practica 1 resuelto

8/17/2019 Practica 1 Resuelto

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IGBVL FERREYCORP

Fecha cotización Cierre Rent Cierre Rent

1/2/2014 15876.48 #DIV/0! 1.86 #DIV/0!

1/3/2014 15878.75 0.01427876 1.86 0

1/6/2014 1583.65 0.2462410454 1.85 0.5376344086

1/7/2014 15830.62 0.0570088354 1.84 0.5405405405

1/8/2014 1555.5 0.7841421 1.85 0.543478260

1//2014 1554.30 0.008084408 1.0 2.7027027027

1/10/2014 16072.72 0.7422450374 1.4 2.105263157

1/13/2014 16140.16 0.41525 1.3 0.515463175

1/14/2014 16133.42 0.04175185 1.8 2.0725388601

1/15/2014 1617.30 0.2843786376 1.1 1.0582010582

1/16/2014 16321.60 0.87518814 1.0 0.523560204

1/17/2014 16465.43 0.88122487 1.0 0

1/20/2014 16535.05 0.422825277 1.0 0

1/21/2014 16530.24 0.02087215 1.88 1.052631578

1/22/2014 16380.63 0.0506852 1.86 1.063827872

1/23/2014 16377.16 0.0211835564 1.86 0

1/24/2014 16056.1 1.5863614 1.86 0

1/27/2014 15786.4 1.677260122 1.85 0.5376344086

1/28/2014 15633.76 0.674728201 1.81 2.1621621622

1/2/2014 1536.45 1.51732861 1.7 1.104723757

1/30/2014 15550.22 0.87367218 1.7 0

1/31/2014 15452.05 0.63130363 1.78 0.55865217

2/3/2014 15050.5 2.55772082 1.72 3.370786516

2/4/2014 15080.3 0.15602271 1.71 0.581353488

2/5/2014 15071.5 0.055667223 1.67 2.331812865

2/6/2014 1510.53 0.243373452 1.67 0

2/7/2014 1534.08 1.585423235 1.68 0.58802352

2/10/2014 15284.58 0.4202206256 1.65 1.7857142857

2/11/2014 15330.41 0.28446801 1.65 0

2/12/2014 15351.01 0.1343734447 1.65 0

2/13/2014 15447.67 0.62665406 1.63 1.2121212121

2/14/2014 15564.23 0.754547446 1.65 1.2263865

2/17/2014 15604.35 0.2577705418 1.67 1.2121212121

2/18/2014 15565.3 0.246213356 1.66 0.58802352

2/1/2014 15417.88 0.511156738 1.65 0.602406386

2/20/2014 1547.51 0.37307023 1.64 0.6060606061

2/21/2014 15564.71 0.550405013 1.64 0

2/24/2014 1553.31 0.183740066 1.65 0.60756076


2/11

2/25/2014 15488.66 0.6711211411 1.66 0.6060606061

2/26/2014 1534.50 0.88463773 1.65 0.602406386

2/27/2014 15306.6 0.277142577 1.66 0.6060606061

2/28/2014 15441.26 0.8773786565 1.68 1.204812771

3/3/2014 15156.8 1.8416243234 1.65 1.7857142857

3/4/2014 15210.1 0.3516552538 1.67 1.2121212121

3/5/2014 15184.22 0.17074074 1.68 0.58802352

3/6/2014 15225.12 0.263585841 1.67 0.55238052

3/7/2014 1512.25 0.626830501 1.66 0.58802352

3/10/2014 1507.11 0.212436175 1.68 1.204812771

3/11/2014 15110.22 0.086837812 1.6 0.55238052

3/12/2014 15155.35 0.286720246 1.67 1.183431527

3/13/2014 14874.7 1.85003754 1.63 2.35205808

3/14/2014 14804.4 0.470708655 1.60 1.84040775

3/17/2014 14768.52 0.2458706 1.62 1.25

3/18/2014 14676.63 0.6222018185 1.60 1.234567012

3/1/2014 14455.76 1.50405058 1.58 1.25

3/20/2014 14454.23 0.0105840163 1.57 0.63211324

3/21/2014 14407.32 0.324541674 1.55 1.2738853503

3/24/2014 14341.02 0.4601827404 1.55 0

3/25/2014 14134.53 1.438557425 1.53 1.203225806

3/26/2014 14032.78 0.71868242 1.46 4.575163387

3/27/2014 14037.48 0.033430071 1.46 0

3/28/2014 14273.32 1.6800736314 1.50 2.737260274

3/31/2014 1428.2 0.17355608 1.51 0.6666666667

4/1/2014 1427.44 0.0103504321 1.51 0

MEDIA 0.162618627 0.321462415

SIGMA Ƃ 0.84427427 1.30278046BETA β 1 0.86719554SIGMA ADIMESIOAL 1 1.5430773RT!RIESGO TOTAL 2 2.41027284

MEDIA 0.162618627 0.321462415

BETA 1 0.86719554

CAMP!REDIMIETO MIIMO E"IGIDO POR EL IVERSORCAMP #R$ % &E'R()*R$+, %RP


3/11

R$#-/ , / 6E'R()!R-, / (: SCP 500,-! / : ;


4/11

GRAA Y MOTERO CASAGRADE TELEFICA

Cierre Rent Cierre Rent Cierre Rent

12.00 #DIV/0! 8.15 #DIV/0! 2. #DIV/0!

12.05 0.4166666667 8.15 0 2. 3.103448275

12.05 0 8.15 0 2.7 0.668863211

12.10 0.41437753 8.1 0.61346325 2.7 0

12.18 0.6611570248 8.0 0.123456701 2.7 0

12.20 0.1642036125 8 1.1124845488 2.2 1.6835016835

12.30 0.816721311 7. 1.25 2.2 0

12.20 0.8130081301 7. 0 2.2 0

12.22 0.163344262 7.8 1.2658227848 2.2 0

12.25 0.24541817 7.8 0 2.8 1.027372603

12.20 0.4081632653 7.7 1.2820512821 2.85 1.384083045

12.30 0.816721311 7.6 1.28701287 2.8 1.75438564

12.23 0.56105611 7.53 0.210526316 2.8 0

12.00 1.8806214227 7.5 0.384063745 2.8 0

12.10 0.8333333333 7.3 2.6666666667 2.8 0

12.06 0.3305785124 7.2 1.368630137 2.8 0

11.81 2.0726840 7 2.7777777778 2.8 0

11.60 1.7781541067 6. 1.4285714286 2.81 0.3571428571

11.70 0.862068655 6. 0 2.85 1.4234875445

11.30 3.4188034188 6.5 5.77101443 2.8 1.75438564

11.50 1.76115044 6.5 0 2.76 1.4285714286

11.0 3.478260866 6.27 3.5384615385 2.76 0

11.40 4.2016806723 6 4.306220057 2.76 0

11.15 2.12824561 6.1 1.6666666667 2.75 0.3623188406

10.2 2.062780261 6.4 4.18032786 2.75 0

11.05 1.10476105 6.5 1.5625 2.7 1.4545454545

11.00 0.4524886878 6.8 4.6153846154 2.78 0.35842231

10.0 0.00001 6.8 0 2.7 0.357122302

10.80 0.17431127 6.8 0 2.73 2.1505376344

11.15 3.2407407407 6.74 0.882352412 2.7 1.080108

11.15 0 6.74 0 2.7 0

11.20 0.448430433 6.74 0 2.7 0

11.25 0.4464285714 6.74 0 2.7 0

10.85 3.5555555556 6.7 0.534718101 2.7 0

10.6 1.474654377 6.6 1.425373134 2.7 0

10.58 1.0280645 6.6 0 2.7 0

10.7 1.848771267 6.6 0 2.7 0

10.5 1.48285444 6.65 0.7575757576 2.7 0


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10.0 0.4566210046 6.65 0 2.68 0.7407407407

10.7 1.00174311 6.65 0 2.68 0

10.73 0.5560704356 6.6 0.7518762 2.68 0

10.75 0.18633288 6.6 0 2.67 0.3731343284

10.55 1.8604651163 6.2 6.0606060606 2.67 0

10.65 0.47867286 6.07 2.06774135 2.68 0.3745318352

10.56 0.8450704225 6.2 2.141680354 2.67 0.3731343284

11.26 6.6287878788 6.31 1.774135484 2.67 0

11.25 0.08880467 6.15 2.5356576862 2.67 0

11.10 1.3333333333 6.1 0.8130081301 2.67 0

11.12 0.1801801802 6.16 0.836065574 2.67 0

11.15 0.267841727 6.22 0.7402574 2.67 0

11.10 0.448430433 5.5 4.340836012 2.65 0.740636704

10.65 4.0540540541 5.83 2.0168067227 2.63 0.754716811

10.70 0.464835681 6 2.1551726 2.63 0

10.63 0.6542056075 6.05 0.8333333333 2.65 0.7604562738

10.21 3.510818438 6.05 0 2.65 0

10.55 3.3300685602 6 0.826446281 2.63 0.754716811

10.00 5.2132701422 6 0 2.63 0

.7 2.1 6 0 2.5 1.520125475

.0 1.123555056 5.53 7.8333333333 2.57 0.7722007722

.85 0.5050505051 5.8 4.882453128 2.57 0

.65 2.0304568528 5.8 0 2.53 1.5564202335

.80 1.5544041451 6 3.4482758621 2.53 0

.80 0 6.15 2.5 2.53 0

.65 1.530612244 6.15 0 2.53 0

0.32650244 0.413675875 0.2132240

1.95725345 2.30941929 0.806081150.96970402 1.55263068 0.080950442.31826733 2.73538988 0.95476223.28797135 4.28802056 1.03571264

0.32650244 0.413675875 0.2132240

0.96970402 1.55263068 0.08095044

BETA - BETA ,:- , :- ,

RIESGO PORDEBAO ELMERCADO


6/11

(


7/11

BBVA

Cierre Rent

2.11 #DIV/0!

2.1 0.47333643

2.1 0

2.1 0

2.15 2.38052381

2.1 1.8604651163

2.14 2.2831050228

2.1 2.336448581

2.1 0

2.1 0

2.25 2.737260274

2.28 1.3333333333

2.28 0

2.35 3.0701754386

2.35 0

2.35 0

2.3 2.127655745

2.24 2.608656522

2.15 4.017857142

2.05 4.651162707

2.1 2.43024302

2.01 4.2857142857

1.2 4.477611403

1.2 0

1.3 0.5208333333

2 3.626430052

2.1 5

2.01 4.2857142857

2.01 0

2.1 4.477611403

2.12 0.52380524

2.15 1.41504336

2.15 0

2.11 1.8604651163

2.11 0

2.11 0

2.11 0

2.11 0


8/11

2.11 0

2.12 0.47333643

2.12 0

2.08 1.886724528

2.01 3.3653846154

2.02 0.475124378

2.02 0

2.05 1.485148514

2.03 0.75607561

2.04 0.426108374

2.05 0.40160784

2.0 1.51215122

2.05 1.13875581

1.8 3.4146341463

1.5 1.5151515152

1.5 0

1.88 3.58743587

1.85 1.55744680

1.86 0.5405405405

1.83 1.612032258

1.8 1.633442623

1.8 0

1.82 1.1111111111

1.87 2.7472527473

1.88 0.534753583

1. 1.063827872

0.143420615

2.146879221.7467331

2.54286943REGLA DE TRES4.28960253

0.143420615 "1.7467331 Y


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10/11

FERREYCORP RETABILIDAD SIGMA ADIM BETA


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practica 1 resuelto

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