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Análise de Risco Aplicado aos Bairros de Fortaleza utilizando Índice de Sharpe

Author

Listed:
  • Jamile Soeiro de Vasconcelos
  • Marcelo Augusto Farias de Castro

Abstract

Com uma crise no setor imobiliário se propagando e ainda sem data para terminar, torna-se necessário entender melhor certas características para que os recursos sejam aplicados de uma forma mais segura. Entender melhor os empreendimentos desenvolvidos nos bairros e o seu histórico de valorização faz com que caminhos mais seguros possam ser tomados e os investimentos possam ser melhor aplicados. Com uma série de dados históricos de mercado dos últimos 36 meses foram feitas análises de 10 bairros de classe média alta e classe alta da cidade de Fortaleza com a finalidade de conhecer o comportamento de valorização. Considerando que um bairro pode se comportar igual a um fundo de investimento, foi calculado a volatilidade da valorização nos bairros assim como o índice SHARPE para entender qual destes apresentam melhores risco retorno ou seja maior valorização e maior segurança.

Suggested Citation

  • Jamile Soeiro de Vasconcelos & Marcelo Augusto Farias de Castro, 2017. "Análise de Risco Aplicado aos Bairros de Fortaleza utilizando Índice de Sharpe," LARES lares_2017_paper_91, Latin American Real Estate Society (LARES).
    • Handle: RePEc:lre:wpaper:lares_2017_paper_91
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    References listed on IDEAS

    as
    1. Varga, G., 1999. "Índice de Sharpe e outros Indicadores de Performance Aplicados a Fundos de Ações Brasileiros," Finance Lab Working Papers flwp_12, Finance Lab, Insper Instituto de Ensino e Pesquisa.
    2. Gyorgy Varga, 2001. "Índice de sharpe e outros indicadores de performance aplicados a fundos de ações brasileiros," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 5(3), pages 215-245.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Análise de Mercado Imobiliário; Análise de risco; Fundos de Investimento; índice sharpe; Investment Funds; profitability; Real Estate Market Analysis; Rentabilidade; Risk Analysis; Sharpe Index;
    All these keywords.

    JEL classification:

    • R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location

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