Beta dos Ativos da Bolsa

A lista abaixo contém os valores do beta e a volatilidade para os ativos mais líquidos da bolsa brasileira (de acordo com o site Fundamentus). Os valores são calculados semanalmente utilizando os retornos diários e podem diferir de sua plataforma de trading. Entenda o que é o Beta e Aprenda a Calculá-lo Utilizando Python.

As informações do beta também podem ser acessadas através do nosso robô no grupo do Telegram do QuantBrasil.

Última atualização há 6 dias.

1 ano

Volatilidade IBOV (Diária / Anualizada) em 1 ano: 1.33% / 21.11%

Menor Beta
AtivoBeta1Correlação2Vol. Diária3Vol. Anualizada4
ODPV30.330.231.93%30.64%
SUZB30.340.202.20%34.92%
MRFG30.360.232.05%32.54%
SLCE30.400.222.45%38.89%
VIVT30.410.401.35%21.43%
KLBN110.410.311.79%28.42%
TAEE110.440.411.43%22.70%
ORVR30.440.252.25%35.72%
ALUP110.460.471.31%20.80%
SEQL30.470.212.93%46.51%
AMBP30.470.212.95%46.83%
AGRO30.480.292.20%34.92%
BOAS30.480.213.04%48.26%
JBSS30.490.361.82%28.89%
PETZ30.500.262.55%40.48%
IFCM30.500.222.75%43.65%
MATD30.520.272.23%35.40%
PGMN30.530.322.17%34.45%
KEPL30.530.322.18%34.61%
AESB30.530.391.81%28.73%
CESP60.530.501.43%22.70%
TRPL40.540.491.45%23.02%
RDOR30.540.342.03%32.23%
BLAU30.540.282.26%35.88%
TASA40.550.184.14%65.72%
FESA40.550.243.06%48.58%
SAPR40.560.481.53%24.29%
HBSA30.570.312.46%39.05%
EGIE30.580.561.37%21.75%
AERI30.580.213.56%56.51%
BEEF30.580.322.42%38.42%
PNVL30.580.401.93%30.64%
ENBR30.590.591.32%20.95%
NEOE30.590.481.65%26.19%
FLRY30.600.471.68%26.67%
CRFB30.600.411.91%30.32%
INTB30.610.302.56%40.64%
LJQQ30.620.342.46%39.05%
SAPR110.620.491.71%27.15%
MDIA30.630.431.91%30.32%
LAVV30.630.342.42%38.42%
PARD30.630.392.12%33.65%
CPLE30.630.431.94%30.80%
CAML30.640.441.91%30.32%
ASAI30.640.441.75%27.78%
OMGE30.650.471.83%29.05%
ALPA40.650.352.47%39.21%
GMAT30.660.402.19%34.77%
CPFE30.670.501.77%28.10%
QUAL30.680.422.16%34.29%
LAME30.680.233.95%62.70%
TIMS30.680.551.66%26.35%
VIVR30.690.108.82%140.01%
SMFT30.700.442.16%34.29%
CSMG30.710.501.89%30.00%
RADL30.710.462.05%32.54%
CPLE60.710.491.92%30.48%
PSSA30.710.531.80%28.57%
ETER30.720.185.20%82.55%
HAPV30.720.402.38%37.78%
LUPA30.720.137.67%121.76%
SBSP30.730.452.13%33.81%
GNDI30.730.352.76%43.81%
SQIA30.740.362.75%43.65%
ENAT30.750.332.98%47.31%
EQTL30.750.531.88%29.84%
BRFS30.760.412.47%39.21%
TOTS30.770.422.46%39.05%
PTBL30.770.273.77%59.85%
ARML30.770.343.16%50.16%
BRPR30.780.512.01%31.91%
ARZZ30.780.452.31%36.67%
CMIN30.780.402.51%39.85%
NTCO30.790.502.09%33.18%
ENGI110.790.581.80%28.57%
BBSE30.800.681.56%24.76%
CMIG40.800.561.90%30.16%
GRND30.800.472.29%36.35%
HYPE30.810.532.06%32.70%
AALR30.820.303.60%57.15%
PCAR30.820.353.12%49.53%
VAMO30.830.392.64%41.91%
BMOB30.830.313.37%53.50%
RANI30.840.412.72%43.18%
LWSA30.840.303.72%59.05%
UNIP60.850.402.83%44.92%
ROMI30.850.284.08%64.77%
TEND30.850.502.27%36.04%
VALE30.860.552.09%33.18%
TUPY30.860.442.61%41.43%
RAIZ40.860.502.43%38.58%
MGLU30.860.442.60%41.27%
WEGE30.870.492.36%37.46%
LOGG30.870.482.40%38.10%
LIGT30.870.502.30%36.51%
FHER30.870.157.67%121.76%
SMTO30.880.522.26%35.88%
WIZS30.880.294.03%63.97%
CBAV30.890.363.33%52.86%
BRAP40.890.532.25%35.72%
BRKM50.890.402.96%46.99%
ENEV30.900.502.36%37.46%
BRSR60.900.651.85%29.37%
ESPA30.900.412.72%43.18%
LEVE30.900.422.88%45.72%
LAME40.910.373.29%52.23%
GGPS30.920.412.65%42.07%
RRRP30.920.392.98%47.31%
SOMA30.930.442.80%44.45%
GOAU40.930.552.25%35.72%
BRDT30.940.582.16%34.29%
SULA110.950.582.19%34.77%
POMO40.950.512.47%39.21%
AMER30.950.373.43%54.45%
ABCB40.950.622.04%32.38%
GGBR40.960.532.44%38.73%
CIEL30.980.442.95%46.83%
CSAN30.980.562.33%36.99%
MOSI30.990.304.17%66.20%
VIVA30.990.552.40%38.10%
IBOV1.001.001.33%21.11%
ABEV31.010.652.08%33.02%
ELET61.020.582.35%37.31%
RAIL31.020.612.21%35.08%
POSI31.020.304.47%70.96%
MYPK31.030.492.81%44.61%
IRBR31.030.492.78%44.13%
LCAM31.040.582.40%38.10%
LOGN31.040.393.57%56.67%
BKBR31.040.522.65%42.07%
RENT31.050.592.37%37.62%
ELET31.060.552.57%40.80%
PRIO31.070.363.90%61.91%
STBP31.070.532.66%42.23%
CLSA31.070.522.84%45.08%
ITUB31.070.791.81%28.73%
ITSA41.080.801.80%28.57%
B3SA31.080.632.30%36.51%
CCRO31.080.642.25%35.72%
EVEN31.080.552.64%41.91%
TRIS31.080.572.55%40.48%
CEAB31.090.502.91%46.19%
TPIS31.090.246.03%95.72%
HGTX31.090.403.63%57.62%
CXSE31.090.482.69%42.70%
MOVI31.100.602.42%38.42%
BRBI111.110.383.76%59.69%
LREN31.110.602.48%39.37%
ENJU31.120.314.54%72.07%
RAPT41.130.612.44%38.73%
SIMH31.130.552.73%43.34%
BRML31.130.642.36%37.46%
MRVE31.160.652.38%37.78%
DIRR31.160.572.69%42.70%
TECN31.160.334.74%75.25%
BPAC111.160.622.50%39.69%
RECV31.160.453.09%49.05%
ANIM31.170.513.07%48.73%
BBAS31.180.762.06%32.70%
OIBR31.180.483.30%52.39%
JHSF31.190.622.56%40.64%
ALSO31.190.642.49%39.53%
ITUB41.190.782.03%32.23%
MULT31.190.622.56%40.64%
BIDI111.200.354.54%72.07%
SANB111.200.692.31%36.67%
BIDI31.200.354.62%73.34%
SBFG31.210.552.91%46.19%
IGTA31.210.622.60%41.27%
CSNA31.210.493.26%51.75%
MLAS31.220.404.21%66.83%
ECOR31.230.672.42%38.42%
BIDI41.230.364.54%72.07%
BBDC31.240.802.07%32.86%
USIM51.240.533.13%49.69%
TTEN31.240.552.97%47.15%
BBDC41.250.772.15%34.13%
YDUQ31.280.582.94%46.67%
EMBR31.290.463.69%58.58%
EZTC31.290.642.67%42.38%
GFSA31.340.563.18%50.48%
COGN31.340.593.04%48.26%
GUAR31.380.632.93%46.51%
UGPA31.400.662.79%44.29%
CYRE31.410.682.75%43.65%
VIIA31.410.613.08%48.89%
CASH31.450.335.56%88.26%
PETR31.460.702.79%44.29%
BPAN41.470.513.85%61.12%
CVCB31.470.553.58%56.83%
AZUL41.490.603.28%52.07%
GOLL41.520.603.37%53.50%
AMAR31.530.583.51%55.72%
PETR41.530.712.85%45.24%
1 Valor do beta em 1 ano.
2 Correlação com o benchmark (Ibovespa).
3 Desvio padrão dos retornos em 1 ano.
4 Vol. diária multiplicada por √252.