RIESGO Y RENTABILIDAD

S&P500 IBM
RENTABILIDAD ESPERADA 0.97% 0.61%
VOLATILIDAD 5.00% 7.36%
COEFICIENTE DE VARIACION 19.33% 8.28%
VARIANZA 0.25% 0.54%
COVARIANZA 0.0020757
BETA 0.8301608 SIGNOIFICA
SI ES MENOR DE 1 , SOIN MENOS SUPCEPTIBLE AL VALO
SI ES MAYOR DE 1 , LA EMPRESA ES MAS SUPCEPTIBLE

PENDIENTE(EJEY:EJEX) IBM
EJE Y EMOPRESA 0.3
EJE X ME4RCADO
0.2
BETA 0.830160759
0.1
f(x) = 0.83016075903901 x − 0.00192900797459071

0
-0.15 -0.1 -0.05 0

-0.1

-0.2

-0.3

MATRIZ DE PRECIOS MATRIZ DERENTABILIDAD

Date
S&P500 IBM S&P500 IBM
8/1/2022 4,128.73 133.06349200 -0.0003777 0.03020118
7/1/2022 4,130.29 129.162628 0.09111635 -0.07365973
6/1/2022 3,785.38 139.433243 -0.08391999 0.02926187
5/1/2022 4,132.15 135.469162 5.32439E-05 0.05014743
4/1/2022 4,131.93 129.000137 -0.08795672 0.01684364
3/1/2022 4,530.41 126.863297 0.03577324 0.07408502
2/1/2022 4,373.94 118.1129 -0.03136052 -0.08280305
1/1/2022 4,515.55 128.77594 -0.05258509 -0.00067328
12/1/2021 4,766.18 128.862701 0.04361287 0.15664883
11/1/2021 4,567.00 111.410393 -0.00833373 -0.02089048
10/1/2021 4,605.38 113.787468 0.06914387 -0.09954655
9/1/2021 4,307.54 126.366852 -0.04756914 0.00135012
8/1/2021 4,522.68 126.196472 0.02899032 -0.00439843
7/1/2021 4,395.26 126.75399 0.02274811 -0.03840628
6/1/2021 4,297.50 131.816574 0.02221398 0.03122209
5/1/2021 4,204.11 127.825592 0.0054865 0.0131098
4/1/2021 4,181.17 126.171509 0.05242531 0.06468542
 3/1/2021 3,972.89 118.505905 0.04243863 0.1354641
2/1/2021 3,811.15 104.367813 0.02609147 -0.00151134
1/1/2021 3,714.24 104.525787 -0.01113664 -0.05378135
12/1/2020 3,756.07 110.466843 0.03712141 0.0338837
11/1/2020 3,621.63 106.846489 0.10754566 0.1062154
10/1/2020 3,269.96 96.587418 -0.02766577 -0.08227169
9/1/2020 3,363.00 105.246201 -0.03922795 -0.00038057
8/1/2020 3,500.31 105.28627 0.07006469 0.00300966
7/1/2020 3,271.12 104.970345 0.0551013 0.01796791
6/1/2020 3,100.29 103.117538 0.0183884 -0.02009862
5/1/2020 3,044.31 105.232567 0.04528178 -0.00525648
4/1/2020 2,912.43 105.788643 0.1268441 0.13188485
3/1/2020 2,584.59 93.462372 -0.12511932 -0.13877545
2/1/2020 2,954.22 108.522652 -0.08411047 -0.09448278
1/1/2020 3,225.52 119.846039 -0.00162809 0.07229192
12/1/2019 3,230.78 111.766243 0.0285898 0.00872537
11/1/2019 3,140.98 110.799477 0.03404706 0.0053841
10/1/2019 3,037.56 110.206116 0.02043175 -0.08038789
9/1/2019 2,976.74 119.839783 0.01718117 0.08561533
8/1/2019 2,926.46 110.388809 -0.01809165 -0.08573961
7/1/2019 2,980.38 120.741104 0.0131282 0.07498204
6/1/2019 2,941.76 112.319183 0.06893018 0.09881128
5/1/2019 2,752.06 102.218811 -0.06577773 -0.09467434
4/1/2019 2,945.83 112.908333 0.03931343 -0.00588243
3/1/2019 2,834.40 113.576439 0.01792429 0.03340321
2/1/2019 2,784.49 109.905251 0.02972893 0.0276003
1/1/2019 2,704.10 106.953308 0.0786844 0.18254572
12/1/2018 2,506.85 90.443275 -0.09177696 -0.07364824
11/1/2018 2,760.17 97.633835 0.01785938 0.07658316
10/1/2018 2,711.74 90.688614 -0.06940336 -0.23662462
9/1/2018 2,913.98 118.7995 0.0042943 0.04344382
8/1/2018 2,901.52 113.853279 0.03026322 0.01069463
7/1/2018 2,816.29 112.648544 0.03602159 0.03743736
6/1/2018 2,718.37 108.583466 0.0048424 -0.00041865
5/1/2018 2,705.27 108.628944 0.02160835 -0.02517968
4/1/2018 2,648.05 111.434837 0.0027188 -0.05520418
3/1/2018 2,640.87 117.945946 -0.02688451 -0.00570704
2/1/2018 2,713.83 118.622932 -0.03894738 -0.04807594
1/1/2018 2,823.81 124.613861 0.05617872 0.06700562
12/1/2017 2,673.61 116.788383 0.00983162 0.00638767
11/1/2017 2,647.58 116.047112 0.0280826 -0.00058452
10/1/2017 2,575.26 116.114983 0.02218817 0.06189692
9/1/2017 2,519.36 109.346756
ENOS SUPCEPTIBLE AL VALOR DE MERCADFO
RESA ES MAS SUPCEPTIBLE

IBM
0.3

0.2

0.1
x − 0.00192900797459071

0
-0.05 0 0.05 0.1 0.15

-0.1

-0.2

-0.3
S&P 500 (^GSPC)
PERIODO 5 AÑOS
FRECUENCIA MENSUAL

DATOS
TEXTO EN COLUMNAS
COMA
ARREGLAR FECHA
ORDENAR DE MAYOR A MENOR ( Z-A)