Indice de maCours de l'ac

1 4000 22
2 3740 19
3 3700 18
4 3750 20
5 3900 22
6 4000 23
7 4100 24
8 4200 25
9 4100 20
10 4300 27
11 4700 28
12 4900 29
13 4400 30
Rentabilité
taux annuel
Rt Rm Rt-Rmoyene

-0.1363636 -0.065 -0.1705261

-0.0526316 -0.0106952 -0.086794
0.11111111 0.01351351 0.07694866
0.1 0.04 0.06583755
0.04545455 0.02564103 0.01129209
0.04347826 0.025 0.00931581
0.04166667 0.02439024 0.00750421
-0.2 -0.0238095 -0.2341625
0.35 0.04878049 0.31583755
0.03703704 0.09302326 0.00287458
0.03571429 0.04255319 0.00155183
0.03448276 -0.1020408 0.0003203
0.03416245 0.00927968
11.72%
Rm-Rmoyen(Rt-Rmoyen(Rm-Rmoyene)^2

-0.0742797 0.01266662 0.00551747

-0.0199749 0.0017337 0.000399
0.00423383 0.00032579 1.7925E-05
0.03072032 0.00202255 0.00094374
0.01636134 0.00018475 0.00026769
0.01572032 0.00014645 0.00024713
0.01511056 0.00011339 0.00022833
-0.0330892 0.00774825 0.0010949
0.03950081 0.01247584 0.00156031
0.08374357 0.00024073 0.00701299
0.03327351 5.1635E-05 0.00110713
-0.1113205 -3.5656E-05 0.01239225
Covariance 0.0031395 0.00256574

Beta 1.2236
moyene)^2

variance
rendement mensuel 0.6356%
rendement annuel 7.900%

prime de marché 3.900%

covariancebeta
Air France 0.5 1.25
accor 0.3 0.75
capgemini 0.4 1
danone 0.7 1.75

variance 0.4
medaf Fama French
espérence de rendemenespérence de rendement
8.874% 12.674%
6.925% 8.825%
7.900% 12.100%
10.824% 10.624%