ATLAS Lab | Risk Engine
Risk Engine
Métricas de risco e sizing para cada ativo
| Ativo | ATR (€) | Kelly % | Posição | R:R | VaR 95% | Sinal |
|---|---|---|---|---|---|---|
| SAP.DESAP SE | 4.65 | 7.5% | 5% | 1.4:1 | 7.36 | Long |
| SIE.DESiemens AG | 3.69 | 11.8% | 1% | 3.1:1 | 10.32 | Long |
| ALV.DEAllianz SE | 5.65 | 14.9% | 4% | 1.8:1 | 10.21 | Neutro |
| DTE.DEDeutsche Telekom | 0.82 | 11.9% | 1% | 2.9:1 | 0.54 | Long |
| RWE.DERWE AG | 2.23 | 3.4% | 2% | 1.1:1 | 2.41 | Neutro |
| BAS.DEBASF SE | 1.8 | 5.5% | 5% | 3.3:1 | 2.39 | Short |
| ADS.DEAdidas AG | 2.14 | 7.8% | 3% | 3.8:1 | 6.4 | Long |
| DBK.DEDeutsche Bank | 1.05 | 13.9% | 5% | 2.6:1 | 1.8 | Long |
| DPW.DEDeutsche Post | 1.36 | 6.8% | 2% | 2.2:1 | 1.15 | Long |
| MRK.DEMerck KGaA | 3.79 | 2.3% | 5% | 2.2:1 | 5.74 | Neutro |
| BMW.DEBayerische Motoren Werke | 0.73 | 6.9% | 4% | 1.9:1 | 2.4 | Short |
| MBG.DEMercedes-Benz Group | 1.17 | 4.6% | 4% | 1.9:1 | 1.56 | Short |
| VOW3.DEVolkswagen AG | 1.93 | 13.7% | 2% | 2.3:1 | 4.03 | Neutro |
| MUV2.DEMunich Re | 12.23 | 7.7% | 1% | 3.9:1 | 21.62 | Long |
| EOAN.DEE.ON SE | 0.73 | 4.6% | 2% | 2.8:1 | 0.74 | Long |