étude de l'efficience des marchés financiers. Cas de DZAIR index.

Annexes

Date séance	Cours	dividende Rendement
2016-04-04	315		0.00%
2016-05-02	300		-4.76%
2016-06-01	390	15	35.00%
2016-07-04	370		-5.13%
2016-08-01	370		0.00%
2016-09-05	350		-5.41%
2016-10-04	350		0.00%
2016-11-03	335		-4.29%
2016-12-05	335		0.00%
2017-01-02	335		0.00%
2017-02-01	330		-1.49%
2017-03-01	325		-1.52%
2017-04-03	325		0.00%
2017-05-02	325		0.00%
2017-06-05	325		0.00%
2017-07-03	325		0.00%
2017-08-02	325		0.00%
2017-09-04	320		-1.54%
2017-10-02	300		-6.25%
2017-11-02	300		0.00%
2017-12-04	300		0.00%
2018-01-02	300		0.00%
2018-02-05	300		0.00%
2018-03-05	300		0.00%
2018-04-02	300		0.00%
2018-05-03	295		-1.67%
2018-06-04	295		0.00%
2018-07-02	295		0.00%
2018-08-01	295		0.00%
2018-09-03	295		0.00%
2018-10-02	295		0.00%
2018-11-04	295		0.00%
2018-12-02	266		-9.83%
2019-01-02	266		0.00%
2019-02-03	240		-9.77%
2019-03-03	240		0.00%
2019-04-02	235		-2.08%
MOYENNE	325.3269231		-0.57%
VARIANCE	1514.342006		0.33%
ECART TYPE	38.91454749		5.75%

NCA-ROUIBA

100

Annexes

indice dz Le rendement du marché algérien

date séance	indice	rendement
2016-04-04	1233.842356	-0.64%
2016-05-02	1237.908761	0.33%
2016-06-01	1422.885786	14.94%
2016-07-04	1328.419655	-6.64%
2016-08-01	1326.074258	-0.18%
2016-09-05	1341.084831	1.13%
2016-10-04	1298.798288	-3.15%
2016-11-03	1290.461235	-0.64%
2016-12-05	1289.245461	-0.09%
2017-01-02	1293.287909	0.31%
2017-02-01	1284.978793	-0.64%
2017-03-01	1291.491987	0.51%
2017-04-03	1276.179027	-1.19%
2017-05-02	1287.090597	0.86%
2017-06-05	1281.020316	-0.47%
2017-07-03	1294.777858	1.07%
2017-08-02	1306.515986	0.91%
2017-09-04	1299.996892	-0.50%
2017-10-02	1293.14996	-0.53%
2017-11-02	1264.29886	-2.23%
2017-12-04	1228.234986	-2.85%
2018-01-02	1203.205675	-2.04%
2018-02-05	1172.505032	-2.55%
2018-03-05	1134.034497	-3.28%
2018-04-02	1201.707769	5.97%
2018-05-03	1196.553161	-0.43%
2018-06-04	1212.40241	1.32%
2018-07-02	1263.370646	4.20%
2018-08-01	1355.665918	7.31%
2018-09-03	1431.784851	5.61%
2018-10-02	1400.762182	-2.17%
2018-11-04	1444.156091	3.10%
2018-12-02	1470.184044	1.80%
2019-01-02	1431.454847	-2.63%
2019-02-03	1456.393341	1.74%
2019-03-03	1437.529034	-1.30%
2019-04-02	1430.559274	-0.48%
2019-05-02	1433.836459	0.23%
moyenne		0.41%
variance		0.11%
ecart type		3.29%

101

Annexes

Cours de société :AURASSI

Date séance		Cours		dividende rendement
2016-04-04			485			1.04%
2016-05-02			480			-1.03%
2016-06-01			480			0.00%
2016-07-04			445		40	1.04%
2016-08-01			445			0.00%
2016-09-05			445			0.00%
2016-10-04			460			3.37%
2016-11-03			470			2.17%
2016-12-05			470			0.00%
2017-01-02			495			5.32%
2017-02-01			495			0.00%
2017-03-01			520			5.05%
2017-04-03			520			0.00%
2017-05-02			545			4.81%
2017-06-05			550			0.92%
2017-07-03			520		30	0.00%
2017-08-02			520			0.00%
2017-09-04			520			0.00%
2017-10-02			515			-0.96%
2017-11-02			515			0.00%
2017-12-04			515			0.00%
2018-01-02			495			-3.88%
2018-02-05			495			0.00%
2018-03-05			495			0.00%
2018-04-02			500			1.01%
2018-05-03			500			0.00%
2018-06-04			500			0.00%
2018-07-02			460		40	0.00%
2018-08-01			505			9.78%
2018-09-03			510			0.99%
2018-10-02			520			1.96%
2018-11-04			520			0.00%
2018-12-02			525			0.96%
2019-01-02			525			0.00%
2019-02-03			525			0.00%
2019-03-03			530			0.95%
2019-04-02			530			0.00%
moyenne						0.97%
variance						0.06%
ecart type						2.38%

102