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Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
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Data Pret BIO Ri (R-Ri med)^2 Premiul de risc
03.01.2014 0.2095
04.01.2014 0.2075 -0.955% 0.000124 -1.455%
07.01.2014 0.205 -1.205% 0.000186 -1.684%
08.01.2014 0.207 0.976% 0.000067 0.496%
09.01.2014 0.2074 0.193% 0.000000 -0.286%
10.01.2014 0.2089 0.723% 0.000032 0.244%
11.01.2014 0.208 -0.431% 0.000035 -0.910%
14.01.2014 0.206 -0.962% 0.000125 -1.441%
1.01.2014 0.206 0.000% 0.000003 -0.479%
1!.01.2014 0.208 0.971% 0.000066 0.492%
17.01.2014 0.2096 0.769% 0.000037 0.290%
18.01.2014 0.209 -0.286% 0.000020 -0.765%
21.01.2014 0.208 -0.478% 0.000041 -0.958%
22.01.2014 0.2088 0.385% 0.000005 -0.095%
23.01.2014 0.205 -1.820% 0.000391 -2.299%
24.01.2014 0.205 0.000% 0.000003 -0.479%
2.01.2014 0.207 0.976% 0.000067 0.496%
28.01.2014 0.2084 0.676% 0.000027 0.197%
29.01.2014 0.21 0.768% 0.000037 0.289%
30.01.2014 0.2102 0.095% 0.000000 -0.384%
31.01.2014 0.21 -0.095% 0.000006 -0.574%
01.02.2014 0.215 2.381% 0.000494 1.902%
04.02.2014 0.216 0.465% 0.000009 0.007%
0.02.2014 0.2211 2.361% 0.000485 1.903%
0!.02.2014 0.229 3.573% 0.001166 3.115%07.02.2014 0.231 0.873% 0.000051 0.415%
08.02.2014 0.231 0.000% 0.000003 -0.458%
11.02.2014 0.2265 -1.948% 0.000444 -2.406%
12.02.2014 0.2275 0.442% 0.000008 -0.017%
13.02.2014 0.226 -0.659% 0.000067 -1.118%
14.02.2014 0.232 2.655% 0.000623 2.197%
1.02.2014 0.232 0.000% 0.000003 -0.458%
18.02.2014 0.238 2.586% 0.000589 2.128%
19.02.2014 0.239 0.420% 0.000007 -0.038%
20.02.2014 0.2375 -0.628% 0.000062 -1.086%21.02.2014 0.235 -1.053% 0.000147 -1.511%
22.02.2014 0.24 2.128% 0.000388 1.669%
2.02.2014 0.239 -0.417% 0.000033 -0.875%
2!.02.2014 0.236 -1.255% 0.000200 -1.714%
27.02.2014 0.237 0.424% 0.000007 -0.035%
28.02.2014 0.24 1.266% 0.000123 0.807%
01.03.2014 0.238 -0.833% 0.000098 -1.292%
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04.03.2014 0.24 0.840% 0.000046 0.382%
0.03.2014 0.241 0.417% 0.000007 -0.042%
0!.03.2014 0.2416 0.249% 0.000001 -0.209%
07.03.2014 0.242 0.166% 0.000000 -0.293%
08.03.2014 0.2391 -1.198% 0.000184 -1.657%
11.03.2014 0.24 0.376% 0.000005 -0.082%
12.03.2014 0.24 0.000% 0.000003 -0.458%
13.03.2014 0.24 0.000% 0.000003 -0.458%
14.03.2014 0.24 0.000% 0.000003 -0.458%
1.03.2014 0.24 0.000% 0.000003 -0.458%
18.03.2014 0.2355 -1.875% 0.000413 -2.333%
19.03.2014 0.2377 0.934% 0.000060 0.476%
20.03.2014 0.234 -1.557% 0.000294 -2.015%
21.03.2014 0.2303 -1.581% 0.000303 -2.040%
22.03.2014 0.229 -0.564% 0.000052 -1.023%
2.03.2014 0.23 0.437% 0.000008 -0.022%
2!.03.2014 0.231 0.435% 0.000008 -0.024%
27.03.2014 0.23 -0.433% 0.000035 -0.891%
28.03.2014 0.235 2.174% 0.000406 1.716%
29.03.2014 0.235 0.000% 0.000003 -0.458%
01.04.2014 0.231 -1.702% 0.000346 -2.140%
02.04.2014 0.23 -0.433% 0.000035 -0.870%
03.04.2014 0.23 0.000% 0.000003 -0.438%
04.04.2014 0.23 0.000% 0.000003 -0.438%
0.04.2014 0.23 0.000% 0.000003 -0.438%
08.04.2014 0.2301 0.043% 0.000001 -0.394%09.04.2014 0.2305 0.174% 0.000000 -0.264%
10.04.2014 0.231 0.217% 0.000000 -0.221%
11.04.2014 0.2303 -0.303% 0.000021 -0.741%
12.04.2014 0.2304 0.043% 0.000001 -0.394%
1.04.2014 0.23 -0.174% 0.000011 -0.611%
1!.04.2014 0.229 -0.435% 0.000035 -0.872%
17.04.2014 0.2305 0.655% 0.000025 0.218%
19.04.2014 0.2303 -0.087% 0.000006 -0.524%
22.04.2014 0.235 2.041% 0.000354 1.603%
23.04.2014 0.2325 -1.064% 0.000149 -1.501%24.04.2014 0.2323 -0.086% 0.000006 -0.524%
2.04.2014 0.232 -0.129% 0.000008 -0.567%
2!.04.2014 0.2305 -0.647% 0.000065 -1.084%
29.04.2014 0.2302 -0.130% 0.000008 -0.568%
30.04.2014 0.2303 0.043% 0.000001 -0.394%
02.0.2014 0.23 -0.130% 0.000008 -0.568%
03.0.2014 0.2251 -2.130% 0.000524 -2.568%
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07.0.2014 0.226 0.400% 0.000006 -0.038%
08.0.2014 0.2177 -3.673% 0.001468 -4.110%
09.0.2014 0.218 0.138% 0.000000 -0.300%
10.0.2014 0.22 0.917% 0.000058 0.480%
13.0.2014 0.219 -0.455% 0.000038 -0.892%
14.0.2014 0.2257 3.059% 0.000842 2.622%
1.0.2014 0.235 4.121% 0.001570 3.683%
1!.0.2014 0.24 2.128% 0.000388 1.690%
17.0.2014 0.2401 0.042% 0.000001 -0.396%
20.0.2014 0.2401 0.000% 0.000003 -0.438%
21.0.2014 0.2412 0.458% 0.000009 0.021%
22.0.2014 0.2445 1.368% 0.000146 0.931%
23.0.2014 0.2403 -1.718% 0.000352 -2.155%
24.0.2014 0.2405 0.083% 0.000001 -0.354%
27.0.2014 0.2425 0.832% 0.000045 0.394%
28.0.2014 0.2455 1.237% 0.000116 0.800%
29.0.2014 0.244 -0.611% 0.000059 -1.048%
30.0.2014 0.244 0.000% 0.000003 -0.438%
31.0.2014 0.244 0.000% 0.000003 -0.438%
03.0!.2014 0.2421 -0.779% 0.000088 -1.216%
04.0!.2014 0.244 0.785% 0.000039 0.347%
0.0!.2014 0.244 0.000% 0.000003 -0.438%
0!.0!.2014 0.2441 0.041% 0.000001 -0.397%
07.0!.2014 0.245 0.369% 0.000004 -0.069%
10.0!.2014 0.25 2.041% 0.000354 1.603%
11.0!.2014 0.25 0.000% 0.000003 -0.438%12.0!.2014 0.251 0.400% 0.000006 -0.037%
13.0!.2014 0.25 -0.398% 0.000031 -0.836%
14.0!.2014 0.25 0.000% 0.000003 -0.438%
17.0!.2014 0.25 0.000% 0.000003 -0.438%
18.0!.2014 0.2505 0.200% 0.000000 -0.238%
19.0!.2014 0.253 0.998% 0.000070 0.561%
20.0!.2014 0.25 -1.186% 0.000181 -1.623%
21.0!.2014 0.2482 -0.720% 0.000077 -1.158%
2.0!.2014 0.25 0.725% 0.000032 0.288%
2!.0!.2014 0.25 0.000% 0.000003 -0.438%27.0!.2014 0.245 -2.000% 0.000466 -2.438%
28.0!.2014 0.246 0.408% 0.000006 -0.029%
01.07.2014 0.245 -0.407% 0.000032 -0.844%
02.07.2014 0.2401 -2.000% 0.000466 -2.438%
03.07.2014 0.241 0.375% 0.000005 -0.063%
04.07.2014 0.242 0.415% 0.000007 -0.023%
0.07.2014 0.2421 0.041% 0.000001 -0.396%
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08.07.2014 0.245 1.198% 0.000108 0.760%
09.07.2014 0.2485 1.429% 0.000161 0.991%
10.07.2014 0.245 -1.408% 0.000246 -1.846%
11.07.2014 0.245 0.000% 0.000003 -0.438%
12.07.2014 0.2525 3.061% 0.000843 2.624%
1.07.2014 0.2485 -1.584% 0.000304 -2.022%
1!.07.2014 0.253 1.811% 0.000273 1.373%
17.07.2014 0.257 1.581% 0.000202 1.144%
18.07.2014 0.2515 -2.140% 0.000528 -2.578%
19.07.2014 0.2505 -0.398% 0.000031 -0.835%
22.07.2014 0.249 -0.599% 0.000057 -1.036%
23.07.2014 0.254 2.008% 0.000342 1.571%
24.07.2014 0.25 -1.575% 0.000300 -2.012%
2.07.2014 0.25 0.000% 0.000003 -0.438%
2!.07.2014 0.2491 -0.360% 0.000027 -0.798%
29.07.2014 0.2529 1.525% 0.000187 1.088%
30.07.2014 0.249 -1.542% 0.000289 -1.980%
31.07.2014 0.252 1.205% 0.000109 0.767%
01.08.2014 0.25 -0.794% 0.000091 -1.231%
02.08.2014 0.2502 0.080% 0.000001 -0.358%
08.08.2014 0.2551 1.958% 0.000324 1.521%
09.08.2014 0.2551 0.000% 0.000003 -0.438%
12.08.2014 0.255 -0.039% 0.000004 -0.477%
13.08.2014 0.2612 2.431% 0.000517 1.994%
14.08.2014 0.26 -0.459% 0.000038 -0.897%
1!.08.2014 0.265 1.923% 0.000311 1.486%19.08.2014 0.265 0.000% 0.000003 -0.438%
20.08.2014 0.27 1.887% 0.000299 1.449%
21.08.2014 0.266 -1.481% 0.000269 -1.919%
22.08.2014 0.268 0.752% 0.000035 0.314%
23.08.2014 0.268 0.000% 0.000003 -0.438%
2!.08.2014 0.27 0.746% 0.000035 0.309%
27.08.2014 0.266 -1.481% 0.000269 -1.919%
28.08.2014 0.265 -0.376% 0.000029 -0.813%
29.08.2014 0.265 0.000% 0.000003 -0.438%
30.08.2014 0.265 0.000% 0.000003 -0.438%02.09.2014 0.268 1.132% 0.000095 0.695%
03.09.2014 0.2715 1.306% 0.000132 0.868%
04.09.2014 0.28 3.131% 0.000883 2.693%
0.09.2014 0.2725 -2.679% 0.000805 -3.116%
0!.09.2014 0.272 -0.183% 0.000012 -0.621%
09.09.2014 0.27 -0.735% 0.000080 -1.173%
10.09.2014 0.2705 0.185% 0.000000 -0.252%
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11.09.2014 0.27 -0.185% 0.000012 -0.622%
12.09.2014 0.27 0.000% 0.000003 -0.438%
13.09.2014 0.27 0.000% 0.000003 -0.438%
1!.09.2014 0.2685 -0.556% 0.000051 -0.993%
17.09.2014 0.27 0.559% 0.000016 0.121%
18.09.2014 0.2672 -1.037% 0.000143 -1.475%
19.09.2014 0.27 1.048% 0.000079 0.610%
20.09.2014 0.27 0.000% 0.000003 -0.438%
23.09.2014 0.2665 -1.296% 0.000212 -1.734%
24.09.2014 0.2655 -0.375% 0.000028 -0.813%
2.09.2014 0.2714 2.222% 0.000426 1.785%
2!.09.2014 0.273 0.590% 0.000019 0.152%
27.09.2014 0.273 0.000% 0.000003 -0.438%
30.09.2014 0.2685 -1.648% 0.000326 -2.086%
01.10.2014 0.2675 -0.372% 0.000028 -0.810%
02.10.2014 0.267 -0.187% 0.000012 -0.624%
03.10.2014 0.2719 1.835% 0.000281 1.398%
04.10.2014 0.2734 0.552% 0.000015 0.114%
07.10.2014 0.27 -1.244% 0.000197 -1.681%
08.10.2014 0.27 0.000% 0.000003 -0.438%
09.10.2014 0.27 0.000% 0.000003 -0.438%
10.10.2014 0.2695 -0.185% 0.000012 -0.623%
11.10.2014 0.27 0.186% 0.000000 -0.252%
14.10.2014 0.271 0.370% 0.000004 -0.067%
1.10.2014 0.2885 6.458% 0.003968 6.020%
1!.10.2014 0.2905 0.693% 0.000029 0.256%17.10.2014 0.2935 1.033% 0.000076 0.595%
18.10.2014 0.295 0.511% 0.000012 0.074%
21.10.2014 0.29 -1.695% 0.000344 -2.132%
22.10.2014 0.295 1.724% 0.000245 1.287%
23.10.2014 0.2949 -0.034% 0.000004 -0.471%
24.10.2014 0.29 -1.662% 0.000331 -2.099%
2.10.2014 0.28 -3.448% 0.001301 -3.886%
28.10.2014 0.2681 -4.250% 0.001943 -4.688%
29.10.2014 0.2739 2.163% 0.000402 1.726%
30.10.2014 0.2691 -1.752% 0.000365 -2.190%31.10.2014 0.271 0.706% 0.000030 0.269%
01.11.2014 0.277 2.214% 0.000423 1.777%
04.11.2014 0.2782 0.433% 0.000008 -0.004%
0.11.2014 0.2889 3.846% 0.001360 3.409%
07.11.2014 0.29 0.381% 0.000005 -0.057%
08.11.2014 0.2885 -0.517% 0.000046 -0.955%
11.11.2014 0.2862 -0.797% 0.000091 -1.235%
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12.11.2014 0.2899 1.293% 0.000129 0.855%
13.11.2014 0.2895 -0.138% 0.000009 -0.575%
14.11.2014 0.287 -0.864% 0.000104 -1.301%
1.11.2014 0.2939 2.404% 0.000504 1.967%
18.11.2014 0.295 0.374% 0.000005 -0.063%
19.11.2014 0.294 -0.339% 0.000025 -0.776%
20.11.2014 0.291 -1.020% 0.000139 -1.458%
21.11.2014 0.291 0.000% 0.000003 -0.438%
22.11.2014 0.291 0.000% 0.000003 -0.438%
2.11.2014 0.293 0.687% 0.000028 0.250%
2!.11.2014 0.293 0.000% 0.000003 -0.438%
0.038773
"#era$e (Ri med) 0.18% 0.000172
Riscul 1.31%
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0.14
0.16
0.18
0.2
0.22
0.24
0.26
0.28
0.3
0.32
'lutia retului de ic*idere et
Peri'ada
-al'ri
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u s'cietatea Bi'+arm
aali,ata
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Data Pret /P Ri (Ri - Ri med)^2 Premiul de risc
03.01.2014 0.44
04.01.2014 0.443 0.682% 0.000042799 0.182%
07.01.2014 0.4351 -1.783% 0.000327937 -2.262%
08.01.2014 0.444 2.046% 0.000407191 1.566%
09.01.2014 0.4415 -0.563% 0.000034889 -1.042%
10.01.2014 0.4439 0.544% 0.000026625 0.064%
11.01.2014 0.4531 2.073% 0.000418174 1.593%
14.01.2014 0.467 3.068% 0.000924249 2.589%
1.01.2014 0.47 0.642% 0.000037797 0.163%
1!.01.2014 0.47 0.000% 0.000000076 -0.479%
17.01.2014 0.465 -1.064% 0.000119124 -1.543%
18.01.2014 0.462 -0.645% 0.000045262 -1.124%
21.01.2014 0.4518 -2.208% 0.000499702 -2.687%
22.01.2014 0.452 0.044% 0.000000028 -0.435%
23.01.2014 0.46 1.770% 0.000303562 1.291%
24.01.2014 0.454 -1.304% 0.000177411 -1.784%
2.01.2014 0.46 1.322% 0.000167438 0.842%
28.01.2014 0.4585 -0.326% 0.000012510 -0.805%
29.01.2014 0.452 -1.418% 0.000208882 -1.897%
30.01.2014 0.447 -1.106% 0.000128551 -1.585%
31.01.2014 0.4393 -1.723% 0.000306321 -2.202%
01.02.2014 0.4487 2.140% 0.000446122 1.661%
04.02.2014 0.446 -0.602% 0.000039608 -1.060%
0.02.2014 0.446 0.000% 0.000000076 -0.458%
0!.02.2014 0.443 -0.673% 0.000049036 -1.131%07.02.2014 0.44 -0.677% 0.000049676 -1.136%
08.02.2014 0.438 -0.455% 0.000023247 -0.913%
11.02.2014 0.4358 -0.502% 0.000028078 -0.961%
12.02.2014 0.4283 -1.721% 0.000305754 -2.179%
13.02.2014 0.4352 1.611% 0.000250719 1.153%
14.02.2014 0.429 -1.425% 0.000210900 -1.883%
1.02.2014 0.4291 0.023% 0.000000002 -0.435%
18.02.2014 0.43 0.210% 0.000003317 -0.249%
19.02.2014 0.434 0.930% 0.000081473 0.472%
20.02.2014 0.4471 3.018% 0.000894503 2.560%21.02.2014 0.443 -0.917% 0.000089232 -1.375%
22.02.2014 0.4521 2.054% 0.000410698 1.596%
2.02.2014 0.448 -0.907% 0.000087327 -1.365%
2!.02.2014 0.4438 -0.938% 0.000093143 -1.396%
27.02.2014 0.4465 0.608% 0.000033730 0.150%
28.02.2014 0.448 0.336% 0.000009507 -0.122%
01.03.2014 0.442 -1.339% 0.000186840 -1.798%
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04.03.2014 0.4433 0.294% 0.000007103 -0.164%
0.03.2014 0.4502 1.557% 0.000233753 1.098%
0!.03.2014 0.45 -0.044% 0.000000519 -0.503%
07.03.2014 0.451 0.222% 0.000003787 -0.236%
08.03.2014 0.452 0.222% 0.000003768 -0.237%
11.03.2014 0.4508 -0.265% 0.000008590 -0.724%
12.03.2014 0.4579 1.575% 0.000239435 1.117%
13.03.2014 0.457 -0.197% 0.000005025 -0.655%
14.03.2014 0.47 2.845% 0.000793566 2.386%
1.03.2014 0.4705 0.106% 0.000000621 -0.352%
18.03.2014 0.462 -1.807% 0.000336428 -2.265%
19.03.2014 0.466 0.866% 0.000070257 0.407%
20.03.2014 0.4705 0.966% 0.000087995 0.507%
21.03.2014 0.462 -1.807% 0.000336428 -2.265%
22.03.2014 0.4545 -1.623% 0.000272575 -2.082%
2.03.2014 0.46 1.210% 0.000139834 0.752%
2!.03.2014 0.467 1.522% 0.000223243 1.063%
27.03.2014 0.462 -1.071% 0.000120620 -1.529%
28.03.2014 0.458 -0.866% 0.000079818 -1.324%
29.03.2014 0.4506 -1.616% 0.000270053 -2.074%
01.04.2014 0.452 0.311% 0.000008014 -0.127%
02.04.2014 0.465 2.876% 0.000811394 2.439%
03.04.2014 0.467 0.430% 0.000016201 -0.007%
04.04.2014 0.4665 -0.107% 0.000001814 -0.545%
0.04.2014 0.4619 -0.986% 0.000102754 -1.424%
08.04.2014 0.457 -1.061% 0.000118471 -1.498%09.04.2014 0.4605 0.766% 0.000054502 0.328%
10.04.2014 0.465 0.977% 0.000090172 0.540%
11.04.2014 0.4647 -0.065% 0.000000849 -0.502%
12.04.2014 0.465 0.065% 0.000000137 -0.373%
1.04.2014 0.4585 -1.398% 0.000203193 -1.835%
1!.04.2014 0.461 0.545% 0.000026796 0.108%
17.04.2014 0.455 -1.302% 0.000176658 -1.739%
19.04.2014 0.455 0.000% 0.000000076 -0.438%
22.04.2014 0.451 -0.879% 0.000082216 -1.317%
23.04.2014 0.4402 -2.395% 0.000586747 -2.832%24.04.2014 0.45 2.226% 0.000483407 1.789%
2.04.2014 0.448 -0.444% 0.000022283 -0.882%
2!.04.2014 0.45 0.446% 0.000017541 0.009%
29.04.2014 0.4649 3.311% 0.001078139 2.874%
30.04.2014 0.463 -0.409% 0.000019036 -0.846%
02.0.2014 0.46 -0.648% 0.000045638 -1.085%
03.0.2014 0.458 -0.435% 0.000021381 -0.872%
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07.0.2014 0.4511 -1.507% 0.000235364 -1.944%
08.0.2014 0.453 0.421% 0.000015491 -0.016%
09.0.2014 0.453 0.000% 0.000000076 -0.438%
10.0.2014 0.4326 -4.503% 0.002052923 -4.941%
13.0.2014 0.4442 2.681% 0.000704293 2.244%
14.0.2014 0.43 -3.197% 0.001039654 -3.634%
1.0.2014 0.415 -3.488% 0.001236212 -3.926%
1!.0.2014 0.4105 -1.084% 0.000123642 -1.522%
17.0.2014 0.4098 -0.171% 0.000003926 -0.608%
20.0.2014 0.41 0.049% 0.000000045 -0.389%
21.0.2014 0.4196 2.341% 0.000535393 1.904%
22.0.2014 0.4229 0.786% 0.000057586 0.349%
23.0.2014 0.426 0.733% 0.000049763 0.296%
24.0.2014 0.43 0.939% 0.000083057 0.501%
27.0.2014 0.428 -0.465% 0.000024278 -0.903%
28.0.2014 0.4219 -1.425% 0.000211075 -1.863%
29.0.2014 0.4192 -0.640% 0.000044565 -1.077%
30.0.2014 0.414 -1.240% 0.000160799 -1.678%
31.0.2014 0.42 1.449% 0.000202114 1.012%
03.0!.2014 0.424 0.952% 0.000085520 0.515%
04.0!.2014 0.42 -0.943% 0.000094285 -1.381%
0.0!.2014 0.4168 -0.762% 0.000062333 -1.199%
0!.0!.2014 0.4194 0.624% 0.000035544 0.186%
07.0!.2014 0.43 2.527% 0.000624906 2.090%
10.0!.2014 0.4299 -0.023% 0.000000259 -0.461%
11.0!.2014 0.43 0.023% 0.000000002 -0.414%12.0!.2014 0.4245 -1.279% 0.000170741 -1.717%
13.0!.2014 0.4238 -0.165% 0.000003706 -0.602%
14.0!.2014 0.424 0.047% 0.000000038 -0.390%
17.0!.2014 0.427 0.708% 0.000046232 0.270%
18.0!.2014 0.4298 0.656% 0.000039455 0.218%
19.0!.2014 0.4265 -0.768% 0.000063267 -1.205%
20.0!.2014 0.422 -1.055% 0.000117226 -1.493%
21.0!.2014 0.4175 -1.066% 0.000119675 -1.504%
2.0!.2014 0.4103 -1.725% 0.000307006 -2.162%
2!.0!.2014 0.4186 2.023% 0.000398123 1.585%27.0!.2014 0.4212 0.621% 0.000035225 0.184%
28.0!.2014 0.421 -0.047% 0.000000564 -0.485%
01.07.2014 0.4155 -1.306% 0.000177961 -1.744%
02.07.2014 0.415 -0.120% 0.000002189 -0.558%
03.07.2014 0.4156 0.145% 0.000001368 -0.293%
04.07.2014 0.416 0.096% 0.000000471 -0.341%
0.07.2014 0.42 0.962% 0.000087223 0.524%
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08.07.2014 0.4209 0.214% 0.000003485 -0.223%
09.07.2014 0.422 0.261% 0.000005463 -0.176%
10.07.2014 0.4262 0.995% 0.000093635 0.558%
11.07.2014 0.427 0.188% 0.000002563 -0.250%
12.07.2014 0.429 0.468% 0.000019428 0.031%
1.07.2014 0.4278 -0.280% 0.000009445 -0.717%
1!.07.2014 0.4252 -0.608% 0.000040369 -1.045%
17.07.2014 0.4289 0.870% 0.000070992 0.433%
18.07.2014 0.4292 0.070% 0.000000179 -0.368%
19.07.2014 0.4257 -0.815% 0.000071078 -1.253%
22.07.2014 0.43 1.010% 0.000096529 0.573%
23.07.2014 0.4251 -1.140% 0.000136222 -1.577%
24.07.2014 0.424 -0.259% 0.000008201 -0.696%
2.07.2014 0.4241 0.024% 0.000000002 -0.414%
2!.07.2014 0.4235 -0.141% 0.000002859 -0.579%
29.07.2014 0.424 0.118% 0.000000818 -0.319%
30.07.2014 0.424 0.000% 0.000000076 -0.438%
31.07.2014 0.432 1.887% 0.000345657 1.449%
01.08.2014 0.431 -0.231% 0.000006713 -0.669%
02.08.2014 0.431 0.000% 0.000000076 -0.438%
08.08.2014 0.44 2.088% 0.000424590 1.651%
09.08.2014 0.4494 2.136% 0.000444685 1.699%
12.08.2014 0.448 -0.312% 0.000011501 -0.749%
13.08.2014 0.442 -1.339% 0.000186840 -1.777%
14.08.2014 0.4389 -0.701% 0.000053139 -1.139%
1!.08.2014 0.45 2.529% 0.000625721 2.092%19.08.2014 0.4461 -0.867% 0.000079973 -1.304%
20.08.2014 0.4499 0.852% 0.000067934 0.414%
21.08.2014 0.45 0.022% 0.000000003 -0.415%
22.08.2014 0.449 -0.222% 0.000006242 -0.660%
23.08.2014 0.4452 -0.846% 0.000076376 -1.284%
2!.08.2014 0.445 -0.045% 0.000000526 -0.482%
27.08.2014 0.449 0.899% 0.000075911 0.461%
28.08.2014 0.448 -0.223% 0.000006266 -0.660%
29.08.2014 0.44 -1.786% 0.000328814 -2.223%
30.08.2014 0.435 -1.136% 0.000135483 -1.574%02.09.2014 0.435 0.000% 0.000000076 -0.438%
03.09.2014 0.435 0.000% 0.000000076 -0.438%
04.09.2014 0.4392 0.966% 0.000087967 0.528%
0.09.2014 0.4372 -0.455% 0.000023327 -0.893%
0!.09.2014 0.4346 -0.595% 0.000038726 -1.032%
09.09.2014 0.4321 -0.575% 0.000036343 -1.013%
10.09.2014 0.437 1.134% 0.000122410 0.696%
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11.09.2014 0.4365 -0.114% 0.000002017 -0.552%
12.09.2014 0.436 -0.115% 0.000002021 -0.552%
13.09.2014 0.431 -1.147% 0.000137921 -1.584%
1!.09.2014 0.438 1.624% 0.000254888 1.187%
17.09.2014 0.44 0.457% 0.000018405 0.019%
18.09.2014 0.435 -1.136% 0.000135483 -1.574%
19.09.2014 0.4332 -0.414% 0.000019484 -0.851%
20.09.2014 0.4347 0.346% 0.000010154 -0.091%
23.09.2014 0.435 0.069% 0.000000171 -0.368%
24.09.2014 0.43 -1.149% 0.000138541 -1.587%
2.09.2014 0.4481 4.209% 0.001748656 3.772%
2!.09.2014 0.4435 -1.027% 0.000111126 -1.464%
27.09.2014 0.4511 1.714% 0.000284271 1.276%
30.09.2014 0.45 -0.244% 0.000007369 -0.681%
01.10.2014 0.4475 -0.556% 0.000034008 -0.993%
02.10.2014 0.448 0.112% 0.000000708 -0.326%
03.10.2014 0.4452 -0.625% 0.000042590 -1.063%
04.10.2014 0.448 0.629% 0.000036159 0.191%
07.10.2014 0.446 -0.446% 0.000022471 -0.884%
08.10.2014 0.445 -0.224% 0.000006342 -0.662%
09.10.2014 0.446 0.225% 0.000003885 -0.213%
10.10.2014 0.447 0.224% 0.000003865 -0.213%
11.10.2014 0.4435 -0.783% 0.000065708 -1.220%
14.10.2014 0.4449 0.316% 0.000008298 -0.122%
1.10.2014 0.44 -1.101% 0.000127459 -1.539%
1!.10.2014 0.44 0.000% 0.000000076 -0.438%17.10.2014 0.44 0.000% 0.000000076 -0.438%
18.10.2014 0.4443 0.977% 0.000090186 0.540%
21.10.2014 0.4421 -0.495% 0.000027329 -0.933%
22.10.2014 0.436 -1.380% 0.000198074 -1.817%
23.10.2014 0.43 -1.376% 0.000197053 -1.814%
24.10.2014 0.4305 0.116% 0.000000786 -0.321%
2.10.2014 0.4344 0.906% 0.000077144 0.468%
28.10.2014 0.44 1.289% 0.000159145 0.852%
29.10.2014 0.4398 -0.045% 0.000000534 -0.483%
30.10.2014 0.4312 -1.955% 0.000393246 -2.393%31.10.2014 0.4375 1.461% 0.000205472 1.024%
01.11.2014 0.439 0.343% 0.000009938 -0.095%
04.11.2014 0.445 1.367% 0.000179328 0.929%
0.11.2014 0.449 0.899% 0.000075911 0.461%
07.11.2014 0.455 1.336% 0.000171268 0.899%
08.11.2014 0.478 5.055% 0.002527411 4.617%
11.11.2014 0.475 -0.628% 0.000042932 -1.065%
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12.11.2014 0.4725 -0.526% 0.000030683 -0.964%
13.11.2014 0.4778 1.122% 0.000119702 0.684%
14.11.2014 0.4511 -5.588% 0.003153632 -6.026%
1.11.2014 0.446 -1.131% 0.000134138 -1.568%
18.11.2014 0.451 1.121% 0.000119567 0.684%
19.11.2014 0.4461 -1.086% 0.000124118 -1.524%
20.11.2014 0.45 0.874% 0.000071679 0.437%
21.11.2014 0.4545 1.000% 0.000094555 0.563%
22.11.2014 0.457 0.550% 0.000027295 0.113%
2.11.2014 0.4585 0.328% 0.000009037 -0.109%
2!.11.2014 0.459 0.109% 0.000000663 -0.328%
0.039145626
"#era$e (Ri med) 0.028% 0.000173981
Riscul 1.319%
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0.28
0.33
0.38
0.43
0.48
0.53
'lutia retului de ic*idere etru s'cietatea
Peri'ada aali,ata
-al'ri
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Petr'm
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Data Rata d'a,ii la certi+icatele de tre,'rerie
03.01.2014 6% 0.50%
04.01.2014 6% 0.50%
07.01.2014 5.75% 0.48%
08.01.2014 5.75% 0.48%
09.01.2014 5.75% 0.48%
10.01.2014 5.75% 0.48%
11.01.2014 5.75% 0.48%
14.01.2014 5.75% 0.48%
1.01.2014 5.75% 0.48%
1!.01.2014 5.75% 0.48%
17.01.2014 5.75% 0.48%
18.01.2014 5.75% 0.48%
21.01.2014 5.75% 0.48%
22.01.2014 5.75% 0.48%
23.01.2014 5.75% 0.48%
24.01.2014 5.75% 0.48%
2.01.2014 5.75% 0.48%
28.01.2014 5.75% 0.48%
29.01.2014 5.75% 0.48%
30.01.2014 5.75% 0.48%
31.01.2014 5.75% 0.48%
01.02.2014 5.75% 0.48%
04.02.2014 5.50% 0.46%
0.02.2014 5.50% 0.46%0!.02.2014 5.50% 0.46%
07.02.2014 5.50% 0.46%
08.02.2014 5.50% 0.46%
11.02.2014 5.50% 0.46%
12.02.2014 5.50% 0.46%
13.02.2014 5.50% 0.46%
14.02.2014 5.50% 0.46%
1.02.2014 5.50% 0.46%
18.02.2014 5.50% 0.46%
19.02.2014 5.50% 0.46%20.02.2014 5.50% 0.46%
21.02.2014 5.50% 0.46%
22.02.2014 5.50% 0.46%
2.02.2014 5.50% 0.46%
2!.02.2014 5.50% 0.46%
27.02.2014 5.50% 0.46%
28.02.2014 5.50% 0.46%
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01.03.2014 5.50% 0.46%
04.03.2014 5.50% 0.46%
0.03.2014 5.50% 0.46%
0!.03.2014 5.50% 0.46%
07.03.2014 5.50% 0.46%
08.03.2014 5.50% 0.46%
11.03.2014 5.50% 0.46%
12.03.2014 5.50% 0.46%
13.03.2014 5.50% 0.46%
14.03.2014 5.50% 0.46%
1.03.2014 5.50% 0.46%
18.03.2014 5.50% 0.46%
19.03.2014 5.50% 0.46%
20.03.2014 5.50% 0.46%
21.03.2014 5.50% 0.46%
22.03.2014 5.50% 0.46%
2.03.2014 5.50% 0.46%
2!.03.2014 5.50% 0.46%
27.03.2014 5.50% 0.46%
28.03.2014 5.50% 0.46%
29.03.2014 5.50% 0.46%
01.04.2014 5.25% 0.44%
02.04.2014 5.25% 0.44%
03.04.2014 5.25% 0.44%
04.04.2014 5.25% 0.44%
0.04.2014 5.25% 0.44%08.04.2014 5.25% 0.44%
09.04.2014 5.25% 0.44%
10.04.2014 5.25% 0.44%
11.04.2014 5.25% 0.44%
12.04.2014 5.25% 0.44%
1.04.2014 5.25% 0.44%
1!.04.2014 5.25% 0.44%
17.04.2014 5.25% 0.44%
19.04.2014 5.25% 0.44%
22.04.2014 5.25% 0.44%23.04.2014 5.25% 0.44%
24.04.2014 5.25% 0.44%
2.04.2014 5.25% 0.44%
2!.04.2014 5.25% 0.44%
29.04.2014 5.25% 0.44%
30.04.2014 5.25% 0.44%
02.0.2014 5.25% 0.44%
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03.0.2014 5.25% 0.44%
07.0.2014 5.25% 0.44%
08.0.2014 5.25% 0.44%
09.0.2014 5.25% 0.44%
10.0.2014 5.25% 0.44%
13.0.2014 5.25% 0.44%
14.0.2014 5.25% 0.44%
1.0.2014 5.25% 0.44%
1!.0.2014 5.25% 0.44%
17.0.2014 5.25% 0.44%
20.0.2014 5.25% 0.44%
21.0.2014 5.25% 0.44%
22.0.2014 5.25% 0.44%
23.0.2014 5.25% 0.44%
24.0.2014 5.25% 0.44%
27.0.2014 5.25% 0.44%
28.0.2014 5.25% 0.44%
29.0.2014 5.25% 0.44%
30.0.2014 5.25% 0.44%
31.0.2014 5.25% 0.44%
03.0!.2014 5.25% 0.44%
04.0!.2014 5.25% 0.44%
0.0!.2014 5.25% 0.44%
0!.0!.2014 5.25% 0.44%
07.0!.2014 5.25% 0.44%
10.0!.2014 5.25% 0.44%11.0!.2014 5.25% 0.44%
12.0!.2014 5.25% 0.44%
13.0!.2014 5.25% 0.44%
14.0!.2014 5.25% 0.44%
17.0!.2014 5.25% 0.44%
18.0!.2014 5.25% 0.44%
19.0!.2014 5.25% 0.44%
20.0!.2014 5.25% 0.44%
21.0!.2014 5.25% 0.44%
2.0!.2014 5.25% 0.44%2!.0!.2014 5.25% 0.44%
27.0!.2014 5.25% 0.44%
28.0!.2014 5.25% 0.44%
01.07.2014 5.25% 0.44%
02.07.2014 5.25% 0.44%
03.07.2014 5.25% 0.44%
04.07.2014 5.25% 0.44%
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0.07.2014 5.25% 0.44%
08.07.2014 5.25% 0.44%
09.07.2014 5.25% 0.44%
10.07.2014 5.25% 0.44%
11.07.2014 5.25% 0.44%
12.07.2014 5.25% 0.44%
1.07.2014 5.25% 0.44%
1!.07.2014 5.25% 0.44%
17.07.2014 5.25% 0.44%
18.07.2014 5.25% 0.44%
19.07.2014 5.25% 0.44%
22.07.2014 5.25% 0.44%
23.07.2014 5.25% 0.44%
24.07.2014 5.25% 0.44%
2.07.2014 5.25% 0.44%
2!.07.2014 5.25% 0.44%
29.07.2014 5.25% 0.44%
30.07.2014 5.25% 0.44%
31.07.2014 5.25% 0.44%
01.08.2014 5.25% 0.44%
02.08.2014 5.25% 0.44%
08.08.2014 5.25% 0.44%
09.08.2014 5.25% 0.44%
12.08.2014 5.25% 0.44%
13.08.2014 5.25% 0.44%
14.08.2014 5.25% 0.44%1!.08.2014 5.25% 0.44%
19.08.2014 5.25% 0.44%
20.08.2014 5.25% 0.44%
21.08.2014 5.25% 0.44%
22.08.2014 5.25% 0.44%
23.08.2014 5.25% 0.44%
2!.08.2014 5.25% 0.44%
27.08.2014 5.25% 0.44%
28.08.2014 5.25% 0.44%
29.08.2014 5.25% 0.44%30.08.2014 5.25% 0.44%
02.09.2014 5.25% 0.44%
03.09.2014 5.25% 0.44%
04.09.2014 5.25% 0.44%
0.09.2014 5.25% 0.44%
0!.09.2014 5.25% 0.44%
09.09.2014 5.25% 0.44%
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10.09.2014 5.25% 0.44%
11.09.2014 5.25% 0.44%
12.09.2014 5.25% 0.44%
13.09.2014 5.25% 0.44%
1!.09.2014 5.25% 0.44%
17.09.2014 5.25% 0.44%
18.09.2014 5.25% 0.44%
19.09.2014 5.25% 0.44%
20.09.2014 5.25% 0.44%
23.09.2014 5.25% 0.44%
24.09.2014 5.25% 0.44%
2.09.2014 5.25% 0.44%
2!.09.2014 5.25% 0.44%
27.09.2014 5.25% 0.44%
30.09.2014 5.25% 0.44%
01.10.2014 5.25% 0.44%
02.10.2014 5.25% 0.44%
03.10.2014 5.25% 0.44%
04.10.2014 5.25% 0.44%
07.10.2014 5.25% 0.44%
08.10.2014 5.25% 0.44%
09.10.2014 5.25% 0.44%
10.10.2014 5.25% 0.44%
11.10.2014 5.25% 0.44%
14.10.2014 5.25% 0.44%
1.10.2014 5.25% 0.44%1!.10.2014 5.25% 0.44%
17.10.2014 5.25% 0.44%
18.10.2014 5.25% 0.44%
21.10.2014 5.25% 0.44%
22.10.2014 5.25% 0.44%
23.10.2014 5.25% 0.44%
24.10.2014 5.25% 0.44%
2.10.2014 5.25% 0.44%
28.10.2014 5.25% 0.44%
29.10.2014 5.25% 0.44%30.10.2014 5.25% 0.44%
31.10.2014 5.25% 0.44%
01.11.2014 5.25% 0.44%
04.11.2014 5.25% 0.44%
0.11.2014 5.25% 0.44%
07.11.2014 5.25% 0.44%
08.11.2014 5.25% 0.44%
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11.11.2014 5.25% 0.44%
12.11.2014 5.25% 0.44%
13.11.2014 5.25% 0.44%
14.11.2014 5.25% 0.44%
1.11.2014 5.25% 0.44%
18.11.2014 5.25% 0.44%
19.11.2014 5.25% 0.44%
20.11.2014 5.25% 0.44%
21.11.2014 5.25% 0.44%
22.11.2014 5.25% 0.44%
2.11.2014 5.25% 0.44%
2!.11.2014 5.25% 0.44%
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alaile di
30-ar-14 5.25
3-e-14 5.5
!-a-14 5.75
3 '#.2013 6
P'litic5m'etar5
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44/186
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
45/186
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
46/186
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
47/186
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Data B&6 Ri (Ri - Ri med)^2 Pret BIO
03.01.2014 2621.26 0.2095
04.01.2014 2626.95 0.21707% 0.0000045892 0.2075
07.01.2014 2649.47 0.85727% 0.0000730035 0.205
08.01.2014 2647.45 -0.07624% 0.0000006255 0.207
09.01.2014 2637.29 -0.38377% 0.0000149469 0.2074
10.01.2014 2632.6 -0.17783% 0.0000032646 0.2089
11.01.2014 2641.84 0.35098% 0.0000121199 0.208
14.01.2014 2642.54 0.02650% 0.0000000559 0.206
1.01.2014 2634.47 -0.30539% 0.0000095009 0.206
1!.01.2014 2660.21 0.97705% 0.0000949065 0.208
17.01.2014 2649.05 -0.41952% 0.0000178390 0.2096
18.01.2014 2675.45 0.99658% 0.0000987513 0.209
21.01.2014 2686.63 0.41787% 0.0000172247 0.208
22.01.2014 2697.46 0.40311% 0.0000160208 0.208823.01.2014 2703.55 0.22577% 0.0000049694 0.205
24.01.2014 2726.61 0.85295% 0.0000722680 0.205
2.01.2014 2798.08 2.62120% 0.0006855792 0.207
28.01.2014 2851.44 1.90702% 0.0003625882 0.2084
29.01.2014 2828.35 -0.80977% 0.0000660340 0.21
30.01.2014 2901.21 2.57606% 0.0006621427 0.2102
31.01.2014 2943.17 1.44629% 0.0002083537 0.21
01.02.2014 2938.29 -0.16581% 0.0000028444 0.215
04.02.2014 2967.17 0.98288% 0.0000960474 0.216
0.02.2014 2933.02 -1.15093% 0.0001331197 0.22110!.02.2014 2933.2 0.00614% 0.0000000011 0.229
07.02.2014 2973.75 1.38245% 0.0001903302 0.231
08.02.2014 3002.46 0.96545% 0.0000926600 0.231
11.02.2014 2979.13 -0.77703% 0.0000608207 0.2265
12.02.2014 3009.41 1.01640% 0.0001027298 0.2275
13.02.2014 2994.77 -0.48647% 0.0000239435 0.226
14.02.2014 2962.79 -1.06786% 0.0001146417 0.232
1.02.2014 2964.89 0.07088% 0.0000004628 0.232
18.02.2014 2971.26 0.21485% 0.0000044944 0.238
19.02.2014 3002.11 1.03828% 0.0001072122 0.239
20.02.2014 3012.61 0.34975% 0.0000120344 0.2375
21.02.2014 3038.24 0.85076% 0.0000718952 0.235
22.02.2014 3069.26 1.02099% 0.0001036607 0.24
2.02.2014 3083.84 0.47503% 0.0000222960 0.239
2!.02.2014 3051.09 -1.06199% 0.0001133873 0.236
27.02.2014 3062.73 0.38150% 0.0000143380 0.237
28.02.2014 3103.44 1.32921% 0.0001759229 0.24
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7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
50/186
01.03.2014 3119.63 0.52168% 0.0000269187 0.238
04.03.2014 3143.62 0.76900% 0.0000586993 0.24
0.03.2014 3128.31 -0.48702% 0.0000239968 0.241
0!.03.2014 3099.61 -0.91743% 0.0000846907 0.2416
07.03.2014 3051.49 -1.55245% 0.0002418959 0.242
08.03.2014 3066.49 0.49156% 0.0000238843 0.2391
11.03.2014 3064.5 -0.06490% 0.0000004589 0.24
12.03.2014 2982.91 -2.66242% 0.0007103672 0.24
13.03.2014 2987.88 0.16662% 0.0000026820 0.24
14.03.2014 3009.83 0.73463% 0.0000535513 0.24
1.03.2014 3017.52 0.25550% 0.0000063832 0.24
18.03.2014 3030.71 0.43711% 0.0000188588 0.2355
19.03.2014 2998.71 -1.05586% 0.0001120857 0.2377
20.03.2014 2982.19 -0.55090% 0.0000306640 0.234
21.03.2014 3003.87 0.72698% 0.0000524372 0.2303
22.03.2014 2980.18 -0.78865% 0.0000626466 0.229
2.03.2014 2975.53 -0.15603% 0.0000025242 0.23
2!.03.2014 3000.8 0.84926% 0.0000716416 0.231
27.03.2014 3028.42 0.92042% 0.0000841942 0.23
28.03.2014 3033.57 0.17006% 0.0000027959 0.235
29.03.2014 3044.66 0.36558% 0.0000131572 0.235
01.04.2014 3076.07 1.03164% 0.0001058420 0.231
02.04.2014 3082.56 0.21098% 0.0000043321 0.23
03.04.2014 3060.25 -0.72375% 0.0000527942 0.23
04.04.2014 3039.84 -0.66694% 0.0000448613 0.23
0.04.2014 3024.96 -0.48950% 0.0000242405 0.2308.04.2014 3024.8 -0.00529% 0.0000000066 0.2301
09.04.2014 2996.47 -0.93659% 0.0000882543 0.2305
10.04.2014 2970.77 -0.85768% 0.0000740500 0.231
11.04.2014 2972.95 0.07338% 0.0000004975 0.2303
12.04.2014 2976.08 0.10528% 0.0000010493 0.2304
1.04.2014 3001.14 0.84205% 0.0000704257 0.23
1!.04.2014 3005.75 0.15361% 0.0000022729 0.229
17.04.2014 3001.15 -0.15304% 0.0000024301 0.2305
19.04.2014 2971.4 -0.99129% 0.0000988302 0.2303
22.04.2014 2970.59 -0.02726% 0.0000000906 0.23523.04.2014 2960.57 -0.33731% 0.0000115705 0.2325
24.04.2014 2996.67 1.21936% 0.0001479903 0.2323
2.04.2014 2994.89 -0.05940% 0.0000003875 0.232
2!.04.2014 2993.2 -0.05643% 0.0000003514 0.2305
29.04.2014 3024.81 1.05606% 0.0001109259 0.2302
30.04.2014 3003.23 -0.71343% 0.0000513057 0.2303
02.0.2014 2981.2 -0.73354% 0.0000542271 0.23
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
51/186
03.0.2014 2999.58 0.61653% 0.0000376607 0.2251
07.0.2014 2965.53 -1.13516% 0.0001295057 0.226
08.0.2014 2880.94 -2.85244% 0.0008152671 0.2177
09.0.2014 2825.55 -1.92264% 0.0003707486 0.218
10.0.2014 2709.28 -4.11495% 0.0016956261 0.22
13.0.2014 2660.66 -1.79457% 0.0003230718 0.219
14.0.2014 2654.22 -0.24205% 0.0000059972 0.2257
1.0.2014 2660.09 0.22116% 0.0000047659 0.235
1!.0.2014 2622.26 -1.42213% 0.0002030566 0.24
17.0.2014 2602.38 -0.75812% 0.0000579078 0.2401
20.0.2014 2658.57 2.15918% 0.0004649761 0.2401
21.0.2014 2636.52 -0.82939% 0.0000692624 0.2412
22.0.2014 2622.91 -0.51621% 0.0000269421 0.2445
23.0.2014 2646.84 0.91235% 0.0000827187 0.2403
24.0.2014 2630.87 -0.60336% 0.0000367488 0.2405
27.0.2014 2637.03 0.23414% 0.0000053498 0.2425
28.0.2014 2605.46 -1.19718% 0.0001440065 0.2455
29.0.2014 2591.4 -0.53964% 0.0000294288 0.244
30.0.2014 2495.68 -3.69376% 0.0013664876 0.244
31.0.2014 2472.39 -0.93321% 0.0000876208 0.244
03.0!.2014 2500.15 1.12280% 0.0001254295 0.2421
04.0!.2014 2538.84 1.54751% 0.0002385975 0.244
0.0!.2014 2521.39 -0.68732% 0.0000476333 0.244
0!.0!.2014 2562.02 1.61141% 0.0002587484 0.2441
07.0!.2014 2551.66 -0.40437% 0.0000165824 0.245
10.0!.2014 2544.24 -0.29079% 0.0000086223 0.2511.0!.2014 2565.77 0.84623% 0.0000711287 0.25
12.0!.2014 2585.35 0.76312% 0.0000578021 0.251
13.0!.2014 2561.77 -0.91206% 0.0000837059 0.25
14.0!.2014 2567.62 0.22836% 0.0000050855 0.25
17.0!.2014 2542.82 -0.96588% 0.0000938422 0.25
18.0!.2014 2530.67 -0.47782% 0.0000231037 0.2505
19.0!.2014 2503.1 -1.08943% 0.0001193080 0.253
20.0!.2014 2473.6 -1.17854% 0.0001395672 0.25
21.0!.2014 2481.41 0.31573% 0.0000097898 0.2482
2.0!.2014 2510.23 1.16144% 0.0001342330 0.252!.0!.2014 2547.54 1.48632% 0.0002200686 0.25
27.0!.2014 2623.91 2.99779% 0.0008969707 0.245
28.0!.2014 2644.12 0.77022% 0.0000588868 0.246
01.07.2014 2565.51 -2.97301% 0.0008855736 0.245
02.07.2014 2558.71 -0.26505% 0.0000071771 0.2401
03.07.2014 2555.67 -0.11881% 0.0000014800 0.241
04.07.2014 2576.46 0.81349% 0.0000657135 0.242
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52/186
0.07.2014 2598.19 0.84341% 0.0000706538 0.2421
08.07.2014 2595.02 -0.12201% 0.0000015589 0.245
09.07.2014 2594.48 -0.02081% 0.0000000560 0.2485
10.07.2014 2611.27 0.64714% 0.0000415118 0.245
11.07.2014 2626.55 0.58516% 0.0000339084 0.245
12.07.2014 2638.69 0.46220% 0.0000211008 0.2525
1.07.2014 2660.59 0.82996% 0.0000684111 0.2485
1!.07.2014 2659.44 -0.04322% 0.0000002122 0.253
17.07.2014 2628.92 -1.14761% 0.0001323551 0.257
18.07.2014 2561.07 -2.58091% 0.0006675788 0.2515
19.07.2014 2546.85 -0.55524% 0.0000311457 0.2505
22.07.2014 2584.15 1.46455% 0.0002136588 0.249
23.07.2014 2600.69 0.64006% 0.0000406035 0.254
24.07.2014 2612.92 0.47026% 0.0000218475 0.25
2.07.2014 2605.84 -0.27096% 0.0000074971 0.25
2!.07.2014 2628.85 0.88302% 0.0000774699 0.2491
29.07.2014 2664.17 1.34355% 0.0001797493 0.2529
30.07.2014 2645.6 -0.69703% 0.0000489824 0.249
31.07.2014 2653.75 0.30806% 0.0000093154 0.252
01.08.2014 2668.64 0.56109% 0.0000311638 0.25
02.08.2014 2643.41 -0.94543% 0.0000899220 0.2502
08.08.2014 2631.78 -0.43996% 0.0000196080 0.2551
09.08.2014 2623.95 -0.29752% 0.0000090219 0.2551
12.08.2014 2622.98 -0.03697% 0.0000001585 0.255
13.08.2014 2645.57 0.86123% 0.0000736829 0.2612
14.08.2014 2642.15 -0.12927% 0.0000017456 0.261!.08.2014 2653.57 0.43222% 0.0000184364 0.265
19.08.2014 2684.99 1.18407% 0.0001395277 0.265
20.08.2014 2712.08 1.00894% 0.0001012228 0.27
21.08.2014 2721.69 0.35434% 0.0000123548 0.266
22.08.2014 2714.93 -0.24838% 0.0000063113 0.268
23.08.2014 2720.69 0.21216% 0.0000043812 0.268
2!.08.2014 2702.57 -0.66601% 0.0000447366 0.27
27.08.2014 2689.7 -0.47621% 0.0000229499 0.266
28.08.2014 2697.14 0.27661% 0.0000074947 0.265
29.08.2014 2693.09 -0.15016% 0.0000023411 0.26530.08.2014 2688.66 -0.16450% 0.0000028003 0.265
02.09.2014 2691.84 0.11827% 0.0000013324 0.268
03.09.2014 2691.27 -0.02118% 0.0000000577 0.2715
04.09.2014 2677.34 -0.51760% 0.0000270865 0.28
0.09.2014 2667.44 -0.36977% 0.0000138843 0.2725
0!.09.2014 2684.13 0.62569% 0.0000387938 0.272
09.09.2014 2728.51 1.65342% 0.0002724398 0.27
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7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
53/186
10.09.2014 2731.05 0.09309% 0.0000008144 0.2705
11.09.2014 2720.76 -0.37678% 0.0000144115 0.27
12.09.2014 2741.25 0.75310% 0.0000562877 0.27
13.09.2014 2732.27 -0.32759% 0.0000109187 0.27
1!.09.2014 2744.53 0.44871% 0.0000198795 0.2685
17.09.2014 2738.54 -0.21825% 0.0000048885 0.27
18.09.2014 2740.32 0.06500% 0.0000003863 0.2672
19.09.2014 2729.96 -0.37806% 0.0000145089 0.27
20.09.2014 2704.14 -0.94580% 0.0000899934 0.27
23.09.2014 2700.06 -0.15088% 0.0000023632 0.2665
24.09.2014 2649.68 -1.86588% 0.0003492157 0.2655
2.09.2014 2660.67 0.41477% 0.0000169678 0.2714
2!.09.2014 2626.92 -1.26848% 0.0001616266 0.273
27.09.2014 2620.58 -0.24135% 0.0000059631 0.273
30.09.2014 2616.09 -0.17134% 0.0000030340 0.2685
01.10.2014 2631.89 0.60395% 0.0000361331 0.2675
02.10.2014 2641.4 0.36134% 0.0000128515 0.267
03.10.2014 2619.27 -0.83781% 0.0000706710 0.2719
04.10.2014 2637.2 0.68454% 0.0000464708 0.2734
07.10.2014 2654.72 0.66434% 0.0000437574 0.27
08.10.2014 2638.17 -0.62342% 0.0000392208 0.27
09.10.2014 2637.3 -0.03298% 0.0000001283 0.27
10.10.2014 2643.37 0.23016% 0.0000051671 0.2695
11.10.2014 2627.36 -0.60567% 0.0000370288 0.27
14.10.2014 2637.2 0.37452% 0.0000138141 0.271
1.10.2014 2641.36 0.15774% 0.0000023993 0.28851!.10.2014 2671.56 1.14335% 0.0001300748 0.2905
17.10.2014 2687.13 0.58281% 0.0000336352 0.2935
18.10.2014 2697.53 0.38703% 0.0000147597 0.295
21.10.2014 2689.57 -0.29508% 0.0000088763 0.29
22.10.2014 2663.7 -0.96186% 0.0000930667 0.295
23.10.2014 2659.26 -0.16669% 0.0000028741 0.2949
24.10.2014 2660.19 0.03497% 0.0000001032 0.29
2.10.2014 2663.56 0.12668% 0.0000015335 0.28
28.10.2014 2660.29 -0.12277% 0.0000015779 0.2681
29.10.2014 2652.57 -0.29019% 0.0000085873 0.273930.10.2014 2650.57 -0.07540% 0.0000006122 0.2691
31.10.2014 2670.11 0.73720% 0.0000539274 0.271
01.11.2014 2673 0.10824% 0.0000011107 0.277
04.11.2014 2673.92 0.03442% 0.0000000997 0.2782
0.11.2014 2669.1 -0.18026% 0.0000033528 0.2889
07.11.2014 2678.22 0.34169% 0.0000114813 0.29
08.11.2014 2651.7 -0.99021% 0.0000986162 0.2885
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
54/186
11.11.2014 2630.9 -0.78440% 0.0000619762 0.2862
12.11.2014 2636.79 0.22388% 0.0000048855 0.2899
13.11.2014 2622.17 -0.55446% 0.0000310593 0.2895
14.11.2014 2606.81 -0.58577% 0.0000346475 0.287
1.11.2014 2605.84 -0.03721% 0.0000001605 0.2939
18.11.2014 2595.18 -0.40908% 0.0000169685 0.295
19.11.2014 2600.98 0.22349% 0.0000048684 0.294
20.11.2014 2610.28 0.35756% 0.0000125820 0.291
21.11.2014 2614.08 0.14558% 0.0000020372 0.291
22.11.2014 2612.87 -0.04629% 0.0000002414 0.291
2.11.2014 2607.03 -0.22351% 0.0000051237 0.293
2!.11.2014 2611.23 0.16110% 0.0000025045 0.293
0.0203344102
r med 0.002847% 0.0000903752
0.91%
Riscul
2400
2500
2600
2700
2800
2900
3000
3100
3200
'lutia retului de ic*idere etru idicele B&6
Peri'ada aali,ata
-al'ri
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
55/186
Ri Pret /P Ri
0.44
-0.955% 0.443 0.682% Cov Bet C, BIO
-1.205% 0.4351 -1.783% Cov Bet C, BIO
0.976% 0.444 2.046%
0.193% 0.4415 -0.563% coef de corelatie bio
0.723% 0.4439 0.544% coef de corelatie !"
-0.431% 0.4531 2.073%
-0.962% 0.467 3.068% coef beta bio
0.000% 0.47 0.642% coef beta !"
0.971% 0.47 0.000%
0.769% 0.465 -1.064%
-0.286% 0.462 -0.645%
-0.478% 0.4518 -2.208%
0.385% 0.452 0.044%-1.820% 0.46 1.770%
0.000% 0.454 -1.304%
0.976% 0.46 1.322%
0.676% 0.4585 -0.326%
0.768% 0.452 -1.418%
0.095% 0.447 -1.106%
-0.095% 0.4393 -1.723%
2.381% 0.4487 2.140%
0.465% 0.446 -0.602%
2.361% 0.446 0.000%3.573% 0.443 -0.673%
0.873% 0.44 -0.677%
0.000% 0.438 -0.455%
-1.948% 0.4358 -0.502%
0.442% 0.4283 -1.721%
-0.659% 0.4352 1.611%
2.655% 0.429 -1.425%
0.000% 0.4291 0.023%
2.586% 0.43 0.210%
0.420% 0.434 0.930%
-0.628% 0.4471 3.018%
-1.053% 0.443 -0.917%
2.128% 0.4521 2.054%
-0.417% 0.448 -0.907%
-1.255% 0.4438 -0.938%
0.424% 0.4465 0.608%
1.266% 0.448 0.336%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
56/186
-0.833% 0.442 -1.339%
0.840% 0.4433 0.294%
0.417% 0.4502 1.557%
0.249% 0.45 -0.044%
0.166% 0.451 0.222%
-1.198% 0.452 0.222%
0.376% 0.4508 -0.265%
0.000% 0.4579 1.575%
0.000% 0.457 -0.197%
0.000% 0.47 2.845%
0.000% 0.4705 0.106%
-1.875% 0.462 -1.807%
0.934% 0.466 0.866%
-1.557% 0.4705 0.966%
-1.581% 0.462 -1.807%
-0.564% 0.4545 -1.623%
0.437% 0.46 1.210%
0.435% 0.467 1.522%
-0.433% 0.462 -1.071%
2.174% 0.458 -0.866%
0.000% 0.4506 -1.616%
-1.702% 0.452 0.311%
-0.433% 0.465 2.876%
0.000% 0.467 0.430%
0.000% 0.4665 -0.107%
0.000% 0.4619 -0.986%0.043% 0.457 -1.061%
0.174% 0.4605 0.766%
0.217% 0.465 0.977%
-0.303% 0.4647 -0.065%
0.043% 0.465 0.065%
-0.174% 0.4585 -1.398%
-0.435% 0.461 0.545%
0.655% 0.455 -1.302%
-0.087% 0.455 0.000%
2.041% 0.451 -0.879%-1.064% 0.4402 -2.395%
-0.086% 0.45 2.226%
-0.129% 0.448 -0.444%
-0.647% 0.45 0.446%
-0.130% 0.4649 3.311%
0.043% 0.463 -0.409%
-0.130% 0.46 -0.648%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
57/186
-2.130% 0.458 -0.435%
0.400% 0.4511 -1.507%
-3.673% 0.453 0.421%
0.138% 0.453 0.000%
0.917% 0.4326 -4.503%
-0.455% 0.4442 2.681%
3.059% 0.43 -3.197%
4.121% 0.415 -3.488%
2.128% 0.4105 -1.084%
0.042% 0.4098 -0.171%
0.000% 0.41 0.049%
0.458% 0.4196 2.341%
1.368% 0.4229 0.786%
-1.718% 0.426 0.733%
0.083% 0.43 0.939%
0.832% 0.428 -0.465%
1.237% 0.4219 -1.425%
-0.611% 0.4192 -0.640%
0.000% 0.414 -1.240%
0.000% 0.42 1.449%
-0.779% 0.424 0.952%
0.785% 0.42 -0.943%
0.000% 0.4168 -0.762%
0.041% 0.4194 0.624%
0.369% 0.43 2.527%
2.041% 0.4299 -0.023%0.000% 0.43 0.023%
0.400% 0.4245 -1.279%
-0.398% 0.4238 -0.165%
0.000% 0.424 0.047%
0.000% 0.427 0.708%
0.200% 0.4298 0.656%
0.998% 0.4265 -0.768%
-1.186% 0.422 -1.055%
-0.720% 0.4175 -1.066%
0.725% 0.4103 -1.725%0.000% 0.4186 2.023%
-2.000% 0.4212 0.621%
0.408% 0.421 -0.047%
-0.407% 0.4155 -1.306%
-2.000% 0.415 -0.120%
0.375% 0.4156 0.145%
0.415% 0.416 0.096%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
58/186
0.041% 0.42 0.962%
1.198% 0.4209 0.214%
1.429% 0.422 0.261%
-1.408% 0.4262 0.995%
0.000% 0.427 0.188%
3.061% 0.429 0.468%
-1.584% 0.4278 -0.280%
1.811% 0.4252 -0.608%
1.581% 0.4289 0.870%
-2.140% 0.4292 0.070%
-0.398% 0.4257 -0.815%
-0.599% 0.43 1.010%
2.008% 0.4251 -1.140%
-1.575% 0.424 -0.259%
0.000% 0.4241 0.024%
-0.360% 0.4235 -0.141%
1.525% 0.424 0.118%
-1.542% 0.424 0.000%
1.205% 0.432 1.887%
-0.794% 0.431 -0.231%
0.080% 0.431 0.000%
1.958% 0.44 2.088%
0.000% 0.4494 2.136%
-0.039% 0.448 -0.312%
2.431% 0.442 -1.339%
-0.459% 0.4389 -0.701%1.923% 0.45 2.529%
0.000% 0.4461 -0.867%
1.887% 0.4499 0.852%
-1.481% 0.45 0.022%
0.752% 0.449 -0.222%
0.000% 0.4452 -0.846%
0.746% 0.445 -0.045%
-1.481% 0.449 0.899%
-0.376% 0.448 -0.223%
0.000% 0.44 -1.786%0.000% 0.435 -1.136%
1.132% 0.435 0.000%
1.306% 0.435 0.000%
3.131% 0.4392 0.966%
-2.679% 0.4372 -0.455%
-0.183% 0.4346 -0.595%
-0.735% 0.4321 -0.575%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
59/186
0.185% 0.437 1.134%
-0.185% 0.4365 -0.114%
0.000% 0.436 -0.115%
0.000% 0.431 -1.147%
-0.556% 0.438 1.624%
0.559% 0.44 0.457%
-1.037% 0.435 -1.136%
1.048% 0.4332 -0.414%
0.000% 0.4347 0.346%
-1.296% 0.435 0.069%
-0.375% 0.43 -1.149%
2.222% 0.4481 4.209%
0.590% 0.4435 -1.027%
0.000% 0.4511 1.714%
-1.648% 0.45 -0.244%
-0.372% 0.4475 -0.556%
-0.187% 0.448 0.112%
1.835% 0.4452 -0.625%
0.552% 0.448 0.629%
-1.244% 0.446 -0.446%
0.000% 0.445 -0.224%
0.000% 0.446 0.225%
-0.185% 0.447 0.224%
0.186% 0.4435 -0.783%
0.370% 0.4449 0.316%
6.458% 0.44 -1.101%0.693% 0.44 0.000%
1.033% 0.44 0.000%
0.511% 0.4443 0.977%
-1.695% 0.4421 -0.495%
1.724% 0.436 -1.380%
-0.034% 0.43 -1.376%
-1.662% 0.4305 0.116%
-3.448% 0.4344 0.906%
-4.250% 0.44 1.289%
2.163% 0.4398 -0.045%-1.752% 0.4312 -1.955%
0.706% 0.4375 1.461%
2.214% 0.439 0.343%
0.433% 0.445 1.367%
3.846% 0.449 0.899%
0.381% 0.455 1.336%
-0.517% 0.478 5.055%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
60/186
-0.797% 0.475 -0.628%
1.293% 0.4725 -0.526%
-0.138% 0.4778 1.122%
-0.864% 0.4511 -5.588%
2.404% 0.446 -1.131%
0.374% 0.451 1.121%
-0.339% 0.4461 -1.086%
-1.020% 0.45 0.874%
0.000% 0.4545 1.000%
0.000% 0.457 0.550%
0.687% 0.4585 0.328%
0.000% 0.459 0.109%
0.18% 0.028%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
61/186
ri-r#ed B$ ri-r#ed bio
0.00000163 0.214224% -0.957501%
0.00001332 0.854421% -1.204819%
-0.079089% 0.975610%
0.0180495049 -0.386612% 0.193237%
0.1473842695 -0.180681% 0.723240%
0.348137% -0.430828%
0.0179662855 &1 act defe!iva 0.023650% -0.961538%
0.146726229 &1 act defe!iva -0.308235% 0.000000%
0.974200% 0.970874%
-0.422363% 0.769231%
0.993737% -0.286260%
0.415027% -0.478469%
0.400260% 0.384615%0.222921% -1.819923%
0.850106% 0.000000%
2.618357% 0.975610%
1.904175% 0.676329%
-0.812613% 0.767754%
2.573213% 0.095238%
1.443446% -0.095147%
-0.168655% 2.380952%
0.980038% 0.465116%
-1.153775% 2.361111%0.003290% 3.573044%
1.379602% 0.873362%
0.962601% 0.000000%
-0.779876% -1.948052%
1.013557% 0.441501%
-0.489321% -0.659341%
-1.070709% 2.654867%
0.068032% 0.000000%
0.212001% 2.586207%
1.035433% 0.420168%
0.346907% -0.627615%
0.847910% -1.052632%
1.018139% 2.127660%
0.472186% -0.416667%
-1.064835% -1.255230%
0.378656% 0.423729%
1.326359% 1.265823%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
62/186
0.518832% -0.833333%
0.766154% 0.840336%
-0.489865% 0.416667%
-0.920275% 0.248963%
-1.555300% 0.165563%
0.488716% -1.198347%
-0.067742% 0.376412%
-2.665272% 0.000000%
0.163769% 0.000000%
0.731788% 0.000000%
0.252649% 0.000000%
0.434267% -1.875000%
-1.058705% 0.934183%
-0.553751% -1.556584%
0.724136% -1.581197%
-0.791496% -0.564481%
-0.158878% 0.436681%
0.846413% 0.434783%
0.917574% -0.432900%
0.167209% 2.173913%
0.362729% 0.000000%
1.028795% -1.702128%
0.208137% -0.432900%
-0.726596% 0.000000%
-0.669786% 0.000000%
-0.492346% 0.000000%-0.008136% 0.043478%
-0.939438% 0.173837%
-0.860523% 0.216920%
0.070535% -0.303030%
0.102436% 0.043422%
0.839200% -0.173611%
0.150761% -0.434783%
-0.155887% 0.655022%
-0.994134% -0.086768%
-0.030107% 2.040816%-0.340154% -1.063830%
1.216513% -0.086022%
-0.062246% -0.129143%
-0.059276% -0.646552%
1.053213% -0.130152%
-0.716280% 0.043440%
-0.736391% -0.130265%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
63/186
0.613683% -2.130435%
-1.138006% 0.399822%
-2.855288% -3.672566%
-1.925483% 0.137804%
-4.117798% 0.917431%
-1.797420% -0.454545%
-0.244892% 3.059361%
0.218310% 4.120514%
-1.424979% 2.127660%
-0.760972% 0.041667%
2.156330% 0.000000%
-0.832240% 0.458142%
-0.519058% 1.368159%
0.909498% -1.717791%
-0.606208% 0.083229%
0.231296% 0.831601%
-1.200027% 1.237113%
-0.542483% -0.610998%
-3.696603% 0.000000%
-0.936060% 0.000000%
1.119953% -0.778689%
1.544660% 0.784800%
-0.690169% 0.000000%
1.608566% 0.040984%
-0.407215% 0.368701%
-0.293638% 2.040816%0.843378% 0.000000%
0.760277% 0.400000%
-0.914909% -0.398406%
0.225511% 0.000000%
-0.968722% 0.000000%
-0.480663% 0.200000%
-1.092282% 0.998004%
-1.181386% -1.185771%
0.312887% -0.720000%
1.158589% 0.725222%1.483471% 0.000000%
2.994947% -2.000000%
0.767378% 0.408163%
-2.975859% -0.406504%
-0.267901% -2.000000%
-0.121657% 0.374844%
0.810638% 0.414938%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
64/186
0.840558% 0.041322%
-0.124855% 1.197852%
-0.023656% 1.428571%
0.644296% -1.408451%
0.582309% 0.000000%
0.459356% 3.061224%
0.827110% -1.584158%
-0.046070% 1.810865%
-1.150457% 1.581028%
-2.583755% -2.140078%
-0.558084% -0.397614%
1.461707% -0.598802%
0.637209% 2.008032%
0.467413% -1.574803%
-0.273808% 0.000000%
0.880170% -0.360000%
1.340706% 1.525492%
-0.699875% -1.542112%
0.305212% 1.204819%
0.558246% -0.793651%
-0.948272% 0.080000%
-0.442809% 1.958433%
-0.300364% 0.000000%
-0.039814% -0.039200%
0.858387% 2.431373%
-0.132120% -0.459418%0.429377% 1.923077%
1.181218% 0.000000%
1.006095% 1.886792%
0.351494% -1.481481%
-0.251222% 0.751880%
0.209313% 0.000000%
-0.668854% 0.746269%
-0.479060% -1.481481%
0.273764% -0.375940%
-0.153006% 0.000000%-0.167342% 0.000000%
0.115428% 1.132075%
-0.024022% 1.305970%
-0.520446% 3.130755%
-0.372617% -2.678571%
0.622847% -0.183486%
1.650575% -0.735294%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
65/186
0.090244% 0.185185%
-0.379625% -0.184843%
0.750251% 0.000000%
-0.330435% 0.000000%
0.445864% -0.555556%
-0.221099% 0.558659%
0.062151% -1.037037%
-0.380905% 1.047904%
-0.948648% 0.000000%
-0.153727% -1.296296%
-1.868731% -0.375235%
0.411920% 2.222222%
-1.271324% 0.589536%
-0.244194% 0.000000%
-0.174183% -1.648352%
0.601108% -0.372439%
0.358490% -0.186916%
-0.840660% 1.835206%
0.681695% 0.551673%
0.661494% -1.243599%
-0.626265% 0.000000%
-0.035824% 0.000000%
0.227313% -0.185185%
-0.608513% 0.185529%
0.371673% 0.370370%
0.154896% 6.457565%1.140503% 0.693241%
0.579959% 1.032702%
0.384183% 0.511073%
-0.297932% -1.694915%
-0.964711% 1.724138%
-0.169532% -0.033898%
0.032125% -1.661580%
0.123836% -3.448276%
-0.125615% -4.250000%
-0.293041% 2.163372%-0.078246% -1.752464%
0.734353% 0.706057%
0.105388% 2.214022%
0.031571% 0.433213%
-0.183107% 3.846154%
0.338841% 0.380755%
-0.993057% -0.517241%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
66/186
-0.787249% -0.797227%
0.221031% 1.292802%
-0.557309% -0.137979%
-0.588621% -0.863558%
-0.040057% 2.404181%
-0.411928% 0.374277%
0.220644% -0.338983%
0.354711% -1.020408%
0.142731% 0.000000%
-0.049135% 0.000000%
-0.226356% 0.687285%
0.158256% 0.000000%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
67/186
ri-r#ed B$ ri-r#ed !"
-0.002051% 0.214224% 0.678971%
-0.010294% 0.854421% -1.783296%
-0.000772% -0.079089% 2.045507%
-0.000747% -0.386612% -0.563063%
-0.001307% -0.180681% 0.543601%
-0.001500% 0.348137% 2.072539%
-0.000227% 0.023650% 3.067755%
0.000000% -0.308235% 0.642398%
0.009458% 0.974200% 0.000000%
-0.003249% -0.422363% -1.063830%
-0.002845% 0.993737% -0.645161%
-0.001986% 0.415027% -2.207792%
0.001539% 0.400260% 0.044267%-0.004057% 0.222921% 1.769912%
0.000000% 0.850106% -1.304348%
0.025545% 2.618357% 1.321586%
0.012878% 1.904175% -0.326087%
-0.006239% -0.812613% -1.417666%
0.002451% 2.573213% -1.106195%
-0.001373% 1.443446% -1.722595%
-0.004016% -0.168655% 2.139768%
0.004558% 0.980038% -0.601738%
-0.027242% -1.153775% 0.000000%0.000118% 0.003290% -0.672646%
0.012049% 1.379602% -0.677201%
0.000000% 0.962601% -0.454545%
0.015192% -0.779876% -0.502283%
0.004475% 1.013557% -1.720973%
0.003226% -0.489321% 1.611020%
-0.028426% -1.070709% -1.424632%
0.000000% 0.068032% 0.023310%
0.005483% 0.212001% 0.209741%
0.004351% 1.035433% 0.930233%
-0.002177% 0.346907% 3.018433%
-0.008925% 0.847910% -0.917021%
0.021663% 1.018139% 2.054176%
-0.001967% 0.472186% -0.906879%
0.013366% -1.064835% -0.937500%
0.001604% 0.378656% 0.608382%
0.016789% 1.326359% 0.335946%
'ri bet- r#ed bet()'ri bio -r#ed bio(
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
68/186
-0.004324% 0.518832% -1.339286%
0.006438% 0.766154% 0.294118%
-0.002041% -0.489865% 1.556508%
-0.002291% -0.920275% -0.044425%
-0.002575% -1.555300% 0.222222%
-0.005857% 0.488716% 0.221729%
-0.000255% -0.067742% -0.265487%
0.000000% -2.665272% 1.574978%
0.000000% 0.163769% -0.196549%
0.000000% 0.731788% 2.844639%
0.000000% 0.252649% 0.106383%
-0.008143% 0.434267% -1.806589%
-0.009890% -1.058705% 0.865801%
0.008620% -0.553751% 0.965665%
-0.011450% 0.724136% -1.806589%
0.004468% -0.791496% -1.623377%
-0.000694% -0.158878% 1.210121%
0.003680% 0.846413% 1.521739%
-0.003972% 0.917574% -1.070664%
0.003635% 0.167209% -0.865801%
0.000000% 0.362729% -1.615721%
-0.017511% 1.028795% 0.310697%
-0.000901% 0.208137% 2.876106%
0.000000% -0.726596% 0.430108%
0.000000% -0.669786% -0.107066%
0.000000% -0.492346% -0.986066%-0.000004% -0.008136% -1.060836%
-0.001633% -0.939438% 0.765864%
-0.001867% -0.860523% 0.977199%
-0.000214% 0.070535% -0.064516%
0.000044% 0.102436% 0.064558%
-0.001457% 0.839200% -1.397849%
-0.000655% 0.150761% 0.545256%
-0.001021% -0.155887% -1.301518%
0.000863% -0.994134% 0.000000%
-0.000614% -0.030107% -0.879121%0.003619% -0.340154% -2.394678%
-0.001046% 1.216513% 2.226261%
0.000080% -0.062246% -0.444444%
0.000383% -0.059276% 0.446429%
-0.001371% 1.053213% 3.311111%
-0.000311% -0.716280% -0.408690%
0.000959% -0.736391% -0.647948%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
69/186
-0.013074% 0.613683% -0.434783%
-0.004550% -1.138006% -1.506550%
0.104862% -2.855288% 0.421193%
-0.002653% -1.925483% 0.000000%
-0.037778% -4.117798% -4.503311%
0.008170% -1.797420% 2.681461%
-0.007492% -0.244892% -3.196758%
0.008996% 0.218310% -3.488372%
-0.030319% -1.424979% -1.084337%
-0.000317% -0.760972% -0.170524%
0.000000% 2.156330% 0.048804%
-0.003813% -0.832240% 2.341463%
-0.007102% -0.519058% 0.786463%
-0.015623% 0.909498% 0.733034%
-0.000505% -0.606208% 0.938967%
0.001923% 0.231296% -0.465116%
-0.014846% -1.200027% -1.425234%
0.003315% -0.542483% -0.639962%
0.000000% -3.696603% -1.240458%
0.000000% -0.936060% 1.449275%
-0.008721% 1.119953% 0.952381%
0.012122% 1.544660% -0.943396%
0.000000% -0.690169% -0.761905%
0.000659% 1.608566% 0.623800%
-0.001501% -0.407215% 2.527420%
-0.005993% -0.293638% -0.023256%0.000000% 0.843378% 0.023261%
0.003041% 0.760277% -1.279070%
0.003645% -0.914909% -0.164900%
0.000000% 0.225511% 0.047192%
0.000000% -0.968722% 0.707547%
-0.000961% -0.480663% 0.655738%
-0.010901% -1.092282% -0.767799%
0.014009% -1.181386% -1.055100%
-0.002253% 0.312887% -1.066351%
0.008402% 1.158589% -1.724551%0.000000% 1.483471% 2.022910%
-0.059899% 2.994947% 0.621118%
0.003132% 0.767378% -0.047483%
0.012097% -2.975859% -1.306413%
0.005358% -0.267901% -0.120337%
-0.000456% -0.121657% 0.144578%
0.003364% 0.810638% 0.096246%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
70/186
0.000347% 0.840558% 0.961538%
-0.001496% -0.124855% 0.214286%
-0.000338% -0.023656% 0.261345%
-0.009075% 0.644296% 0.995261%
0.000000% 0.582309% 0.187705%
0.014062% 0.459356% 0.468384%
-0.013103% 0.827110% -0.279720%
-0.000834% -0.046070% -0.607761%
-0.018189% -1.150457% 0.870179%
0.055294% -2.583755% 0.069946%
0.002219% -0.558084% -0.815471%
-0.008753% 1.461707% 1.010101%
0.012795% 0.637209% -1.139535%
-0.007361% 0.467413% -0.258763%
0.000000% -0.273808% 0.023585%
-0.003169% 0.880170% -0.141476%
0.020452% 1.340706% 0.118064%
0.010793% -0.699875% 0.000000%
0.003677% 0.305212% 1.886792%
-0.004431% 0.558246% -0.231481%
-0.000759% -0.948272% 0.000000%
-0.008672% -0.442809% 2.088167%
0.000000% -0.300364% 2.136364%
0.000016% -0.039814% -0.311526%
0.020871% 0.858387% -1.339286%
0.000607% -0.132120% -0.701357%0.008257% 0.429377% 2.529050%
0.000000% 1.181218% -0.866667%
0.018983% 1.006095% 0.851827%
-0.005207% 0.351494% 0.022227%
-0.001889% -0.251222% -0.222222%
0.000000% 0.209313% -0.846325%
-0.004991% -0.668854% -0.044924%
0.007097% -0.479060% 0.898876%
-0.001029% 0.273764% -0.222717%
0.000000% -0.153006% -1.785714%0.000000% -0.167342% -1.136364%
0.001307% 0.115428% 0.000000%
-0.000314% -0.024022% 0.000000%
-0.016294% -0.520446% 0.965517%
0.009981% -0.372617% -0.455373%
-0.001143% 0.622847% -0.594694%
-0.012137% 1.650575% -0.575242%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
71/186
0.000167% 0.090244% 1.133997%
0.000702% -0.379625% -0.114416%
0.000000% 0.750251% -0.114548%
0.000000% -0.330435% -1.146789%
-0.002477% 0.445864% 1.624130%
-0.001235% -0.221099% 0.456621%
-0.000645% 0.062151% -1.136364%
-0.003992% -0.380905% -0.413793%
0.000000% -0.948648% 0.346260%
0.001993% -0.153727% 0.069013%
0.007012% -1.868731% -1.149425%
0.009154% 0.411920% 4.209302%
-0.007495% -1.271324% -1.026557%
0.000000% -0.244194% 1.713641%
0.002871% -0.174183% -0.243848%
-0.002239% 0.601108% -0.555556%
-0.000670% 0.358490% 0.111732%
-0.015428% -0.840660% -0.625000%
0.003761% 0.681695% 0.628931%
-0.008226% 0.661494% -0.446429%
0.000000% -0.626265% -0.224215%
0.000000% -0.035824% 0.224719%
-0.000421% 0.227313% 0.224215%
-0.001129% -0.608513% -0.782998%
0.001377% 0.371673% 0.315671%
0.010003% 0.154896% -1.101371%0.007906% 1.140503% 0.000000%
0.005989% 0.579959% 0.000000%
0.001963% 0.384183% 0.977273%
0.005050% -0.297932% -0.495161%
-0.016633% -0.964711% -1.379778%
0.000057% -0.169532% -1.376147%
-0.000534% 0.032125% 0.116279%
-0.004270% 0.123836% 0.905923%
0.005339% -0.125615% 1.289134%
-0.006340% -0.293041% -0.045455%0.001371% -0.078246% -1.955434%
0.005185% 0.734353% 1.461039%
0.002333% 0.105388% 0.342857%
0.000137% 0.031571% 1.366743%
-0.007043% -0.183107% 0.898876%
0.001290% 0.338841% 1.336303%
0.005137% -0.993057% 5.054945%
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0.006276% -0.787249% -0.627615%
0.002857% 0.221031% -0.526316%
0.000769% -0.557309% 1.121693%
0.005083% -0.588621% -5.588112%
-0.000963% -0.040057% -1.130570%
-0.001542% -0.411928% 1.121076%
-0.000748% 0.220644% -1.086475%
-0.003619% 0.354711% 0.874243%
0.000000% 0.142731% 1.000000%
0.000000% -0.049135% 0.550055%
-0.001556% -0.226356% 0.328228%
0.000000% 0.158256% 0.109051%
0.0003!3338
eta i i' 0.0179!!28 eta i s
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'ri bet- r#ed bet()'ri bio - r#ed 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%
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-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%
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-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%
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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%
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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%
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0.004941%
-0.001163%
-0.006251%
0.032893%
0.000453%
-0.004618%
-0.002397%
0.003101%
0.001427%
-0.000270%
-0.000743%
0.000173%
0.002983913
0.14!72!229
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Data Pret BIO Ri (R-Ri med)^2 Premiul de risc
03.01.2014 0.2095
04.01.2014 0.2075 -0.955% 0.000124 -1.455%
07.01.2014 0.205 -1.205% 0.000186 -1.684%
08.01.2014 0.207 0.976% 0.000067 0.496%
09.01.2014 0.2074 0.193% 0.000000 -0.286%10.01.2014 0.2089 0.723% 0.000032 0.244%
11.01.2014 0.208 -0.431% 0.000035 -0.910%
14.01.2014 0.206 -0.962% 0.000125 -1.441%
1.01.2014 0.206 0.000% 0.000003 -0.479%
1!.01.2014 0.208 0.971% 0.000066 0.492%
17.01.2014 0.2096 0.769% 0.000037 0.290%
18.01.2014 0.209 -0.286% 0.000020 -0.765%
21.01.2014 0.208 -0.478% 0.000041 -0.958%
22.01.2014 0.2088 0.385% 0.000005 -0.095%
23.01.2014 0.205 -1.820% 0.000391 -2.299%
24.01.2014 0.205 0.000% 0.000003 -0.479%
2.01.2014 0.207 0.976% 0.000067 0.496%
28.01.2014 0.2084 0.676% 0.000027 0.197%
29.01.2014 0.21 0.768% 0.000037 0.289%
30.01.2014 0.2102 0.095% 0.000000 -0.384%
31.01.2014 0.21 -0.095% 0.000006 -0.574%
01.02.2014 0.215 2.381% 0.000494 1.902%
04.02.2014 0.216 0.465% 0.000009 0.007%
0.02.2014 0.2211 2.361% 0.000485 1.903%
0!.02.2014 0.229 3.573% 0.001166 3.115%
07.02.2014 0.231 0.873% 0.000051 0.415%
08.02.2014 0.231 0.000% 0.000003 -0.458%
11.02.2014 0.2265 -1.948% 0.000444 -2.406%
12.02.2014 0.2275 0.442% 0.000008 -0.017%
13.02.2014 0.226 -0.659% 0.000067 -1.118%
14.02.2014 0.232 2.655% 0.000623 2.197%
1.02.2014 0.232 0.000% 0.000003 -0.458%
18.02.2014 0.238 2.586% 0.000589 2.128%
19.02.2014 0.239 0.420% 0.000007 -0.038%20.02.2014 0.2375 -0.628% 0.000062 -1.086%
21.02.2014 0.235 -1.053% 0.000147 -1.511%
22.02.2014 0.24 2.128% 0.000388 1.669%
2.02.2014 0.239 -0.417% 0.000033 -0.875%
2!.02.2014 0.236 -1.255% 0.000200 -1.714%
27.02.2014 0.237 0.424% 0.000007 -0.035%
28.02.2014 0.24 1.266% 0.000123 0.807%
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01.03.2014 0.238 -0.833% 0.000098 -1.292%
04.03.2014 0.24 0.840% 0.000046 0.382%
0.03.2014 0.241 0.417% 0.000007 -0.042%
0!.03.2014 0.2416 0.249% 0.000001 -0.209%
07.03.2014 0.242 0.166% 0.000000 -0.293%
08.03.2014 0.2391 -1.198% 0.000184 -1.657%
11.03.2014 0.24 0.376% 0.000005 -0.082%
12.03.2014 0.24 0.000% 0.000003 -0.458%
13.03.2014 0.24 0.000% 0.000003 -0.458%
14.03.2014 0.24 0.000% 0.000003 -0.458%
1.03.2014 0.24 0.000% 0.000003 -0.458%
18.03.2014 0.2355 -1.875% 0.000413 -2.333%
19.03.2014 0.2377 0.934% 0.000060 0.476%
20.03.2014 0.234 -1.557% 0.000294 -2.015%
21.03.2014 0.2303 -1.581% 0.000303 -2.040%
22.03.2014 0.229 -0.564% 0.000052 -1.023%
2.03.2014 0.23 0.437% 0.000008 -0.022%
2!.03.2014 0.231 0.435% 0.000008 -0.024%
27.03.2014 0.23 -0.433% 0.000035 -0.891%
28.03.2014 0.235 2.174% 0.000406 1.716%
29.03.2014 0.235 0.000% 0.000003 -0.458%
01.04.2014 0.231 -1.702% 0.000346 -2.140%
02.04.2014 0.23 -0.433% 0.000035 -0.870%
03.04.2014 0.23 0.000% 0.000003 -0.438%
04.04.2014 0.23 0.000% 0.000003 -0.438%
0.04.2014 0.23 0.000% 0.000003 -0.438%08.04.2014 0.2301 0.043% 0.000001 -0.394%
09.04.2014 0.2305 0.174% 0.000000 -0.264%
10.04.2014 0.231 0.217% 0.000000 -0.221%
11.04.2014 0.2303 -0.303% 0.000021 -0.741%
12.04.2014 0.2304 0.043% 0.000001 -0.394%
1.04.2014 0.23 -0.174% 0.000011 -0.611%
1!.04.2014 0.229 -0.435% 0.000035 -0.872%
17.04.2014 0.2305 0.655% 0.000025 0.218%
19.04.2014 0.2303 -0.087% 0.000006 -0.524%
22.04.2014 0.235 2.041% 0.000354 1.603%23.04.2014 0.2325 -1.064% 0.000149 -1.501%
24.04.2014 0.2323 -0.086% 0.000006 -0.524%
2.04.2014 0.232 -0.129% 0.000008 -0.567%
2!.04.2014 0.2305 -0.647% 0.000065 -1.084%
29.04.2014 0.2302 -0.130% 0.000008 -0.568%
30.04.2014 0.2303 0.043% 0.000001 -0.394%
02.0.2014 0.23 -0.130% 0.000008 -0.568%
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03.0.2014 0.2251 -2.130% 0.000524 -2.568%
07.0.2014 0.226 0.400% 0.000006 -0.038%
08.0.2014 0.2177 -3.673% 0.001468 -4.110%
09.0.2014 0.218 0.138% 0.000000 -0.300%
10.0.2014 0.22 0.917% 0.000058 0.480%
13.0.2014 0.219 -0.455% 0.000038 -0.892%
14.0.2014 0.2257 3.059% 0.000842 2.622%
1.0.2014 0.235 4.121% 0.001570 3.683%
1!.0.2014 0.24 2.128% 0.000388 1.690%
17.0.2014 0.2401 0.042% 0.000001 -0.396%
20.0.2014 0.2401 0.000% 0.000003 -0.438%
21.0.2014 0.2412 0.458% 0.000009 0.021%
22.0.2014 0.2445 1.368% 0.000146 0.931%
23.0.2014 0.2403 -1.718% 0.000352 -2.155%
24.0.2014 0.2405 0.083% 0.000001 -0.354%
27.0.2014 0.2425 0.832% 0.000045 0.394%
28.0.2014 0.2455 1.237% 0.000116 0.800%
29.0.2014 0.244 -0.611% 0.000059 -1.048%
30.0.2014 0.244 0.000% 0.000003 -0.438%
31.0.2014 0.244 0.000% 0.000003 -0.438%
03.0!.2014 0.2421 -0.779% 0.000088 -1.216%
04.0!.2014 0.244 0.785% 0.000039 0.347%
0.0!.2014 0.244 0.000% 0.000003 -0.438%
0!.0!.2014 0.2441 0.041% 0.000001 -0.397%
07.0!.2014 0.245 0.369% 0.000004 -0.069%
10.0!.2014 0.25 2.041% 0.000354 1.603%11.0!.2014 0.25 0.000% 0.000003 -0.438%
12.0!.2014 0.251 0.400% 0.000006 -0.037%
13.0!.2014 0.25 -0.398% 0.000031 -0.836%
14.0!.2014 0.25 0.000% 0.000003 -0.438%
17.0!.2014 0.25 0.000% 0.000003 -0.438%
18.0!.2014 0.2505 0.200% 0.000000 -0.238%
19.0!.2014 0.253 0.998% 0.000070 0.561%
20.0!.2014 0.25 -1.186% 0.000181 -1.623%
21.0!.2014 0.2482 -0.720% 0.000077 -1.158%
2.0!.2014 0.25 0.725% 0.000032 0.288%2!.0!.2014 0.25 0.000% 0.000003 -0.438%
27.0!.2014 0.245 -2.000% 0.000466 -2.438%
28.0!.2014 0.246 0.408% 0.000006 -0.029%
01.07.2014 0.245 -0.407% 0.000032 -0.844%
02.07.2014 0.2401 -2.000% 0.000466 -2.438%
03.07.2014 0.241 0.375% 0.000005 -0.063%
04.07.2014 0.242 0.415% 0.000007 -0.023%
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0.07.2014 0.2421 0.041% 0.000001 -0.396%
08.07.2014 0.245 1.198% 0.000108 0.760%
09.07.2014 0.2485 1.429% 0.000161 0.991%
10.07.2014 0.245 -1.408% 0.000246 -1.846%
11.07.2014 0.245 0.000% 0.000003 -0.438%
12.07.2014 0.2525 3.061% 0.000843 2.624%
1.07.2014 0.2485 -1.584% 0.000304 -2.022%
1!.07.2014 0.253 1.811% 0.000273 1.373%
17.07.2014 0.257 1.581% 0.000202 1.144%
18.07.2014 0.2515 -2.140% 0.000528 -2.578%
19.07.2014 0.2505 -0.398% 0.000031 -0.835%
22.07.2014 0.249 -0.599% 0.000057 -1.036%
23.07.2014 0.254 2.008% 0.000342 1.571%
24.07.2014 0.25 -1.575% 0.000300 -2.012%
2.07.2014 0.25 0.000% 0.000003 -0.438%
2!.07.2014 0.2491 -0.360% 0.000027 -0.798%
29.07.2014 0.2529 1.525% 0.000187 1.088%
30.07.2014 0.249 -1.542% 0.000289 -1.980%
31.07.2014 0.252 1.205% 0.000109 0.767%
01.08.2014 0.25 -0.794% 0.000091 -1.231%
02.08.2014 0.2502 0.080% 0.000001 -0.358%
08.08.2014 0.2551 1.958% 0.000324 1.521%
09.08.2014 0.2551 0.000% 0.000003 -0.438%
12.08.2014 0.255 -0.039% 0.000004 -0.477%
13.08.2014 0.2612 2.431% 0.000517 1.994%
14.08.2014 0.26 -0.459% 0.000038 -0.897%1!.08.2014 0.265 1.923% 0.000311 1.486%
19.08.2014 0.265 0.000% 0.000003 -0.438%
20.08.2014 0.27 1.887% 0.000299 1.449%
21.08.2014 0.266 -1.481% 0.000269 -1.919%
22.08.2014 0.268 0.752% 0.000035 0.314%
23.08.2014 0.268 0.000% 0.000003 -0.438%
2!.08.2014 0.27 0.746% 0.000035 0.309%
27.08.2014 0.266 -1.481% 0.000269 -1.919%
28.08.2014 0.265 -0.376% 0.000029 -0.813%
29.08.2014 0.265 0.000% 0.000003 -0.438%30.08.2014 0.265 0.000% 0.000003 -0.438%
02.09.2014 0.268 1.132% 0.000095 0.695%
03.09.2014 0.2715 1.306% 0.000132 0.868%
04.09.2014 0.28 3.131% 0.000883 2.693%
0.09.2014 0.2725 -2.679% 0.000805 -3.116%
0!.09.2014 0.272 -0.183% 0.000012 -0.621%
09.09.2014 0.27 -0.735% 0.000080 -1.173%
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10.09.2014 0.2705 0.185% 0.000000 -0.252%
11.09.2014 0.27 -0.185% 0.000012 -0.622%
12.09.2014 0.27 0.000% 0.000003 -0.438%
13.09.2014 0.27 0.000% 0.000003 -0.438%
1!.09.2014 0.2685 -0.556% 0.000051 -0.993%
17.09.2014 0.27 0.559% 0.000016 0.121%
18.09.2014 0.2672 -1.037% 0.000143 -1.475%
19.09.2014 0.27 1.048% 0.000079 0.610%
20.09.2014 0.27 0.000% 0.000003 -0.438%
23.09.2014 0.2665 -1.296% 0.000212 -1.734%
24.09.2014 0.2655 -0.375% 0.000028 -0.813%
2.09.2014 0.2714 2.222% 0.000426 1.785%
2!.09.2014 0.273 0.590% 0.000019 0.152%
27.09.2014 0.273 0.000% 0.000003 -0.438%
30.09.2014 0.2685 -1.648% 0.000326 -2.086%
01.10.2014 0.2675 -0.372% 0.000028 -0.810%
02.10.2014 0.267 -0.187% 0.000012 -0.624%
03.10.2014 0.2719 1.835% 0.000281 1.398%
04.10.2014 0.2734 0.552% 0.000015 0.114%
07.10.2014 0.27 -1.244% 0.000197 -1.681%
08.10.2014 0.27 0.000% 0.000003 -0.438%
09.10.2014 0.27 0.000% 0.000003 -0.438%
10.10.2014 0.2695 -0.185% 0.000012 -0.623%
11.10.2014 0.27 0.186% 0.000000 -0.252%
14.10.2014 0.271 0.370% 0.000004 -0.067%
1.10.2014 0.2885 6.458% 0.003968 6.020%1!.10.2014 0.2905 0.693% 0.000029 0.256%
17.10.2014 0.2935 1.033% 0.000076 0.595%
18.10.2014 0.295 0.511% 0.000012 0.074%
21.10.2014 0.29 -1.695% 0.000344 -2.132%
22.10.2014 0.295 1.724% 0.000245 1.287%
23.10.2014 0.2949 -0.034% 0.000004 -0.471%
24.10.2014 0.29 -1.662% 0.000331 -2.099%
2.10.2014 0.28 -3.448% 0.001301 -3.886%
28.10.2014 0.2681 -4.250% 0.001943 -4.688%
29.10.2014 0.2739 2.163% 0.000402 1.726%30.10.2014 0.2691 -1.752% 0.000365 -2.190%
31.10.2014 0.271 0.706% 0.000030 0.269%
01.11.2014 0.277 2.214% 0.000423 1.777%
04.11.2014 0.2782 0.433% 0.000008 -0.004%
0.11.2014 0.2889 3.846% 0.001360 3.409%
07.11.2014 0.29 0.381% 0.000005 -0.057%
08.11.2014 0.2885 -0.517% 0.000046 -0.955%
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11.11.2014 0.2862 -0.797% 0.000091 -1.235%
12.11.2014 0.2899 1.293% 0.000129 0.855%
13.11.2014 0.2895 -0.138% 0.000009 -0.575%
14.11.2014 0.287 -0.864% 0.000104 -1.301%
1.11.2014 0.2939 2.404% 0.000504 1.967%
18.11.2014 0.295 0.374% 0.000005 -0.063%
19.11.2014 0.294 -0.339% 0.000025 -0.776%
20.11.2014 0.291 -1.020% 0.000139 -1.458%
21.11.2014 0.291 0.000% 0.000003 -0.438%
22.11.2014 0.291 0.000% 0.000003 -0.438%
2.11.2014 0.293 0.687% 0.000028 0.250%
2!.11.2014 0.293 0.000% 0.000003 -0.438%
0.038773
"#era$e (Ri med) 0.18% 0.000172
Riscul 1.3127%
-
7/25/2019 Analiza Actiunilor BIO Si SNP Folosind Metoda CAPM1
85/186
Data Pret /P Ri (Ri - Ri med)^2
03.01.2014 0.44
04.01.2014 0.443 0.682% 0.000043
07.01.2014 0.4351 -1.783% 0.000328
08.01.2014 0.444 2.046% 0.000407
09.01.2014 0.4415 -0.563% 0.00003510.01.2014 0.4439 0.544% 0.000027
11.01.2014 0.4531 2.073% 0.000418
14.01.2014 0.467 3.068% 0.000924
1.01.2014 0.47 0.642% 0.000038
1!.01.2014 0.47 0.000% 0.000000
17.01.2014 0.465 -1.064% 0.000119
18.01.2014 0.462 -0.645% 0.000045
21.01.2014 0.4518 -2.208% 0.000500
22.01.2014 0.452 0.044% 0.000000
23.01.2014 0.46 1.770% 0.000304
24.01.2014 0.454 -1.304% 0.000177
2.01.2014 0.46 1.322% 0.000167
28.01.2014 0.4585 -0.326% 0.000013
29.01.2014 0.452 -1.418% 0.000209
30.01.2014 0.447 -1.106% 0.000129
31.01.2014 0.4393 -1.723% 0.000306
01.02.2014 0.4487 2.140% 0.000446
04.02.2014 0.446 -0.602% 0.000040
0.02.2014 0.446 0.000% 0.000000
0!.02.2014 0.443 -0.673% 0.000049
07.02.2014 0.44 -0.677% 0.0000