Capítulo 3

Modelos para el análisis de riesgo financiero

Datos Colinvers

CAPM Colinver
esgo financiero

Julio César Alonso y Luis Berggrun

DATOS PARA EL CALCULO DEL MODELO CAPM

Precio Tasa e.a. Retorno

Fecha Colombiana de Inversiones IGBC TES 2014 Colinvers
1/4/2005 9800 4339.55 12.20%
1/5/2005 9700 4288.68 12.30% -1.02%
1/6/2005 9600 4270.11 12.51% -1.03%
1/7/2005 9600 4278.96 12.53% 0.00%
1/11/2005 9840 4303.72 12.50% 2.50%
1/12/2005 10300 4347.92 12.22% 4.67%
1/13/2005 10500 4340.69 12.20% 1.94%
1/14/2005 10500 4305.04 12.37% 0.00%
1/17/2005 10500 4289.85 12.70% 0.00%
1/19/2005 10660 4301.63 12.50% 1.52%
1/20/2005 10860 4343.03 12.51% 1.88%
1/21/2005 11100 4349.71 12.50% 2.21%
1/25/2005 11160 4359.01 12.45% 0.54%
1/26/2005 11100 4314.17 12.42% -0.54%
1/27/2005 11400 4339.2 12.39% 2.70%
1/28/2005 11480 4382.93 12.38% 0.70%
1/31/2005 11700 4489.78 12.35% 1.92%
2/1/2005 11520 4554.02 12.36% -1.54%
2/2/2005 11600 4579.45 12.31% 0.69%
2/3/2005 11600 4622.26 12.37% 0.00%
2/4/2005 11860 4722.03 12.29% 2.24%
2/7/2005 12100 4736.13 12.34% 2.02%
2/8/2005 12380 4760.13 12.30% 2.31%
2/9/2005 12280 4757.87 12.26% -0.81%
2/10/2005 12500 4877.2 12.16% 1.79%
2/11/2005 12200 4852.28 12.19% -2.40%
2/14/2005 12000 4855.65 12.12% -1.64%
2/15/2005 11900 4884.89 12.13% -0.83%
2/16/2005 11840 4851.97 12.11% -0.50%
2/17/2005 11820 4812.94 12.03% -0.17%
2/18/2005 11800 4854.11 12.07% -0.17%
2/21/2005 11900 5003.1 12.09% 0.85%
2/22/2005 11900 5039.33 12.06% 0.00%
2/23/2005 12000 5134.93 12.10% 0.84%
2/24/2005 12120 5332.78 12.13% 1.00%
2/25/2005 12240 5271.31 12.14% 0.99%
2/28/2005 12200 5240.16 12.09% -0.33%
3/1/2005 12980 5171.16 12.12% 6.39%
3/2/2005 13000 5109.44 12.17% 0.15%
3/3/2005 12440 4942.07 12.23% -4.31%
3/4/2005 12620 4974.33 12.15% 1.45%
 3/7/2005 12800 5104.71 12.11% 1.43%
3/8/2005 12540 5003.51 12.16% -2.03%
3/9/2005 12700 5005.14 12.13% 1.28%
3/10/2005 12500 4922.73 12.18% -1.57%
3/11/2005 12580 4943.45 12.22% 0.64%
3/14/2005 12200 4784.02 12.46% -3.02%
3/15/2005 11700 4556.87 12.49% -4.10%
3/16/2005 11500 4647.83 12.52% -1.71%
3/17/2005 11280 4735.12 12.56% -1.91%
3/18/2005 11320 4755.54 12.59% 0.35%
3/22/2005 11900 4763.52 12.50% 5.12%
3/23/2005 11900 4742.42 12.76% 0.00%
3/28/2005 11780 4647.89 13.13% -1.01%
3/29/2005 11520 4631.32 12.98% -2.21%
3/30/2005 11900 4601.2 12.74% 3.30%
3/31/2005 12300 4652.95 12.71% 3.36%
4/1/2005 12240 4683.47 12.70% -0.49%
4/4/2005 12100 4720.81 12.73% -1.14%
4/5/2005 12300 4731.3 12.75% 1.65%
4/6/2005 12300 4728.33 12.64% 0.00%
4/7/2005 12400 4808.37 12.64% 0.81%
4/8/2005 12200 4799.21 12.64% -1.61%
4/11/2005 12100 4813.87 12.65% -0.82%
4/12/2005 12000 4768.6 12.74% -0.83%
4/13/2005 12100 4819.78 12.52% 0.83%
4/14/2005 12200 4827.37 12.59% 0.83%
4/15/2005 12100 4790.63 12.62% -0.82%
4/18/2005 12000 4735.77 12.64% -0.83%
4/19/2005 11900 4731.48 12.58% -0.83%
4/20/2005 11780 4751.91 12.55% -1.01%
4/21/2005 11800 4828.31 12.53% 0.17%
4/22/2005 12200 4924.31 12.46% 3.39%
4/25/2005 12000 4962.55 12.38% -1.64%
4/26/2005 12100 4986.48 12.33% 0.83%
4/27/2005 11740 4929.45 12.29% -2.98%
4/28/2005 11600 4896.63 12.27% -1.19%
4/29/2005 11560 4895.81 12.24% -0.34%
5/2/2005 11540 4867.56 12.19% -0.17%
5/3/2005 11400 4821.1 12.14% -1.21%
5/4/2005 11400 4925.06 12.08% 0.00%
5/5/2005 11400 4960.08 12.10% 0.00%
5/6/2005 11660 4946.04 12.13% 2.28%
5/10/2005 11580 4934.93 12.13% -0.69%
5/11/2005 11480 4919.97 12.14% -0.86%
5/12/2005 11300 4890.83 12.13% -1.57%
5/13/2005 11280 4874.5 12.09% -0.18%
5/16/2005 11160 4856.79 12.07% -1.06%
5/17/2005 11200 4863.12 12.04% 0.36%
5/18/2005 11180 4887.06 11.94% -0.18%
5/19/2005 11020 4872.84 11.90% -1.43%
5/20/2005 11080 4847.66 11.93% 0.54%
5/23/2005 11000 4802.23 11.93% -0.72%
5/24/2005 10640 4713.02 11.90% -3.27%
5/25/2005 10640 4741.68 11.86% 0.00%
5/26/2005 10600 4760.77 11.89% -0.38%
5/27/2005 10660 4782.11 11.97% 0.57%
5/31/2005 10600 4763.26 11.90% -0.56%
6/1/2005 10660 4809.83 11.88% 0.57%
6/2/2005 10600 4832.46 11.73% -0.56%
6/3/2005 10700 4908.33 11.68% 0.94%
6/7/2005 10820 4934.58 11.64% 1.12%
6/8/2005 10860 4916.56 11.86% 0.37%
6/9/2005 10820 4922.5 11.87% -0.37%
6/10/2005 11260 4976.14 11.74% 4.07%
6/13/2005 11300 5009.8 11.67% 0.36%
6/14/2005 11500 5057.43 11.54% 1.77%
6/15/2005 11700 5167.52 11.61% 1.74%
6/16/2005 11500 5173.42 11.51% -1.71%
6/17/2005 11700 5223.22 11.44% 1.74%
6/20/2005 11700 5260.39 11.39% 0.00%
6/21/2005 11700 5294.82 11.19% 0.00%
6/22/2005 11720 5352.98 11.16% 0.17%
6/23/2005 12160 5443.88 11.12% 3.75%
6/24/2005 12020 5424.48 11.06% -1.15%
6/27/2005 11880 5359.7 11.05% -1.16%
6/28/2005 11920 5409.02 11.13% 0.34%
6/29/2005 12300 5492.91 11.15% 3.19%
6/30/2005 12600 5563.57 10.95% 2.44%
7/1/2005 12980 5640.25 10.89% 3.02%
7/5/2005 12700 5547.81 10.92% -2.16%
7/6/2005 12780 5570.45 10.84% 0.63%
7/7/2005 12920 5614.75 10.63% 1.10%
7/8/2005 13460 5682.07 10.34% 4.18%
7/11/2005 13880 5810.62 10.05% 3.12%
7/12/2005 13800 5759.43 9.98% -0.58%
7/13/2005 13800 5738.42 9.99% 0.00%
7/14/2005 13940 5737.73 10.26% 1.01%
7/15/2005 14000 5785.21 10.49% 0.43%
7/18/2005 14100 5953.93 10.29% 0.71%
7/19/2005 14120 5919.64 10.40% 0.14%
7/21/2005 14200 6008.19 10.52% 0.57%
7/22/2005 14420 6131.51 10.55% 1.55%
7/25/2005 14800 6214.56 10.44% 2.64%
7/26/2005 14680 6133.52 10.42% -0.81%
7/27/2005 14200 6053.52 10.39% -3.27%
7/28/2005 14440 6140.97 10.24% 1.69%
7/29/2005 15040 6240.39 10.29% 4.16%
8/1/2005 15200 6298.96 10.32% 1.06%
8/2/2005 15340 6366.25 10.14% 0.92%
8/3/2005 15460 6397.06 10.02% 0.78%
8/4/2005 15800 6477.03 10.10% 2.20%
8/5/2005 16300 6585.97 10.16% 3.16%
8/8/2005 16500 6666.69 10.34% 1.23%
8/9/2005 16400 6793.69 10.23% -0.61%
8/10/2005 16300 6955.44 10.23% -0.61%
8/11/2005 16260 6962.88 10.17% -0.25%
8/12/2005 16300 6916.49 10.20% 0.25%
8/16/2005 16280 6980.92 10.22% -0.12%
8/17/2005 16320 6993.54 10.42% 0.25%
8/18/2005 16800 7075.06 10.33% 2.94%
8/19/2005 17180 7189.16 10.42% 2.26%
8/22/2005 16820 7126.14 10.37% -2.10%
8/23/2005 16000 6847.97 10.30% -4.88%
8/24/2005 16340 6936.08 10.28% 2.13%
8/25/2005 16460 6946.99 10.22% 0.73%
8/26/2005 16000 6770.7 10.25% -2.79%
8/29/2005 15040 6521.41 10.14% -6.00%
8/30/2005 15400 6536.96 10.14% 2.39%
8/31/2005 15920 6708 10.05% 3.38%
9/1/2005 16240 6849.53 10.05% 2.01%
9/2/2005 16500 7007.57 9.91% 1.60%
9/5/2005 16400 6945.38 9.83% -0.61%
9/7/2005 16200 7003.5 9.72% -1.22%
9/8/2005 15920 6912.81 9.64% -1.73%
9/9/2005 15800 6824.33 9.69% -0.75%
9/12/2005 15020 6642.08 9.79% -4.94%
9/13/2005 15300 6620.62 9.59% 1.86%
9/14/2005 15500 6770.39 9.56% 1.31%
9/15/2005 15300 6744.85 9.69% -1.29%
9/16/2005 15400 6738.51 9.61% 0.65%
9/19/2005 15980 6787.58 9.25% 3.77%
9/20/2005 15900 6796.32 9.33% -0.50%
9/21/2005 15780 6825.59 9.12% -0.75%
9/22/2005 15400 6789.46 9.12% -2.41%
9/23/2005 15400 6790.89 9.10% 0.00%
 9/26/2005 15400 6820.84 8.95% 0.00%
9/27/2005 15200 6677.9 8.97% -1.30%
9/28/2005 15300 6790.59 8.69% 0.66%
9/29/2005 15260 6838.28 8.55% -0.26%
9/30/2005 15300 6918.75 8.31% 0.26%
10/3/2005 15460 6954.42 8.29% 1.05%
10/4/2005 15440 6994.11 8.26% -0.13%
10/5/2005 15500 6963.05 8.36% 0.39%
10/6/2005 15300 6735.22 9.09% -1.29%
10/7/2005 15200 6658.76 8.77% -0.65%
10/11/2005 15300 6612.44 8.85% 0.66%
10/12/2005 15320 6782.3 9.19% 0.13%
10/13/2005 15960 6909.62 9.19% 4.18%
10/14/2005 16500 6962.49 9.03% 3.38%
10/18/2005 16700 6975.13 8.88% 1.21%
10/19/2005 16580 7030.36 8.62% -0.72%
10/20/2005 16800 7109.87 8.69% 1.33%
10/21/2005 16500 7049.18 8.77% -1.79%
10/24/2005 16600 7080.88 8.65% 0.61%
10/25/2005 16540 7105.45 8.81% -0.36%
10/26/2005 16380 7069.98 8.90% -0.97%
10/27/2005 16320 7026.09 9.25% -0.37%
10/28/2005 16520 7083.22 9.17% 1.23%
10/31/2005 16700 7195.11 9.07% 1.09%
11/1/2005 16800 7324.48 9.07% 0.60%
11/2/2005 16940 7452.3 9.09% 0.83%
11/3/2005 16900 7530.87 9.15% -0.24%
11/4/2005 16780 7549.45 9.32% -0.71%
11/8/2005 16940 7646.52 9.18% 0.95%
11/9/2005 17180 7751.67 9.24% 1.42%
11/10/2005 17880 7896.72 9.18% 4.07%
11/11/2005 19000 8083.8 9.16% 6.26%
11/16/2005 18940 8058.2 9.11% -0.32%
11/17/2005 19200 8206.58 8.93% 1.37%
11/18/2005 19400 8317.67 8.93% 1.04%
11/21/2005 19420 8363.14 8.83% 0.10%
11/22/2005 19800 8517.83 8.83% 1.96%
11/23/2005 19580 8452.4 8.65% -1.11%
11/24/2005 19500 8454.77 8.63% -0.41%
11/25/2005 19760 8600.04 8.52% 1.33%
11/29/2005 19660 8662.11 8.85% -0.51%
11/30/2005 19400 8600.61 8.87% -1.32%

Dias en el año 243

Fuente: www.grupoaval.com.co

R Colinvers
8.0%
6.0%
4.0%
2.0%
0.0%
-6.0% -4.0% -2.0% 0.0% 2.0% 4.0% 6.0%
-2.0%
-4.0%
-6.0%
-8.0%
R IGBC
 Regreso a Inicio
Retorno TES 2014 Regreso a Inicio
IGBC Ret. Diario Ri-Rf Rm-Rf

-1.17% 0.05% -1.07% -1.22%

-0.43% 0.05% -1.08% -0.48%
0.21% 0.05% -0.05% 0.16%
0.58% 0.05% 2.45% 0.53%
1.03% 0.05% 4.63% 0.98%
-0.17% 0.05% 1.89% -0.21%
-0.82% 0.05% -0.05% -0.87%
-0.35% 0.05% -0.05% -0.40%
0.27% 0.05% 1.48% 0.23%
0.96% 0.05% 1.83% 0.91%
0.15% 0.05% 2.16% 0.11%
0.21% 0.05% 0.49% 0.17%
-1.03% 0.05% -0.59% -1.08%
0.58% 0.05% 2.65% 0.53%
1.01% 0.05% 0.65% 0.96%
2.44% 0.05% 1.87% 2.39%
1.43% 0.05% -1.59% 1.38%
0.56% 0.05% 0.65% 0.51%
0.93% 0.05% -0.05% 0.89%
2.16% 0.05% 2.19% 2.11%
0.30% 0.05% 1.98% 0.25%
0.51% 0.05% 2.27% 0.46%
-0.05% 0.05% -0.86% -0.10%
2.51% 0.05% 1.74% 2.46%
-0.51% 0.05% -2.45% -0.56%
0.07% 0.05% -1.69% 0.02%
0.60% 0.05% -0.88% 0.56%
-0.67% 0.05% -0.55% -0.72%
-0.80% 0.05% -0.22% -0.85%
0.86% 0.05% -0.22% 0.81%
3.07% 0.05% 0.80% 3.02%
0.72% 0.05% -0.05% 0.68%
1.90% 0.05% 0.79% 1.85%
3.85% 0.05% 0.95% 3.81%
-1.15% 0.05% 0.94% -1.20%
-0.59% 0.05% -0.37% -0.64%
-1.32% 0.05% 6.35% -1.36%
-1.19% 0.05% 0.11% -1.24%
-3.28% 0.05% -4.36% -3.32%
0.65% 0.05% 1.40% 0.61%
 2.62% 0.05% 1.38% 2.57%
-1.98% 0.05% -2.08% -2.03%
0.03% 0.05% 1.23% -0.01%
-1.65% 0.05% -1.62% -1.69%
0.42% 0.05% 0.59% 0.37%
-3.23% 0.05% -3.07% -3.27%
-4.75% 0.05% -4.15% -4.80%
2.00% 0.05% -1.76% 1.95%
1.88% 0.05% -1.96% 1.83%
0.43% 0.05% 0.31% 0.38%
0.17% 0.05% 5.08% 0.12%
-0.44% 0.05% -0.05% -0.49%
-1.99% 0.05% -1.06% -2.04%
-0.36% 0.05% -2.26% -0.41%
-0.65% 0.05% 3.25% -0.70%
1.12% 0.05% 3.31% 1.08%
0.66% 0.05% -0.54% 0.61%
0.80% 0.05% -1.19% 0.75%
0.22% 0.05% 1.60% 0.17%
-0.06% 0.05% -0.05% -0.11%
1.69% 0.05% 0.76% 1.64%
-0.19% 0.05% -1.66% -0.24%
0.31% 0.05% -0.87% 0.26%
-0.94% 0.05% -0.88% -0.99%
1.07% 0.05% 0.78% 1.02%
0.16% 0.05% 0.78% 0.11%
-0.76% 0.05% -0.87% -0.81%
-1.15% 0.05% -0.88% -1.19%
-0.09% 0.05% -0.88% -0.14%
0.43% 0.05% -1.06% 0.38%
1.61% 0.05% 0.12% 1.56%
1.99% 0.05% 3.34% 1.94%
0.78% 0.05% -1.69% 0.73%
0.48% 0.05% 0.79% 0.43%
-1.14% 0.05% -3.02% -1.19%
-0.67% 0.05% -1.24% -0.71%
-0.02% 0.05% -0.39% -0.06%
-0.58% 0.05% -0.22% -0.62%
-0.95% 0.05% -1.26% -1.00%
2.16% 0.05% -0.05% 2.11%
0.71% 0.05% -0.05% 0.66%
-0.28% 0.05% 2.23% -0.33%
-0.22% 0.05% -0.73% -0.27%
-0.30% 0.05% -0.91% -0.35%
-0.59% 0.05% -1.62% -0.64%
-0.33% 0.05% -0.22% -0.38%
-0.36% 0.05% -1.11% -0.41%
0.13% 0.05% 0.31% 0.08%
0.49% 0.05% -0.22% 0.45%
-0.29% 0.05% -1.48% -0.34%
-0.52% 0.05% 0.50% -0.56%
-0.94% 0.05% -0.77% -0.98%
-1.86% 0.05% -3.32% -1.90%
0.61% 0.05% -0.05% 0.56%
0.40% 0.05% -0.42% 0.36%
0.45% 0.05% 0.52% 0.40%
-0.39% 0.05% -0.61% -0.44%
0.98% 0.05% 0.52% 0.93%
0.47% 0.05% -0.61% 0.42%
1.57% 0.05% 0.90% 1.52%
0.53% 0.05% 1.08% 0.49%
-0.37% 0.05% 0.32% -0.41%
0.12% 0.05% -0.41% 0.07%
1.09% 0.05% 4.02% 1.04%
0.68% 0.05% 0.31% 0.63%
0.95% 0.04% 1.72% 0.91%
2.18% 0.05% 1.69% 2.13%
0.11% 0.04% -1.75% 0.07%
0.96% 0.04% 1.69% 0.92%
0.71% 0.04% -0.04% 0.67%
0.65% 0.04% -0.04% 0.61%
1.10% 0.04% 0.13% 1.05%
1.70% 0.04% 3.71% 1.65%
-0.36% 0.04% -1.19% -0.40%
-1.19% 0.04% -1.21% -1.24%
0.92% 0.04% 0.29% 0.88%
1.55% 0.04% 3.14% 1.51%
1.29% 0.04% 2.40% 1.24%
1.38% 0.04% 2.97% 1.34%
-1.64% 0.04% -2.20% -1.68%
0.41% 0.04% 0.59% 0.37%
0.80% 0.04% 1.05% 0.75%
1.20% 0.04% 4.14% 1.16%
2.26% 0.04% 3.08% 2.22%
-0.88% 0.04% -0.62% -0.92%
-0.36% 0.04% -0.04% -0.40%
-0.01% 0.04% 0.97% -0.05%
0.83% 0.04% 0.39% 0.79%
2.92% 0.04% 0.67% 2.88%
-0.58% 0.04% 0.10% -0.62%
 1.50% 0.04% 0.53% 1.45%
2.05% 0.04% 1.51% 2.01%
1.35% 0.04% 2.59% 1.31%
-1.30% 0.04% -0.85% -1.34%
-1.30% 0.04% -3.31% -1.34%
1.44% 0.04% 1.65% 1.40%
1.62% 0.04% 4.11% 1.58%
0.94% 0.04% 1.02% 0.90%
1.07% 0.04% 0.88% 1.03%
0.48% 0.04% 0.74% 0.44%
1.25% 0.04% 2.16% 1.21%
1.68% 0.04% 3.12% 1.64%
1.23% 0.04% 1.19% 1.19%
1.90% 0.04% -0.65% 1.86%
2.38% 0.04% -0.65% 2.34%
0.11% 0.04% -0.29% 0.07%
-0.67% 0.04% 0.21% -0.71%
0.93% 0.04% -0.16% 0.89%
0.18% 0.04% 0.20% 0.14%
1.17% 0.04% 2.90% 1.13%
1.61% 0.04% 2.22% 1.57%
-0.88% 0.04% -2.14% -0.92%
-3.90% 0.04% -4.92% -3.94%
1.29% 0.04% 2.08% 1.25%
0.16% 0.04% 0.69% 0.12%
-2.54% 0.04% -2.83% -2.58%
-3.68% 0.04% -6.04% -3.72%
0.24% 0.04% 2.35% 0.20%
2.62% 0.04% 3.34% 2.58%
2.11% 0.04% 1.97% 2.07%
2.31% 0.04% 1.56% 2.27%
-0.89% 0.04% -0.64% -0.93%
0.84% 0.04% -1.26% 0.80%
-1.29% 0.04% -1.77% -1.33%
-1.28% 0.04% -0.79% -1.32%
-2.67% 0.04% -4.98% -2.71%
-0.32% 0.04% 1.83% -0.36%
2.26% 0.04% 1.27% 2.22%
-0.38% 0.04% -1.33% -0.42%
-0.09% 0.04% 0.62% -0.13%
0.73% 0.04% 3.73% 0.69%
0.13% 0.04% -0.54% 0.09%
0.43% 0.04% -0.79% 0.39%
-0.53% 0.04% -2.44% -0.57%
0.02% 0.04% -0.04% -0.01%
 0.44% 0.04% -0.04% 0.41%
-2.10% 0.04% -1.33% -2.13%
1.69% 0.03% 0.62% 1.65%
0.70% 0.03% -0.30% 0.67%
1.18% 0.03% 0.23% 1.14%
0.52% 0.03% 1.01% 0.48%
0.57% 0.03% -0.16% 0.54%
-0.44% 0.03% 0.36% -0.48%
-3.27% 0.04% -1.33% -3.31%
-1.14% 0.03% -0.69% -1.17%
-0.70% 0.03% 0.62% -0.73%
2.57% 0.04% 0.09% 2.53%
1.88% 0.04% 4.14% 1.84%
0.77% 0.04% 3.35% 0.73%
0.18% 0.04% 1.18% 0.15%
0.79% 0.03% -0.75% 0.76%
1.13% 0.03% 1.29% 1.10%
-0.85% 0.03% -1.82% -0.89%
0.45% 0.03% 0.57% 0.42%
0.35% 0.03% -0.40% 0.31%
-0.50% 0.04% -1.00% -0.53%
-0.62% 0.04% -0.40% -0.66%
0.81% 0.04% 1.19% 0.78%
1.58% 0.04% 1.05% 1.54%
1.80% 0.04% 0.56% 1.76%
1.75% 0.04% 0.80% 1.71%
1.05% 0.04% -0.27% 1.02%
0.25% 0.04% -0.75% 0.21%
1.29% 0.04% 0.92% 1.25%
1.38% 0.04% 1.38% 1.34%
1.87% 0.04% 4.04% 1.84%
2.37% 0.04% 6.23% 2.33%
-0.32% 0.04% -0.35% -0.35%
1.84% 0.04% 1.34% 1.81%
1.35% 0.04% 1.01% 1.32%
0.55% 0.03% 0.07% 0.51%
1.85% 0.03% 1.92% 1.81%
-0.77% 0.03% -1.15% -0.80%
0.03% 0.03% -0.44% -0.01%
1.72% 0.03% 1.30% 1.68%
0.72% 0.03% -0.54% 0.69%
-0.71% 0.03% -1.36% -0.74%
4.0% 6.0%
Regreso a Inicio
Regreso a Inicio
 Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.6221
Coeficiente de determinación R^2 0.3870
R^2 ajustado 0.3841
Error típico 0.0146
Observaciones 217

ANÁLISIS DE VARIANZA
Grados de libertad Suma de cuadrados
Regresión 1.0000 0.0291
Residuos 215.0000 0.0461
Total 216.0000 0.0753

Coeficientes Error típico

Intercepción 0.0004140 0.0010
RM-Rf 0.8816085 0.0757
 Regreso a Inicio
Regreso a Inicio

Promedio de los cuadrados F Valor crítico de F

0.0291 135.7145 0.0000
0.0002

Estadístico t Probabilidad Inferior 95% Superior 95% Inferior 95,0%

0.4071 0.6844 -0.0016 0.0024 -0.0016
11.6497 0.0000 0.7324 1.0308 0.7324
Regreso a Inicio
Regreso a Inicio

Superior 95,0%
0.0024
1.0308