Documente Academic
Documente Profesional
Documente Cultură
TITLUL 1
Simbol societate:
Denumire societate:
Data de referinta:
Nr.crt
0
1
2
3
4
5
6
7
8
9
10
BRD
Banca Romana de Dezvoltare
01.feb.2012
Data
Pret mediu
Rentabilitate (Ri)
01.feb.2012
11.3400
--02.feb.2012
11.5100
1.499%
03.feb.2012
11.5000
-0.086%
06.feb.2012
11.4000
-0.869%
07.feb.2012
11.3000
-0.877%
08.feb.2012
11.4900
1.681%
09.feb.2012
11.4700
-0.174%
10.feb.2012
11.4000
-0.610%
13.feb.2012
11.4000
0.000%
14.feb.2012
11.2500
-1.315%
17.feb.2012
11.3000
0.444%
Rentabilitatea medie (R)
-0.031%
Ri - R
--1.530%
-0.055%
-0.838%
-0.846%
1.712%
-0.143%
-0.579%
0.031%
-1.284%
0.475%
(Ri - R)^2
--0.000234
0.000000
0.000070
0.000072
0.000293
0.000002
0.000034
0.000000
0.000165
0.000023
0.000892
0.000089 ^2
0.94% - riscul titlului
-0.0010737
0.0000408
0.0020436
0.0000649
-0.0013200
0.0001901
0.0004637
0.0001128
-0.0025771
0.0005569
-0.0001498
TITLUL 2
Simbol societate:
Denumire societate:
Data de referinta:
Nr.crt
0
1
2
3
4
5
6
7
8
9
10
SIF1
SIF BANAT
CRISANA
S.A.
01.feb.2012
Data
Pret mediu Rentabilitate (Ri)
01.feb.2012
1.0330
--02.feb.2012
1.0400
0.678%
03.feb.2012
1.0600
1.923%
07.feb.2012
1.0600
0.000%
08.feb.2012
1.1300
6.604%
09.feb.2012
1.1900
5.310%
10.feb.2012
1.2000
0.840%
13.feb.2012
1.2700
5.833%
14.feb.2012
1.2700
0.000%
15.feb.2012
1.2000
-5.512%
17.feb.2012
1.1900
-0.833%
Rentabilitatea medie (R)
1.484%
Ri - R
---0.807%
0.439%
-1.484%
5.119%
3.825%
-0.644%
4.349%
-1.484%
-6.996%
-2.318%
(Ri - R)^2
--0.000065
0.000019
0.000220
0.002621
0.001463
0.000041
0.001891
0.000220
0.004895
0.000537
0.011974
0.001197 ^2
3.46% - riscul titlului
cov(R2, R3)
0.0005660
-0.0003241
0.0036184
-0.0003928
-0.0029501
0.0008543
-0.0034811
-0.0054521
-0.0140383
-0.0027192
-0.0024319
- riscul titlului
TITLUL 3
Simbol societate:
Denumire societate:
Data de referinta:
Nr.crt
0
1
2
3
4
5
6
7
8
9
10
RRC
ROMPETROL RAFINARIE S.A.
01.02.2012
Data
Pret mediu Rentabilitate (Ri)
01.feb.2012
0.0429
--02.feb.2012
0.0418
-2.564%
03.feb.2012
0.0418
0.000%
06.feb.2012
0.0421
0.718%
07.feb.2012
0.0410
-2.613%
08.feb.2012
0.0418
1.951%
09.feb.2012
0.0415
-0.718%
10.feb.2012
0.0400
-3.614%
13.feb.2012
0.0417
4.250%
14.feb.2012
0.0416
-0.240%
17.feb.2012
0.0414
-0.481%
Rentabilitatea medie (R)
-0.331%
Ri - R
---2.233%
0.331%
1.049%
-2.282%
2.282%
-0.387%
-3.283%
4.581%
0.091%
-0.150%
(Ri - R)^2
--0.000499
0.000011
0.000110
0.000521
0.000521
0.000015
0.001078
0.002099
0.000001
0.000002
0.004856
0.000486 ^2
2.20% - riscul titlului
- riscul titlului
Constantin Cristian
Nr.crt.
Titlu
Simbol societate
1 BRD
2 SIF1
3 RRC
Denumire societate
Banca Romana de Dezvoltare
Sif Banat Crisana S.A.
Rompetrol Rafinarie S.A.
Rp=
p =
Rentabilitate Risc
-0.031%
0.943%
1.484%
3.459%
-0.331%
2.204%
0.0620%
0.0289%
Pondere (Xi)
10.00%
20.00%
70.00%
100.00%