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.

Período

1 ano

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

Min Beta

Max Beta

Ativo

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Menor Beta

Ativo	Beta¹	Correlação²	Vol. Diária³	Vol. Anualizada⁴
SOJA3	0.06	0.02	2.47%	39.21%
LINX3	0.08	0.04	2.49%	39.53%
MODL11	0.12	0.04	2.79%	44.29%
AURA33	0.17	0.11	2.07%	32.86%
SEQL3	0.20	0.10	2.64%	41.91%
SLCE3	0.24	0.14	2.25%	35.72%
MRFG3	0.29	0.18	2.14%	33.97%
SUZB3	0.32	0.19	2.28%	36.19%
CMIN3	0.33	0.22	1.86%	29.53%
INTB3	0.35	0.17	2.45%	38.89%
AGRO3	0.35	0.22	2.09%	33.18%
PETZ3	0.36	0.18	2.53%	40.16%
PGMN3	0.36	0.23	2.03%	32.23%
AMBP3	0.37	0.24	2.02%	32.07%
KLBN11	0.38	0.27	1.86%	29.53%
TAEE11	0.39	0.38	1.35%	21.43%
VIVR3	0.39	0.06	8.41%	133.50%
DASA3	0.39	0.08	6.58%	104.45%
KEPL3	0.39	0.23	2.20%	34.92%
TASA4	0.40	0.12	4.38%	69.53%
KLBN4	0.42	0.28	1.97%	31.27%
VIVT3	0.43	0.41	1.37%	21.75%
LAME3	0.44	0.16	3.60%	57.15%
ALUP11	0.45	0.46	1.27%	20.16%
MATD3	0.45	0.21	2.03%	32.23%
FESA4	0.46	0.22	2.74%	43.50%
HBSA3	0.46	0.27	2.21%	35.08%
TRPL4	0.47	0.44	1.40%	22.22%
BMOB3	0.48	0.17	3.36%	53.34%
AESB3	0.48	0.38	1.68%	26.67%
OMGE3	0.49	0.37	1.76%	27.94%
ODPV3	0.50	0.36	1.82%	28.89%
JBSS3	0.51	0.34	1.96%	31.11%
BOAS3	0.51	0.22	3.08%	48.89%
LUPA3	0.52	0.09	7.18%	113.98%
RDOR3	0.53	0.31	2.07%	32.86%
PNVL3	0.53	0.36	1.93%	30.64%
WIZS3	0.54	0.20	3.55%	56.35%
PCAR3	0.55	0.14	5.08%	80.64%
ENBR3	0.55	0.54	1.35%	21.43%
VAMO3	0.56	0.28	2.38%	37.78%
CESP6	0.57	0.52	1.44%	22.86%
SAPR4	0.57	0.46	1.64%	26.03%
BEEF3	0.58	0.38	2.05%	32.54%
ESPA3	0.59	0.28	2.44%	38.73%
LAVV3	0.59	0.33	2.36%	37.46%
LJQQ3	0.60	0.33	2.41%	38.26%
ETER3	0.60	0.15	5.16%	81.91%
ROMI3	0.61	0.20	4.07%	64.61%
FLRY3	0.61	0.46	1.77%	28.10%
CRFB3	0.62	0.42	1.94%	30.80%
DTEX3	0.62	0.32	2.56%	40.64%
EGIE3	0.63	0.58	1.42%	22.54%
CAML3	0.63	0.44	1.86%	29.53%
TPIS3	0.63	0.15	5.68%	90.17%
ENAT3	0.64	0.28	2.95%	46.83%
SAPR11	0.64	0.45	1.85%	29.37%
ALPA4	0.64	0.35	2.41%	38.26%
NEOE3	0.65	0.49	1.73%	27.46%
SQIA3	0.67	0.34	2.60%	41.27%
GMAT3	0.68	0.41	2.13%	33.81%
POSI3	0.68	0.21	4.19%	66.51%
MDIA3	0.68	0.47	1.92%	30.48%
TIMS3	0.69	0.52	1.74%	27.62%
LWSA3	0.69	0.24	3.73%	59.21%
UNIP6	0.70	0.33	2.75%	43.65%
AERI3	0.70	0.26	3.31%	52.54%
SOMA3	0.71	0.35	2.67%	42.38%
GRND3	0.71	0.43	2.16%	34.29%
BTOW3	0.72	0.31	3.07%	48.73%
RADL3	0.72	0.46	2.06%	32.70%
TOTS3	0.72	0.38	2.51%	39.85%
QUAL3	0.73	0.46	2.06%	32.70%
FHER3	0.74	0.14	6.99%	110.96%
CSMG3	0.74	0.51	1.90%	30.16%
RANI3	0.74	0.36	2.68%	42.54%
PTBL3	0.74	0.25	3.89%	61.75%
GNDI3	0.74	0.35	2.78%	44.13%
CPLE3	0.75	0.49	2.00%	31.75%
RRRP3	0.75	0.32	2.90%	46.04%
MOSI3	0.75	0.23	3.90%	61.91%
CPLE6	0.76	0.52	1.92%	30.48%
LEVE3	0.76	0.37	2.67%	42.38%
HAPV3	0.76	0.43	2.34%	37.15%
ENEV3	0.76	0.44	2.30%	36.51%
SMTO3	0.76	0.45	2.23%	35.40%
MGLU3	0.77	0.40	2.50%	39.69%
CXSE3	0.77	0.29	2.51%	39.85%
PSSA3	0.77	0.56	1.79%	28.42%
SBSP3	0.78	0.49	2.06%	32.70%
CPFE3	0.78	0.59	1.73%	27.46%
CIEL3	0.79	0.36	2.91%	46.19%
ARZZ3	0.79	0.44	2.33%	36.99%
LAME4	0.80	0.22	4.84%	76.83%
NTCO3	0.81	0.48	2.19%	34.77%
TUPY3	0.81	0.40	2.65%	42.07%
BRFS3	0.81	0.41	2.61%	41.43%
VALE3	0.82	0.53	2.02%	32.07%
BBSE3	0.82	0.70	1.54%	24.45%
ENJU3	0.83	0.25	4.07%	64.61%
BRAP4	0.83	0.52	2.08%	33.02%
BRPR3	0.83	0.51	2.13%	33.81%
BIDI3	0.84	0.26	4.25%	67.47%
EQTL3	0.84	0.57	1.93%	30.64%
GGPS3	0.85	0.28	2.90%	46.04%
BIDI11	0.86	0.27	4.18%	66.36%
ASAI3	0.86	0.57	1.62%	25.72%
AALR3	0.86	0.38	2.97%	47.15%
HYPE3	0.87	0.53	2.13%	33.81%
TEND3	0.87	0.50	2.28%	36.19%
BRSR6	0.87	0.61	1.86%	29.53%
ABCB4	0.87	0.65	1.78%	28.26%
SULA11	0.88	0.55	2.10%	33.34%
ENGI11	0.89	0.63	1.87%	29.69%
BIDI4	0.89	0.28	4.20%	66.67%
BKBR3	0.90	0.46	2.58%	40.96%
BRKM5	0.90	0.41	2.90%	46.04%
SMLS3	0.91	0.47	2.66%	42.23%
NGRD3	0.91	0.23	4.85%	76.99%
LIGT3	0.91	0.50	2.39%	37.94%
LOGG3	0.92	0.47	2.58%	40.96%
STBP3	0.92	0.46	2.63%	41.75%
WEGE3	0.92	0.52	2.33%	36.99%
MYPK3	0.92	0.42	2.88%	45.72%
CMIG4	0.93	0.61	2.00%	31.75%
GOAU4	0.94	0.53	2.32%	36.83%
ANIM3	0.94	0.42	2.98%	47.31%
POMO4	0.94	0.52	2.38%	37.78%
LCAM3	0.95	0.49	2.56%	40.64%
GGBR4	0.95	0.51	2.46%	39.05%
VIVA3	0.96	0.51	2.49%	39.53%
CASH3	1.00	0.23	5.34%	84.77%
IBOV	1.00	1.00	1.31%	20.80%
MOVI3	1.00	0.53	2.48%	39.37%
ELET6	1.00	0.55	2.41%	38.26%
USIM5	1.01	0.46	2.87%	45.56%
CSAN3	1.01	0.55	2.43%	38.58%
SIMH3	1.01	0.50	2.65%	42.07%
ABEV3	1.02	0.63	2.12%	33.65%
CEAB3	1.02	0.45	3.00%	47.62%
BRDT3	1.02	0.60	2.23%	35.40%
MTRE3	1.02	0.52	2.60%	41.27%
PMAM3	1.03	0.32	4.22%	66.99%
MILS3	1.03	0.41	3.28%	52.07%
JPSA3	1.04	0.50	2.75%	43.65%
EVEN3	1.04	0.52	2.63%	41.75%
RECV3	1.04	0.43	2.26%	35.88%
SEER3	1.05	0.49	2.80%	44.45%
RENT3	1.05	0.54	2.56%	40.64%
ITUB3	1.05	0.78	1.76%	27.94%
RAIL3	1.06	0.61	2.29%	36.35%
B3SA3	1.06	0.65	2.14%	33.97%
SBFG3	1.07	0.49	2.85%	45.24%
MRVE3	1.07	0.59	2.39%	37.94%
HGTX3	1.08	0.38	3.78%	60.01%
ELET3	1.09	0.53	2.69%	42.70%
ITSA4	1.09	0.79	1.81%	28.73%
TRIS3	1.10	0.56	2.57%	40.80%
RAPT4	1.11	0.61	2.37%	37.62%
PRIO3	1.11	0.38	3.88%	61.59%
LREN3	1.12	0.58	2.55%	40.48%
LOGN3	1.12	0.51	2.92%	46.35%
BPAC11	1.13	0.59	2.50%	39.69%
IRBR3	1.13	0.40	3.70%	58.74%
CSNA3	1.15	0.47	3.22%	51.12%
CCRO3	1.15	0.65	2.33%	36.99%
VVAR3	1.17	0.55	2.80%	44.45%
DIRR3	1.17	0.59	2.63%	41.75%
YDUQ3	1.18	0.55	2.81%	44.61%
BBAS3	1.18	0.76	2.04%	32.38%
ECOR3	1.19	0.64	2.46%	39.05%
IGTA3	1.19	0.59	2.66%	42.23%
BBDC4	1.20	0.75	2.11%	33.50%
TCSA3	1.21	0.47	3.37%	53.50%
SANB11	1.21	0.68	2.34%	37.15%
BBDC3	1.21	0.78	2.05%	32.54%
DMMO3	1.21	0.34	4.63%	73.50%
ITUB4	1.22	0.78	2.06%	32.70%
MULT3	1.22	0.59	2.70%	42.86%
OIBR3	1.22	0.44	3.69%	58.58%
EMBR3	1.23	0.46	3.55%	56.35%
BPAN4	1.23	0.47	3.42%	54.29%
EZTC3	1.24	0.63	2.59%	41.11%
ALSO3	1.24	0.61	2.67%	42.38%
BRML3	1.24	0.61	2.70%	42.86%
JHSF3	1.26	0.59	2.82%	44.77%
AMAR3	1.28	0.49	3.39%	53.81%
CVCB3	1.29	0.49	3.43%	54.45%
COGN3	1.30	0.55	3.12%	49.53%
GFSA3	1.30	0.49	3.51%	55.72%
UGPA3	1.31	0.66	2.61%	41.43%
GUAR3	1.33	0.58	2.98%	47.31%
MEAL3	1.34	0.52	3.37%	53.50%
CYRE3	1.35	0.68	2.61%	41.43%
AZUL4	1.39	0.53	3.44%	54.61%
GOLL4	1.47	0.55	3.52%	55.88%
HBOR3	1.53	0.59	3.42%	54.29%
PETR3	1.59	0.75	2.79%	44.29%
PETR4	1.64	0.76	2.86%	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.

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Beta dos Ativos da Bolsa

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