8/17/2019 Proiect Gp

1/5

TITLUL 1 Calculul rentabilitatii si riscului unei valori mobiliare in functie de evolutia cursului bursier

Simbol societate: TGNDenumire societate: Banca Romana de DezvoltareData de referinta: 4/5/2014

Nr.crt Data Pret mediu Rentabilitate (Ri) Ri - R (Ri - R)^2 cov(R1, R2) cov(R1, R )! "#$#2!1" 2 1!0000 --- --- ---1 "#%#2!1" 2 "!0000 !.& ' !.$"' !.!!!! ! !.!!!!2%' !.!!!! '12 "#!1" 2 #!0000 1.! !. ! !.!!!!' !.!!!!&"' !.!!!1 11

"#'#2!1" 2$2!0000 2.1&" 1. '" !.!!! !.!!!12'' !.!!!!%2$" "#11#2!1" 2$5!0000 1.!%" !.'&" !.!!!!&% !.!!!!$% -!.!!!!'$%$ "#12#2!1" 2$#!0000 !. $1 !.1%1 !.!!!!! -!.!!!!1 $ !.!!!!!'1% "#1 #2!1" 2$#!0000 !.!!! -!.1 ! !.!!!!!" !.!!!!!!" -!.!!!!!%!& "#1"#2!1" 2$#!0000 !.!!! -!.1 ! !.!!!!!" !.!!!!!%& -!.!!!!!2$' "#1$#2!1" 2 %!0000 -2.""' -2.% ' !.!!!% % !.!!!! 2' !.!!!2%!!

"#1'#2!1" 2 #!0000 -1.!&$ -1.2%% !.!!!1%! !.!!!1!'2 !.!!!1$!11! "#1 #2!1" 2 #!0000 !.!!! -!.1 ! !.!!!!!" !.!!!!! % !.!!!!!"'

Renta&ilitatea medie 'R( 0!1%0) !.!!1"$2 * 0!00004$5 0!00005#1!.!!!1"$ + 2̂

1!20) * + ri,cul titlului!.1 ! !.!!1"$1&%&

1.2!

8/17/2019 Proiect Gp

2/5

TITLUL 2 Calculul rentabilitatii si riscului unei valori mobiliare in functie de evolutia cursului bursier

Simbol societate: T-LDenumire societate:

Data de referinta: 0"!mar!200%

Nr.crt Data Pret mediu Rentabilitate Ri - R (Ri - R)^2 cov(R2, R )! "#$#2!1" 2%!5500 --- --- ---1 "#%#2!1" 2%! 000 !.$!' !."' !.!!!!2" !.!!!! "!2 "#!1" 2%!%500 !.'"2 !.'2 !.!!!!%' !.!!!11''

"#'#2!1" "0!1500 !.%%' !.%" !.!!!!"2 !.!!!!2!"" "#11#2!1" "0!"500 !.%% !.%"$ !.!!!!"2 -!.!!!!% 1$ "#12#2!1" "0!1000 -!.'2" -!.'"2 !.!!!!&1 -!.!!!!"2"% "#1 #2!1" "0!1000 !.!!! -!.!1 !.!!!!!! -!.!!!!!!%& "#1"#2!1" "0!0000 -!. 2 -!. $1 !.!!!!12 -!.!!!!!"$' "#1$#2!1" 2%!%000 -!. -!. $2 !.!!!!12 !.!!!! "&

"#1'#2!1" 2%!#500 -!.' % -!.'$$ !.!!!!& !.!!!1!1"1! "#1 #2!1" 2%!#000 -!.1% -!.1'& !.!!!!!" !.!!!!!"&

Renta&ilitatea medie 'R( 0!01%) !.!!! "' * 0!000020"!.!!!! $ +^2

0!5%) * + ri,cul titlului

8/17/2019 Proiect Gp

3/5

TITLUL " Calculul rentabilitatii si riscului unei valori mobiliare in functie de evolutia cursului bursier

Simbol societate: .NGDenumire societate:

Data de referinta: 4/5/2014

Nr.crt Data Pret mediu Rentabilitate (Ri) Ri - R (Ri - R)^2! "#$#2!1" 2#!5000 --- --- ---1 "#%#2!1" 2#!#500 !.$%% !.% % !.!!!!"'2 "#!1" 2 !0000 1. 1 1."" !.!!!2!'

"#'#2!1" 2 !0500 !.1'$ !. 1$ !.!!!!1!" "#11#2!1" 2#! 500 -1.1! -!. & !.!!!! %$ "#12#2!1" 2#!$500 !. &" !.$! !.!!!!2$% "#1 #2!1" 2#!%000 !.1'% !. 1% !.!!!!1!& "#1"#2!1" 2#!%000 !.!!! !.1 ! !.!!!!!2

' "#1$#2!1" 2#!#000 -1.11$ -!. '% !.!!!! &"#1'#2!1" 2#!2500 -1. 1% -1.1'% !.!!!1"1

1! "#1 #2!1" 2#!1500 -!. '1 -!.2$1 !.!!!!!%Renta&ilitatea medie 'R( +0!1"0) !.!!!%"" *

!.!!!!%" +^20!$0) * + ri,cul titlului

8/17/2019 Proiect Gp

4/5

Nume si renume student

Calculul rentabilitatii si riscului ortofoliului format din titluri

itluNr.crt. Simbol societate Denumire societate Rentabilitate Risc ondere (/i)

1 0N !.1 ! 1.2!$ 1!.!! cov(R1, R2) !.!!!!"'$2 3 !.!1 !.$ ! 2!.!! cov(R1, R ) !.!!!!$%1

SN0 -!.1 ! !.'!2 &!.!! cov(R2, R ) !.!!!!2!1!!.!!

R +0!0#$0)* 0!00"#)

8/17/2019 Proiect Gp

5/5

4ndicatori#Com anii R #56 D467 S (83 4983 R0N %." !. ' &.'& "2.%'3 %.!" !.&& .$2 ".''

SN0 &.1' 1.!" 12 .%%565 2!.2' 2.!% $." 1.$$SNN 12.!1 !.21 $.%$ !.""S4 1 2 .2$ !.&2 %.$& !.2"S4 2 %.2' !.'1 %. !.2S4 " !.%$ 11. 2 !.1

36 1'.%" 2.1 !.%2 !.1"S4 $ %." 1.!" &.&" !.1"

2%."% !.' %."% !.!5RD 1%!.2 1.2% !.!%SN &.1$ !.$ ".'2 !.!S4 %." !.%% ".&" !.!2

3 $. "