Scribd Logo
Upload

Welcome to Scribd!

  • Date BVB 2020

    Uploaded by

    Alexandru David
    5 views5 pages
    The document contains daily percentage return data for several stocks (BET, ATB, DIGI, SNP, TEL, TLV) from August 3, 2020 to September 30, 2020. It provides average daily returns, total returns, variance, standard deviation, and correlation coefficients for the stocks over this period. The average daily return for BET stock was 0.172% and the total return was 7.39%, which would be considered very good compared to an average interest rate of 2-3% for lei bank deposits.

    Original Description:

    Original Title

    Date BVB 2020 (2)

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document contains daily percentage return data for several stocks (BET, ATB, DIGI, SNP, TEL, TLV) from August 3, 2020 to September 30, 2020. It provides average daily returns, total returns, variance, standard deviation, and correlation coefficients for the stocks over this period. The average daily return for BET stock was 0.172% and the total return was 7.39%, which would be considered very good compared to an average interest rate of 2-3% for lei bank deposits.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views5 pages

    Date BVB 2020

    Uploaded by

    Alexandru David
    The document contains daily percentage return data for several stocks (BET, ATB, DIGI, SNP, TEL, TLV) from August 3, 2020 to September 30, 2020. It provides average daily returns, total returns, variance, standard deviation, and correlation coefficients for the stocks over this period. The average daily return for BET stock was 0.172% and the total return was 7.39%, which would be considered very good compared to an average interest rate of 2-3% for lei bank deposits.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 5

    Data BET ATB DIGI SNP TEL TLV

    30.09.2020 -0.01 0.40 -1.27 0.90 0.00 1.94


    29.09.2020 -0.03 1.63 0.32 -0.30 0.87 -1.90
    28.09.2020 0.54 -2.00 2.95 0.45 -1.28 1.94
    25.09.2020 -0.77 0.81 -5.86 -1.63 -0.43 -0.64
    24.09.2020 -0.87 -1.78 -1.52 -0.74 -0.84 -3.11
    23.09.2020 1.01 -3.81 -1.50 0.44 0.00 1.47
    22.09.2020 1.44 0.96 -1.47 0.90 2.16 3.26
    21.09.2020 -2.46 0.00 -1.45 -2.33 -2.11 -6.50
    18.09.2020 -1.03 0.97 1.47 -1.01 -1.66 -1.60
    17.09.2020 -0.24 -0.96 -0.29 -0.72 0.00 0.20
    16.09.2020 -1.8 -1.89 -1.16 -5.93 -1.23 -1.58
    15.09.2020 0.36 1.92 1.78 0.27 0.41 0.00
    14.09.2020 0.71 -0.95 -0.88 0.27 -0.82 1.40
    11.09.2020 1.56 0.00 1.79 -1.20 0.82 4.60
    10.09.2020 0.85 0.00 -1.76 2.33 1.25 0.21
    09.09.2020 -0.35 0.00 0.59 0.27 0.84 -0.42
    08.09.2020 0.54 0.96 0.00 -0.27 0.00 1.48
    07.09.2020 0.79 0.00 1.19 -1.08 2.15 2.61
    04.09.2020 -0.68 -0.95 -1.76 0.82 -2.92 -2.34
    03.09.2020 0.5 0.00 -1.16 1.10 -1.23 1.95
    02.09.2020 0.01 0.00 1.47 -0.69 -0.82 0.00
    01.09.2020 0.14 -0.94 0.00 1.53 0.00 1.09
    31.08.2020 1.66 0.00 -0.58 3.91 0.41 2.70
    28.08.2020 -0.27 -3.64 -1.44 0.14 -0.41 -1.33
    27.08.2020 0.44 0.92 0.58 1.77 0.82 -0.44
    26.08.2020 0.58 0.00 -0.86 0.89 0.00 0.67
    25.08.2020 0.55 0.00 0.00 0.45 0.41 0.90
    24.08.2020 0.14 1.87 0.00 0.15 1.26 1.83
    21.08.2020 0.27 0.00 -0.57 0.00 0.42 1.39
    20.08.2020 0.17 -0.93 0.00 -0.45 0.42 0.47
    19.08.2020 -0.32 -0.92 0.00 0.75 2.60 0.00
    18.08.2020 0.04 0.93 0.00 0.60 0.87 -0.46
    17.08.2020 -0.26 0.00 0.00 0.61 0.00 -2.92
    14.08.2020 -0.35 -2.70 0.57 -0.15 2.23 -0.67
    13.08.2020 -0.15 0.91 0.87 0.46 0.45 -0.44
    12.08.2020 0.36 -0.90 0.00 -0.46 0.00 1.58
    11.08.2020 1.46 1.83 1.47 3.13 2.76 2.07
    10.08.2020 0.55 0.00 -1.45 2.40 -1.36 0.93
    07.08.2020 -0.16 0.00 1.47 -0.16 2.33 0.94
    06.08.2020 0.32 0.93 0.00 0.81 2.87 0.00
    05.08.2020 0.78 0.00 0.00 0.00 -0.48 2.40
    04.08.2020 0.73 0.93 -1.16 0.00 -2.33 2.97
    03.08.2020 0.64 0.00 1.78 0.00 -0.92 1.00
    Data BET ATB DIGI SNP TEL TLV
    Randamentul mediu zilnic 0.172 -0.149 -0.182 0.191 0.175 0.410
    Randamentul total al perioadei 7.39 -6.4 -7.84 8.23 7.51 17.65
    Vartiante (sigma patrat) 0.6459965 1.675201 2.0973527 2.2449562 1.85869 3.8702975
    Abateri medii pătratice (sigma) 0.8037391 1.2942956 1.448224 1.4983178 1.3633378 1.9673072
    Coieficienti de corelatie ATB DIGI SNP TEL TLV
    ATB 1
    DIGI 0.1448008 1
    SNP 0.2097381 0.0792153 1
    TEL 0.2101064 0.2643577 0.2763393 1
    TLV 0.1373102 0.2197033 0.3389626 0.29399 1
    foarte bun in raport cu o medie de 2-3-% dobanda la d
    Randamentul mediu al BET in perioada 03.08.2020-30.09.2020 a fost de 0.172%
    Randamentul total al BET in perioada analizata a fost: 7,39
    cu o medie de 2-3-% dobanda la depozite in lei la banca

    You might also like