Índice de valor de Fisher para acompanhamento da carteira teórica do IBOVESPA: uma proposta com base no período de 30/04/1999 a 28/04/2000

AUTOR(ES)
DATA DE PUBLICAÇÃO

2001

RESUMO

At work is developed a calculation methodology to follow the stock market, with the purpose of having an indicator that advises the market variations, under the optic of value variation, i.e., taken in consideration to the variation between quantities and prices of the papers in one day t regarding to the day t-1, and then, to perform an enchainment of these daily results in order to verify the tendency in the period. Intend to evaluate possible inconsistent articulating that the indexes actually published reflect the market behaviour as a whole, and what apparently its observed is that such indexes could only been demonstrating the return of a significative theoretical stocks. Consequently the work also shows the tendencies uniformity of the actual indexes in the national market, that will divulge the incoherence of having so many indexes that show the same result. For the calculation development will be utilised the theoretical IBOVESPA portfolio (São Paulo Stock Exchange index), for being the most representative and the data gathering was processed between April 30/99 to April 28/00

ASSUNTO(S)

administracao variações do mercado índice da bolsa de valores de são paulo

ACESSO AO ARTIGO

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