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Data

03.01.2014
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014
01.03.2014

Pret BIO
0.2095
0.2075
0.205
0.207
0.2074
0.2089
0.208
0.206
0.206
0.208
0.2096
0.209
0.208
0.2088
0.205
0.205
0.207
0.2084
0.21
0.2102
0.21
0.215
0.216
0.2211
0.229
0.231
0.231
0.2265
0.2275
0.226
0.232
0.232
0.238
0.239
0.2375
0.235
0.24
0.239
0.236
0.237
0.24
0.238

Ri

(R-Ri med)^2

Premiul de risc

-0.955%
-1.205%
0.976%
0.193%
0.723%
-0.431%
-0.962%
0.000%
0.971%
0.769%
-0.286%
-0.478%
0.385%
-1.820%
0.000%
0.976%
0.676%
0.768%
0.095%
-0.095%
2.381%
0.465%
2.361%
3.573%
0.873%
0.000%
-1.948%
0.442%
-0.659%
2.655%
0.000%
2.586%
0.420%
-0.628%
-1.053%
2.128%
-0.417%
-1.255%
0.424%
1.266%
-0.833%

0.000124
0.000186
0.000067
0.000000
0.000032
0.000035
0.000125
0.000003
0.000066
0.000037
0.000020
0.000041
0.000005
0.000391
0.000003
0.000067
0.000027
0.000037
0.000000
0.000006
0.000494
0.000009
0.000485
0.001166
0.000051
0.000003
0.000444
0.000008
0.000067
0.000623
0.000003
0.000589
0.000007
0.000062
0.000147
0.000388
0.000033
0.000200
0.000007
0.000123
0.000098

-1.455%
-1.684%
0.496%
-0.286%
0.244%
-0.910%
-1.441%
-0.479%
0.492%
0.290%
-0.765%
-0.958%
-0.095%
-2.299%
-0.479%
0.496%
0.197%
0.289%
-0.384%
-0.574%
1.902%
0.007%
1.903%
3.115%
0.415%
-0.458%
-2.406%
-0.017%
-1.118%
2.197%
-0.458%
2.128%
-0.038%
-1.086%
-1.511%
1.669%
-0.875%
-1.714%
-0.035%
0.807%
-1.292%

04.03.2014
05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014
03.05.2014

0.24
0.241
0.2416
0.242
0.2391
0.24
0.24
0.24
0.24
0.24
0.2355
0.2377
0.234
0.2303
0.229
0.23
0.231
0.23
0.235
0.235
0.231
0.23
0.23
0.23
0.23
0.2301
0.2305
0.231
0.2303
0.2304
0.23
0.229
0.2305
0.2303
0.235
0.2325
0.2323
0.232
0.2305
0.2302
0.2303
0.23
0.2251

0.840%
0.417%
0.249%
0.166%
-1.198%
0.376%
0.000%
0.000%
0.000%
0.000%
-1.875%
0.934%
-1.557%
-1.581%
-0.564%
0.437%
0.435%
-0.433%
2.174%
0.000%
-1.702%
-0.433%
0.000%
0.000%
0.000%
0.043%
0.174%
0.217%
-0.303%
0.043%
-0.174%
-0.435%
0.655%
-0.087%
2.041%
-1.064%
-0.086%
-0.129%
-0.647%
-0.130%
0.043%
-0.130%
-2.130%

0.000046
0.000007
0.000001
0.000000
0.000184
0.000005
0.000003
0.000003
0.000003
0.000003
0.000413
0.000060
0.000294
0.000303
0.000052
0.000008
0.000008
0.000035
0.000406
0.000003
0.000346
0.000035
0.000003
0.000003
0.000003
0.000001
0.000000
0.000000
0.000021
0.000001
0.000011
0.000035
0.000025
0.000006
0.000354
0.000149
0.000006
0.000008
0.000065
0.000008
0.000001
0.000008
0.000524

0.382%
-0.042%
-0.209%
-0.293%
-1.657%
-0.082%
-0.458%
-0.458%
-0.458%
-0.458%
-2.333%
0.476%
-2.015%
-2.040%
-1.023%
-0.022%
-0.024%
-0.891%
1.716%
-0.458%
-2.140%
-0.870%
-0.438%
-0.438%
-0.438%
-0.394%
-0.264%
-0.221%
-0.741%
-0.394%
-0.611%
-0.872%
0.218%
-0.524%
1.603%
-1.501%
-0.524%
-0.567%
-1.084%
-0.568%
-0.394%
-0.568%
-2.568%

07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014
05.07.2014

0.226
0.2177
0.218
0.22
0.219
0.2257
0.235
0.24
0.2401
0.2401
0.2412
0.2445
0.2403
0.2405
0.2425
0.2455
0.244
0.244
0.244
0.2421
0.244
0.244
0.2441
0.245
0.25
0.25
0.251
0.25
0.25
0.25
0.2505
0.253
0.25
0.2482
0.25
0.25
0.245
0.246
0.245
0.2401
0.241
0.242
0.2421

0.400%
-3.673%
0.138%
0.917%
-0.455%
3.059%
4.121%
2.128%
0.042%
0.000%
0.458%
1.368%
-1.718%
0.083%
0.832%
1.237%
-0.611%
0.000%
0.000%
-0.779%
0.785%
0.000%
0.041%
0.369%
2.041%
0.000%
0.400%
-0.398%
0.000%
0.000%
0.200%
0.998%
-1.186%
-0.720%
0.725%
0.000%
-2.000%
0.408%
-0.407%
-2.000%
0.375%
0.415%
0.041%

0.000006
0.001468
0.000000
0.000058
0.000038
0.000842
0.001570
0.000388
0.000001
0.000003
0.000009
0.000146
0.000352
0.000001
0.000045
0.000116
0.000059
0.000003
0.000003
0.000088
0.000039
0.000003
0.000001
0.000004
0.000354
0.000003
0.000006
0.000031
0.000003
0.000003
0.000000
0.000070
0.000181
0.000077
0.000032
0.000003
0.000466
0.000006
0.000032
0.000466
0.000005
0.000007
0.000001

-0.038%
-4.110%
-0.300%
0.480%
-0.892%
2.622%
3.683%
1.690%
-0.396%
-0.438%
0.021%
0.931%
-2.155%
-0.354%
0.394%
0.800%
-1.048%
-0.438%
-0.438%
-1.216%
0.347%
-0.438%
-0.397%
-0.069%
1.603%
-0.438%
-0.037%
-0.836%
-0.438%
-0.438%
-0.238%
0.561%
-1.623%
-1.158%
0.288%
-0.438%
-2.438%
-0.029%
-0.844%
-2.438%
-0.063%
-0.023%
-0.396%

08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014
10.09.2014

0.245
0.2485
0.245
0.245
0.2525
0.2485
0.253
0.257
0.2515
0.2505
0.249
0.254
0.25
0.25
0.2491
0.2529
0.249
0.252
0.25
0.2502
0.2551
0.2551
0.255
0.2612
0.26
0.265
0.265
0.27
0.266
0.268
0.268
0.27
0.266
0.265
0.265
0.265
0.268
0.2715
0.28
0.2725
0.272
0.27
0.2705

1.198%
1.429%
-1.408%
0.000%
3.061%
-1.584%
1.811%
1.581%
-2.140%
-0.398%
-0.599%
2.008%
-1.575%
0.000%
-0.360%
1.525%
-1.542%
1.205%
-0.794%
0.080%
1.958%
0.000%
-0.039%
2.431%
-0.459%
1.923%
0.000%
1.887%
-1.481%
0.752%
0.000%
0.746%
-1.481%
-0.376%
0.000%
0.000%
1.132%
1.306%
3.131%
-2.679%
-0.183%
-0.735%
0.185%

0.000108
0.000161
0.000246
0.000003
0.000843
0.000304
0.000273
0.000202
0.000528
0.000031
0.000057
0.000342
0.000300
0.000003
0.000027
0.000187
0.000289
0.000109
0.000091
0.000001
0.000324
0.000003
0.000004
0.000517
0.000038
0.000311
0.000003
0.000299
0.000269
0.000035
0.000003
0.000035
0.000269
0.000029
0.000003
0.000003
0.000095
0.000132
0.000883
0.000805
0.000012
0.000080
0.000000

0.760%
0.991%
-1.846%
-0.438%
2.624%
-2.022%
1.373%
1.144%
-2.578%
-0.835%
-1.036%
1.571%
-2.012%
-0.438%
-0.798%
1.088%
-1.980%
0.767%
-1.231%
-0.358%
1.521%
-0.438%
-0.477%
1.994%
-0.897%
1.486%
-0.438%
1.449%
-1.919%
0.314%
-0.438%
0.309%
-1.919%
-0.813%
-0.438%
-0.438%
0.695%
0.868%
2.693%
-3.116%
-0.621%
-1.173%
-0.252%

11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014
11.11.2014

0.27
0.27
0.27
0.2685
0.27
0.2672
0.27
0.27
0.2665
0.2655
0.2714
0.273
0.273
0.2685
0.2675
0.267
0.2719
0.2734
0.27
0.27
0.27
0.2695
0.27
0.271
0.2885
0.2905
0.2935
0.295
0.29
0.295
0.2949
0.29
0.28
0.2681
0.2739
0.2691
0.271
0.277
0.2782
0.2889
0.29
0.2885
0.2862

-0.185%
0.000%
0.000%
-0.556%
0.559%
-1.037%
1.048%
0.000%
-1.296%
-0.375%
2.222%
0.590%
0.000%
-1.648%
-0.372%
-0.187%
1.835%
0.552%
-1.244%
0.000%
0.000%
-0.185%
0.186%
0.370%
6.458%
0.693%
1.033%
0.511%
-1.695%
1.724%
-0.034%
-1.662%
-3.448%
-4.250%
2.163%
-1.752%
0.706%
2.214%
0.433%
3.846%
0.381%
-0.517%
-0.797%

0.000012
0.000003
0.000003
0.000051
0.000016
0.000143
0.000079
0.000003
0.000212
0.000028
0.000426
0.000019
0.000003
0.000326
0.000028
0.000012
0.000281
0.000015
0.000197
0.000003
0.000003
0.000012
0.000000
0.000004
0.003968
0.000029
0.000076
0.000012
0.000344
0.000245
0.000004
0.000331
0.001301
0.001943
0.000402
0.000365
0.000030
0.000423
0.000008
0.001360
0.000005
0.000046
0.000091

-0.622%
-0.438%
-0.438%
-0.993%
0.121%
-1.475%
0.610%
-0.438%
-1.734%
-0.813%
1.785%
0.152%
-0.438%
-2.086%
-0.810%
-0.624%
1.398%
0.114%
-1.681%
-0.438%
-0.438%
-0.623%
-0.252%
-0.067%
6.020%
0.256%
0.595%
0.074%
-2.132%
1.287%
-0.471%
-2.099%
-3.886%
-4.688%
1.726%
-2.190%
0.269%
1.777%
-0.004%
3.409%
-0.057%
-0.955%
-1.235%

12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

0.2899
0.2895
0.287
0.2939
0.295
0.294
0.291
0.291
0.291
0.293
0.293

1.293%
-0.138%
-0.864%
2.404%
0.374%
-0.339%
-1.020%
0.000%
0.000%
0.687%
0.000%

Average (Ri med)


Riscul

0.158%

0.000129
0.000009
0.000104
0.000504
0.000005
0.000025
0.000139
0.000003
0.000003
0.000028
0.000003
0.038773
0.000172
1.31%

0.855%
-0.575%
-1.301%
1.967%
-0.063%
-0.776%
-1.458%
-0.438%
-0.438%
0.250%
-0.438%

Evolutia pretului de inchidere pentru societatea Biofarm


0.32
0.3

Valori

0.28
0.26
0.24
0.22
0.2
0.18
0.16
0.14

Perioada analizata

hidere pentru societatea Biofarm

Perioada analizata

Data
03.01.2014
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014
01.03.2014

Pret SNP
0.44
0.443
0.4351
0.444
0.4415
0.4439
0.4531
0.467
0.47
0.47
0.465
0.462
0.4518
0.452
0.46
0.454
0.46
0.4585
0.452
0.447
0.4393
0.4487
0.446
0.446
0.443
0.44
0.438
0.4358
0.4283
0.4352
0.429
0.4291
0.43
0.434
0.4471
0.443
0.4521
0.448
0.4438
0.4465
0.448
0.442

Ri

(Ri - Ri med)^2

Premiul de risc

0.682%
-1.783%
2.046%
-0.563%
0.544%
2.073%
3.068%
0.642%
0.000%
-1.064%
-0.645%
-2.208%
0.044%
1.770%
-1.304%
1.322%
-0.326%
-1.418%
-1.106%
-1.723%
2.140%
-0.602%
0.000%
-0.673%
-0.677%
-0.455%
-0.502%
-1.721%
1.611%
-1.425%
0.023%
0.210%
0.930%
3.018%
-0.917%
2.054%
-0.907%
-0.938%
0.608%
0.336%
-1.339%

0.000042799
0.000327937
0.000407191
0.000034889
0.000026625
0.000418174
0.000924249
0.000037797
0.000000076
0.000119124
0.000045262
0.000499702
0.000000028
0.000303562
0.000177411
0.000167438
0.000012510
0.000208882
0.000128551
0.000306321
0.000446122
0.000039608
0.000000076
0.000049036
0.000049676
0.000023247
0.000028078
0.000305754
0.000250719
0.000210900
0.000000002
0.000003317
0.000081473
0.000894503
0.000089232
0.000410698
0.000087327
0.000093143
0.000033730
0.000009507
0.000186840

0.182%
-2.262%
1.566%
-1.042%
0.064%
1.593%
2.589%
0.163%
-0.479%
-1.543%
-1.124%
-2.687%
-0.435%
1.291%
-1.784%
0.842%
-0.805%
-1.897%
-1.585%
-2.202%
1.661%
-1.060%
-0.458%
-1.131%
-1.136%
-0.913%
-0.961%
-2.179%
1.153%
-1.883%
-0.435%
-0.249%
0.472%
2.560%
-1.375%
1.596%
-1.365%
-1.396%
0.150%
-0.122%
-1.798%

04.03.2014
05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014
03.05.2014

0.4433
0.4502
0.45
0.451
0.452
0.4508
0.4579
0.457
0.47
0.4705
0.462
0.466
0.4705
0.462
0.4545
0.46
0.467
0.462
0.458
0.4506
0.452
0.465
0.467
0.4665
0.4619
0.457
0.4605
0.465
0.4647
0.465
0.4585
0.461
0.455
0.455
0.451
0.4402
0.45
0.448
0.45
0.4649
0.463
0.46
0.458

0.294%
1.557%
-0.044%
0.222%
0.222%
-0.265%
1.575%
-0.197%
2.845%
0.106%
-1.807%
0.866%
0.966%
-1.807%
-1.623%
1.210%
1.522%
-1.071%
-0.866%
-1.616%
0.311%
2.876%
0.430%
-0.107%
-0.986%
-1.061%
0.766%
0.977%
-0.065%
0.065%
-1.398%
0.545%
-1.302%
0.000%
-0.879%
-2.395%
2.226%
-0.444%
0.446%
3.311%
-0.409%
-0.648%
-0.435%

0.000007103
0.000233753
0.000000519
0.000003787
0.000003768
0.000008590
0.000239435
0.000005025
0.000793566
0.000000621
0.000336428
0.000070257
0.000087995
0.000336428
0.000272575
0.000139834
0.000223243
0.000120620
0.000079818
0.000270053
0.000008014
0.000811394
0.000016201
0.000001814
0.000102754
0.000118471
0.000054502
0.000090172
0.000000849
0.000000137
0.000203193
0.000026796
0.000176658
0.000000076
0.000082216
0.000586747
0.000483407
0.000022283
0.000017541
0.001078139
0.000019036
0.000045638
0.000021381

-0.164%
1.098%
-0.503%
-0.236%
-0.237%
-0.724%
1.117%
-0.655%
2.386%
-0.352%
-2.265%
0.407%
0.507%
-2.265%
-2.082%
0.752%
1.063%
-1.529%
-1.324%
-2.074%
-0.127%
2.439%
-0.007%
-0.545%
-1.424%
-1.498%
0.328%
0.540%
-0.502%
-0.373%
-1.835%
0.108%
-1.739%
-0.438%
-1.317%
-2.832%
1.789%
-0.882%
0.009%
2.874%
-0.846%
-1.085%
-0.872%

07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014
05.07.2014

0.4511
0.453
0.453
0.4326
0.4442
0.43
0.415
0.4105
0.4098
0.41
0.4196
0.4229
0.426
0.43
0.428
0.4219
0.4192
0.414
0.42
0.424
0.42
0.4168
0.4194
0.43
0.4299
0.43
0.4245
0.4238
0.424
0.427
0.4298
0.4265
0.422
0.4175
0.4103
0.4186
0.4212
0.421
0.4155
0.415
0.4156
0.416
0.42

-1.507%
0.421%
0.000%
-4.503%
2.681%
-3.197%
-3.488%
-1.084%
-0.171%
0.049%
2.341%
0.786%
0.733%
0.939%
-0.465%
-1.425%
-0.640%
-1.240%
1.449%
0.952%
-0.943%
-0.762%
0.624%
2.527%
-0.023%
0.023%
-1.279%
-0.165%
0.047%
0.708%
0.656%
-0.768%
-1.055%
-1.066%
-1.725%
2.023%
0.621%
-0.047%
-1.306%
-0.120%
0.145%
0.096%
0.962%

0.000235364
0.000015491
0.000000076
0.002052923
0.000704293
0.001039654
0.001236212
0.000123642
0.000003926
0.000000045
0.000535393
0.000057586
0.000049763
0.000083057
0.000024278
0.000211075
0.000044565
0.000160799
0.000202114
0.000085520
0.000094285
0.000062333
0.000035544
0.000624906
0.000000259
0.000000002
0.000170741
0.000003706
0.000000038
0.000046232
0.000039455
0.000063267
0.000117226
0.000119675
0.000307006
0.000398123
0.000035225
0.000000564
0.000177961
0.000002189
0.000001368
0.000000471
0.000087223

-1.944%
-0.016%
-0.438%
-4.941%
2.244%
-3.634%
-3.926%
-1.522%
-0.608%
-0.389%
1.904%
0.349%
0.296%
0.501%
-0.903%
-1.863%
-1.077%
-1.678%
1.012%
0.515%
-1.381%
-1.199%
0.186%
2.090%
-0.461%
-0.414%
-1.717%
-0.602%
-0.390%
0.270%
0.218%
-1.205%
-1.493%
-1.504%
-2.162%
1.585%
0.184%
-0.485%
-1.744%
-0.558%
-0.293%
-0.341%
0.524%

08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014
10.09.2014

0.4209
0.422
0.4262
0.427
0.429
0.4278
0.4252
0.4289
0.4292
0.4257
0.43
0.4251
0.424
0.4241
0.4235
0.424
0.424
0.432
0.431
0.431
0.44
0.4494
0.448
0.442
0.4389
0.45
0.4461
0.4499
0.45
0.449
0.4452
0.445
0.449
0.448
0.44
0.435
0.435
0.435
0.4392
0.4372
0.4346
0.4321
0.437

0.214%
0.261%
0.995%
0.188%
0.468%
-0.280%
-0.608%
0.870%
0.070%
-0.815%
1.010%
-1.140%
-0.259%
0.024%
-0.141%
0.118%
0.000%
1.887%
-0.231%
0.000%
2.088%
2.136%
-0.312%
-1.339%
-0.701%
2.529%
-0.867%
0.852%
0.022%
-0.222%
-0.846%
-0.045%
0.899%
-0.223%
-1.786%
-1.136%
0.000%
0.000%
0.966%
-0.455%
-0.595%
-0.575%
1.134%

0.000003485
0.000005463
0.000093635
0.000002563
0.000019428
0.000009445
0.000040369
0.000070992
0.000000179
0.000071078
0.000096529
0.000136222
0.000008201
0.000000002
0.000002859
0.000000818
0.000000076
0.000345657
0.000006713
0.000000076
0.000424590
0.000444685
0.000011501
0.000186840
0.000053139
0.000625721
0.000079973
0.000067934
0.000000003
0.000006242
0.000076376
0.000000526
0.000075911
0.000006266
0.000328814
0.000135483
0.000000076
0.000000076
0.000087967
0.000023327
0.000038726
0.000036343
0.000122410

-0.223%
-0.176%
0.558%
-0.250%
0.031%
-0.717%
-1.045%
0.433%
-0.368%
-1.253%
0.573%
-1.577%
-0.696%
-0.414%
-0.579%
-0.319%
-0.438%
1.449%
-0.669%
-0.438%
1.651%
1.699%
-0.749%
-1.777%
-1.139%
2.092%
-1.304%
0.414%
-0.415%
-0.660%
-1.284%
-0.482%
0.461%
-0.660%
-2.223%
-1.574%
-0.438%
-0.438%
0.528%
-0.893%
-1.032%
-1.013%
0.696%

11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014
11.11.2014

0.4365
0.436
0.431
0.438
0.44
0.435
0.4332
0.4347
0.435
0.43
0.4481
0.4435
0.4511
0.45
0.4475
0.448
0.4452
0.448
0.446
0.445
0.446
0.447
0.4435
0.4449
0.44
0.44
0.44
0.4443
0.4421
0.436
0.43
0.4305
0.4344
0.44
0.4398
0.4312
0.4375
0.439
0.445
0.449
0.455
0.478
0.475

-0.114%
-0.115%
-1.147%
1.624%
0.457%
-1.136%
-0.414%
0.346%
0.069%
-1.149%
4.209%
-1.027%
1.714%
-0.244%
-0.556%
0.112%
-0.625%
0.629%
-0.446%
-0.224%
0.225%
0.224%
-0.783%
0.316%
-1.101%
0.000%
0.000%
0.977%
-0.495%
-1.380%
-1.376%
0.116%
0.906%
1.289%
-0.045%
-1.955%
1.461%
0.343%
1.367%
0.899%
1.336%
5.055%
-0.628%

0.000002017
0.000002021
0.000137921
0.000254888
0.000018405
0.000135483
0.000019484
0.000010154
0.000000171
0.000138541
0.001748656
0.000111126
0.000284271
0.000007369
0.000034008
0.000000708
0.000042590
0.000036159
0.000022471
0.000006342
0.000003885
0.000003865
0.000065708
0.000008298
0.000127459
0.000000076
0.000000076
0.000090186
0.000027329
0.000198074
0.000197053
0.000000786
0.000077144
0.000159145
0.000000534
0.000393246
0.000205472
0.000009938
0.000179328
0.000075911
0.000171268
0.002527411
0.000042932

-0.552%
-0.552%
-1.584%
1.187%
0.019%
-1.574%
-0.851%
-0.091%
-0.368%
-1.587%
3.772%
-1.464%
1.276%
-0.681%
-0.993%
-0.326%
-1.063%
0.191%
-0.884%
-0.662%
-0.213%
-0.213%
-1.220%
-0.122%
-1.539%
-0.438%
-0.438%
0.540%
-0.933%
-1.817%
-1.814%
-0.321%
0.468%
0.852%
-0.483%
-2.393%
1.024%
-0.095%
0.929%
0.461%
0.899%
4.617%
-1.065%

12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

0.4725
0.4778
0.4511
0.446
0.451
0.4461
0.45
0.4545
0.457
0.4585
0.459

-0.526%
1.122%
-5.588%
-1.131%
1.121%
-1.086%
0.874%
1.000%
0.550%
0.328%
0.109%

Average (Ri med)


Riscul

0.028%

0.000030683
0.000119702
0.003153632
0.000134138
0.000119567
0.000124118
0.000071679
0.000094555
0.000027295
0.000009037
0.000000663
0.039145626
0.000173981
1.319%

-0.964%
0.684%
-6.026%
-1.568%
0.684%
-1.524%
0.437%
0.563%
0.113%
-0.109%
-0.328%

Evolutia pretului de inchidere pentru societatea Petrom


0.53

Valori

0.48

0.43

0.38

0.33

0.28

Perioada analizata

societatea Petrom

alizata

Data
03.01.2014
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014

Rata dobanzii la certificatele de trezorerie


6%
0.50%
6%
0.50%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.75%
0.48%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%
5.50%
0.46%

01.03.2014
04.03.2014
05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014

5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.50%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%

0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

03.05.2014
07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014

5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%

0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

05.07.2014
08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014

5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%

0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

10.09.2014
11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014

5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%

0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

11.11.2014
12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%
5.25%

0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

Valabile din:
30-Mar-14
3-Feb-14
6-Jan-14
3 nov.2013

Politic
monetar
5.25
5.5
5.75
6

Data
03.01.2014
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014

BET C
2621.26
2626.95
2649.47
2647.45
2637.29
2632.6
2641.84
2642.54
2634.47
2660.21
2649.05
2675.45
2686.63
2697.46
2703.55
2726.61
2798.08
2851.44
2828.35
2901.21
2943.17
2938.29
2967.17
2933.02
2933.2
2973.75
3002.46
2979.13
3009.41
2994.77
2962.79
2964.89
2971.26
3002.11
3012.61
3038.24
3069.26
3083.84
3051.09
3062.73
3103.44

Ri

(Ri - Ri med)^2

0.21707%
0.85727%
-0.07624%
-0.38377%
-0.17783%
0.35098%
0.02650%
-0.30539%
0.97705%
-0.41952%
0.99658%
0.41787%
0.40311%
0.22577%
0.85295%
2.62120%
1.90702%
-0.80977%
2.57606%
1.44629%
-0.16581%
0.98288%
-1.15093%
0.00614%
1.38245%
0.96545%
-0.77703%
1.01640%
-0.48647%
-1.06786%
0.07088%
0.21485%
1.03828%
0.34975%
0.85076%
1.02099%
0.47503%
-1.06199%
0.38150%
1.32921%

0.0000045892
0.0000730035
0.0000006255
0.0000149469
0.0000032646
0.0000121199
0.0000000559
0.0000095009
0.0000949065
0.0000178390
0.0000987513
0.0000172247
0.0000160208
0.0000049694
0.0000722680
0.0006855792
0.0003625882
0.0000660340
0.0006621427
0.0002083537
0.0000028444
0.0000960474
0.0001331197
0.0000000011
0.0001903302
0.0000926600
0.0000608207
0.0001027298
0.0000239435
0.0001146417
0.0000004628
0.0000044944
0.0001072122
0.0000120344
0.0000718952
0.0001036607
0.0000222960
0.0001133873
0.0000143380
0.0001759229

Pret BIO
0.2095
0.2075
0.205
0.207
0.2074
0.2089
0.208
0.206
0.206
0.208
0.2096
0.209
0.208
0.2088
0.205
0.205
0.207
0.2084
0.21
0.2102
0.21
0.215
0.216
0.2211
0.229
0.231
0.231
0.2265
0.2275
0.226
0.232
0.232
0.238
0.239
0.2375
0.235
0.24
0.239
0.236
0.237
0.24

01.03.2014
04.03.2014
05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014

3119.63
3143.62
3128.31
3099.61
3051.49
3066.49
3064.5
2982.91
2987.88
3009.83
3017.52
3030.71
2998.71
2982.19
3003.87
2980.18
2975.53
3000.8
3028.42
3033.57
3044.66
3076.07
3082.56
3060.25
3039.84
3024.96
3024.8
2996.47
2970.77
2972.95
2976.08
3001.14
3005.75
3001.15
2971.4
2970.59
2960.57
2996.67
2994.89
2993.2
3024.81
3003.23
2981.2

0.52168%
0.76900%
-0.48702%
-0.91743%
-1.55245%
0.49156%
-0.06490%
-2.66242%
0.16662%
0.73463%
0.25550%
0.43711%
-1.05586%
-0.55090%
0.72698%
-0.78865%
-0.15603%
0.84926%
0.92042%
0.17006%
0.36558%
1.03164%
0.21098%
-0.72375%
-0.66694%
-0.48950%
-0.00529%
-0.93659%
-0.85768%
0.07338%
0.10528%
0.84205%
0.15361%
-0.15304%
-0.99129%
-0.02726%
-0.33731%
1.21936%
-0.05940%
-0.05643%
1.05606%
-0.71343%
-0.73354%

0.0000269187
0.0000586993
0.0000239968
0.0000846907
0.0002418959
0.0000238843
0.0000004589
0.0007103672
0.0000026820
0.0000535513
0.0000063832
0.0000188588
0.0001120857
0.0000306640
0.0000524372
0.0000626466
0.0000025242
0.0000716416
0.0000841942
0.0000027959
0.0000131572
0.0001058420
0.0000043321
0.0000527942
0.0000448613
0.0000242405
0.0000000066
0.0000882543
0.0000740500
0.0000004975
0.0000010493
0.0000704257
0.0000022729
0.0000024301
0.0000988302
0.0000000906
0.0000115705
0.0001479903
0.0000003875
0.0000003514
0.0001109259
0.0000513057
0.0000542271

0.238
0.24
0.241
0.2416
0.242
0.2391
0.24
0.24
0.24
0.24
0.24
0.2355
0.2377
0.234
0.2303
0.229
0.23
0.231
0.23
0.235
0.235
0.231
0.23
0.23
0.23
0.23
0.2301
0.2305
0.231
0.2303
0.2304
0.23
0.229
0.2305
0.2303
0.235
0.2325
0.2323
0.232
0.2305
0.2302
0.2303
0.23

03.05.2014
07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014

2999.58
2965.53
2880.94
2825.55
2709.28
2660.66
2654.22
2660.09
2622.26
2602.38
2658.57
2636.52
2622.91
2646.84
2630.87
2637.03
2605.46
2591.4
2495.68
2472.39
2500.15
2538.84
2521.39
2562.02
2551.66
2544.24
2565.77
2585.35
2561.77
2567.62
2542.82
2530.67
2503.1
2473.6
2481.41
2510.23
2547.54
2623.91
2644.12
2565.51
2558.71
2555.67
2576.46

0.61653%
-1.13516%
-2.85244%
-1.92264%
-4.11495%
-1.79457%
-0.24205%
0.22116%
-1.42213%
-0.75812%
2.15918%
-0.82939%
-0.51621%
0.91235%
-0.60336%
0.23414%
-1.19718%
-0.53964%
-3.69376%
-0.93321%
1.12280%
1.54751%
-0.68732%
1.61141%
-0.40437%
-0.29079%
0.84623%
0.76312%
-0.91206%
0.22836%
-0.96588%
-0.47782%
-1.08943%
-1.17854%
0.31573%
1.16144%
1.48632%
2.99779%
0.77022%
-2.97301%
-0.26505%
-0.11881%
0.81349%

0.0000376607
0.0001295057
0.0008152671
0.0003707486
0.0016956261
0.0003230718
0.0000059972
0.0000047659
0.0002030566
0.0000579078
0.0004649761
0.0000692624
0.0000269421
0.0000827187
0.0000367488
0.0000053498
0.0001440065
0.0000294288
0.0013664876
0.0000876208
0.0001254295
0.0002385975
0.0000476333
0.0002587484
0.0000165824
0.0000086223
0.0000711287
0.0000578021
0.0000837059
0.0000050855
0.0000938422
0.0000231037
0.0001193080
0.0001395672
0.0000097898
0.0001342330
0.0002200686
0.0008969707
0.0000588868
0.0008855736
0.0000071771
0.0000014800
0.0000657135

0.2251
0.226
0.2177
0.218
0.22
0.219
0.2257
0.235
0.24
0.2401
0.2401
0.2412
0.2445
0.2403
0.2405
0.2425
0.2455
0.244
0.244
0.244
0.2421
0.244
0.244
0.2441
0.245
0.25
0.25
0.251
0.25
0.25
0.25
0.2505
0.253
0.25
0.2482
0.25
0.25
0.245
0.246
0.245
0.2401
0.241
0.242

05.07.2014
08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014

2598.19
2595.02
2594.48
2611.27
2626.55
2638.69
2660.59
2659.44
2628.92
2561.07
2546.85
2584.15
2600.69
2612.92
2605.84
2628.85
2664.17
2645.6
2653.75
2668.64
2643.41
2631.78
2623.95
2622.98
2645.57
2642.15
2653.57
2684.99
2712.08
2721.69
2714.93
2720.69
2702.57
2689.7
2697.14
2693.09
2688.66
2691.84
2691.27
2677.34
2667.44
2684.13
2728.51

0.84341%
-0.12201%
-0.02081%
0.64714%
0.58516%
0.46220%
0.82996%
-0.04322%
-1.14761%
-2.58091%
-0.55524%
1.46455%
0.64006%
0.47026%
-0.27096%
0.88302%
1.34355%
-0.69703%
0.30806%
0.56109%
-0.94543%
-0.43996%
-0.29752%
-0.03697%
0.86123%
-0.12927%
0.43222%
1.18407%
1.00894%
0.35434%
-0.24838%
0.21216%
-0.66601%
-0.47621%
0.27661%
-0.15016%
-0.16450%
0.11827%
-0.02118%
-0.51760%
-0.36977%
0.62569%
1.65342%

0.0000706538
0.0000015589
0.0000000560
0.0000415118
0.0000339084
0.0000211008
0.0000684111
0.0000002122
0.0001323551
0.0006675788
0.0000311457
0.0002136588
0.0000406035
0.0000218475
0.0000074971
0.0000774699
0.0001797493
0.0000489824
0.0000093154
0.0000311638
0.0000899220
0.0000196080
0.0000090219
0.0000001585
0.0000736829
0.0000017456
0.0000184364
0.0001395277
0.0001012228
0.0000123548
0.0000063113
0.0000043812
0.0000447366
0.0000229499
0.0000074947
0.0000023411
0.0000028003
0.0000013324
0.0000000577
0.0000270865
0.0000138843
0.0000387938
0.0002724398

0.2421
0.245
0.2485
0.245
0.245
0.2525
0.2485
0.253
0.257
0.2515
0.2505
0.249
0.254
0.25
0.25
0.2491
0.2529
0.249
0.252
0.25
0.2502
0.2551
0.2551
0.255
0.2612
0.26
0.265
0.265
0.27
0.266
0.268
0.268
0.27
0.266
0.265
0.265
0.265
0.268
0.2715
0.28
0.2725
0.272
0.27

10.09.2014
11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014

2731.05
2720.76
2741.25
2732.27
2744.53
2738.54
2740.32
2729.96
2704.14
2700.06
2649.68
2660.67
2626.92
2620.58
2616.09
2631.89
2641.4
2619.27
2637.2
2654.72
2638.17
2637.3
2643.37
2627.36
2637.2
2641.36
2671.56
2687.13
2697.53
2689.57
2663.7
2659.26
2660.19
2663.56
2660.29
2652.57
2650.57
2670.11
2673
2673.92
2669.1
2678.22
2651.7

0.09309%
-0.37678%
0.75310%
-0.32759%
0.44871%
-0.21825%
0.06500%
-0.37806%
-0.94580%
-0.15088%
-1.86588%
0.41477%
-1.26848%
-0.24135%
-0.17134%
0.60395%
0.36134%
-0.83781%
0.68454%
0.66434%
-0.62342%
-0.03298%
0.23016%
-0.60567%
0.37452%
0.15774%
1.14335%
0.58281%
0.38703%
-0.29508%
-0.96186%
-0.16669%
0.03497%
0.12668%
-0.12277%
-0.29019%
-0.07540%
0.73720%
0.10824%
0.03442%
-0.18026%
0.34169%
-0.99021%

0.0000008144
0.0000144115
0.0000562877
0.0000109187
0.0000198795
0.0000048885
0.0000003863
0.0000145089
0.0000899934
0.0000023632
0.0003492157
0.0000169678
0.0001616266
0.0000059631
0.0000030340
0.0000361331
0.0000128515
0.0000706710
0.0000464708
0.0000437574
0.0000392208
0.0000001283
0.0000051671
0.0000370288
0.0000138141
0.0000023993
0.0001300748
0.0000336352
0.0000147597
0.0000088763
0.0000930667
0.0000028741
0.0000001032
0.0000015335
0.0000015779
0.0000085873
0.0000006122
0.0000539274
0.0000011107
0.0000000997
0.0000033528
0.0000114813
0.0000986162

0.2705
0.27
0.27
0.27
0.2685
0.27
0.2672
0.27
0.27
0.2665
0.2655
0.2714
0.273
0.273
0.2685
0.2675
0.267
0.2719
0.2734
0.27
0.27
0.27
0.2695
0.27
0.271
0.2885
0.2905
0.2935
0.295
0.29
0.295
0.2949
0.29
0.28
0.2681
0.2739
0.2691
0.271
0.277
0.2782
0.2889
0.29
0.2885

2630.9
2636.79
2622.17
2606.81
2605.84
2595.18
2600.98
2610.28
2614.08
2612.87
2607.03
2611.23
r med

-0.78440%
0.22388%
-0.55446%
-0.58577%
-0.03721%
-0.40908%
0.22349%
0.35756%
0.14558%
-0.04629%
-0.22351%
0.16110%
0.002847%

0.0000619762
0.0000048855
0.0000310593
0.0000346475
0.0000001605
0.0000169685
0.0000048684
0.0000125820
0.0000020372
0.0000002414
0.0000051237
0.0000025045
0.0203344102
0.0000903752
0.951%
Riscul

0.2862
0.2899
0.2895
0.287
0.2939
0.295
0.294
0.291
0.291
0.291
0.293
0.293

Evolutia pretului de inchidere pentru indicele BET C


3200
3100
3000

Valori

11.11.2014
12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

2900
2800
2700
2600
2500
2400

Perioada analizata

Ri
-0.955%
-1.205%
0.976%
0.193%
0.723%
-0.431%
-0.962%
0.000%
0.971%
0.769%
-0.286%
-0.478%
0.385%
-1.820%
0.000%
0.976%
0.676%
0.768%
0.095%
-0.095%
2.381%
0.465%
2.361%
3.573%
0.873%
0.000%
-1.948%
0.442%
-0.659%
2.655%
0.000%
2.586%
0.420%
-0.628%
-1.053%
2.128%
-0.417%
-1.255%
0.424%
1.266%

Pret SNP
0.44
0.443
0.4351
0.444
0.4415
0.4439
0.4531
0.467
0.47
0.47
0.465
0.462
0.4518
0.452
0.46
0.454
0.46
0.4585
0.452
0.447
0.4393
0.4487
0.446
0.446
0.443
0.44
0.438
0.4358
0.4283
0.4352
0.429
0.4291
0.43
0.434
0.4471
0.443
0.4521
0.448
0.4438
0.4465
0.448

Ri
0.682%
-1.783%
2.046%
-0.563%
0.544%
2.073%
3.068%
0.642%
0.000%
-1.064%
-0.645%
-2.208%
0.044%
1.770%
-1.304%
1.322%
-0.326%
-1.418%
-1.106%
-1.723%
2.140%
-0.602%
0.000%
-0.673%
-0.677%
-0.455%
-0.502%
-1.721%
1.611%
-1.425%
0.023%
0.210%
0.930%
3.018%
-0.917%
2.054%
-0.907%
-0.938%
0.608%
0.336%

Cov Bet C, BIO


Cov Bet C, BIO
coef de corelatie bio
coef de corelatie snp
coef beta bio
coef beta snp

-0.833%
0.840%
0.417%
0.249%
0.166%
-1.198%
0.376%
0.000%
0.000%
0.000%
0.000%
-1.875%
0.934%
-1.557%
-1.581%
-0.564%
0.437%
0.435%
-0.433%
2.174%
0.000%
-1.702%
-0.433%
0.000%
0.000%
0.000%
0.043%
0.174%
0.217%
-0.303%
0.043%
-0.174%
-0.435%
0.655%
-0.087%
2.041%
-1.064%
-0.086%
-0.129%
-0.647%
-0.130%
0.043%
-0.130%

0.442
0.4433
0.4502
0.45
0.451
0.452
0.4508
0.4579
0.457
0.47
0.4705
0.462
0.466
0.4705
0.462
0.4545
0.46
0.467
0.462
0.458
0.4506
0.452
0.465
0.467
0.4665
0.4619
0.457
0.4605
0.465
0.4647
0.465
0.4585
0.461
0.455
0.455
0.451
0.4402
0.45
0.448
0.45
0.4649
0.463
0.46

-1.339%
0.294%
1.557%
-0.044%
0.222%
0.222%
-0.265%
1.575%
-0.197%
2.845%
0.106%
-1.807%
0.866%
0.966%
-1.807%
-1.623%
1.210%
1.522%
-1.071%
-0.866%
-1.616%
0.311%
2.876%
0.430%
-0.107%
-0.986%
-1.061%
0.766%
0.977%
-0.065%
0.065%
-1.398%
0.545%
-1.302%
0.000%
-0.879%
-2.395%
2.226%
-0.444%
0.446%
3.311%
-0.409%
-0.648%

-2.130%
0.400%
-3.673%
0.138%
0.917%
-0.455%
3.059%
4.121%
2.128%
0.042%
0.000%
0.458%
1.368%
-1.718%
0.083%
0.832%
1.237%
-0.611%
0.000%
0.000%
-0.779%
0.785%
0.000%
0.041%
0.369%
2.041%
0.000%
0.400%
-0.398%
0.000%
0.000%
0.200%
0.998%
-1.186%
-0.720%
0.725%
0.000%
-2.000%
0.408%
-0.407%
-2.000%
0.375%
0.415%

0.458
0.4511
0.453
0.453
0.4326
0.4442
0.43
0.415
0.4105
0.4098
0.41
0.4196
0.4229
0.426
0.43
0.428
0.4219
0.4192
0.414
0.42
0.424
0.42
0.4168
0.4194
0.43
0.4299
0.43
0.4245
0.4238
0.424
0.427
0.4298
0.4265
0.422
0.4175
0.4103
0.4186
0.4212
0.421
0.4155
0.415
0.4156
0.416

-0.435%
-1.507%
0.421%
0.000%
-4.503%
2.681%
-3.197%
-3.488%
-1.084%
-0.171%
0.049%
2.341%
0.786%
0.733%
0.939%
-0.465%
-1.425%
-0.640%
-1.240%
1.449%
0.952%
-0.943%
-0.762%
0.624%
2.527%
-0.023%
0.023%
-1.279%
-0.165%
0.047%
0.708%
0.656%
-0.768%
-1.055%
-1.066%
-1.725%
2.023%
0.621%
-0.047%
-1.306%
-0.120%
0.145%
0.096%

0.041%
1.198%
1.429%
-1.408%
0.000%
3.061%
-1.584%
1.811%
1.581%
-2.140%
-0.398%
-0.599%
2.008%
-1.575%
0.000%
-0.360%
1.525%
-1.542%
1.205%
-0.794%
0.080%
1.958%
0.000%
-0.039%
2.431%
-0.459%
1.923%
0.000%
1.887%
-1.481%
0.752%
0.000%
0.746%
-1.481%
-0.376%
0.000%
0.000%
1.132%
1.306%
3.131%
-2.679%
-0.183%
-0.735%

0.42
0.4209
0.422
0.4262
0.427
0.429
0.4278
0.4252
0.4289
0.4292
0.4257
0.43
0.4251
0.424
0.4241
0.4235
0.424
0.424
0.432
0.431
0.431
0.44
0.4494
0.448
0.442
0.4389
0.45
0.4461
0.4499
0.45
0.449
0.4452
0.445
0.449
0.448
0.44
0.435
0.435
0.435
0.4392
0.4372
0.4346
0.4321

0.962%
0.214%
0.261%
0.995%
0.188%
0.468%
-0.280%
-0.608%
0.870%
0.070%
-0.815%
1.010%
-1.140%
-0.259%
0.024%
-0.141%
0.118%
0.000%
1.887%
-0.231%
0.000%
2.088%
2.136%
-0.312%
-1.339%
-0.701%
2.529%
-0.867%
0.852%
0.022%
-0.222%
-0.846%
-0.045%
0.899%
-0.223%
-1.786%
-1.136%
0.000%
0.000%
0.966%
-0.455%
-0.595%
-0.575%

0.185%
-0.185%
0.000%
0.000%
-0.556%
0.559%
-1.037%
1.048%
0.000%
-1.296%
-0.375%
2.222%
0.590%
0.000%
-1.648%
-0.372%
-0.187%
1.835%
0.552%
-1.244%
0.000%
0.000%
-0.185%
0.186%
0.370%
6.458%
0.693%
1.033%
0.511%
-1.695%
1.724%
-0.034%
-1.662%
-3.448%
-4.250%
2.163%
-1.752%
0.706%
2.214%
0.433%
3.846%
0.381%
-0.517%

0.437
0.4365
0.436
0.431
0.438
0.44
0.435
0.4332
0.4347
0.435
0.43
0.4481
0.4435
0.4511
0.45
0.4475
0.448
0.4452
0.448
0.446
0.445
0.446
0.447
0.4435
0.4449
0.44
0.44
0.44
0.4443
0.4421
0.436
0.43
0.4305
0.4344
0.44
0.4398
0.4312
0.4375
0.439
0.445
0.449
0.455
0.478

1.134%
-0.114%
-0.115%
-1.147%
1.624%
0.457%
-1.136%
-0.414%
0.346%
0.069%
-1.149%
4.209%
-1.027%
1.714%
-0.244%
-0.556%
0.112%
-0.625%
0.629%
-0.446%
-0.224%
0.225%
0.224%
-0.783%
0.316%
-1.101%
0.000%
0.000%
0.977%
-0.495%
-1.380%
-1.376%
0.116%
0.906%
1.289%
-0.045%
-1.955%
1.461%
0.343%
1.367%
0.899%
1.336%
5.055%

cele BET C

-0.797%
1.293%
-0.138%
-0.864%
2.404%
0.374%
-0.339%
-1.020%
0.000%
0.000%
0.687%
0.000%
0.158%

0.475
0.4725
0.4778
0.4511
0.446
0.451
0.4461
0.45
0.4545
0.457
0.4585
0.459

-0.628%
-0.526%
1.122%
-5.588%
-1.131%
1.121%
-1.086%
0.874%
1.000%
0.550%
0.328%
0.109%
0.028%

ri-rmed BET
0.00000163
0.00001332
0.0180495049
0.1473842695
0.0179662855 <1
0.146726229 <1

act defensiva
act defensiva

0.214224%
0.854421%
-0.079089%
-0.386612%
-0.180681%
0.348137%
0.023650%
-0.308235%
0.974200%
-0.422363%
0.993737%
0.415027%
0.400260%
0.222921%
0.850106%
2.618357%
1.904175%
-0.812613%
2.573213%
1.443446%
-0.168655%
0.980038%
-1.153775%
0.003290%
1.379602%
0.962601%
-0.779876%
1.013557%
-0.489321%
-1.070709%
0.068032%
0.212001%
1.035433%
0.346907%
0.847910%
1.018139%
0.472186%
-1.064835%
0.378656%
1.326359%

ri-rmed bio
-0.957501%
-1.204819%
0.975610%
0.193237%
0.723240%
-0.430828%
-0.961538%
0.000000%
0.970874%
0.769231%
-0.286260%
-0.478469%
0.384615%
-1.819923%
0.000000%
0.975610%
0.676329%
0.767754%
0.095238%
-0.095147%
2.380952%
0.465116%
2.361111%
3.573044%
0.873362%
0.000000%
-1.948052%
0.441501%
-0.659341%
2.654867%
0.000000%
2.586207%
0.420168%
-0.627615%
-1.052632%
2.127660%
-0.416667%
-1.255230%
0.423729%
1.265823%

0.518832%
0.766154%
-0.489865%
-0.920275%
-1.555300%
0.488716%
-0.067742%
-2.665272%
0.163769%
0.731788%
0.252649%
0.434267%
-1.058705%
-0.553751%
0.724136%
-0.791496%
-0.158878%
0.846413%
0.917574%
0.167209%
0.362729%
1.028795%
0.208137%
-0.726596%
-0.669786%
-0.492346%
-0.008136%
-0.939438%
-0.860523%
0.070535%
0.102436%
0.839200%
0.150761%
-0.155887%
-0.994134%
-0.030107%
-0.340154%
1.216513%
-0.062246%
-0.059276%
1.053213%
-0.716280%
-0.736391%

-0.833333%
0.840336%
0.416667%
0.248963%
0.165563%
-1.198347%
0.376412%
0.000000%
0.000000%
0.000000%
0.000000%
-1.875000%
0.934183%
-1.556584%
-1.581197%
-0.564481%
0.436681%
0.434783%
-0.432900%
2.173913%
0.000000%
-1.702128%
-0.432900%
0.000000%
0.000000%
0.000000%
0.043478%
0.173837%
0.216920%
-0.303030%
0.043422%
-0.173611%
-0.434783%
0.655022%
-0.086768%
2.040816%
-1.063830%
-0.086022%
-0.129143%
-0.646552%
-0.130152%
0.043440%
-0.130265%

0.613683%
-1.138006%
-2.855288%
-1.925483%
-4.117798%
-1.797420%
-0.244892%
0.218310%
-1.424979%
-0.760972%
2.156330%
-0.832240%
-0.519058%
0.909498%
-0.606208%
0.231296%
-1.200027%
-0.542483%
-3.696603%
-0.936060%
1.119953%
1.544660%
-0.690169%
1.608566%
-0.407215%
-0.293638%
0.843378%
0.760277%
-0.914909%
0.225511%
-0.968722%
-0.480663%
-1.092282%
-1.181386%
0.312887%
1.158589%
1.483471%
2.994947%
0.767378%
-2.975859%
-0.267901%
-0.121657%
0.810638%

-2.130435%
0.399822%
-3.672566%
0.137804%
0.917431%
-0.454545%
3.059361%
4.120514%
2.127660%
0.041667%
0.000000%
0.458142%
1.368159%
-1.717791%
0.083229%
0.831601%
1.237113%
-0.610998%
0.000000%
0.000000%
-0.778689%
0.784800%
0.000000%
0.040984%
0.368701%
2.040816%
0.000000%
0.400000%
-0.398406%
0.000000%
0.000000%
0.200000%
0.998004%
-1.185771%
-0.720000%
0.725222%
0.000000%
-2.000000%
0.408163%
-0.406504%
-2.000000%
0.374844%
0.414938%

0.840558%
-0.124855%
-0.023656%
0.644296%
0.582309%
0.459356%
0.827110%
-0.046070%
-1.150457%
-2.583755%
-0.558084%
1.461707%
0.637209%
0.467413%
-0.273808%
0.880170%
1.340706%
-0.699875%
0.305212%
0.558246%
-0.948272%
-0.442809%
-0.300364%
-0.039814%
0.858387%
-0.132120%
0.429377%
1.181218%
1.006095%
0.351494%
-0.251222%
0.209313%
-0.668854%
-0.479060%
0.273764%
-0.153006%
-0.167342%
0.115428%
-0.024022%
-0.520446%
-0.372617%
0.622847%
1.650575%

0.041322%
1.197852%
1.428571%
-1.408451%
0.000000%
3.061224%
-1.584158%
1.810865%
1.581028%
-2.140078%
-0.397614%
-0.598802%
2.008032%
-1.574803%
0.000000%
-0.360000%
1.525492%
-1.542112%
1.204819%
-0.793651%
0.080000%
1.958433%
0.000000%
-0.039200%
2.431373%
-0.459418%
1.923077%
0.000000%
1.886792%
-1.481481%
0.751880%
0.000000%
0.746269%
-1.481481%
-0.375940%
0.000000%
0.000000%
1.132075%
1.305970%
3.130755%
-2.678571%
-0.183486%
-0.735294%

0.090244%
-0.379625%
0.750251%
-0.330435%
0.445864%
-0.221099%
0.062151%
-0.380905%
-0.948648%
-0.153727%
-1.868731%
0.411920%
-1.271324%
-0.244194%
-0.174183%
0.601108%
0.358490%
-0.840660%
0.681695%
0.661494%
-0.626265%
-0.035824%
0.227313%
-0.608513%
0.371673%
0.154896%
1.140503%
0.579959%
0.384183%
-0.297932%
-0.964711%
-0.169532%
0.032125%
0.123836%
-0.125615%
-0.293041%
-0.078246%
0.734353%
0.105388%
0.031571%
-0.183107%
0.338841%
-0.993057%

0.185185%
-0.184843%
0.000000%
0.000000%
-0.555556%
0.558659%
-1.037037%
1.047904%
0.000000%
-1.296296%
-0.375235%
2.222222%
0.589536%
0.000000%
-1.648352%
-0.372439%
-0.186916%
1.835206%
0.551673%
-1.243599%
0.000000%
0.000000%
-0.185185%
0.185529%
0.370370%
6.457565%
0.693241%
1.032702%
0.511073%
-1.694915%
1.724138%
-0.033898%
-1.661580%
-3.448276%
-4.250000%
2.163372%
-1.752464%
0.706057%
2.214022%
0.433213%
3.846154%
0.380755%
-0.517241%

-0.787249%
0.221031%
-0.557309%
-0.588621%
-0.040057%
-0.411928%
0.220644%
0.354711%
0.142731%
-0.049135%
-0.226356%
0.158256%

-0.797227%
1.292802%
-0.137979%
-0.863558%
2.404181%
0.374277%
-0.338983%
-1.020408%
0.000000%
0.000000%
0.687285%
0.000000%

(ri bet- rmed bet)*(ri bio rmed bio)


-0.002051%
-0.010294%
-0.000772%
-0.000747%
-0.001307%
-0.001500%
-0.000227%
0.000000%
0.009458%
-0.003249%
-0.002845%
-0.001986%
0.001539%
-0.004057%
0.000000%
0.025545%
0.012878%
-0.006239%
0.002451%
-0.001373%
-0.004016%
0.004558%
-0.027242%
0.000118%
0.012049%
0.000000%
0.015192%
0.004475%
0.003226%
-0.028426%
0.000000%
0.005483%
0.004351%
-0.002177%
-0.008925%
0.021663%
-0.001967%
0.013366%
0.001604%
0.016789%

ri-rmed BET
0.214224%
0.854421%
-0.079089%
-0.386612%
-0.180681%
0.348137%
0.023650%
-0.308235%
0.974200%
-0.422363%
0.993737%
0.415027%
0.400260%
0.222921%
0.850106%
2.618357%
1.904175%
-0.812613%
2.573213%
1.443446%
-0.168655%
0.980038%
-1.153775%
0.003290%
1.379602%
0.962601%
-0.779876%
1.013557%
-0.489321%
-1.070709%
0.068032%
0.212001%
1.035433%
0.346907%
0.847910%
1.018139%
0.472186%
-1.064835%
0.378656%
1.326359%

ri-rmed snp
0.678971%
-1.783296%
2.045507%
-0.563063%
0.543601%
2.072539%
3.067755%
0.642398%
0.000000%
-1.063830%
-0.645161%
-2.207792%
0.044267%
1.769912%
-1.304348%
1.321586%
-0.326087%
-1.417666%
-1.106195%
-1.722595%
2.139768%
-0.601738%
0.000000%
-0.672646%
-0.677201%
-0.454545%
-0.502283%
-1.720973%
1.611020%
-1.424632%
0.023310%
0.209741%
0.930233%
3.018433%
-0.917021%
2.054176%
-0.906879%
-0.937500%
0.608382%
0.335946%

-0.004324%
0.006438%
-0.002041%
-0.002291%
-0.002575%
-0.005857%
-0.000255%
0.000000%
0.000000%
0.000000%
0.000000%
-0.008143%
-0.009890%
0.008620%
-0.011450%
0.004468%
-0.000694%
0.003680%
-0.003972%
0.003635%
0.000000%
-0.017511%
-0.000901%
0.000000%
0.000000%
0.000000%
-0.000004%
-0.001633%
-0.001867%
-0.000214%
0.000044%
-0.001457%
-0.000655%
-0.001021%
0.000863%
-0.000614%
0.003619%
-0.001046%
0.000080%
0.000383%
-0.001371%
-0.000311%
0.000959%

0.518832%
0.766154%
-0.489865%
-0.920275%
-1.555300%
0.488716%
-0.067742%
-2.665272%
0.163769%
0.731788%
0.252649%
0.434267%
-1.058705%
-0.553751%
0.724136%
-0.791496%
-0.158878%
0.846413%
0.917574%
0.167209%
0.362729%
1.028795%
0.208137%
-0.726596%
-0.669786%
-0.492346%
-0.008136%
-0.939438%
-0.860523%
0.070535%
0.102436%
0.839200%
0.150761%
-0.155887%
-0.994134%
-0.030107%
-0.340154%
1.216513%
-0.062246%
-0.059276%
1.053213%
-0.716280%
-0.736391%

-1.339286%
0.294118%
1.556508%
-0.044425%
0.222222%
0.221729%
-0.265487%
1.574978%
-0.196549%
2.844639%
0.106383%
-1.806589%
0.865801%
0.965665%
-1.806589%
-1.623377%
1.210121%
1.521739%
-1.070664%
-0.865801%
-1.615721%
0.310697%
2.876106%
0.430108%
-0.107066%
-0.986066%
-1.060836%
0.765864%
0.977199%
-0.064516%
0.064558%
-1.397849%
0.545256%
-1.301518%
0.000000%
-0.879121%
-2.394678%
2.226261%
-0.444444%
0.446429%
3.311111%
-0.408690%
-0.647948%

-0.013074%
-0.004550%
0.104862%
-0.002653%
-0.037778%
0.008170%
-0.007492%
0.008996%
-0.030319%
-0.000317%
0.000000%
-0.003813%
-0.007102%
-0.015623%
-0.000505%
0.001923%
-0.014846%
0.003315%
0.000000%
0.000000%
-0.008721%
0.012122%
0.000000%
0.000659%
-0.001501%
-0.005993%
0.000000%
0.003041%
0.003645%
0.000000%
0.000000%
-0.000961%
-0.010901%
0.014009%
-0.002253%
0.008402%
0.000000%
-0.059899%
0.003132%
0.012097%
0.005358%
-0.000456%
0.003364%

0.613683%
-1.138006%
-2.855288%
-1.925483%
-4.117798%
-1.797420%
-0.244892%
0.218310%
-1.424979%
-0.760972%
2.156330%
-0.832240%
-0.519058%
0.909498%
-0.606208%
0.231296%
-1.200027%
-0.542483%
-3.696603%
-0.936060%
1.119953%
1.544660%
-0.690169%
1.608566%
-0.407215%
-0.293638%
0.843378%
0.760277%
-0.914909%
0.225511%
-0.968722%
-0.480663%
-1.092282%
-1.181386%
0.312887%
1.158589%
1.483471%
2.994947%
0.767378%
-2.975859%
-0.267901%
-0.121657%
0.810638%

-0.434783%
-1.506550%
0.421193%
0.000000%
-4.503311%
2.681461%
-3.196758%
-3.488372%
-1.084337%
-0.170524%
0.048804%
2.341463%
0.786463%
0.733034%
0.938967%
-0.465116%
-1.425234%
-0.639962%
-1.240458%
1.449275%
0.952381%
-0.943396%
-0.761905%
0.623800%
2.527420%
-0.023256%
0.023261%
-1.279070%
-0.164900%
0.047192%
0.707547%
0.655738%
-0.767799%
-1.055100%
-1.066351%
-1.724551%
2.022910%
0.621118%
-0.047483%
-1.306413%
-0.120337%
0.144578%
0.096246%

0.000347%
-0.001496%
-0.000338%
-0.009075%
0.000000%
0.014062%
-0.013103%
-0.000834%
-0.018189%
0.055294%
0.002219%
-0.008753%
0.012795%
-0.007361%
0.000000%
-0.003169%
0.020452%
0.010793%
0.003677%
-0.004431%
-0.000759%
-0.008672%
0.000000%
0.000016%
0.020871%
0.000607%
0.008257%
0.000000%
0.018983%
-0.005207%
-0.001889%
0.000000%
-0.004991%
0.007097%
-0.001029%
0.000000%
0.000000%
0.001307%
-0.000314%
-0.016294%
0.009981%
-0.001143%
-0.012137%

0.840558%
-0.124855%
-0.023656%
0.644296%
0.582309%
0.459356%
0.827110%
-0.046070%
-1.150457%
-2.583755%
-0.558084%
1.461707%
0.637209%
0.467413%
-0.273808%
0.880170%
1.340706%
-0.699875%
0.305212%
0.558246%
-0.948272%
-0.442809%
-0.300364%
-0.039814%
0.858387%
-0.132120%
0.429377%
1.181218%
1.006095%
0.351494%
-0.251222%
0.209313%
-0.668854%
-0.479060%
0.273764%
-0.153006%
-0.167342%
0.115428%
-0.024022%
-0.520446%
-0.372617%
0.622847%
1.650575%

0.961538%
0.214286%
0.261345%
0.995261%
0.187705%
0.468384%
-0.279720%
-0.607761%
0.870179%
0.069946%
-0.815471%
1.010101%
-1.139535%
-0.258763%
0.023585%
-0.141476%
0.118064%
0.000000%
1.886792%
-0.231481%
0.000000%
2.088167%
2.136364%
-0.311526%
-1.339286%
-0.701357%
2.529050%
-0.866667%
0.851827%
0.022227%
-0.222222%
-0.846325%
-0.044924%
0.898876%
-0.222717%
-1.785714%
-1.136364%
0.000000%
0.000000%
0.965517%
-0.455373%
-0.594694%
-0.575242%

0.000167%
0.000702%
0.000000%
0.000000%
-0.002477%
-0.001235%
-0.000645%
-0.003992%
0.000000%
0.001993%
0.007012%
0.009154%
-0.007495%
0.000000%
0.002871%
-0.002239%
-0.000670%
-0.015428%
0.003761%
-0.008226%
0.000000%
0.000000%
-0.000421%
-0.001129%
0.001377%
0.010003%
0.007906%
0.005989%
0.001963%
0.005050%
-0.016633%
0.000057%
-0.000534%
-0.004270%
0.005339%
-0.006340%
0.001371%
0.005185%
0.002333%
0.000137%
-0.007043%
0.001290%
0.005137%

0.090244%
-0.379625%
0.750251%
-0.330435%
0.445864%
-0.221099%
0.062151%
-0.380905%
-0.948648%
-0.153727%
-1.868731%
0.411920%
-1.271324%
-0.244194%
-0.174183%
0.601108%
0.358490%
-0.840660%
0.681695%
0.661494%
-0.626265%
-0.035824%
0.227313%
-0.608513%
0.371673%
0.154896%
1.140503%
0.579959%
0.384183%
-0.297932%
-0.964711%
-0.169532%
0.032125%
0.123836%
-0.125615%
-0.293041%
-0.078246%
0.734353%
0.105388%
0.031571%
-0.183107%
0.338841%
-0.993057%

1.133997%
-0.114416%
-0.114548%
-1.146789%
1.624130%
0.456621%
-1.136364%
-0.413793%
0.346260%
0.069013%
-1.149425%
4.209302%
-1.026557%
1.713641%
-0.243848%
-0.555556%
0.111732%
-0.625000%
0.628931%
-0.446429%
-0.224215%
0.224719%
0.224215%
-0.782998%
0.315671%
-1.101371%
0.000000%
0.000000%
0.977273%
-0.495161%
-1.379778%
-1.376147%
0.116279%
0.905923%
1.289134%
-0.045455%
-1.955434%
1.461039%
0.342857%
1.366743%
0.898876%
1.336303%
5.054945%

0.006276%
0.002857%
0.000769%
0.005083%
-0.000963%
-0.001542%
-0.000748%
-0.003619%
0.000000%
0.000000%
-0.001556%
0.000000%
0.0003653338

-0.787249%
0.221031%
-0.557309%
-0.588621%
-0.040057%
-0.411928%
0.220644%
0.354711%
0.142731%
-0.049135%
-0.226356%
0.158256%

-0.627615%
-0.526316%
1.121693%
-5.588112%
-1.130570%
1.121076%
-1.086475%
0.874243%
1.000000%
0.550055%
0.328228%
0.109051%

beta i bio

0.0179662855

beta i snp

(ri bet- rmed bet)*(ri bio - rmed bio)


0.001455%
-0.015237%
-0.001618%
0.002177%
-0.000982%
0.007215%
0.000726%
-0.001980%
0.000000%
0.004493%
-0.006411%
-0.009163%
0.000177%
0.003946%
-0.011088%
0.034604%
-0.006209%
0.011520%
-0.028465%
-0.024865%
-0.003609%
-0.005897%
0.000000%
-0.000022%
-0.009343%
-0.004375%
0.003917%
-0.017443%
-0.007883%
0.015254%
0.000016%
0.000445%
0.009632%
0.010471%
-0.007776%
0.020914%
-0.004282%
0.009983%
0.002304%
0.004456%

-0.006949%
0.002253%
-0.007625%
0.000409%
-0.003456%
0.001084%
0.000180%
-0.041977%
-0.000322%
0.020817%
0.000269%
-0.007845%
-0.009166%
-0.005347%
-0.013082%
0.012849%
-0.001923%
0.012880%
-0.009824%
-0.001448%
-0.005861%
0.003196%
0.005986%
-0.003125%
0.000717%
0.004855%
0.000086%
-0.007195%
-0.008409%
-0.000046%
0.000066%
-0.011731%
0.000822%
0.002029%
0.000000%
0.000265%
0.008146%
0.027083%
0.000277%
-0.000265%
0.034873%
0.002927%
0.004771%

-0.002668%
0.017145%
-0.012026%
0.000000%
0.185437%
-0.048197%
0.007829%
-0.007615%
0.015452%
0.001298%
0.001052%
-0.019487%
-0.004082%
0.006667%
-0.005692%
-0.001076%
0.017103%
0.003472%
0.045855%
-0.013566%
0.010666%
-0.014572%
0.005258%
0.010034%
-0.010292%
0.000068%
0.000196%
-0.009724%
0.001509%
0.000106%
-0.006854%
-0.003152%
0.008387%
0.012465%
-0.003336%
-0.019980%
0.030009%
0.018602%
-0.000364%
0.038877%
0.000322%
-0.000176%
0.000780%

0.008082%
-0.000268%
-0.000062%
0.006412%
0.001093%
0.002152%
-0.002314%
0.000280%
-0.010011%
-0.001807%
0.004551%
0.014765%
-0.007261%
-0.001209%
-0.000065%
-0.001245%
0.001583%
0.000000%
0.005759%
-0.001292%
0.000000%
-0.009247%
-0.006417%
0.000124%
-0.011496%
0.000927%
0.010859%
-0.010237%
0.008570%
0.000078%
0.000558%
-0.001771%
0.000300%
-0.004306%
-0.000610%
0.002732%
0.001902%
0.000000%
0.000000%
-0.005025%
0.001697%
-0.003704%
-0.009495%

0.001023%
0.000434%
-0.000859%
0.003789%
0.007241%
-0.001010%
-0.000706%
0.001576%
-0.003285%
-0.000106%
0.021480%
0.017339%
0.013051%
-0.004185%
0.000425%
-0.003339%
0.000401%
0.005254%
0.004287%
-0.002953%
0.001404%
-0.000081%
0.000510%
0.004765%
0.001173%
-0.001706%
0.000000%
0.000000%
0.003755%
0.001475%
0.013311%
0.002333%
0.000037%
0.001122%
-0.001619%
0.000133%
0.001530%
0.010729%
0.000361%
0.000431%
-0.001646%
0.004528%
-0.050198%

0.004941%
-0.001163%
-0.006251%
0.032893%
0.000453%
-0.004618%
-0.002397%
0.003101%
0.001427%
-0.000270%
-0.000743%
0.000173%
0.0029835913
0.146726229

Data
03.01.2014
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014

Pret BIO
0.2095
0.2075
0.205
0.207
0.2074
0.2089
0.208
0.206
0.206
0.208
0.2096
0.209
0.208
0.2088
0.205
0.205
0.207
0.2084
0.21
0.2102
0.21
0.215
0.216
0.2211
0.229
0.231
0.231
0.2265
0.2275
0.226
0.232
0.232
0.238
0.239
0.2375
0.235
0.24
0.239
0.236
0.237
0.24

Ri

(R-Ri med)^2

Premiul de risc

-0.955%
-1.205%
0.976%
0.193%
0.723%
-0.431%
-0.962%
0.000%
0.971%
0.769%
-0.286%
-0.478%
0.385%
-1.820%
0.000%
0.976%
0.676%
0.768%
0.095%
-0.095%
2.381%
0.465%
2.361%
3.573%
0.873%
0.000%
-1.948%
0.442%
-0.659%
2.655%
0.000%
2.586%
0.420%
-0.628%
-1.053%
2.128%
-0.417%
-1.255%
0.424%
1.266%

0.000124
0.000186
0.000067
0.000000
0.000032
0.000035
0.000125
0.000003
0.000066
0.000037
0.000020
0.000041
0.000005
0.000391
0.000003
0.000067
0.000027
0.000037
0.000000
0.000006
0.000494
0.000009
0.000485
0.001166
0.000051
0.000003
0.000444
0.000008
0.000067
0.000623
0.000003
0.000589
0.000007
0.000062
0.000147
0.000388
0.000033
0.000200
0.000007
0.000123

-1.455%
-1.684%
0.496%
-0.286%
0.244%
-0.910%
-1.441%
-0.479%
0.492%
0.290%
-0.765%
-0.958%
-0.095%
-2.299%
-0.479%
0.496%
0.197%
0.289%
-0.384%
-0.574%
1.902%
0.007%
1.903%
3.115%
0.415%
-0.458%
-2.406%
-0.017%
-1.118%
2.197%
-0.458%
2.128%
-0.038%
-1.086%
-1.511%
1.669%
-0.875%
-1.714%
-0.035%
0.807%

01.03.2014
04.03.2014
05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014

0.238
0.24
0.241
0.2416
0.242
0.2391
0.24
0.24
0.24
0.24
0.24
0.2355
0.2377
0.234
0.2303
0.229
0.23
0.231
0.23
0.235
0.235
0.231
0.23
0.23
0.23
0.23
0.2301
0.2305
0.231
0.2303
0.2304
0.23
0.229
0.2305
0.2303
0.235
0.2325
0.2323
0.232
0.2305
0.2302
0.2303
0.23

-0.833%
0.840%
0.417%
0.249%
0.166%
-1.198%
0.376%
0.000%
0.000%
0.000%
0.000%
-1.875%
0.934%
-1.557%
-1.581%
-0.564%
0.437%
0.435%
-0.433%
2.174%
0.000%
-1.702%
-0.433%
0.000%
0.000%
0.000%
0.043%
0.174%
0.217%
-0.303%
0.043%
-0.174%
-0.435%
0.655%
-0.087%
2.041%
-1.064%
-0.086%
-0.129%
-0.647%
-0.130%
0.043%
-0.130%

0.000098
0.000046
0.000007
0.000001
0.000000
0.000184
0.000005
0.000003
0.000003
0.000003
0.000003
0.000413
0.000060
0.000294
0.000303
0.000052
0.000008
0.000008
0.000035
0.000406
0.000003
0.000346
0.000035
0.000003
0.000003
0.000003
0.000001
0.000000
0.000000
0.000021
0.000001
0.000011
0.000035
0.000025
0.000006
0.000354
0.000149
0.000006
0.000008
0.000065
0.000008
0.000001
0.000008

-1.292%
0.382%
-0.042%
-0.209%
-0.293%
-1.657%
-0.082%
-0.458%
-0.458%
-0.458%
-0.458%
-2.333%
0.476%
-2.015%
-2.040%
-1.023%
-0.022%
-0.024%
-0.891%
1.716%
-0.458%
-2.140%
-0.870%
-0.438%
-0.438%
-0.438%
-0.394%
-0.264%
-0.221%
-0.741%
-0.394%
-0.611%
-0.872%
0.218%
-0.524%
1.603%
-1.501%
-0.524%
-0.567%
-1.084%
-0.568%
-0.394%
-0.568%

03.05.2014
07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014

0.2251
0.226
0.2177
0.218
0.22
0.219
0.2257
0.235
0.24
0.2401
0.2401
0.2412
0.2445
0.2403
0.2405
0.2425
0.2455
0.244
0.244
0.244
0.2421
0.244
0.244
0.2441
0.245
0.25
0.25
0.251
0.25
0.25
0.25
0.2505
0.253
0.25
0.2482
0.25
0.25
0.245
0.246
0.245
0.2401
0.241
0.242

-2.130%
0.400%
-3.673%
0.138%
0.917%
-0.455%
3.059%
4.121%
2.128%
0.042%
0.000%
0.458%
1.368%
-1.718%
0.083%
0.832%
1.237%
-0.611%
0.000%
0.000%
-0.779%
0.785%
0.000%
0.041%
0.369%
2.041%
0.000%
0.400%
-0.398%
0.000%
0.000%
0.200%
0.998%
-1.186%
-0.720%
0.725%
0.000%
-2.000%
0.408%
-0.407%
-2.000%
0.375%
0.415%

0.000524
0.000006
0.001468
0.000000
0.000058
0.000038
0.000842
0.001570
0.000388
0.000001
0.000003
0.000009
0.000146
0.000352
0.000001
0.000045
0.000116
0.000059
0.000003
0.000003
0.000088
0.000039
0.000003
0.000001
0.000004
0.000354
0.000003
0.000006
0.000031
0.000003
0.000003
0.000000
0.000070
0.000181
0.000077
0.000032
0.000003
0.000466
0.000006
0.000032
0.000466
0.000005
0.000007

-2.568%
-0.038%
-4.110%
-0.300%
0.480%
-0.892%
2.622%
3.683%
1.690%
-0.396%
-0.438%
0.021%
0.931%
-2.155%
-0.354%
0.394%
0.800%
-1.048%
-0.438%
-0.438%
-1.216%
0.347%
-0.438%
-0.397%
-0.069%
1.603%
-0.438%
-0.037%
-0.836%
-0.438%
-0.438%
-0.238%
0.561%
-1.623%
-1.158%
0.288%
-0.438%
-2.438%
-0.029%
-0.844%
-2.438%
-0.063%
-0.023%

05.07.2014
08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014

0.2421
0.245
0.2485
0.245
0.245
0.2525
0.2485
0.253
0.257
0.2515
0.2505
0.249
0.254
0.25
0.25
0.2491
0.2529
0.249
0.252
0.25
0.2502
0.2551
0.2551
0.255
0.2612
0.26
0.265
0.265
0.27
0.266
0.268
0.268
0.27
0.266
0.265
0.265
0.265
0.268
0.2715
0.28
0.2725
0.272
0.27

0.041%
1.198%
1.429%
-1.408%
0.000%
3.061%
-1.584%
1.811%
1.581%
-2.140%
-0.398%
-0.599%
2.008%
-1.575%
0.000%
-0.360%
1.525%
-1.542%
1.205%
-0.794%
0.080%
1.958%
0.000%
-0.039%
2.431%
-0.459%
1.923%
0.000%
1.887%
-1.481%
0.752%
0.000%
0.746%
-1.481%
-0.376%
0.000%
0.000%
1.132%
1.306%
3.131%
-2.679%
-0.183%
-0.735%

0.000001
0.000108
0.000161
0.000246
0.000003
0.000843
0.000304
0.000273
0.000202
0.000528
0.000031
0.000057
0.000342
0.000300
0.000003
0.000027
0.000187
0.000289
0.000109
0.000091
0.000001
0.000324
0.000003
0.000004
0.000517
0.000038
0.000311
0.000003
0.000299
0.000269
0.000035
0.000003
0.000035
0.000269
0.000029
0.000003
0.000003
0.000095
0.000132
0.000883
0.000805
0.000012
0.000080

-0.396%
0.760%
0.991%
-1.846%
-0.438%
2.624%
-2.022%
1.373%
1.144%
-2.578%
-0.835%
-1.036%
1.571%
-2.012%
-0.438%
-0.798%
1.088%
-1.980%
0.767%
-1.231%
-0.358%
1.521%
-0.438%
-0.477%
1.994%
-0.897%
1.486%
-0.438%
1.449%
-1.919%
0.314%
-0.438%
0.309%
-1.919%
-0.813%
-0.438%
-0.438%
0.695%
0.868%
2.693%
-3.116%
-0.621%
-1.173%

10.09.2014
11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014

0.2705
0.27
0.27
0.27
0.2685
0.27
0.2672
0.27
0.27
0.2665
0.2655
0.2714
0.273
0.273
0.2685
0.2675
0.267
0.2719
0.2734
0.27
0.27
0.27
0.2695
0.27
0.271
0.2885
0.2905
0.2935
0.295
0.29
0.295
0.2949
0.29
0.28
0.2681
0.2739
0.2691
0.271
0.277
0.2782
0.2889
0.29
0.2885

0.185%
-0.185%
0.000%
0.000%
-0.556%
0.559%
-1.037%
1.048%
0.000%
-1.296%
-0.375%
2.222%
0.590%
0.000%
-1.648%
-0.372%
-0.187%
1.835%
0.552%
-1.244%
0.000%
0.000%
-0.185%
0.186%
0.370%
6.458%
0.693%
1.033%
0.511%
-1.695%
1.724%
-0.034%
-1.662%
-3.448%
-4.250%
2.163%
-1.752%
0.706%
2.214%
0.433%
3.846%
0.381%
-0.517%

0.000000
0.000012
0.000003
0.000003
0.000051
0.000016
0.000143
0.000079
0.000003
0.000212
0.000028
0.000426
0.000019
0.000003
0.000326
0.000028
0.000012
0.000281
0.000015
0.000197
0.000003
0.000003
0.000012
0.000000
0.000004
0.003968
0.000029
0.000076
0.000012
0.000344
0.000245
0.000004
0.000331
0.001301
0.001943
0.000402
0.000365
0.000030
0.000423
0.000008
0.001360
0.000005
0.000046

-0.252%
-0.622%
-0.438%
-0.438%
-0.993%
0.121%
-1.475%
0.610%
-0.438%
-1.734%
-0.813%
1.785%
0.152%
-0.438%
-2.086%
-0.810%
-0.624%
1.398%
0.114%
-1.681%
-0.438%
-0.438%
-0.623%
-0.252%
-0.067%
6.020%
0.256%
0.595%
0.074%
-2.132%
1.287%
-0.471%
-2.099%
-3.886%
-4.688%
1.726%
-2.190%
0.269%
1.777%
-0.004%
3.409%
-0.057%
-0.955%

11.11.2014
12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

0.2862
0.2899
0.2895
0.287
0.2939
0.295
0.294
0.291
0.291
0.291
0.293
0.293

-0.797%
1.293%
-0.138%
-0.864%
2.404%
0.374%
-0.339%
-1.020%
0.000%
0.000%
0.687%
0.000%

Average (Ri med)


Riscul

0.158%

0.000091
0.000129
0.000009
0.000104
0.000504
0.000005
0.000025
0.000139
0.000003
0.000003
0.000028
0.000003
0.038773
0.000172
1.3127%

-1.235%
0.855%
-0.575%
-1.301%
1.967%
-0.063%
-0.776%
-1.458%
-0.438%
-0.438%
0.250%
-0.438%

Data
03.01.2014
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014

Pret SNP
0.44
0.443
0.4351
0.444
0.4415
0.4439
0.4531
0.467
0.47
0.47
0.465
0.462
0.4518
0.452
0.46
0.454
0.46
0.4585
0.452
0.447
0.4393
0.4487
0.446
0.446
0.443
0.44
0.438
0.4358
0.4283
0.4352
0.429
0.4291
0.43
0.434
0.4471
0.443
0.4521
0.448
0.4438
0.4465
0.448

Ri

(Ri - Ri med)^2

0.682%
-1.783%
2.046%
-0.563%
0.544%
2.073%
3.068%
0.642%
0.000%
-1.064%
-0.645%
-2.208%
0.044%
1.770%
-1.304%
1.322%
-0.326%
-1.418%
-1.106%
-1.723%
2.140%
-0.602%
0.000%
-0.673%
-0.677%
-0.455%
-0.502%
-1.721%
1.611%
-1.425%
0.023%
0.210%
0.930%
3.018%
-0.917%
2.054%
-0.907%
-0.938%
0.608%
0.336%

0.000043
0.000328
0.000407
0.000035
0.000027
0.000418
0.000924
0.000038
0.000000
0.000119
0.000045
0.000500
0.000000
0.000304
0.000177
0.000167
0.000013
0.000209
0.000129
0.000306
0.000446
0.000040
0.000000
0.000049
0.000050
0.000023
0.000028
0.000306
0.000251
0.000211
0.000000
0.000003
0.000081
0.000895
0.000089
0.000411
0.000087
0.000093
0.000034
0.000010

01.03.2014
04.03.2014
05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014

0.442
0.4433
0.4502
0.45
0.451
0.452
0.4508
0.4579
0.457
0.47
0.4705
0.462
0.466
0.4705
0.462
0.4545
0.46
0.467
0.462
0.458
0.4506
0.452
0.465
0.467
0.4665
0.4619
0.457
0.4605
0.465
0.4647
0.465
0.4585
0.461
0.455
0.455
0.451
0.4402
0.45
0.448
0.45
0.4649
0.463
0.46

-1.339%
0.294%
1.557%
-0.044%
0.222%
0.222%
-0.265%
1.575%
-0.197%
2.845%
0.106%
-1.807%
0.866%
0.966%
-1.807%
-1.623%
1.210%
1.522%
-1.071%
-0.866%
-1.616%
0.311%
2.876%
0.430%
-0.107%
-0.986%
-1.061%
0.766%
0.977%
-0.065%
0.065%
-1.398%
0.545%
-1.302%
0.000%
-0.879%
-2.395%
2.226%
-0.444%
0.446%
3.311%
-0.409%
-0.648%

0.000187
0.000007
0.000234
0.000001
0.000004
0.000004
0.000009
0.000239
0.000005
0.000794
0.000001
0.000336
0.000070
0.000088
0.000336
0.000273
0.000140
0.000223
0.000121
0.000080
0.000270
0.000008
0.000811
0.000016
0.000002
0.000103
0.000118
0.000055
0.000090
0.000001
0.000000
0.000203
0.000027
0.000177
0.000000
0.000082
0.000587
0.000483
0.000022
0.000018
0.001078
0.000019
0.000046

03.05.2014
07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014

0.458
0.4511
0.453
0.453
0.4326
0.4442
0.43
0.415
0.4105
0.4098
0.41
0.4196
0.4229
0.426
0.43
0.428
0.4219
0.4192
0.414
0.42
0.424
0.42
0.4168
0.4194
0.43
0.4299
0.43
0.4245
0.4238
0.424
0.427
0.4298
0.4265
0.422
0.4175
0.4103
0.4186
0.4212
0.421
0.4155
0.415
0.4156
0.416

-0.435%
-1.507%
0.421%
0.000%
-4.503%
2.681%
-3.197%
-3.488%
-1.084%
-0.171%
0.049%
2.341%
0.786%
0.733%
0.939%
-0.465%
-1.425%
-0.640%
-1.240%
1.449%
0.952%
-0.943%
-0.762%
0.624%
2.527%
-0.023%
0.023%
-1.279%
-0.165%
0.047%
0.708%
0.656%
-0.768%
-1.055%
-1.066%
-1.725%
2.023%
0.621%
-0.047%
-1.306%
-0.120%
0.145%
0.096%

0.000021
0.000235
0.000015
0.000000
0.002053
0.000704
0.001040
0.001236
0.000124
0.000004
0.000000
0.000535
0.000058
0.000050
0.000083
0.000024
0.000211
0.000045
0.000161
0.000202
0.000086
0.000094
0.000062
0.000036
0.000625
0.000000
0.000000
0.000171
0.000004
0.000000
0.000046
0.000039
0.000063
0.000117
0.000120
0.000307
0.000398
0.000035
0.000001
0.000178
0.000002
0.000001
0.000000

05.07.2014
08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014

0.42
0.4209
0.422
0.4262
0.427
0.429
0.4278
0.4252
0.4289
0.4292
0.4257
0.43
0.4251
0.424
0.4241
0.4235
0.424
0.424
0.432
0.431
0.431
0.44
0.4494
0.448
0.442
0.4389
0.45
0.4461
0.4499
0.45
0.449
0.4452
0.445
0.449
0.448
0.44
0.435
0.435
0.435
0.4392
0.4372
0.4346
0.4321

0.962%
0.214%
0.261%
0.995%
0.188%
0.468%
-0.280%
-0.608%
0.870%
0.070%
-0.815%
1.010%
-1.140%
-0.259%
0.024%
-0.141%
0.118%
0.000%
1.887%
-0.231%
0.000%
2.088%
2.136%
-0.312%
-1.339%
-0.701%
2.529%
-0.867%
0.852%
0.022%
-0.222%
-0.846%
-0.045%
0.899%
-0.223%
-1.786%
-1.136%
0.000%
0.000%
0.966%
-0.455%
-0.595%
-0.575%

0.000087
0.000003
0.000005
0.000094
0.000003
0.000019
0.000009
0.000040
0.000071
0.000000
0.000071
0.000097
0.000136
0.000008
0.000000
0.000003
0.000001
0.000000
0.000346
0.000007
0.000000
0.000425
0.000445
0.000012
0.000187
0.000053
0.000626
0.000080
0.000068
0.000000
0.000006
0.000076
0.000001
0.000076
0.000006
0.000329
0.000135
0.000000
0.000000
0.000088
0.000023
0.000039
0.000036

10.09.2014
11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014

0.437
0.4365
0.436
0.431
0.438
0.44
0.435
0.4332
0.4347
0.435
0.43
0.4481
0.4435
0.4511
0.45
0.4475
0.448
0.4452
0.448
0.446
0.445
0.446
0.447
0.4435
0.4449
0.44
0.44
0.44
0.4443
0.4421
0.436
0.43
0.4305
0.4344
0.44
0.4398
0.4312
0.4375
0.439
0.445
0.449
0.455
0.478

1.134%
-0.114%
-0.115%
-1.147%
1.624%
0.457%
-1.136%
-0.414%
0.346%
0.069%
-1.149%
4.209%
-1.027%
1.714%
-0.244%
-0.556%
0.112%
-0.625%
0.629%
-0.446%
-0.224%
0.225%
0.224%
-0.783%
0.316%
-1.101%
0.000%
0.000%
0.977%
-0.495%
-1.380%
-1.376%
0.116%
0.906%
1.289%
-0.045%
-1.955%
1.461%
0.343%
1.367%
0.899%
1.336%
5.055%

0.000122
0.000002
0.000002
0.000138
0.000255
0.000018
0.000135
0.000019
0.000010
0.000000
0.000139
0.001749
0.000111
0.000284
0.000007
0.000034
0.000001
0.000043
0.000036
0.000022
0.000006
0.000004
0.000004
0.000066
0.000008
0.000127
0.000000
0.000000
0.000090
0.000027
0.000198
0.000197
0.000001
0.000077
0.000159
0.000001
0.000393
0.000205
0.000010
0.000179
0.000076
0.000171
0.002527

11.11.2014
12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

0.475
0.4725
0.4778
0.4511
0.446
0.451
0.4461
0.45
0.4545
0.457
0.4585
0.459

Average (Ri med)


Riscul

-0.628%
-0.526%
1.122%
-5.588%
-1.131%
1.121%
-1.086%
0.874%
1.000%
0.550%
0.328%
0.109%
0.028%

0.000043
0.000031
0.000120
0.003154
0.000134
0.000120
0.000124
0.000072
0.000095
0.000027
0.000009
0.000001
0.039146
0.000174
1.3190%

Premiul de risc

Rentabilitate
Risc ()
Nr actiuni
Pondere (w)

12
covarianta
coef de corelatie
2

12
2

p =w1 1 +w 2 2 +2w 1 w 2 12 =w 1 1 +w 2 2 +2
risc total al portofoliului
0.0092%
0.957%

0.0173%

0.0000916
0.0095688

1.32%
Risc

-549.318%
-576.783%
-597.954%
-0.563%
0.544%
2.073%
3.068%
0.642%
0.000%
-1.064%
-0.645%
-2.208%
0.044%
1.770%
-1.304%
1.322%
-0.326%
-1.418%
-1.106%
-1.723%
2.140%
-0.602%
0.000%
-0.673%
-0.677%
-0.455%
-0.502%
-1.721%
1.611%
-1.425%
0.023%
0.210%
0.930%
3.018%
-0.917%
2.054%
-0.907%
-0.938%
0.608%
0.336%

Corelaia rentabilitate-risc

1.32%
1.32%
1.31%
1.31%
1.31%

1.31%
0.020% 0.040% 0.060% 0.080%
0.100% 0.120% 0
Rentabilitate

-1.339%
0.294%
1.557%
-0.044%
0.222%
0.222%
-0.265%
1.575%
-0.197%
2.845%
0.106%
-1.807%
0.866%
0.966%
-1.807%
-1.623%
1.210%
1.522%
-1.071%
-0.866%
-1.616%
0.311%
2.876%
0.430%
-0.107%
-0.986%
-1.061%
0.766%
0.977%
-0.065%
0.065%
-1.398%
0.545%
-1.302%
0.000%
-0.879%
-2.395%
2.226%
-0.444%
0.446%
3.311%
-0.409%
-0.648%

-0.435%
-1.507%
0.421%
0.000%
-4.503%
2.681%
-3.197%
-3.488%
-1.084%
-0.171%
0.049%
2.341%
0.786%
0.733%
0.939%
-0.465%
-1.425%
-0.640%
-1.240%
1.449%
0.952%
-0.943%
-0.762%
0.624%
2.527%
-0.023%
0.023%
-1.279%
-0.165%
0.047%
0.708%
0.656%
-0.768%
-1.055%
-1.066%
-1.725%
2.023%
0.621%
-0.047%
-1.306%
-0.120%
0.145%
0.096%

0.962%
0.214%
0.261%
0.995%
0.188%
0.468%
-0.280%
-0.608%
0.870%
0.070%
-0.815%
1.010%
-1.140%
-0.259%
0.024%
-0.141%
0.118%
0.000%
1.887%
-0.231%
0.000%
2.088%
2.136%
-0.312%
-1.339%
-0.701%
2.529%
-0.867%
0.852%
0.022%
-0.222%
-0.846%
-0.045%
0.899%
-0.223%
-1.786%
-1.136%
0.000%
0.000%
0.966%
-0.455%
-0.595%
-0.575%

1.134%
-0.114%
-0.115%
-1.147%
1.624%
0.457%
-1.136%
-0.414%
0.346%
0.069%
-1.149%
4.209%
-1.027%
1.714%
-0.244%
-0.556%
0.112%
-0.625%
0.629%
-0.446%
-0.224%
0.225%
0.224%
-0.783%
0.316%
-1.101%
0.000%
0.000%
0.977%
-0.495%
-1.380%
-1.376%
0.116%
0.906%
1.289%
-0.045%
-1.955%
1.461%
0.343%
1.367%
0.899%
1.336%
5.055%

-0.628%
-0.526%
1.122%
-5.588%
-1.131%
1.121%
-1.086%
0.874%
1.000%
0.550%
0.328%
0.109%

r p =w1 r 1 +w2 r 2
BIO
0.158%
1.31%
350
35%

SNP
0.028%
1.319%
650
65%

Portofoliu
0.073%
0.957%
1000
100%

-0.000006715
-0.0387810094
2 2
2 2
1 w 2 12 =w 1 1 +w 2 2 +2w 1 w 2

risc sistemic
0.0095%

12 1 2

risc aleatoriu
-0.0003%

orelaia rentabilitate-risc

BIO

060% 0.080%
0.100% 0.120% 0.140% 0.160% 0.180%
Rentabilitate

Data
03.01.2014
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014

01.03.2014
04.03.2014
05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014

03.05.2014
07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014

05.07.2014
08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014

10.09.2014
11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014

11.11.2014
12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

Rp

Dispesia

wi*disp i

wi *wj *covij

0.109%
-1.581%
1.671%
-0.298%
0.606%
1.196%
1.658%
0.418%
0.340%
-0.422%
-0.520%
-1.603%
0.163%
0.513%
-0.848%
1.200%
0.025%
-0.653%
-0.686%
-1.153%
2.224%
-0.228%
0.826%
0.813%
-0.135%
-0.295%
-1.008%
-0.964%
0.816%
0.003%
0.015%
1.042%
0.752%
1.742%
-0.964%
2.080%
-0.735%
-1.049%
0.544%
0.661%

0.00000%
0.00000%
0.00714%
0.01763%
0.01347%
0.01142%
0.01118%
0.01189%
0.01041%
0.00927%
0.00904%
0.00887%
0.01087%
0.01003%
0.00941%
0.00942%
0.00954%
0.00899%
0.00884%
0.00869%
0.00896%
0.01076%
0.01032%
0.01010%
0.00986%
0.00950%
0.00921%
0.00933%
0.00937%
0.00925%
0.00894%
0.00865%
0.00867%
0.00853%
0.00903%
0.00913%
0.00989%
0.00985%
0.00997%
0.00976%

0.000%
0.000%
0.006%
0.012%
0.010%
0.008%
0.009%
0.011%
0.010%
0.009%
0.009%
0.009%
0.011%
0.010%
0.010%
0.010%
0.010%
0.009%
0.010%
0.009%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.009%
0.009%
0.009%
0.010%
0.010%
0.009%
0.009%
0.009%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%

0.000%
0.000%
0.001%
0.006%
0.004%
0.003%
0.002%
0.001%
0.001%
0.000%
0.000%
0.000%
0.000%
0.000%
-0.001%
-0.001%
0.000%
0.000%
-0.001%
-0.001%
-0.001%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
0.000%
0.000%
0.000%
0.000%

-1.162%
0.485%
1.158%
0.058%
0.202%
-0.275%
-0.041%
1.024%
-0.128%
1.849%
0.069%
-1.831%
0.890%
0.083%
-1.728%
-1.253%
0.939%
1.141%
-0.847%
0.198%
-1.050%
-0.394%
1.718%
0.280%
-0.070%
-0.641%
-0.674%
0.559%
0.711%
-0.148%
0.057%
-0.969%
0.202%
-0.617%
-0.030%
0.143%
-1.929%
1.417%
-0.334%
0.064%
2.107%
-0.250%
-0.467%

0.00958%
0.00976%
0.00956%
0.00957%
0.00936%
0.00915%
0.00899%
0.00881%
0.00878%
0.00862%
0.00901%
0.00884%
0.00943%
0.00936%
0.00918%
0.00965%
0.00981%
0.00976%
0.00977%
0.00977%
0.00961%
0.00967%
0.00955%
0.00981%
0.00966%
0.00952%
0.00946%
0.00941%
0.00930%
0.00922%
0.00910%
0.00897%
0.00901%
0.00888%
0.00883%
0.00871%
0.00860%
0.00901%
0.00913%
0.00903%
0.00892%
0.00931%
0.00922%

0.010%
0.010%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.008%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.008%
0.008%
0.008%
0.008%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%

0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.001%
0.001%
0.001%
0.001%
0.001%
0.001%
0.001%
0.001%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%

-1.028%
-0.839%
-1.012%
0.048%
-2.606%
1.584%
-1.007%
-0.825%
0.040%
-0.096%
0.032%
1.682%
0.990%
-0.125%
0.639%
-0.011%
-0.493%
-0.630%
-0.806%
0.942%
0.347%
-0.339%
-0.495%
0.420%
1.772%
0.699%
0.015%
-0.691%
-0.247%
0.031%
0.460%
0.496%
-0.150%
-1.101%
-0.945%
-0.867%
1.315%
-0.296%
0.112%
-0.991%
-0.778%
0.225%
0.208%

0.00914%
0.00918%
0.00917%
0.00919%
0.00908%
0.00977%
0.00993%
0.00994%
0.00991%
0.00980%
0.00970%
0.00960%
0.00979%
0.00978%
0.00968%
0.00962%
0.00952%
0.00946%
0.00941%
0.00938%
0.00937%
0.00929%
0.00922%
0.00915%
0.00908%
0.00928%
0.00923%
0.00915%
0.00911%
0.00904%
0.00896%
0.00890%
0.00884%
0.00876%
0.00880%
0.00881%
0.00880%
0.00887%
0.00880%
0.00873%
0.00874%
0.00872%
0.00866%

0.009%
0.009%
0.009%
0.009%
0.009%
0.010%
0.010%
0.010%
0.011%
0.011%
0.011%
0.011%
0.011%
0.011%
0.011%
0.011%
0.011%
0.011%
0.011%
0.011%
0.011%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%

0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%

0.639%
0.559%
0.670%
0.154%
0.122%
1.376%
-0.736%
0.239%
1.119%
-0.704%
-0.669%
0.447%
-0.038%
-0.719%
0.015%
-0.218%
0.611%
-0.540%
1.648%
-0.428%
0.028%
2.043%
1.389%
-0.216%
-0.020%
-0.617%
2.317%
-0.563%
1.214%
-0.504%
0.119%
-0.550%
0.232%
0.066%
-0.276%
-1.161%
-0.739%
0.396%
0.457%
1.723%
-1.233%
-0.451%
-0.631%

0.00859%
0.00855%
0.00851%
0.00848%
0.00841%
0.00835%
0.00842%
0.00840%
0.00834%
0.00837%
0.00835%
0.00832%
0.00827%
0.00821%
0.00820%
0.00814%
0.00809%
0.00805%
0.00802%
0.00814%
0.00810%
0.00805%
0.00826%
0.00832%
0.00827%
0.00822%
0.00820%
0.00847%
0.00844%
0.00847%
0.00844%
0.00839%
0.00836%
0.00831%
0.00826%
0.00821%
0.00825%
0.00824%
0.00820%
0.00816%
0.00828%
0.00833%
0.00829%

0.010%
0.010%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%

-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
-0.001%
0.000%
0.000%
0.000%

0.802%
-0.139%
-0.074%
-0.745%
0.861%
0.492%
-1.102%
0.098%
0.225%
-0.409%
-0.878%
3.514%
-0.461%
1.114%
-0.735%
-0.491%
0.007%
0.236%
0.602%
-0.725%
-0.146%
0.146%
0.081%
-0.444%
0.335%
1.544%
0.243%
0.361%
0.814%
-0.915%
-0.293%
-0.906%
-0.506%
-0.618%
-0.650%
0.728%
-1.884%
1.197%
0.998%
1.040%
1.930%
1.002%
3.105%

0.00827%
0.00826%
0.00821%
0.00816%
0.00815%
0.00814%
0.00811%
0.00814%
0.00809%
0.00805%
0.00802%
0.00802%
0.00863%
0.00860%
0.00862%
0.00860%
0.00857%
0.00853%
0.00848%
0.00845%
0.00844%
0.00840%
0.00836%
0.00831%
0.00828%
0.00824%
0.00831%
0.00827%
0.00824%
0.00822%
0.00823%
0.00820%
0.00820%
0.00818%
0.00816%
0.00814%
0.00813%
0.00827%
0.00829%
0.00829%
0.00830%
0.00843%
0.00843%

0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.008%
0.008%
0.008%
0.008%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.008%
0.008%
0.008%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.008%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%
0.009%

0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
-0.001%
-0.001%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%

-0.687%
0.110%
0.681%
-3.935%
0.107%
0.860%
-0.825%
0.211%
0.650%
0.358%
0.454%
0.071%

0.00882%
0.00881%
0.00877%
0.00874%
0.00945%
0.00940%
0.00939%
0.00938%
0.00934%
0.00931%
0.00927%
0.00924%

0.009%
0.009%
0.009%
0.009%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%
0.010%

0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%

Data
03.01.2014
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014

ra
0.109%
-1.581%
1.671%
-0.298%
0.606%
1.196%
1.658%
0.418%
0.340%
-0.422%
-0.520%
-1.603%
0.163%
0.513%
-0.848%
1.200%
0.025%
-0.653%
-0.686%
-1.153%
2.224%
-0.228%
0.826%
0.813%
-0.135%
-0.295%
-1.008%
-0.964%
0.816%
0.003%
0.015%
1.042%
0.752%
1.742%
-0.964%
2.080%
-0.735%
-1.049%
0.544%
0.661%

2 a
0.00000%
0.00000%
0.00714%
0.01763%
0.01347%
0.01142%
0.01118%
0.01189%
0.01041%
0.00927%
0.00904%
0.00887%
0.01087%
0.01003%
0.00941%
0.00942%
0.00954%
0.00899%
0.00884%
0.00869%
0.00896%
0.01076%
0.01032%
0.01010%
0.00986%
0.00950%
0.00921%
0.00933%
0.00937%
0.00925%
0.00894%
0.00865%
0.00867%
0.00853%
0.00903%
0.00913%
0.00989%
0.00985%
0.00997%
0.00976%

rf

0
0
0.0084494095
0.0132791329
0.0116080356
0.010685166
0.0105732476
0.0109052559
0.0102030347
0.0096285279
0.0095081769
0.009419182
0.0104236681
0.0100151039
0.009700238
0.0097031756
0.0097696843
0.0094835447
0.0094000766
0.0093201853
0.0094658735
0.0103746416
0.0101609375
0.0100483109
0.0099314355
0.0097475543
0.0095958102
0.0096580979
0.0096823781
0.0096164802
0.0094557357
0.0093025351
0.0093103971
0.0092357566
0.0095022576
0.0095539543
0.00994699
0.0099258315
0.0099853192
0.0098777815

0.50%
0.50%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.48%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%

01.03.2014
04.03.2014
05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014

-1.162%
0.485%
1.158%
0.058%
0.202%
-0.275%
-0.041%
1.024%
-0.128%
1.849%
0.069%
-1.831%
0.890%
0.083%
-1.728%
-1.253%
0.939%
1.141%
-0.847%
0.198%
-1.050%
-0.394%
1.718%
0.280%
-0.070%
-0.641%
-0.674%
0.559%
0.711%
-0.148%
0.057%
-0.969%
0.202%
-0.617%
-0.030%
0.143%
-1.929%
1.417%
-0.334%
0.064%
2.107%
-0.250%
-0.467%

0.00958%
0.00976%
0.00956%
0.00957%
0.00936%
0.00915%
0.00899%
0.00881%
0.00878%
0.00862%
0.00901%
0.00884%
0.00943%
0.00936%
0.00918%
0.00965%
0.00981%
0.00976%
0.00977%
0.00977%
0.00961%
0.00967%
0.00955%
0.00981%
0.00966%
0.00952%
0.00946%
0.00941%
0.00930%
0.00922%
0.00910%
0.00897%
0.00901%
0.00888%
0.00883%
0.00871%
0.00860%
0.00901%
0.00913%
0.00903%
0.00892%
0.00931%
0.00922%

0.0097869225
0.0098786794
0.0097758327
0.009784033
0.0096733347
0.0095655054
0.0094818415
0.0093843263
0.0093709483
0.0092838129
0.0094915508
0.0093995034
0.0097121461
0.009672903
0.0095835113
0.0098253377
0.00990694
0.0098810947
0.0098860288
0.0098833828
0.0098012232
0.0098331887
0.0097733281
0.0099062972
0.0098306623
0.0097575314
0.0097274705
0.0097007798
0.0096454376
0.0096030504
0.0095391014
0.0094718592
0.0094895216
0.0094252021
0.0093969624
0.0093349966
0.0092736504
0.0094901972
0.0095527924
0.009503029
0.0094434492
0.0096513085
0.0095996702

0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.46%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

03.05.2014
07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014

-1.028%
-0.839%
-1.012%
0.048%
-2.606%
1.584%
-1.007%
-0.825%
0.040%
-0.096%
0.032%
1.682%
0.990%
-0.125%
0.639%
-0.011%
-0.493%
-0.630%
-0.806%
0.942%
0.347%
-0.339%
-0.495%
0.420%
1.772%
0.699%
0.015%
-0.691%
-0.247%
0.031%
0.460%
0.496%
-0.150%
-1.101%
-0.945%
-0.867%
1.315%
-0.296%
0.112%
-0.991%
-0.778%
0.225%
0.208%

0.00914%
0.00918%
0.00917%
0.00919%
0.00908%
0.00977%
0.00993%
0.00994%
0.00991%
0.00980%
0.00970%
0.00960%
0.00979%
0.00978%
0.00968%
0.00962%
0.00952%
0.00946%
0.00941%
0.00938%
0.00937%
0.00929%
0.00922%
0.00915%
0.00908%
0.00928%
0.00923%
0.00915%
0.00911%
0.00904%
0.00896%
0.00890%
0.00884%
0.00876%
0.00880%
0.00881%
0.00880%
0.00887%
0.00880%
0.00873%
0.00874%
0.00872%
0.00866%

0.0095608793
0.0095797594
0.0095734298
0.0095864276
0.0095311744
0.0098848313
0.0099671988
0.0099714584
0.0099557299
0.0099015165
0.0098487771
0.0097962723
0.0098926374
0.0098892233
0.0098395083
0.0098078576
0.0097583513
0.0097240961
0.0096983799
0.0096859219
0.0096808358
0.0096390758
0.0095999151
0.00956807
0.0095307803
0.009632146
0.0096080586
0.0095643502
0.0095470257
0.0095082686
0.0094661095
0.0094325405
0.0094007387
0.0093619505
0.0093816717
0.0093852343
0.009381531
0.0094159445
0.0093816994
0.0093434594
0.0093506047
0.0093403468
0.0093047688

0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

05.07.2014
08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014

0.639%
0.559%
0.670%
0.154%
0.122%
1.376%
-0.736%
0.239%
1.119%
-0.704%
-0.669%
0.447%
-0.038%
-0.719%
0.015%
-0.218%
0.611%
-0.540%
1.648%
-0.428%
0.028%
2.043%
1.389%
-0.216%
-0.020%
-0.617%
2.317%
-0.563%
1.214%
-0.504%
0.119%
-0.550%
0.232%
0.066%
-0.276%
-1.161%
-0.739%
0.396%
0.457%
1.723%
-1.233%
-0.451%
-0.631%

0.00859%
0.00855%
0.00851%
0.00848%
0.00841%
0.00835%
0.00842%
0.00840%
0.00834%
0.00837%
0.00835%
0.00832%
0.00827%
0.00821%
0.00820%
0.00814%
0.00809%
0.00805%
0.00802%
0.00814%
0.00810%
0.00805%
0.00826%
0.00832%
0.00827%
0.00822%
0.00820%
0.00847%
0.00844%
0.00847%
0.00844%
0.00839%
0.00836%
0.00831%
0.00826%
0.00821%
0.00825%
0.00824%
0.00820%
0.00816%
0.00828%
0.00833%
0.00829%

0.0092693
0.0092489755
0.0092247667
0.0092061349
0.009171261
0.0091365062
0.0091757661
0.0091661096
0.0091334538
0.0091463909
0.0091353534
0.0091221452
0.0090956435
0.0090631127
0.0090533378
0.0090211921
0.0089918607
0.0089732742
0.0089548938
0.0090234698
0.0090009611
0.0089702999
0.009089084
0.0091237778
0.0090961646
0.0090662346
0.0090529641
0.0092053058
0.0091895271
0.009205728
0.0091877961
0.0091585673
0.0091428322
0.0091149642
0.0090864356
0.0090622227
0.009085185
0.0090786495
0.009054852
0.009032739
0.0090971857
0.0091253531
0.0091066531

0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

10.09.2014
11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014

0.802%
-0.139%
-0.074%
-0.745%
0.861%
0.492%
-1.102%
0.098%
0.225%
-0.409%
-0.878%
3.514%
-0.461%
1.114%
-0.735%
-0.491%
0.007%
0.236%
0.602%
-0.725%
-0.146%
0.146%
0.081%
-0.444%
0.335%
1.544%
0.243%
0.361%
0.814%
-0.915%
-0.293%
-0.906%
-0.506%
-0.618%
-0.650%
0.728%
-1.884%
1.197%
0.998%
1.040%
1.930%
1.002%
3.105%

0.00827%
0.00826%
0.00821%
0.00816%
0.00815%
0.00814%
0.00811%
0.00814%
0.00809%
0.00805%
0.00802%
0.00802%
0.00863%
0.00860%
0.00862%
0.00860%
0.00857%
0.00853%
0.00848%
0.00845%
0.00844%
0.00840%
0.00836%
0.00831%
0.00828%
0.00824%
0.00831%
0.00827%
0.00824%
0.00822%
0.00823%
0.00820%
0.00820%
0.00818%
0.00816%
0.00814%
0.00813%
0.00827%
0.00829%
0.00829%
0.00830%
0.00843%
0.00843%

0.0090950263
0.0090862797
0.0090609172
0.0090350895
0.0090293993
0.0090242063
0.0090043948
0.0090210177
0.0089955643
0.0089711913
0.0089527209
0.0089544811
0.0092924417
0.009275015
0.0092821069
0.0092756482
0.0092594756
0.0092346318
0.0092108048
0.0091947057
0.0091881962
0.009165187
0.0091413822
0.0091175593
0.0091010733
0.0090797774
0.009118496
0.0090960817
0.0090753906
0.009067891
0.0090719419
0.009052795
0.0090560609
0.0090423446
0.0090324239
0.0090236404
0.009013964
0.0090923933
0.0091055392
0.0091072591
0.0091108671
0.0091799907
0.0091806416

0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

11.11.2014
12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

-0.687%
0.110%
0.681%
-3.935%
0.107%
0.860%
-0.825%
0.211%
0.650%
0.358%
0.454%
0.071%

0.00882%
0.00881%
0.00877%
0.00874%
0.00945%
0.00940%
0.00939%
0.00938%
0.00934%
0.00931%
0.00927%
0.00924%

0.0093916547
0.0093844985
0.0093625649
0.0093496111
0.0097190296
0.009696646
0.0096891762
0.0096858878
0.0096643348
0.0096503593
0.0096305192
0.0096122944

wa
wf

0.65
0.35

0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%
0.44%

rp

2 p

p (riscul
portofoliului)

ra-rf

0.25%
-0.86%
1.25%
-0.03%
0.56%
0.95%
1.25%
0.44%
0.39%
-0.11%
-0.17%
-0.87%
0.27%
0.50%
-0.38%
0.95%
0.18%
-0.26%
-0.28%
-0.58%
1.61%
0.01%
0.70%
0.69%
0.07%
-0.03%
-0.49%
-0.47%
0.69%
0.16%
0.17%
0.84%
0.65%
1.29%
-0.47%
1.51%
-0.32%
-0.52%
0.51%
0.59%

0.00000%
0.00000%
0.00302%
0.00745%
0.00569%
0.00482%
0.00472%
0.00502%
0.00440%
0.00392%
0.00382%
0.00375%
0.00459%
0.00424%
0.00398%
0.00398%
0.00403%
0.00380%
0.00373%
0.00367%
0.00379%
0.00455%
0.00436%
0.00427%
0.00417%
0.00401%
0.00389%
0.00394%
0.00396%
0.00391%
0.00378%
0.00366%
0.00366%
0.00360%
0.00381%
0.00386%
0.00418%
0.00416%
0.00421%
0.00412%

0
0
0.0054921162
0.0086314364
0.0075452232
0.0069453579
0.0068726109
0.0070884163
0.0066319726
0.0062585432
0.006180315
0.0061224683
0.0067753843
0.0065098176
0.0063051547
0.0063070642
0.0063502948
0.0061643041
0.0061100498
0.0060581204
0.0061528178
0.006743517
0.0066046094
0.0065314021
0.0064554331
0.0063359103
0.0062372766
0.0062777636
0.0062935458
0.0062507121
0.0061462282
0.0060466478
0.0060517581
0.0060032418
0.0061764674
0.0062100703
0.0064655435
0.0064517905
0.0064904575
0.006420558

-0.3909%
-2.0600%
1.1919%
-0.7775%
0.1273%
0.7172%
1.1783%
-0.0616%
-0.1394%
-0.9014%
-0.9987%
-2.0817%
-0.3158%
0.0343%
-1.3270%
0.7213%
-0.4544%
-1.1319%
-1.1649%
-1.6322%
1.7450%
-0.6867%
0.3681%
0.3550%
-0.5928%
-0.7538%
-1.4666%
-1.4224%
0.3581%
-0.4551%
-0.4432%
0.5832%
0.2934%
1.2840%
-1.4228%
1.6216%
-1.1936%
-1.5070%
0.0854%
0.2031%

2p =w2a 2a

r p=(1wa )r f +wa r a
riscul portofoliului

-0.60%
0.48%
0.91%
0.20%
0.29%
-0.02%
0.13%
0.83%
0.08%
1.36%
0.21%
-1.03%
0.74%
0.21%
-0.96%
-0.65%
0.77%
0.90%
-0.39%
0.29%
-0.52%
-0.10%
1.27%
0.33%
0.11%
-0.26%
-0.29%
0.52%
0.62%
0.06%
0.19%
-0.48%
0.28%
-0.25%
0.13%
0.25%
-1.10%
1.07%
-0.06%
0.19%
1.52%
-0.01%
-0.15%

0.00405%
0.00412%
0.00404%
0.00404%
0.00395%
0.00387%
0.00380%
0.00372%
0.00371%
0.00364%
0.00381%
0.00373%
0.00399%
0.00395%
0.00388%
0.00408%
0.00415%
0.00413%
0.00413%
0.00413%
0.00406%
0.00409%
0.00404%
0.00415%
0.00408%
0.00402%
0.00400%
0.00398%
0.00393%
0.00390%
0.00384%
0.00379%
0.00380%
0.00375%
0.00373%
0.00368%
0.00363%
0.00381%
0.00386%
0.00382%
0.00377%
0.00394%
0.00389%

0.0063614996
0.0064211416
0.0063542912
0.0063596214
0.0062876675
0.0062175785
0.006163197
0.0060998121
0.0060911164
0.0060344784
0.006169508
0.0061096772
0.006312895
0.006287387
0.0062292823
0.0063864695
0.006439511
0.0064227116
0.0064259187
0.0064241988
0.0063707951
0.0063915726
0.0063526633
0.0064390932
0.0063899305
0.0063423954
0.0063228558
0.0063055069
0.0062695344
0.0062419828
0.0062004159
0.0061567085
0.0061681891
0.0061263814
0.0061080255
0.0060677478
0.0060278728
0.0061686282
0.0062093151
0.0061769689
0.006138242
0.0062733505
0.0062397856

-1.6205%
0.0270%
0.6992%
-0.4001%
-0.2559%
-0.7336%
-0.4992%
0.5654%
-0.5861%
1.3907%
-0.3892%
-2.2889%
0.4314%
-0.3755%
-2.1860%
-1.7111%
0.4811%
0.6830%
-1.3058%
-0.2602%
-1.5086%
-0.8313%
1.2805%
-0.1579%
-0.5071%
-1.0784%
-1.1118%
0.1212%
0.2736%
-0.5855%
-0.3803%
-1.4069%
-0.2353%
-1.0542%
-0.4679%
-0.2946%
-2.3664%
0.9795%
-0.7716%
-0.3736%
1.6692%
-0.6879%
-0.9043%

-0.52%
-0.39%
-0.50%
0.18%
-1.54%
1.18%
-0.50%
-0.38%
0.18%
0.09%
0.17%
1.25%
0.80%
0.07%
0.57%
0.15%
-0.17%
-0.26%
-0.37%
0.77%
0.38%
-0.07%
-0.17%
0.43%
1.30%
0.61%
0.16%
-0.30%
-0.01%
0.17%
0.45%
0.48%
0.06%
-0.56%
-0.46%
-0.41%
1.01%
-0.04%
0.23%
-0.49%
-0.35%
0.30%
0.29%

0.00386%
0.00388%
0.00387%
0.00388%
0.00384%
0.00413%
0.00420%
0.00420%
0.00419%
0.00414%
0.00410%
0.00405%
0.00413%
0.00413%
0.00409%
0.00406%
0.00402%
0.00400%
0.00397%
0.00396%
0.00396%
0.00393%
0.00389%
0.00387%
0.00384%
0.00392%
0.00390%
0.00386%
0.00385%
0.00382%
0.00379%
0.00376%
0.00373%
0.00370%
0.00372%
0.00372%
0.00372%
0.00375%
0.00372%
0.00369%
0.00369%
0.00369%
0.00366%

0.0062145715
0.0062268436
0.0062227294
0.0062311779
0.0061952634
0.0064251403
0.0064786792
0.0064814479
0.0064712245
0.0064359857
0.0064017051
0.006367577
0.0064302143
0.0064279952
0.0063956804
0.0063751075
0.0063429284
0.0063206624
0.0063039469
0.0062958492
0.0062925433
0.0062653993
0.0062399448
0.0062192455
0.0061950072
0.0062608949
0.0062452381
0.0062168276
0.0062055667
0.0061803746
0.0061529712
0.0061311513
0.0061104802
0.0060852678
0.0060980866
0.0061004023
0.0060979951
0.0061203639
0.0060981046
0.0060732486
0.0060778931
0.0060712254
0.0060480997

-1.4658%
-1.2768%
-1.4491%
-0.3893%
-3.0436%
1.1464%
-1.4446%
-1.2628%
-0.3976%
-0.5338%
-0.4058%
1.2448%
0.5526%
-0.5623%
0.2020%
-0.4488%
-0.9309%
-1.0673%
-1.2438%
0.5045%
-0.0910%
-0.7760%
-0.9327%
-0.0177%
1.3344%
0.2617%
-0.4224%
-1.1289%
-0.6841%
-0.4068%
0.0224%
0.0587%
-0.5873%
-1.5383%
-1.3826%
-1.3046%
0.8774%
-0.7338%
-0.3255%
-1.4289%
-1.2157%
-0.2123%
-0.2297%

0.57%
0.52%
0.59%
0.25%
0.23%
1.05%
-0.33%
0.31%
0.88%
-0.30%
-0.28%
0.44%
0.13%
-0.31%
0.16%
0.01%
0.55%
-0.20%
1.22%
-0.13%
0.17%
1.48%
1.06%
0.01%
0.14%
-0.25%
1.66%
-0.21%
0.94%
-0.17%
0.23%
-0.20%
0.30%
0.20%
-0.03%
-0.60%
-0.33%
0.41%
0.45%
1.27%
-0.65%
-0.14%
-0.26%

0.00363%
0.00361%
0.00360%
0.00358%
0.00355%
0.00353%
0.00356%
0.00355%
0.00352%
0.00353%
0.00353%
0.00352%
0.00350%
0.00347%
0.00346%
0.00344%
0.00342%
0.00340%
0.00339%
0.00344%
0.00342%
0.00340%
0.00349%
0.00352%
0.00350%
0.00347%
0.00346%
0.00358%
0.00357%
0.00358%
0.00357%
0.00354%
0.00353%
0.00351%
0.00349%
0.00347%
0.00349%
0.00348%
0.00346%
0.00345%
0.00350%
0.00352%
0.00350%

0.006025045
0.0060118341
0.0059960984
0.0059839877
0.0059613196
0.005938729
0.005964248
0.0059579712
0.005936745
0.0059451541
0.0059379797
0.0059293944
0.0059121682
0.0058910232
0.0058846696
0.0058637748
0.0058447095
0.0058326283
0.005820681
0.0058652554
0.0058506247
0.0058306949
0.0059079046
0.0059304555
0.005912507
0.0058930525
0.0058844267
0.0059834487
0.0059731926
0.0059837232
0.0059720675
0.0059530687
0.005942841
0.0059247268
0.0059061831
0.0058904448
0.0059053703
0.0059011222
0.0058856538
0.0058712803
0.0059131707
0.0059314795
0.0059193245

0.2020%
0.1210%
0.2324%
-0.2835%
-0.3155%
0.9384%
-1.1738%
-0.1987%
0.6815%
-1.1411%
-1.1067%
0.0095%
-0.4754%
-1.1569%
-0.4222%
-0.6555%
0.1732%
-0.9772%
1.2106%
-0.8657%
-0.4095%
1.6053%
0.9511%
-0.6537%
-0.4571%
-1.0542%
1.8795%
-1.0008%
0.7766%
-0.9416%
-0.3188%
-0.9876%
-0.2055%
-0.3717%
-0.7138%
-1.5982%
-1.1761%
-0.0413%
0.0196%
1.2859%
-1.6710%
-0.8883%
-1.0688%

0.67%
0.06%
0.10%
-0.33%
0.71%
0.47%
-0.56%
0.22%
0.30%
-0.11%
-0.42%
2.44%
-0.15%
0.88%
-0.32%
-0.17%
0.16%
0.31%
0.54%
-0.32%
0.06%
0.25%
0.21%
-0.14%
0.37%
1.16%
0.31%
0.39%
0.68%
-0.44%
-0.04%
-0.44%
-0.18%
-0.25%
-0.27%
0.63%
-1.07%
0.93%
0.80%
0.83%
1.41%
0.80%
2.17%

0.00349%
0.00349%
0.00347%
0.00345%
0.00344%
0.00344%
0.00343%
0.00344%
0.00342%
0.00340%
0.00339%
0.00339%
0.00365%
0.00363%
0.00364%
0.00364%
0.00362%
0.00360%
0.00358%
0.00357%
0.00357%
0.00355%
0.00353%
0.00351%
0.00350%
0.00348%
0.00351%
0.00350%
0.00348%
0.00347%
0.00348%
0.00346%
0.00347%
0.00345%
0.00345%
0.00344%
0.00343%
0.00349%
0.00350%
0.00350%
0.00351%
0.00356%
0.00356%

0.0059117671
0.0059060818
0.0058895962
0.0058728081
0.0058691095
0.0058657341
0.0058528566
0.0058636615
0.0058471168
0.0058312743
0.0058192686
0.0058204127
0.0060400871
0.0060287598
0.0060333695
0.0060291713
0.0060186591
0.0060025107
0.0059870231
0.0059765587
0.0059723276
0.0059573716
0.0059418984
0.0059264136
0.0059156976
0.0059018553
0.0059270224
0.0059124531
0.0058990039
0.0058941291
0.0058967622
0.0058843168
0.0058864396
0.005877524
0.0058710755
0.0058653662
0.0058590766
0.0059100556
0.0059186005
0.0059197184
0.0059220636
0.0059669939
0.005967417

0.3644%
-0.5766%
-0.5120%
-1.1829%
0.4237%
0.0548%
-1.5391%
-0.3397%
-0.2124%
-0.8463%
-1.3160%
3.0763%
-0.8984%
0.6764%
-1.1729%
-0.9290%
-0.4303%
-0.2014%
0.1644%
-1.1629%
-0.5832%
-0.2914%
-0.3566%
-0.8815%
-0.1027%
1.1068%
-0.1949%
-0.0761%
0.3766%
-1.3526%
-0.7309%
-1.3439%
-0.9435%
-1.0555%
-1.0871%
0.2901%
-2.3219%
0.7593%
0.5603%
0.6025%
1.4929%
0.5644%
2.6672%

-0.29%
0.22%
0.60%
-2.40%
0.22%
0.71%
-0.38%
0.29%
0.58%
0.39%
0.45%
0.20%

0.00373%
0.00372%
0.00370%
0.00369%
0.00399%
0.00397%
0.00397%
0.00396%
0.00395%
0.00393%
0.00392%
0.00390%

0.0061045755
0.006099924
0.0060856672
0.0060772472
0.0063173692
0.0063028199
0.0062979645
0.0062958271
0.0062818176
0.0062727336
0.0062598375
0.0062479914

-1.1245%
-0.3271%
0.2433%
-4.3720%
-0.3309%
0.4222%
-1.2624%
-0.2264%
0.2125%
-0.0800%
0.0164%
-0.3666%

2p =w2a 2a
p =(1wa )r f +wa r a

riscul portofoliului

0.622%

Data
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014
01.03.2014

Ri - BIO Ri- SNP


Rd trezorerie
-0.955%
0.682%
0.500%
-1.205%
-1.783%
0.479%
0.976%
2.046%
0.479%
0.193%
-0.563%
0.479%
0.723%
0.544%
0.479%
-0.431%
2.073%
0.479%
-0.962%
3.068%
0.479%
0.000%
0.642%
0.479%
0.971%
0.000%
0.479%
0.769%
-1.064%
0.479%
-0.286%
-0.645%
0.479%
-0.478%
-2.208%
0.479%
0.385%
0.044%
0.479%
-1.820%
1.770%
0.479%
0.000%
-1.304%
0.479%
0.976%
1.322%
0.479%
0.676%
-0.326%
0.479%
0.768%
-1.418%
0.479%
0.095%
-1.106%
0.479%
-0.095%
-1.723%
0.479%
2.381%
2.140%
0.479%
0.465%
-0.602%
0.458%
2.361%
0.000%
0.458%
3.573%
-0.673%
0.458%
0.873%
-0.677%
0.458%
0.000%
-0.455%
0.458%
-1.948%
-0.502%
0.458%
0.442%
-1.721%
0.458%
-0.659%
1.611%
0.458%
2.655%
-1.425%
0.458%
0.000%
0.023%
0.458%
2.586%
0.210%
0.458%
0.420%
0.930%
0.458%
-0.628%
3.018%
0.458%
-1.053%
-0.917%
0.458%
2.128%
2.054%
0.458%
-0.417%
-0.907%
0.458%
-1.255%
-0.938%
0.458%
0.424%
0.608%
0.458%
1.266%
0.336%
0.458%
-0.833%
-1.339%
0.458%

BET C
0.217%
0.857%
-0.076%
-0.384%
-0.178%
0.351%
0.026%
-0.305%
0.977%
-0.420%
0.997%
0.418%
0.403%
0.226%
0.853%
2.621%
1.907%
-0.810%
2.576%
1.446%
-0.166%
0.983%
-1.151%
0.006%
1.382%
0.965%
-0.777%
1.016%
-0.486%
-1.068%
0.071%
0.215%
1.038%
0.350%
0.851%
1.021%
0.475%
-1.062%
0.382%
1.329%
0.522%

Exces piata X
-0.283%
0.378%
-0.555%
-0.863%
-0.657%
-0.128%
-0.453%
-0.785%
0.498%
-0.899%
0.517%
-0.061%
-0.076%
-0.253%
0.374%
2.142%
1.428%
-1.289%
2.097%
0.967%
-0.645%
0.525%
-1.609%
-0.452%
0.924%
0.507%
-1.235%
0.558%
-0.945%
-1.526%
-0.387%
-0.243%
0.580%
-0.109%
0.392%
0.563%
0.017%
-1.520%
-0.077%
0.871%
0.063%

04.03.2014

0.840%

0.294%

0.458%

0.769%

0.311%

05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014
03.05.2014

0.417%
0.249%
0.166%
-1.198%
0.376%
0.000%
0.000%
0.000%
0.000%
-1.875%
0.934%
-1.557%
-1.581%
-0.564%
0.437%
0.435%
-0.433%
2.174%
0.000%
-1.702%
-0.433%
0.000%
0.000%
0.000%
0.043%
0.174%
0.217%
-0.303%
0.043%
-0.174%
-0.435%
0.655%
-0.087%
2.041%
-1.064%
-0.086%
-0.129%
-0.647%
-0.130%
0.043%
-0.130%
-2.130%

1.557%
-0.044%
0.222%
0.222%
-0.265%
1.575%
-0.197%
2.845%
0.106%
-1.807%
0.866%
0.966%
-1.807%
-1.623%
1.210%
1.522%
-1.071%
-0.866%
-1.616%
0.311%
2.876%
0.430%
-0.107%
-0.986%
-1.061%
0.766%
0.977%
-0.065%
0.065%
-1.398%
0.545%
-1.302%
0.000%
-0.879%
-2.395%
2.226%
-0.444%
0.446%
3.311%
-0.409%
-0.648%
-0.435%

0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

-0.487%
-0.917%
-1.552%
0.492%
-0.065%
-2.662%
0.167%
0.735%
0.255%
0.437%
-1.056%
-0.551%
0.727%
-0.789%
-0.156%
0.849%
0.920%
0.170%
0.366%
1.032%
0.211%
-0.724%
-0.667%
-0.489%
-0.005%
-0.937%
-0.858%
0.073%
0.105%
0.842%
0.154%
-0.153%
-0.991%
-0.027%
-0.337%
1.219%
-0.059%
-0.056%
1.056%
-0.713%
-0.734%
0.617%

-0.945%
-1.376%
-2.011%
0.033%
-0.523%
-3.121%
-0.292%
0.276%
-0.203%
-0.021%
-1.514%
-1.009%
0.269%
-1.247%
-0.614%
0.391%
0.462%
-0.288%
-0.093%
0.594%
-0.227%
-1.161%
-1.104%
-0.927%
-0.443%
-1.374%
-1.295%
-0.364%
-0.332%
0.405%
-0.284%
-0.591%
-1.429%
-0.465%
-0.775%
0.782%
-0.497%
-0.494%
0.619%
-1.151%
-1.171%
0.179%

07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014
05.07.2014

0.400%
-3.673%
0.138%
0.917%
-0.455%
3.059%
4.121%
2.128%
0.042%
0.000%
0.458%
1.368%
-1.718%
0.083%
0.832%
1.237%
-0.611%
0.000%
0.000%
-0.779%
0.785%
0.000%
0.041%
0.369%
2.041%
0.000%
0.400%
-0.398%
0.000%
0.000%
0.200%
0.998%
-1.186%
-0.720%
0.725%
0.000%
-2.000%
0.408%
-0.407%
-2.000%
0.375%
0.415%
0.041%

-1.507%
0.421%
0.000%
-4.503%
2.681%
-3.197%
-3.488%
-1.084%
-0.171%
0.049%
2.341%
0.786%
0.733%
0.939%
-0.465%
-1.425%
-0.640%
-1.240%
1.449%
0.952%
-0.943%
-0.762%
0.624%
2.527%
-0.023%
0.023%
-1.279%
-0.165%
0.047%
0.708%
0.656%
-0.768%
-1.055%
-1.066%
-1.725%
2.023%
0.621%
-0.047%
-1.306%
-0.120%
0.145%
0.096%
0.962%

0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

-1.135%
-2.852%
-1.923%
-4.115%
-1.795%
-0.242%
0.221%
-1.422%
-0.758%
2.159%
-0.829%
-0.516%
0.912%
-0.603%
0.234%
-1.197%
-0.540%
-3.694%
-0.933%
1.123%
1.548%
-0.687%
1.611%
-0.404%
-0.291%
0.846%
0.763%
-0.912%
0.228%
-0.966%
-0.478%
-1.089%
-1.179%
0.316%
1.161%
1.486%
2.998%
0.770%
-2.973%
-0.265%
-0.119%
0.813%
0.843%

-1.573%
-3.290%
-2.360%
-4.552%
-2.232%
-0.680%
-0.216%
-1.860%
-1.196%
1.722%
-1.267%
-0.954%
0.475%
-1.041%
-0.203%
-1.635%
-0.977%
-4.131%
-1.371%
0.685%
1.110%
-1.125%
1.174%
-0.842%
-0.728%
0.409%
0.326%
-1.350%
-0.209%
-1.403%
-0.915%
-1.527%
-1.616%
-0.122%
0.724%
1.049%
2.560%
0.333%
-3.411%
-0.703%
-0.556%
0.376%
0.406%

08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2014
30.08.2014
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014
10.09.2014

1.198%
1.429%
-1.408%
0.000%
3.061%
-1.584%
1.811%
1.581%
-2.140%
-0.398%
-0.599%
2.008%
-1.575%
0.000%
-0.360%
1.525%
-1.542%
1.205%
-0.794%
0.080%
1.958%
0.000%
-0.039%
2.431%
-0.459%
1.923%
0.000%
1.887%
-1.481%
0.752%
0.000%
0.746%
-1.481%
-0.376%
0.000%
0.000%
1.132%
1.306%
3.131%
-2.679%
-0.183%
-0.735%
0.185%

0.214%
0.261%
0.995%
0.188%
0.468%
-0.280%
-0.608%
0.870%
0.070%
-0.815%
1.010%
-1.140%
-0.259%
0.024%
-0.141%
0.118%
0.000%
1.887%
-0.231%
0.000%
2.088%
2.136%
-0.312%
-1.339%
-0.701%
2.529%
-0.867%
0.852%
0.022%
-0.222%
-0.846%
-0.045%
0.899%
-0.223%
-1.786%
-1.136%
0.000%
0.000%
0.966%
-0.455%
-0.595%
-0.575%
1.134%

0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

-0.122%
-0.021%
0.647%
0.585%
0.462%
0.830%
-0.043%
-1.148%
-2.581%
-0.555%
1.465%
0.640%
0.470%
-0.271%
0.883%
1.344%
-0.697%
0.308%
0.561%
-0.945%
-0.440%
-0.298%
-0.037%
0.861%
-0.129%
0.432%
1.184%
1.009%
0.354%
-0.248%
0.212%
-0.666%
-0.476%
0.277%
-0.150%
-0.164%
0.118%
-0.021%
-0.518%
-0.370%
0.626%
1.653%
0.093%

-0.560%
-0.458%
0.210%
0.148%
0.025%
0.392%
-0.481%
-1.585%
-3.018%
-0.993%
1.027%
0.203%
0.033%
-0.708%
0.446%
0.906%
-1.135%
-0.129%
0.124%
-1.383%
-0.877%
-0.735%
-0.474%
0.424%
-0.567%
-0.005%
0.747%
0.571%
-0.083%
-0.686%
-0.225%
-1.104%
-0.914%
-0.161%
-0.588%
-0.602%
-0.319%
-0.459%
-0.955%
-0.807%
0.188%
1.216%
-0.344%

11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014
11.11.2014

-0.185%
0.000%
0.000%
-0.556%
0.559%
-1.037%
1.048%
0.000%
-1.296%
-0.375%
2.222%
0.590%
0.000%
-1.648%
-0.372%
-0.187%
1.835%
0.552%
-1.244%
0.000%
0.000%
-0.185%
0.186%
0.370%
6.458%
0.693%
1.033%
0.511%
-1.695%
1.724%
-0.034%
-1.662%
-3.448%
-4.250%
2.163%
-1.752%
0.706%
2.214%
0.433%
3.846%
0.381%
-0.517%
-0.797%

-0.114%
-0.115%
-1.147%
1.624%
0.457%
-1.136%
-0.414%
0.346%
0.069%
-1.149%
4.209%
-1.027%
1.714%
-0.244%
-0.556%
0.112%
-0.625%
0.629%
-0.446%
-0.224%
0.225%
0.224%
-0.783%
0.316%
-1.101%
0.000%
0.000%
0.977%
-0.495%
-1.380%
-1.376%
0.116%
0.906%
1.289%
-0.045%
-1.955%
1.461%
0.343%
1.367%
0.899%
1.336%
5.055%
-0.628%

0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

-0.377%
0.753%
-0.328%
0.449%
-0.218%
0.065%
-0.378%
-0.946%
-0.151%
-1.866%
0.415%
-1.268%
-0.241%
-0.171%
0.604%
0.361%
-0.838%
0.685%
0.664%
-0.623%
-0.033%
0.230%
-0.606%
0.375%
0.158%
1.143%
0.583%
0.387%
-0.295%
-0.962%
-0.167%
0.035%
0.127%
-0.123%
-0.290%
-0.075%
0.737%
0.108%
0.034%
-0.180%
0.342%
-0.990%
-0.784%

-0.814%
0.316%
-0.765%
0.011%
-0.656%
-0.373%
-0.816%
-1.383%
-0.588%
-2.303%
-0.023%
-1.706%
-0.679%
-0.609%
0.166%
-0.076%
-1.275%
0.247%
0.227%
-1.061%
-0.470%
-0.207%
-1.043%
-0.063%
-0.280%
0.706%
0.145%
-0.050%
-0.733%
-1.399%
-0.604%
-0.403%
-0.311%
-0.560%
-0.728%
-0.513%
0.300%
-0.329%
-0.403%
-0.618%
-0.096%
-1.428%
-1.222%

12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

1.293%
-0.138%
-0.864%
2.404%
0.374%
-0.339%
-1.020%
0.000%
0.000%
0.687%
0.000%

-0.526%
1.122%
-5.588%
-1.131%
1.121%
-1.086%
0.874%
1.000%
0.550%
0.328%
0.109%

0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

0.224%
-0.554%
-0.586%
-0.037%
-0.409%
0.223%
0.358%
0.146%
-0.046%
-0.224%
0.161%

-0.214%
-0.992%
-1.023%
-0.475%
-0.847%
-0.214%
-0.080%
-0.292%
-0.484%
-0.661%
-0.276%

Exces CT BIO Y
-1.455%
-1.684%
0.496%
-0.286%
0.244%
-0.910%
-1.441%
-0.479%
0.492%
0.290%
-0.765%
-0.958%
-0.095%
-2.299%
-0.479%
0.496%
0.197%
0.289%
-0.384%
-0.574%
1.902%
0.007%
1.903%
3.115%
0.415%
-0.458%
-2.406%
-0.017%
-1.118%
2.197%
-0.458%
2.128%
-0.038%
-1.086%
-1.511%
1.669%
-0.875%
-1.714%
-0.035%
0.807%
-1.292%

Xup
0.00%
0.38%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.50%
0.00%
0.52%
0.00%
0.00%
0.00%
0.37%
2.14%
1.43%
0.00%
2.10%
0.97%
0.00%
0.52%
0.00%
0.00%
0.92%
0.51%
0.00%
0.56%
0.00%
0.00%
0.00%
0.00%
0.58%
0.00%
0.39%
0.56%
0.02%
0.00%
0.00%
0.87%
0.06%

Xd
-0.28%
0.00%
-0.56%
-0.86%
-0.66%
-0.13%
-0.45%
-0.78%
0.00%
-0.90%
0.00%
-0.06%
-0.08%
-0.25%
0.00%
0.00%
0.00%
-1.29%
0.00%
0.00%
-0.64%
0.00%
-1.61%
-0.45%
0.00%
0.00%
-1.24%
0.00%
-0.94%
-1.53%
-0.39%
-0.24%
0.00%
-0.11%
0.00%
0.00%
0.00%
-1.52%
-0.08%
0.00%
0.00%

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Regression
Residual
Total

Intercept
X Variable 1
Alfa Jensen
Concluzia:
SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Regression
Residual
Total

x up
x down

Intercept
X Variable 1
X Variable 2
Alfa Jensen
Concluzia:

-0.042%
-0.209%
-0.293%
-1.657%
-0.082%
-0.458%
-0.458%
-0.458%
-0.458%
-2.333%
0.476%
-2.015%
-2.040%
-1.023%
-0.022%
-0.024%
-0.891%
1.716%
-0.458%
-2.140%
-0.870%
-0.438%
-0.438%
-0.438%
-0.394%
-0.264%
-0.221%
-0.741%
-0.394%
-0.611%
-0.872%
0.218%
-0.524%
1.603%
-1.501%
-0.524%
-0.567%
-1.084%
-0.568%
-0.394%
-0.568%
-2.568%

0.00%
0.00%
0.00%
0.03%
0.00%
0.00%
0.00%
0.28%
0.00%
0.00%
0.00%
0.00%
0.27%
0.00%
0.00%
0.39%
0.46%
0.00%
0.00%
0.59%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.40%
0.00%
0.00%
0.00%
0.00%
0.00%
0.78%
0.00%
0.00%
0.62%
0.00%
0.00%
0.18%

-0.95%
-1.38%
-2.01%
0.00%
-0.52%
-3.12%
-0.29%
0.00%
-0.20%
-0.02%
-1.51%
-1.01%
0.00%
-1.25%
-0.61%
0.00%
0.00%
-0.29%
-0.09%
0.00%
-0.23%
-1.16%
-1.10%
-0.93%
-0.44%
-1.37%
-1.30%
-0.36%
-0.33%
0.00%
-0.28%
-0.59%
-1.43%
-0.46%
-0.77%
0.00%
-0.50%
-0.49%
0.00%
-1.15%
-1.17%
0.00%

Bu
Bd
Bu - Bd
Standart error Bu-B
T student
T stat
Concluzia:

8.000%

6.000%

4.000%

2.000%

0.000%
1
4
7
10
13
16
19
22

0.00%

rate de modificare (%)

0.31%

-2.000%

-4.000%

-6.000%

rate le de dinamica ale act B IO

0.382%

Corelatia intre

rate
-0.038%
-4.110%
-0.300%
0.480%
-0.892%
2.622%
3.683%
1.690%
-0.396%
-0.438%
0.021%
0.931%
-2.155%
-0.354%
0.394%
0.800%
-1.048%
-0.438%
-0.438%
-1.216%
0.347%
-0.438%
-0.397%
-0.069%
1.603%
-0.438%
-0.037%
-0.836%
-0.438%
-0.438%
-0.238%
0.561%
-1.623%
-1.158%
0.288%
-0.438%
-2.438%
-0.029%
-0.844%
-2.438%
-0.063%
-0.023%
-0.396%

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
1.72%
0.00%
0.00%
0.47%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.69%
1.11%
0.00%
1.17%
0.00%
0.00%
0.41%
0.33%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.72%
1.05%
2.56%
0.33%
0.00%
0.00%
0.00%
0.38%
0.41%

-1.57%
-3.29%
-2.36%
-4.55%
-2.23%
-0.68%
-0.22%
-1.86%
-1.20%
0.00%
-1.27%
-0.95%
0.00%
-1.04%
-0.20%
-1.63%
-0.98%
-4.13%
-1.37%
0.00%
0.00%
-1.12%
0.00%
-0.84%
-0.73%
0.00%
0.00%
-1.35%
-0.21%
-1.40%
-0.92%
-1.53%
-1.62%
-0.12%
0.00%
0.00%
0.00%
0.00%
-3.41%
-0.70%
-0.56%
0.00%
0.00%

-5.000%

-4.000%

0.760%
0.991%
-1.846%
-0.438%
2.624%
-2.022%
1.373%
1.144%
-2.578%
-0.835%
-1.036%
1.571%
-2.012%
-0.438%
-0.798%
1.088%
-1.980%
0.767%
-1.231%
-0.358%
1.521%
-0.438%
-0.477%
1.994%
-0.897%
1.486%
-0.438%
1.449%
-1.919%
0.314%
-0.438%
0.309%
-1.919%
-0.813%
-0.438%
-0.438%
0.695%
0.868%
2.693%
-3.116%
-0.621%
-1.173%
-0.252%

0.00%
0.00%
0.21%
0.15%
0.02%
0.39%
0.00%
0.00%
0.00%
0.00%
1.03%
0.20%
0.03%
0.00%
0.45%
0.91%
0.00%
0.00%
0.12%
0.00%
0.00%
0.00%
0.00%
0.42%
0.00%
0.00%
0.75%
0.57%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.19%
1.22%
0.00%

-0.56%
-0.46%
0.00%
0.00%
0.00%
0.00%
-0.48%
-1.59%
-3.02%
-0.99%
0.00%
0.00%
0.00%
-0.71%
0.00%
0.00%
-1.13%
-0.13%
0.00%
-1.38%
-0.88%
-0.74%
-0.47%
0.00%
-0.57%
-0.01%
0.00%
0.00%
-0.08%
-0.69%
-0.23%
-1.10%
-0.91%
-0.16%
-0.59%
-0.60%
-0.32%
-0.46%
-0.96%
-0.81%
0.00%
0.00%
-0.34%

-0.622%
-0.438%
-0.438%
-0.993%
0.121%
-1.475%
0.610%
-0.438%
-1.734%
-0.813%
1.785%
0.152%
-0.438%
-2.086%
-0.810%
-0.624%
1.398%
0.114%
-1.681%
-0.438%
-0.438%
-0.623%
-0.252%
-0.067%
6.020%
0.256%
0.595%
0.074%
-2.132%
1.287%
-0.471%
-2.099%
-3.886%
-4.688%
1.726%
-2.190%
0.269%
1.777%
-0.004%
3.409%
-0.057%
-0.955%
-1.235%

0.00%
0.32%
0.00%
0.01%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.17%
0.00%
0.00%
0.25%
0.23%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.71%
0.15%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.30%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

-0.81%
0.00%
-0.77%
0.00%
-0.66%
-0.37%
-0.82%
-1.38%
-0.59%
-2.30%
-0.02%
-1.71%
-0.68%
-0.61%
0.00%
-0.08%
-1.28%
0.00%
0.00%
-1.06%
-0.47%
-0.21%
-1.04%
-0.06%
-0.28%
0.00%
0.00%
-0.05%
-0.73%
-1.40%
-0.60%
-0.40%
-0.31%
-0.56%
-0.73%
-0.51%
0.00%
-0.33%
-0.40%
-0.62%
-0.10%
-1.43%
-1.22%

0.855%
-0.575%
-1.301%
1.967%
-0.063%
-0.776%
-1.458%
-0.438%
-0.438%
0.250%
-0.438%

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

-0.21%
-0.99%
-1.02%
-0.47%
-0.85%
-0.21%
-0.08%
-0.29%
-0.48%
-0.66%
-0.28%

MMARY OUTPUT

egression Statistics
0.3938969976
0.1551548447
0.1513492359
0.0147451902
224

df

SS
MS
F
1 0.00886425 0.00886425 40.7700456
222 0.04826738 0.00021742
223 0.05713163

Coefficients Standard Error t Stat


P-value
-0.001485925 0.00108691 -1.36711506 0.17297193
0.6616040661 0.10370701 6.38514257 9.889E-010
-0.001485925 < 0
Managerul nu are abilitate de selectie.

Significance F
0.000000001

Lower 95%
Upper 95% Lower 95.0%
-0.0036278991 0.00065605 -0.0036279
0.4578078879 0.86656024 0.45780789

MMARY OUTPUT

egression Statistics
0.4064482449
0.1652001758
0.1576454263
0.0146903906
224

df

SS
MS
F
Significance F
2 0.00943816 0.00471908 21.8670619 2.161969474E-009
221 0.04769347 0.00021581
223 0.05713163

Coefficients Standard Error t Stat


P-value
Lower 95%
Upper 95% Lower 95.0%
0.0001896107 0.00149274 0.12702166 0.89903875
-0.0027522226 0.00313144 -0.00275222
0.2448820661 0.27596753 0.88735825 0.37585072
-0.2989826758 0.78874681 -0.29898268
0.8211306928 0.14204034 5.78096831 2.512E-008
0.5412038062 1.10105758 0.54120381
0.0001896107 > 0
nu este semnificativ diferit de zero
Managerul nu are abilitate de selectie.

0.2448820661
0.8211306928
-0.576248627
0.3103764419
1.9707562705
-1.856612001

Pentru o bun apreciere a abilitii de programare: bu > bd.

Bu<Bd

t stud > t stat

Managerul de portofoliu nu are abilitate de programare.

Evolutia premiilor de risc ale portofoliului si pietei financiare in Romania intre ian.-

8.000%

6.000%

4.000%

2.000%

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
82
85
88
91
94
97
100
103
106
109
112
115
118
121
124

0.000%

2.000%

4.000%

6.000%

Ex piata

Ex BIO

Corelatia intre miscarile act BIO in functie de miscarile pietei financiare, in Romania, intre ian. - nov. 2014
8.000%
6.000%
4.000%
2.000%
0.000%

5.000%

6.000%
4.000%
2.000%

-4.000%

-3.000%

-2.000%

-1.000%

0.000%
0.000%
-2.000%
-4.000%

rate de dinamica ale pietei (%)

-6.000%

R jt R ft

Upper 95.0%
0.00065605
0.86656024

Upper 95.0%
0.00313144
0.78874681
1.10105758

( R mt R ft ) u

jt

103
106
109
112
115
118
121
124
127
130
133
136
139
142
145
148
151
154
157
160
163
166
169
172
175
178
181
184
187
190
193
196
199
202
205
208
211
214
217
220
223

bu > bd.

in Romania intre ian.-nov. 2014

Ex BIO

intre ian. - nov. 2014

8.000%

6.000%

4.000%

2.000%

0.000%

etei (%)

6.000%
4.000%
2.000%
0.000%
0.000%
-2.000%
-4.000%
-6.000%

1.000%

2.000%

3.000%

) u

jt

Data
04.01.2014
07.01.2014
08.01.2014
09.01.2014
10.01.2014
11.01.2014
14.01.2014
15.01.2014
16.01.2014
17.01.2014
18.01.2014
21.01.2014
22.01.2014
23.01.2014
24.01.2014
25.01.2014
28.01.2014
29.01.2014
30.01.2014
31.01.2014
01.02.2014
04.02.2014
05.02.2014
06.02.2014
07.02.2014
08.02.2014
11.02.2014
12.02.2014
13.02.2014
14.02.2014
15.02.2014
18.02.2014
19.02.2014
20.02.2014
21.02.2014
22.02.2014
25.02.2014
26.02.2014
27.02.2014
28.02.2014
01.03.2014

Ri - BIO Ri- SNP


Rd trezorerie
-0.955%
0.682%
0.500%
-1.205%
-1.783%
0.479%
0.976%
2.046%
0.479%
0.193%
-0.563%
0.479%
0.723%
0.544%
0.479%
-0.431%
2.073%
0.479%
-0.962%
3.068%
0.479%
0.000%
0.642%
0.479%
0.971%
0.000%
0.479%
0.769%
-1.064%
0.479%
-0.286%
-0.645%
0.479%
-0.478%
-2.208%
0.479%
0.385%
0.044%
0.479%
-1.820%
1.770%
0.479%
0.000%
-1.304%
0.479%
0.976%
1.322%
0.479%
0.676%
-0.326%
0.479%
0.768%
-1.418%
0.479%
0.095%
-1.106%
0.479%
-0.095%
-1.723%
0.479%
2.381%
2.140%
0.479%
0.465%
-0.602%
0.458%
2.361%
0.000%
0.458%
3.573%
-0.673%
0.458%
0.873%
-0.677%
0.458%
0.000%
-0.455%
0.458%
-1.948%
-0.502%
0.458%
0.442%
-1.721%
0.458%
-0.659%
1.611%
0.458%
2.655%
-1.425%
0.458%
0.000%
0.023%
0.458%
2.586%
0.210%
0.458%
0.420%
0.930%
0.458%
-0.628%
3.018%
0.458%
-1.053%
-0.917%
0.458%
2.128%
2.054%
0.458%
-0.417%
-0.907%
0.458%
-1.255%
-0.938%
0.458%
0.424%
0.608%
0.458%
1.266%
0.336%
0.458%
-0.833%
-1.339%
0.458%

BET C
0.217%
0.857%
-0.076%
-0.384%
-0.178%
0.351%
0.026%
-0.305%
0.977%
-0.420%
0.997%
0.418%
0.403%
0.226%
0.853%
2.621%
1.907%
-0.810%
2.576%
1.446%
-0.166%
0.983%
-1.151%
0.006%
1.382%
0.965%
-0.777%
1.016%
-0.486%
-1.068%
0.071%
0.215%
1.038%
0.350%
0.851%
1.021%
0.475%
-1.062%
0.382%
1.329%
0.522%

Exces piata X
-0.283%
0.378%
-0.555%
-0.863%
-0.657%
-0.128%
-0.453%
-0.785%
0.498%
-0.899%
0.517%
-0.061%
-0.076%
-0.253%
0.374%
2.142%
1.428%
-1.289%
2.097%
0.967%
-0.645%
0.525%
-1.609%
-0.452%
0.924%
0.507%
-1.235%
0.558%
-0.945%
-1.526%
-0.387%
-0.243%
0.580%
-0.109%
0.392%
0.563%
0.017%
-1.520%
-0.077%
0.871%
0.063%

04.03.2014

0.840%

0.294%

0.458%

0.769%

0.311%

05.03.2014
06.03.2014
07.03.2014
08.03.2014
11.03.2014
12.03.2014
13.03.2014
14.03.2014
15.03.2014
18.03.2014
19.03.2014
20.03.2014
21.03.2014
22.03.2014
25.03.2014
26.03.2014
27.03.2014
28.03.2014
29.03.2014
01.04.2014
02.04.2014
03.04.2014
04.04.2014
05.04.2014
08.04.2014
09.04.2014
10.04.2014
11.04.2014
12.04.2014
15.04.2014
16.04.2014
17.04.2014
19.04.2014
22.04.2014
23.04.2014
24.04.2014
25.04.2014
26.04.2014
29.04.2014
30.04.2014
02.05.2014
03.05.2014

0.417%
0.249%
0.166%
-1.198%
0.376%
0.000%
0.000%
0.000%
0.000%
-1.875%
0.934%
-1.557%
-1.581%
-0.564%
0.437%
0.435%
-0.433%
2.174%
0.000%
-1.702%
-0.433%
0.000%
0.000%
0.000%
0.043%
0.174%
0.217%
-0.303%
0.043%
-0.174%
-0.435%
0.655%
-0.087%
2.041%
-1.064%
-0.086%
-0.129%
-0.647%
-0.130%
0.043%
-0.130%
-2.130%

1.557%
-0.044%
0.222%
0.222%
-0.265%
1.575%
-0.197%
2.845%
0.106%
-1.807%
0.866%
0.966%
-1.807%
-1.623%
1.210%
1.522%
-1.071%
-0.866%
-1.616%
0.311%
2.876%
0.430%
-0.107%
-0.986%
-1.061%
0.766%
0.977%
-0.065%
0.065%
-1.398%
0.545%
-1.302%
0.000%
-0.879%
-2.395%
2.226%
-0.444%
0.446%
3.311%
-0.409%
-0.648%
-0.435%

0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.458%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

-0.487%
-0.917%
-1.552%
0.492%
-0.065%
-2.662%
0.167%
0.735%
0.255%
0.437%
-1.056%
-0.551%
0.727%
-0.789%
-0.156%
0.849%
0.920%
0.170%
0.366%
1.032%
0.211%
-0.724%
-0.667%
-0.489%
-0.005%
-0.937%
-0.858%
0.073%
0.105%
0.842%
0.154%
-0.153%
-0.991%
-0.027%
-0.337%
1.219%
-0.059%
-0.056%
1.056%
-0.713%
-0.734%
0.617%

-0.945%
-1.376%
-2.011%
0.033%
-0.523%
-3.121%
-0.292%
0.276%
-0.203%
-0.021%
-1.514%
-1.009%
0.269%
-1.247%
-0.614%
0.391%
0.462%
-0.288%
-0.093%
0.594%
-0.227%
-1.161%
-1.104%
-0.927%
-0.443%
-1.374%
-1.295%
-0.364%
-0.332%
0.405%
-0.284%
-0.591%
-1.429%
-0.465%
-0.775%
0.782%
-0.497%
-0.494%
0.619%
-1.151%
-1.171%
0.179%

07.05.2014
08.05.2014
09.05.2014
10.05.2014
13.05.2014
14.05.2014
15.05.2014
16.05.2014
17.05.2014
20.05.2014
21.05.2014
22.05.2014
23.05.2014
24.05.2014
27.05.2014
28.05.2014
29.05.2014
30.05.2014
31.05.2014
03.06.2014
04.06.2014
05.06.2014
06.06.2014
07.06.2014
10.06.2014
11.06.2014
12.06.2014
13.06.2014
14.06.2014
17.06.2014
18.06.2014
19.06.2014
20.06.2014
21.06.2014
25.06.2014
26.06.2014
27.06.2014
28.06.2014
01.07.2014
02.07.2014
03.07.2014
04.07.2014
05.07.2014

0.400%
-3.673%
0.138%
0.917%
-0.455%
3.059%
4.121%
2.128%
0.042%
0.000%
0.458%
1.368%
-1.718%
0.083%
0.832%
1.237%
-0.611%
0.000%
0.000%
-0.779%
0.785%
0.000%
0.041%
0.369%
2.041%
0.000%
0.400%
-0.398%
0.000%
0.000%
0.200%
0.998%
-1.186%
-0.720%
0.725%
0.000%
-2.000%
0.408%
-0.407%
-2.000%
0.375%
0.415%
0.041%

-1.507%
0.421%
0.000%
-4.503%
2.681%
-3.197%
-3.488%
-1.084%
-0.171%
0.049%
2.341%
0.786%
0.733%
0.939%
-0.465%
-1.425%
-0.640%
-1.240%
1.449%
0.952%
-0.943%
-0.762%
0.624%
2.527%
-0.023%
0.023%
-1.279%
-0.165%
0.047%
0.708%
0.656%
-0.768%
-1.055%
-1.066%
-1.725%
2.023%
0.621%
-0.047%
-1.306%
-0.120%
0.145%
0.096%
0.962%

0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

-1.135%
-2.852%
-1.923%
-4.115%
-1.795%
-0.242%
0.221%
-1.422%
-0.758%
2.159%
-0.829%
-0.516%
0.912%
-0.603%
0.234%
-1.197%
-0.540%
-3.694%
-0.933%
1.123%
1.548%
-0.687%
1.611%
-0.404%
-0.291%
0.846%
0.763%
-0.912%
0.228%
-0.966%
-0.478%
-1.089%
-1.179%
0.316%
1.161%
1.486%
2.998%
0.770%
-2.973%
-0.265%
-0.119%
0.813%
0.843%

-1.573%
-3.290%
-2.360%
-4.552%
-2.232%
-0.680%
-0.216%
-1.860%
-1.196%
1.722%
-1.267%
-0.954%
0.475%
-1.041%
-0.203%
-1.635%
-0.977%
-4.131%
-1.371%
0.685%
1.110%
-1.125%
1.174%
-0.842%
-0.728%
0.409%
0.326%
-1.350%
-0.209%
-1.403%
-0.915%
-1.527%
-1.616%
-0.122%
0.724%
1.049%
2.560%
0.333%
-3.411%
-0.703%
-0.556%
0.376%
0.406%

08.07.2014
09.07.2014
10.07.2014
11.07.2014
12.07.2014
15.07.2014
16.07.2014
17.07.2014
18.07.2014
19.07.2014
22.07.2014
23.07.2014
24.07.2014
25.07.2014
26.07.2014
29.07.2014
30.07.2014
31.07.2014
01.08.2014
02.08.2014
08.08.2014
09.08.2014
12.08.2014
13.08.2014
14.08.2014
16.08.2014
19.08.2014
20.08.2014
21.08.2014
22.08.2014
23.08.2014
26.08.2014
27.08.2014
28.08.2014
29.08.2013
30.08.2013
02.09.2014
03.09.2014
04.09.2014
05.09.2014
06.09.2014
09.09.2014
10.09.2014

1.198%
1.429%
-1.408%
0.000%
3.061%
-1.584%
1.811%
1.581%
-2.140%
-0.398%
-0.599%
2.008%
-1.575%
0.000%
-0.360%
1.525%
-1.542%
1.205%
-0.794%
0.080%
1.958%
0.000%
-0.039%
2.431%
-0.459%
1.923%
0.000%
1.887%
-1.481%
0.752%
0.000%
0.746%
-1.481%
-0.376%
0.000%
0.000%
1.132%
1.306%
3.131%
-2.679%
-0.183%
-0.735%
0.185%

0.214%
0.261%
0.995%
0.188%
0.468%
-0.280%
-0.608%
0.870%
0.070%
-0.815%
1.010%
-1.140%
-0.259%
0.024%
-0.141%
0.118%
0.000%
1.887%
-0.231%
0.000%
2.088%
2.136%
-0.312%
-1.339%
-0.701%
2.529%
-0.867%
0.852%
0.022%
-0.222%
-0.846%
-0.045%
0.899%
-0.223%
-1.786%
-1.136%
0.000%
0.000%
0.966%
-0.455%
-0.595%
-0.575%
1.134%

0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

-0.122%
-0.021%
0.647%
0.585%
0.462%
0.830%
-0.043%
-1.148%
-2.581%
-0.555%
1.465%
0.640%
0.470%
-0.271%
0.883%
1.344%
-0.697%
0.308%
0.561%
-0.945%
-0.440%
-0.298%
-0.037%
0.861%
-0.129%
0.432%
1.184%
1.009%
0.354%
-0.248%
0.212%
-0.666%
-0.476%
0.277%
-0.150%
-0.164%
0.118%
-0.021%
-0.518%
-0.370%
0.626%
1.653%
0.093%

-0.560%
-0.458%
0.210%
0.148%
0.025%
0.392%
-0.481%
-1.585%
-3.018%
-0.993%
1.027%
0.203%
0.033%
-0.708%
0.446%
0.906%
-1.135%
-0.129%
0.124%
-1.383%
-0.877%
-0.735%
-0.474%
0.424%
-0.567%
-0.005%
0.747%
0.571%
-0.083%
-0.686%
-0.225%
-1.104%
-0.914%
-0.161%
-0.588%
-0.602%
-0.319%
-0.459%
-0.955%
-0.807%
0.188%
1.216%
-0.344%

11.09.2014
12.09.2014
13.09.2014
16.09.2014
17.09.2014
18.09.2014
19.09.2014
20.09.2014
23.09.2014
24.09.2014
25.09.2014
26.09.2014
27.09.2014
30.09.2014
01.10.2014
02.10.2014
03.10.2014
04.10.2014
07.10.2014
08.10.2014
09.10.2014
10.10.2014
11.10.2014
14.10.2014
15.10.2014
16.10.2014
17.10.2014
18.10.2014
21.10.2014
22.10.2014
23.10.2014
24.10.2014
25.10.2014
28.10.2014
29.10.2014
30.10.2014
31.10.2014
01.11.2014
04.11.2014
05.11.2014
07.11.2014
08.11.2014
11.11.2014

-0.185%
0.000%
0.000%
-0.556%
0.559%
-1.037%
1.048%
0.000%
-1.296%
-0.375%
2.222%
0.590%
0.000%
-1.648%
-0.372%
-0.187%
1.835%
0.552%
-1.244%
0.000%
0.000%
-0.185%
0.186%
0.370%
6.458%
0.693%
1.033%
0.511%
-1.695%
1.724%
-0.034%
-1.662%
-3.448%
-4.250%
2.163%
-1.752%
0.706%
2.214%
0.433%
3.846%
0.381%
-0.517%
-0.797%

-0.114%
-0.115%
-1.147%
1.624%
0.457%
-1.136%
-0.414%
0.346%
0.069%
-1.149%
4.209%
-1.027%
1.714%
-0.244%
-0.556%
0.112%
-0.625%
0.629%
-0.446%
-0.224%
0.225%
0.224%
-0.783%
0.316%
-1.101%
0.000%
0.000%
0.977%
-0.495%
-1.380%
-1.376%
0.116%
0.906%
1.289%
-0.045%
-1.955%
1.461%
0.343%
1.367%
0.899%
1.336%
5.055%
-0.628%

0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

-0.377%
0.753%
-0.328%
0.449%
-0.218%
0.065%
-0.378%
-0.946%
-0.151%
-1.866%
0.415%
-1.268%
-0.241%
-0.171%
0.604%
0.361%
-0.838%
0.685%
0.664%
-0.623%
-0.033%
0.230%
-0.606%
0.375%
0.158%
1.143%
0.583%
0.387%
-0.295%
-0.962%
-0.167%
0.035%
0.127%
-0.123%
-0.290%
-0.075%
0.737%
0.108%
0.034%
-0.180%
0.342%
-0.990%
-0.784%

-0.814%
0.316%
-0.765%
0.011%
-0.656%
-0.373%
-0.816%
-1.383%
-0.588%
-2.303%
-0.023%
-1.706%
-0.679%
-0.609%
0.166%
-0.076%
-1.275%
0.247%
0.227%
-1.061%
-0.470%
-0.207%
-1.043%
-0.063%
-0.280%
0.706%
0.145%
-0.050%
-0.733%
-1.399%
-0.604%
-0.403%
-0.311%
-0.560%
-0.728%
-0.513%
0.300%
-0.329%
-0.403%
-0.618%
-0.096%
-1.428%
-1.222%

12.11.2014
13.11.2014
14.11.2014
15.11.2014
18.11.2014
19.11.2014
20.11.2014
21.11.2014
22.11.2014
25.11.2014
26.11.2014

1.293%
-0.138%
-0.864%
2.404%
0.374%
-0.339%
-1.020%
0.000%
0.000%
0.687%
0.000%

-0.526%
1.122%
-5.588%
-1.131%
1.121%
-1.086%
0.874%
1.000%
0.550%
0.328%
0.109%

0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%
0.438%

0.224%
-0.554%
-0.586%
-0.037%
-0.409%
0.223%
0.358%
0.146%
-0.046%
-0.224%
0.161%

-0.214%
-0.992%
-1.023%
-0.475%
-0.847%
-0.214%
-0.080%
-0.292%
-0.484%
-0.661%
-0.276%

Exces CT SNP Y
0.182%
-2.262%
1.566%
-1.042%
0.064%
1.593%
2.589%
0.163%
-0.479%
-1.543%
-1.124%
-2.687%
-0.435%
1.291%
-1.784%
0.842%
-0.805%
-1.897%
-1.585%
-2.202%
1.661%
-1.060%
-0.458%
-1.131%
-1.136%
-0.913%
-0.961%
-2.179%
1.153%
-1.883%
-0.435%
-0.249%
0.472%
2.560%
-1.375%
1.596%
-1.365%
-1.396%
0.150%
-0.122%
-1.798%

Xup
0.00%
0.38%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.50%
0.00%
0.52%
0.00%
0.00%
0.00%
0.37%
2.14%
1.43%
0.00%
2.10%
0.97%
0.00%
0.52%
0.00%
0.00%
0.92%
0.51%
0.00%
0.56%
0.00%
0.00%
0.00%
0.00%
0.58%
0.00%
0.39%
0.56%
0.02%
0.00%
0.00%
0.87%
0.06%

Xd
-0.28%
0.00%
-0.56%
-0.86%
-0.66%
-0.13%
-0.45%
-0.78%
0.00%
-0.90%
0.00%
-0.06%
-0.08%
-0.25%
0.00%
0.00%
0.00%
-1.29%
0.00%
0.00%
-0.64%
0.00%
-1.61%
-0.45%
0.00%
0.00%
-1.24%
0.00%
-0.94%
-1.53%
-0.39%
-0.24%
0.00%
-0.11%
0.00%
0.00%
0.00%
-1.52%
-0.08%
0.00%
0.00%

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Regression
Residual
Total

Intercept
X Variable 1
Alfa Jensen
Concluzia:
SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Regression
Residual
Total

x up
x down

Intercept
X Variable 1
X Variable 2
Alfa Jensen
Concluzia:

1.098%
-0.503%
-0.236%
-0.237%
-0.724%
1.117%
-0.655%
2.386%
-0.352%
-2.265%
0.407%
0.507%
-2.265%
-2.082%
0.752%
1.063%
-1.529%
-1.324%
-2.074%
-0.127%
2.439%
-0.007%
-0.545%
-1.424%
-1.498%
0.328%
0.540%
-0.502%
-0.373%
-1.835%
0.108%
-1.739%
-0.438%
-1.317%
-2.832%
1.789%
-0.882%
0.009%
2.874%
-0.846%
-1.085%
-0.872%

0.00%
0.00%
0.00%
0.03%
0.00%
0.00%
0.00%
0.28%
0.00%
0.00%
0.00%
0.00%
0.27%
0.00%
0.00%
0.39%
0.46%
0.00%
0.00%
0.59%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.40%
0.00%
0.00%
0.00%
0.00%
0.00%
0.78%
0.00%
0.00%
0.62%
0.00%
0.00%
0.18%

-0.95%
-1.38%
-2.01%
0.00%
-0.52%
-3.12%
-0.29%
0.00%
-0.20%
-0.02%
-1.51%
-1.01%
0.00%
-1.25%
-0.61%
0.00%
0.00%
-0.29%
-0.09%
0.00%
-0.23%
-1.16%
-1.10%
-0.93%
-0.44%
-1.37%
-1.30%
-0.36%
-0.33%
0.00%
-0.28%
-0.59%
-1.43%
-0.46%
-0.77%
0.00%
-0.50%
-0.49%
0.00%
-1.15%
-1.17%
0.00%

Bu
Bd
Bu - Bd
Standart error Bu-Bd
T student
T stat
Concluzia:

6.000%

4.000%

2.000%

0.000%

1
4
7
10
13
16
19
22

0.00%

rate de modificare (%)

0.31%

-2.000%

-4.000%

-6.000%

-8.000%

rate le d e d in am ic a ale ac t S N P

-0.164%

-5.000%

-4.000%

rate l

-1.944%
-0.016%
-0.438%
-4.941%
2.244%
-3.634%
-3.926%
-1.522%
-0.608%
-0.389%
1.904%
0.349%
0.296%
0.501%
-0.903%
-1.863%
-1.077%
-1.678%
1.012%
0.515%
-1.381%
-1.199%
0.186%
2.090%
-0.461%
-0.414%
-1.717%
-0.602%
-0.390%
0.270%
0.218%
-1.205%
-1.493%
-1.504%
-2.162%
1.585%
0.184%
-0.485%
-1.744%
-0.558%
-0.293%
-0.341%
0.524%

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
1.72%
0.00%
0.00%
0.47%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.69%
1.11%
0.00%
1.17%
0.00%
0.00%
0.41%
0.33%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.72%
1.05%
2.56%
0.33%
0.00%
0.00%
0.00%
0.38%
0.41%

-1.57%
-3.29%
-2.36%
-4.55%
-2.23%
-0.68%
-0.22%
-1.86%
-1.20%
0.00%
-1.27%
-0.95%
0.00%
-1.04%
-0.20%
-1.63%
-0.98%
-4.13%
-1.37%
0.00%
0.00%
-1.12%
0.00%
-0.84%
-0.73%
0.00%
0.00%
-1.35%
-0.21%
-1.40%
-0.92%
-1.53%
-1.62%
-0.12%
0.00%
0.00%
0.00%
0.00%
-3.41%
-0.70%
-0.56%
0.00%
0.00%

-5.000%

-4.000%

-0.223%
-0.176%
0.558%
-0.250%
0.031%
-0.717%
-1.045%
0.433%
-0.368%
-1.253%
0.573%
-1.577%
-0.696%
-0.414%
-0.579%
-0.319%
-0.438%
1.449%
-0.669%
-0.438%
1.651%
1.699%
-0.749%
-1.777%
-1.139%
2.092%
-1.304%
0.414%
-0.415%
-0.660%
-1.284%
-0.482%
0.461%
-0.660%
-2.223%
-1.574%
-0.438%
-0.438%
0.528%
-0.893%
-1.032%
-1.013%
0.696%

0.00%
0.00%
0.21%
0.15%
0.02%
0.39%
0.00%
0.00%
0.00%
0.00%
1.03%
0.20%
0.03%
0.00%
0.45%
0.91%
0.00%
0.00%
0.12%
0.00%
0.00%
0.00%
0.00%
0.42%
0.00%
0.00%
0.75%
0.57%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.19%
1.22%
0.00%

-0.56%
-0.46%
0.00%
0.00%
0.00%
0.00%
-0.48%
-1.59%
-3.02%
-0.99%
0.00%
0.00%
0.00%
-0.71%
0.00%
0.00%
-1.13%
-0.13%
0.00%
-1.38%
-0.88%
-0.74%
-0.47%
0.00%
-0.57%
-0.01%
0.00%
0.00%
-0.08%
-0.69%
-0.23%
-1.10%
-0.91%
-0.16%
-0.59%
-0.60%
-0.32%
-0.46%
-0.96%
-0.81%
0.00%
0.00%
-0.34%

-0.552%
-0.552%
-1.584%
1.187%
0.019%
-1.574%
-0.851%
-0.091%
-0.368%
-1.587%
3.772%
-1.464%
1.276%
-0.681%
-0.993%
-0.326%
-1.063%
0.191%
-0.884%
-0.662%
-0.213%
-0.213%
-1.220%
-0.122%
-1.539%
-0.438%
-0.438%
0.540%
-0.933%
-1.817%
-1.814%
-0.321%
0.468%
0.852%
-0.483%
-2.393%
1.024%
-0.095%
0.929%
0.461%
0.899%
4.617%
-1.065%

0.00%
0.32%
0.00%
0.01%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.17%
0.00%
0.00%
0.25%
0.23%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.71%
0.15%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.30%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

-0.81%
0.00%
-0.77%
0.00%
-0.66%
-0.37%
-0.82%
-1.38%
-0.59%
-2.30%
-0.02%
-1.71%
-0.68%
-0.61%
0.00%
-0.08%
-1.28%
0.00%
0.00%
-1.06%
-0.47%
-0.21%
-1.04%
-0.06%
-0.28%
0.00%
0.00%
-0.05%
-0.73%
-1.40%
-0.60%
-0.40%
-0.31%
-0.56%
-0.73%
-0.51%
0.00%
-0.33%
-0.40%
-0.62%
-0.10%
-1.43%
-1.22%

-0.964%
0.684%
-6.026%
-1.568%
0.684%
-1.524%
0.437%
0.563%
0.113%
-0.109%
-0.328%

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

-0.21%
-0.99%
-1.02%
-0.47%
-0.85%
-0.21%
-0.08%
-0.29%
-0.48%
-0.66%
-0.28%

MARY OUTPUT

ession Statistics
0.76466057
0.58470579
0.58283509
0.00985247
224

df

SS
MS
F
Significance F
1 0.03034065 0.03034065 312.560784 3.027E-044
222 0.02154981 9.707E-005
223 0.05189046

CoefficientsStandard Error t Stat


P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
0.0025432 0.00072625 3.50182325 0.00055854 0.00111197 0.00397443 0.00111197 0.00397443
1.2251962 0.06929517 17.6793887 3.027E-044 1.0885357 1.3616567 1.0885357 1.3616567
0.0025432 > 0
nu este semnificativ diferit de zero
Managerul nu are abilitate de selectie.

MARY OUTPUT

ession Statistics
0.76473365
0.58481755
0.58106025
0.00987341
224

df

SS
MS
F
Significance F
2 0.03034645 0.01517323 155.648054 6.537E-043
221 0.02154401 9.748E-005
223 0.05189046

CoefficientsStandard Error t Stat


P-value Lower 95%
0.00237477 0.00100327 2.36702107 0.01879523 0.00039756
1.2670461 0.18547772 6.83125772 8.055E-011 0.90151472
1.20911786 0.09546528 12.6655245 5.315E-028 1.02097906
0.00237477 > 0
nu este semnificativ diferit de zero
Managerul nu are abilitate de selectie.

Upper 95% Lower 95.0%Upper 95.0%


0.00435197 0.00039756 0.00435197
1.63257748 0.90151472 1.63257748
1.39725666 1.02097906 1.39725666

1.2670461
1.20911786
0.05792824
0.20860394
1.97075627
0.27769486

Pentru o bun apreciere a abilitii de programare: bu > bd.


Bu>Bd

t student > t stat

Managerul de portofoliu nu are abilitate de programare.

Evolutia premiilor de risc ale portofoliului si pietei financiare in Romania

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
82
85
88
91
94
97
100
103
106
109
112
115
118

Ex piata

Ex SNP

Corelatia intre miscarile act SNP in functie de miscarile pietei financiare, in Romania, intre ian.
6.000%
4.000%
2.000%

-4.000%

-3.000%

-2.000%

-1.000%

0.000%
0.000%
-2.000%

4.000%
2.000%

-4.000%

-3.000%

-2.000%

-1.000%

0.000%
0.000%
-2.000%
-4.000%
-6.000%

rate de dinamica ale pietei (%)

-8.000%

pper 95.0%

pper 95.0%

100
103
106
109
112
115
118
121
124
127
130
133
136
139
142
145
148
151
154
157
160
163
166
169
172
175
178
181
184
187
190
193
196
199
202
205
208
211
214
217
220

nciare in Romania intre ian.-nov. 2014

Ex SNP

in Romania, intre ian. - nov. 2014


6.000%
4.000%
2.000%
0.000%
0.000%
-2.000%

1.000%

2.000%

3.000%

4.000%
2.000%
0.000%
0.000%
-2.000%
-4.000%
-6.000%
-8.000%

1.000%

2.000%

3.000%

199
202
205
208
211
214
217
220
223