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 1 dia.

1 ano

Volatilidade IBOV (Diária / Anualizada) em 1 ano: 1.31% / 20.80%

Menor Beta
AtivoBeta1Correlação2Vol. Diária3Vol. Anualizada4
SOJA30.060.022.47%39.21%
LINX30.080.042.49%39.53%
MODL110.120.042.79%44.29%
AURA330.170.112.07%32.86%
SEQL30.200.102.64%41.91%
SLCE30.240.142.25%35.72%
MRFG30.290.182.14%33.97%
SUZB30.320.192.28%36.19%
CMIN30.330.221.86%29.53%
INTB30.350.172.45%38.89%
AGRO30.350.222.09%33.18%
PETZ30.360.182.53%40.16%
PGMN30.360.232.03%32.23%
AMBP30.370.242.02%32.07%
KLBN110.380.271.86%29.53%
TAEE110.390.381.35%21.43%
VIVR30.390.068.41%133.50%
DASA30.390.086.58%104.45%
KEPL30.390.232.20%34.92%
TASA40.400.124.38%69.53%
KLBN40.420.281.97%31.27%
VIVT30.430.411.37%21.75%
LAME30.440.163.60%57.15%
ALUP110.450.461.27%20.16%
MATD30.450.212.03%32.23%
FESA40.460.222.74%43.50%
HBSA30.460.272.21%35.08%
TRPL40.470.441.40%22.22%
BMOB30.480.173.36%53.34%
AESB30.480.381.68%26.67%
OMGE30.490.371.76%27.94%
ODPV30.500.361.82%28.89%
JBSS30.510.341.96%31.11%
BOAS30.510.223.08%48.89%
LUPA30.520.097.18%113.98%
RDOR30.530.312.07%32.86%
PNVL30.530.361.93%30.64%
WIZS30.540.203.55%56.35%
PCAR30.550.145.08%80.64%
ENBR30.550.541.35%21.43%
VAMO30.560.282.38%37.78%
CESP60.570.521.44%22.86%
SAPR40.570.461.64%26.03%
BEEF30.580.382.05%32.54%
ESPA30.590.282.44%38.73%
LAVV30.590.332.36%37.46%
LJQQ30.600.332.41%38.26%
ETER30.600.155.16%81.91%
ROMI30.610.204.07%64.61%
FLRY30.610.461.77%28.10%
CRFB30.620.421.94%30.80%
DTEX30.620.322.56%40.64%
EGIE30.630.581.42%22.54%
CAML30.630.441.86%29.53%
TPIS30.630.155.68%90.17%
ENAT30.640.282.95%46.83%
SAPR110.640.451.85%29.37%
ALPA40.640.352.41%38.26%
NEOE30.650.491.73%27.46%
SQIA30.670.342.60%41.27%
GMAT30.680.412.13%33.81%
POSI30.680.214.19%66.51%
MDIA30.680.471.92%30.48%
TIMS30.690.521.74%27.62%
LWSA30.690.243.73%59.21%
UNIP60.700.332.75%43.65%
AERI30.700.263.31%52.54%
SOMA30.710.352.67%42.38%
GRND30.710.432.16%34.29%
BTOW30.720.313.07%48.73%
RADL30.720.462.06%32.70%
TOTS30.720.382.51%39.85%
QUAL30.730.462.06%32.70%
FHER30.740.146.99%110.96%
CSMG30.740.511.90%30.16%
RANI30.740.362.68%42.54%
PTBL30.740.253.89%61.75%
GNDI30.740.352.78%44.13%
CPLE30.750.492.00%31.75%
RRRP30.750.322.90%46.04%
MOSI30.750.233.90%61.91%
CPLE60.760.521.92%30.48%
LEVE30.760.372.67%42.38%
HAPV30.760.432.34%37.15%
ENEV30.760.442.30%36.51%
SMTO30.760.452.23%35.40%
MGLU30.770.402.50%39.69%
CXSE30.770.292.51%39.85%
PSSA30.770.561.79%28.42%
SBSP30.780.492.06%32.70%
CPFE30.780.591.73%27.46%
CIEL30.790.362.91%46.19%
ARZZ30.790.442.33%36.99%
LAME40.800.224.84%76.83%
NTCO30.810.482.19%34.77%
TUPY30.810.402.65%42.07%
BRFS30.810.412.61%41.43%
VALE30.820.532.02%32.07%
BBSE30.820.701.54%24.45%
ENJU30.830.254.07%64.61%
BRAP40.830.522.08%33.02%
BRPR30.830.512.13%33.81%
BIDI30.840.264.25%67.47%
EQTL30.840.571.93%30.64%
GGPS30.850.282.90%46.04%
BIDI110.860.274.18%66.36%
ASAI30.860.571.62%25.72%
AALR30.860.382.97%47.15%
HYPE30.870.532.13%33.81%
TEND30.870.502.28%36.19%
BRSR60.870.611.86%29.53%
ABCB40.870.651.78%28.26%
SULA110.880.552.10%33.34%
ENGI110.890.631.87%29.69%
BIDI40.890.284.20%66.67%
BKBR30.900.462.58%40.96%
BRKM50.900.412.90%46.04%
SMLS30.910.472.66%42.23%
NGRD30.910.234.85%76.99%
LIGT30.910.502.39%37.94%
LOGG30.920.472.58%40.96%
STBP30.920.462.63%41.75%
WEGE30.920.522.33%36.99%
MYPK30.920.422.88%45.72%
CMIG40.930.612.00%31.75%
GOAU40.940.532.32%36.83%
ANIM30.940.422.98%47.31%
POMO40.940.522.38%37.78%
LCAM30.950.492.56%40.64%
GGBR40.950.512.46%39.05%
VIVA30.960.512.49%39.53%
CASH31.000.235.34%84.77%
IBOV1.001.001.31%20.80%
MOVI31.000.532.48%39.37%
ELET61.000.552.41%38.26%
USIM51.010.462.87%45.56%
CSAN31.010.552.43%38.58%
SIMH31.010.502.65%42.07%
ABEV31.020.632.12%33.65%
CEAB31.020.453.00%47.62%
BRDT31.020.602.23%35.40%
MTRE31.020.522.60%41.27%
PMAM31.030.324.22%66.99%
MILS31.030.413.28%52.07%
JPSA31.040.502.75%43.65%
EVEN31.040.522.63%41.75%
RECV31.040.432.26%35.88%
SEER31.050.492.80%44.45%
RENT31.050.542.56%40.64%
ITUB31.050.781.76%27.94%
RAIL31.060.612.29%36.35%
B3SA31.060.652.14%33.97%
SBFG31.070.492.85%45.24%
MRVE31.070.592.39%37.94%
HGTX31.080.383.78%60.01%
ELET31.090.532.69%42.70%
ITSA41.090.791.81%28.73%
TRIS31.100.562.57%40.80%
RAPT41.110.612.37%37.62%
PRIO31.110.383.88%61.59%
LREN31.120.582.55%40.48%
LOGN31.120.512.92%46.35%
BPAC111.130.592.50%39.69%
IRBR31.130.403.70%58.74%
CSNA31.150.473.22%51.12%
CCRO31.150.652.33%36.99%
VVAR31.170.552.80%44.45%
DIRR31.170.592.63%41.75%
YDUQ31.180.552.81%44.61%
BBAS31.180.762.04%32.38%
ECOR31.190.642.46%39.05%
IGTA31.190.592.66%42.23%
BBDC41.200.752.11%33.50%
TCSA31.210.473.37%53.50%
SANB111.210.682.34%37.15%
BBDC31.210.782.05%32.54%
DMMO31.210.344.63%73.50%
ITUB41.220.782.06%32.70%
MULT31.220.592.70%42.86%
OIBR31.220.443.69%58.58%
EMBR31.230.463.55%56.35%
BPAN41.230.473.42%54.29%
EZTC31.240.632.59%41.11%
ALSO31.240.612.67%42.38%
BRML31.240.612.70%42.86%
JHSF31.260.592.82%44.77%
AMAR31.280.493.39%53.81%
CVCB31.290.493.43%54.45%
COGN31.300.553.12%49.53%
GFSA31.300.493.51%55.72%
UGPA31.310.662.61%41.43%
GUAR31.330.582.98%47.31%
MEAL31.340.523.37%53.50%
CYRE31.350.682.61%41.43%
AZUL41.390.533.44%54.61%
GOLL41.470.553.52%55.88%
HBOR31.530.593.42%54.29%
PETR31.590.752.79%44.29%
PETR41.640.762.86%45.40%
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.