Estudo da aplicação da ciência de dados na análise de fundos de investimentos durante a pandemia de 2020
Tipo
TCC
Data de publicação
2021-12
Periódico
Citações (Scopus)
Autores
Bauto, Bruna Carvalho
Benatti, Bruno Restelli
Basile, Rodriggo Martinelli
Benatti, Bruno Restelli
Basile, Rodriggo Martinelli
Orientador
Queiroz, Maciel Manoel de
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Resumo
O presente estudo tem como objetivo analisar indicadores financeiros e a rentabilidade de fundos de investimento durante o ano de 2020. Por meio de um estudo qualitativo e descritivo, foram realizados diversos filtros assim como limpeza de dados para garantir a confiabilidade dos dados trabalhados, os quais foram analisados de forma independente por classe de fundo. Adicionalmente, a pesquisa buscou utilizar o software Alteryx, pouco utilizado no meio acadêmico de finanças para conduzir e criar as fórmulas matemáticas vinculadas aos indicadores financeiros mencionados na pesquisa. Como resultado, foram encontradas evidências que correlacionam os indicadores de Mondigliani e Sharpe, porém, ambos são independentes no que tange o índice Treynor. A respeito da rentabilidade anual, a classe de fundos que mais se destacou foram os de Ações, visto que o ano estudado, apesar da grande volatilidade, teve grande recuperação financeira e incentivos fiscais para que as pessoas e instituições migrassem para esta área das finanças, como investimento
This study aims to study and analyze financial indicators and the profitability of investment funds during the year 2020. Several filters were made as well as data cleaning to ensure the reliability of the processed data, which were analyzed independently by class background. Additionally, the research sought to use the Alteryx software, little used in the academic world of finance, to conduct and create mathematical formulas linked to the aforementioned indicators. As a result, evidence was found that correlate the Mondigliani and Sharpe indicators, however, both are independent regarding the Treynor index. Regarding annual profitability, the class of funds that stood out the most were the Equities, as the year studied, despite the great volatility, had great financial recovery and tax incentives for people and institutions to migrate to this area of finance, as an investment.
This study aims to study and analyze financial indicators and the profitability of investment funds during the year 2020. Several filters were made as well as data cleaning to ensure the reliability of the processed data, which were analyzed independently by class background. Additionally, the research sought to use the Alteryx software, little used in the academic world of finance, to conduct and create mathematical formulas linked to the aforementioned indicators. As a result, evidence was found that correlate the Mondigliani and Sharpe indicators, however, both are independent regarding the Treynor index. Regarding annual profitability, the class of funds that stood out the most were the Equities, as the year studied, despite the great volatility, had great financial recovery and tax incentives for people and institutions to migrate to this area of finance, as an investment.
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Palavras-chave
indicadores financeiros , fundo de investimento , 2020 , financial indicators , investment funds