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𝒓_𝒆=𝑹_𝒇+𝜷_𝒋×(𝑹_𝒎−𝑹_𝒇 )
Nombres de Numero de
Industrias Firmas Beta Interpretación
Por ejemplo:
Asumimos, que se tienen los siguinetes datos para el calculo del CAPM
Rf = 1.50%
Rm = 6.5%
0.00284%
0.01688%
0.168
-0.108%
2.02%
1.66%
Fecha de Precio Rentab Rentab
Precio BVL
cotización Buenavent Buenavent BVL
12/30/2019 47.77 0.00% 2.240 0.00%
12/27/2019 47.77 0.00% 2.240 0.00%
12/26/2019 47.77 0.00% 2.240 0.00% Covarianza 0.0033%
12/24/2019 47.77 0.00% 2.240 0.00% Varianza 0.0169%
12/23/2019 47.77 0.00% 2.240 2.75%
12/20/2019 47.77 -6.33% 2.180 0.00% Beta = 0.198
12/19/2019 51.00 0.00% 2.180 4.31% Rm = -0.108%
12/18/2019 51.00 0.00% 2.090 0.00% Rf = 2.02%
12/17/2019 51.00 0.00% 2.090 0.00%
12/16/2019 51.00 0.00% 2.090 0.00% CAPM = 1.60%
12/13/2019 51.00 0.00% 2.090 0.00%
12/12/2019 51.00 0.00% 2.090 0.00%
12/11/2019 51.00 0.00% 2.090 3.98% Tarea:
12/10/2019 51.00 0.00% 2.010 0.00% Calcular el Beta del mercado NASDAQ
12/9/2019 51.00 0.00% 2.010 -1.95% Calcular el CAPM de las empresas Alphabe
12/6/2019 51.00 0.00% 2.050 0.00% Se debe tomar las fechas desde enero 201
12/5/2019 51.00 0.00% 2.050 -1.91%
12/4/2019 51.00 0.00% 2.090 -3.24%
12/3/2019 51.00 0.00% 2.160 -0.92%
12/2/2019 51.00 0.00% 2.180 0.00%
11/29/2019 51.00 0.00% 2.180 0.93%
11/28/2019 51.00 0.00% 2.160 0.00%
11/27/2019 51.00 3.03% 2.160 -3.57%
11/26/2019 49.50 0.00% 2.240 1.82%
11/25/2019 49.50 0.00% 2.200 0.00%
11/22/2019 49.50 -0.60% 2.200 1.85%
11/21/2019 49.80 0.61% 2.160 0.00%
11/20/2019 49.50 -3.13% 2.160 0.00%
11/19/2019 51.10 0.00% 2.160 0.00%
11/18/2019 51.10 0.00% 2.160 0.00%
11/15/2019 51.10 0.00% 2.160 0.00%
11/14/2019 51.10 0.00% 2.160 0.00%
11/13/2019 51.10 0.00% 2.160 0.00%
11/12/2019 51.10 0.00% 2.160 -1.82%
11/11/2019 51.10 0.00% 2.200 -2.22%
11/8/2019 51.10 0.00% 2.250 -4.26%
11/7/2019 51.10 0.00% 2.350 0.00%
11/6/2019 51.10 0.00% 2.350 0.00%
11/5/2019 51.10 0.00% 2.350 0.00%
11/4/2019 51.10 0.00% 2.350 0.00%
10/31/2019 51.10 6.02% 2.350 2.17%
10/30/2019 48.20 5.93% 2.300 0.00%
10/29/2019 45.50 -5.80% 2.300 0.00%
10/28/2019 48.30 0.00% 2.300 -7.26%
10/25/2019 48.30 0.00% 2.480 0.00%
10/24/2019 48.30 0.00% 2.480 0.00%
10/23/2019 48.30 0.00% 2.480 0.00%
10/22/2019 48.30 0.00% 2.480 0.00%
10/21/2019 48.30 0.00% 2.480 -0.80%
10/18/2019 48.30 0.62% 2.500 0.00%
10/17/2019 48.00 0.00% 2.500 0.00%
10/16/2019 48.00 0.00% 2.500 0.00%
10/15/2019 48.00 0.00% 2.500 0.00%
10/14/2019 48.00 -0.83% 2.500 0.00%
10/11/2019 48.40 0.00% 2.500 0.00%
10/10/2019 48.40 0.00% 2.500 0.00%
10/9/2019 48.40 -6.92% 2.500 0.00%
10/7/2019 52.00 0.00% 2.500 0.00%
10/4/2019 52.00 0.00% 2.500 0.00%
10/3/2019 52.00 0.00% 2.500 0.00%
10/2/2019 52.00 0.00% 2.500 0.40%
10/1/2019 52.00 0.00% 2.490 -4.60%
9/30/2019 52.00 0.00% 2.610 -1.51%
9/27/2019 52.00 6.12% 2.650 10.42%
9/26/2019 49.00 1.62% 2.400 0.00%
9/25/2019 48.22 0.00% 2.400 0.00%
9/24/2019 48.22 0.00% 2.400 0.00%
9/23/2019 48.22 0.00% 2.400 0.00%
9/20/2019 48.22 0.00% 2.400 0.00%
9/19/2019 48.22 0.00% 2.400 -0.83%
9/18/2019 48.22 0.46% 2.420 0.00%
9/17/2019 48.00 0.00% 2.420 0.00%
9/16/2019 48.00 1.48% 2.420 0.00%
9/13/2019 47.30 0.00% 2.420 0.00%
9/12/2019 47.30 0.00% 2.420 0.00%
9/11/2019 47.30 0.00% 2.420 0.83%
9/10/2019 47.30 0.00% 2.400 0.00%
9/9/2019 47.30 -6.71% 2.400 -2.83%
9/6/2019 50.70 0.00% 2.470 -5.00%
9/5/2019 50.70 0.00% 2.600 0.00%
9/4/2019 50.70 0.00% 2.600 0.00%
9/3/2019 50.70 0.00% 2.600 0.00%
9/2/2019 50.70 0.00% 2.600 0.00%
8/29/2019 50.70 0.00% 2.600 0.00%
8/28/2019 50.70 0.00% 2.600 0.00%
8/27/2019 50.70 3.47% 2.600 0.00%
8/26/2019 49.00 -1.61% 2.600 0.00%
8/23/2019 49.80 -1.78% 2.600 0.00%
8/22/2019 50.70 0.00% 2.600 0.00%
8/21/2019 50.70 0.00% 2.600 0.00%
8/20/2019 50.70 0.00% 2.600 0.00%
8/19/2019 50.70 0.00% 2.600 0.00%
8/16/2019 50.70 0.00% 2.600 0.00%
8/15/2019 50.70 0.00% 2.600 0.00%
8/14/2019 50.70 0.00% 2.600 0.00%
8/13/2019 50.70 0.00% 2.600 0.00%
8/12/2019 50.70 0.00% 2.600 0.00%
8/9/2019 50.70 0.00% 2.600 0.00%
8/8/2019 50.70 -2.84% 2.600 0.00%
8/7/2019 52.18 0.00% 2.600 0.00%
8/6/2019 52.18 0.00% 2.600 0.00%
8/5/2019 52.18 0.00% 2.600 -3.70%
8/2/2019 52.18 2.31% 2.700 0.00%
8/1/2019 51.00 0.00% 2.700 0.00%
7/31/2019 51.00 -7.27% 2.700 0.00%
7/30/2019 55.00 0.00% 2.700 0.00%
7/26/2019 55.00 -1.43% 2.700 0.00%
7/25/2019 55.80 0.00% 2.700 0.00%
7/24/2019 55.80 0.00% 2.700 0.00%
7/23/2019 55.80 0.00% 2.700 3.85%
7/22/2019 55.80 0.00% 2.600 0.00%
7/19/2019 55.80 0.00% 2.600 0.00%
7/18/2019 55.80 1.57% 2.600 1.56%
7/17/2019 54.94 0.00% 2.560 0.00%
7/16/2019 54.94 0.00% 2.560 0.00%
7/15/2019 54.94 0.00% 2.560 -1.54%
7/12/2019 54.94 0.00% 2.600 0.00%
7/11/2019 54.94 0.00% 2.600 0.00%
7/10/2019 54.94 0.00% 2.600 0.00%
7/9/2019 54.94 0.00% 2.600 1.17%
7/8/2019 54.94 0.00% 2.570 0.00%
7/5/2019 54.94 0.00% 2.570 0.00%
7/4/2019 54.94 0.00% 2.570 0.00%
7/3/2019 54.94 0.00% 2.570 0.00%
7/2/2019 54.94 2.31% 2.570 0.00%
7/1/2019 53.70 0.00% 2.570 0.00%
6/28/2019 53.70 0.00% 2.570 -1.53%
6/27/2019 53.70 -2.36% 2.610 -1.51%
6/26/2019 55.00 0.00% 2.650 1.92%
6/25/2019 55.00 1.03% 2.600 -3.70%
6/24/2019 54.44 0.00% 2.700 0.00%
6/21/2019 54.44 11.10% 2.700 0.00%
6/20/2019 49.00 0.00% 2.700 0.00%
6/19/2019 49.00 0.00% 2.700 0.00%
6/18/2019 49.00 0.00% 2.700 0.00%
6/17/2019 49.00 0.00% 2.700 0.00%
6/14/2019 49.00 0.00% 2.700 0.00%
6/13/2019 49.00 0.00% 2.700 0.00%
6/12/2019 49.00 0.00% 2.700 0.00%
6/11/2019 49.00 0.00% 2.700 0.00%
6/10/2019 49.00 0.00% 2.700 0.00%
6/7/2019 49.00 0.00% 2.700 0.00%
6/6/2019 49.00 0.00% 2.700 0.00%
6/5/2019 49.00 0.00% 2.700 0.00%
6/4/2019 49.00 0.00% 2.700 0.00%
6/3/2019 49.00 0.00% 2.700 0.00%
5/31/2019 49.00 0.00% 2.700 1.89%
5/30/2019 49.00 0.00% 2.650 0.00%
5/29/2019 49.00 0.00% 2.650 0.00%
5/28/2019 49.00 0.00% 2.650 0.00%
5/27/2019 49.00 0.00% 2.650 0.00%
5/24/2019 49.00 0.00% 2.650 0.00%
5/23/2019 49.00 -7.55% 2.650 0.00%
5/22/2019 53.00 0.00% 2.650 0.00%
5/21/2019 53.00 0.00% 2.650 0.00%
5/20/2019 53.00 0.00% 2.650 0.00%
5/17/2019 53.00 0.00% 2.650 -1.85%
5/16/2019 53.00 0.00% 2.700 0.00%
5/15/2019 53.00 0.00% 2.700 0.00%
5/14/2019 53.00 0.00% 2.700 -2.53%
5/13/2019 53.00 0.00% 2.770 0.00%
5/10/2019 53.00 0.00% 2.770 0.00%
5/9/2019 53.00 0.00% 2.770 0.00%
5/8/2019 53.00 0.00% 2.770 0.00%
5/7/2019 53.00 0.00% 2.770 0.00%
5/6/2019 53.00 0.00% 2.770 0.00%
5/3/2019 53.00 0.00% 2.770 0.00%
5/2/2019 53.00 0.00% 2.770 -1.77%
4/30/2019 53.00 0.00% 2.820 -2.76%
4/29/2019 53.00 0.00% 2.900 0.00%
4/26/2019 53.00 0.00% 2.900 0.00%
4/25/2019 53.00 0.00% 2.900 0.00%
4/24/2019 53.00 0.00% 2.900 0.00%
4/23/2019 53.00 0.00% 2.900 0.00%
4/22/2019 53.00 0.00% 2.900 -2.36%
4/17/2019 53.00 0.00% 2.970 0.00%
4/16/2019 53.00 0.00% 2.970 0.00%
4/15/2019 53.00 -7.10% 2.970 0.00%
4/12/2019 57.05 0.00% 2.970 0.00%
4/11/2019 57.05 0.00% 2.970 0.00%
4/10/2019 57.05 0.00% 2.970 0.00%
4/9/2019 57.05 1.51% 2.970 0.00%
4/8/2019 56.20 -1.40% 2.970 0.00%
4/5/2019 57.00 0.00% 2.970 0.00%
4/4/2019 57.00 1.51% 2.970 0.00%
4/3/2019 56.15 0.00% 2.970 0.00%
4/2/2019 56.15 0.00% 2.970 0.00%
4/1/2019 56.15 0.00% 2.970 0.00%
3/29/2019 56.15 0.00% 2.970 -0.34%
3/28/2019 56.15 -1.49% 2.980 -1.00%
3/27/2019 57.00 0.00% 3.010 0.00%
3/26/2019 57.00 0.00% 3.010 0.00%
3/25/2019 57.00 1.79% 3.010 0.00%
3/22/2019 56.00 0.00% 3.010 0.00%
3/21/2019 56.00 0.00% 3.010 0.00%
3/20/2019 56.00 0.00% 3.010 0.00%
3/19/2019 56.00 0.00% 3.010 0.00%
3/18/2019 56.00 0.00% 3.010 0.00%
3/15/2019 56.00 1.82% 3.010 0.00%
3/14/2019 55.00 0.92% 3.010 0.00%
3/13/2019 54.50 0.00% 3.010 0.00%
3/12/2019 54.50 0.00% 3.010 0.00%
3/11/2019 54.50 0.00% 3.010 0.33%
3/8/2019 54.50 0.00% 3.000 0.00%
3/7/2019 54.50 0.00% 3.000 -0.66%
3/6/2019 54.50 0.00% 3.020 0.67%
3/5/2019 54.50 0.93% 3.000 0.00%
3/4/2019 54.00 0.00% 3.000 0.00%
3/1/2019 54.00 0.00% 3.000 0.00%
2/28/2019 54.00 0.00% 3.000 0.00%
2/27/2019 54.00 -0.28% 3.000 0.00%
2/26/2019 54.15 0.00% 3.000 0.00%
2/25/2019 54.15 0.00% 3.000 0.00%
2/22/2019 54.15 0.00% 3.000 0.00%
2/21/2019 54.15 0.00% 3.000 0.00%
2/20/2019 54.15 0.00% 3.000 0.00%
2/19/2019 54.15 0.00% 3.000 0.00%
2/18/2019 54.15 0.00% 3.000 -0.66%
2/15/2019 54.15 2.17% 3.020 0.00%
2/14/2019 53.00 0.00% 3.020 0.00%
2/13/2019 53.00 0.00% 3.020 0.00%
2/12/2019 53.00 0.00% 3.020 0.00%
2/11/2019 53.00 0.00% 3.020 0.00%
2/8/2019 53.00 0.76% 3.020 0.00%
2/7/2019 52.60 -2.14% 3.020 1.34%
2/6/2019 53.75 2.19% 2.980 0.00%
2/5/2019 52.60 0.00% 2.980 0.00%
2/4/2019 52.60 0.00% 2.980 0.68%
2/1/2019 52.60 0.00% 2.960 0.00%
1/31/2019 52.60 0.00% 2.960 0.00%
1/30/2019 52.60 0.00% 2.960 0.00%
1/29/2019 52.60 3.65% 2.960 0.00%
1/28/2019 50.75 0.00% 2.960 0.00%
1/25/2019 50.75 0.00% 2.960 0.00%
1/24/2019 50.75 0.00% 2.960 0.00%
1/23/2019 50.75 0.00% 2.960 -1.33%
1/22/2019 50.75 -3.33% 3.000 0.00%
1/21/2019 52.50 0.00% 3.000 0.00%
1/18/2019 52.50 0.00% 3.000 0.00%
1/17/2019 52.50 0.00% 3.000 0.00%
1/16/2019 52.50 0.00% 3.000 0.00%
1/15/2019 52.50 0.00% 3.000 0.00%
1/14/2019 52.50 -5.06% 3.000 0.00%
1/11/2019 55.30 0.00% 3.000 0.00%
1/10/2019 55.30 0.00% 3.000 0.00%
1/9/2019 55.30 0.00% 3.000 0.00%
1/8/2019 55.30 0.00% 3.000 0.00%
1/7/2019 55.30 0.00% 3.000 0.00%
1/4/2019 55.30 0.00% 3.000 0.00%
1/3/2019 55.30 0.00% 3.000 0.00%
1/2/2019 55.30 3.000
del mercado NASDAQ
M de las empresas Alphabet, Facebook y Zoom
as fechas desde enero 2019 hasta el 2021 (01-10)