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Weekly Reports

In this page you find the NEFIN Market Report, a weekly view of the Brazilian market. This report contains the following information:

  • The performance over different time horizons of four investment strategies: market, momentum, size and book-to-market.

  • The Dividend Yield for the Brazilian market, as well as the 10 tickers with the highest and lowest individual Price-Dividend Ratio, the inverse of the Dividend Yield.

  • The Short Interest for the Braziliam market, as well as the 5 tickers with the largest individual Short Interest, rental rate, variation in the number of securities on loan and variation in the rental rate.

  • The IVol-BR, a volatility index for the Brazilian market based on options over the IBOVESPA.