PC2024 XX X RAPORT 3

Data t T.S.N STOXX EUROPE 600 E R (T.S.N) R (STOXX) RN (T.S.
N)
10/4/2021 -251 72.471138 450.769989
10/5/2021 -250 72.684608 456.029999 0.29% 1.17% -0.01%
10/6/2021 -249 72.972343 451.329987 0.40% -1.03% -0.05%
10/7/2021 -248 73.028030 458.570007 0.08% 1.60% 0.00%

10/8/2021 -247 72.925941 457.290009 -0.14% -0.28% -0.03%
10/11/2021 -246 72.712463 457.529999 -0.29% 0.05% -0.03%
10/12/2021 -245 73.547813 457.209991 1.15% -0.07% -0.03%
10/13/2021 -244 73.612778 460.390015 0.09% 0.70% -0.02%
10/14/2021 -243 73.974770 465.920013 0.49% 1.20% -0.01%
10/15/2021 -242 73.956200 469.390015 -0.03% 0.74% -0.02%
10/18/2021 -241 73.724167 467.040009 -0.31% -0.50% -0.04%
10/19/2021 -240 74.346039 468.579987 0.84% 0.33% -0.02%
10/20/2021 -239 75.394867 470.070007 1.41% 0.32% -0.02%
10/21/2021 -238 75.357742 469.709991 -0.05% -0.08% -0.03%
10/22/2021 -237 76.573631 471.880005 1.61% 0.46% -0.02%
10/25/2021 -236 77.306892 472.209991 0.96% 0.07% -0.03%
10/26/2021 -235 76.564339 475.739990 -0.96% 0.75% -0.02%
10/27/2021 -234 74.837959 474.040009 -2.25% -0.36% -0.03%
10/28/2021 -233 75.190666 475.160004 0.47% 0.24% -0.02%
10/29/2021 -232 74.225372 475.510010 -1.28% 0.07% -0.03%
11/1/2021 -231 75.023590 478.869995 1.08% 0.71% -0.02%
11/2/2021 -230 75.673309 479.529999 0.87% 0.14% -0.03%
11/3/2021 -229 75.849663 481.220001 0.23% 0.35% -0.02%
11/4/2021 -228 75.246361 483.209991 -0.80% 0.41% -0.02%
11/5/2021 -227 75.701164 483.440002 0.60% 0.05% -0.03%
11/8/2021 -226 75.524796 483.609985 -0.23% 0.04% -0.03%
11/9/2021 -225 75.664024 482.709991 0.18% -0.19% -0.03%
11/10/2021 -224 76.610756 483.760010 1.25% 0.22% -0.02%
11/11/2021 -223 77.158356 485.290009 0.71% 0.32% -0.02%
11/12/2021 -222 75.394867 486.750000 -2.29% 0.30% -0.02%
11/15/2021 -221 78.067978 488.429993 3.55% 0.35% -0.02%
11/16/2021 -220 77.576057 489.269989 -0.63% 0.17% -0.03%
11/17/2021 -219 76.657158 489.950012 -1.18% 0.14% -0.03%
11/18/2021 -218 76.629311 487.700012 -0.04% -0.46% -0.04%
11/19/2021 -217 75.654747 486.079987 -1.27% -0.33% -0.03%
11/22/2021 -216 77.158356 485.459991 1.99% -0.13% -0.03%
11/23/2021 -215 77.260468 479.250000 0.13% -1.28% -0.05%
11/24/2021 -214 77.260468 479.690002 0.00% 0.09% -0.03%
11/26/2021 -213 75.496956 481.720001 -2.28% 0.42% -0.02%
11/29/2021 -212 75.998161 464.049988 0.66% -3.67% -0.09%
11/30/2021 -211 73.701965 467.239990 -3.02% 0.69% -0.02%
12/1/2021 -210 73.048592 462.959991 -0.89% -0.92% -0.04%
12/2/2021 -209 75.410110 470.859985 3.23% 1.71% 0.00%
12/3/2021 -208 77.099594 465.440002 2.24% -1.15% -0.05%
12/6/2021 -207 77.920990 462.769989 1.07% -0.57% -0.04%
12/7/2021 -206 78.378357 468.709991 0.59% 1.28% -0.01%
12/8/2021 -205 77.967659 480.179993 -0.52% 2.45% 0.01%
12/9/2021 -204 78.173004 477.359985 0.26% -0.59% -0.04%
12/10/2021 -203 78.509041 476.989990 0.43% -0.08% -0.03%
12/13/2021 -202 79.274422 475.559998 0.97% -0.30% -0.03%
12/14/2021 -201 80.039825 473.529999 0.97% -0.43% -0.04%
12/15/2021 -200 80.189186 469.559998 0.19% -0.84% -0.04%
12/16/2021 -199 80.459854 470.760010 0.34% 0.26% -0.02%
12/17/2021 -198 79.741127 476.559998 -0.89% 1.23% -0.01%
12/20/2021 -197 79.190422 473.899994 -0.69% -0.56% -0.04%
12/21/2021 -196 79.591797 467.350006 0.51% -1.38% -0.05%
12/22/2021 -195 79.274422 473.989990 -0.40% 1.42% -0.01%
12/23/2021 -194 79.545120 478.359985 0.34% 0.92% -0.01%
12/27/2021 -193 80.422523 483.010010 1.10% 0.97% -0.01%
12/28/2021 -192 80.898575 485.489990 0.59% 0.51% -0.02%
12/29/2021 -191 80.665207 488.500000 -0.29% 0.62% -0.02%
12/30/2021 -190 80.571877 487.980011 -0.12% -0.11% -0.03%
12/31/2021 -189 81.355942 488.709991 0.97% 0.15% -0.03%
1/3/2022 -188 81.953323 489.989990 0.73% 0.26% -0.02%
1/4/2022 -187 83.577454 494.019989 1.98% 0.82% -0.01%
1/5/2022 -186 83.745461 494.350006 0.20% 0.07% -0.03%
1/6/2022 -185 84.790878 488.160004 1.25% -1.25% -0.05%
1/7/2022 -184 84.949562 486.250000 0.19% -0.39% -0.03%
1/10/2022 -183 84.725540 479.040009 -0.26% -1.48% -0.05%
1/11/2022 -182 84.930893 483.079987 0.24% 0.84% -0.01%
1/12/2022 -181 84.706871 486.200012 -0.26% 0.65% -0.02%
1/13/2022 -180 87.003052 486.049988 2.71% -0.03% -0.03%
1/14/2022 -179 87.516441 481.160004 0.59% -1.01% -0.04%
1/18/2022 -178 87.479111 484.510010 -0.04% 0.70% -0.02%
1/19/2022 -177 86.536354 479.790009 -1.08% -0.97% -0.04%
1/20/2022 -176 84.436188 480.899994 -2.43% 0.23% -0.02%
1/21/2022 -175 83.941475 483.350006 -0.59% 0.51% -0.02%
1/24/2022 -174 84.613533 474.440002 0.80% -1.84% -0.06%
1/25/2022 -173 84.277496 456.359985 -0.40% -3.81% -0.09%
1/26/2022 -172 84.548203 459.589996 0.32% 0.71% -0.02%
1/27/2022 -171 84.025490 467.309998 -0.62% 1.68% 0.00%
1/28/2022 -170 85.220253 470.329987 1.42% 0.65% -0.02%
1/31/2022 -169 84.837547 465.549988 -0.45% -1.02% -0.04%
2/1/2022 -168 84.996223 468.880005 0.19% 0.72% -0.02%
2/2/2022 -167 85.285599 474.859985 0.34% 1.28% -0.01%
2/3/2022 -166 84.305519 477.010010 -1.15% 0.45% -0.02%
2/4/2022 -165 82.410683 468.630005 -2.25% -1.76% -0.06%
2/7/2022 -164 92.491501 462.149994 12.23% -1.38% -0.05%
2/8/2022 -163 92.136810 465.279999 -0.38% 0.68% -0.02%
2/9/2022 -162 92.146133 465.339996 0.01% 0.01% -0.03%
2/10/2022 -161 91.362083 473.329987 -0.85% 1.72% 0.00%
2/11/2022 -160 91.464760 472.350006 0.11% -0.21% -0.03%
2/14/2022 -159 88.561852 469.570007 -3.17% -0.59% -0.04%
2/15/2022 -158 87.703117 460.959991 -0.97% -1.83% -0.06%
2/16/2022 -157 88.160484 467.559998 0.52% 1.43% 0.00%
2/17/2022 -156 87.003052 467.769989 -1.31% 0.04% -0.03%
2/18/2022 -155 86.125656 464.549988 -1.01% -0.69% -0.04%
2/22/2022 -154 86.284340 460.809998 0.18% -0.81% -0.04%
2/23/2022 -153 85.864311 454.809998 -0.49% -1.30% -0.05%
2/24/2022 -152 84.314842 455.119995 -1.80% 0.07% -0.03%
2/25/2022 -151 87.152405 453.859985 3.37% -0.28% -0.03%
2/28/2022 -150 86.917900 438.959991 -0.27% -3.28% -0.08%
3/1/2022 -149 88.015388 453.529999 1.26% 3.32% 0.03%
3/2/2022 -148 89.150414 453.109985 1.29% -0.09% -0.03%
3/3/2022 -147 89.431801 442.369995 0.32% -2.37% -0.07%
3/4/2022 -146 87.715233 446.329987 -1.92% 0.90% -0.01%
3/7/2022 -145 86.824089 437.359985 -1.02% -2.01% -0.06%
3/8/2022 -144 86.598969 421.779999 -0.26% -3.56% -0.09%
3/9/2022 -143 85.023087 417.130005 -1.82% -1.10% -0.05%
3/10/2022 -142 84.375824 415.010010 -0.76% -0.51% -0.04%
3/11/2022 -141 82.208984 434.450012 -2.57% 4.68% 0.05%
3/14/2022 -140 80.201591 427.119995 -2.44% -1.69% -0.06%
3/15/2022 -139 80.389206 431.170013 0.23% 0.95% -0.01%
3/16/2022 -138 81.815002 436.350006 1.77% 1.20% -0.01%
3/17/2022 -137 83.109489 435.119995 1.58% -0.28% -0.03%
3/18/2022 -136 81.739975 448.450012 -1.65% 3.06% 0.02%
3/21/2022 -135 81.214676 450.489990 -0.64% 0.45% -0.02%
3/22/2022 -134 81.402283 454.600006 0.23% 0.91% -0.01%
3/23/2022 -133 80.417351 454.790009 -1.21% 0.04% -0.03%
3/24/2022 -132 80.980171 458.649994 0.70% 0.85% -0.01%
3/25/2022 -131 81.542992 454.029999 0.70% -1.01% -0.04%
3/28/2022 -130 81.392891 453.070007 -0.18% -0.21% -0.03%
3/29/2022 -129 83.315865 453.549988 2.36% 0.11% -0.03%
3/30/2022 -128 83.212677 454.170013 -0.12% 0.14% -0.03%
3/31/2022 -127 84.075661 462.089996 1.04% 1.74% 0.00%
4/1/2022 -126 85.398293 460.190002 1.57% -0.41% -0.03%
4/4/2022 -125 84.282036 455.859985 -1.31% -0.94% -0.04%
4/5/2022 -124 84.600960 458.339996 0.38% 0.54% -0.02%
4/6/2022 -123 85.266960 462.190002 0.79% 0.84% -0.01%
4/7/2022 -122 85.773499 463.070007 0.59% 0.19% -0.03%
4/8/2022 -121 86.711540 455.970001 1.09% -1.53% -0.05%
4/11/2022 -120 88.006012 455.019989 1.49% -0.21% -0.03%
4/12/2022 -119 87.649559 460.970001 -0.41% 1.31% -0.01%
4/13/2022 -118 88.634483 458.260010 1.12% -0.59% -0.04%
4/14/2022 -117 89.534996 456.649994 1.02% -0.35% -0.03%
4/18/2022 -116 89.187935 456.779999 -0.39% 0.03% -0.03%
4/19/2022 -115 91.439209 459.820007 2.52% 0.67% -0.02%
4/20/2022 -114 92.302185 456.279999 0.94% -0.77% -0.04%
4/21/2022 -113 91.729988 460.100006 -0.62% 0.84% -0.01%
4/22/2022 -112 89.037842 461.570007 -2.93% 0.32% -0.02%
4/25/2022 -111 88.653252 453.309998 -0.43% -1.79% -0.06%
4/26/2022 -110 86.842857 445.109985 -2.04% -1.81% -0.06%
4/27/2022 -109 87.818413 441.100006 1.12% -0.90% -0.04%
4/28/2022 -108 89.760132 444.309998 2.21% 0.73% -0.02%
4/29/2022 -107 87.386917 447.070007 -2.64% 0.62% -0.02%
5/2/2022 -106 87.143021 450.390015 -0.28% 0.74% -0.02%
5/3/2022 -105 84.516541 443.829987 -3.01% -1.46% -0.05%
5/4/2022 -104 86.514549 446.200012 2.36% 0.53% -0.02%
5/5/2022 -103 85.266960 441.369995 -1.44% -1.08% -0.05%
5/6/2022 -102 85.191917 438.260010 -0.09% -0.70% -0.04%
5/9/2022 -101 87.086739 429.910004 2.22% -1.91% -0.06%
5/10/2022 -100 86.383217 417.459991 -0.81% -2.90% -0.08%
5/11/2022 -99 84.610336 420.290009 -2.05% 0.68% -0.02%
5/12/2022 -98 83.991234 427.589996 -0.73% 1.74% 0.00%
5/13/2022 -97 84.422737 424.399994 0.51% -0.75% -0.04%
5/16/2022 -96 85.163788 433.480011 0.88% 2.14% 0.01%
5/17/2022 -95 86.083046 433.670013 1.08% 0.04% -0.03%
5/18/2022 -94 79.498077 438.970001 -7.65% 1.22% -0.01%
5/19/2022 -93 78.907127 433.950012 -0.74% -1.14% -0.05%
5/20/2022 -92 79.995224 427.679993 1.38% -1.44% -0.05%
5/23/2022 -91 81.927567 431.100006 2.42% 0.80% -0.02%
5/24/2022 -90 83.250198 436.540009 1.61% 1.26% -0.01%
5/25/2022 -89 83.540993 431.579987 0.35% -1.14% -0.05%
5/26/2022 -88 84.197601 434.309998 0.79% 0.63% -0.02%
5/27/2022 -87 85.398293 443.929993 1.43% 2.22% 0.01%
5/31/2022 -86 84.483772 446.570007 -1.07% 0.59% -0.02%
6/1/2022 -85 83.097870 443.350006 -1.64% -0.72% -0.04%
6/2/2022 -84 82.975311 438.720001 -0.15% -1.04% -0.05%
6/3/2022 -83 82.409645 441.230011 -0.68% 0.57% -0.02%
6/6/2022 -82 82.475632 440.089996 0.08% -0.26% -0.03%
6/7/2022 -81 83.324142 442.880005 1.03% 0.63% -0.02%
6/8/2022 -80 82.315346 440.369995 -1.21% -0.57% -0.04%
6/9/2022 -79 80.429764 434.380005 -2.29% -1.36% -0.05%
6/10/2022 -78 79.326698 422.709991 -1.37% -2.69% -0.07%
6/13/2022 -77 78.544174 412.519989 -0.99% -2.41% -0.07%
6/14/2022 -76 79.119278 407.320007 0.73% -1.26% -0.05%
6/15/2022 -75 79.298409 413.100006 0.23% 1.42% -0.01%
6/16/2022 -74 77.827652 402.880005 -1.85% -2.47% -0.07%
6/17/2022 -73 78.317909 403.250000 0.63% 0.09% -0.03%
6/21/2022 -72 79.204140 407.140015 1.13% 0.96% -0.01%
6/22/2022 -71 79.015572 408.579987 -0.24% 0.35% -0.02%
6/23/2022 -70 79.156982 405.739990 0.18% -0.70% -0.04%
6/24/2022 -69 80.891747 402.399994 2.19% -0.82% -0.04%
6/27/2022 -68 80.901161 412.929993 0.01% 2.62% 0.01%
6/28/2022 -67 80.722031 415.089996 -0.22% 0.52% -0.02%
6/29/2022 -66 81.363136 416.190002 0.79% 0.27% -0.02%
6/30/2022 -65 81.136864 413.420013 -0.28% -0.67% -0.04%
7/1/2022 -64 80.373192 407.200012 -0.94% -1.50% -0.05%
7/5/2022 -63 80.882309 407.130005 0.63% -0.02% -0.03%
7/6/2022 -62 80.778603 409.309998 -0.13% 0.54% -0.02%
7/7/2022 -61 81.146294 400.679993 0.46% -2.11% -0.06%
7/8/2022 -60 79.298409 407.339996 -2.28% 1.66% 0.00%
7/11/2022 -59 77.129990 415.010010 -2.73% 1.88% 0.00%
7/12/2022 -58 77.987930 417.119995 1.11% 0.51% -0.02%
7/13/2022 -57 78.280205 415.019989 0.37% -0.50% -0.04%
7/14/2022 -56 76.875435 417.040009 -1.79% 0.49% -0.02%
7/15/2022 -55 77.243118 412.809998 0.48% -1.01% -0.04%
7/18/2022 -54 77.195992 406.500000 -0.06% -1.53% -0.05%
7/19/2022 -53 78.723312 413.779999 1.98% 1.79% 0.00%
7/20/2022 -52 77.639091 417.630005 -1.38% 0.93% -0.01%
7/21/2022 -51 77.516518 423.410004 -0.16% 1.38% -0.01%
7/22/2022 -50 77.384537 422.510010 -0.17% -0.21% -0.03%
7/25/2022 -49 78.902428 424.390015 1.96% 0.44% -0.02%
7/26/2022 -48 79.392685 425.709991 0.62% 0.31% -0.02%
7/27/2022 -47 80.778603 426.250000 1.75% 0.13% -0.03%
7/28/2022 -46 82.211639 426.130005 1.77% -0.03% -0.03%
7/29/2022 -45 82.975311 428.119995 0.93% 0.47% -0.02%
8/1/2022 -44 83.126152 432.769989 0.18% 1.09% -0.01%
8/2/2022 -43 82.503906 438.290009 -0.75% 1.28% -0.01%
8/3/2022 -42 82.551048 436.070007 0.06% -0.51% -0.04%
8/4/2022 -41 81.617691 438.290009 -1.13% 0.51% -0.02%
8/5/2022 -40 82.447342 439.059998 1.02% 0.18% -0.03%
8/8/2022 -39 75.517799 435.720001 -8.40% -0.76% -0.04%
8/9/2022 -38 75.348106 438.929993 -0.22% 0.74% -0.02%
8/10/2022 -37 74.820137 435.980011 -0.70% -0.67% -0.04%
8/11/2022 -36 76.074066 439.880005 1.68% 0.89% -0.01%
8/12/2022 -35 77.111130 440.160004 1.36% 0.06% -0.03%
8/15/2022 -34 77.356255 440.869995 0.32% 0.16% -0.03%
8/16/2022 -33 77.393959 442.350006 0.05% 0.34% -0.02%
8/17/2022 -32 76.451157 443.070007 -1.22% 0.16% -0.03%
8/18/2022 -31 77.101700 439.029999 0.85% -0.91% -0.04%
8/19/2022 -30 77.073410 440.760010 -0.04% 0.39% -0.02%
8/22/2022 -29 75.847778 437.359985 -1.59% -0.77% -0.04%
8/23/2022 -28 75.263252 433.170013 -0.77% -0.96% -0.04%
8/24/2022 -27 74.980415 431.350006 -0.38% -0.42% -0.04%
8/25/2022 -26 75.461243 432.049988 0.64% 0.16% -0.03%
8/26/2022 -25 73.830208 433.359985 -2.16% 0.30% -0.02%
8/29/2022 -24 73.217384 426.089996 -0.83% -1.68% -0.06%
8/30/2022 -23 72.350014 422.649994 -1.18% -0.81% -0.04%
8/31/2022 -22 71.496384 419.809998 -1.18% -0.67% -0.04%
9/1/2022 -21 70.965240 415.119995 -0.74% -1.12% -0.05%
9/2/2022 -20 70.775543 407.660004 -0.27% -1.80% -0.06%
9/6/2022 -19 69.295914 415.970001 -2.09% 2.04% 0.01%
9/7/2022 -18 70.073669 413.390015 1.12% -0.62% -0.04%
9/8/2022 -17 70.130585 414.380005 0.08% 0.24% -0.02%
9/9/2022 -16 71.676598 412.010010 2.20% -0.57% -0.04%
9/12/2022 -15 71.667107 414.089996 -0.01% 0.50% -0.02%
9/13/2022 -14 69.457161 420.369995 -3.08% 1.52% 0.00%
9/14/2022 -13 68.565590 427.750000 -1.28% 1.76% 0.00%
9/15/2022 -12 68.385376 421.130005 -0.26% -1.55% -0.05%
9/16/2022 -11 68.300011 417.510010 -0.12% -0.86% -0.04%
9/19/2022 -10 68.707863 414.779999 0.60% -0.65% -0.04%
9/20/2022 -9 68.129288 408.239990 -0.84% -1.58% -0.05%
9/21/2022 -8 67.645561 407.869995 -0.71% -0.09% -0.03%
9/22/2022 -7 67.351540 403.420013 -0.43% -1.09% -0.05%
9/23/2022 -6 66.336655 407.049988 -1.51% 0.90% -0.01%
9/26/2022 -5 65.397659 399.760010 -1.42% -1.79% -0.06%
9/27/2022 -4 65.027756 390.399994 -0.57% -2.34% -0.07%
9/28/2022 -3 65.056206 388.750000 0.04% -0.42% -0.04%
9/29/2022 -2 63.405853 388.239990 -2.54% -0.13% -0.03%
9/30/2022 -1 62.533253 389.410004 -1.38% 0.30% -0.02%
10/3/2022 0 63.282562 382.890015 1.20% -1.67% -0.06%
10/4/2022 1 63.984432 387.850006 1.11% 1.30% -0.01%
10/5/2022 2 63.206669 390.829987 -1.22% 0.77% -0.02%
10/6/2022 3 62.144371 403.029999 -1.68% 3.12% 0.02%
10/7/2022 4 60.598354 398.910004 -2.49% -1.02% -0.04%
10/10/2022 5 60.797535 396.350006 0.33% -0.64% -0.04%
10/11/2022 6 60.655266 391.670013 -0.23% -1.18% -0.05%
10/12/2022 7 60.494026 390.119995 -0.27% -0.40% -0.03%
10/13/2022 8 62.077980 387.950012 2.62% -0.56% -0.04%
10/14/2022 9 61.499409 385.880005 -0.93% -0.53% -0.04%
10/17/2022 10 62.419434 389.149994 1.50% 0.85% -0.01%
10/18/2022 -53 62.315094 391.309998 -0.17% 0.56% -0.02%
10/19/2022 -52 61.670132 398.480011 -1.04% 1.83% 0.00%
10/20/2022 -51 61.271774 399.839996 -0.65% 0.34% -0.02%
10/21/2022 -50 61.764992 397.730011 0.80% -0.53% -0.04%
10/24/2022 -49 61.764992 398.769989 0.00% 0.26% -0.02%
10/25/2022 -48 63.576572 396.290009 2.93% -0.62% -0.04%
10/26/2022 -47 64.325882 401.839996 1.18% 1.40% -0.01%
10/27/2022 -46 63.918037 407.609985 -0.63% 1.44% 0.00%
10/28/2022 -45 65.103630 410.309998 1.85% 0.66% -0.02%
10/31/2022 -44 64.828568 410.190002 -0.42% -0.03% -0.03%
CAR[-10;10]
ZILE AR CAR
-10 0.64% 0.64%
-9 -0.79% -0.15%
-8 -0.68% -0.83%
-7 -0.39% -1.22%
-6 -1.49% -2.71%
3.00%
-5 -1.36% -4.07%
-4 -0.50% -4.57% 2.00%
-3 0.08% -4.49%
-2 -2.51% -7.00% 1.00%
-1 -1.35% -8.35%
0.00%
0 1.25% -7.10% 0 5
1 1.12% -5.98% -1.00%
2 -1.20% -7.18%
3 -1.70% -8.89% -2.00%
4 -2.44% -11.33%
5 0.37% -10.96% -3.00%
6 -0.19% -11.15%
7 -0.23% -11.38%
8 2.66% -8.72% CAR
9 -0.90% -9.62% 2.00%
10 1.51% -8.11%
0.00%
0 5 10
-2.00%
-4.00%
-6.00%
2.00%
0.00%
0 5 10
-2.00%
-4.00%
-6.00%
-8.00%
-10.00%
-12.00%
, T-test H0-5% H0-1% P-value
0.30% 0.185929 Nu se respinge H0 Nu se respinge H0 0.852651


-0.11% -0.065512 Nu se respinge H0 Nu se respinge H0 0.947819
3.57% 2.184294 Se respinge H0 Nu se respinge H0 0.02987
0.00% -0.00037 Nu se respinge H0 Nu se respinge H0 0.999705
12.28% 7.519533 Se respinge H0 Se respinge H0 9.847E-13
-7.64% -4.677842 Se respinge H0 Se respinge H0 4.75E-06
0.00% -0.001768 Nu se respinge H0 Nu se respinge H0 0.998591
-8.36% -5.120366 Se respinge H0 Se respinge H0 6.091E-07
CAR[-1;1]
1.02%
CAR[-5;5]
0.26%
CAR[-2;2]
-2.45%
Prețul acțiunilor Tyson Foo

AR Perioadele cu valori AR po
Perioadele cu valori AR ne
.00%
.00%
.00%
.00%
0 5 10 15 20 25
.00%
.00%
.00%
CAR
Ziua 0 (Evenimentul): În ziua evenime

5 10 15 20 25 Zilele 1-5: CAR începe să scadă trepta
Zilele 6-10: Se observă o scădere cons
5 10 15 20 25
Zilele 11-15: O scădere abruptă și sem

Zilele 16-20: După atingerea unui min
ALPHA -0.000282201378
BETA -0.010175210549
ERR STD 0.0163350894172

Nr. zile per estimare 271
Grade de libertate n-2
R-patrat 0.01%
t-Test CAR H0-5%-CAR H0-1%-CAR
0.3594769 Nu se respinge H0 Nu se respinge H0
t-Test CAR H0-5%-CAR H0-1%-CAR
0.0930241 Nu se respinge H0 Nu se respinge H0
t-Test CAR H0-5%-CAR H-1%-CAR
-0.866816 Nu se respinge H0 Nu se respinge H0
Prețul acțiunilor Tyson Foods a avut atât variații pozitive, cât și negative semnificative în perioada analizată.
Perioadele cu valori AR pozitive semnificative (ex: 2,66%, 1,51%) indică evenimente sau factori care au condus la performanțe peste a
Perioadele cu valori AR negative semnificative (ex: -2,51%, -2,44%) indică evenimente sau factori care au condus la performanțe sub a
enimentul): În ziua evenimentului, CAR începe la o valoare pozitivă de aproximativ 2%, indicând o reacție inițială favorabilă.
CAR începe să scadă treptat, dar rămâne încă pozitivă, sugerând că inițial impactul negativ nu a fost foarte puternic perceput de piață
0: Se observă o scădere constantă a CAR, trecând în zona negativă. Aceasta ar putea fi datorată unei reevaluări de către investitori a im
15: O scădere abruptă și semnificativă a CAR până la aproximativ -10%, indicând reacții negative puternice ale pieței, posibil din cauza u
20: După atingerea unui minim în jurul zilei 15, există o mică recuperare a CAR, dar valoarea rămâne negativă.
O valoare alpha negativă de -0,00082 înseamnă că, în medie, acțiunile Tyson Foods au performat cu 0,082% sub așteptările
Valoarea beta de -0,01017 indică o corelație foarte slabă și negativă între prețul acțiunilor Tyson Foods și piața generală. Pra
O eroare standard de 0,016 indică o precizie mare a estimărilor, ceea ce sugerează că variabilitatea rezultatelor față de me
Aceasta sugerează că datele sunt consistente și că concluziile studiului sunt robuste. Cu alte cuvinte, variațiile rezultate din
mnificative în perioada analizată.
enimente sau factori care au condus la performanțe peste așteptări.
evenimente sau factori care au condus la performanțe sub așteptări.
ximativ 2%, indicând o reacție inițială favorabilă.

mpactul negativ nu a fost foarte puternic perceput de piață.
ar putea fi datorată unei reevaluări de către investitori a impactului evenimentului.
când reacții negative puternice ale pieței, posibil din cauza unor informații suplimentare sau confirmări ale impactului negativ.
AR, dar valoarea rămâne negativă.
mică și aproape nesemnificativă

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Data t T.S.N STOXX EUROPE 600 E R (T.S.N) R (STOXX) RN (T.S.

10/7/2021 -248 73.028030 458.570007 0.08% 1.60% 0.00%

0.30% 0.185929 Nu se respinge H0 Nu se respinge H0 0.852651

0.08% 0.047951 Nu se respinge H0 Nu se respinge H0 0.961793

Prețul acțiunilor Tyson Foo

Ziua 0 (Evenimentul): În ziua evenime

Zilele 11-15: O scădere abruptă și sem

ERR STD 0.0163350894172

ximativ 2%, indicând o reacție inițială favorabilă.

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