Análisis CAMP

Logotipo Tasa libre de riesgo Beta BoLsa Rendimiento de Mercado CAPM

3.34% 0.96 NYSE 4.85% 4.79%

3.34% 1.1 NYSE 4.85% 5.00%

3.34% 1.09 NASDAQ 1.54% 1.38%

3.34% 1.01 NYSE 4.85% 4.87%

2.89% 1.66 LSE 3.70% 4.23%

3.34% 1.26 NYSE 4.85% 0.052426

3.34% 1.55 NYSE 1.54% 0.0055

3.34% 1.54 NYSE 1.54% 0.00568

3.34% 2.07 NYSE 1.54% -0.00386

3.34% 1.11 NYSE 4.85% 0.050161

 Nombre
Sony

JP Morgan

Alphabet

Cheniere Energy

Roll & Royce

Delta Airlines

American Airlines

Rivian

Tesla

Nike
 SONY GROUP JP MO

Fecha Abrir Alto Bajo Cierre* Variación Fecha Abrir

30 mar 2023 88.7 89.53 88.56 89.31 -1.44 30 mar 2023 129.95
29 mar 2023 86.93 88.02 86.74 87.87 -2.05 29 mar 2023 130.1
28 mar 2023 86.11 86.67 85.74 85.82 0.82 28 mar 2023 128.71
27 mar 2023 87.12 87.41 86.33 86.64 0.89 27 mar 2023 126.79
24 mar 2023 88.3 88.43 86.96 87.53 0.74 24 mar 2023 125.63
23 mar 2023 88.32 89.42 87.7 88.27 -0.83 23 mar 2023 127.9
22 mar 2023 88.91 89.07 87.43 87.44 1.93 22 mar 2023 130.56
21 mar 2023 89.08 89.7 88.71 89.37 -0.95 21 mar 2023 130.59
20 mar 2023 87.52 89.16 87.33 88.42 -1.9 20 mar 2023 126.99
17 mar 2023 87.25 87.47 86.18 86.52 -0.13 17 mar 2023 128.38
16 mar 2023 84.51 86.47 84.21 86.39 -2.65 16 mar 2023 128.01
15 mar 2023 83.4 83.76 82.36 83.74 1.7 15 mar 2023 130.98
14 mar 2023 84.86 85.44 84.58 85.44 0.12 14 mar 2023 135.28
13 mar 2023 85.02 86.34 84.45 85.56 -0.8 13 mar 2023 131.21
10 mar 2023 86.19 86.19 84.34 84.76 1.8 10 mar 2023 128.96
09 mar 2023 87.83 88.54 86.35 86.56 1.5 09 mar 2023 136.76
08 mar 2023 87.87 88.26 87.58 88.06 -0.8 08 mar 2023 138
07 mar 2023 88.28 88.65 87.14 87.26 -0.73 07 mar 2023 142.01
06 mar 2023 86.81 87.8 86.39 86.53 -0.79 06 mar 2023 143.44
03 mar 2023 84.27 85.91 84.27 85.74 -2.4 03 mar 2023 141.51
02 mar 2023 83.03 83.37 82.44 83.34 0.29 02 mar 2023 142.24
01 mar 2023 83.9 84.19 83.42 83.63 0 01 mar 2023 142.1
σ= 1.71 -0.258181818

Rentabilidad: -6.64

Interpretación:
 JP MORGAN ALPHABET

Alto Bajo Cierre* Variación Fecha Abrir Alto

130.12 127.65 128.75 0.39 30 mar 2023 101.44 101.61

130.22 127.77 129.14 -0.26 29 mar 2023 102.72 102.82
129.34 127.74 128.88 -0.39 28 mar 2023 103 103
129.38 126.29 128.49 -3.58 27 mar 2023 105.32 105.4
125.68 123.11 124.91 1.93 24 mar 2023 105.74 106.16
129.53 126.02 126.84 0.34 23 mar 2023 105.89 107.1
130.66 127.08 127.18 3.37 22 mar 2023 105.14 107.51
131.73 130.19 130.55 -3.41 21 mar 2023 101.98 105.96
129.47 126.01 127.14 -1.33 20 mar 2023 101.06 102.58
128.48 125.45 125.81 4.94 17 mar 2023 100.84 103.49
131.95 126.02 130.75 -2.49 16 mar 2023 96.57 101.97
130.99 126.73 128.26 6.36 15 mar 2023 93.54 97.25
135.53 131.29 134.62 -3.37 14 mar 2023 93.07 94.83
133.88 129.41 131.25 2.4 13 mar 2023 90.57 93.08
135.26 127.82 133.65 -3.31 10 mar 2023 92.5 93.18
137.35 129.22 130.34 7.46 09 mar 2023 94.49 95.92
138.59 136.89 137.8 0.82 08 mar 2023 94.4 96.24
142.31 137.81 138.62 4.2 07 mar 2023 95.42 96.09
144.04 142.66 142.82 0.84 06 mar 2023 94.36 96.3
143.74 141.08 143.66 -2.59 03 mar 2023 92.74 94.11
142.43 139.54 141.07 1.48 02 mar 2023 89.86 92.48
143.46 141.8 142.55 -136.559022 01 mar 2023 90.16 91.2
σ= 5.99 -5.57995553

Rentabilidad: -1.07
ALPHABET CHENIERE ENERGY

Bajo Cierre* Variación Fecha Abrir Alto Bajo

100.29 101.32 0.58 30 mar 2023 157.05 157.05 154.71

101.03 101.9 -0.54 29 mar 2023 155.34 155.91 154.25
100.28 101.36 1.7 28 mar 2023 148.87 153.91 148.87
102.63 103.06 3 27 mar 2023 147.34 149.75 147.24
104.74 106.06 0.2 24 mar 2023 144.23 147.75 143.01
105.41 106.26 -2.04 23 mar 2023 148.98 151.5 146.26
104.21 104.22 1.62 22 mar 2023 149.02 151.42 147.43
101.86 105.84 -3.91 21 mar 2023 147.41 150.25 147.35
100.79 101.93 0.53 20 mar 2023 143 147.25 141.89
100.75 102.46 -1.39 17 mar 2023 145.18 146.76 141.95
95.87 101.07 -4.52 16 mar 2023 140.62 147.56 139.5
93.04 96.55 -2.3 15 mar 2023 144.63 146.86 141.43
92.78 94.25 -2.59 14 mar 2023 154.9 155.75 148.43
89.94 91.66 -0.65 13 mar 2023 150.23 158.74 149
90.8 91.01 1.65 10 mar 2023 153.15 156.18 151
92.36 92.66 1.99 09 mar 2023 154.52 155.82 152.06
94.4 94.65 -0.48 08 mar 2023 154.5 156.99 152.8
93.84 94.17 1.41 07 mar 2023 156.52 156.52 153.6
94.3 95.58 -1.56 06 mar 2023 159.06 161 155.69
92.66 94.02 -1.71 03 mar 2023 162.82 167.28 162.31
89.77 92.31 -1.8 02 mar 2023 159.12 164.8 158.75
89.85 90.51 -85.1252771 01 mar 2023 157.74 161.34 157.27
σ= 5.38 -4.36069441 σ=

Rentabilidad: -1.23
E ENERGY ROLL ROYCE

Cierre* Variación Fecha Abrir Alto Bajo Cierre*

156.89 -1.4 30 mar 2023 0.0072 0.0073 0.007 0.0072

155.49 -1.97 29 mar 2023 0.007 0.0074 0.0059 0.0072
153.52 -4.82 28 mar 2023 0.007 0.0075 0.0069 0.0075
148.7 -1.37 27 mar 2023 0.0079 0.0079 0.0071 0.0077
147.33 -0.68 24 mar 2023 0.0076 0.008 0.0076 0.0079
146.65 0.78 23 mar 2023 0.0081 0.0084 0.0076 0.0077
147.43 1.53 22 mar 2023 0.007 0.0085 0.007 0.008
148.96 -2.96 21 mar 2023 0.0075 0.0081 0.007 0.0081
146 -2.13 20 mar 2023 0.0087 0.0087 0.0075 0.0075
143.87 3.01 17 mar 2023 0.0087 0.0087 0.0076 0.0076
146.88 -2.79 16 mar 2023 0.0085 0.0085 0.0075 0.0075
144.09 6.22 15 mar 2023 0.007 0.0088 0.007 0.0077
150.31 3.64 14 mar 2023 0.0081 0.009 0.006 0.0082
153.95 0.28 13 mar 2023 0.0081 0.0093 0.0081 0.009
154.23 -1.08 10 mar 2023 0.0089 0.0098 0.0086 0.0093
153.15 2.03 09 mar 2023 0.0085 0.0094 0.0085 0.0086
155.18 0.53 08 mar 2023 0.008 0.0095 0.0071 0.0087
155.71 0.84 07 mar 2023 0.0077 0.0083 0.007 0.0072
156.55 7.83 06 mar 2023 0.0099 0.01 0.0075 0.0076
164.38 -1.06 03 mar 2023 0.0099 0.01 0.0093 0.0093
163.32 -2.53 02 mar 2023 0.01 0.01 0.009 0.0096
160.79 -154.882239 01 mar 2023 0.01 0.0109 0.0087 0.0096
5.91 -6.86282903 σ= 0.0007970

Rentabilidad: -0.86 Rentabilidad:

 NIKE

Variación Fecha Abrir Alto Bajo Cierre*

0 30 mar 2023 121.03 121.44 119.34 120.10

0.0003 29 mar 2023 118.64 120.57 118.49 120.49
0.0002 28 mar 2023 117.95 118.44 116.85 117.87
0.0002 27 mar 2023 121.02 121.07 117.61 117.81
-0.0002 24 mar 2023 120.23 121.00 119.32 120.71
0.0003 23 mar 2023 120.47 123.27 119.47 120.97
1E-04 22 mar 2023 123.66 125.26 119.33 119.50
-0.0006 21 mar 2023 123.50 126.06 122.97 125.61
0.0001 20 mar 2023 120.99 122.68 119.81 121.20
-0.0001 17 mar 2023 121.17 121.73 118.67 120.39
0.0002 16 mar 2023 116.86 120.81 116.61 120.65
0.0005 15 mar 2023 116.32 118.63 115.81 118.17
0.0008 14 mar 2023 119.00 119.49 117.23 119.00
0.0003 13 mar 2023 115.82 118.29 115.79 116.86
-0.0007 10 mar 2023 118.83 118.99 116.64 117.49
1E-04 09 mar 2023 120.08 121.86 117.55 117.87
-0.0015 08 mar 2023 119.27 120.04 118.73 119.86
0.0004 07 mar 2023 120.20 121.02 119.23 119.59
0.0017 06 mar 2023 121.13 121.99 119.96 120.17
0.0003 03 mar 2023 120.13 121.04 119.02 120.94
0 02 mar 2023 117.55 119.96 117.55 119.58
-0.00880302 01 mar 2023 117.95 119.79 117.83 118.58
-0.00029105 σ= 1.0748023

-2.74 Rentabilidad:
Variación Delta Airlines America
Riesgo/
Rendimient
0.39 Fecha Cierre Variación diaro Fecha
-2.62 1-Mar-23 38.51 1-Mar-23
-0.06 2-Mar-23 38.42 -0.09 2-Mar-23
2.9 3-Mar-23 38.85 0.43 3-Mar-23
0.26 6-Mar-23 38.46 -0.39 6-Mar-23
-1.47 7-Mar-23 39.07 0.61 7-Mar-23
6.11 8-Mar-23 39.73 0.66 8-Mar-23
-4.41 9-Mar-23 38.49 -1.24 9-Mar-23
-0.81 10-Mar-23 37.25 -1.24 10-Mar-23
0.26 13-Mar-23 35.68 -1.57 13-Mar-23
-2.48 14-Mar-23 35.47 -0.21 14-Mar-23
0.83 15-Mar-23 33.23 -2.24 15-Mar-23
-2.14 16-Mar-23 33.71 0.48 16-Mar-23
0.63 17-Mar-23 32.96 -0.75 17-Mar-23
0.38 20-Mar-23 33.14 0.18 20-Mar-23
1.99 21-Mar-23 33.89 0.75 21-Mar-23
-0.27 22-Mar-23 32.77 -1.12 22-Mar-23
0.58 23-Mar-23 32.14 -0.63 23-Mar-23
0.77 24-Mar-23 31.59 -0.55 24-Mar-23
-1.36 27-Mar-23 32.13 0.54 27-Mar-23
(1.00) 28-Mar-23 32.47 0.34 28-Mar-23
0 29-Mar-23 33.32 0.85 29-Mar-23
-0.069090909091 30-Mar-23 34.11 0.79 30-Mar-23
Desviación Desviación
-15.56 Estandar 2.78633528 -0.20952381 -13.2984184 Estandar
 American Airlines Rivian Automotive, Inc.
Riesgo/ Riesgo/
Rendimient Rendimient
Cierre Variación diaro Fecha Cierre Variación diaro
16.03 0 1-Mar-23 15.76 0
16.12 0.09 2-Mar-23 15.72 -0.04
16.36 0.24 3-Mar-23 16.92 1.2
16.12 -0.24 6-Mar-23 17.13 0.21
16.36 0.24 7-Mar-23 14.64 -2.49
16.59 0.23 8-Mar-23 15.13 0.49
15.88 -0.71 9-Mar-23 14.53 -0.6
15.46 -0.42 10-Mar-23 14.16 -0.37
14.85 -0.61 13-Mar-23 13.73 -0.43
14.66 -0.19 14-Mar-23 13.21 -0.52
13.86 -0.8 15-Mar-23 13.03 -0.18
14.12 0.26 16-Mar-23 13.46 0.43
13.98 -0.14 17-Mar-23 13.01 -0.45
13.96 -0.02 20-Mar-23 13.02 0.01
14.37 0.41 21-Mar-23 13.61 0.59
13.82 -0.55 22-Mar-23 13.29 -0.32
13.63 -0.19 23-Mar-23 13.71 0.42
13.72 0.09 24-Mar-23 13.62 -0.09
13.94 0.22 27-Mar-23 13.31 -0.31
13.98 0.04 28-Mar-23 12.96 -0.35
14.35 0.37 29-Mar-23 14.24 1.28
14.47 0.12 30-Mar-23 14.4 0.16
Desviación
1.0413562 -0.071 -14.6857925 Estandar 1.23335893 -0.06181818 -19.9513944
 Rivian Automotive, Inc.
Riesgo/
Rendimient
Fecha Cierre Variación diaro
1-Mar-23 202.77 0
2-Mar-23 190.9 -11.87
3-Mar-23 197.79 6.89
6-Mar-23 193.81 -3.98
7-Mar-23 187.71 -6.1
8-Mar-23 182 -5.71
9-Mar-23 172.92 -9.08
10-Mar-23 173.44 0.52
13-Mar-23 174.48 1.04
14-Mar-23 183.26 8.78
15-Mar-23 180.45 -2.81
16-Mar-23 184.13 3.68
17-Mar-23 180.13 -4
20-Mar-23 183.25 3.12
21-Mar-23 197.58 14.33
22-Mar-23 191.15 -6.43
23-Mar-23 192.22 1.07
24-Mar-23 190.41 -1.81
27-Mar-23 191.81 1.4
28-Mar-23 189.19 -2.62
29-Mar-23 193.88 4.69
30-Mar-23 195.28 1.4
Desviación
Estandar 8.2221777 -0.34045455 -24.1505887
 FACULTAD DE CIENCIAS ECONÓMICAS Y ADMINISTRATIVAS
ADMINISTRACIÓN DE EMPRESAS

Materia:
Matematicas Actuarial
Docente:
Ing. Katherine Coronel
Curso:
AE-04-02

Realizado por:
Flavio Chapa
Daniel Bravo
Jenny Iñaguazo
ONÓMICAS Y ADMINISTRATIVAS
ACIÓN DE EMPRESAS

s Actuarial

ne Coronel