Scribd Logo
Загрузить

Добро пожаловать в Scribd!

  • Quiz 4

    Загружено:

    Inês Vilafanha
    26 просмотров6 страниц
    A

    Авторское право

    © © All Rights Reserved

    Доступные форматы

    XLSX, PDF, TXT или читайте онлайн в Scribd

    Этот документ был вам полезен?

    Это неприемлемый материал?

    Пожаловаться на этот документ
    A

    Авторское право:

    © All Rights Reserved
    Скачайте в формате XLSX, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    26 просмотров6 страниц

    Quiz 4

    Загружено:

    Inês Vilafanha
    A

    Авторское право:

    © All Rights Reserved
    Скачайте в формате XLSX, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    из 6

    Galp

    Date
    Monthly Return
    1/1/2014
    -0.84%
    12/2/2013
    -2.30%
    11/1/2013
    -2.32%
    10/1/2013
    1.46%
    9/2/2013
    -2.61%
    8/1/2013
    6.13%
    7/1/2013
    5.50%
    6/3/2013
    -10.12%
    5/1/2013
    4.67%
    4/1/2013
    -0.42%
    3/1/2013
    3.35%
    2/1/2013
    -1.19%
    1/1/2013
    1.73%
    12/3/2012
    -0.26%
    11/1/2012
    -4.52%
    10/1/2012
    -2.09%
    9/3/2012
    6.33%
    8/1/2012
    8.64%
    7/2/2012
    10.02%
    6/1/2012
    3.82%
    5/1/2012
    -17.73%
    4/2/2012
    -3.70%
    3/1/2012
    -5.71%
    2/1/2012
    6.14%
    1/2/2012
    8.39%
    12/1/2011
    -8.44%
    11/1/2011
    -17.05%
    10/3/2011
    8.99%
    9/1/2011
    -1.19%
    8/1/2011
    -11.67%
    7/1/2011
    -4.29%
    6/1/2011
    12.65%
    5/2/2011
    -2.63%
    4/1/2011
    0.00%
    3/1/2011
    0.21%
    2/1/2011
    1.12%
    1/3/2011
    3.94%
    12/1/2010
    11.18%
    11/1/2010
    -6.94%
    10/1/2010
    9.50%
    9/1/2010
    -0.82%
    8/2/2010
    2.09%
    7/1/2010
    2.05%
    6/1/2010
    1.38%

    EDP
    Date
    Monthly Return
    1/1/2014
    0.00%
    12/2/2013
    0.00%
    11/1/2013
    2.58%
    10/1/2013
    0.37%
    9/2/2013
    1.12%
    8/1/2013
    0.00%
    7/1/2013
    8.10%
    6/3/2013
    -0.40%
    5/1/2013
    0.00%
    4/1/2013
    8.77%
    3/1/2013
    4.59%
    2/1/2013
    -3.54%
    1/1/2013
    4.15%
    12/3/2012
    17.30%
    11/1/2012
    -7.04%
    10/1/2012
    -1.97%
    9/3/2012
    10.33%
    8/1/2012
    4.55%
    7/2/2012
    -0.56%
    6/1/2012
    10.63%
    5/1/2012
    -17.10%
    4/2/2012
    -0.52%
    3/1/2012
    -0.51%
    2/1/2012
    -2.01%
    1/2/2012
    -6.57%
    12/1/2011
    0.47%
    11/1/2011
    3.92%
    10/3/2011
    -0.97%
    9/1/2011
    0.98%
    8/1/2011
    -5.56%
    7/1/2011
    -0.92%
    6/1/2011
    -5.22%
    5/2/2011
    -1.71%
    4/1/2011
    0.43%
    3/1/2011
    0.00%
    2/1/2011
    -2.10%
    1/3/2011
    12.80%
    12/1/2010
    0.96%
    11/1/2010
    -10.30%
    10/1/2010
    9.39%
    9/1/2010
    4.93%
    8/2/2010
    -5.14%
    7/1/2010
    3.38%
    6/1/2010
    -2.82%

    5/3/2010
    4/1/2010
    3/1/2010
    2/1/2010
    1/4/2010
    12/1/2009
    11/2/2009
    10/1/2009
    9/1/2009
    8/3/2009
    7/1/2009
    6/1/2009
    5/1/2009
    4/1/2009
    3/2/2009
    2/2/2009
    1/1/2009
    12/1/2008
    11/3/2008
    10/1/2008
    9/1/2008
    8/1/2008
    7/1/2008
    6/2/2008
    5/2/2008
    4/1/2008
    3/3/2008
    2/1/2008
    1/2/2008
    12/3/2007
    11/1/2007
    10/1/2007
    9/3/2007

    1.85%
    -6.43%
    7.82%
    3.21%
    -4.39%
    0.62%
    5.00%
    -2.79%
    17.09%
    9.98%
    -8.20%
    -10.06%
    11.54%
    12.50%
    2.59%
    4.92%
    16.24%
    -16.46%
    19.52%
    -37.29%
    -15.18%
    15.29%
    -15.94%
    -12.58%
    4.97%
    3.00%
    -10.42%
    11.22%
    -17.55%
    24.18%
    33.07%
    2.76%
    -1.51%

    5/3/2010
    4/1/2010
    3/1/2010
    2/1/2010
    1/4/2010
    12/1/2009
    11/2/2009
    10/1/2009
    9/1/2009
    8/3/2009
    7/1/2009
    6/1/2009
    5/1/2009
    4/1/2009
    3/2/2009
    2/2/2009
    1/1/2009
    12/1/2008
    11/3/2008
    10/1/2008
    9/1/2008
    8/1/2008
    7/1/2008
    6/2/2008
    5/1/2008
    4/1/2008
    3/3/2008
    2/1/2008
    1/1/2008
    12/3/2007
    11/1/2007
    10/1/2007
    9/3/2007

    -1.84%
    -8.82%
    9.17%
    -6.03%
    -7.57%
    1.62%
    1.65%
    -3.95%
    4.12%
    8.00%
    0.00%
    -1.75%
    6.51%
    5.91%
    4.10%
    -9.72%
    3.35%
    0.97%
    -0.96%
    -8.33%
    -15.24%
    -1.47%
    6.23%
    -18.15%
    -0.32%
    5.70%
    -1.00%
    -9.06%
    -4.61%
    -3.07%
    3.77%
    8.49%
    1.60%

    REN
    Date
    Monthly Return
    1/1/2014
    -0.84%
    12/2/2013
    -2.30%
    11/1/2013
    -2.32%
    10/1/2013
    1.46%
    9/2/2013
    -2.61%
    8/1/2013
    6.13%
    7/1/2013
    5.50%
    6/3/2013
    -10.12%
    5/1/2013
    4.67%
    4/1/2013
    -0.42%
    3/1/2013
    3.35%
    2/1/2013
    -1.19%
    1/1/2013
    1.73%
    12/3/2012
    -0.26%
    11/1/2012
    -4.52%
    10/1/2012
    -2.09%
    9/3/2012
    6.33%
    8/1/2012
    8.64%
    7/2/2012
    10.02%
    6/1/2012
    3.82%
    5/1/2012
    -17.73%
    4/2/2012
    -3.70%
    3/1/2012
    -5.71%
    2/1/2012
    6.14%
    1/2/2012
    8.39%
    12/1/2011
    -8.44%
    11/1/2011
    -17.05%
    10/3/2011
    8.99%
    9/1/2011
    -1.19%
    8/1/2011
    -11.67%
    7/1/2011
    -4.29%
    6/1/2011
    12.65%
    5/2/2011
    -2.63%
    4/1/2011
    0.00%
    3/1/2011
    0.21%
    2/1/2011
    1.12%
    1/3/2011
    3.94%
    12/1/2010
    11.18%
    11/1/2010
    -6.94%
    10/1/2010
    9.50%
    9/1/2010
    -0.82%
    8/2/2010
    2.09%
    7/1/2010
    2.05%
    6/1/2010
    1.38%

    1)

    0.0527%

    2)

    0.10548056

    3)

    34.834%

    4)

    0.57%
    8.24%

    5/3/2010
    4/1/2010
    3/1/2010
    2/1/2010
    1/4/2010
    12/1/2009
    11/2/2009
    10/1/2009
    9/1/2009
    8/3/2009
    7/1/2009
    6/1/2009
    5/1/2009
    4/1/2009
    3/2/2009
    2/2/2009
    1/1/2009
    12/1/2008
    11/3/2008
    10/1/2008
    9/1/2008
    8/1/2008
    7/1/2008
    6/2/2008
    5/2/2008
    4/1/2008
    3/3/2008
    2/1/2008
    1/2/2008
    12/3/2007
    11/1/2007
    10/1/2007
    9/3/2007

    1.85%
    -6.43%
    7.82%
    3.21%
    -4.39%
    0.62%
    5.00%
    -2.79%
    17.09%
    9.98%
    -8.20%
    -10.06%
    11.54%
    12.50%
    2.59%
    4.92%
    16.24%
    -16.46%
    19.52%
    -37.29%
    -15.18%
    15.29%
    -15.94%
    -12.58%
    4.97%
    3.00%
    -10.42%
    11.22%
    -17.55%
    24.18%
    33.07%
    2.76%
    -1.51%

    E(R)
    Volatility
    Variance
    Covar

    GALP
    EDP
    REN
    0.79%
    0.05%
    10.55%
    6.41%
    1.11%
    0.41%
    0.2324%

    Вам также может понравиться