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TD 1 : Les mesures de la rentabilit et du risque d'un titre financier Exercice 1 Le tableau suivant pr sente les cours de cl

TD1: Les mesures de la rentabilit et du risque d'un titre financier
Exercice 1
Le tableau suivant prsente les cours de clture des actions de LVMH (LOUIS VUITTON MOET HENNESSY), du groupe Danone et de L'Oral, ainsi que la valeur de l'indice CAC 40 l'Euronext Paris sur la priode du 3 novembre 2015 au 28 novembre 2015.
Valeurs de clture
\table[[Date,Actign Groupe,Action,Indice,],[311?2015,53,09,44,78,59,20,3527,97],[411?2015,56,86,45,52,61,92,3691,09],[511?2015,54,32,43,91,61,74,3618,11],[611?2015,49,64,41,34,60,09,3387,25],[711?2015,49,79,43,91,62,42,3469,12],[1011?2015,49,30,44,29,62,93,3505,75],[1111?2015,43,76,43,22,60,17,336,41],[1211?2015,43,74,43,24,59,92,3233,96],[1311?2015,42,73,42,91,61,74,3269,46],[1411?2015,41,33,43,55,62,54,3291,47],[1711?2015,40,89,42,75,60,24,3182,03],[1811?2015,40,86,43,92,62,52,3217,40],[1911?2015,39,38,43,94,62,35,3087,89],[2011?2015,39,49,43,12,60,11,2980,42],[2111?2015,39,19,41,25,59,87,2881,26],[2411?2015,44,06,44,80,65,99,3172,11],[2511?2015,45,70,44,41,65,94,3209,56],[2611?2015,42,98,43,76,63,74,3169,85],[2711?2015,44,82,43,90,64,91,3250,39],[2811?2013,44,58,43,21,65,06,202,68]]
Source : Site Internet de l'Euronext Paris,
http://www.bourse-de-paris.fr
Travail faire:
Mesurer la rentabilit journalire et la rentabilit moyenne des trois actions et de l'indice CAC 40 sur la priode tudie?
Comment pouvez-vous mesurer le risque boursier (risque total) d'un titre financier ?
Mesurer le risque boursier de ces trois actions et de l'indice CAC40 sur la priode tudie?
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