CALCULO DEL RENDIMIENTO DE UN BONO

PERIODO REGULAR

f. compra
f. vencim.
v. compra
v.nominal
365 dias al ao

DESCRIPCION
Fecha de Liquidacin
Fecha de Vencimiento
Precio
Valor de Rescate
Base
RENDIMIENTO

DATOS
2/16/2015
2/16/2016
80
100
3
25.00%

CALCULO DEL RENDIMIENTO DE UN BONO

PERIODO IRREGULAR

semestral

DESCRIPCION
Fecha de Liquidacin
Fecha de Vencimiento
Fecha de Emisin
Primer Vencimiento
Tasa de Inters
Precio
Valor de Rescate
Frecuencia
Base
RENDIMIENTO

DATOS
11/11/2003
3/1/2016
10/15/2003
3/1/2004
5.75%
80
100
2
3
8.39%

CALCULO DEL RENDIMIENTO DE UN BONO

PERIODO IRREGULAR
DESCRIPCION
Fecha de Liquidacin
Fecha de Vencimiento
Ultimo Vencimiento
Tasa de Inters
Precio
Valor de Rescate
Frecuencia
Base
RENDIMIENTO

DATOS
5/17/2015
5/17/2016
11/11/2014
7.80%
85
100
2
3
25.61%

=RENDTO.DESC

=RENDTO.PER.IRR.1

=RENDTO.PER.IRR.2

CALCULO DEL RENDIMIENTO DE UN BONO

PERIODO IRREGULAR

semestral

DESCRIPCION
Fecha de Liquidacin
Fecha de Vencimiento
Fecha de Emisin
Primer Vencimiento
Tasa de Inters
Precio
Valor de Rescate
Frecuencia
Base
RENDIMIENTO

DATOS
11/11/2003
3/1/2016
10/15/2003
3/1/2004
5.75%
80
100
2
3
8.39% =RENDTO.PER.IRREGULAR.1

DTO.PER.IRREGULAR.1

CALCULO DEL RENDIMIENTO DE UN BONO

PERIODO IRREGULAR
DESCRIPCION
Fecha de Liquidacin
Fecha de Vencimiento
Ultimo Vencimiento
Tasa de Inters
Precio
Valor de Rescate
Frecuencia
Base
RENDIMIENTO

DATOS
5/17/2015
5/17/2016
11/11/2014
7.80%
85
100
2
3
25.61% =RENDTO.PER.IRREGULAR.2

DTO.PER.IRREGULAR.2

Datos Obtenidos de finance.yahoo.com

Date
5/23/2016
5/16/2016
5/9/2016
5/2/2016
4/25/2016
4/18/2016
4/11/2016
4/4/2016
3/28/2016
3/21/2016
3/14/2016
3/7/2016
2/29/2016
2/22/2016
2/16/2016
2/8/2016
2/1/2016
1/25/2016
1/19/2016
1/11/2016
1/4/2016
12/28/2015
12/21/2015
12/14/2015
12/7/2015
11/30/2015
11/23/2015
11/16/2015
11/9/2015
11/2/2015
10/26/2015
10/19/2015
10/12/2015
10/5/2015
9/28/2015
9/21/2015
9/14/2015
9/8/2015
8/31/2015
8/24/2015
8/17/2015
8/10/2015
8/3/2015
7/27/2015
7/20/2015
7/13/2015
7/6/2015
6/29/2015
6/22/2015
6/15/2015
6/8/2015
6/1/2015
5/26/2015
5/18/2015
5/11/2015
5/4/2015
4/27/2015
4/20/2015
4/13/2015
4/6/2015
3/30/2015
3/23/2015
3/16/2015
3/9/2015
3/2/2015
2/23/2015
2/17/2015
2/9/2015
2/2/2015
1/26/2015
1/20/2015
1/12/2015
1/5/2015
12/29/2014
12/22/2014
12/15/2014
12/8/2014
12/1/2014
11/24/2014
11/17/2014
11/10/2014
11/3/2014
10/27/2014
10/20/2014
10/13/2014
10/6/2014
9/29/2014
9/22/2014
9/15/2014
9/8/2014
9/2/2014
8/25/2014
8/18/2014
8/11/2014
8/4/2014
7/28/2014
7/21/2014
7/14/2014
7/7/2014
6/30/2014
6/23/2014
6/16/2014
6/9/2014
6/2/2014
5/27/2014
5/19/2014
5/12/2014
5/5/2014
4/28/2014
4/21/2014
4/14/2014
4/7/2014
3/31/2014
3/24/2014
3/17/2014
3/10/2014
3/3/2014
2/24/2014
2/18/2014
2/10/2014
2/3/2014
1/27/2014
1/21/2014
1/13/2014
1/6/2014
12/30/2013
12/23/2013
12/16/2013
12/9/2013
12/2/2013
11/25/2013
11/18/2013
11/11/2013
11/4/2013
10/28/2013
10/21/2013
10/14/2013
10/7/2013
9/30/2013
9/23/2013
9/16/2013
9/9/2013
9/3/2013
8/26/2013
8/19/2013
8/12/2013
8/5/2013
7/29/2013
7/22/2013
7/15/2013
7/8/2013
7/1/2013
6/24/2013
6/17/2013
6/10/2013
6/3/2013
5/30/2013

Coca Cola (KO)

Adj Close
Retorno
44.439209 0.0188850402
43.615528 -0.0308709473
45.004871 0.0006619218
44.975101 0.0116071738
44.459057 0.0058373969
44.201038 -0.0338394591
45.749165 -0.0164283542
46.513302 0.0008540761
46.47361 0.0274242831
45.233124 -0.0004385127
45.252968 0.0088495157
44.856014
0.032702227
43.435574 0.0224849557
42.480404 -0.0143934541
43.100773 0.0153097005
42.450863 0.0157869951
41.791107 -0.0111835748
42.263767
0.020446885
41.41692 0.0134940545
40.865479 -0.0002408544
40.875324 -0.0337523297
42.303154 -0.0133211769
42.87429 0.0244706422
41.850189
0.005441178
41.623707 -0.0235620563
42.628113 0.0032445088
42.490253 0.0247683516
41.463276 0.0253745815
40.437199 -0.0138226572
41.003983 -0.0092089911
41.385098 -0.0102828226
41.815075 0.0183246231
41.062618
0
41.062618 0.0403565991
39.469753 0.0194346212
38.717297 0.0164186169
38.091881
0.022292196
37.261246 -0.001548593
37.319038 -0.0235742515
38.220047 -0.0020237065
38.29755 -0.0416969565
39.963924 -0.0124491348
40.467712 0.0167963807
39.799229 0.0158260858
39.179176 -0.0196364101
39.963924 0.0212923922
39.130737 0.0227904685
38.258801 -0.0127498604
38.752895 -0.0099010673
39.140427 0.0110110925
38.714142 0.0047299786
38.531887 -0.0209961025
39.358257 -0.0060665706
39.598484 -0.0074662948
39.896362 0.0131772285
39.377476 0.0017110311
39.310215 0.0004891197
39.290997 0.0146402232
38.724068 -0.0141878646
39.281387 0.0049163438
39.089211 0.0149701117
38.512672 -0.0140221615
39.060383 0.0185417634
38.349319 -0.0308005187
39.568035 -0.0411085103
41.264351 0.0316892468
39.99688 -0.0004763601
40.015942 0.0130277645
39.501328 0.0068011336
39.234489 -0.0494112694
41.273884 0.0183400414
40.530552 -0.011619808
41.007046 0.0211201078
40.158886 -0.0190875806
40.940338 0.0240762747
39.977821 0.0254216866
38.986713 -0.0601883783
41.48354 -0.0289985164
42.722427 0.0143791954
42.116821 0.0414229037
40.441612 0.0096880752
40.05357 0.0105061832
39.637135 0.0207166376
38.832653 -0.0431437296
40.58358 -0.0357544359
42.088428 0.0341861031
40.697151 0.0189572363
39.939999 0.0035673125
39.798027
0.01423059
39.239624 -0.0018631558
39.31287 0.0028762923
39.200119 0.0145915158
38.636356 0.0058707885
38.410854 0.0362484098
37.067226 0.0040723096
36.916889 -0.0417073117
38.523605 -0.0337025647
39.867233 0.0109602083
39.435017 -0.0061567849
39.679314 0.0009481676
39.641727
0.011993257
39.171928 0.0326975442
37.931656 -0.0077187634
38.226719 0.0019555405
38.152111 0.0081320176
37.84436 -0.0075811904
38.133457 0.0004893111
38.114807 -0.0019536303
38.189415 -0.0014630268
38.245369 0.0071217263
37.974922
0.054103094
36.025814 0.0107272987
35.643456 -0.018741919
36.324242 0.0132674838
35.848621 0.0070736654
35.596821 -0.0020124422
35.668602
0.009162348
35.344761 0.0274340854
34.401001 -0.0449525001
36.020199 0.0258234388
35.113449 0.0034373857
34.993164 -0.0262615687
35.936924 -0.0112016178
36.344036 -0.0211812094
37.130505 -0.0081561419
37.435837 -0.0049189424
37.620892 0.0154845028
37.047234
0.020647519
36.297775 -0.0304003354
37.435837 0.0067180354
37.18602 0.0010274079
37.147854 0.0052212558
36.954903 0.0042447421
36.798702 0.0111083234
36.394421 0.0148604197
35.861504 0.0064465446
35.631802 0.0267408522
34.703793 0.0153224969
34.180069 -0.0312499486
35.28265 -0.0253807104
36.201469 0.0183510095
35.549107 0.0162030282
34.982288 0.0044524655
34.827221 -0.0088265588
35.137363 -0.0135722876
35.620819 -0.0276395165
36.633347 -0.0014917381
36.688076 -0.010334655
37.071194 -0.0109515908
37.481678 0.0014623956
37.426945 0.0125863694
36.961731 0.0102218126
36.587738 0.0088028801
36.268471 -0.0143778093
36.797539 -0.0191058701
37.514282 0.0355087622
36.227875

S&P 500 (SP)

Adj Close
Retorno
209.152328
0.0231155152
204.426895
0.0035651675
203.700668
-0.004666535
204.655701
-0.0029564915
205.262558
-0.0126333969
207.888901
0.0057272573
206.705048
0.0160391204
203.442017
-0.0116953695
205.849503
0.0187081994
202.069153
-0.0061650486
203.322647
0.0131886826
200.675995
0.011625053
198.369934
0.0273719596
193.084824
0.0160936841
190.026596
0.028773496
184.711792
-0.0070231132
186.018219
-0.029785247
191.728912
0.0167960784
188.561813
0.0144295459
185.879654
-0.0214152108
189.947418
-0.0586157279
201.774582
-0.0088000805
203.565979
0.0282970749
197.964172
-0.0033167516
198.622955
-0.0369238961
206.238068
0.0002862609
206.179047
0.0011944269
205.933075
0.03342553
199.272293
-0.0357074856
206.651291
0.0101476457
204.575333
0.0020239995
204.162109
0.0208589133
199.990524
0.0096359475
198.081818
0.0324615429
191.853943
0.0110437435
189.758301
-0.0132003113
192.296677
-0.0013922432
192.564774
0.021548489
188.502823
-0.033570911
195.050858
0.007329484
193.631638
-0.0553432729
204.975662
0.0070689749
203.536865
-0.0121139967
206.032745
0.0120192322
203.5858
-0.0210382683
207.960938
0.0240505529
203.076828
0.0007716628
202.920242
-0.0119149803
205.367188
-0.0046961132
206.336166
0.0086921262
204.558121
0.0011440878
204.324356
-0.0064885486
205.658783
-0.0086859169
207.46077
0.0025889616
206.925049
0.0038749101
206.126328
0.0042710563
205.249695
-0.0043940268
206.155548
0.0177927905
202.55159
-0.0099505228
204.587341
0.0174384928
201.080795
0.0034023278
200.398972
-0.0221947655
204.947739
0.026814462
199.595688
-0.0080481782
201.215103
-0.0150005382
204.279404
-0.0027456453
204.841827
0.0069596345
203.426056
0.0205789541
199.324173
0.0305840936
193.408936
-0.026930727
198.761734
0.0165649699
195.522903
-0.0128274484
198.063553
-0.005743957
199.207794
-0.0144406452
202.126633
0.0092968509
200.264801
0.0336991897
193.736053
-0.0341826591
200.59285
0.0038610241
199.821335
0.0025159561
199.319855
0.0119466296
196.966766
0.0044261617
196.098801
0.0083308019
194.478638
0.0266253138
189.434875
0.0422348031
181.758347
-0.0108638138
183.754623
-0.0304295525
189.521683
-0.0069731381
190.852524
-0.013951164
193.552811
0.012595543
191.145233
-0.0098453509
193.045837
0.0019929059
192.66188
0.0076308753
191.202835
0.0177293922
187.871979
0.0128337685
185.491425
0.0038442409
184.781082
-0.0264010224
189.791779 5.05737680E-005
189.782181
0.005594838
188.726288
-0.0080221277
190.252518
0.012153911
187.967972
-0.0006123515
188.083145
0.0141601414
185.457047
-0.006397773
186.651199
0.014012878
184.071823
0.0122405323
181.845932
0.0122308161
179.648682
0.0004788522
179.562698
-0.0005317652
179.658234
0.0095013747
177.9673
-0.0005365297
178.062836
0.0268856125
173.400848
-0.0262339381
178.072388
0.0049058919
177.203049
-0.0038131208
177.881332
0.0127899818
175.634964
-0.0191225049
179.059021
0.0105749064
177.185303
0.0130512637
174.902603
-0.0007064198
175.026245
0.0241541191
170.898346
0.0084184103
169.471664
-0.0039689745
170.146973
-0.0258658376
174.664825
-0.0027152847
175.140381
0.0068346876
173.951477
-0.0052216755
174.864563
0.0126129447
172.686478
0.0249043178
168.490341
-0.0156405571
171.167496
-0.0003315068
171.224258
0.0010507966
171.044525
0.004221022
170.325577
0.0155677951
167.71463
0.0061289444
166.692978
0.0014777797
166.447006
0.0089454244
164.971268
0.0242570924
161.064316
0.0081117776
159.768311
-0.0001185076
159.787247
-0.0106021022
161.499481
0.0131231804
159.407547
0.0198146165
156.310318
0.0146042676
154.060379
-0.017824973
156.856339
0.0047638615
156.11264
-0.0205540144
159.388718
-0.0095934499
160.932617
0.0108804851
159.200439
-0.0003546031
159.256912
0.0099098709
157.694183
0.0275425644
153.4673
0.0162074733
151.019653
0.0084868079
149.748764
-0.0200288324
152.809357
-0.0098301003
154.326401
0.0082594268
153.062195

BETA: MEDICION DE LA SENSIBILIDAD DE UNA ACCION ANTE LAS FLUCTUACIONES DEL MERCADO
COVARIANZA

=COVAR(EMPRESA, MERCADO)

0.0001880052

VARIANZA

=VARP(MERCADO)

0.0002874396

BETA

COVARIANZA/VARIANZA

0.6540684935

BETA

=PENDIENTE(EJEY, EJEX)
EJE Y =
EMPRESA
EJE X =
MERCADO

los precios no varian o no hay demasiada variacion

0.6540684935
cocacola
S&P

adj clse = fecha de cierre

COCA-COLA
0.08

0.06

0.04
f(x) = 0.6540684935x + 0.0001126198
R = 0.2984566548
MERCADO

-0.08

-0.06

-0.04

-0.02

0.02

-0.02

-0.04

-0.06

-0.08
COCA-COLA

RENTABILIDAD PROMEDIO

=PROMEDIO(Numero1, Numero2, )

39.195516465

VOLATILIDAD

=DESVEST.P(Numero1, Numero2, )

2.7046567968

0.02

0.04

0.06

Datos Obtenidos de finance.yahoo.com

Date
5/23/2016
5/16/2016
5/9/2016
5/2/2016
4/25/2016
4/18/2016
4/11/2016
4/4/2016
3/28/2016
3/21/2016
3/14/2016
3/7/2016
2/29/2016
2/22/2016
2/16/2016
2/8/2016
2/1/2016
1/25/2016
1/19/2016
1/11/2016
1/4/2016
12/28/2015
12/21/2015
12/14/2015
12/7/2015
11/30/2015
11/23/2015
11/16/2015
11/9/2015
11/2/2015
10/26/2015
10/19/2015
10/12/2015
10/5/2015
9/28/2015
9/21/2015
9/14/2015
9/8/2015
8/31/2015
8/24/2015
8/17/2015
8/10/2015
8/3/2015
7/27/2015
7/20/2015
7/13/2015
7/6/2015
6/29/2015
6/22/2015
6/15/2015
6/8/2015
6/1/2015
5/26/2015
5/18/2015
5/11/2015
5/4/2015
4/27/2015
4/20/2015
4/13/2015
4/6/2015
3/30/2015
3/23/2015
3/16/2015
3/9/2015
3/2/2015
2/23/2015
2/17/2015
2/9/2015
2/2/2015
1/26/2015
1/20/2015
1/12/2015
1/5/2015
12/29/2014
12/22/2014
12/15/2014
12/8/2014
12/1/2014
11/24/2014
11/17/2014
11/10/2014
11/3/2014
10/27/2014
10/20/2014
10/13/2014
10/6/2014
9/29/2014
9/22/2014
9/15/2014
9/8/2014
9/2/2014
8/25/2014
8/18/2014
8/11/2014
8/4/2014
7/28/2014
7/21/2014
7/14/2014
7/7/2014
6/30/2014
6/23/2014
6/16/2014
6/9/2014
6/2/2014
5/27/2014
5/19/2014
5/12/2014
5/5/2014
4/28/2014
4/21/2014
4/14/2014
4/7/2014
3/31/2014
3/24/2014
3/17/2014
3/10/2014
3/3/2014
2/24/2014
2/18/2014
2/10/2014
2/3/2014
1/27/2014
1/21/2014
1/13/2014
1/6/2014
12/30/2013
12/23/2013
12/16/2013
12/9/2013
12/2/2013
11/25/2013
11/18/2013
11/11/2013
11/4/2013
10/28/2013
10/21/2013
10/14/2013
10/7/2013
9/30/2013
9/23/2013
9/16/2013
9/9/2013
9/3/2013
8/26/2013
8/19/2013
8/12/2013
8/5/2013
7/29/2013
7/22/2013
7/15/2013
7/8/2013
7/1/2013
6/24/2013
6/17/2013
6/10/2013
6/3/2013
5/30/2013

Coca Cola (IBM)

Adj Close
Retorno
152.839996
0.0379626214
147.25
-0.0031817018
147.720001
0.0029194651
147.289993
0.0189900557
144.545074
-0.017239004
147.080597
-0.0212233167
150.269821
0.0158686896
147.922485
-0.0207841235
151.06218
0.0308888354
146.535858
0.005846837
145.684067
0.0332255874
140.999283
0.0330913518
136.48288
0.0437022672
130.768021
-0.0078899773
131.807983
0.0994711831
119.883072
-0.0489510774
126.053528
0.0302909653
122.347504
0.0186938846
120.102325
-0.0579097029
127.48494
-0.0121553725
129.053635
-0.0435255224
134.926376
-0.0045570129
135.544052
0.0248332724
132.259613
0.0024521874
131.936081
-0.0417289539
137.681381
0.014227828
135.749954
-0.0002886829
135.789154
0.0512333237
129.17128
-0.0470162424
135.544052
-0.003806347
136.061951
-0.0317942648
140.529999
-0.0379679805
146.076218
-0.013124187
148.018845
0.0540184618
140.432877
-0.0057763473
141.248779
0.0062972381
140.364868
-0.0194069786
143.142838
0.0255393056
139.57811
-0.0289227835
143.735336
-0.0058449348
144.580399
-0.044301709
151.282471
0.0040614378
150.670532
-0.0344607477
156.048065
0.0140219235
153.890228
-0.0739666995
166.182175
0.0333033515
160.826126
0.0112666102
159.034348
-0.002236296
159.390793
-0.0091622169
160.86467
0
160.86467
-0.0024491129
161.259613
-0.0132625819
163.427078
-0.0149228268
165.902817
-0.0060025046
166.904663
0.0033588498
166.345932
0.0018241475
166.043045
0.0229119827
162.323883
0.0567001228
153.613953
-0.0134471509
155.707779
0.0150202057
153.403625
0.000311726
153.35582
-0.015225968
155.726913
0.055742914
147.504578
-0.0266246712
151.539261
-0.0212424177
154.828186
-0.010449129
156.463089
0.0202618264
153.35582
0.023481362
149.837433
0.0294133665
145.556137
-0.01642386
147.986649
-0.0080820455
149.192429
-0.0123813482
151.06279
-0.0182031114
153.863586
-0.0017247777
154.129425
0.0241625043
150.493134
0.0201441568
147.521439
-0.0483248533
155.01239
0.006782947
153.968033
0.0077678576
152.78125
-0.0197368009
155.857376
0.0128955814
153.873093
-0.0074254399
155.024216
0.0143138748
152.836533
-0.1096951885
171.667648
-0.0208679807
175.326355
-0.0145227285
177.910095
-0.0073134916
179.220825
-0.0203092853
182.936127
0.0142200104
180.371246
0.0004184179
180.295807
-0.0057202854
181.333084
0.0099259389
179.550873
0.016170318
176.69368
0.0040186617
175.98645
-0.0074874874
177.314087
-0.0270061335
182.235565
0.0098700632
180.454468
0.0239361636
176.236053
-0.0028111747
176.73288
0.0375322785
170.339645
0.0008813344
170.189651
-0.0055323868
171.136444
-0.0204432151
174.708038
0.0109025248
172.823822
-0.0084973205
174.304947
-0.0059874412
175.354874
-0.0158880362
178.185898
-0.0013231778
178.421982
0.0095449085
176.735062
-0.0019997888
177.089203
-0.0265383368
181.916977
0.0178338681
178.729538
0.006930957
177.499298
0.0202496737
173.976334
0.0244771944
169.819626
-0.0291452695
174.917648
0.0135550557
172.578339
0.0130204791
170.360168
-0.0048996029
171.198975
0.0363328612
165.196899
0.0087260471
163.767853
-0.0164775235
166.511551
-0.0549738836
176.19783
0.0151126264
173.574661
0.0033219197
172.999969
0.0084287345
171.553986
0.0281080549
166.86377
0.0417823448
160.171432
-0.0274103279
164.685516
-0.0111865175
166.548615
-0.0089355247
168.050232
-0.0103171687
169.802109
0.0177787862
166.835968
0.0096334638
165.244095
0.0134576965
163.04982
0.0176660531
160.219376
-0.0665019722
171.633331
0.011189538
169.734085
-0.0150865748
172.334015
-0.0163141353
175.192123
-0.0111879854
177.174347
0.0499371505
168.747574
0.004169664
168.046875
-0.0169884288
170.951065
0.0004316606
170.877304
-0.0132042549
173.163803
-0.0327991949
179.036041
-0.0110970357
181.045105
0.0196858707
177.549881
0.0076534094
176.20134
-0.014671811
178.825027
0.0199883986
175.320648
-0.0222552444
179.311264
-0.0333332758
185.4944
-0.020111454
189.301529
-0.0080280849
190.833557

S&P 500 (SP)

Adj Close
Retorno
209.152328
0.0231155152
204.426895
0.0035651675
203.700668
-0.004666535
204.655701 -0.0029564915
205.262558 -0.0126333969
207.888901
0.0057272573
206.705048
0.0160391204
203.442017 -0.0116953695
205.849503
0.0187081994
202.069153 -0.0061650486
203.322647
0.0131886826
200.675995
0.011625053
198.369934
0.0273719596
193.084824
0.0160936841
190.026596
0.028773496
184.711792 -0.0070231132
186.018219
-0.029785247
191.728912
0.0167960784
188.561813
0.0144295459
185.879654 -0.0214152108
189.947418 -0.0586157279
201.774582 -0.0088000805
203.565979
0.0282970749
197.964172 -0.0033167516
198.622955 -0.0369238961
206.238068
0.0002862609
206.179047
0.0011944269
205.933075
0.03342553
199.272293 -0.0357074856
206.651291
0.0101476457
204.575333
0.0020239995
204.162109
0.0208589133
199.990524
0.0096359475
198.081818
0.0324615429
191.853943
0.0110437435
189.758301 -0.0132003113
192.296677 -0.0013922432
192.564774
0.021548489
188.502823
-0.033570911
195.050858
0.007329484
193.631638 -0.0553432729
204.975662
0.0070689749
203.536865 -0.0121139967
206.032745
0.0120192322
203.5858 -0.0210382683
207.960938
0.0240505529
203.076828
0.0007716628
202.920242 -0.0119149803
205.367188 -0.0046961132
206.336166
0.0086921262
204.558121
0.0011440878
204.324356 -0.0064885486
205.658783 -0.0086859169
207.46077
0.0025889616
206.925049
0.0038749101
206.126328
0.0042710563
205.249695 -0.0043940268
206.155548
0.0177927905
202.55159 -0.0099505228
204.587341
0.0174384928
201.080795
0.0034023278
200.398972 -0.0221947655
204.947739
0.026814462
199.595688 -0.0080481782
201.215103 -0.0150005382
204.279404 -0.0027456453
204.841827
0.0069596345
203.426056
0.0205789541
199.324173
0.0305840936
193.408936
-0.026930727
198.761734
0.0165649699
195.522903 -0.0128274484
198.063553
-0.005743957
199.207794 -0.0144406452
202.126633
0.0092968509
200.264801
0.0336991897
193.736053 -0.0341826591
200.59285
0.0038610241
199.821335
0.0025159561
199.319855
0.0119466296
196.966766
0.0044261617
196.098801
0.0083308019
194.478638
0.0266253138
189.434875
0.0422348031
181.758347 -0.0108638138
183.754623 -0.0304295525
189.521683 -0.0069731381
190.852524
-0.013951164
193.552811
0.012595543
191.145233 -0.0098453509
193.045837
0.0019929059
192.66188
0.0076308753
191.202835
0.0177293922
187.871979
0.0128337685
185.491425
0.0038442409
184.781082 -0.0264010224
189.791779 5.0573768E-005
189.782181
0.005594838
188.726288 -0.0080221277
190.252518
0.012153911
187.967972 -0.0006123515
188.083145
0.0141601414
185.457047
-0.006397773
186.651199
0.014012878
184.071823
0.0122405323
181.845932
0.0122308161
179.648682
0.0004788522
179.562698 -0.0005317652
179.658234
0.0095013747
177.9673 -0.0005365297
178.062836
0.0268856125
173.400848 -0.0262339381
178.072388
0.0049058919
177.203049 -0.0038131208
177.881332
0.0127899818
175.634964 -0.0191225049
179.059021
0.0105749064
177.185303
0.0130512637
174.902603 -0.0007064198
175.026245
0.0241541191
170.898346
0.0084184103
169.471664 -0.0039689745
170.146973 -0.0258658376
174.664825 -0.0027152847
175.140381
0.0068346876
173.951477 -0.0052216755
174.864563
0.0126129447
172.686478
0.0249043178
168.490341 -0.0156405571
171.167496 -0.0003315068
171.224258
0.0010507966
171.044525
0.004221022
170.325577
0.0155677951
167.71463
0.0061289444
166.692978
0.0014777797
166.447006
0.0089454244
164.971268
0.0242570924
161.064316
0.0081117776
159.768311 -0.0001185076
159.787247 -0.0106021022
161.499481
0.0131231804
159.407547
0.0198146165
156.310318
0.0146042676
154.060379
-0.017824973
156.856339
0.0047638615
156.11264 -0.0205540144
159.388718 -0.0095934499
160.932617
0.0108804851
159.200439 -0.0003546031
159.256912
0.0099098709
157.694183
0.0275425644
153.4673
0.0162074733
151.019653
0.0084868079
149.748764 -0.0200288324
152.809357 -0.0098301003
154.326401
0.0082594268
153.062195

RENTABILIDAD PROMEDIO

=PROMEDIO(Numero1, Numero2, )

VOLATILIDAD

=DESVEST.P(Numero1, Numero2, )

BETA: MEDICION DE LA SENSIBILIDAD DE UNA ACCION ANTE LAS FLUCTUACIONES DEL MERCADO
COVARIANZA

=COVAR(EMPRESA, MERCADO)

VARIANZA

=VARP(MERCADO)

0.00028744

0.0002226

BETA

COVARIANZA/VARIANZA

0.77443073

BETA

=PENDIENTE(EJEY, EJEX)
EJE Y =
EMPRESA
EJE X =
MERCADO

0.77443073

BETA
0.15

0.1

0.05

MERCADO
-0.08

f(x) = 0.7744307279x - 0.0027264218

R = 0.2415270451
-0.06

-0.04

-0.02

-0.05

-0.1

-0.15
COCA-COLA

0.02

0.04

0.06

Datos Obtenidos de finance.yahoo.com

Date
5/23/2016
5/16/2016
5/9/2016
5/2/2016
4/25/2016
4/18/2016
4/11/2016
4/4/2016
3/28/2016
3/21/2016
3/14/2016
3/7/2016
2/29/2016
2/22/2016
2/16/2016
2/8/2016
2/1/2016
1/25/2016
1/19/2016
1/11/2016
1/4/2016
12/28/2015
12/21/2015
12/14/2015
12/7/2015
11/30/2015
11/23/2015
11/16/2015
11/9/2015
11/2/2015
10/26/2015
10/19/2015
10/12/2015
10/5/2015
9/28/2015
9/21/2015
9/14/2015
9/8/2015
8/31/2015
8/24/2015
8/17/2015

Coca Cola (KO)

Adj Close
Retorno
44.439209 0.01888504
43.615528 -0.03087095
45.004871 0.00066192
44.975101 0.01160717
44.459057 0.0058374
44.201038 -0.03383946
45.749165 -0.01642835
46.513302 0.00085408
46.47361 0.02742428
45.233124 -0.00043851
45.252968 0.00884952
44.856014 0.03270223
43.435574 0.02248496
42.480404 -0.01439345
43.100773 0.0153097
42.450863
0.015787
41.791107 -0.01118357
42.263767 0.02044688
41.41692 0.01349405
40.865479 -0.00024085
40.875324 -0.03375233
42.303154 -0.01332118
42.87429 0.02447064
41.850189 0.00544118
41.623707 -0.02356206
42.628113 0.00324451
42.490253 0.02476835
41.463276 0.02537458
40.437199 -0.01382266
41.003983 -0.00920899
41.385098 -0.01028282
41.815075 0.01832462
41.062618
0
41.062618 0.0403566
39.469753 0.01943462
38.717297 0.01641862
38.091881 0.0222922
37.261246 -0.00154859
37.319038 -0.02357425
38.220047 -0.00202371
38.29755 -0.04169696

S&P 500 (SP)

Adj Close
Retorno
209.152328 0.02311552
204.426895 0.00356517
203.700668 -0.00466654
204.655701 -0.00295649
205.262558 -0.0126334
207.888901 0.00572726
206.705048 0.01603912
203.442017 -0.01169537
205.849503 0.0187082
202.069153 -0.00616505
203.322647 0.01318868
200.675995 0.01162505
198.369934 0.02737196
193.084824 0.01609368
190.026596 0.0287735
184.711792 -0.00702311
186.018219 -0.02978525
191.728912 0.01679608
188.561813 0.01442955
185.879654 -0.02141521
189.947418 -0.05861573
201.774582 -0.00880008
203.565979 0.02829707
197.964172 -0.00331675
198.622955 -0.0369239
206.238068 0.00028626
206.179047 0.00119443
205.933075 0.03342553
199.272293 -0.03570749
206.651291 0.01014765
204.575333
0.002024
204.162109 0.02085891
199.990524 0.00963595
198.081818 0.03246154
191.853943 0.01104374
189.758301 -0.01320031
192.296677 -0.00139224
192.564774 0.02154849
188.502823 -0.03357091
195.050858 0.00732948
193.631638 -0.05534327

8/10/2015
8/3/2015
7/27/2015
7/20/2015
7/13/2015
7/6/2015
6/29/2015
6/22/2015
6/15/2015
6/8/2015
6/1/2015
5/26/2015
5/18/2015
5/11/2015
5/4/2015
4/27/2015
4/20/2015
4/13/2015
4/6/2015
3/30/2015
3/23/2015
3/16/2015
3/9/2015
3/2/2015
2/23/2015
2/17/2015
2/9/2015
2/2/2015
1/26/2015
1/20/2015
1/12/2015
1/5/2015
12/29/2014
12/22/2014
12/15/2014
12/8/2014

39.963924
40.467712
39.799229
39.179176
39.963924
39.130737
38.258801
38.752895
39.140427
38.714142
38.531887
39.358257
39.598484
39.896362
39.377476
39.310215
39.290997
38.724068
39.281387
39.089211
38.512672
39.060383
38.349319
39.568035
41.264351
39.99688
40.015942
39.501328
39.234489
41.273884
40.530552
41.007046
40.158886
40.940338
39.977821
38.986713

-0.01244913
0.01679638
0.01582609
-0.01963641
0.02129239
0.02279047
-0.01274986
-0.00990107
0.01101109
0.00472998
-0.0209961
-0.00606657
-0.00746629
0.01317723
0.00171103
0.00048912
0.01464022
-0.01418786
0.00491634
0.01497011
-0.01402216
0.01854176
-0.03080052
-0.04110851
0.03168925
-0.00047636
0.01302776
0.00680113
-0.04941127
0.01834004
-0.01161981
0.02112011
-0.01908758
0.02407627
0.02542169
#DIV/0!

204.975662
203.536865
206.032745
203.5858
207.960938
203.076828
202.920242
205.367188
206.336166
204.558121
204.324356
205.658783
207.46077
206.925049
206.126328
205.249695
206.155548
202.55159
204.587341
201.080795
200.398972
204.947739
199.595688
201.215103
204.279404
204.841827
203.426056
199.324173
193.408936
198.761734
195.522903
198.063553
199.207794
202.126633
200.264801
193.736053

0.00706897
-0.012114
0.01201923
-0.02103827
0.02405055
0.00077166
-0.01191498
-0.00469611
0.00869213
0.00114409
-0.00648855
-0.00868592
0.00258896
0.00387491
0.00427106
-0.00439403
0.01779279
-0.00995052
0.01743849
0.00340233
-0.02219477
0.02681446
-0.00804818
-0.01500054
-0.00274565
0.00695963
0.02057895
0.03058409
-0.02693073
0.01656497
-0.01282745
-0.00574396
-0.01444065
0.00929685
0.03369919
#DIV/0!