2012.05.06 - Material do Laboratório da Mariana Orsini - Heat Map Bolsas
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0.488 0.463 0.609 2.018 5.260 5.588 2.669 1.763 1.079 1.355 0.948 1.029 0.573 0.346 0.425 0.487 0.656 1.046 0.515 0.777 0.349 0.745 China 1.489 2.020 2.050 0.742 0.991 2.426 2.250 1.397 0.944 0.881 1.329 1.324 0.987 2.596 1.291 2.905 2.336 1.748 2.426 1.701 2.350 2.249 2.810 2.056 1.016 1.081 2.054 0.850 0.590 0.367 0.602 1.466 2.236 0.717 0.660 0.810 0.440 0.365 0.432 Inglaterra 0.383 0.352 0.617 0.387 0.315 0.401 0.503 1.536 1.137 0.611 0.840 0.993 1.056 1.749 1.157 1.059 0.415 0.608 1.163 0.899 1.754 4.579 4.198 2.982 1.299 1.225 2.304 1.840 1.038 0.757 0.963 0.550 0.481 0.635 0.793 0.770 0.371 0.595 0.320 EUA 0.678 0.609 0.715 0.369 0.380 0.438 0.497 1.570 1.085 0.481 1.283 1.306 1.139 1.330 1.633 1.660 0.576 0.815 1.143 1.468 2.658 7.119 7.829 6.491 2.497 2.935 4.324 3.620 2.238 1.543 1.522 0.815 0.744 0.840 1.208 0.407 0.460 1.083 0.445 Spread Libor-FF 1.013 1.038 1.347 0.895 1.233 1.397 0.946 1.119 1.378 0.818 0.534 0.756 0.724 3.578 0.966 1.543 2.935 2.467 2.925 2.307 0.816 4.454 12.907 6.257 3.988 2.864 1.658 1.897 1.482 1.569 1.467 0.770 0.348 0.275 0.106 0.223 0.357 0.235 0.616 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 above 3.5 between 0.5 e 2 between 2 and 3.5 below 0.5 Heat Map Bolsas Euro 0.365 0.433 0.483 0.328 0.353 0.385 0.398 0.793 0.475 0.307 0.459 0.250 0.968 1.429 0.780 0.666 0.271 0.414 0.734 0.542 1.145 3.232 2.965 2.490 0.967 1.120 1.912 1.618 0.800 0.733 0.946 0.564 0.430 0.579 0.671 0.532 0.385 0.677 0.371 India 0.288 0.407 0.616 0.414 0.281 0.374 0.416 0.624 0.324 0.796 0.618 0.427 0.949 1.520 1.061 0.809 0.350 0.550 1.337 0.717 0.601 1.617 2.019 0.984 0.936 0.578 0.672 0.855 1.446 1.206 0.906 0.570 0.291 0.453 0.451 0.306 0.418 0.274 0.371 Russia 0.442 0.404 0.326 0.470 0.522 0.273 0.402 0.375 0.275 0.321 0.457 0.377 0.762 0.827 0.326 0.345 0.306 0.370 0.562 0.790 2.017 4.026 4.045 2.035 0.855 1.723 1.798 1.435 1.044 1.113 0.959 0.846 0.630 0.593 0.626 0.430 0.342 0.367 0.349 Brazil 0.446 0.611 1.074 0.522 0.615 0.399 0.709 0.844 0.687 0.606 0.692 0.595 0.967 1.344 0.736 0.713 0.427 0.488 0.463 0.609 2.018 5.260 5.588 2.669 1.763 1.079 1.355 0.948 1.029 0.573 0.346 0.425 0.487 0.656 1.046 0.515 0.777 0.349 0.745 China 1.489 2.020 2.050 0.742 0.991 2.426 2.250 1.397 0.944 0.881 1.329 1.324 0.987 2.596 1.291 2.905 2.336 1.748 2.426 1.701 2.350 2.249 2.810 2.056 1.016 1.081 2.054 0.850 0.590 0.367 0.602 1.466 2.236 0.717 0.660 0.810 0.440 0.365 0.432 acima de 3.5 entre 0,5 e 2 MSCI BRIC -0.086 -0.586 -0.578 -0.306 -0.127 -0.295 -0.143 -0.289 -0.629 0.596 1.305 0.501 0.038 -0.507 -0.276 -0.163 -0.557 -0.618 -0.442 -0.529 -0.138 -0.420 1.138 0.367 -0.727 -0.531 -0.165 -0.474 -0.636 0.483 0.840 0.582 0.393 0.372 0.683 0.311 0.005 1.808 0.798 MSCI -0.070 -0.579 -0.547 -0.278 -0.172 -0.291 -0.143 -0.314 -0.553 0.480 1.317 0.512 0.105 -0.528 -0.278 -0.154 -0.537 -0.699 -0.415 -0.515 -0.123 -0.460 1.096 0.449 -0.701 -0.569 -0.177 -0.430 -0.681 0.364 0.937 0.517 0.449 0.377 0.668 0.338 -0.123 1.808 0.886 England 0.383 0.352 0.617 0.387 0.315 0.401 0.503 1.536 1.137 0.611 0.840 0.993 1.056 1.749 1.157 1.059 0.415 0.608 1.163 0.899 1.754 4.579 4.198 2.982 1.299 1.225 2.304 1.840 1.038 0.757 0.963 0.550 0.481 0.635 0.793 0.770 0.371 0.595 0.320 entre 2 e 3,5 abaixo de 0,5 USA 0.678 0.609 0.715 0.369 0.380 0.438 0.497 1.570 1.085 0.481 1.283 1.306 1.139 1.330 1.633 1.660 0.576 0.815 1.143 1.468 2.658 7.119 7.829 6.491 2.497 2.935 4.324 3.620 2.238 1.543 1.522 0.815 0.744 0.840 1.208 0.407 0.460 1.083 0.445 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map Juros Brazil -0.574 -0.878 -0.747 -0.847 -0.675 -0.494 -0.777 -0.832 -0.363 -0.572 -0.801 -0.815 -0.613 -0.835 -0.782 -0.420 -0.528 -0.203 -0.561 -0.533 -0.880 -0.822 -0.101 0.569 1.259 0.117 -0.526 -0.036 -0.692 -0.454 -0.652 -0.713 -0.817 -0.724 -0.428 -0.816 -0.682 -0.830 -0.862 India -0.118 -0.232 0.396 -0.010 0.780 -0.289 0.435 3.001 3.590 -0.283 -0.378 0.451 -0.768 0.446 -0.404 -0.318 -0.002 -0.127 1.305 3.353 0.187 0.531 3.375 1.990 4.946 2.427 0.216 0.638 3.047 1.153 0.437 0.111 0.526 0.655 0.806 -0.283 0.245 0.035 -0.282 China -0.689 -0.683 -0.809 -0.767 0.088 -0.635 -0.206 1.464 -0.734 -0.491 0.383 0.900 0.001 -0.571 0.714 -0.509 -0.604 -0.380 -0.315 -0.516 -0.508 0.424 1.911 2.167 4.242 0.213 -0.050 -0.337 -0.460 -0.572 -0.697 1.233 0.504 -0.463 -0.538 -0.776 -0.533 -0.637 -0.673 TED Spread -1.013 -1.038 -1.347 -0.895 -1.233 -1.397 -0.946 -1.119 1.045 0.818 0.446 0.756 0.511 3.578 0.851 0.744 2.935 2.467 2.925 2.307 0.816 4.454 12.907 6.257 3.988 2.864 1.658 1.897 1.482 1.569 1.467 0.770 0.348 0.263 -0.106 0.136 -0.323 -0.232 -0.616 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map EMBI India -0.334 -0.160 -0.216 -0.190 -0.314 -0.150 -0.091 0.721 0.134 0.129 -0.107 0.305 0.350 0.218 0.229 0.392 0.116 0.120 0.295 -0.021 -0.333 0.868 4.412 0.953 1.494 0.173 0.401 1.385 1.432 0.220 0.138 0.095 0.096 0.010 0.032 -0.081 0.099 -0.079 -0.146 Russia 0.032 0.345 0.636 0.891 0.029 2.004 2.238 1.572 1.033 1.140 1.098 1.494 1.433 1.519 1.654 1.126 0.677 1.324 1.160 1.035 1.710 5.185 5.655 1.710 0.449 1.143 0.350 0.195 0.294 0.455 0.226 0.340 0.489 1.220 3.498 1.253 0.546 0.494 0.114 Brazil -0.551 -0.258 0.524 -0.399 -0.124 0.480 1.190 2.432 1.323 0.594 1.456 1.502 1.042 1.005 1.464 0.678 0.427 1.249 0.418 0.431 1.572 4.382 4.184 1.432 1.014 1.802 0.731 0.163 0.401 0.973 0.812 1.052 0.738 0.978 0.744 0.303 0.509 0.568 0.355 China 1.031 -0.240 -0.132 -0.001 1.013 -0.102 -0.006 0.342 0.089 1.782 0.708 0.143 0.239 0.535 0.542 0.451 0.459 0.590 0.277 0.441 0.965 1.897 0.841 1.332 0.173 0.878 0.983 0.594 0.111 1.123 0.816 0.471 0.519 0.646 0.571 0.287 2.491 1.607 0.347 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08