UNIVERSIDAD TECNICA DE AMB

FACULTAD DE CONTABILIDAD Y
AUDITORIA
CARRERA INGENIERIA FINANIER

trabajo FINAL

INTEGRANTES:
LIZETH MORENO
paola bayas
jessica llundo
ALEXANDER LAGUATASIG
 paola bayas
jessica llundo
ALEXANDER LAGUATASIG

CURSO: sextO "A"

 A DE AMBATO
ABILIDAD Y
A
A FINANIERA

AL

ES:
ENO
s
do
UATASIG
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do
UATASIG

O "A"
 TAREA 1
Tomar una accion y el indice Estándar & Poor's ^ GSPC en termino mensual (5 años=61 observaciones)

GSPC
RENDIMIENTO
Date Adj Close VOLUMEN (RI-Re)^2 GPSC
6/1/2013 1606.280029 74946790000 282988.16
7/1/2013 1685.72998 68106820000 204771.06 0.0494620798
8/1/2013 1632.969971 64802810000 255304.21 -0.0312980190
9/1/2013 1681.550049 66174410000 208571.51 0.0297495232
10/1/2013 1756.540039 76647400000 145699.7 0.0445957526
11/1/2013 1805.810059 63628190000 110513.88 0.0280494716
12/1/2013 1848.359985 64958820000 84034.101 0.0235627916
1/1/2014 1782.589966 75871910000 126491.46 -0.0355829057
2/1/2014 1859.449951 69725590000 77727.429 0.0431170300
3/1/2014 1872.339966 71885030000 70706.202 0.0069321656
4/1/2014 1883.949951 71595810000 64666.655 0.0062007890
5/1/2014 1923.569946 63623630000 46085.956 0.0210302800
6/1/2014 1960.22998 63283380000 31689.826 0.0190583317
7/1/2014 1930.670044 66524690000 43087.92 -0.0150798306
8/1/2014 2003.369995 58131140000 18191.63 0.0376552955
9/1/2014 1972.290039 66706000000 27541.495 -0.0155138372
10/1/2014 2018.050049 93714040000 14447.149 0.0232014608
11/1/2014 2067.560059 63600190000 4996.5509 0.0245335888
12/1/2014 2058.899902 80743820000 6295.8579 -0.0041885879
1/1/2015 1994.98999 77330040000 20522.383 -0.0310408058
2/1/2015 2104.5 68775560000 1138.8157 0.0548925110
3/1/2015 2067.889893 76675850000 4950.0302 -0.0173961069
4/1/2015 2085.51001 72060940000 2781.1209 0.0085208197
5/1/2015 2107.389893 65187730000 952.12057 0.0104913824
6/1/2015 2063.110107 73213980000 5645.4541 -0.0210116724
7/1/2015 2103.840088 77920590000 1183.7904 0.0197420297
8/1/2015 1972.180054 84626790000 27578.013 -0.0625808182
9/1/2015 1920.030029 79989370000 47618.36 -0.0264428316
10/1/2015 2079.360107 85844900000 3467.5889 0.0829831178
11/1/2015 2080.409912 75943590000 3345.0529 0.0005048693
12/1/2015 2043.939941 83649260000 8893.6976 -0.0175301852
 1/1/2016 1940.23999 92409770000 39206.516 -0.0507353220
2/1/2016 1932.22998 93049560000 42442.742 -0.0041283604
3/1/2016 2059.73999 92639420000 6163.2476 0.0659911146
4/1/2016 2065.300049 81124990000 5321.1619 0.0026993985
5/1/2016 2096.949951 78883600000 1705.3921 0.0153246024
6/1/2016 2098.860107 86852700000 1551.2757 0.0009109211
7/1/2016 2173.600098 69530250000 1249.8879 0.0356098011
8/1/2016 2170.949951 75610310000 1069.5259 -0.0012192431
9/1/2016 2168.27002 77270240000 901.42112 -0.0012344508
10/1/2016 2126.149902 73196630000 146.32391 -0.0194256793
11/1/2016 2198.810059 88299760000 3667.9636 0.0341745222
12/1/2016 2238.830078 75251240000 10117.088 0.0182007622
1/1/2017 2278.870117 70483180000 19775.046 0.0178843582
2/1/2017 2363.639893 69162420000 50802.252 0.0371981603
3/1/2017 2362.719971 81547770000 50388.409 -0.0003891972
4/1/2017 2384.199951 65265670000 60493.177 0.0090912085
5/1/2017 2411.800049 79607170000 74831.63 0.0115762514
6/1/2017 2423.409912 81002490000 81318.261 0.0048137751
7/1/2017 2470.300049 63169400000 110259.66 0.0193488261
8/1/2017 2471.649902 70616030000 111157.93 0.0005464328
9/1/2017 2519.360107 66337980000 145247.7 0.0193029785
10/1/2017 2575.26001 70871570000 190980.94 0.0221881353
11/1/2017 2584.840088 95142800000 199446 0.0037200430
12/1/2017 2673.610107 65251190000 286614.36 0.0343425574
1/1/2018 2823.810059 76860120000 469997.61 0.0561787044
2/1/2018 2713.830078 79579410000 331296.63 -0.0389473721
3/1/2018 2640.870117 76349800000 252630.66 -0.0268844986
4/1/2018 2648.050049 69648590000 259899.82 0.0027187751
5/1/2018 2705.27002 75617280000 321515.85 0.0216083420
2138.2463439667 5082086

GSPC
DESVIACION 293.4911323312
VARIANZA 86137.044757052
VOLATILIDAD 0.0285619261

COVARIANZA -0.0001264695
BETA -0.00000000147

RENDIMIENTO
ESPERADO 0.93%
 TAREA 1
al (5 años=61 observaciones) y calcular la desviacion estandar, el rendimiento esperado y beta.

MAC

Adj Close Volume (RI-Re)^2 RENDIMIENTO MAC

25.301664 19580200 67.697978577

24.077112 27094800 89.3484354255 -0.0483980816
25.295753 34954800 67.7952834922 0.0506140853
25.599787 27167300 62.8810164746 0.0120191718
27.797153 21247900 32.860285176 0.0858353236
28.73424 30023500 22.99492255 0.0337116179
28.891878 21660100 21.5079286136 0.0054860682
29.410982 30368900 16.9625375719 0.0179671256
25.863655 36717400 58.765825541 -0.1206123277
25.960724 15745100 57.2870079355 0.0037531045
25.816607 23744300 59.489368371 -0.0055513475
26.359461 23593900 51.4100634586 0.0210273178
28.050312 15309800 30.021962854 0.0641458867
31.467607 24053200 4.2515764941 0.1218273437
29.42285 19235300 16.864920278 -0.0649797425
31.656475 12976500 3.508380486 0.0759146378
30.749971 16655500 7.7260156853 -0.0286356583
31.906254 15075200 2.6350643638 0.0376027346
32.800568 10528100 0.5314032871 0.0280294265
32.364086 10049400 1.3582879987 -0.0133071476
33.810364 16145100 0.0788609208 0.0446877443
37.039497 16489300 12.319783166 0.0955071942
40.996315 16323700 55.7526970424 0.1068269907
39.016407 10500300 30.1056860651 -0.0482947797
37.09441 12387800 12.7082829068 -0.0492612505
36.764927 19842100 10.4677152355 -0.0088822817
36.343113 20504300 7.9161810218 -0.0114732718
32.741955 18192700 0.6202934926 -0.0990877694
30.136248 16223200 11.5144450753 -0.0795831220
32.872536 15331500 0.4316570592 0.0907972353
32.186146 14142800 1.8047131711 -0.0208803483
 31.228756 15468900 5.2936168313 -0.0297454066
27.548189 18399500 35.7765853056 -0.1178582650
30.920481 14169900 6.8071999975 0.1224142901
33.470722 13697800 0.0034598081 0.0824774039
32.640347 12570000 0.7906679851 -0.0248089958
34.081604 16079800 0.3047723046 0.0441556887
34.345364 15860100 0.6655653181 0.0077390724
35.688251 12873000 4.660023971 0.0390995128
36.684864 16224200 9.9560560823 0.0279255209
36.59293 13854400 9.3843452216 -0.0025060472
38.045937 7951600 20.3978225917 0.0397073150
38.084179 11794500 20.7447169872 0.0010051533
36.912483 10213700 11.4442889074 -0.0307659514
40.896263 12098800 54.2685763274 0.1079250074
40.290035 14378500 45.7042638003 -0.0148235549
42.666824 13629200 83.4899199109 0.0589919815
41.858391 13833700 69.3697234438 -0.0189475786
38.341118 18931100 23.1512623207 -0.0840279073
37.643478 18021000 16.924468315 -0.0181956092
37.965675 16702300 19.6792748107 0.0085591719
32.490417 16225400 1.0797810427 -0.1442160056
35.652077 10207300 4.5051542602 0.0973105393
35.780075 8924000 5.0648981839 0.0035901976
35.553619 8469500 4.0968871622 -0.0063291091
34.554325 10965200 1.0501799238 -0.0281066746
36.519218 10705500 8.9381617877 0.0568638803
42.235271 10181900 75.7897150999 0.1565217798
37.38258 12975500 14.845900802 -0.1148966465
39.169998 12226400 31.8147423838 0.0478141958
33.53 1405.620610677

Cinemark Holdings, Inc.

DESVIACION 4.8809915127
VARIANZA 23.8240781471
VOLATILIDAD 0.0655947848
RENDIMIENTO
ESPERADO 0.96%
 Gráfica
0.20

0.15

0.10

0.05

f(x) = - 0.1550282576x + 0.0109913932

GSPC

R² = 0.0045567803 0.00
-0.08 -0.06 -0.04 -0.02 0.00 0.02 0.04 0.06 0.08 0.10

-0.05

-0.10

-0.15

-0.20
Cinemark Holdings, Inc.
0.08 0.10