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 | 3 | 13.9% | 3% | 1.8:1 | 3.48 | Long |
| SIE.DESiemens AG | 10.14 | 5.2% | 5% | 3.9:1 | 9.04 | Long |
| ALV.DEAllianz SE | 13.15 | 4.2% | 5% | 2.8:1 | 9.95 | Neutro |
| DTE.DEDeutsche Telekom | 0.78 | 14.8% | 4% | 2:1 | 1.16 | Long |
| RWE.DERWE AG | 1.3 | 8.0% | 2% | 3.2:1 | 2.28 | Neutro |
| BAS.DEBASF SE | 1.57 | 10.7% | 3% | 1.1:1 | 2.57 | Short |
| ADS.DEAdidas AG | 5.84 | 5.1% | 2% | 2.1:1 | 9.2 | Long |
| DBK.DEDeutsche Bank | 0.7 | 2.8% | 5% | 1.6:1 | 0.85 | Long |
| DPW.DEDeutsche Post | 0.92 | 9.9% | 4% | 2.1:1 | 1.34 | Long |
| MRK.DEMerck KGaA | 5.4 | 12.8% | 2% | 3.4:1 | 6.59 | Neutro |
| BMW.DEBayerische Motoren Werke | 1.08 | 13.9% | 1% | 1.6:1 | 2.58 | Short |
| MBG.DEMercedes-Benz Group | 0.77 | 11.1% | 3% | 1:1 | 1.4 | Short |
| VOW3.DEVolkswagen AG | 1.17 | 9.2% | 5% | 2.4:1 | 3.59 | Neutro |
| MUV2.DEMunich Re | 17.5 | 5.3% | 3% | 1.6:1 | 25.16 | Long |
| EOAN.DEE.ON SE | 0.43 | 2.7% | 4% | 2.8:1 | 1.06 | Long |