data PETR4 Ret. Cont Ret. - Ret. Médio Mínimo(Ret.-Ret.Medio;0) Min(Ret.- Ret.
Médio;0)^2
Jul-13 15.31
Aug-13 15.79 3.09% 2.21% 0.0000000% 0
Sep-13 17.26 8.90% 8.02% 0.0000000% 0
Oct-13 19.21 10.70% 9.83% 0.0000000% 0
Nov-13 17.98 -6.62% -7.50% -7.4958461% 0.00561877091549633
Dec-13 16.06 -11.29% -12.17% -12.1715834% 0.0148147442596396
Jan-14 13.82 -15.02% -15.90% -15.9002404% 0.0252817643852294
Feb-14 12.78 -7.82% -8.70% -8.7022883% 0.00757298215170988
Mar-14 14.84 14.94% 14.07% 0.0000000% 0
Apr-14 16.57 11.03% 10.15% 0.0000000% 0
Ret. Médio 0.88% SOMA 0.0532882617120752
Volatilidade 11.18%
Semi-Desvio 7.695%
data PETR4 Ret. Cont Ret. - CDI Médio Mínimo(Ret.-CDI.Medio;0) Min(Ret.- CDI. Médio;0)^2
Jul-13 15.31
Aug-13 15.79 3.09% 2.33% 0.0000000% 0
Sep-13 17.26 8.90% 8.14% 0.0000000% 0
Oct-13 19.21 10.70% 9.94% 0.0000000% 0
Nov-13 17.98 -6.62% -7.38% -7.3772079% 0.00544231964737751
Dec-13 16.06 -11.29% -12.05% -12.0529452% 0.0145273487603664
Jan-14 13.82 -15.02% -15.78% -15.7816021% 0.0249058966396338
Feb-14 12.78 -7.82% -8.58% -8.5836501% 0.00736790485298187
Mar-14 14.84 14.94% 14.18% 0.0000000% 0
Apr-14 16.57 11.03% 10.27% 0.0000000% 0
Ret. Médio 0.88% SOMA 0.0522434699003595
Volatilidade 11.18% Média
Downside Risk 7.62%
data PETR4 Ret. Cont Ret. - CDI Mínimo(Ret.-CDI;0) Min(Ret.- CDI;0)^2
Jul-13 15.31
Aug-13 15.79 3.09% 2.39% 0.0000000% 0
Sep-13 17.26 8.90% 8.20% 0.0000000% 0
Oct-13 19.21 10.70% 9.90% 0.0000000% 0
Nov-13 17.98 -6.62% -7.33% -7.3275948% 0.00536936451675425
Dec-13 16.06 -11.29% -12.07% -12.0732321% 0.0145762932193172
Jan-14 13.82 -15.02% -15.86% -15.8612890% 0.0251580489309646
Feb-14 12.78 -7.82% -8.61% -8.6062369% 0.00740673142504408
Mar-14 14.84 14.94% 14.18% 0.0000000% 0
Apr-14 16.57 11.03% 10.21% 0.0000000% 0
Ret. Médio 0.88% SOMA 0.0525104380920802
Volatilidade 11.18% Média
Downside Risk 7.64%
CDI
0.7088%
0.6958%
0.6991%
0.8034%
0.7105%
0.7804%
0.8398%
0.7827%
0.7600%
0.8155%
0.7652%
0.7601%
CDI
0.7088%
0.6958%
0.6991%
0.8034%
0.7105%
0.7804%
0.8398%
0.7827%
0.7600%
0.8155%
0.7652%
0.7601%
