Beta dos Ativos da Bolsa

A lista abaixo contém os valores do beta e a volatilidade para os ativos mais líquidos da bolsa brasileira. Os valores são calculados semanalmente utilizando os retornos diários. Entenda o que é o Beta e Aprenda a Calculá-lo Utilizando Python.

Última atualização há 9 dias.

Período

1 ano

Volatilidade IBOV (Diária / Anualizada) em 1 ano: 0.81% / 12.86%

Min Beta

Max Beta

Ativo

Ordenar por

Menor Beta

Ativo	Beta¹	Correlação²	Vol. Diária³	Vol. Anualizada⁴
FHER3	0.18	0.06	2.27%	36.04%
APER3	0.24	0.07	3.04%	48.26%
PMAM3	0.30	0.11	2.16%	34.29%
G2DI33	0.31	0.08	3.00%	47.62%
SUZB3	0.35	0.16	1.75%	27.78%
PDGR3	0.35	0.04	7.88%	125.09%
BBSE3	0.35	0.30	0.96%	15.24%
CXSE3	0.46	0.26	1.40%	22.22%
PSSA3	0.47	0.28	1.37%	21.75%
DMVF3	0.48	0.15	2.57%	40.80%
TAEE11	0.52	0.50	0.84%	13.33%
EMBR3	0.52	0.17	2.44%	38.73%
AURE3	0.53	0.41	1.05%	16.67%
KLBN11	0.54	0.32	1.35%	21.43%
KLBN4	0.54	0.31	1.38%	21.91%
ELMD3	0.55	0.22	2.05%	32.54%
TECN3	0.56	0.16	2.92%	46.35%
VIVT3	0.57	0.34	1.36%	21.59%
ALUP11	0.58	0.44	1.08%	17.14%
CSMG3	0.59	0.27	1.78%	28.26%
AESB3	0.59	0.32	1.49%	23.65%
LVTC3	0.60	0.21	2.31%	36.67%
TPIS3	0.63	0.19	2.68%	42.54%
TRPL4	0.65	0.33	1.59%	25.24%
CIEL3	0.65	0.33	1.60%	25.40%
EGIE3	0.65	0.47	1.11%	17.62%
MELK3	0.66	0.27	1.94%	30.80%
TIMS3	0.66	0.35	1.50%	23.81%
ODPV3	0.66	0.28	1.91%	30.32%
SLCE3	0.66	0.36	1.49%	23.65%
HBSA3	0.67	0.22	2.46%	39.05%
SEQL3	0.67	0.05	10.04%	159.38%
ABEV3	0.68	0.45	1.21%	19.21%
LEVE3	0.69	0.26	2.18%	34.61%
CMIG3	0.70	0.32	1.76%	27.94%
WEGE3	0.71	0.35	1.65%	26.19%
SAPR11	0.71	0.38	1.52%	24.13%
CPFE3	0.72	0.50	1.16%	18.41%
MBLY3	0.73	0.15	4.00%	63.50%
CSUD3	0.73	0.32	1.81%	28.73%
SAPR4	0.73	0.38	1.55%	24.61%
FIQE3	0.73	0.30	1.96%	31.11%
PETR4	0.73	0.33	1.78%	28.26%
NEOE3	0.75	0.43	1.40%	22.22%
CLSA3	0.75	0.13	4.65%	73.82%
PRIO3	0.76	0.31	1.99%	31.59%
SHUL4	0.76	0.36	1.71%	27.15%
RCSL4	0.76	0.13	4.63%	73.50%
PETR3	0.79	0.34	1.88%	29.84%
BBAS3	0.79	0.55	1.17%	18.57%
LPSB3	0.80	0.21	3.03%	48.10%
VALE3	0.80	0.50	1.29%	20.48%
SBSP3	0.80	0.44	1.46%	23.18%
RADL3	0.80	0.42	1.55%	24.61%
BRSR6	0.81	0.38	1.69%	26.83%
AGRO3	0.81	0.41	1.58%	25.08%
INTB3	0.84	0.28	2.38%	37.78%
TASA4	0.84	0.42	1.63%	25.88%
ITUB3	0.85	0.65	1.05%	16.67%
JBSS3	0.85	0.36	1.90%	30.16%
UNIP6	0.85	0.49	1.39%	22.07%
OPCT3	0.85	0.28	2.42%	38.42%
MDIA3	0.88	0.41	1.72%	27.30%
ITUB4	0.90	0.65	1.12%	17.78%
RANI3	0.90	0.39	1.84%	29.21%
CMIG4	0.90	0.42	1.73%	27.46%
GGPS3	0.90	0.47	1.55%	24.61%
POMO4	0.91	0.30	2.46%	39.05%
SANB11	0.91	0.55	1.33%	21.11%
SMTO3	0.92	0.38	1.94%	30.80%
FLRY3	0.92	0.56	1.33%	21.11%
TGMA3	0.93	0.51	1.49%	23.65%
CPLE6	0.94	0.60	1.26%	20.00%
JALL3	0.95	0.41	1.87%	29.69%
GGBR4	0.95	0.40	1.93%	30.64%
CPLE3	0.95	0.59	1.31%	20.80%
TUPY3	0.95	0.50	1.52%	24.13%
FESA4	0.96	0.49	1.59%	25.24%
WEST3	0.97	0.30	2.58%	40.96%
BRAP4	0.97	0.60	1.31%	20.80%
ABCB4	0.98	0.48	1.65%	26.19%
EQTL3	0.98	0.58	1.36%	21.59%
USIM5	0.99	0.30	2.68%	42.54%
AMAR3	0.99	0.20	4.05%	64.29%
RAIL3	1.00	0.51	1.58%	25.08%
BMGB4	1.00	0.32	2.51%	39.85%
VIVR3	1.00	0.23	3.47%	55.08%
GOAU4	1.01	0.54	1.50%	23.81%
TTEN3	1.01	0.35	2.31%	36.67%
ALPK3	1.02	0.29	2.88%	45.72%
BRBI11	1.02	0.39	2.11%	33.50%
RRRP3	1.03	0.37	2.23%	35.40%
BBDC3	1.04	0.54	1.57%	24.92%
ITSA4	1.05	0.76	1.12%	17.78%
PRNR3	1.05	0.37	2.31%	36.67%
BBDC4	1.06	0.50	1.70%	26.99%
KEPL3	1.07	0.46	1.87%	29.69%
VBBR3	1.07	0.50	1.72%	27.30%
GRND3	1.08	0.57	1.52%	24.13%
DESK3	1.08	0.32	2.72%	43.18%
ROMI3	1.09	0.52	1.68%	26.67%
CCRO3	1.09	0.61	1.44%	22.86%
SOJA3	1.10	0.38	2.31%	36.67%
NGRD3	1.10	0.33	2.70%	42.86%
CAML3	1.10	0.41	2.17%	34.45%
PNVL3	1.13	0.51	1.79%	28.42%
ENGI11	1.13	0.60	1.53%	24.29%
TFCO4	1.14	0.48	1.92%	30.48%
BMOB3	1.14	0.52	1.78%	28.26%
UGPA3	1.15	0.52	1.77%	28.10%
ORVR3	1.16	0.53	1.77%	28.10%
ELET6	1.16	0.67	1.39%	22.07%
STBP3	1.16	0.41	2.27%	36.04%
BEEF3	1.18	0.43	2.19%	34.77%
ONCO3	1.19	0.22	4.36%	69.21%
LOGG3	1.19	0.47	2.04%	32.38%
USIM3	1.20	0.36	2.70%	42.86%
ENEV3	1.20	0.59	1.63%	25.88%
MULT3	1.20	0.64	1.53%	24.29%
MYPK3	1.22	0.44	2.25%	35.72%
TCSA3	1.22	0.33	2.98%	47.31%
BRKM5	1.23	0.33	2.99%	47.46%
TOTS3	1.24	0.54	1.85%	29.37%
RAIZ4	1.24	0.48	2.08%	33.02%
GFSA3	1.25	0.15	6.83%	108.42%
IGTI11	1.25	0.63	1.59%	25.24%
RAPT4	1.25	0.46	2.20%	34.92%
RECV3	1.26	0.40	2.52%	40.00%
BPAN4	1.27	0.52	1.97%	31.27%
IRBR3	1.27	0.31	3.33%	52.86%
BRIT3	1.27	0.33	3.14%	49.85%
GMAT3	1.28	0.49	2.11%	33.50%
BRFS3	1.29	0.38	2.71%	43.02%
ALOS3	1.30	0.68	1.53%	24.29%
CASH3	1.31	0.27	3.84%	60.96%
ELET3	1.31	0.68	1.55%	24.61%
AGXY3	1.31	0.20	5.25%	83.34%
MILS3	1.33	0.54	1.99%	31.59%
WIZC3	1.34	0.48	2.25%	35.72%
NTCO3	1.34	0.45	2.40%	38.10%
HYPE3	1.34	0.52	2.06%	32.70%
LIGT3	1.35	0.30	3.58%	56.83%
VULC3	1.35	0.51	2.13%	33.81%
BPAC11	1.37	0.64	1.71%	27.15%
MEAL3	1.37	0.35	3.12%	49.53%
VLID3	1.37	0.47	2.34%	37.15%
AALR3	1.39	0.28	4.06%	64.45%
ETER3	1.40	0.40	2.85%	45.24%
CURY3	1.41	0.55	2.06%	32.70%
ZAMP3	1.42	0.33	3.51%	55.72%
DIRR3	1.42	0.58	1.98%	31.43%
LUPA3	1.42	0.38	3.03%	48.10%
ALPA4	1.42	0.48	2.40%	38.10%
CMIN3	1.44	0.48	2.43%	38.58%
EVEN3	1.46	0.50	2.36%	37.46%
TRAD3	1.46	0.24	4.99%	79.21%
RENT3	1.46	0.50	2.34%	37.15%
LOGN3	1.47	0.36	3.30%	52.39%
MRFG3	1.48	0.41	2.90%	46.04%
VIVA3	1.49	0.52	2.29%	36.35%
POSI3	1.50	0.44	2.76%	43.81%
ESPA3	1.50	0.44	2.77%	43.97%
LAVV3	1.51	0.60	2.03%	32.23%
CSNA3	1.52	0.55	2.23%	35.40%
JHSF3	1.54	0.56	2.21%	35.08%
ENJU3	1.54	0.29	4.27%	67.78%
PLPL3	1.56	0.39	3.25%	51.59%
HBRE3	1.57	0.46	2.75%	43.65%
BLAU3	1.59	0.45	2.86%	45.40%
AZZA3	1.59	0.53	2.43%	38.58%
VVEO3	1.61	0.29	4.46%	70.80%
MDNE3	1.61	0.52	2.49%	39.53%
CSAN3	1.62	0.74	1.77%	28.10%
SMFT3	1.63	0.62	2.12%	33.65%
ASAI3	1.64	0.53	2.49%	39.53%
B3SA3	1.65	0.72	1.85%	29.37%
CRFB3	1.70	0.52	2.64%	41.91%
MATD3	1.71	0.52	2.66%	42.23%
TRIS3	1.72	0.55	2.53%	40.16%
RDOR3	1.72	0.63	2.18%	34.61%
ECOR3	1.74	0.58	2.40%	38.10%
CSED3	1.75	0.47	3.00%	47.62%
SRNA3	1.76	0.55	2.56%	40.64%
EZTC3	1.77	0.55	2.61%	41.43%
AERI3	1.79	0.32	4.54%	72.07%
DASA3	1.81	0.33	4.39%	69.69%
ARML3	1.83	0.52	2.84%	45.08%
CBAV3	1.83	0.46	3.20%	50.80%
CYRE3	1.83	0.68	2.19%	34.77%
DXCO3	1.84	0.58	2.58%	40.96%
YDUQ3	1.85	0.48	3.11%	49.37%
SEER3	1.87	0.39	3.85%	61.12%
PGMN3	1.90	0.56	2.72%	43.18%
GOLL4	1.92	0.33	4.65%	73.82%
HAPV3	1.97	0.59	2.70%	42.86%
LREN3	1.98	0.61	2.63%	41.75%
LWSA3	2.00	0.53	3.04%	48.26%
AMBP3	2.05	0.29	5.71%	90.64%
MTRE3	2.06	0.50	3.33%	52.86%
PTBL3	2.08	0.51	3.29%	52.23%
PCAR3	2.12	0.39	4.35%	69.05%
IFCM3	2.13	0.27	6.36%	100.96%
TEND3	2.23	0.52	3.46%	54.93%
COGN3	2.25	0.57	3.15%	50.00%
PETZ3	2.26	0.41	4.40%	69.85%
CEAB3	2.29	0.47	3.92%	62.23%
MOVI3	2.30	0.58	3.22%	51.12%
VAMO3	2.30	0.60	3.11%	49.37%
HBOR3	2.31	0.66	2.82%	44.77%
CVCB3	2.31	0.45	4.18%	66.36%
MLAS3	2.31	0.48	3.85%	61.12%
GUAR3	2.32	0.49	3.81%	60.48%
SBFG3	2.40	0.55	3.54%	56.20%
MRVE3	2.41	0.62	3.12%	49.53%
LJQQ3	2.45	0.53	3.74%	59.37%
SIMH3	2.47	0.62	3.22%	51.12%
BHIA3	2.62	0.38	5.54%	87.94%
QUAL3	2.68	0.51	4.22%	66.99%
ANIM3	2.77	0.61	3.64%	57.78%
AZUL4	2.78	0.50	4.51%	71.59%

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.

Siga-nos no Instagram @quant_brasil

Receba diariamente novidades sobre a plataforma, dicas de análise quantitativa, sinais, backtests, estatísticas e muito mais!