Group A (Period 36 months)

Group (Period 16 months)

Symbol

SEOS

NMBSF1

NIBLSF1

LVF1

GIMESL

NMBHF1

NEF

NIBLPF

Total risk (σp)

7.1381

6.1489

7.1190

7.1303

5.9327

1.3022

2.5114

4.1912

Systematic Risk (βp)

0.2416

0.3815

0.1090

−0.2346

0.6576

0.2474

−0.1099

0.5667

Unsystematic risk (Eσp)

0.0689

0.0549

0.0703

0.0706

0.0577

0.0114

0.0254

0.0322

Diversification (R²)

0.0673

0.2061

0.0247

0.0989

0.0527

0.2801

0.0120

0.2619