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Investimento · Ferramenta

Calculadora de Taxa de Proteção

Dimensione corretamente uma posição de proteção calculando a proporção de contratos de futuros necessários para compensar o risco de preço do seu portfólio.

Hedge Position Value
$
Total Exposure
$
Coverage0.00%
Unhedged Exposure$0
Formula: Hedge Ratio = Value of Hedge Position / Total Exposure
Hedge Ratio
0.0000
Updates as you type
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Industry use cases
Equity Portfolio Hedging A pension fund manager calculates how many S&P 500 futures contracts are needed to protect a $50M equity portfolio from market downturns.
Commodity Price Protection A grain exporter determines the proportion of wheat futures contracts to hedge against price fluctuations on future crop sales.
Bond Portfolio Risk Management A fixed-income fund manager calculates Treasury futures contracts needed to protect bond portfolio value from interest rate increases.
Energy Producer Hedging An oil production company sizes its crude oil futures position to offset price risk on proven oil reserves.
Relacionadas em Investimento
Índice Preço-Valor Patrimonial → Calculadora de Taxa Real de Retorno → Calculadora de Máxima Redução → Rendimento até Resgate de Título →
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