Portafolio Capm Activo Aapl.o

ACTIVOS PORTAFOLIO
MATRIZ DE PRECIOS
Timestamp .DJI WMT PFE PG KO VZ MCD
3/7/2016 17,074 67.89 29.79 83.1 44.01 52.21 117.15
3/8/2016 16,964 68.04 29.36 83.06 44.32 52.46 118.42
3/9/2016 17,000 67.53 29.74 82.96 44.81 52.34 119.64
3/10/2016 16,995 67.41 29.59 82.28 45.23 52.32 119.98
3/11/2016 17,213 67.17 30.5 81.75 45.2 52.53 121.55
3/14/2016 17,229 67.36 30.1 81.17 45.29 52.54 122.9
3/15/2016 17,252 68.09 29.54 81.31 45.24 52.67 123.43
3/16/2016 17,326 67.99 29.04 81.34 45.05 53.21 123.52
3/17/2016 17,481 67.45 29.34 82.75 45.77 53.63 123.16
3/18/2016 17,602 66.95 29.45 83.15 45.6 53.24 124.08
3/21/2016 17,624 67.97 30.07 83.32 45.67 53.44 123.81
3/22/2016 17,583 67.87 30.38 82.74 45.5 53.21 123.82
3/23/2016 17,503 67.46 30.19 82.82 45.46 52.91 124.19
3/24/2016 17,516 68 30.08 82.89 45.58 53.56 123.29
3/28/2016 17,535 68.12 29.78 82.62 45.8 53.4 123.17
3/29/2016 17,633 68.03 30.05 82.8 46.48 54.05 123.97
3/30/2016 17,717 68.8 30.07 82.68 46.58 54.04 125.83
3/31/2016 17,685 68.49 29.64 82.31 46.39 54.08 125.68
4/1/2016 17,793 69.06 30.04 83.53 46.83 54.01 127.02
4/4/2016 17,737 69.1 30.72 83.21 46.89 54.42 127.57
4/5/2016 17,603 68.64 31.36 83.16 46.53 54.09 127.38
4/6/2016 17,716 69.04 32.93 83.81 46.71 53.52 127.52
4/7/2016 17,542 68.22 32.76 83.24 46.36 52 128.14
4/8/2016 17,577 68.06 32.5 83.2 46.87 52.18 127.96
4/11/2016 17,556 67.4 31.89 82.73 46.44 51.61 127.56
4/12/2016 17,721 68.8 31.96 82.83 46.65 51.95 127.61
4/13/2016 17,908 69.15 32.54 82.46 46.04 51.29 126.89
4/14/2016 17,926 68.8 32.65 82.01 45.83 51.36 127.51
4/15/2016 17,897 69.06 32.5 82.3 46.1 51.35 127.78
4/18/2016 18,004 69.86 32.61 82.83 46.22 51.73 128.85
4/19/2016 18,054 69.77 32.89 83.28 46.6 52.08 128.86
4/20/2016 18,096 69.21 33.23 81.55 44.37 51.75 128.55
4/21/2016 17,983 68.47 33.24 80.8 43.66 50.03 125.79
4/22/2016 18,004 68.72 33.27 80.95 44.54 50.55 125.5
4/25/2016 17,977 69.47 33.21 81.41 44.71 50.76 127.46
4/26/2016 17,990 69.3 33.05 79.55 44.53 50.44 127.71
4/27/2016 18,042 69.42 33 79.89 44.68 51.69 128.3
4/28/2016 17,831 68.91 32.91 79.76 44.63 51.02 127.92
4/29/2016 17,774 66.87 32.71 80.12 44.8 50.94 126.49
5/2/2016 17,891 67.59 32.8 80.97 44.98 51.32 128.2
5/3/2016 17,751 67 33.7 81.1 44.84 50.68 128.4
5/4/2016 17,651 67.19 33.4 81.6 44.98 50.84 129.33
5/5/2016 17,661 67.21 33.57 81.3 45.06 50.84 129.28
5/6/2016 17,741 68.25 33.58 82.13 45.32 51.12 130.58
5/9/2016 17,706 68.95 33.82 82.12 45.24 51.08 130.83
5/10/2016 17,928 68.79 33.8 82.48 45.75 51.54 131.6
5/11/2016 17,711 66.41 33.16 82.15 45.46 51.15 129.14
5/12/2016 17,721 66.85 33.19 82.41 45.83 51.47 130.12
5/13/2016 17,535 64.94 33.19 81.23 45.35 50.94 128.83
5/16/2016 17,711 66.02 33.38 81.63 45.62 51.23 129.64
5/17/2016 17,530 65.1 33.03 80.62 44.75 50.9 127.69
5/18/2016 17,527 63.15 33.17 79.85 44.48 50.39 126.21
5/19/2016 17,435 69.2 33.38 80.19 44.32 49.63 125.29
5/20/2016 17,501 69.86 33.74 80.02 43.95 49.66 122.56
5/23/2016 17,493 69.5 33.67 80.2 43.97 49.14 122.81
5/24/2016 17,706 70.24 34.1 80.97 44.37 49.58 123.95
5/25/2016 17,852 70.48 34.35 81.48 44.38 49.85 123.26
5/26/2016 17,828 70.85 34.43 81.22 44.69 50.16 123.79
5/27/2016 17,873 70.75 34.61 81.43 44.78 50.62 123.25
5/31/2016 17,787 70.78 34.7 81.04 44.6 50.9 122.06
6/1/2016 17,790 70.5 34.75 81.79 44.7 50.43 121.97
6/2/2016 17,839 70.95 34.87 81.95 44.72 50.77 121.17
6/3/2016 17,807 70.87 34.69 82.47 45.04 50.92 121.35
6/6/2016 17,920 71.05 34.93 82.77 45.37 50.71 122
6/7/2016 17,938 71.03 34.84 82.32 45.32 51.75 121.9
6/8/2016 18,005 71.28 35.25 82.65 45.55 51.52 122.11
6/9/2016 17,985 71.09 35.31 83.17 45.76 51.95 122.79
6/10/2016 17,865 71.14 35.29 83.2 45.99 52.67 122.36
6/13/2016 17,732 70.53 34.74 82.57 45.12 52.57 122.99
6/14/2016 17,675 70.95 34.99 83.35 45.04 52.99 122.51
6/15/2016 17,640 71.12 34.79 82.95 45.01 52.84 122.25
6/16/2016 17,733 71.3 34.75 83.41 45.31 53.46 122.47
6/17/2016 17,675 70.95 34.22 83.13 44.79 53.78 122.27
6/20/2016 17,805 71.1 34.5 83.04 44.98 53.76 123.42
6/21/2016 17,830 71.46 34.75 83.41 45.13 54.1 122.63
6/22/2016 17,781 71.75 34.47 83.57 44.86 54.03 120.62
6/23/2016 18,011 72.1 34.59 84.21 45.08 54.67 121.21
6/24/2016 17,401 71.96 33.97 82.26 43.93 54.43 119.44
6/27/2016 17,140 71.5 33.8 81.23 43.78 54.74 116.3
6/28/2016 17,410 71.51 34.44 82.46 44.18 54.82 118.5
6/29/2016 17,695 72.46 35.01 83.91 44.44 55.06 119.49
6/30/2016 17,930 73.02 35.21 84.67 45.33 55.84 120.34
7/1/2016 17,949 72.81 35.57 84.78 45.12 56.23 120.4
7/5/2016 17,841 73.14 35.81 85.44 45.43 56.53 120.76
7/6/2016 17,919 73.82 35.86 85.03 45.27 56.26 120.63
7/7/2016 17,896 73.53 35.77 84.83 45.09 55.38 120.92
7/8/2016 18,147 73.84 36.12 85.77 45.38 55.9 121.31
7/11/2016 18,227 74.06 36.15 85.75 45.57 55.93 122
7/12/2016 18,348 73.27 36.24 85.75 45.58 55.47 122.25
7/13/2016 18,372 73.62 36.31 85.89 45.74 56 122.82
7/14/2016 18,506 73.7 36.92 85.87 45.69 55.84 123.93
7/15/2016 18,517 73.67 36.77 86.01 45.63 55.84 123.61
7/18/2016 18,533 73.84 36.64 85.93 45.63 55.93 123.8
7/19/2016 18,559 73.66 36.64 86.17 45.63 55.7 126.5
7/20/2016 18,595 73.79 36.68 85.32 45.51 55.62 126.06
7/21/2016 18,517 73.52 36.71 85.26 45.45 55.37 127.18
7/22/2016 18,571 73.55 36.74 85.72 45.83 56.1 128.26
7/25/2016 18,493 73.75 36.78 85.8 45.57 55.87 127.4
7/26/2016 18,474 73.73 36.83 85.27 44.88 54.81 121.71
7/27/2016 18,472 73.32 36.85 84.46 43.4 55.32 119.48
7/28/2016 18,456 73.24 36.67 84.81 43.65 54.86 119.42
7/29/2016 18,432 72.97 36.89 85.59 43.63 55.41 117.65
8/1/2016 18,405 73.78 37.31 86.41 43.45 54.5 118.01
8/2/2016 18,314 73.13 36.39 86.76 43.53 54 117.7
8/3/2016 18,355 72.94 35.29 85.97 43.64 53.9 117.52
8/4/2016 18,352 73.3 35.15 86.05 43.51 53.93 118.3
8/5/2016 18,544 73.76 35.44 85.78 43.48 53.64 119.21
8/8/2016 18,529 73.34 34.93 85.76 43.44 53.59 118.29
8/9/2016 18,533 73.54 35.08 85.99 43.47 53.66 118.31
8/10/2016 18,496 73.95 35.13 86.31 43.61 53.81 118.8
8/11/2016 18,614 73.8 35.15 86.73 43.75 53.86 119.38
8/12/2016 18,576 73.89 34.98 87.04 44.03 53.65 119.52
8/15/2016 18,636 73.32 35.11 87.02 44.24 53.61 118.52
8/16/2016 18,552 72.89 34.79 86.58 43.83 52.76 117.94
8/17/2016 18,574 72.93 35.14 86.96 44.06 53.17 117.1
8/18/2016 18,598 74.3 35.19 87.44 44.1 52.87 117.13
8/19/2016 18,553 72.81 34.98 87.31 43.92 52.45 115.01
8/22/2016 18,529 72.7 34.84 86.85 43.74 52.55 115.42
8/23/2016 18,547 71.97 35.09 87.4 43.85 52.63 115.19
8/24/2016 18,481 72.23 34.82 87.31 43.85 52.53 114.87
8/25/2016 18,448 71.22 34.77 87.9 43.67 52.75 115.43
8/26/2016 18,395 71.14 34.82 87.58 43.32 52.07 114.44
8/29/2016 18,503 71.4 35.11 88.3 43.54 52.5 115.41
8/30/2016 18,454 71.31 34.88 87.54 43.24 52.27 115.36
8/31/2016 18,401 71.44 34.8 87.31 43.43 52.33 115.66
9/1/2016 18,419 72.84 34.68 88.31 43.35 52.56 115.4
9/2/2016 18,492 72.5 34.77 88.2 43.66 52.88 115.83
9/6/2016 18,538 73 34.77 88.64 43.79 53.51 117.25
9/7/2016 18,526 72.06 34.84 87.95 43.64 53.71 116.92
9/8/2016 18,480 71.83 34.72 87.78 43.63 53.6 116.17
9/9/2016 18,085 70.3 34.1 86.24 42.27 51.82 114.58
9/12/2016 18,325 71.94 34.65 88.25 43.19 52.57 115.95
9/13/2016 18,067 71.46 34.04 87.05 42.28 51.45 114.73
9/14/2016 18,035 71.52 33.94 87.01 42.11 51.49 115.18
9/15/2016 18,212 72.4 34.14 88.06 42.36 51.98 116.14
9/16/2016 18,124 72.87 33.94 88.05 42.14 51.88 115.28
9/19/2016 18,120 72.09 33.65 88.37 42.1 51.2 115.21
9/20/2016 18,130 71.97 33.81 88.58 42.34 51.27 116.45
9/21/2016 18,294 72.19 34.28 87.8 42.53 51.87 116.93
9/22/2016 18,392 72.27 34.15 88.99 42.96 52.35 117.36
9/23/2016 18,261 72.35 34.26 87.76 42.74 52.56 117.17
9/26/2016 18,095 71.62 33.64 87.85 42.05 52.15 116.53
9/27/2016 18,228 72.33 33.83 88.36 42.59 52.49 116.88
9/28/2016 18,339 71.79 33.99 89.46 42.15 52.06 115.18
9/29/2016 18,143 70.73 33.32 88.23 42.03 52.12 114.79
9/30/2016 18,308 72.12 33.87 89.75 42.32 51.98 115.36
10/3/2016 18,254 72.01 33.68 88.66 42.03 51.88 114.64
10/4/2016 18,168 71.75 33.72 88.35 41.84 51.26 113.5
10/5/2016 18,281 71.67 33.9 88.85 41.81 50.27 113.41
10/6/2016 18,269 69.36 33.65 89.22 41.71 50.26 113.92
10/7/2016 18,240 68.7 33.56 90 41.73 49.92 113.45
10/10/2016 18,329 67.98 33.61 89.06 41.73 50.19 114.71
10/11/2016 18,129 67.39 33.13 88.54 41.54 49.9 113.68
10/12/2016 18,144 67.46 33.07 88.57 41.78 50.3 114.71
10/13/2016 18,099 68.23 32.76 88.24 41.76 50.29 115.41
10/14/2016 18,138 68.45 32.66 88.43 41.67 50.28 114.09
10/17/2016 18,086 68.22 32.5 87.83 41.6 50.43 112.41
10/18/2016 18,162 68.87 32.69 87.45 41.97 50.27 111.25
10/19/2016 18,203 68.89 32.6 85.54 42.05 50.38 111.26
10/20/2016 18,162 68.73 32.54 84.93 41.93 49.14 110.57
10/21/2016 18,146 68.34 32.18 84.33 42.13 48.2 113.93
10/24/2016 18,223 69.19 32.13 84.1 42.56 48.21 113.57
10/25/2016 18,169 69.36 32.28 86.97 42.54 47.84 112.72
10/26/2016 18,199 69.59 32.4 87.4 42.44 47.63 112.11
10/27/2016 18,170 69.83 32.48 86.58 42.12 48.54 112.08
10/28/2016 18,161 69.99 31.93 86.84 42.23 48.21 112.1
10/31/2016 18,142 70.02 31.71 86.8 42.4 48.1 112.57
11/1/2016 18,037 69.3 31.07 86.85 42.12 47.66 112.25
11/2/2016 17,960 69.45 30.63 86.74 42.05 46.94 112.39
11/3/2016 17,931 69.63 29.89 86.6 42.03 46.87 111.72
11/4/2016 17,888 69.16 30 85.08 41.69 47.08 111.04
11/7/2016 18,260 69.78 30.38 86.56 42.46 47.46 112.82
11/8/2016 18,333 69.79 30 87.46 42.88 47.65 114.11
11/9/2016 18,590 71.1 32.12 85.93 42.27 47.86 114.98
11/10/2016 18,808 71.39 33.49 82.96 40.94 46.69 114.51
11/11/2016 18,848 71.23 32.59 83.58 41.03 46.69 114.22
11/14/2016 18,869 70.49 32.38 83 41.17 46.18 117.86
11/15/2016 18,923 71.42 32.23 83.62 41.44 47.37 118.32
11/16/2016 18,868 71.39 31.96 83.19 41.26 47.93 119.21
11/17/2016 18,904 69.19 31.73 83.07 41.12 47.84 119.45
11/18/2016 18,868 68.54 31.48 82 40.91 48.07 120
11/21/2016 18,957 69.37 31.57 82.64 41.36 48.31 119.5
11/22/2016 19,024 70.12 31.33 82.76 41.37 49.49 119.69
11/23/2016 19,083 70.83 31.42 82.68 41.12 50.23 120.14
11/25/2016 19,152 71.23 31.69 83.46 41.53 50.67 120.66
11/28/2016 19,098 71.19 31.54 83.07 41.75 51.12 121.82
11/29/2016 19,122 71.37 31.92 82.89 41.15 50.96 120.68
11/30/2016 19,124 70.43 32.14 82.46 40.35 49.9 119.27
12/1/2016 19,192 70.67 31.46 81.86 40.17 49.87 118.47
12/2/2016 19,170 70.88 31.63 82.4 40.36 49.81 118.24
12/5/2016 19,216 69.94 31.59 82.99 40.62 49.75 119.29
12/6/2016 19,252 70.36 31.56 82.91 40.57 50.36 119.25
12/7/2016 19,550 70.6 31.19 84.18 41.29 51.38 119.92
12/8/2016 19,615 70.34 30.94 83.5 40.98 51.13 120.45
12/9/2016 19,757 70.08 31.7 84.37 42 51.49 121.26
12/12/2016 19,796 71.67 32.4 85.13 41.9 51.76 121.74
12/13/2016 19,911 71.8 32.83 85.18 41.76 52.36 122.68
12/14/2016 19,793 71.34 32.82 84.37 41.21 51.63 122.84
12/15/2016 19,852 71.08 32.75 84.68 41.55 51.81 122.36
12/16/2016 19,843 70.98 32.84 84.68 41.74 52.27 123.24
12/19/2016 19,883 71.58 32.83 84.71 41.67 52.91 122.99
12/20/2016 19,975 71.82 32.85 84.57 41.66 53.12 123.33
12/21/2016 19,942 71.24 32.4 84.28 41.57 52.97 123.18
12/22/2016 19,919 69.59 32.34 84.47 41.55 53.65 123.72
12/23/2016 19,934 69.54 32.48 84.96 41.6 53.68 123.14
12/27/2016 19,945 69.7 32.53 84.6 41.61 53.64 123.07
12/28/2016 19,834 69.31 32.35 84.07 41.39 53.44 122.68
12/29/2016 19,820 69.26 32.49 84.35 41.6 53.74 122.79
12/30/2016 19,763 69.12 32.48 84.08 41.46 53.38 121.72
1/3/2017 19,882 68.66 33 84.2 41.8 54.58 119.62
1/4/2017 19,942 69.06 33.29 84.5 41.65 54.52 119.48
1/5/2017 19,899 69.21 33.61 85.06 41.75 54.64 119.7
1/6/2017 19,964 68.26 33.48 85.03 41.74 53.26 120.76
1/9/2017 19,887 68.71 33.47 84.4 41.32 52.68 120.43
1/10/2017 19,856 68.23 33.44 83.49 41.04 52.76 120.25
1/11/2017 19,954 68.53 32.83 83.75 41.05 52.46 120.88
1/12/2017 19,891 67.97 32.6 83.84 40.95 52.68 122.1
1/13/2017 19,886 67.13 32.52 84.01 40.88 52.55 121.5
1/17/2017 19,827 68.42 32.06 85.21 41.22 52.74 122.75
1/18/2017 19,805 68.11 32.03 84.93 41.29 52.25 122.71
1/19/2017 19,732 67.62 31.7 84.7 41.14 52.36 122.18
1/20/2017 19,827 67.18 31.77 87.45 41.32 52.72 122.26
1/23/2017 19,800 66.65 31.46 86.96 41.43 52.41 121.38
1/24/2017 19,913 67.4 31.15 87.86 41.9 50.12 121.05
1/25/2017 20,069 66.89 31.29 87.16 42.12 49.77 121.79
1/26/2017 20,101 66.73 31.28 86.6 41.81 49.12 121.88
1/27/2017 20,094 65.66 31.42 86.72 41.45 49.6 122.86
1/30/2017 19,971 66.42 31.31 86.75 41.38 49.37 123.02
1/31/2017 19,864 66.74 31.73 87.6 41.57 49.01 122.57
2/1/2017 19,891 66.23 31.67 87.33 41.26 48.39 122.42
2/2/2017 19,885 66.7 31.73 87.76 41.4 48.28 123.22
2/3/2017 20,071 66.5 32.09 87.41 41.54 48.58 124.24
2/6/2017 20,052 66.4 32.23 87.4 41.56 48.03 124.45
2/7/2017 20,090 66.89 32.08 88.01 41.9 48.04 124.59
2/8/2017 20,054 67.81 32.14 88.33 42.02 48.37 124.67
2/9/2017 20,172 69.08 32.38 88.67 41.25 48.81 124.48
2/10/2017 20,269 68.02 32.35 87.97 40.58 48.98 125.82
2/13/2017 20,412 67.77 32.61 88.31 40.62 48.55 125.54
2/14/2017 20,504 68.66 32.75 87.86 40.53 48.27 125.81
2/15/2017 20,612 68.69 33.51 91.12 40.44 48.08 126.48
2/16/2017 20,620 68.87 33.62 90.79 41.2 48.46 126.7
2/17/2017 20,624 69.37 33.62 91.09 41.23 49.19 127.8
2/21/2017 20,743 71.45 33.62 91.67 41.46 49.43 128.04
2/22/2017 20,776 71.71 33.59 91.44 41.6 49.67 127.85
2/23/2017 20,810 71.31 34.06 91.13 41.66 50.31 128.27
2/24/2017 20,822 72.39 34.26 91.05 41.78 50.6 128.65
2/27/2017 20,837 71.74 34.28 90.89 41.67 49.94 126.99
2/28/2017 20,812 70.93 34.12 91.07 41.96 49.63 127.65
3/1/2017 21,116 70.45 34.42 91.66 42.16 49.81 129.05
3/2/2017 21,003 70.76 34.51 90.91 42.47 49.98 128.23
3/3/2017 21,006 70.03 34.52 90.5 42.48 50.09 127.9
3/6/2017 20,954 69.88 34.35 90.37 42.18 50.03 128.03
3/7/2017 20,925 69.87 33.99 90.29 41.99 49.44 128.07
3/8/2017 20,856 69.8 33.91 90.14 41.99 49.16 128.09
MATRIZ DE RENTABILIDADES
IBM AAPL.O JNJ WMT PFE PG KO
140.15 101.87 -0.645% 0.221% -1.454% -0.048% 0.702%
139.07 101.03 0.214% -0.752% 1.286% -0.120% 1.100%
140.41 101.12 -0.031% -0.178% -0.506% -0.823% 0.933%
140.19 101.17 1.276% -0.357% 3.029% -0.646% -0.066%
142.36 102.26 0.092% 0.282% -1.320% -0.712% 0.199%
142.78 102.52 0.130% 1.078% -1.878% 0.172% -0.110%
142.96 104.58 0.429% -0.147% -1.707% 0.037% -0.421%
144.79 105.97 0.895% -0.797% 1.028% 1.719% 1.586%
147.04 105.8 0.689% -0.744% 0.374% 0.482% -0.372%
147.09 105.92 0.122% 1.512% 2.083% 0.204% 0.153%
148.63 105.91 -0.235% -0.147% 1.026% -0.699% -0.373%
148.1 106.72 -0.456% -0.606% -0.627% 0.097% -0.088%
145.4 106.13 0.075% 0.797% -0.365% 0.084% 0.264%
147.95 105.67 0.112% 0.176% -1.002% -0.326% 0.482%
148.4 105.19 0.556% -0.132% 0.903% 0.218% 1.474%
149.33 107.68 0.473% 1.125% 0.067% -0.145% 0.215%
148.41 109.56 -0.178% -0.452% -1.440% -0.449% -0.409%
151.45 108.99 0.607% 0.829% 1.341% 1.471% 0.944%
152.52 109.99 -0.314% 0.058% 2.238% -0.384% 0.128%
152.07 111.12 -0.757% -0.668% 2.062% -0.060% -0.771%
150 109.81 0.638% 0.581% 4.885% 0.779% 0.386%
150.02 110.96 -0.988% -1.195% -0.518% -0.682% -0.752%
148.25 108.54 0.199% -0.235% -0.797% -0.048% 1.094%
149.35 108.66 -0.117% -0.974% -1.895% -0.567% -0.922%
149.25 109.02 0.935% 2.056% 0.219% 0.121% 0.451%
149.63 110.44 1.050% 0.507% 1.798% -0.448% -1.316%
151.23 112.04 0.101% -0.507% 0.337% -0.547% -0.457%
151.16 112.1 -0.162% 0.377% -0.460% 0.353% 0.587%
151.72 109.85 0.594% 1.152% 0.338% 0.642% 0.260%
152.53 107.48 0.274% -0.129% 0.855% 0.542% 0.819%
144 106.91 0.236% -0.806% 1.028% -2.099% -4.904%
146.11 107.13 -0.631% -1.075% 0.030% -0.924% -1.613%
149.3 105.97 0.118% 0.364% 0.090% 0.185% 1.996%
148.5 105.68 -0.147% 1.085% -0.181% 0.567% 0.381%
148.81 105.08 0.073% -0.245% -0.483% -2.311% -0.403%
149.08 104.35 0.284% 0.173% -0.151% 0.426% 0.336%
150.47 97.82 -1.175% -0.737% -0.273% -0.163% -0.112%
147.07 94.83 -0.321% -3.005% -0.610% 0.450% 0.380%
145.94 93.74 0.659% 1.071% 0.275% 1.055% 0.401%
145.27 93.64 -0.787% -0.877% 2.707% 0.160% -0.312%
144.13 95.18 -0.563% 0.283% -0.894% 0.615% 0.312%
144.25 94.19 0.054% 0.030% 0.508% -0.368% 0.178%
146.47 93.24 0.452% 1.536% 0.030% 1.016% 0.575%
147.29 92.72 -0.196% 1.020% 0.712% -0.012% -0.177%
147.34 92.79 1.248% -0.232% -0.059% 0.437% 1.121%
149.97 93.42 -1.219% -3.521% -1.912% -0.401% -0.636%
148.95 92.51 0.053% 0.660% 0.090% 0.316% 0.811%
148.84 90.34 -1.051% -2.899% 0.000% -1.442% -1.053%
147.72 90.52 0.995% 1.649% 0.571% 0.491% 0.594%
149.46 93.88 -1.026% -1.403% -1.054% -1.245% -1.925%
148 93.49 -0.019% -3.041% 0.423% -0.960% -0.605%
147.34 94.56 -0.522% 9.149% 0.631% 0.425% -0.360%
144.93 94.2 0.375% 0.949% 1.073% -0.212% -0.838%
147.25 95.22 -0.046% -0.517% -0.208% 0.225% 0.045%
146.77 96.43 1.211% 1.059% 1.269% 0.956% 0.906%
148.31 97.9 0.818% 0.341% 0.730% 0.628% 0.023%
151.69 99.62 -0.130% 0.524% 0.233% -0.320% 0.696%
152.44 100.41 0.252% -0.141% 0.521% 0.258% 0.201%
152.84 100.35 -0.482% 0.042% 0.260% -0.480% -0.403%
153.74 99.86 0.014% -0.396% 0.144% 0.921% 0.224%
152.51 98.46 0.274% 0.636% 0.345% 0.195% 0.045%
153.5 97.72 -0.177% -0.113% -0.518% 0.633% 0.713%
152.89 97.92 0.634% 0.254% 0.689% 0.363% 0.730%
152.73 98.63 0.100% -0.028% -0.258% -0.545% -0.110%
153.33 99.03 0.372% 0.351% 1.170% 0.400% 0.506%
154 98.94 -0.110% -0.267% 0.170% 0.627% 0.460%
153.42 99.65 -0.669% 0.070% -0.057% 0.036% 0.501%
152.37 98.83 -0.746% -0.861% -1.571% -0.760% -1.910%
151.28 97.34 -0.326% 0.594% 0.717% 0.940% -0.177%
151.06 97.46 -0.196% 0.239% -0.573% -0.481% -0.067%
150.68 97.14 0.525% 0.253% -0.115% 0.553% 0.664%
151.06 97.55 -0.327% -0.492% -1.537% -0.336% -1.154%
151.99 95.33 0.731% 0.211% 0.815% -0.108% 0.423%
153.61 95.1 0.140% 0.505% 0.722% 0.445% 0.333%
154.05 95.91 -0.275% 0.405% -0.809% 0.192% -0.600%
152.92 95.55 1.287% 0.487% 0.348% 0.763% 0.489%
155.35 96.1 -3.447% -0.194% -1.809% -2.343% -2.584%
146.59 93.4 -1.508% -0.641% -0.502% -1.260% -0.342%
143.5 92.04 1.560% 0.014% 1.876% 1.503% 0.910%
145.7 93.59 1.624% 1.320% 1.642% 1.743% 0.587%
148.46 94.4 1.321% 0.770% 0.570% 0.902% 1.983%
151.78 95.6 0.108% -0.288% 1.017% 0.130% -0.464%
152.35 95.89 -0.608% 0.452% 0.672% 0.775% 0.685%
151.68 94.99 0.436% 0.925% 0.140% -0.481% -0.353%
152.37 95.53 -0.127% -0.394% -0.251% -0.235% -0.398%
152.6 95.94 1.392% 0.421% 0.974% 1.102% 0.641%
154.46 96.68 0.441% 0.297% 0.083% -0.023% 0.418%
155.33 96.98 0.660% -1.072% 0.249% 0.000% 0.022%
157.04 97.42 0.133% 0.477% 0.193% 0.163% 0.350%
158.02 96.87 0.728% 0.109% 1.666% -0.023% -0.109%
160.28 98.79 0.055% -0.041% -0.407% 0.163% -0.131%
159.78 98.78 0.089% 0.230% -0.354% -0.093% 0.000%
159.86 99.83 0.140% -0.244% 0.000% 0.279% 0.000%
159.58 99.87 0.194% 0.176% 0.109% -0.991% -0.263%
161.36 99.96 -0.419% -0.367% 0.082% -0.070% -0.132%
160.45 99.43 0.289% 0.041% 0.082% 0.538% 0.833%
162.07 98.66 -0.420% 0.272% 0.109% 0.093% -0.569%
162.65 97.34 -0.104% -0.027% 0.136% -0.620% -1.526%
162.12 96.67 -0.009% -0.558% 0.054% -0.954% -3.353%
161.83 102.95 -0.086% -0.109% -0.490% 0.414% 0.574%
161.37 104.34 -0.131% -0.369% 0.598% 0.915% -0.046%
160.62 104.21 -0.151% 1.104% 1.132% 0.953% -0.413%
161.45 106.05 -0.494% -0.885% -2.497% 0.404% 0.184%
160.58 104.48 0.225% -0.260% -3.069% -0.915% 0.252%
160.67 105.79 -0.016% 0.492% -0.398% 0.093% -0.298%
161.55 105.87 1.038% 0.626% 0.822% -0.314% -0.069%
163.5 107.48 -0.077% -0.571% -1.450% -0.023% -0.092%
162.04 108.37 0.020% 0.272% 0.429% 0.268% 0.069%
161.77 108.81 -0.202% 0.556% 0.142% 0.371% 0.322%
162.08 108 0.635% -0.203% 0.057% 0.485% 0.321%
163.53 107.93 -0.199% 0.122% -0.485% 0.357% 0.638%
161.95 108.18 0.320% -0.774% 0.371% -0.023% 0.476%
161.88 109.48 -0.452% -0.588% -0.916% -0.507% -0.931%
160.7 109.38 0.118% 0.055% 1.001% 0.438% 0.523%
160.44 109.22 0.128% 1.861% 0.142% 0.550% 0.091%
161.36 109.08 -0.243% -2.026% -0.599% -0.149% -0.409%
160.04 109.36 -0.125% -0.151% -0.401% -0.528% -0.411%
160 108.51 0.096% -1.009% 0.715% 0.631% 0.251%
160.26 108.85 -0.356% 0.361% -0.772% -0.103% 0.000%
159.05 108.03 -0.179% -1.408% -0.144% 0.673% -0.411%
158.63 107.57 -0.288% -0.112% 0.144% -0.365% -0.805%
158.32 106.94 0.583% 0.365% 0.829% 0.819% 0.507%
159.72 106.82 -0.263% -0.126% -0.657% -0.864% -0.691%
159.4 106 -0.290% 0.182% -0.230% -0.263% 0.438%
158.88 106.1 0.100% 1.941% -0.345% 1.139% -0.184%
159.54 106.73 0.394% -0.468% 0.259% -0.125% 0.713%
159.55 107.73 0.249% 0.687% 0.000% 0.498% 0.297%
160.35 107.7 -0.065% -1.296% 0.201% -0.781% -0.343%
161.64 108.36 -0.250% -0.320% -0.345% -0.193% -0.023%
159 105.52 -2.158% -2.153% -1.802% -1.770% -3.167%
155.69 103.13 1.316% 2.306% 1.600% 2.304% 2.153%
158.29 105.44 -1.420% -0.669% -1.776% -1.369% -2.129%
155.81 107.95 -0.177% 0.084% -0.294% -0.046% -0.403%
154.05 111.77 0.981% 1.223% 0.588% 1.200% 0.592%
155.66 115.57 -0.488% 0.647% -0.588% -0.011% -0.521%
153.84 114.92 -0.020% -1.076% -0.858% 0.363% -0.095%
154.87 113.58 0.054% -0.167% 0.474% 0.237% 0.568%
154.45 113.57 0.899% 0.305% 1.381% -0.884% 0.448%
155.53 113.55 0.538% 0.111% -0.380% 1.346% 1.006%
156.11 114.62 -0.715% 0.111% 0.322% -1.392% -0.513%
154.98 112.71 -0.917% -1.014% -1.826% 0.102% -1.628%
153.98 112.88 0.735% 0.986% 0.563% 0.579% 1.276%
156.77 113.09 0.607% -0.749% 0.472% 1.237% -1.038%
158.29 113.95 -1.073% -1.488% -1.991% -1.384% -0.285%
158.11 112.18 0.904% 1.946% 1.637% 1.708% 0.688%
158.85 113.05 -0.297% -0.153% -0.563% -1.222% -0.688%
157.61 112.52 -0.469% -0.362% 0.119% -0.350% -0.453%
156.46 113 0.618% -0.112% 0.532% 0.564% -0.072%
157.08 113.05 -0.069% -3.276% -0.740% 0.416% -0.239%
156.88 113.89 -0.153% -0.956% -0.268% 0.870% 0.048%
155.67 114.06 0.484% -1.054% 0.149% -1.050% 0.000%
157.02 116.05 -1.099% -0.872% -1.438% -0.586% -0.456%
154.79 116.3 0.086% 0.104% -0.181% 0.034% 0.576%
154.29 117.34 -0.250% 1.135% -0.942% -0.373% -0.048%
153.72 116.98 0.218% 0.322% -0.306% 0.215% -0.216%
154.45 117.63 -0.287% -0.337% -0.491% -0.681% -0.168%
154.77 117.55 0.417% 0.948% 0.583% -0.434% 0.885%
150.72 117.47 0.224% 0.029% -0.276% -2.208% 0.190%
151.26 117.12 -0.221% -0.233% -0.184% -0.716% -0.286%
151.52 117.06 -0.092% -0.569% -1.112% -0.709% 0.476%
149.63 116.6 0.425% 1.236% -0.155% -0.273% 1.015%
150.57 117.65 -0.295% 0.245% 0.466% 3.356% -0.047%
150.88 118.25 0.165% 0.331% 0.371% 0.493% -0.235%
151.81 115.59 -0.163% 0.344% 0.247% -0.943% -0.757%
153.35 114.48 -0.047% 0.229% -1.708% 0.300% 0.261%
152.61 113.72 -0.103% 0.043% -0.691% -0.046% 0.402%
153.69 113.54 -0.582% -1.034% -2.039% 0.058% -0.663%
152.79 111.49 -0.430% 0.216% -1.426% -0.127% -0.166%
151.95 111.59 -0.161% 0.259% -2.446% -0.162% -0.048%
152.37 109.83 -0.237% -0.677% 0.367% -1.771% -0.812%
152.43 108.84 2.055% 0.892% 1.259% 1.725% 1.830%
155.72 110.41 0.400% 0.014% -1.259% 1.034% 0.984%
155.17 111.06 1.392% 1.860% 6.828% -1.765% -1.433%
154.81 110.88 1.167% 0.407% 4.177% -3.517% -3.197%
160.22 107.79 0.211% -0.224% -2.724% 0.745% 0.220%
161.27 108.43 0.112% -1.044% -0.646% -0.696% 0.341%
158.21 105.71 0.288% 1.311% -0.464% 0.744% 0.654%
158.67 107.11 -0.291% -0.042% -0.841% -0.516% -0.435%
159.29 109.99 0.189% -3.130% -0.722% -0.144% -0.340%
159.8 109.95 -0.190% -0.944% -0.791% -1.296% -0.512%
160.39 110.06 0.469% 1.204% 0.285% 0.777% 1.094%
162.77 111.73 0.354% 1.075% -0.763% 0.145% 0.024%
162.67 111.8 0.311% 1.007% 0.287% -0.097% -0.606%
161.98 111.23 0.361% 0.563% 0.856% 0.939% 0.992%
163.14 111.79 -0.284% -0.056% -0.474% -0.468% 0.528%
164.52 111.57 0.124% 0.253% 1.198% -0.217% -1.448%
163.53 111.46 0.010% -1.326% 0.687% -0.520% -1.963%
162.22 110.52 0.357% 0.340% -2.138% -0.730% -0.447%
159.82 109.49 -0.112% 0.297% 0.539% 0.657% 0.472%
160.02 109.9 0.239% -1.335% -0.127% 0.713% 0.642%
159.84 109.11 0.185% 0.599% -0.095% -0.096% -0.123%
160.35 109.95 1.535% 0.341% -1.179% 1.520% 1.759%
164.79 111.03 0.333% -0.369% -0.805% -0.811% -0.754%
165.36 112.12 0.722% -0.370% 2.427% 1.037% 2.459%
166.52 113.95 0.200% 2.243% 2.184% 0.897% -0.238%
165.5 113.3 0.578% 0.181% 1.318% 0.059% -0.335%
168.29 115.19 -0.598% -0.643% -0.030% -0.955% -1.326%
168.51 115.19 0.301% -0.365% -0.214% 0.367% 0.822%
168.02 115.82 -0.044% -0.141% 0.274% 0.000% 0.456%
166.73 115.97 0.200% 0.842% -0.030% 0.035% -0.168%
166.68 116.64 0.459% 0.335% 0.061% -0.165% -0.024%
167.6 116.95 -0.164% -0.811% -1.379% -0.344% -0.216%
167.33 117.06 -0.116% -2.343% -0.185% 0.225% -0.048%
167.06 116.29 0.075% -0.072% 0.432% 0.578% 0.120%
166.71 116.52 0.056% 0.230% 0.154% -0.425% 0.024%
167.14 117.26 -0.560% -0.561% -0.555% -0.628% -0.530%
166.19 116.76 -0.070% -0.072% 0.432% 0.333% 0.506%
166.6 116.73 -0.289% -0.202% -0.031% -0.321% -0.337%
165.99 115.82 0.601% -0.668% 1.588% 0.143% 0.817%
167.19 116.15 0.303% 0.581% 0.875% 0.356% -0.359%
169.26 116.02 -0.215% 0.217% 0.957% 0.661% 0.240%
168.7 116.61 0.324% -1.382% -0.388% -0.035% -0.024%
169.53 117.91 -0.384% 0.657% -0.030% -0.744% -1.011%
167.65 118.99 -0.160% -0.701% -0.090% -1.084% -0.680%
165.52 119.11 0.496% 0.439% -1.841% 0.311% 0.024%
167.75 119.75 -0.318% -0.821% -0.703% 0.107% -0.244%
167.95 119.25 -0.026% -1.244% -0.246% 0.203% -0.171%
167.34 119.04 -0.297% 1.903% -1.425% 1.418% 0.828%
167.89 120 -0.111% -0.454% -0.094% -0.329% 0.170%
166.8 119.99 -0.366% -0.722% -1.036% -0.271% -0.364%
166.81 119.78 0.480% -0.653% 0.221% 3.195% 0.437%
170.55 120 -0.138% -0.792% -0.981% -0.562% 0.266%
171.03 120.08 0.568% 1.119% -0.990% 1.030% 1.128%
175.9 119.97 0.779% -0.760% 0.448% -0.800% 0.524%
178.29 121.88 0.161% -0.239% -0.032% -0.645% -0.739%
178.66 121.94 -0.035% -1.616% 0.447% 0.138% -0.865%
177.3 121.95 -0.612% 1.151% -0.351% 0.035% -0.169%
175.8 121.63 -0.537% 0.481% 1.333% 0.975% 0.458%
174.52 121.35 0.135% -0.767% -0.189% -0.309% -0.749%
174.29 128.75 -0.030% 0.707% 0.189% 0.491% 0.339%
174.58 128.53 0.934% -0.300% 1.128% -0.400% 0.338%
175.82 129.08 -0.095% -0.150% 0.435% -0.011% 0.048%
175.86 130.29 0.189% 0.735% -0.466% 0.696% 0.815%
178.46 131.53 -0.179% 1.366% 0.187% 0.363% 0.286%
176.17 132.04 0.587% 1.856% 0.744% 0.384% -1.849%
177.21 132.42 0.480% -1.546% -0.093% -0.793% -1.638%
178.68 132.12 0.702% -0.368% 0.800% 0.386% 0.099%
179.36 133.29 0.451% 1.305% 0.428% -0.511% -0.222%
180.13 135.02 0.523% 0.044% 2.294% 3.643% -0.222%
181.68 135.51 0.038% 0.262% 0.328% -0.363% 1.862%
181.43 135.345 0.021% 0.723% 0.000% 0.330% 0.073%
180.67 135.72 0.575% 2.954% 0.000% 0.635% 0.556%
180.26 136.7 0.157% 0.363% -0.089% -0.251% 0.337%
181.15 137.11 0.167% -0.559% 1.390% -0.340% 0.144%
181.65 136.53 0.055% 1.503% 0.585% -0.088% 0.288%
181.35 136.66 0.075% -0.902% 0.058% -0.176% -0.264%
179.4 136.93 -0.121% -1.135% -0.468% 0.198% 0.694%
179.82 136.99 1.447% -0.679% 0.875% 0.646% 0.476%
181.95 139.79 -0.535% 0.439% 0.261% -0.822% 0.733%
180.53 138.96 0.013% -1.037% 0.029% -0.452% 0.024%
180.05 139.78 -0.245% -0.214% -0.494% -0.144% -0.709%
180.47 139.34 -0.141% -0.014% -1.054% -0.089% -0.451%
180.38 139.52 -0.330% -0.100% -0.236% -0.166% 0.000%
179.45 139
VARIANZA 0.004%
COVARIANZA 0.003%
BETA 0.81
VARIANZA 0.002%
COVARIANZA 0.001%
BETA 0.53
VARIANZA 0.002%
COVARIANZA 0.002%
BETA 0.83
VARIANZA 0.002% 0.010% 0.006% 0.008%

COVARIANZA 0.00151%
BETA 0.81
RENTABILIDADES
VZ MCD IBM AAPL.O
0.478% 1.078% -0.774% -0.828%
-0.229% 1.025% 0.959% 0.089%
-0.038% 0.284% -0.157% 0.049%
0.401% 1.300% 1.536% 1.072%
0.019% 1.105% 0.295% 0.254%
0.247% 0.430% 0.126% 1.989%
1.020% 0.073% 1.272% 1.320%
0.786% -0.292% 1.542% -0.161%
-0.730% 0.744% 0.034% 0.113%
0.375% -0.218% 1.042% -0.009%
-0.431% 0.008% -0.357% 0.762%
-0.565% 0.298% -1.840% -0.554%
1.221% -0.727% 1.739% -0.434%
-0.299% -0.097% 0.304% -0.455%
1.210% 0.647% 0.625% 2.340%
-0.019% 1.489% -0.618% 1.731%
0.074% -0.119% 2.028% -0.522%
-0.130% 1.061% 0.704% 0.913%
0.756% 0.432% -0.295% 1.022%
-0.608% -0.149% -1.371% -1.186%
-1.059% 0.110% 0.013% 1.042%
-2.881% 0.485% -1.187% -2.205%
0.346% -0.141% 0.739% 0.110%
-1.098% -0.313% -0.067% 0.331%
0.657% 0.039% 0.254% 1.294%
-1.279% -0.566% 1.064% 1.438%
0.136% 0.487% -0.046% 0.054%
-0.019% 0.212% 0.370% -2.028%
0.737% 0.834% 0.532% -2.181%
0.674% 0.008% -5.755% -0.532%
-0.636% -0.241% 1.455% 0.206%
-3.380% -2.170% 2.160% -1.089%
1.034% -0.231% -0.537% -0.274%
0.415% 1.550% 0.209% -0.569%
-0.632% 0.196% 0.181% -0.697%
2.448% 0.461% 0.928% -6.462%
-1.305% -0.297% -2.286% -3.104%
-0.157% -1.124% -0.771% -1.156%
0.743% 1.343% -0.460% -0.107%
-1.255% 0.156% -0.788% 1.631%
0.315% 0.722% 0.083% -1.046%
0.000% -0.039% 1.527% -1.014%
0.549% 1.001% 0.558% -0.559%
-0.078% 0.191% 0.034% 0.075%
0.897% 0.587% 1.769% 0.677%
-0.760% -1.887% -0.682% -0.979%
0.624% 0.756% -0.074% -2.374%
-1.035% -0.996% -0.755% 0.199%
0.568% 0.627% 1.171% 3.645%
-0.646% -1.516% -0.982% -0.416%
-1.007% -1.166% -0.447% 1.138%
-1.520% -0.732% -1.649% -0.381%
0.060% -2.203% 1.588% 1.077%
-1.053% 0.204% -0.327% 1.263%
0.891% 0.924% 1.044% 1.513%
0.543% -0.558% 2.253% 1.742%
0.620% 0.429% 0.493% 0.790%
0.913% -0.437% 0.262% -0.060%
0.552% -0.970% 0.587% -0.489%
-0.928% -0.074% -0.803% -1.412%
0.672% -0.658% 0.647% -0.754%
0.295% 0.148% -0.398% 0.204%
-0.413% 0.534% -0.105% 0.722%
2.030% -0.082% 0.392% 0.405%
-0.445% 0.172% 0.436% -0.091%
0.831% 0.555% -0.377% 0.715%
1.376% -0.351% -0.687% -0.826%
-0.190% 0.514% -0.718% -1.519%
0.796% -0.391% -0.146% 0.123%
-0.283% -0.212% -0.252% -0.329%
1.167% 0.180% 0.252% 0.421%
0.597% -0.163% 0.614% -2.302%
-0.037% 0.936% 1.060% -0.242%
0.630% -0.642% 0.286% 0.848%
-0.129% -1.653% -0.736% -0.376%
1.178% 0.488% 1.577% 0.574%
-0.440% -1.471% -5.804% -2.850%
0.568% -2.664% -2.130% -1.467%
0.146% 1.874% 1.521% 1.670%
0.437% 0.832% 1.877% 0.862%
1.407% 0.709% 2.212% 1.263%
0.696% 0.050% 0.375% 0.303%
0.532% 0.299% -0.441% -0.943%
-0.479% -0.108% 0.454% 0.567%
-1.577% 0.240% 0.151% 0.428%
0.935% 0.322% 1.212% 0.768%
0.054% 0.567% 0.562% 0.310%
-0.826% 0.205% 1.095% 0.453%
0.951% 0.465% 0.622% -0.566%
-0.286% 0.900% 1.420% 1.963%
0.000% -0.259% -0.312% -0.010%
0.161% 0.154% 0.050% 1.057%
-0.412% 2.157% -0.175% 0.040%
-0.144% -0.348% 1.109% 0.090%
-0.450% 0.885% -0.566% -0.532%
1.310% 0.846% 1.005% -0.777%
-0.411% -0.673% 0.357% -1.347%
-1.915% -4.569% -0.326% -0.691%
0.926% -1.849% -0.179% 6.294%
-0.835% -0.050% -0.285% 1.341%
0.998% -1.493% -0.466% -0.125%
-1.656% 0.306% 0.515% 1.750%
-0.922% -0.263% -0.540% -1.492%
-0.185% -0.153% 0.056% 1.246%
0.056% 0.662% 0.546% 0.076%
-0.539% 0.766% 1.200% 1.509%
-0.093% -0.775% -0.897% 0.825%
0.131% 0.017% -0.167% 0.405%
0.279% 0.413% 0.191% -0.747%
0.093% 0.487% 0.891% -0.065%
-0.391% 0.117% -0.971% 0.231%
-0.075% -0.840% -0.043% 1.195%
-1.598% -0.491% -0.732% -0.091%
0.774% -0.715% -0.162% -0.146%
-0.566% 0.026% 0.572% -0.128%
-0.798% -1.827% -0.821% 0.256%
0.190% 0.356% -0.025% -0.780%
0.152% -0.199% 0.162% 0.313%
-0.190% -0.278% -0.758% -0.756%
0.418% 0.486% -0.264% -0.427%
-1.297% -0.861% -0.196% -0.587%
0.822% 0.844% 0.880% -0.112%
-0.439% -0.043% -0.201% -0.771%
0.115% 0.260% -0.327% 0.094%
0.439% -0.225% 0.415% 0.592%
0.607% 0.372% 0.006% 0.933%
1.184% 1.218% 0.500% -0.028%
0.373% -0.282% 0.801% 0.611%
-0.205% -0.644% -1.647% -2.656%
-3.377% -1.378% -2.104% -2.291%
1.437% 1.189% 1.656% 2.215%
-2.154% -1.058% -1.579% 2.353%
0.078% 0.391% -1.136% 3.478%
0.947% 0.830% 1.040% 3.343%
-0.193% -0.743% -1.176% -0.564%
-1.319% -0.061% 0.667% -1.173%
0.137% 1.071% -0.272% -0.009%
1.163% 0.411% 0.697% -0.018%
0.921% 0.367% 0.372% 0.938%
0.400% -0.162% -0.726% -1.680%
-0.783% -0.548% -0.647% 0.151%
0.650% 0.300% 1.796% 0.186%
-0.823% -1.465% 0.965% 0.758%
0.115% -0.339% -0.114% -1.566%
-0.269% 0.495% 0.467% 0.773%
-0.193% -0.626% -0.784% -0.470%
-1.202% -0.999% -0.732% 0.426%
-1.950% -0.079% 0.395% 0.044%
-0.020% 0.449% -0.127% 0.740%
-0.679% -0.413% -0.774% 0.149%
0.539% 1.104% 0.863% 1.730%
-0.579% -0.902% -1.430% 0.215%
0.798% 0.902% -0.324% 0.890%
-0.020% 0.608% -0.370% -0.307%
-0.020% -1.150% 0.474% 0.554%
0.298% -1.483% 0.207% -0.068%
-0.318% -1.037% -2.652% -0.068%
0.219% 0.009% 0.358% -0.298%
-2.492% -0.622% 0.172% -0.051%
-1.931% 2.994% -1.255% -0.394%
0.021% -0.316% 0.626% 0.896%
-0.770% -0.751% 0.206% 0.509%
-0.440% -0.543% 0.614% -2.275%
1.893% -0.027% 1.009% -0.965%
-0.682% 0.018% -0.484% -0.666%
-0.228% 0.418% 0.705% -0.158%
-0.919% -0.285% -0.587% -1.822%
-1.522% 0.125% -0.551% 0.090%
-0.149% -0.598% 0.276% -1.590%
0.447% -0.611% 0.039% -0.905%
0.804% 1.590% 2.135% 1.432%
0.400% 1.137% -0.354% 0.587%
0.440% 0.760% -0.232% -0.162%
-2.475% -0.410% 3.435% -2.826%
0.000% -0.254% 0.653% 0.592%
-1.098% 3.137% -1.916% -2.541%
2.544% 0.390% 0.290% 1.316%
1.175% 0.749% 0.390% 2.653%
-0.188% 0.201% 0.320% -0.036%
0.480% 0.459% 0.369% 0.100%
0.498% -0.418% 1.473% 1.506%
2.413% 0.159% -0.061% 0.063%
1.484% 0.375% -0.425% -0.511%
0.872% 0.432% 0.714% 0.502%
0.884% 0.957% 0.842% -0.197%
-0.313% -0.940% -0.604% -0.099%
-2.102% -1.175% -0.804% -0.847%
-0.060% -0.673% -1.491% -0.936%
-0.120% -0.194% 0.125% 0.374%
-0.121% 0.884% -0.113% -0.721%
1.219% -0.034% 0.319% 0.767%
2.005% 0.560% 2.731% 0.977%
-0.488% 0.441% 0.345% 0.977%
0.702% 0.670% 0.699% 1.619%
0.523% 0.395% -0.614% -0.572%
1.153% 0.769% 1.672% 1.654%
-1.404% 0.130% 0.131% 0.000%
0.348% -0.392% -0.291% 0.545%
0.884% 0.717% -0.771% 0.129%
1.217% -0.203% -0.030% 0.576%
0.396% 0.276% 0.550% 0.265%
-0.283% -0.122% -0.161% 0.094%
1.276% 0.437% -0.161% -0.660%
0.056% -0.470% -0.210% 0.198%
-0.075% -0.057% 0.258% 0.633%
-0.374% -0.317% -0.570% -0.427%
0.560% 0.090% 0.246% -0.026%
-0.672% -0.875% -0.367% -0.783%
2.223% -1.740% 0.720% 0.285%
-0.110% -0.117% 1.231% -0.112%
0.220% 0.184% -0.331% 0.507%
-2.558% 0.882% 0.491% 1.109%
-1.095% -0.274% -1.115% 0.912%
0.152% -0.150% -1.279% 0.101%
-0.570% 0.523% 1.338% 0.536%
0.418% 1.004% 0.119% -0.418%
-0.247% -0.493% -0.364% -0.176%
0.361% 1.024% 0.328% 0.803%
-0.933% -0.033% -0.651% -0.008%
0.210% -0.433% 0.006% -0.175%
0.685% 0.065% 2.217% 0.184%
-0.590% -0.722% 0.281% 0.067%
-4.468% -0.272% 2.808% -0.092%
-0.701% 0.609% 1.350% 1.580%
-1.315% 0.074% 0.207% 0.049%
0.972% 0.801% -0.764% 0.008%
-0.465% 0.130% -0.850% -0.263%
-0.732% -0.366% -0.731% -0.230%
-1.273% -0.122% -0.132% 5.919%
-0.228% 0.651% 0.166% -0.171%
0.619% 0.824% 0.708% 0.427%
-1.139% 0.169% 0.023% 0.933%
0.021% 0.112% 1.468% 0.947%
0.685% 0.064% -1.292% 0.387%
0.906% -0.153% 0.589% 0.287%
0.348% 1.071% 0.826% -0.227%
-0.882% -0.223% 0.380% 0.882%
-0.578% 0.215% 0.428% 1.290%
-0.394% 0.531% 0.857% 0.362%
0.787% 0.174% -0.138% -0.122%
1.495% 0.864% -0.420% 0.277%
0.487% 0.188% -0.227% 0.719%
0.484% -0.149% 0.493% 0.299%
1.280% 0.328% 0.276% -0.424%
0.575% 0.296% -0.165% 0.095%
-1.313% -1.299% -1.081% 0.197%
-0.623% 0.518% 0.234% 0.044%
0.362% 1.091% 1.178% 2.023%
0.341% -0.637% -0.783% -0.596%
0.220% -0.258% -0.266% 0.588%
-0.120% 0.102% 0.233% -0.315%
-1.186% 0.031% -0.050% 0.129%
-0.568% 0.016% -0.517% -0.373%
0.005% 0.010% 0.003% 0.008%
Tasa Libre De Riesgo DJI
Int.Efectivo 3.11% Cierre Ant Retorno
Int.Nominal 3.06% $ 20,855.73 0.0791%
Int.Diario 0.00839%
WMT
Cierre Ant
$ 139.00
Tiempo Analizado Correlacion Retorno Desviacion E. R^2
Ultimo Año 0.40 0.12284% 1.246514% 0.99
Ultimos 6 Meses 0.25 0.19158% 1.022728% 0.98
Ultimos 3 Meses 0.40 0.37814% 0.926623% 0.98
Ultimos 2 Meses 0.34 0.40135% 1.035052% 0.97
Precio Actual Precio estim Beta T.Estimada T.Requerida

$ 139.00 146.50 0.81 5.393% 0.0657%
DJI
Desviacion
0.6102%
Valoracion Variacion BETA Acción

146.50 5.393% 0.81
155.36 11.767% 0.53
150.91 8.570% 0.83
149.09 7.257% 0.81
T.est-T.req Evaluación
5.32757% SUBVALUADA
ARIMA (Modelos Autorregresivos Integrados de Medias Móviles)
Estadísticas de la Regresión
R-Cuadrado (Coeficiente de Determinación) 0.9865 Criterio de Información Akaike (AIC) 3.3796
R-Cuadrado Ajustado 0.9864 Criterio Schwarz (SC) 3.4452
R-Múltiple (Coeficiente de Correlación Múltiple) 0.9933 Logaritmo de Probabilidad -427.52
Error Estándar Estimado (EEy*) 11.40 Estadístico Durbin-Watson (DW) 1.9813
Número de Observaciones 253 Número de Iteraciones 7
Los Modelos Autorregresivos Integrados de Medias Móviles o ARIMA(p,d,q) son la extensión del modelo AR que utiliza los tres componentes para modelar la correlación serial en
datos de series de tiempo. El primer componente es el término autorregresivo (AR). El modelo AR(p) utiliza un número p de regazos de la serie. Un modelo AR(p) tiene la forma:
y(t)=a(1)*y(t-1)+...+a(p)*y(t-p)+e(t). El segundo componente es el termino del orden de integración (d) de la serie. Cada orden de integración corresponde al numero de veces que
la serie de tiempo debe se diferenciada para hacerse estacionaria. I(1) significa diferenciar los datos una vez. I(d) significa diferencia los datos d veces. El tercer componente es el
término (MA) media móvil. El modelo MA(q) utiliza q rezagos de los errores del pronóstico para mejorar este proceso. Un modelo MA(q) tiene la forma: y(t)=e(t)+b(1)*e(t-1)+...
+b(q)*e(t-q). Finalmente, un modelo ARMA(p,q) tiene la forma combinada: y(t)=a(1)*y(t-1)+...+a(p)*y(t-p)+e(t)+b(1)*e(t-1)+...+b(q)*e(t-q).
El R-Cuadrado, o el Coeficiente de Determinación, indica el porcentaje de variación en la variable dependiente que puede explicarse y contarse por las variables independientes en
este análisis de regresión. Sin embargo, en una regresión múltiple, el R-Cuadrado Ajustado toma en cuenta la existencia de variables independientes adicionales o regresores y
ajusta el valor de esta R-Cuadrado para una perspectiva más exacta del poder explicativo de la regresión. Sin embargo, bajo algunas circunstancias de modelación ARIMA (por
ejemplo, modelos con no convergencia), el R-Cuadrado tiende a ser no confiable.
El Coeficiente de Correlación Múltiple (R-Múltiple) mide la correlación entre la verdadera variable dependiente (Y) y el estimado o ajuste (Y*) basado en la ecuación de regresión.
Esta correlación también es la raíz cuadrada del Coeficiente de Determinación (R-Cuadrado).
El Error Estándar Estimado (Sey*) describe la dispersión del conjunto de datos por encima y por debajo de la línea de regresión o plano. Este valor es utilizado como parte del
cálculo para obtener el intervalo de confianza de las estimaciones posteriores.
Los criterios de información AIC (Akaike) y SC (Schwarz) son utilizados generalmente en la selección del modelo de regresión. SC impone una gran penalidad por coeficientes
adicionales. Generalmente el usuario debe seleccionar un modelo con el valor más bajo de los criterios AIC y SC.
El estadístico Durbin-Watson mide la correlación serial en los residuales. Por lo general, DW menores a 2 implican una correlación serial positiva.
Resultados de la Regresión
Intercepto AR(1) MA(1)

Coeficientes -0.2044 1.0032 0.1376
Error Estandar 0.9371 0.0085 0.0632
Estadístico t -0.2181 118.2444 2.1784
P-Value 0.8275 0.0000 0.0303
Menor a 5% 1.3427 1.0172 0.2418
Mayor a 95% -1.7514 0.9892 0.0333
Grados de Libertad Prueba de Hipótesis

Grados de Libertad para la Regresión 2 Estadístico t Crítico (99% confianza con diferencia de 250) 2.5956
Grados de Libertad Residual 250 Estadístico t Crítico (95% confianza con diferencia de 250) 1.9695
Grados de Libertad Totales 252 Estadístico t Crítico (90% confianza con diferencia de 250) 1.6510
Los coeficientes proporcionan el intercepto y la pendiente de la regresión estimada. Por ejemplo, los coeficientes son estimaciones de los posibles valores poblacionales b
representados en la siguiente ecuación de regresión Y = b0 + b1X1 + b2X2 + ... + bnXn. El Error Estándar mide que tan exactos son los pronósticos de los coeficientes, y el
estadístico t es la razón entre el valor correspondiente al coeficiente estimado y su respectivo Error Estándar.
El estadístico t se utiliza en la prueba de hipótesis, donde se establece la hipótesis nula (Ho) de manera que el coeficiente sea cero, y la hipótesis alternativa (Ha) diferente de
cero, de manera que el verdadero valor del coeficiente no sea igual a cero. Una prueba t se lleva a cabo cuando el estadístico t se compara con los valores críticos de los Grados
de Libertad Residual. La prueba t es muy importante ya que calcula si cada uno de los coeficientes es estadísticamente significativo en presencia de otros regresores. Esto
significa que la prueba t comprueba estadísticamente cuando un regresor o una variable independiente debe continuar en la regresión o de lo contrario, debe descartarse.
El coeficiente es estadísticamente significativo si su estadístico t excede el estadístico crítico en los grados de libertad relevantes (df). Los tres principales niveles de confianza
utilizados para medir la significancia son 90%, 95% y 99%. Si un estadístico t del coeficiente excede el nivel crítico, se le considera estadísticamente significativo. Alternativamente,
el P - Value calcula cada probabilidad de ocurrencia del estadístico t, lo que significa que entre más pequeño sea el P - Value, más significativo será el coeficiente. Los niveles
usuales de significancia para el P - Value son 0.01, 0.05, y 0.10, que corresponden a 99%, 95%, y 90% de los niveles de confianza respectivamente.
Los coeficientes con sus P - Value resaltados en azul indican que son estadísticamente significativos al 90% de confianza o 0.10 en nivel alfa, mientras que aquellos resaltados en
rojo indican que no son estadísticamente significativos en cualquier otro nivel alfa.
Análisis de Varianza
Suma del
Suma de Estadístico
Promedio de Valor P
Cuadrados F
Cuadrados Prueba de Hipótesis
Regresión 32330.48 16165.24 9168.63 0.0000 Estadístico F Crítico (99% confianza con diferencia de 2 y 25 4.6911
Residual 440.78 1.76 Estadístico F Crítico (95% confianza con diferencia de 2 y 25 3.0319
Total 32771.25 Estadístico F Crítico (90% confianza con diferencia de 2 y 25 2.3239
El cuadro de Análisis de Varianza (ANOVA) proporciona una prueba con el estadístico F, apoyado en los resúmenes generales de las estadísticas significativas de los modelos. En
lugar de buscar regresores individuales como en la prueba t, la prueba F busca en todas las propiedades estadísticas de los coeficientes. El estadístico F se calcula como la razón
de la suma ponderada de cuadrados de la suma explicada de la regresión sobre la suma ponderada de cuadrados de la suma de residuales cuadrados. El numerador mide que
tanto de la regresión se explica, mientras que el denominador mide que tanto no se explica. Por lo tanto, mientras más grande sea el estadístico F, más significativo será el
modelo. El P - Value correspondiente es calculado para comprobar la hipótesis nula (Ho) en donde todos los coeficientes son simultáneamente iguales a cero, contra la hipótesis
alternativa (Ha), en la cual todos son simultáneamente diferentes a cero, indicando un modelo de regresión estadísticamente significativo. Si el P - Value es más pequeño que los
niveles de significancia alfa, es decir, 0.01, 0.05, o 0.10, entonces la regresión es significativa. La misma aproximación puede aplicarse comparando el estadístico F con los valores
críticos de F en varios niveles de significancia.
Autocorrelación
Tiempo AC PAC Límite Inferior Límite Superior Estadístico Q Valor P

1 0.9792 0.9792 (0.1255) 0.1255 245.4906 -
2 0.9555 (0.0820) (0.1255) 0.1255 480.1716 -
3 0.9312 (0.0226) (0.1255) 0.1255 703.9434 -
4 0.9071 (0.0058) (0.1255) 0.1255 917.1222 -
5 0.8845 0.0255 (0.1255) 0.1255 1,120.6538 -
6 0.8601 (0.0648) (0.1255) 0.1255 1,313.8558 -
7 0.8370 0.0278 (0.1255) 0.1255 1,497.5810 -
8 0.8133 (0.0321) (0.1255) 0.1255 1,671.7560 -
9 0.7887 (0.0324) (0.1255) 0.1255 1,836.2269 -
10 0.7631 (0.0396) (0.1255) 0.1255 1,990.8147 -
11 0.7365 (0.0287) (0.1255) 0.1255 2,135.4095 -
12 0.7105 (0.0019) (0.1255) 0.1255 2,270.5475 -
13 0.6860 0.0214 (0.1255) 0.1255 2,397.0628 -
14 0.6625 0.0009 (0.1255) 0.1255 2,515.5301 -
15 0.6381 (0.0390) (0.1255) 0.1255 2,625.8872 -
16 0.6154 0.0346 (0.1255) 0.1255 2,728.9923 -
17 0.5946 0.0248 (0.1255) 0.1255 2,825.6348 -
18 0.5749 0.0099 (0.1255) 0.1255 2,916.3766 -
19 0.5558 (0.0043) (0.1255) 0.1255 3,001.5407 -
20 0.5362 (0.0197) (0.1255) 0.1255 3,081.1354 -
Si la autocorrelación total AC(1) es diferente a cero, significa que la serie de tiempo esta ordenada serialmente y esta correlacionada. Si AC(k) decrece geométricamente o
exponencialmente con un incremento en los rezagos, implica que la serie sigue un proceso autorregresivo de orden bajo. De la misma manera si AC(k) disminuye hasta cero
después de un pequeño número de rezagos, implica que la serie sigue un proceso de orden bajo. La autocorrelación parcial PAC(k) mide la correlación entre observaciones (para
series de tiempo) que están separadas k periodos, manteniendo constantes las correlaciones entre los rezagos intermedios menores que k. Si el patrón de autocorrelación total
puede ser capturado por una autorregresion u orden menor que k, entonces la autocorrelación parcial PAC en el rezago será muy cercana a cero. El estadístico Ljung-Box Q
analiza utiliza los valores P - Value para identificar si los coeficientes de correlación superiores al primer rezago son iguales a cero (la hipótesis nula) contra la hipótesis de que no
todos los rezago son cero. Cuando los P-Value son muy pequeños (P < 0.001) se puede rechazar la hipótesis nula inicial, es decir, existen valores de los coeficientes de
autocorrelación que son significativamente diferentes de cero. Las líneas punteadas en las gráficas de las autocorrelaciones son los dos errores estándar aproximados a los
límites. Si la autocorrelación está dentro de estos límites, no es significativamente diferente a cero en (aproximadamente) el 5% del nivel de significancia.
Pronóstico
Período Real (Y) Pronóstico (F) Error (E) RMSE: 1.3199

2 101.0300 101.9902 (0.9602)
3 101.1200 101.0154 0.1046
4 101.1700 101.2522 (0.0822)
5 102.2600 101.2767 0.9833
6 102.5200 102.5167 0.0033
7 104.5800 102.6427 1.9373
8 105.9700 104.9754 0.9946
9 105.8000 106.2401 (0.4401)
10 105.9200 105.8722 0.0478
11 105.9100 106.0597 (0.1497)
12 106.7200 106.0225 0.6975
13 106.1300 106.9516 (0.8216)
14 105.6700 106.1508 (0.4808)
15 105.1900 105.7362 (0.5462)
16 107.6800 105.2457 2.4343
17 109.5600 108.1536 1.4064
18 108.9900 109.8982 (0.9082)
19 109.9900 109.0080 0.9820
20 111.1200 110.2712 0.8488
21 109.8100 111.3865 (1.5765)
22 110.9600 109.7386 1.2214
23 108.5400 111.2772 (2.7372)
24 108.6600 108.3049 0.3551
25 109.0200 108.8507 0.1693
26 110.4400 109.1863 1.2537
27 112.0400 110.7600 1.2800
28 112.1000 112.3687 (0.2687)
29 109.8500 112.2159 (2.3659)
30 107.4800 109.6702 (2.1902)
31 106.9100 107.3168 (0.4068)
32 107.1300 106.9903 0.1397
33 105.9700 107.2862 (1.3162)
34 105.6800 105.9222 (0.2422)
35 105.0800 105.7790 (0.6990)
36 104.3500 105.1143 (0.7643)
37 97.8200 104.3730 (6.5530)
38 94.8300 97.0258 (2.1958)
39 93.7400 94.6257 (0.8857)
40 93.6400 93.7125 (0.0725)
41 95.1800 93.7240 1.4560
42 94.1900 95.4792 (1.2892)
43 93.2400 94.1084 (0.8684)
44 92.7200 93.2133 (0.4933)
45 92.7900 92.7432 0.0468
46 93.4200 92.8877 0.5323
47 92.5100 93.5865 (1.0765)
48 90.3400 92.4523 (2.1123)
49 90.5200 90.1329 0.3871
50 93.8800 90.6573 3.2227
51 93.4900 94.4181 (0.9281)
52 94.5600 93.4558 1.1042
53 94.2000 94.8088 (0.6088)
54 95.2200 94.2120 1.0080
55 96.4300 95.4577 0.9723
56 97.9000 96.6667 1.2333
57 99.6200 98.1773 1.4427
58 100.4100 99.9315 0.4785
59 100.3500 100.5914 (0.2414)
60 99.8600 100.4322 (0.5722)
61 98.4600 99.8951 (1.4351)
62 97.7200 98.3719 (0.6519)
63 97.9200 97.7373 0.1827
64 98.6300 98.0528 0.5772
65 99.0300 98.8193 0.2107
66 98.9400 99.1702 (0.2302)
67 99.6500 99.0192 0.6308
68 98.8300 99.8499 (1.0199)
69 97.3400 98.8002 (1.4602)
70 97.4600 97.2449 0.2151
71 97.1400 97.5958 (0.4558)
72 97.5500 97.1825 0.3675
73 95.3300 97.7070 (2.3770)
74 95.1000 95.1024 (0.0024)
75 95.9100 95.1983 0.7117
76 95.5500 96.1091 (0.5591)
77 96.1000 95.5732 0.5268
78 93.4000 96.2743 (2.8743)
79 92.0400 93.0978 (1.0578)
80 93.5900 91.9834 1.6066
81 94.4000 93.9049 0.4951
82 95.6000 94.5645 1.0355
83 95.8900 95.8427 0.0473
84 94.9900 95.9977 (1.0077)
85 95.5300 94.9497 0.5803
86 95.9400 95.7099 0.2301
87 96.6800 96.0730 0.6070
88 96.9800 96.8672 0.1128
89 97.4200 97.1002 0.3198
90 96.8700 97.5700 (0.7000)
91 98.7900 96.8780 1.9120
92 98.7800 99.1635 (0.3835)
93 99.8300 98.8376 0.9924
94 99.8700 100.0802 (0.2102)
95 99.9600 99.9549 0.0051
96 99.4300 100.0748 (0.6448)
97 98.6600 99.4537 (0.7937)
98 97.3400 98.6608 (1.3208)
99 96.6700 97.2641 (0.5941)
100 102.9500 96.6919 6.2581
101 104.3400 103.9346 0.4054
102 104.2100 104.5239 (0.3139)
103 106.0500 104.2945 1.7555
104 104.4800 106.4251 (1.9451)
105 105.7900 104.3410 1.4490
106 105.8700 106.1221 (0.2521)
107 107.4800 105.9683 1.5117
108 108.3700 107.8261 0.5439
109 108.8100 108.5858 0.2242
110 108.0000 108.9832 (0.9832)
111 107.9300 108.0045 (0.0745)
112 108.1800 108.0593 0.1207
113 109.4800 108.3369 1.1431
114 109.3800 109.7817 (0.4017)
115 109.2200 109.4689 (0.2489)
116 109.0800 109.3294 (0.2494)
117 109.3600 109.1889 0.1711
118 108.5100 109.5276 (1.0176)
119 108.8500 108.5114 0.3386
120 108.0300 109.0391 (1.0091)
121 107.5700 108.0310 (0.4610)
122 106.9400 107.6450 (0.7050)
123 106.8200 106.9794 (0.1594)
124 106.0000 106.9341 (0.9341)
125 106.1000 106.0049 0.0951
126 106.7300 106.2468 0.4832

Coeficientes -1.1109 1.0113 -0.0415
Error Estandar 1.5196 0.0127 0.1014
Estadístico t -0.7311 79.8326 -0.4094
P-Value 0.4664 0.0000 0.6831
Menor a 5% 1.4119 1.0323 0.1268
Mayor a 95% -3.6337 0.9903 -0.2098

Suma del
Promedio de Valor P
Cuadrados F
Regresión 9072.87 4536.43 2997.13 0.0000 Estadístico F Crítico (99% confianza con diferencia de 2 y 10 4.8239
Residual 151.36 1.51 Estadístico F Crítico (95% confianza con diferencia de 2 y 10 3.0873
Total 9224.23 Estadístico F Crítico (90% confianza con diferencia de 2 y 10 2.3564
Autocorrelación

1 0.9698 0.9698 (0.1961) 0.1961 99.7124 -
2 0.9395 (0.0162) (0.1961) 0.1961 194.2181 -
3 0.9080 (0.0356) (0.1961) 0.1961 283.3782 -
4 0.8747 (0.0457) (0.1961) 0.1961 366.9689 -
5 0.8416 (0.0157) (0.1961) 0.1961 445.1391 -
6 0.8051 (0.0736) (0.1961) 0.1961 517.4161 -
7 0.7730 0.0531 (0.1961) 0.1961 584.7233 -
8 0.7397 (0.0353) (0.1961) 0.1961 647.0045 -
9 0.7071 (0.0056) (0.1961) 0.1961 704.5302 -
10 0.6727 (0.0549) (0.1961) 0.1961 757.1500 -
11 0.6359 (0.0565) (0.1961) 0.1961 804.6833 -
12 0.5988 (0.0346) (0.1961) 0.1961 847.3037 -
13 0.5653 0.0469 (0.1961) 0.1961 885.7058 -
14 0.5291 (0.0694) (0.1961) 0.1961 919.7224 -
15 0.4913 (0.0465) (0.1961) 0.1961 949.3833 -
16 0.4549 (0.0038) (0.1961) 0.1961 975.1098 -
17 0.4202 0.0029 (0.1961) 0.1961 997.3096 -
18 0.3854 (0.0313) (0.1961) 0.1961 1,016.2131 -
19 0.3500 (0.0256) (0.1961) 0.1961 1,031.9833 -
20 0.3108 (0.0957) (0.1961) 0.1961 1,044.5730 -
Pronóstico

2 116.0500 114.2389 1.8111
3 116.3000 116.1763 0.1237
4 117.3400 116.4991 0.8409
5 116.9800 117.5211 (0.5411)
6 117.6300 117.2144 0.4156
7 117.5500 117.8321 (0.2821)
8 117.4700 117.7801 (0.3101)
9 117.1200 117.7004 (0.5804)
10 117.0600 117.3576 (0.2976)
11 116.6000 117.2852 (0.6852)
12 117.6500 116.8361 0.8139
13 118.2500 117.8358 0.4142
14 115.5900 118.4591 (2.8691)
15 114.4800 115.9053 (1.4253)
16 113.7200 114.7229 (1.0029)
17 113.5400 113.9367 (0.3967)
18 111.4900 113.7295 (2.2395)
19 111.5900 111.7328 (0.1428)
20 109.8300 111.7469 (1.9169)
21 108.8400 110.0407 (1.2007)
22 110.4100 109.0098 1.4002
23 111.0600 110.4895 0.5705
24 110.8800 111.1813 (0.3013)
25 107.7900 111.0355 (3.2455)
26 108.4300 108.0328 0.3972
27 105.7100 108.5288 (2.8188)
28 107.1100 105.9115 1.1985
29 109.9900 107.1606 2.8294
30 109.9500 110.0055 (0.0555)
31 110.0600 110.0848 (0.0248)
32 111.7300 110.1947 1.5353
33 111.8000 111.8189 (0.0189)
34 111.2300 111.9542 (0.7242)
35 111.7900 111.4070 0.3830
36 111.5700 111.9274 (0.3574)
37 111.4600 111.7356 (0.2756)
38 110.5200 111.6210 (1.1010)
39 109.4900 110.7046 (1.2146)
40 109.9000 109.6677 0.2323
41 109.1100 110.0223 (0.9123)
42 109.9500 109.2708 0.6792
43 111.0300 110.0543 0.9757
44 112.1200 111.1342 0.9858
45 113.9500 112.2361 1.7139
46 113.3000 114.0566 (0.7566)
47 115.1900 113.5018 1.6882
48 115.1900 115.3116 (0.1216)
49 115.8200 115.3868 0.4332
50 115.9700 116.0009 (0.0309)
51 116.6400 116.1718 0.4682
52 116.9500 116.8287 0.1213
53 117.0600 117.1566 (0.0966)
54 116.2900 117.2769 (0.9869)
55 116.5200 116.5351 (0.0151)
56 117.2600 116.7274 0.5326
57 116.7600 117.4530 (0.6930)
58 116.7300 116.9982 (0.2682)
59 115.8200 116.9503 (1.1303)
60 116.1500 116.0658 0.0842
61 116.0200 116.3491 (0.3291)
62 116.6100 116.2348 0.3752
63 117.9100 116.8022 1.1078
64 118.9900 118.0865 0.9035
65 119.1100 119.1872 (0.0772)
66 119.7500 119.3493 0.4007
67 119.2500 119.9767 (0.7267)
68 119.0400 119.5178 (0.4778)
69 120.0000 119.2951 0.7049
70 119.9900 120.2169 (0.2269)
71 119.7800 120.2454 (0.4654)
72 120.0000 120.0429 (0.0429)
73 120.0800 120.2479 (0.1679)
74 119.9700 120.3340 (0.3640)
75 121.8800 120.2309 1.6491
76 121.9400 122.0789 (0.1389)
77 121.9500 122.2138 (0.2638)
78 121.6300 122.2291 (0.5991)
79 121.3500 121.9194 (0.5694)
80 128.7500 121.6350 7.1150
81 128.5300 128.7997 (0.2697)
82 129.0800 128.8838 0.1962
83 130.2900 129.4207 0.8693
84 131.5300 130.6164 0.9136
85 132.0400 131.8686 0.1714
86 132.4200 132.4152 0.0048
87 132.1200 132.8064 (0.6864)
88 133.2900 132.5317 0.7583
89 135.0200 133.6549 1.3651
90 135.5100 135.3793 0.1307
91 135.3450 135.9261 (0.5811)
92 135.7200 135.7888 (0.0688)
93 136.7000 136.1467 0.5533
94 137.1100 137.1120 (0.0020)
95 136.5300 137.5497 (1.0197)
96 136.6600 137.0054 (0.3454)
97 136.9300 137.1089 (0.1789)
98 136.9900 137.3750 (0.3850)
99 139.7900 137.4442 2.3458
100 138.9600 140.1625 (1.2025)
101 139.7800 139.4704 0.3096
102 139.3400 140.2369 (0.8969)
103 139.5200 139.8421 (0.3221)
104 139.0000 140.0002 (1.0002)
105 139.4610
106 139.9272
107 140.3986
108 140.8754
109 141.3576
110 141.8453
111 142.3384
112 142.8371
113 143.3415
114 143.8516
115 144.3674
116 144.8891
117 145.4167
118 145.9502
119 146.4898
120 147.0355
121 147.5873
122 148.1454
123 148.7098
124 149.2806
125 149.8578
126 150.4416

Coeficientes 0.8398 0.9969 -0.1646
Error Estandar 1.7896 0.0143 0.1321
Estadístico t 0.4693 69.4815 -1.2461
P-Value 0.6406 0.0000 0.2177
Menor a 5% 3.8313 1.0209 0.0562
Mayor a 95% -2.1517 0.9730 -0.3854

Suma del
Promedio de Valor P
Cuadrados F
Regresión 4833.72 2416.86 1747.29 0.0000 Estadístico F Crítico (99% confianza con diferencia de 2 y 58) 4.9910
Residual 80.23 1.38 Estadístico F Crítico (95% confianza con diferencia de 2 y 58) 3.1559
Total 4913.94 Estadístico F Crítico (90% confianza con diferencia de 2 y 58) 2.3965
Autocorrelación

1 0.9523 0.9523 (0.2540) 0.2540 58.0877 0.0000
2 0.9062 (0.0080) (0.2540) 0.2540 111.5730 -
3 0.8632 0.0100 (0.2540) 0.2540 160.9403 -
4 0.8150 (0.0782) (0.2540) 0.2540 205.7183 -
5 0.7713 0.0221 (0.2540) 0.2540 246.5433 -
6 0.7208 (0.1006) (0.2540) 0.2540 282.8495 -
7 0.6781 0.0592 (0.2540) 0.2540 315.5693 -
8 0.6356 (0.0315) (0.2540) 0.2540 344.8651 -
9 0.5929 (0.0115) (0.2540) 0.2540 370.8486 -
10 0.5480 (0.0686) (0.2540) 0.2540 393.4781 -
11 0.5004 (0.0440) (0.2540) 0.2540 412.7257 -
12 0.4493 (0.0866) (0.2540) 0.2540 428.5607 -
13 0.4016 0.0116 (0.2540) 0.2540 441.4734 -
14 0.3545 (0.0324) (0.2540) 0.2540 451.7511 -
15 0.3034 (0.0665) (0.2540) 0.2540 459.4424 -
16 0.2534 (0.0394) (0.2540) 0.2540 464.9248 -
17 0.2036 (0.0334) (0.2540) 0.2540 468.5457 -
18 0.1546 (0.0414) (0.2540) 0.2540 470.6828 -
19 0.1030 (0.0702) (0.2540) 0.2540 471.6528 -
20 0.0481 (0.0753) (0.2540) 0.2540 471.8700 -
Pronóstico

2 112.1200 111.5304 0.5896
3 113.9500 112.5201 1.4299
4 113.3000 114.2061 (0.9061)
5 115.1900 113.9427 1.2473
6 115.1900 115.4724 (0.2824)
7 115.8200 115.7242 0.0958
8 115.9700 116.2900 (0.3200)
9 116.6400 116.5080 0.1320
10 116.9500 117.1016 (0.1516)
11 117.0600 117.4573 (0.3973)
12 116.2900 117.6074 (1.3174)
13 116.5200 116.9912 (0.4712)
14 117.2600 117.0812 0.1788
15 116.7600 117.7120 (0.9520)
16 116.7300 117.3996 (0.6696)
17 115.8200 117.3232 (1.5032)
18 116.1500 116.5532 (0.4032)
19 116.0200 116.7012 (0.6812)
20 116.6100 116.6173 (0.0073)
21 117.9100 117.0946 0.8154
22 118.9900 118.2552 0.7348
23 119.1100 119.3451 (0.2351)
24 119.7500 119.6244 0.1256
25 119.2500 120.2031 (0.9531)
26 119.0400 119.8822 (0.8422)
27 120.0000 119.6546 0.3454
28 119.9900 120.4162 (0.4262)
29 119.7800 120.5332 (0.7532)
30 120.0000 120.3777 (0.3777)
31 120.0800 120.5352 (0.4552)
32 119.9700 120.6277 (0.6577)
33 121.8800 120.5514 1.3286
34 121.9400 122.1286 (0.1886)
35 121.9500 122.4381 (0.4881)
36 121.6300 122.4974 (0.8674)
37 121.3500 122.2408 (0.8908)
38 128.7500 121.9655 6.7845
39 128.5300 128.0795 0.4505
40 129.0800 128.9028 0.1772
41 130.2900 129.4961 0.7939
42 131.5300 130.6009 0.9291
43 132.0400 131.8148 0.2252
44 132.4200 132.4392 (0.0192)
45 132.1200 132.8582 (0.7382)
46 133.2900 132.6775 0.6125
47 135.0200 133.6216 1.3984
48 135.5100 135.2169 0.2931
49 135.3450 135.8874 (0.5424)
50 135.7200 135.8604 (0.1404)
51 136.7000 136.1681 0.5319
52 137.1100 137.0344 0.0756
53 136.5300 137.5183 (0.9883)
54 136.6600 137.1152 (0.4552)
55 136.9300 137.1570 (0.2270)
56 136.9900 137.3886 (0.3986)
57 139.7900 137.4767 2.3133
58 138.9600 139.8217 (0.8617)
59 139.7800 139.5169 0.2631
60 139.3400 140.1493 (0.8093)
61 139.5200 139.8871 (0.3671)
62 139.0000 139.9938 (0.9938)
63 139.4149
64 139.8286
65 140.2410
66 140.6522
67 141.0621
68 141.4707
69 141.8781
70 142.2842
71 142.6892
72 143.0928
73 143.4953
74 143.8965
75 144.2964
76 144.6952
77 145.0927
78 145.4890
79 145.8842
80 146.2781
81 146.6707
82 147.0622
83 147.4525
84 147.8417
85 148.2296
86 148.6163
87 149.0019
88 149.3862
89 149.7694
90 150.1515
91 150.5323
92 150.9120

Coeficientes 1.9733 0.9886 -0.2061
Error Estandar 2.9436 0.0228 0.1659
Estadístico t 0.6704 43.4038 -1.2422
P-Value 0.5068 0.0000 0.2220
Menor a 5% 6.9395 1.0271 0.0738
Mayor a 95% -2.9928 0.9502 -0.4861

Suma del
Promedio de Valor P
Cuadrados F
Regresión 2288.11 1144.06 630.83 0.0000 Estadístico F Crítico (99% confianza con diferencia de 2 y 37) 5.2290
Residual 67.1 1.81 Estadístico F Crítico (95% confianza con diferencia de 2 y 37) 3.2519
Total 2355.21 Estadístico F Crítico (90% confianza con diferencia de 2 y 37) 2.4520
Autocorrelación

1 0.9431 0.9431 (0.3123) 0.3123 38.3114 0.0000
2 0.8853 (0.0366) (0.3123) 0.3123 72.9639 0.0000
3 0.8286 (0.0213) (0.3123) 0.3123 104.1397 -
4 0.7640 (0.1027) (0.3123) 0.3123 131.3795 -
5 0.6965 (0.0624) (0.3123) 0.3123 154.6647 -
6 0.6208 (0.1166) (0.3123) 0.3123 173.7074 -
7 0.5530 0.0302 (0.3123) 0.3123 189.2770 -
8 0.4842 (0.0529) (0.3123) 0.3123 201.5862 -
9 0.4121 (0.0637) (0.3123) 0.3123 210.7918 -
10 0.3337 (0.1178) (0.3123) 0.3123 217.0285 -
11 0.2486 (0.1207) (0.3123) 0.3123 220.6098 -
12 0.1697 (0.0227) (0.3123) 0.3123 222.3372 -
13 0.0952 (0.0130) (0.3123) 0.3123 222.9006 -
14 0.0190 (0.0699) (0.3123) 0.3123 222.9238 -
15 (0.0644) (0.1425) (0.3123) 0.3123 223.2023 -
16 (0.1471) (0.0970) (0.3123) 0.3123 224.7169 -
17 (0.1932) 0.2464 (0.3123) 0.3123 227.4445 -
18 (0.2378) (0.0241) (0.3123) 0.3123 231.7625 -
19 (0.2818) (0.0349) (0.3123) 0.3123 238.1161 -
20 (0.3285) (0.1389) (0.3123) 0.3123 247.1795 -
Pronóstico

2 119.1100 119.6121 (0.5021)
3 119.7500 119.8343 (0.0843)
4 119.2500 120.3809 (1.1309)
5 119.0400 120.1023 (1.0623)
6 120.0000 119.8805 0.1195
7 119.9900 120.5860 (0.5960)
8 119.7800 120.7236 (0.9436)
9 120.0000 120.5876 (0.5876)
10 120.0800 120.7318 (0.6518)
11 119.9700 120.8241 (0.8541)
12 121.8800 120.7570 1.1230
13 121.9400 122.2378 (0.2978)
14 121.9500 122.5900 (0.6400)
15 121.6300 122.6704 (1.0404)
16 121.3500 122.4366 (1.0866)
17 128.7500 122.1693 6.5807
18 128.5300 127.9048 0.6252
19 129.0800 128.9149 0.1651
20 130.2900 129.5535 0.7365
21 131.5300 130.6320 0.8980
22 132.0400 131.8246 0.2154
23 132.4200 132.4695 (0.0495)
24 132.1200 132.8998 (0.7798)
25 133.2900 132.7538 0.5362
26 135.0200 133.6392 1.3808
27 135.5100 135.1755 0.3345
28 135.3450 135.8756 (0.5306)
29 135.7200 135.8908 (0.1708)
30 136.7000 136.1873 0.5127
31 137.1100 137.0153 0.0947
32 136.5300 137.5068 (0.9768)
33 136.6600 137.1543 (0.4943)
34 136.9300 137.1833 (0.2533)
35 136.9900 137.4006 (0.4106)
36 139.7900 137.4923 2.2977
37 138.9600 139.7023 (0.7423)
38 139.7800 139.5083 0.2717
39 139.3400 140.1100 (0.7700)
40 139.5200 139.8897 (0.3697)
41 139.0000 139.9852 (0.9852)
42 139.3949
43 139.7853
44 140.1713
45 140.5528
46 140.9301
47 141.3031
48 141.6718
49 142.0363
50 142.3967
51 142.7531
52 143.1053
53 143.4536
54 143.7979
55 144.1383
56 144.4748
57 144.8076
58 145.1365
59 145.4617
60 145.7832
61 146.1011
62 146.4153
63 146.7260
64 147.0331
65 147.3368
66 147.6370
67 147.9338
68 148.2273
69 148.5174
70 148.8042
71 149.0877

Portafolio Capm Activo Aapl.o

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Portafolio Capm Activo Aapl.o

Uploaded by

Copyright:

Available Formats

ACTIVOS PORTAFOLIO

VARIANZA 0.002% 0.010% 0.006% 0.008%

Precio Actual Precio estim Beta T.Estimada T.Requerida

Valoracion Variacion BETA Acción

Intercepto AR(1) MA(1)

Grados de Libertad Prueba de Hipótesis

Tiempo AC PAC Límite Inferior Límite Superior Estadístico Q Valor P

Período Real (Y) Pronóstico (F) Error (E) RMSE: 1.3199

Intercepto AR(1) MA(1)

Grados de Libertad Prueba de Hipótesis

Tiempo AC PAC Límite Inferior Límite Superior Estadístico Q Valor P

Período Real (Y) Pronóstico (F) Error (E) RMSE: 1.2122

Intercepto AR(1) MA(1)

Grados de Libertad Prueba de Hipótesis

Tiempo AC PAC Límite Inferior Límite Superior Estadístico Q Valor P

Período Real (Y) Pronóstico (F) Error (E) RMSE: 1.1468

Intercepto AR(1) MA(1)

Grados de Libertad Prueba de Hipótesis

Tiempo AC PAC Límite Inferior Límite Superior Estadístico Q Valor P

Período Real (Y) Pronóstico (F) Error (E) RMSE: 1.2952

You might also like