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Estadsticas de la regresin
Coeficiente de correlacin m0.7059479762
Coeficiente de determinaci 0.4983625452
R^2 ajustado 0.4963559954
Error tpico 0.0122480344
Observaciones 252
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Regresin 1 0.03725875 0.03725875 248.36789
Residuos 250 0.03750359 0.00015001
Total 251 0.07476233
Alpha -0.0002509878
Beta 1.170250324
Valor crtico de F
2.5165E-039
Inferior 95,0%
Superior 95,0%
-0.00203526 0.00166021
0.87735435 1.23287688
Expected retuAbnormal return
-0.15% 7.98%
-0.21% 0.50%
0.57% -0.65%
0.68% -0.28%
0.45% 5.03%
0.09% 4.41%
-0.11% -0.30%
-0.69% -0.70%
-0.06% -0.59%
0.04% 1.93%
0.91% -1.14%
Date Marriott Return S&P Return Expected return Abnormal return
9/26/2016
9/27/2016 -0.15% 0.64% 0.71% -0.86%
9/28/2016 0.49% 0.53% 0.58% -0.09%
9/29/2016 -0.42% -0.93% -1.08% 0.67%
9/30/2016 0.34% 0.80% 0.88% -0.54%
10/3/2016 0.18% -0.33% -0.39% 0.57%
10/4/2016 -0.50% -0.50% -0.59% 0.08%
10/5/2016 0.54% 0.43% 0.47% 0.07%
10/6/2016 0.06% 0.05% 0.03% 0.03%
10/7/2016 -0.55% -0.33% -0.39% -0.15%
10/10/2016 0.37% 0.46% 0.50% -0.13%
10/11/2016 -1.16% -1.24% -1.44% 0.28%
10/12/2016 0.45% 0.11% 0.11% 0.34%
10/13/2016 0.54% -0.31% -0.38% 0.91%
10/14/2016 0.27% 0.02% 0.00% 0.27%
10/17/2016 -0.79% -0.30% -0.37% -0.42%
10/18/2016 1.36% 0.62% 0.68% 0.68%
10/19/2016 0.19% 0.22% 0.23% -0.03%
10/20/2016 -0.82% -0.14% -0.18% -0.64%
10/21/2016 -0.39% -0.01% -0.03% -0.35%
10/24/2016 0.36% 0.47% 0.52% -0.16%
10/25/2016 -0.25% -0.38% -0.46% 0.20%
10/26/2016 -0.77% -0.17% -0.22% -0.55%
10/27/2016 0.34% -0.30% -0.36% 0.71%
10/28/2016 0.78% -0.31% -0.38% 1.15%
10/31/2016 1.87% -0.01% -0.04% 1.91%
11/1/2016 -0.55% -0.68% -0.80% 0.24%
11/2/2016 0.12% -0.65% -0.77% 0.88%
11/3/2016 1.23% -0.44% -0.53% 1.75%
11/4/2016 0.53% -0.17% -0.21% 0.75%
11/7/2016 2.14% 2.22% 2.50% -0.36%
11/8/2016 2.70% 0.38% 0.41% 2.29%
11/9/2016 1.45% 1.11% 1.24% 0.21%
11/10/2016 -0.89% 0.20% 0.20% -1.09%
11/11/2016 -0.04% -0.14% -0.18% 0.14%
11/14/2016 5.25% -0.01% -0.04% 5.28%
11/15/2016 0.61% 0.75% 0.83% -0.22%
11/16/2016 -0.18% -0.16% -0.20% 0.02%
11/17/2016 -0.13% 0.47% 0.51% -0.64%
11/18/2016 -0.43% -0.24% -0.29% -0.13%
11/21/2016 0.58% 0.75% 0.83% -0.24%
11/22/2016 0.72% 0.22% 0.22% 0.50%
11/23/2016 0.30% 0.08% 0.07% 0.23%
11/25/2016 0.56% 0.39% 0.42% 0.14%
11/28/2016 -0.57% -0.53% -0.62% 0.05%
11/29/2016 1.33% 0.13% 0.13% 1.20%
11/30/2016 -0.42% -0.27% -0.33% -0.09%
12/1/2016 1.32% -0.35% -0.42% 1.74%
12/2/2016 -0.78% 0.04% 0.02% -0.80%
12/5/2016 2.27% 0.58% 0.64% 1.63%
12/6/2016 1.33% 0.34% 0.36% 0.97%
12/7/2016 2.24% 1.32% 1.47% 0.77%
12/8/2016 -0.51% 0.22% 0.22% -0.73%
12/9/2016 0.07% 0.59% 0.65% -0.58%
12/12/2016 0.43% -0.11% -0.15% 0.58%
12/13/2016 0.58% 0.65% 0.72% -0.14%
12/14/2016 -0.55% -0.81% -0.95% 0.40%
12/15/2016 0.46% 0.39% 0.42% 0.05%
12/16/2016 2.04% -0.18% -0.22% 2.26%
12/19/2016 -1.38% 0.20% 0.20% -1.58%
12/20/2016 0.28% 0.36% 0.39% -0.11%
12/21/2016 -0.29% -0.25% -0.30% 0.01%
12/22/2016 -1.32% -0.19% -0.24% -1.08%
12/23/2016 0.43% 0.13% 0.12% 0.31%
12/27/2016 0.06% 0.22% 0.23% -0.17%
12/28/2016 -0.93% -0.84% -0.97% 0.05%
12/29/2016 -0.05% -0.03% -0.06% 0.01%
12/30/2016 -0.77% -0.46% -0.55% -0.22%
1/3/2017 -0.22% 0.85% 0.94% -1.16%
1/4/2017 -0.19% 0.57% 0.63% -0.82%
1/5/2017 -0.68% -0.08% -0.11% -0.57%
1/6/2017 0.64% 0.35% 0.38% 0.26%
1/9/2017 -0.06% -0.35% -0.43% 0.37%
1/10/2017 -0.39% 0.00% -0.02% -0.37%
1/11/2017 1.11% 0.28% 0.30% 0.81%
1/12/2017 -1.15% -0.21% -0.27% -0.88%
1/13/2017 0.92% 0.18% 0.19% 0.73%
1/17/2017 -0.31% -0.30% -0.36% 0.05%
1/18/2017 0.75% 0.18% 0.18% 0.58%
1/19/2017 1.84% -0.36% -0.43% 2.28%
1/20/2017 -0.18% 0.34% 0.36% -0.54%
1/23/2017 -0.01% -0.27% -0.33% 0.32%
1/24/2017 0.17% 0.66% 0.72% -0.56%
1/25/2017 1.30% 0.80% 0.89% 0.41%
1/26/2017 0.27% -0.07% -0.11% 0.38%
1/27/2017 0.28% -0.09% -0.12% 0.40%
1/30/2017 -0.95% -0.60% -0.71% -0.25%
1/31/2017 -0.77% -0.09% -0.12% -0.65%
2/1/2017 0.05% 0.03% 0.01% 0.04%
2/2/2017 -0.17% 0.06% 0.04% -0.21%
2/3/2017 1.12% 0.73% 0.80% 0.32%
2/6/2017 0.23% -0.21% -0.26% 0.50%
2/7/2017 0.19% 0.02% 0.00% 0.18%
2/8/2017 0.64% 0.07% 0.06% 0.59%
2/9/2017 0.50% 0.58% 0.63% -0.13%
2/10/2017 -0.39% 0.36% 0.38% -0.77%
2/13/2017 1.08% 0.52% 0.57% 0.50%
2/14/2017 0.58% 0.40% 0.43% 0.15%
2/15/2017 1.79% 0.50% 0.54% 1.24%
2/16/2017 -0.02% -0.09% -0.12% 0.10%
2/17/2017 -0.09% 0.17% 0.17% -0.26%
2/21/2017 -1.53% 0.60% 0.66% -2.20%
2/22/2017 -0.01% -0.11% -0.15% 0.14%
2/23/2017 -0.78% 0.04% 0.02% -0.80%
2/24/2017 0.09% 0.15% 0.15% -0.05%
2/27/2017 0.42% 0.10% 0.09% 0.33%
2/28/2017 -0.53% -0.26% -0.32% -0.21%
3/1/2017 1.72% 1.37% 1.53% 0.19%
3/2/2017 -1.10% -0.59% -0.69% -0.41%
3/3/2017 -0.83% 0.05% 0.03% -0.87%
3/6/2017 -0.08% -0.33% -0.40% 0.32%
3/7/2017 -0.66% -0.29% -0.35% -0.30%
3/8/2017 0.28% -0.23% -0.28% 0.56%
3/9/2017 -0.09% 0.08% 0.07% -0.16%
3/10/2017 0.36% 0.33% 0.35% 0.01%
3/13/2017 0.47% 0.04% 0.02% 0.45%
3/14/2017 -0.87% -0.34% -0.41% -0.47%
3/15/2017 1.80% 0.84% 0.93% 0.87%
3/16/2017 0.27% -0.16% -0.21% 0.48%
3/17/2017 0.31% -0.13% -0.17% 0.48%
3/20/2017 0.40% -0.20% -0.25% 0.65%
3/21/2017 0.47% -1.24% -1.43% 1.91%
3/22/2017 3.41% 0.19% 0.19% 3.22%
3/23/2017 1.09% -0.11% -0.14% 1.23%
3/24/2017 0.39% -0.08% -0.12% 0.51%
3/27/2017 -0.35% -0.10% -0.14% -0.21%
3/28/2017 1.42% 0.73% 0.80% 0.62%
3/29/2017 0.11% 0.11% 0.10% 0.01%
3/30/2017 0.05% 0.29% 0.31% -0.26%
3/31/2017 -0.49% -0.23% -0.28% -0.21%
4/3/2017 -1.52% -0.16% -0.21% -1.31%
4/4/2017 -0.30% 0.06% 0.04% -0.34%
4/5/2017 -0.55% -0.31% -0.37% -0.18%
4/6/2017 -0.21% 0.19% 0.20% -0.40%
4/7/2017 -0.61% -0.08% -0.12% -0.49%
4/10/2017 -0.16% 0.07% 0.05% -0.22%
4/11/2017 0.37% -0.14% -0.19% 0.56%
4/12/2017 0.38% -0.38% -0.45% 0.83%
4/13/2017 -0.22% -0.68% -0.80% 0.58%
4/17/2017 0.44% 0.86% 0.96% -0.52%
4/18/2017 0.08% -0.29% -0.35% 0.43%
4/19/2017 -0.58% -0.17% -0.22% -0.36%
4/20/2017 1.40% 0.76% 0.84% 0.56%
4/21/2017 -0.32% -0.30% -0.37% 0.05%
4/24/2017 1.14% 1.08% 1.21% -0.07%
4/25/2017 1.12% 0.61% 0.67% 0.45%
4/26/2017 1.83% -0.05% -0.08% 1.91%
4/27/2017 -0.58% 0.06% 0.04% -0.62%
4/28/2017 -1.38% -0.19% -0.24% -1.14%
5/1/2017 1.23% 0.17% 0.17% 1.05%
5/2/2017 1.59% 0.12% 0.11% 1.48%
5/3/2017 -0.11% -0.13% -0.17% 0.05%
5/4/2017 -0.11% 0.06% 0.04% -0.16%
5/5/2017 0.18% 0.41% 0.44% -0.27%
5/8/2017 -0.70% 0.00% -0.02% -0.68%
5/9/2017 6.36% -0.10% -0.14% 6.50%
5/10/2017 0.72% 0.11% 0.11% 0.62%
5/11/2017 -0.41% -0.22% -0.27% -0.14%
5/12/2017 -0.36% -0.15% -0.19% -0.17%
5/15/2017 1.57% 0.48% 0.52% 1.05%
5/16/2017 -0.07% -0.07% -0.10% 0.03%
5/17/2017 -1.49% -1.82% -2.09% 0.60%
5/18/2017 0.41% 0.37% 0.40% 0.02%
5/19/2017 0.28% 0.68% 0.75% -0.46%
5/22/2017 1.36% 0.52% 0.56% 0.80%
5/23/2017 1.22% 0.18% 0.19% 1.03%
5/24/2017 0.37% 0.25% 0.26% 0.11%
5/25/2017 0.61% 0.44% 0.48% 0.13%
5/26/2017 0.35% 0.03% 0.01% 0.34%
5/30/2017 -0.15% -0.12% -0.16% 0.01%
5/31/2017 0.85% -0.05% -0.08% 0.93%
Sales 2015 M$ Weight
Marriott 14486 71.5%
Starwood 5763 28.5%