IndicadoresBolsa.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "066f9514",
   "metadata": {},
   "source": [
    "## Initiate dataframe"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_status=pd.read_csv(\"statusinvest-busca-avancada.csv\", sep=';')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>TICKER</th>\n",
       "      <th>PRECO</th>\n",
       "      <th>DY</th>\n",
       "      <th>P/L</th>\n",
       "      <th>P/VP</th>\n",
       "      <th>P/ATIVOS</th>\n",
       "      <th>MARGEM BRUTA</th>\n",
       "      <th>MARGEM EBIT</th>\n",
       "      <th>MARG. LIQUIDA</th>\n",
       "      <th>P/EBIT</th>\n",
       "      <th>...</th>\n",
       "      <th>PATRIMONIO / ATIVOS</th>\n",
       "      <th>PASSIVOS / ATIVOS</th>\n",
       "      <th>GIRO ATIVOS</th>\n",
       "      <th>CAGR RECEITAS 5 ANOS</th>\n",
       "      <th>CAGR LUCROS 5 ANOS</th>\n",
       "      <th>LIQUIDEZ MEDIA DIARIA</th>\n",
       "      <th>VPA</th>\n",
       "      <th>LPA</th>\n",
       "      <th>PEG Ratio</th>\n",
       "      <th>VALOR DE MERCADO</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>A</td>\n",
       "      <td>107,76</td>\n",
       "      <td>0,84</td>\n",
       "      <td>27,83</td>\n",
       "      <td>5,67</td>\n",
       "      <td>2,95</td>\n",
       "      <td>50,93</td>\n",
       "      <td>21,02</td>\n",
       "      <td>16,20</td>\n",
       "      <td>18,00</td>\n",
       "      <td>...</td>\n",
       "      <td>0,52</td>\n",
       "      <td>0,48</td>\n",
       "      <td>0,66</td>\n",
       "      <td>8,90</td>\n",
       "      <td>12,89</td>\n",
       "      <td>NaN</td>\n",
       "      <td>19,00</td>\n",
       "      <td>3,87</td>\n",
       "      <td>NaN</td>\n",
       "      <td>31.529.207.448,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>AA</td>\n",
       "      <td>24,71</td>\n",
       "      <td>1,62</td>\n",
       "      <td>-4,92</td>\n",
       "      <td>0,98</td>\n",
       "      <td>0,32</td>\n",
       "      <td>5,98</td>\n",
       "      <td>-6,05</td>\n",
       "      <td>-8,44</td>\n",
       "      <td>-169,62</td>\n",
       "      <td>...</td>\n",
       "      <td>0,32</td>\n",
       "      <td>0,68</td>\n",
       "      <td>0,76</td>\n",
       "      <td>1,34</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>25,26</td>\n",
       "      <td>-5,02</td>\n",
       "      <td>NaN</td>\n",
       "      <td>4.410.040.649,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>AACG</td>\n",
       "      <td>0,87</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-2,65</td>\n",
       "      <td>1,20</td>\n",
       "      <td>0,38</td>\n",
       "      <td>51,68</td>\n",
       "      <td>-31,49</td>\n",
       "      <td>-32,34</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>0,32</td>\n",
       "      <td>0,68</td>\n",
       "      <td>0,44</td>\n",
       "      <td>106,31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0,72</td>\n",
       "      <td>-0,33</td>\n",
       "      <td>NaN</td>\n",
       "      <td>27.479.733,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>AACQ</td>\n",
       "      <td>9,99</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-93,43</td>\n",
       "      <td>180,94</td>\n",
       "      <td>1,25</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>0,01</td>\n",
       "      <td>0,12</td>\n",
       "      <td>0,00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0,06</td>\n",
       "      <td>-0,11</td>\n",
       "      <td>NaN</td>\n",
       "      <td>904.719.375,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>AACQU</td>\n",
       "      <td>11,05</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-103,35</td>\n",
       "      <td>200,14</td>\n",
       "      <td>1,38</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>0,01</td>\n",
       "      <td>0,12</td>\n",
       "      <td>0,00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0,06</td>\n",
       "      <td>-0,11</td>\n",
       "      <td>NaN</td>\n",
       "      <td>904.719.375,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6169</th>\n",
       "      <td>ZUO</td>\n",
       "      <td>7,90</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-5,94</td>\n",
       "      <td>9,85</td>\n",
       "      <td>1,63</td>\n",
       "      <td>63,04</td>\n",
       "      <td>-38,05</td>\n",
       "      <td>-44,97</td>\n",
       "      <td>-9,28</td>\n",
       "      <td>...</td>\n",
       "      <td>0,17</td>\n",
       "      <td>0,83</td>\n",
       "      <td>0,61</td>\n",
       "      <td>18,28</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0,80</td>\n",
       "      <td>-1,33</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.109.950.000,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6170</th>\n",
       "      <td>ZVO</td>\n",
       "      <td>0,09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0,08</td>\n",
       "      <td>0,47</td>\n",
       "      <td>0,04</td>\n",
       "      <td>35,09</td>\n",
       "      <td>-17,75</td>\n",
       "      <td>-17,80</td>\n",
       "      <td>-0,09</td>\n",
       "      <td>...</td>\n",
       "      <td>0,08</td>\n",
       "      <td>0,92</td>\n",
       "      <td>2,69</td>\n",
       "      <td>-12,86</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0,19</td>\n",
       "      <td>-1,20</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.078.549,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6171</th>\n",
       "      <td>ZYME</td>\n",
       "      <td>7,30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3,02</td>\n",
       "      <td>1,14</td>\n",
       "      <td>0,85</td>\n",
       "      <td>100,00</td>\n",
       "      <td>40,70</td>\n",
       "      <td>37,58</td>\n",
       "      <td>2,62</td>\n",
       "      <td>...</td>\n",
       "      <td>0,75</td>\n",
       "      <td>0,25</td>\n",
       "      <td>0,75</td>\n",
       "      <td>51,45</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>6,41</td>\n",
       "      <td>2,42</td>\n",
       "      <td>NaN</td>\n",
       "      <td>511.014.600,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6172</th>\n",
       "      <td>ZYNE</td>\n",
       "      <td>1,30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1,87</td>\n",
       "      <td>2,42</td>\n",
       "      <td>1,73</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1,88</td>\n",
       "      <td>...</td>\n",
       "      <td>0,72</td>\n",
       "      <td>0,28</td>\n",
       "      <td>0,00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0,54</td>\n",
       "      <td>-0,70</td>\n",
       "      <td>NaN</td>\n",
       "      <td>70.121.220,00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6173</th>\n",
       "      <td>ZYXI</td>\n",
       "      <td>8,94</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18,98</td>\n",
       "      <td>5,17</td>\n",
       "      <td>2,00</td>\n",
       "      <td>79,83</td>\n",
       "      <td>11,40</td>\n",
       "      <td>8,59</td>\n",
       "      <td>12,08</td>\n",
       "      <td>...</td>\n",
       "      <td>0,39</td>\n",
       "      <td>0,61</td>\n",
       "      <td>1,23</td>\n",
       "      <td>46,51</td>\n",
       "      <td>18,28</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1,73</td>\n",
       "      <td>0,47</td>\n",
       "      <td>NaN</td>\n",
       "      <td>303.066.000,00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>6174 rows × 30 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "     TICKER   PRECO    DY      P/L    P/VP P/ATIVOS MARGEM BRUTA MARGEM EBIT  \\\n",
       "0         A  107,76  0,84    27,83    5,67     2,95        50,93       21,02   \n",
       "1        AA   24,71  1,62    -4,92    0,98     0,32         5,98       -6,05   \n",
       "2      AACG    0,87   NaN    -2,65    1,20     0,38        51,68      -31,49   \n",
       "3      AACQ    9,99   NaN   -93,43  180,94     1,25          NaN         NaN   \n",
       "4     AACQU   11,05   NaN  -103,35  200,14     1,38          NaN         NaN   \n",
       "...     ...     ...   ...      ...     ...      ...          ...         ...   \n",
       "6169    ZUO    7,90   NaN    -5,94    9,85     1,63        63,04      -38,05   \n",
       "6170    ZVO    0,09   NaN    -0,08    0,47     0,04        35,09      -17,75   \n",
       "6171   ZYME    7,30   NaN     3,02    1,14     0,85       100,00       40,70   \n",
       "6172   ZYNE    1,30   NaN    -1,87    2,42     1,73          NaN         NaN   \n",
       "6173   ZYXI    8,94   NaN    18,98    5,17     2,00        79,83       11,40   \n",
       "\n",
       "     MARG. LIQUIDA   P/EBIT  ... PATRIMONIO / ATIVOS PASSIVOS / ATIVOS  \\\n",
       "0            16,20    18,00  ...                0,52              0,48   \n",
       "1            -8,44  -169,62  ...                0,32              0,68   \n",
       "2           -32,34      NaN  ...                0,32              0,68   \n",
       "3              NaN      NaN  ...                0,01              0,12   \n",
       "4              NaN      NaN  ...                0,01              0,12   \n",
       "...            ...      ...  ...                 ...               ...   \n",
       "6169        -44,97    -9,28  ...                0,17              0,83   \n",
       "6170        -17,80    -0,09  ...                0,08              0,92   \n",
       "6171         37,58     2,62  ...                0,75              0,25   \n",
       "6172           NaN    -1,88  ...                0,72              0,28   \n",
       "6173          8,59    12,08  ...                0,39              0,61   \n",
       "\n",
       "     GIRO ATIVOS CAGR RECEITAS 5 ANOS CAGR LUCROS 5 ANOS  \\\n",
       "0           0,66                 8,90              12,89   \n",
       "1           0,76                 1,34                NaN   \n",
       "2           0,44               106,31                NaN   \n",
       "3           0,00                  NaN                NaN   \n",
       "4           0,00                  NaN                NaN   \n",
       "...          ...                  ...                ...   \n",
       "6169        0,61                18,28                NaN   \n",
       "6170        2,69               -12,86                NaN   \n",
       "6171        0,75                51,45                NaN   \n",
       "6172        0,00                  NaN                NaN   \n",
       "6173        1,23                46,51              18,28   \n",
       "\n",
       "      LIQUIDEZ MEDIA DIARIA    VPA    LPA  PEG Ratio   VALOR DE MERCADO  \n",
       "0                       NaN  19,00   3,87        NaN  31.529.207.448,00  \n",
       "1                       NaN  25,26  -5,02        NaN   4.410.040.649,00  \n",
       "2                       NaN   0,72  -0,33        NaN      27.479.733,00  \n",
       "3                       NaN   0,06  -0,11        NaN     904.719.375,00  \n",
       "4                       NaN   0,06  -0,11        NaN     904.719.375,00  \n",
       "...                     ...    ...    ...        ...                ...  \n",
       "6169                    NaN   0,80  -1,33        NaN   1.109.950.000,00  \n",
       "6170                    NaN   0,19  -1,20        NaN       3.078.549,00  \n",
       "6171                    NaN   6,41   2,42        NaN     511.014.600,00  \n",
       "6172                    NaN   0,54  -0,70        NaN      70.121.220,00  \n",
       "6173                    NaN   1,73   0,47        NaN     303.066.000,00  \n",
       "\n",
       "[6174 rows x 30 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_status"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "risk=0.131\n",
    "\n",
    "Bazin=DPA/0.06\n",
    "\n",
    "if VPA>0 and LPA>0:\n",
    "    Graham=(22,5*LPA*VPA)^0.5\n",
    "\n",
    "crescimento_esperado=(1-Payout)*ROE\n",
    "\n",
    "if CAGR LUCRO 5A==0:\n",
    "    media_crescimento=crescimento_esperado\n",
    "elif crescimento_esperado==0:\n",
    "    media_crescimento=CAGR LUCRO 5\n",
    "else:\n",
    "    media_crescimento=(crescimento_esperado+CAGR LUCRO5A)/2\n",
    "\n",
    "if D1>0:\n",
    "    D1=DPA*(1+CAGR LUCRO 5A)\n",
    "\n",
    "Gordon = D1/(risk-CAGR LUCRO5A)"
   ]
  }
 ],
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