TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | PORTFOLIO FORMATION: SELECTION OF STOCKS BY THE CAPM MODEL IN THE PERIOD FROM 2014 TO 2017 | ||||||||||||
| Autor(es): |
ROBERTO ASSIS GAMBINI BUCHAREL |
||||||||||||
| Colaborador(es): |
GRAZIELA XAVIER FORTUNATO - Orientador |
||||||||||||
| Catalogação: | 14/MAI/2019 | Língua(s): | PORTUGUESE - BRAZIL |
||||||||||
| Tipo: | TEXT | Subtipo: | SENIOR PROJECT | ||||||||||
| Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
||||||||||||
| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=38007@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=38007@2 |
||||||||||||
| DOI: | https://doi.org/10.17771/PUCRio.acad.38007 | ||||||||||||
| Resumo: | |||||||||||||
|
The work consisted of an economic-financial analysis of twelve Ibovespa shares to form an investment portfolio, identifying cheap or expensive assets through the CAPM. The analysis of the papers was from December 2014 to December 2017. The bibliographical research occurred to support the theory on the subject and the data collection as quotations and proceeds of the chosen papers, being able to evaluate variations of the market return, and the free asset risk savings. The results identified as undervalued assets, indicating buy option and overvalued, sell. The result showed seven overvalued and five undervalued companies. The portfolio of cheap stocks had the best risk-return ratio analyzed until june 2018.
|
|||||||||||||
|
|||||||||||||