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Estruturação De Um Índice De Preços De Ações Do Agronegócio Brasileiro Listadas Na Bovespa

Listed author(s):
  • Souza, Waldemar Antonio da Rocha
  • Silva, Rodolfo Margato
  • Martines-Filho, Joao Gomes

O agronegócio brasileiro vem assumindo forte predominância no cenário econômico, destacando-se como principal responsável pelos crescentes volumes de exportação do País. As empresas que compõem esse segmento apresentam características econômico-financeiras particularizadas, correlacionadas com as condicionantes intrínsecas do setor. O presente estudo objetiva elaborar e analisar uma metodologia para captar a evolução de dado conjunto de ativos financeiros relacionados ao agronegócio brasileiro, particularmente as ações de companhias abertas do setor negociadas na Bolsa de Valores de São Paulo (BOVESPA), com o intuito de delinear as suas características próprias comparativamente a outros instrumentos disponíveis no mercado de capitais. Com base na modelagem quantitativa de índices de preços de ações, estruturou-se uma amostra seletiva dos dez títulos mais representativos por ordem de liquidez na BOVESPA, que constitui a carteira teórica do indicador. O índice permitirá análises comparativas com outros ativos financeiros, possibilitando aferir o grau de retorno-risco associado, estratégias com mercado futuro, bem como as demais comparações pertinentes.-------------------------Brazilian agribusiness has emerged with a strong prominence in the economic sector, as the largest marginal contributor for the growing export supplies of the Country. Agribusiness companies have economic-financial characteristics, correlated with the intrinsic conditional sector variables. This study elaborates and analyzes a methodology to capture the evolution of a particular division of financial assets related with Brazilian agribusiness, specifically the stocks of this sector open companies traded in the São Paulo Stock Exchange (BOVESPA), pursuing to outline the characteristics of this stock group comparatively with other available capital markets instruments. Based upon the price index methodology, a selected sample of ten agribusiness stocks chosen by decreasing liquidity profiles in BOVESPA composes the theoretical portfolio of the index. It will allow comparative analysis with other financial assets, measuring the return-risk associated rates, setting up futures strategies, as well as all other pertaining additional comparisons.

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Paper provided by Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER) in its series 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brasil with number 108571.

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Date of creation: Jul 2008
Handle: RePEc:ags:sbrfsr:108571
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