Data

1-Jul-14
2-Jun-14
1-May-14
1-Apr-14
3-Mar-14
3-Feb-14
1-Jan-14
2-Dec-13
1-Nov-13
1-Oct-13
2-Sep-13
1-Aug-13
1-Jul-13
3-Jun-13
1-May-13
1-Apr-13
1-Mar-13
1-Feb-13
1-Jan-13
3-Dec-12
1-Nov-12
1-Oct-12
3-Sep-12
1-Aug-12
3-Jul-12
Annual HPY =

Apertura
Massimo Minimo
Chiusura Vol medi
Chiusura aggiustata*
7.25
7.66
7.25
7.49
20,409,300
7.49
7.7
8
7.15
7.21
9,746,600
7.21
8.68
8.95
6.99
7.66
18,411,100
7.66
8.49
9.08
8.31
8.68
14,810,400
8.68
7.43
8.49
7.4
8.45
15,593,600
8.45
7.41
7.79
7.01
7.59
13,193,700
7.59
5.95
7.76
5.95
7.39
27,235,900
7.39
5.82
5.96
5.17
5.95
9,454,300
5.95
5.75
6.03
5.57
5.84
12,233,400
5.84
6.15
6.49
5.49
5.79
17,778,400
5.79
5.75
6.31
5.64
5.89
10,574,000
5.89
6.05
6.53
5.62
5.71
9,640,600
5.71
5.43
6.37
5.13
5.99
12,266,800
5.99
6
6.47
5.11
5.37
20,001,500
5.37
4.54
6.18
4.4
6.12
20,402,700
6.12
4.15
4.93
3.93
4.54
17,089,700
4.54
4.03
4.66
3.91
4.15
15,089,200
4.15
4.48
4.59
3.9
4.11
16,647,700
4.11
3.79
4.83
3.79
4.5
26,533,800
4.5
3.56
3.88
3.4
3.79
14,928,600
3.79
3.76
3.84
3.28
3.56
19,477,700
3.56
4.16
4.51
3.73
3.76
18,986,900
3.76
4.32
4.9
4.13
4.15
16,661,900
4.15
3.99
4.64
3.74
4.33
17,497,000
4.33
3.95
4.41
3.64
4
23,130,200
4
0.36839322
(rischio)

Azioni

Prezzo
1
100

Rischio =

0.07184312

Coeff. Variaz. =

1.99921444 > 0

4
3.18

W
4 0.012422
318 0.987578
322

W hpy
0.000399133
0.035536543
0.035935676

Chiusura aggiustata*
8.819065481
8.544527742
8.278536371
8.020825317
7.771136816
7.529221124
7.294836274
7.067747831
6.847728656
6.634558684
6.4280247
6.227920123
6.034044807
5.846204835
5.664212326
5.487885248
5.317047237
5.151527418
4.991160235
4.835785287
4.685247165
4.539395298
4.398083804
4.26117134
4.128520965

hpy
0.038835
-0.05875
-0.11751
0.027219
0.113307
0.027064
0.242017
0.018836
0.008636
-0.01698
0.031524
-0.04674
0.115456
-0.12255
0.348018
0.093976
0.009732
-0.08667
0.187335
0.064607
-0.05319
-0.09398
-0.04157
0.0825
0.03213

Varianza
deviazione std
Coefficente Variazione

Varianza
4.5E-05
0.008259
0.022393
2.41E-05
0.00659
2.57E-05
0.044052
0.000177
0.000552
0.002412
3.68E-07
0.006221
0.006943
0.023926
0.099785
0.003825
0.000502
0.014113
0.024089
0.001055
0.00728
0.015903
0.005432
0.002537
0.012339
0.012339
0.111081
3.457222

Data
1-Jul-14
2-Jun-14
1-May-14
1-Apr-14
3-Mar-14
3-Feb-14
1-Jan-14
2-Dec-13
1-Nov-13
1-Oct-13
2-Sep-13
1-Aug-13
1-Jul-13
3-Jun-13
1-May-13
1-Apr-13
1-Mar-13
1-Feb-13
1-Jan-13
3-Dec-12
1-Nov-12
1-Oct-12
3-Sep-12
1-Aug-12
3-Jul-12

Apertura Massimo
6.91
7.09
7.24
7.32
7.36
7.47
7.36
7.66
7.65
7.76
7.86
7.94
6.75
9.32
5.68
6.84
5.33
5.99
5.16
5.55
4.43
5.62
4.5
4.95
4.48
4.62
4.88
4.92
4.47
5.03
3.97
4.68
4.13
4.18
4.12
4.24
3.92
4.27
3.81
4.15
3.9
4.1
3.67
4.25
3.56
3.8
3.2
3.67
3.11
3.31

Minimo
Chiusura Vol medi Chiusura aggiustata*
6.91
7.02
15,800
7.02
6.77
6.91
25,300
6.91
6.99
7.26
35,600
7.26
6.88
7.36
51,600
7.36
7.03
7.38
89,400
7.38
7.45
7.75
58,700
7.75
6.75
7.73 483,800
7.73
5.2
6.75
92,300
6.75
5.22
5.64
89,200
5.64
5.09
5.34
55,900
5.34
4.33
5.18 151,000
5.18
4.31
4.43
25,700
4.43
4.2
4.44
15,800
4.44
4.24
4.43
14,200
4.43
4.46
4.9
41,900
4.9
3.92
4.47
20,400
4.47
3.86
3.97
7,400
3.97
4
4.14
7,700
4.14
3.92
4.12
15,200
4.12
3.67
3.92
10,700
3.92
3.71
3.81
7,100
3.81
3.67
3.91
24,900
3.91
3.45
3.66
17,300
3.66
3.11
3.5
8,000
3.5
2.81
3.18
9,600
3.18

0.01591896
-0.0482094
-0.013587
-0.00271
-0.0477419
0.00258732
0.14518519
0.19680851
0.05617978
0.03088803
0.16930023
-0.0022523
0.00225734
-0.0959184
0.09619687
0.12594458
-0.0410628
0.00485437
0.05102041
0.02887139
-0.0255754
0.06830601
0.04571429
0.10062893
0.03598354

0.000263
0.006454
0.00209
0.001214
0.00638
0.000873
0.012781
0.027119
0.000578
1.54E-06
0.018816
0.001182
0.000892
0.016396
0.004105
0.008801
0.005357
0.000744
0.000357
1.06E-05
0.00333
0.001309
0.000185
0.004692
0.005164
Varianza
0.005164
deviazione std
0.071859
Coefficente Variazione
1.997002
Covarianza
0.005024
Rischio portafoglio
0.070883
Correlazione = covarianza / (devstd1*devstd2)

covarianza
0.000109
0.007301
0.006841
0.000171
0.006484
0.00015
0.023729
0.002189
0.000565
6.1E-05
8.32E-05
0.002712
0.002489
0.019806
0.020238
0.005802
0.001639
0.00324
0.002932
0.000106
0.004924
0.004562
0.001001
0.00345
0.005024

varianza / (devstd1*devstd2)

0.629443