Carteira Vale vs Natura

Esta é uma pré-visualização de arquivo. Entre para ver o arquivo original

Plan1
	
	
	
							Exercício Prático : Carteira Natura vs. Vale Veja Análise de Sensibilidade e Curva abaixo
	
	
	
	
	
	
	
	
	
	
	
	
	
		NATURA						VALE
	
		Dia	Data	Preço	Retorno dia	Retorno Esperado Periodo		Dia	Data	Preço	Retorno Dia	Retorno Esperado Periodo
		1	22-May-06	21.96		31.9535%		1	22/05/06	42.69		26.7276%
		2	23-May-06	21.64	-1.4661%			2	23/05/06	42.00	-1.6163%
		3	24-May-06	21.40	-1.0941%	Fator		3	24/05/06	43.00	2.3810%	Fator
		4	25-May-06	22.72	6.1947%	1.3195		4	25/05/06	45.20	5.1163%	1.2673
		5	26-May-06	23.67	4.1667%			5	26/05/06	46.39	2.6327%
		6	29-May-06	23.36	-1.3200%	Retorno esperado dia		6	29/05/06	45.80	-1.2718%	Retorno Esperado Dia
		7	30-May-06	22.58	-3.3239%	0.1826%		7	30/05/06	44.30	-3.2751%	0.1560%
		8	31-May-06	21.78	-3.5639%			8	31/05/06	44.04	-0.5869%
		9	1-Jun-06	21.25	-2.4348%	Risco		9	01/06/06	44.79	1.7030%	Risco
		10	2-Jun-06	21.78	2.4955%	2.7257%		10	02/06/06	44.00	-1.7638%	2.0297%
		11	5-Jun-06	21.68	-0.4348%			11	05/06/06	43.15	-1.9318%
		12	6-Jun-06	21.40	-1.3100%			12	06/06/06	42.15	-2.3175%
		13	7-Jun-06	21.26	-0.6637%			13	07/06/06	40.20	-4.6263%
		14	8-Jun-06	20.20	-4.9889%			14	08/06/06	39.90	-0.7463%
		15	9-Jun-06	20.58	1.9222%			15	09/06/06	39.90	0.0000%
		16	12-Jun-06	19.43	-5.6118%			16	12/06/06	38.41	-3.7343%
		17	13-Jun-06	17.99	-7.4074%			17	13/06/06	37.10	-3.4106%
		18	14-Jun-06	20.55	14.2105%			18	14/06/06	37.86	2.0485%
		19	16-Jun-06	21.68	5.5299%			19	16/06/06	39.60	4.5959%
		20	19-Jun-06	21.93	a			20	19/06/06	38.67	-2.3485%
		21	20-Jun-06	21.85	-0.3454%			21	20/06/06	38.40	-0.6982%
		22	21-Jun-06	21.64	-0.9965%			22	21/06/06	40.50	5.4688%
		23	22-Jun-06	21.97	1.5317%			23	22/06/06	41.19	1.7037%
		24	23-Jun-06	21.59	-1.7241%			24	23/06/06	41.69	1.2139%
		25	26-Jun-06	21.30	-1.3158%			25	26/06/06	42.25	1.3432%
		26	27-Jun-06	20.73	-2.7111%			26	27/06/06	41.15	-2.6036%
		27	28-Jun-06	20.36	-1.7816%			27	28/06/06	42.09	2.2843%
		28	29-Jun-06	20.57	1.0233%			28	29/06/06	43.69	3.8014%
		29	30-Jun-06	21.49	4.5120%			29	30/06/06	44.08	0.8927%
		30	3-Jul-06	22.71	5.6388%			30	03/07/06	45.13	2.3820%
		31	4-Jul-06	22.91	0.9174%			31	04/07/06	45.20	0.1551%
		32	5-Jul-06	22.41	-2.1901%			32	05/07/06	44.16	-2.3009%
		33	6-Jul-06	22.72	1.3942%			33	06/07/06	43.90	-0.5888%
		34	7-Jul-06	22.63	-0.4167%			34	07/07/06	43.72	-0.4100%
		35	10-Jul-06	22.34	-1.2971%			35	10/07/06	43.95	0.5261%
		36	11-Jul-06	21.78	-2.5011%			36	11/07/06	44.14	0.4323%
		37	12-Jul-06	21.30	-2.1739%			37	12/07/06	43.68	-1.0421%
		38	13-Jul-06	20.65	-3.0667%			38	13/07/06	42.80	-2.0147%
		39	14-Jul-06	20.83	0.8712%			39	14/07/06	42.76	-0.0935%
		40	17-Jul-06	20.83	0.0000%			40	17/07/06	41.30	-3.4144%
		41	18-Jul-06	21.07	1.1364%			41	18/07/06	41.38	0.1937%
		42	19-Jul-06	21.59	2.4719%			42	19/07/06	43.72	5.6549%
		43	20-Jul-06	21.78	0.8772%			43	20/07/06	41.96	-4.0256%
		44	21-Jul-06	21.59	-0.8696%			44	21/07/06	41.20	-1.8112%
		45	24-Jul-06	22.26	3.1140%			45	24/07/06	42.10	2.1845%
		46	25-Jul-06	22.71	1.9991%			46	25/07/06	43.12	2.4228%
		47	26-Jul-06	22.72	0.0834%			47	26/07/06	42.51	-1.4147%
		48	27-Jul-06	23.96	5.4167%			48	27/07/06	42.75	0.5646%
		49	28-Jul-06	23.43	-2.1739%			49	28/07/06	44.01	2.9474%
		50	31-Jul-06	22.87	-2.4242%			50	31/07/06	43.30	-1.6133%
		51	1-Aug-06	22.05	-3.5505%			51	01/08/06	43.40	0.2309%
		52	2-Aug-06	23.50	6.5359%			52	02/08/06	44.17	1.7742%
		53	3-Aug-06	24.79	5.5215%			53	03/08/06	44.71	1.2225%
		54	4-Aug-06	25.71	3.6822%			54	04/08/06	45.64	2.0801%
		55	7-Aug-06	25.56	-0.5607%			55	07/08/06	44.90	-1.6214%
		56	8-Aug-06	25.03	-2.0677%			56	08/08/06	44.44	-1.0245%
		57	9-Aug-06	24.60	-1.7274%			57	09/08/06	43.52	-2.0702%
		58	10-Aug-06	24.99	1.5625%			58	10/08/06	42.95	-1.3097%
		59	11-Aug-06	24.99	0.0000%			59	11/08/06	42.00	-2.2119%
		60	14-Aug-06	25.33	1.3846%			60	14/08/06	41.30	-1.6667%
		61	15-Aug-06	26.23	3.5660%			61	15/08/06	40.86	-1.0654%
		62	16-Aug-06	26.29	0.2198%			62	16/08/06	41.50	1.5663%
		63	17-Aug-06	25.61	-2.5950%			63	17/08/06	41.50	0.0000%
		64	18-Aug-06	25.17	-1.7261%			64	18/08/06	41.45	-0.1205%
		65	21-Aug-06	25.08	-0.3436%			65	21/08/06	41.21	-0.5790%
		66	22-Aug-06	25.08	0.0000%			66	22/08/06	40.48	-1.7714%
		67	23-Aug-06	24.70	-1.5326%			67	23/08/06	38.90	-3.9032%
		68	24-Aug-06	25.27	2.3346%			68	24/08/06	39.41	1.3111%
		69	25-Aug-06	25.27	0.0000%			69	25/08/06	39.51	0.2537%
		70	28-Aug-06	25.28	0.0380%			70	28/08/06	40.60	2.7588%
		71	29-Aug-06	25.85	2.2425%			71	29/08/06	40.57	-0.0739%
		72	30-Aug-06	26.31	1.7844%			72	30/08/06	40.49	-0.1972%
		73	31-Aug-06	25.66	-2.4836%			73	31/08/06	39.82	-1.6547%
		74	1-Sep-06	25.85	0.7491%			74	01/09/06	41.30	3.7167%
		75	4-Sep-06	26.58	2.8253%			75	04/09/06	41.79	1.1864%
		76	5-Sep-06	26.23	-1.3015%			76	05/09/06	42.19	0.9572%
		77	6-Sep-06	26.04	-0.7326%			77	06/09/06	41.35	-1.9910%
		78	8-Sep-06	26.91	3.3210%			78	08/09/06	40.88	-1.1366%
		79	11-Sep-06	25.39	-5.6429%			79	11/09/06	39.15	-4.2319%
		80	12-Sep-06	25.18	-0.8327%			80	12/09/06	39.20	0.1277%
		81	13-Sep-06	25.79	2.4427%			81	13/09/06	39.90	1.7857%
		82	14-Sep-06	26.52	2.8316%			82	14/09/06	39.31	-1.4787%
		83	15-Sep-06	26.72	0.7246%			83	15/09/06	39.09	-0.5597%
		84	18-Sep-06	27.67	3.5612%			84	18/09/06	39.59	1.2791%
		85	19-Sep-06	26.95	-2.6051%			85	19/09/06	38.70	-2.2480%
		86	20-Sep-06	27.05	0.3923%			86	20/09/06	37.64	-2.7390%
		87	21-Sep-06	25.75	-4.7957%			87	21/09/06	38.39	1.9926%
		88	22-Sep-06	25.76	0.0373%			88	22/09/06	37.90	-1.2764%
		89	25-Sep-06	25.83	0.2611%			89	25/09/06	37.44	-1.2137%
		90	26-Sep-06	25.32	-1.9717%			90	26/09/06	38.44	2.6709%
		91	27-Sep-06	25.51	0.7590%			91	27/09/06	39.59	2.9917%
		92	28-Sep-06	25.11	-1.5819%			92	28/09/06	40.08	1.2377%
		93	29-Sep-06	25.65	2.1431%			93	29/09/06	40.32	0.5988%
		94	2-Oct-06	26.81	4.5335%			94	02/10/06	40.89	1.4137%
		95	3-Oct-06	26.82	0.0358%			95	03/10/06	39.40	-3.6439%
		96	4-Oct-06	27.21	1.4690%			96	04/10/06	40.90	3.8071%
		97	5-Oct-06	27.96	2.7542%			97	05/10/06	41.62	1.7604%
		98	6-Oct-06	27.93	-0.1375%			98	06/10/06	41.68	0.1442%
		99	9-Oct-06	27.76	-0.5850%			99	09/10/06	42.26	1.3916%
		100	10-Oct-06	28.39	2.2499%			100	10/10/06	42.73	1.1122%
		101	11-Oct-06	28.83	1.5572%			101	11/10/06	43.08	0.8191%
		102	13-Oct-06	29.42	2.0333%			102	13/10/06	43.88	1.8570%
		103	16-Oct-06	30.27	2.9075%			103	16/10/06	44.56	1.5497%
		104	17-Oct-06	29.02	-4.1270%			104	17/10/06	43.87	-1.5485%
		105	18-Oct-06	28.26	-2.6159%			105	18/10/06	43.95	0.1824%
		106	19-Oct-06	27.87	-1.3941%			106	19/10/06	44.50	1.2514%
		107	20-Oct-06	28.23	1.3103%			107	20/10/06	44.10	-0.8989%
		108	23-Oct-06	28.78	1.9401%			108	23/10/06	44.50	0.9070%
		109	24-Oct-06	28.66	-0.4341%			109	24/10/06	45.99	3.3483%
		110	25-Oct-06	27.87	-2.7498%			110	25/10/06	46.70	1.5438%
		111	26-Oct-06	27.02	-3.0345%			111	26/10/06	46.38	-0.6852%
		112	27-Oct-06	27.10	0.2845%			112	27/10/06	46.00	-0.8193%
		113	30-Oct-06	27.10	0.0000%			113	30/10/06	45.58	-0.9130%
		114	31-Oct-06	28.35	4.6099%			114	31/10/06	46.14	1.2286%
		115	1-Nov-06	27.96	-1.3559%			115	01/11/06	47.40	2.7308%
		116	3-Nov-06	27.87	-0.3436%			116	03/11/06	47.95	1.1603%
		117	6-Nov-06	27.64	-0.8276%			117	06/11/06	48.99	2.1689%
		118	7-Nov-06	28.35	2.5730%			118	07/11/06	48.60	-0.7961%
		119	8-Nov-06	28.97	2.2034%			119	08/11/06	48.61	0.0206%
		120	9-Nov-06	28.35	-2.1559%			120	09/11/06	49.50	1.8309%
		121	10-Nov-06	28.83	1.6949%			121	10/11/06	49.04	-0.9293%
		122	13-Nov-06	29.26	1.5000%			122	13/11/06	47.84	-2.4470%
		123	14-Nov-06	29.26	0.0000%			123	14/11/06	48.10	0.5435%
		124	16-Nov-06	29.76	1.7077%			124	16/11/06	48.30	0.4158%
		125	17-Nov-06	30.13	1.2270%			125	17/11/06	48.17	-0.2692%
		126	21-Nov-06	29.41	-2.3923%			126	21/11/06	49.28	2.3043%
		127	22-Nov-06	28.54	-2.9412%			127	22/11/06	49.51	0.4667%
		128	23-Nov-06	29.22	2.3906%			128	23/11/06	49.55	0.0808%
		129	24-Nov-06	29.03	-0.6577%			129	24/11/06	49.49	-0.1211%
		130	27-Nov-06	27.87	-4.0053%			130	27/11/06	49.01	-0.9699%
131	28-Nov-06	28.64	2.7586%			131	28/11/06	49.00	-0.0204%
		132	29-Nov-06	28.54	-0.3356%			132	29/11/06	50.49	3.0408%
		133	30-Nov-06	28.16	-1.3468%			133	30/11/06	50.58	0.1783%
		134	1-Dec-06	28.30	0.5120%			134	01/12/06	49.75	-1.6410%
		135	4-Dec-06	28.16	-0.5093%			135	04/12/06	52.25	5.0251%
		136	5-Dec-06	28.59	1.5358%			136	05/12/06	54.10	3.5407%
		137	6-Dec-06	28.25	-1.1765%			137	06/12/06	53.59	-0.9427%
		138	7-Dec-06	28.14	-0.4082%			138	07/12/06	52.75	-1.5675%
		139	8-Dec-06	27.88	-0.9221%			139	08/12/06	52.08	-1.2701%
		140	11-Dec-06	27.63	-0.8962%			140	11/12/06	53.15	2.0545%
		141	12-Dec-06	27.72	0.3478%			141	12/12/06	52.69	-0.8655%
		142	13-Dec-06	27.77	0.1733%			142	13/12/06	52.96	0.5124%
		143	14-Dec-06	27.72	-0.1730%			143	14/12/06	53.70	1.3973%
		144	15-Dec-06	27.96	0.8666%			144	15/12/06	53.82	0.2235%
		145	18-Dec-06	27.99	0.1031%			145	18/12/06	53.29	-0.9848%
		146	19-Dec-06	28.99	3.5702%			146	19/12/06	53.51	0.4128%
		147	20-Dec-06	28.53	-1.5910%			147	20/12/06	53.12	-0.7288%
		148	21-Dec-06	28.44	-0.3368%			148	21/12/06	53.20	0.1506%
		149	22-Dec-06	27.84	-2.0953%			149	22/12/06	53.80	1.1278%
		150	26-Dec-06	27.87	0.1036%			150	26/12/06	53.67	-0.2416%
		151	27-Dec-06	28.64	2.7586%			151	27/12/06	54.63	1.7887%
		152	28-Dec-06	28.97	1.1745%			152	28/12/06	54.10	-0.9702%
	
	
	
	
			ANALISE DE SENSIBILIDADE
	
	
			Peso Natura	Peso Vale	Retorno	Risco	Retorno Periodo	Retorono a.p.	Correlaçao
			0%	100%	0.1560%	2.0297%	1.26727571	26.7276%	0.3459361837
			5%	95%	0.1573%	1.9795%	1.26988869	26.9889%
			10%	90%	0.1587%	1.9379%	1.27250168	27.2502%
			15%	85%	0.1600%	1.9057%	1.27511466	27.5115%
			20%	80%	0.1614%	1.8831%	1.27772765	27.7728%
			25%	75%	0.1627%	1.8706%	1.28034063	28.0341%
			30%	70%	0.1641%	1.8684%	1.28295362	28.2954%
			35%	65%	0.1654%	1.8765%	1.28556661	28.5567%
			40%	60%	0.1667%	1.8948%	1.28817959	28.8180%
			45%	55%	0.1681%	1.9230%	1.29079258	29.0793%
			50%	50%	0.1694%	1.9607%	1.29340556	29.3406%
			55%	45%	0.1707%	2.0072%	1.29601855	29.6019%
			60%	40%	0.1721%	2.0621%	1.29863153	29.8632%
			65%	35%	0.1734%	2.1247%	1.30124452	30.1245%
			70%	30%	0.1747%	2.1943%	1.30385750	30.3858%
			75%	25%	0.1760%	2.2703%	1.30647049	30.6470%
			80%	20%	0.1773%	2.3520%	1.30908347	30.9083%
			85%	15%	0.1787%	2.4390%	1.31169646	31.1696%
			90%	10%	0.1800%	2.5305%	1.31430944	31.4309%
			95%	5%	0.1813%	2.6263%	1.31692243	31.6922%
			100%	0%	0.1826%	2.7257%	1.31953541	31.9535%
Plan1
	
Risco Carteira (%)
Retorno Carteira (% a.d.)
Plan2
	
Carteira 100% VALE
Carteira 100% NATURA
(fator)
Retorno caso investisse 100% na vale
Retorno com o risco minimo da Carteira
Ganho de retorno (retorno da carteira com mesmo risco se investisse 100% na Vale)
Plan3
	
MBD004E8AC8.unknown