Investimentos em renda variável no mercado brasileiro: da teoria na gestão de portfólios à prática no python

Abstract

The research aims to analyze historical data with the best financial market products in Brazil, from 2016 to 2021, seeking to identify the best returns for each financial product, meeting the needs of the investor's profile. After analyzing the products, a study of the literature on Harry Markowitz's Modern Portfolio Theory with the Financial Asset Pricing Model (known as the Sharpe Index) by William F. Sharpe is carried out, applying the Efficient Frontier of Markowitz Theory. From the perspective of these theories, we selected the best results from collecting data on quotations of financial assets chosen over a period from January 1, 2016, to December 31, 2021, thus achieving the following results. When the portfolios were diversified, they obtained returns and risks greater than the IBOVESPA while non-diversified portfolios obtained a lower return, and the risk was not diluted. Suggesting, with this analysis, that it is one of the signs of how to obtain greater profitability with lower risk when allocating resources in an investment in the capital market. To achieve the proposed objective, exploratory studies were used, with theoretical and practical support and foundation. At the end of the research, there is evidence that there are better options for investing money, selecting the best products with better returns, giving the opportunity to increase your assets, improving the financial health of personal finances and in addition to providing long-lasting financial education.