1.5%
20-Feb-19 -1.7% -1.2% 0.7% -0.2% -0.7%
21-Feb-19 0.9% 1.3% -0.9% 2.7% 1.1%
22-Feb-19 -0.8% -1.0% 3.5% 0.7% 0.4%
25-Feb-19 -1.0% -1.6% 0.3% -0.7% -0.8%
26-Feb-19 1.8% -0.4% 0.2% 0.1% 0.4%
27-Feb-19 -1.1% 1.9% -0.8% -1.4% -0.2%
28-Feb-19 -2.6% -0.1% 0.6% -2.1% -1.1%
01-Mar-19 -1.7% -1.3% -0.8% -0.7% -1.2%
06-Mar-19 -0.8% 0.2% 2.8% -1.5% 0.1%
07-Mar-19 0.7% 0.0% 1.7% 1.7% 1.0%
08-Mar-19 1.4% -0.4% 0.0% 1.8% 0.7%
11-Mar-19 4.1% 4.0% 2.1% 2.8% 3.4%
12-Mar-19 0.3% -0.9% 0.2% 0.3% -0.1%
13-Mar-19 1.0% 2.2% 1.5% 0.6% 1.3%
14-Mar-19 0.2% 0.3% 0.0% -1.6% -0.2%
15-Mar-19 0.4% 0.2% -0.3% 0.2% 0.2%
18-Mar-19 0.5% 1.7% -0.2% 0.7% 0.8%
19-Mar-19 -2.2% 1.6% 2.9% -1.6% 0.1%
20-Mar-19 -2.7% -0.8% -2.6% -1.7% -1.9%
21-Mar-19 -2.2% -1.4% 0.7% -1.5% -1.2%
22-Mar-19 -3.5% -5.5% -1.7% -2.9% -3.6%
25-Mar-19 0.2% 1.3% -1.0% 0.3% 0.3%
26-Mar-19 0.7% 4.7% 1.5% 0.6% 2.0%
27-Mar-19 -3.5% -4.5% -1.4% -5.0% -3.7%
28-Mar-19 5.1% 2.6% -0.6% 5.4% 3.3%
29-Mar-19 1.7% 0.0% 3.3% -0.6% 0.9%
01-Apr-19 0.8% -0.2% 3.3% 0.0% 0.8%
02-Apr-19 -1.3% 1.0% -1.8% -0.9% -0.6%
03-Apr-19 -1.1% -2.7% 0.3% -1.0% -1.3%
04-Apr-19 2.6% 3.4% 0.7% 0.4% 1.9%
05-Apr-19 0.8% 1.1% -0.3% 2.3% 1.0%
08-Apr-19 0.1% 1.6% 2.7% -0.1% 1.0%
09-Apr-19 -0.4% -0.3% -1.9% -1.5% -1.0%
10-Apr-19 -1.4% -1.3% -1.1% -0.5% -1.1%
11-Apr-19 -1.6% -2.7% 0.1% -1.3% -1.5%
12-Apr-19 -0.9% -7.8% -0.6% -1.0% -2.9%
15-Apr-19 -0.2% 0.4% -0.3% -0.2% 0.0%
16-Apr-19 -0.2% 3.0% 3.4% 0.9% 1.8%
17-Apr-19 -1.4% 0.1% -1.6% -1.4% -1.0%
18-Apr-19 1.4% 3.2% 0.6% 1.0% 1.7%
22-Apr-19 0.8% -0.6% -2.4% -0.3% -0.5%
23-Apr-19 2.4% 0.9% 1.2% 2.6% 1.8%
24-Apr-19 -0.7% -0.3% -3.0% 0.0% -0.9%
25-Apr-19 1.2% 0.7% -0.1% 1.6% 0.9%
26-Apr-19 -0.3% -1.9% 0.2% -0.2% -0.7%
29-Apr-19 -1.3% 0.4% -0.3% -1.8% -0.7%
30-Apr-19 0.3% -0.9% -0.3% 0.9% 0.0%
02-May-19 0.1% -1.4% -2.3% 0.3% -0.8%
03-May-19 1.1% 0.4% 3.0% -1.5% 0.6%
06-May-19 -2.7% -0.3% -1.5% -2.8% -1.8%
07-May-19 -0.6% -1.6% 0.1% 0.0% -0.6%
08-May-19 2.1% 3.9% -1.4% 0.9% 1.6%
09-May-19 -1.7% -2.0% -0.9% -0.4% -1.3%
10-May-19 -0.9% -0.6% 1.9% -0.3% -0.1%
13-May-19 -2.5% -2.9% -4.1% -1.7% -2.8%
14-May-19 -0.3% 0.4% 0.3% 0.2% 0.2%
15-May-19 -1.1% -0.5% 0.8% -0.2% -0.3%
16-May-19 -1.2% -2.4% -3.2% -1.5% -2.0%
17-May-19 0.8% -2.3% 2.8% 0.0% 0.1%
20-May-19 2.7% 3.4% -2.0% 3.2% 2.1%
21-May-19 4.1% 3.8% 1.4% 3.1% 3.2%
22-May-19 -1.8% -0.4% 0.1% -0.6% -0.7%
23-May-19 -0.5% -1.7% 0.8% -0.3% -0.6%
24-May-19 -1.0% 1.0% 1.0% -1.1% 0.0%
27-May-19 1.4% 0.6% 3.9% 0.3% 1.4%
28-May-19 2.8% 2.1% 0.1% 2.5% 2.0%
29-May-19 2.0% -1.1% -1.1% 2.4% 0.6%
30-May-19 1.8% -1.3% 0.6% 1.4% 0.5%
31-May-19 -0.2% -2.3% -2.0% 0.5% -1.0%
03-Jun-19 -0.3% 1.7% -0.3% 0.4% 0.5%
04-Jun-19 0.5% 0.8% 0.6% 0.2% 0.5%
05-Jun-19 -1.5% -1.3% -1.5% -2.4% -1.7%
06-Jun-19 2.2% 1.6% 0.8% 1.2% 1.5%
07-Jun-19 0.0% 1.8% -0.3% 0.9% 0.7%
10-Jun-19 -1.2% -0.4% -0.7% -1.5% -0.9%
11-Jun-19 0.5% 1.9% 6.4% 0.2% 2.0%
12-Jun-19 -1.2% -1.1% 0.1% -0.5% -0.7%
13-Jun-19 -1.1% 1.2% 0.7% -1.3% -0.1%
14-Jun-19 -0.2% -0.4% -0.9% -0.3% -0.4%
17-Jun-19 -0.2% 0.2% -2.3% -0.1% -0.5%
18-Jun-19 0.9% 1.3% 3.6% 1.9% 1.8%
19-Jun-19 1.2% 0.3% 0.6% 1.5% 0.9%
21-Jun-19 2.3% 2.8% 0.3% 1.8% 1.9%
24-Jun-19 0.8% -0.1% -0.1% 0.4% 0.3%
IBOVESPA
0.2%
1.4%
0.4%
0.5%
0.7%
-0.3%
-3.7%
-0.2%
1.0%
-1.0%
1.9%
-0.3%
2.3%
-0.5%
-1.0%
1.2%
-1.1%
0.4%
1.0%
-0.7%
0.4%
-0.3%
-1.8%
-1.0%
-0.4%
0.1%
1.1%
2.8%
-0.2%
1.1%
-0.3%
0.5%
0.9%
-0.4%
-1.6%
-1.3%
-3.1%
-0.1%
1.8%
-3.6%
 2.7%
1.1%
0.7%
-0.7%
-0.9%
1.9%
0.8%
0.3%
-1.1%
-0.4%
-1.3%
-2.0%
0.2%
1.3%
-1.1%
1.4%
0.0%
1.4%
-0.9%
1.6%
-0.3%
-0.1%
0.2%
-0.9%
0.5%
-1.0%
-0.7%
1.3%
-0.8%
-0.6%
-2.7%
0.4%
-0.5%
-1.8%
0.0%
2.2%
2.8%
-0.1%
-0.5%
-0.3%
1.3%
1.6%
0.2%
0.9%
-0.4%
0.0%
0.4%
-1.4%
1.3%
0.6%
-0.4%
1.5%
-0.7%
0.5%
-0.7%
-0.4%
1.8%
0.9%
1.7%
0.1%