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MATRIZ DE PRECIOS MATRIZ DE LA RENTABILIDAD

FECHA S&P500 BVN FECHA S&P500 BVN


2017-08-01 2476.3501 12.210989 2017-08-01
2017-08-02 2477.57007 12.121348 2017-08-02 0.04926484% -0.73410106%
2017-08-03 2472.15991 12.171149 2017-08-03 -0.21836541% 0.41085364%
2017-08-04 2476.83008 12.071548 2017-08-04 0.18891035% -0.81833687%
2017-08-07 2480.90991 11.922149 2017-08-07 0.16471998% -1.23761261%
2017-08-08 2474.91992 12.041669 2017-08-08 -0.24144327% 1.00250383%
2017-08-09 2474.02002 12.350429 2017-08-09 -0.03636085% 2.56409639%
2017-08-10 2438.20996 12.270749 2017-08-10 -1.44744419% -0.64515978%

2017-08-11 2441.32007 12.26079 2017-08-11 0.12755698% -0.08116049%

2017-08-14 2465.84009 12.201029 2017-08-14 1.00437547% -0.48741557%


2017-08-15 2464.61011 11.922149 2017-08-15 -0.04988081% -2.28570885%
2017-08-16 2468.11011 12.280709 2017-08-16 0.14201029% 3.00751148%
2017-08-17 2430.01001 12.181108 2017-08-17 -1.54369519% -0.81103624%
2017-08-18 2425.55005 12.440069 2017-08-18 -0.18353673% 2.12592319%
2017-08-21 2428.37012 12.70899 2017-08-21 0.11626509% 2.16173238%
2017-08-22 2452.51001 12.798631 2017-08-22 0.99407800% 0.70533536%
2017-08-23 2444.04004 12.83847 2017-08-23 -0.34535928% 0.31127548%
2017-08-24 2438.96997 13.017751 2017-08-24 -0.20744619% 1.39643587%
2017-08-25 2443.05005 13.05759 2017-08-25 0.16728693% 0.30603597%
2017-08-28 2444.23999 13.665153 2017-08-28 0.04870719% 4.65294897%
2017-08-29 2446.30005 13.625313 2017-08-29 0.08428219% -0.29154449%
2017-08-30 2457.59009 13.645232 2017-08-30 0.46151489% 0.14619114%
2017-08-31 2471.6499 13.376312 2017-08-31 0.57209760% -1.97079830%
2017-09-01 2476.55005 13.406192 2017-09-01 0.19825409% 0.22337996%
2017-09-05 2457.8501 13.973913 2017-09-05 -0.75508068% 4.23476704%
2017-09-06 2465.54004 13.824512 2017-09-06 0.31287266% -1.06914219%
2017-09-07 2465.1001 13.914153 2017-09-07 -0.01784360% 0.64842072%
2017-09-08 2461.42993 13.874313 2017-09-08 -0.14888507% -0.28632717%
2017-09-11 2488.11011 13.276711 2017-09-11 1.08392990% -4.30725471%
2017-09-12 2496.47998 13.286672 2017-09-12 0.33639480% 0.07502611%
2017-09-13 2498.37012 13.027711 2017-09-13 0.07571208% -1.94902832%
2017-09-14 2495.62012 13.127312 2017-09-14 -0.11007176% 0.76453185%
2017-09-15 2500.22998 13.10739 2017-09-15 0.18471814% -0.15175993%
2017-09-18 2503.87012 13.047631 2017-09-18 0.14559209% -0.45591838%
2017-09-19 2506.6499 12.977911 2017-09-19 0.11101954% -0.53434988%
2017-09-20 2508.23999 12.65919 2017-09-20 0.06343479% -2.45587291%
2017-09-21 2500.6001 12.69903 2017-09-21 -0.30459175% 0.31471208%
2017-09-22 2502.21997 12.788671 2017-09-22 0.06477937% 0.70588856%
2017-09-25 2496.65991 13.306591 2017-09-25 -0.22220504% 4.04983442%
2017-09-26 2496.84009 13.10739 2017-09-26 0.00721668% -1.49701002%
2017-09-27 2507.04004 12.888269 2017-09-27 0.40851439% -1.67173633%
2017-09-28 2510.06006 13.037671 2017-09-28 0.12046158% 1.15920920%
2017-09-29 2519.36011 12.73887 2017-09-29 0.37051098% -2.29182804%
2017-10-02 2529.12012 12.748831 2017-10-02 0.38740036% 0.07819375%
2017-10-03 2534.58008 13.147231 2017-10-03 0.21588382% 3.12499240%
2017-10-04 2537.73999 13.525712 2017-10-04 0.12467201% 2.87878870%
2017-10-05 2552.07007 13.704993 2017-10-05 0.56467873% 1.32548290%
2017-10-06 2549.33008 13.834473 2017-10-06 -0.10736343% 0.94476517%
2017-10-09 2544.72998 13.774713 2017-10-09 -0.18044341% -0.43196441%
2017-10-10 2550.63989 13.595432 2017-10-10 0.23224126% -1.30152258%
2017-10-11 2555.23999 13.655192 2017-10-11 0.18035070% 0.43955940%
2017-10-12 2550.92993 13.953993 2017-10-12 -0.16867527% 2.18818600%
2017-10-13 2553.16992 14.442034 2017-10-13 0.08781072% 3.49750068%
2017-10-16 2557.63989 14.720915 2017-10-16 0.17507534% 1.93103686%
2017-10-17 2559.36011 14.800595 2017-10-17 0.06725787% 0.54127070%
2017-10-18 2561.26001 14.691035 2017-10-18 0.07423352% -0.74024051%
2017-10-19 2562.1001 14.362354 2017-10-19 0.03279979% -2.23728961%
2017-10-20 2575.20996 14.242834 2017-10-20 0.51168426% -0.83217556%
2017-10-23 2564.97998 14.143233 2017-10-23 -0.39724842% -0.69930605%
2017-10-24 2569.12988 14.163154 2017-10-24 0.16179085% 0.14085181%
2017-10-25 2557.1499 14.093433 2017-10-25 -0.46630500% -0.49227030%
2017-10-26 2560.3999 13.794633 2017-10-26 0.12709462% -2.12013638%
2017-10-27 2581.07007 13.944033 2017-10-27 0.80730225% 1.08302990%
2017-10-30 2572.83008 13.645232 2017-10-30 -0.31924705% -2.14285924%
2017-10-31 2575.26001 13.734873 2017-10-31 0.09444588% 0.65694009%
2017-11-01 2579.36011 14.193034 2017-11-01 0.15921099% 3.33574981%
2017-11-02 2579.8501 14.481874 2017-11-02 0.01899661% 2.03508284%
2017-11-03 2587.84009 14.332474 2017-11-03 0.30970753% -1.03163444%
2017-11-06 2591.12988 14.501795 2017-11-06 0.12712513% 1.18138013%
2017-11-07 2590.63989 14.302594 2017-11-07 -0.01891028% -1.37362995%
2017-11-08 2594.37988 14.163154 2017-11-08 0.14436549% -0.97492804%
2017-11-09 2584.62012 14.063553 2017-11-09 -0.37618878% -0.70324025%
2017-11-10 2582.30005 13.784673 2017-11-10 -0.08976437% -1.98299818%
2017-11-13 2584.84009 13.754793 2017-11-13 0.09836343% -0.21676249%
2017-11-14 2578.87012 13.834646 2017-11-14 -0.23096094% 0.58054672%
2017-11-15 2564.62012 13.575122 2017-11-15 -0.55256757% -1.87589910%
2017-11-16 2585.63989 13.395452 2017-11-16 0.81960583% -1.32352402%
2017-11-17 2578.8501 13.744811 2017-11-17 -0.26259631% 2.60804189%
2017-11-20 2582.13989 13.834646 2017-11-20 0.12756829% 0.65359211%
2017-11-21 2599.03003 14.273842 2017-11-21 0.65411390% 3.17460960%
2017-11-22 2597.08008 14.273842 2017-11-22 -0.07502611% 0.00000000%
2017-11-24 2602.41992 14.293804 2017-11-24 0.20560952% 0.13985022%
2017-11-27 2601.41992 14.233915 2017-11-27 -0.03842577% -0.41898574%
2017-11-28 2627.04004 14.044262 2017-11-28 0.98485126% -1.33240222%
2017-11-29 2626.07007 14.044262 2017-11-29 -0.03692258% 0.00000000%
2017-11-30 2647.58008 13.964408 2017-11-30 0.81909505% -0.56858808%
2017-12-01 2642.21997 13.934464 2017-12-01 -0.20245306% -0.21443086%
2017-12-04 2639.43994 13.644994 2017-12-04 -0.10521569% -2.07736731%
2017-12-05 2629.57007 13.355524 2017-12-05 -0.37393815% -2.12143736%
2017-12-06 2629.27002 13.15589 2017-12-06 -0.01141053% -1.49476726%
2017-12-07 2636.97998 13.086018 2017-12-07 0.29323576% -0.53110812%
2017-12-08 2651.5 13.135926 2017-12-08 0.55063065% 0.38138416%
2017-12-11 2659.98999 12.786568 2017-12-11 0.32019574% -2.65956127%
2017-12-12 2664.11011 12.976219 2017-12-12 0.15489220% 1.48320488%
2017-12-13 2662.8501 13.15589 2017-12-13 -0.04729568% 1.38461751%
2017-12-14 2652.01001 12.876402 2017-12-14 -0.40708593% -2.12443248%
2017-12-15 2675.81006 12.756621 2017-12-15 0.89743436% -0.93023657%
2017-12-18 2690.15991 13.185836 2017-12-18 0.53628070% 3.36464492%
2017-12-19 2681.46997 13.205798 2017-12-19 -0.32302693% 0.15138972%
2017-12-20 2679.25 13.575122 2017-12-20 -0.08278933% 2.79668067%
2017-12-21 2684.57007 13.694902 2017-12-21 0.19856557% 0.88234934%
2017-12-22 2683.34009 13.674939 2017-12-22 -0.04581665% -0.14576957%
2017-12-26 2680.5 13.964408 2017-12-26 -0.10584152% 2.11678458%
2017-12-27 2682.62012 13.964408 2017-12-27 0.07909409% 0.00000000%
2017-12-28 2687.54004 14.024299 2017-12-28 0.18339988% 0.42888320%
2017-12-29 2673.61011 14.054244 2017-12-29 -0.51831533% 0.21352226%
2018-01-02 2695.81006 14.49344 2018-01-02 0.83033618% 3.12500623%
2018-01-03 2713.06006 14.593256 2018-01-03 0.63988188% 0.68869778%
2018-01-04 2723.98999 14.992525 2018-01-04 0.40286358% 2.73598298%
2018-01-05 2743.1499 14.812854 2018-01-05 0.70337674% -1.19840387%
2018-01-08 2747.70996 14.32375 2018-01-08 0.16623441% -3.30188902%
2018-01-09 2751.29004 14.164042 2018-01-09 0.13029316% -1.11498735%
2018-01-10 2748.22998 14.164042 2018-01-10 -0.11122270% 0.00000000%
2018-01-11 2767.56006 14.193988 2018-01-11 0.70336468% 0.21142270%
2018-01-12 2786.23999 14.643165 2018-01-12 0.67496028% 3.16455812%
2018-01-16 2776.41992 14.832817 2018-01-16 -0.35244875% 1.29515716%
2018-01-17 2802.56006 14.703054 2018-01-17 0.94150517% -0.87483719%
2018-01-18 2798.03003 14.742982 2018-01-18 -0.16163900% 0.27156263%
2018-01-19 2810.30005 14.992525 2018-01-19 0.43852353% 1.69262229%
2018-01-22 2832.96997 15.182177 2018-01-22 0.80667265% 1.26497705%
2018-01-23 2839.12988 15.152232 2018-01-23 0.21743654% -0.19723785%
2018-01-24 2837.54004 15.79106 2018-01-24 -0.05599758% 4.21606533%
2018-01-25 2839.25 15.830988 2018-01-25 0.06026209% 0.25285193%
2018-01-26 2872.87012 16.190329 2018-01-26 1.18411964% 2.26985833%
2018-01-29 2853.53003 15.681262 2018-01-29 -0.67319744% -3.14426594%
2018-01-30 2822.42993 15.262031 2018-01-30 -1.08988154% -2.67345192%
2018-01-31 2823.81006 15.401774 2018-01-31 0.04889854% 0.91562519%
2018-02-01 2821.97998 15.721189 2018-02-01 -0.06480886% 2.07388448%
2018-02-02 2762.12988 15.172195 2018-02-02 -2.12085477% -3.49206412%
2018-02-05 2648.93994 15.172195 2018-02-05 -4.09792250% 0.00000000%
2018-02-06 2695.13989 14.882726 2018-02-06 1.74409209% -1.90789138%
2018-02-07 2681.65991 14.703054 2018-02-07 -0.50015886% -1.20725195%
2018-02-08 2581 14.593256 2018-02-08 -3.75364197% -0.74677002%
2018-02-09 2619.55005 14.403604 2018-02-09 1.49360903% -1.29958660%
2018-02-12 2656 15.042433 2018-02-12 1.39145847% 4.43520247%
2018-02-13 2662.93994 15.042433 2018-02-13 0.26129296% 0.00000000%
2018-02-14 2698.62988 16.060568 2018-02-14 1.34024585% 6.76841971%
2018-02-15 2731.19995 16.040604 2018-02-15 1.20691126% -0.12430445%
2018-02-16 2732.21997 15.681262 2018-02-16 0.03734695% -2.24020243%
2018-02-20 2716.26001 15.401774 2018-02-20 -0.58413895% -1.78230553%
2018-02-21 2701.33008 15.421738 2018-02-21 -0.54965033% 0.12962143%
2018-02-22 2703.95996 15.691244 2018-02-22 0.09735511% 1.74757216%
2018-02-23 2747.30005 15.681262 2018-02-23 1.60283764% -0.06361510%
2018-02-26 2779.6001 16.060568 2018-02-26 1.17570154% 2.41884869%
2018-02-27 2744.28003 15.641335 2018-02-27 -1.27068887% -2.61032487%
2018-02-28 2713.83008 15.521555 2018-02-28 -1.10957886% -0.76579141%
2018-03-01 2677.66992 15.840969 2018-03-01 -1.33243995% 2.05787371%
2018-03-02 2691.25 15.940787 2018-03-02 0.50716027% 0.63012559%
2018-03-05 2720.93994 15.79106 2018-03-05 1.10320264% -0.93926981%
2018-03-06 2728.12012 15.691244 2018-03-06 0.26388587% -0.63210449%
2018-03-07 2726.80005 15.132268 2018-03-07 -0.04838746% -3.56234343%
2018-03-08 2738.96997 15.212122 2018-03-08 0.44630783% 0.52770675%
2018-03-09 2786.57007 15.301957 2018-03-09 1.73788313% 0.59054877%
2018-03-12 2783.02002 15.491611 2018-03-12 -0.12739848% 1.23941010%
2018-03-13 2765.31006 15.052415 2018-03-13 -0.63635766% -2.83505699%
2018-03-14 2749.47998 15.052415 2018-03-14 -0.57245223% 0.00000000%
2018-03-15 2747.33008 14.593256 2018-03-15 -0.07819304% -3.05040088%
2018-03-16 2752.01001 14.343714 2018-03-16 0.17034473% -1.70998165%
2018-03-19 2712.91992 14.373658 2018-03-19 -1.42041954% 0.20876044%
2018-03-20 2716.93994 14.443531 2018-03-20 0.14818053% 0.48611843%
2018-03-21 2711.92993 14.91267 2018-03-21 -0.18439896% 3.24809079%
2018-03-22 2643.68994 14.67311 2018-03-22 -2.51628887% -1.60641924%
2018-03-23 2588.26001 14.812854 2018-03-23 -2.09668805% 0.95238160%
2018-03-26 2658.55005 14.842798 2018-03-26 2.71572557% 0.20214876%
2018-03-27 2612.62012 14.6232 2018-03-27 -1.72763089% -1.47949194%
2018-03-28 2605 14.782909 2018-03-28 -0.29166571% 1.09216177%
2018-03-29 2640.87012 15.20214 2018-03-29 1.37697186% 2.83591680%
2018-04-02 2581.87988 15.521555 2018-04-02 -2.23374234% 2.10111866%
2018-04-03 2614.44995 15.571464 2018-04-03 1.26148657% 0.32154639%
2018-04-04 2644.68994 15.940787 2018-04-04 1.15664827% 2.37179369%
2018-04-05 2662.84009 15.850951 2018-04-05 0.68628639% -0.56356063%
2018-04-06 2604.46997 15.910841 2018-04-06 -2.19202487% 0.37783222%
2018-04-09 2613.15991 15.90086 2018-04-09 0.33365487% -0.06273081%
2018-04-10 2656.87012 16.01066 2018-04-10 1.67269538% 0.69052869%
2018-04-11 2642.18994 16.439871 2018-04-11 -0.55253646% 2.68078268%
2018-04-12 2663.98999 16.48978 2018-04-12 0.82507501% 0.30358511%
2018-04-13 2656.30005 16.340055 2018-04-13 -0.28866253% -0.90798664%
2018-04-16 2677.84009 16.369999 2018-04-16 0.81090384% 0.18325520%
2018-04-17 2706.38989 16.4 2018-04-17 1.06615048% 0.18326818%
2018-04-18 2708.63989 16.48 2018-04-18 0.08313658% 0.48780488%
2018-04-19 2693.12988 16.709999 2018-04-19 -0.57261248% 1.39562500%
2018-04-20 2670.13989 16.559999 2018-04-20 -0.85365322% -0.89766612%
2018-04-23 2670.29004 16.4 2018-04-23 0.00562315% -0.96617759%
2018-04-24 2634.56006 16.299999 2018-04-24 -1.33805615% -0.60976220%
2018-04-25 2639.3999 16.17 2018-04-25 0.18370593% -0.79753993%
2018-04-26 2666.93994 16.09 2018-04-26 1.04342048% -0.49474335%
2018-04-27 2669.90991 16 2018-04-27 0.11136250% -0.55935364%
2018-04-30 2648.05005 15.95 2018-04-30 -0.81874909% -0.31250000%
2018-05-01 2654.80005 16.08 2018-05-01 0.25490455% 0.81504702%
2018-05-02 2635.66992 15.42 2018-05-02 -0.72058636% -4.10447761%
2018-05-03 2629.72998 15.54 2018-05-03 -0.22536745% 0.77821012%
2018-05-04 2663.41992 15.23 2018-05-04 1.28111792% -1.99485199%
2018-05-07 2672.62988 15.18 2018-05-07 0.34579455% -0.32829941%
2018-05-08 2671.91992 15.11 2018-05-08 -0.02656413% -0.46113307%
2018-05-09 2697.79004 15.61 2018-05-09 0.96822202% 3.30906684%
2018-05-10 2723.07007 15.69 2018-05-10 0.93706436% 0.51249199%
2018-05-11 2727.71997 15.63 2018-05-11 0.17075958% -0.38240918%
2018-05-14 2730.12988 15.58 2018-05-14 0.08834895% -0.31989763%
2018-05-15 2711.44995 15.44 2018-05-15 -0.68421404% -0.89858793%
2018-05-16 2722.45996 15.43 2018-05-16 0.40605618% -0.06476684%
2018-05-17 2720.12988 15.25 2018-05-17 -0.08558723% -1.16655865%
2018-05-18 2712.96997 15.52 2018-05-18 -0.26321949% 1.77049180%
2018-05-21 2733.01001 15.52 2018-05-21 0.73867530% 0.00000000%
2018-05-22 2724.43994 15.8 2018-05-22 -0.31357620% 1.80412371%
2018-05-23 2733.29004 15.75 2018-05-23 0.32484100% -0.31645570%
2018-05-24 2727.76001 15.94 2018-05-24 -0.20232134% 1.20634921%
2018-05-25 2721.33008 15.79 2018-05-25 -0.23572206% -0.94102886%
2018-05-29 2689.86011 15.5 2018-05-29 -1.15641874% -1.83660545%
2018-05-30 2724.01001 15.48 2018-05-30 1.26957915% -0.12903226%
2018-05-31 2705.27002 15.47 2018-05-31 -0.68795599% -0.06459948%
2018-06-01 2734.62012 15.65 2018-06-01 1.08492301% 1.16354234%
2018-06-04 2746.87012 15.98 2018-06-04 0.44795984% 2.10862620%
2018-06-05 2748.80005 15.86 2018-06-05 0.07025931% -0.75093867%
2018-06-06 2772.3501 15.92 2018-06-06 0.85673925% 0.37831021%
2018-06-07 2770.37012 16.08 2018-06-07 -0.07141887% 1.00502513%
2018-06-08 2779.03003 15.81 2018-06-08 0.31259044% -1.67910448%
2018-06-11 2782 15.86 2018-06-11 0.10687078% 0.31625553%
2018-06-12 2786.8501 15.91 2018-06-12 0.17433853% 0.31525851%
2018-06-13 2775.62988 15.33 2018-06-13 -0.40261279% -3.64550597%
2018-06-14 2782.48999 15.45 2018-06-14 0.24715496% 0.78277886%
2018-06-15 2779.65991 14.71 2018-06-15 -0.10171027% -4.78964401%
2018-06-18 2773.75 14.65 2018-06-18 -0.21261277% -0.40788579%
2018-06-19 2762.59009 14.57 2018-06-19 -0.40234023% -0.54607509%
2018-06-20 2767.32007 14.45 2018-06-20 0.17121541% -0.82361016%
2018-06-21 2749.76001 14.72 2018-06-21 -0.63455103% 1.86851211%
2018-06-22 2754.87988 14.97 2018-06-22 0.18619345% 1.69836957%
2018-06-25 2717.07007 14.83 2018-06-25 -1.37246692% -0.93520374%
2018-06-26 2723.06006 13.84 2018-06-26 0.22045773% -6.67565745%
2018-06-27 2699.62988 13.93 2018-06-27 -0.86043552% 0.65028902%
2018-06-28 2716.31006 13.63 2018-06-28 0.61786899% -2.15362527%
2018-06-29 2718.37012 13.63 2018-06-29 0.07584031% 0.00000000%
2018-07-02 2726.70996 13.58 2018-07-02 0.30679575% -0.36683786%
2018-07-03 2713.21997 13.39 2018-07-03 -0.49473505% -1.39911635%
2018-07-05 2736.61011 13.33 2018-07-05 0.86208034% -0.44809559%
2018-07-06 2759.82007 13.55 2018-07-06 0.84812816% 1.65041260%
2018-07-09 2784.16992 13.63 2018-07-09 0.88229861% 0.59040590%
2018-07-10 2793.84009 13.26 2018-07-10 0.34732672% -2.71460015%
2018-07-11 2774.02002 12.63 2018-07-11 -0.70942027% -4.75113122%
2018-07-12 2798.29004 12.57 2018-07-12 0.87490425% -0.47505938%
2018-07-13 2801.31006 12.59 2018-07-13 0.10792377% 0.15910899%
2018-07-16 2798.42993 12.54 2018-07-16 -0.10281357% -0.39714059%
2018-07-17 2809.55005 13.19 2018-07-17 0.39736986% 5.18341308%
2018-07-18 2815.62012 13.17 2018-07-18 0.21605125% -0.15163002%
2018-07-19 2804.48999 12.86 2018-07-19 -0.39529931% -2.35383447%
2018-07-20 2801.83008 12.82 2018-07-20 -0.09484477% -0.31104199%
2018-07-23 2806.97998 12.76 2018-07-23 0.18380494% -0.46801872%
2018-07-24 2820.3999 13.21 2018-07-24 0.47809112% 3.52664577%
2018-07-25 2846.07007 13.37 2018-07-25 0.91016051% 1.21120363%
2018-07-26 2837.43994 13.27 2018-07-26 -0.30322960% -0.74794316%
2018-07-27 2818.82007 13.61 2018-07-27 -0.65622087% 2.56217031%
2018-07-30 2802.6001 13.68 2018-07-30 -0.57541700% 0.51432770%
2018-07-31 2816.29004 13.74 2018-07-31 0.48847287% 0.43859649%
2018-08-01 2813.36011 13.73 2018-08-01 -0.10403517% -0.07278020%
S&P 500 BVN

RENDIMIENTO ESPERADO 0.05377853% 0.06324149%

VOLATILIDAD 0.789207550% 1.829230258%


COEFICIENTE DE VARIACION 6.8142447047759800% 3.4572732890185800%
VARIANZA 6.2284855740481E-05 0.0003346083
COVARIANZA 2.2282244466616E-05
BETA 0.3577473882
CAPM
Rend. Bono
CAPM 0.000244475 del
Tesoro
Rf 8.109589E-05 Americano
0.357747388 2.96%
Rm 0.05377853%
Chart Title
8.00000000%

6.00000000%

4.00000000%

2.00000000%

f(x) = 0.3577473882x + 0.0004400236


0.00000000%
-5.00000000%-4.00000000%-3.00000000%-2.00000000%-1.00000000%0.00000000% 1.00000000% 2.00000000% 3.000

-2.00000000%

-4.00000000%

-6.00000000%

-8.00000000%
e

0000% 1.00000000% 2.00000000% 3.00000000% 4.00000000%


Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.154347403
Coeficiente de determinación R^2 0.0238231208
R^2 ajustado 0.0199184133
Error típico 0.0181452477
Observaciones 252

ANÁLISIS DE VARIANZA
Grados de libertad Suma de cuadrados
Regresión 1 0.0020087965
Residuos 250 0.0823125036
Total 251 0.0843213001

Coeficientes Error típico


Intercepción 0.0004400236 0.0011456939
Variable X 1 0.3577473882 0.1448342916

Análisis de los residuales

Observación Pronóstico para Y Residuos


1 0.0006162673 -0.0079572779
2 -0.000341173 0.0044497094
3 0.0011158454 -0.0092992142
4 0.001029305 -0.0134054311
5 -0.0004237334 0.0104487717
6 0.0003099436 0.0253310203
7 -0.0047381702 -0.0017134276
8 0.0008963554 -0.0017079603
9 0.0040331506 -0.0089073064
10 0.0002615763 -0.0231186648
11 0.0009480617 0.0291270531
12 -0.0050825056 -0.0030278567
13 -0.0002165743 0.0214758062
14 0.0008559589 0.0207613649
15 0.0039963117 0.0030570419
16 -0.0007954902 0.003908245
17 -0.0003021097 0.0142664684
18 0.0010384882 0.0020218714
19 0.0006142723 0.0459152175
20 0.0007415409 -0.0036569858
21 0.0020910811 -0.0006291697
22 0.0024866878 -0.0221946708
23 0.0011492724 0.0010845272
24 -0.0022612578 0.0446089282
25 0.0015593174 -0.0122507393
26 0.0003761886 0.0061080186
27 -9.2608857115219E-05 -0.0027706628
28 0.0043177545 -0.0473903016
29 0.0016434672 -0.0008932061
30 0.0007108816 -0.0202011648
31 4.62447388930815E-05 0.0075990738
32 0.0011008479 -0.0026184472
33 0.0009608755 -0.0055200593
34 0.0008371931 -0.0061806918
35 0.0006669599 -0.0252256889
36 -0.0006496454 0.0037967662
37 0.0006717701 0.0063871155
38 -0.0003549092 0.0408532534
39 0.0004658411 -0.0154359412
40 0.0019014731 -0.0186188364
41 0.0008709717 0.0107211203
42 0.0017655169 -0.0246837973
43 0.0018259382 -0.0010440008
44 0.0012123423 0.0300375817
45 0.0008860345 0.0279018525
46 0.002460147 0.010794682
47 5.59337191236771E-05 0.009391718
48 -0.000205508 -0.0041141361
49 0.0012708606 -0.0142860864
50 0.0010852235 0.0033103705
51 -0.0001634078 0.0220452678
52 0.0007541642 0.0342208426
53 0.0010663511 0.0182440176
54 0.0006806368 0.0047320702
55 0.0007055921 -0.0081079972
56 0.000557364 -0.0229302601
57 0.0022705607 -0.0105923163
58 -0.0009811223 -0.0060119382
59 0.0010188261 0.000389692
60 -0.0012281704 -0.0036945326
61 0.0008947013 -0.0220960651
62 0.0033281263 0.0075021727
63 -0.0007020744 -0.020726518
64 0.0007779013 0.0057914997
65 0.0010095968 0.0323479013
66 0.0005079835 0.019842845
67 0.0015479942 -0.0118643386
68 0.0008948104 0.0109189909
69 0.0003723725 -0.0141086721
70 0.0009564874 -0.0107057678
71 -0.0009057819 -0.0061266206
72 0.0001188939 -0.0199488757
73 0.0007919162 -0.0029595411
74 -0.0003862331 0.0061917004
75 -0.0015367725 -0.0172222185
76 0.003372142 -0.0166073822
77 -0.0004994079 0.0265798268
78 0.0008963958 0.0056395253
79 0.002780099 0.028965997
80 0.0001716197 -0.0001716197
81 0.0011755863 0.0002229159
82 0.0003025564 -0.0044924138
83 0.0039633033 -0.0172873255
84 0.000307934 -0.000307934
85 0.0033703147 -0.0090561956
86 -0.000284247 -0.0018600616
87 6.36172047985837E-05 -0.0208372903
88 -0.0008977304 -0.0203166432
89 0.0003992027 -0.0153468753
90 0.0014890669 -0.0068001481
91 0.0024098904 0.0014039513
92 0.0015855155 -0.0281811282
93 0.0009941464 0.0138379024
94 0.0002708245 0.0135753505
95 -0.0010163157 -0.0202280091
96 0.0036505716 -0.0129529372
97 0.0023585538 0.0312878954
98 -0.0007155968 0.002229494
99 0.0001438469 0.0278229598
100 0.0011503867 0.0076731067
101 0.0002761157 -0.0017338114
102 6.13783093207593E-05 0.0211064675
103 0.0007229806 -0.0007229806
104 0.0010961319 0.0031927001
105 -0.001414236 0.0035494585
106 0.0034105296 0.0278395327
107 0.0027291843 0.0041577935
108 0.0018812575 0.0254785722
109 0.0029563355 -0.0149403742
110 0.0010347228 -0.0340536131
111 0.000906144 -0.0120560174
112 4.21272955691083E-05 -4.2127295569108E-05
113 0.0029562924 -0.0008420654
114 0.0028546763 0.0287909049
115 -0.0008208526 0.0137724242
116 0.0038082337 -0.0125566057
117 -0.0001382357 0.002853862
118 0.0020088301 0.0149173929
119 0.0033258739 0.0093238965
120 0.0012178971 -0.0031902757
121 0.0002396937 0.0419209596
122 0.0006556097 0.0018729096
123 0.0046761807 0.0180224026
124 -0.0019683227 -0.0294743367
125 -0.0034589991 -0.02327552
126 0.0006149568 0.008541295
127 0.0002081716 0.0205306732
128 -0.007147279 -0.0277733622
129 -0.0142201871 0.0142201871
130 0.0066794675 -0.0257583813
131 -0.0013492817 -0.0107232378
132 -0.0129885325 0.0055208323
133 0.0057833709 -0.0187792369
134 0.0054179299 0.0389340948
135 0.0013747923 -0.0013747923
136 0.0052347181 0.062449479
137 0.0047577171 -0.0060007616
138 0.0005736313 -0.0229756556
139 -0.0016497182 -0.0161733371
140 -0.0015263361 0.0028225504
141 0.000788309 0.0166874126
142 0.0061741334 -0.0068102843
143 0.0046460651 0.0195424217
144 -0.0041058326 -0.021997416
145 -0.0035294658 -0.0041284483
146 -0.0043267455 0.0249054826
147 0.0022543762 0.0040468797
148 0.0043867022 -0.0137794003
149 0.0013840684 -0.0077051133
150 0.0002669187 -0.035890353
151 0.0020366782 0.0032403893
152 0.0066572551 -0.0007517673
153 -1.574115496939E-05 0.0124098421
154 -0.0018365293 -0.0265140406
155 -0.0016079093 0.0016079093
156 0.00016029 -0.0306642989
157 0.0010494274 -0.0181492439
158 -0.0046414902 0.0067290946
159 0.0009701356 0.0038910487
160 -0.0002196589 0.0327005668
161 -0.0085619341 -0.0075022583
162 -0.0070608231 0.0165846392
163 0.0101554609 -0.0081339733
164 -0.0057405308 -0.0090543886
165 -0.0006034029 0.0115250206
166 0.0053661045 0.0229930635
167 -0.0075511313 0.0285623179
168 0.0049529589 -0.0017374949
169 0.0045779026 0.0191400343
170 0.0028951952 -0.0085308015
171 -0.0074018881 0.0111802103
172 0.0016336652 -0.0022609733
173 0.0064240476 0.0004812393
174 -0.0015366612 0.0283444879
175 0.0033917079 -0.0003558568
176 -0.0005926591 -0.0084872074
177 0.0033410109 -0.0015084589
178 0.0042541491 -0.0024214672
179 0.0007374425 0.0041406062
180 -0.0016084826 0.0155647326
181 -0.0026138985 -0.0063627627
182 0.0004601403 -0.0101219162
183 -0.0043468373 -0.0017507846
184 0.0010972268 -0.009072626
185 0.0041728331 -0.0091202666
186 0.00083842 -0.0064319564
187 -0.0024890299 -0.0006359701
188 0.001351938 0.0067985323
189 -0.0021378553 -0.0389069208
190 -0.0003662226 0.0081483237
191 0.0050231895 -0.0249717094
192 0.0016770946 -0.0049600887
193 0.0003449911 -0.0049563218
194 0.0039038126 0.0291868559
195 0.0037923469 0.0013325731
196 0.0010509115 -0.0048750033
197 0.0007560897 -0.003955066
198 -0.0020077343 -0.0069781451
199 0.001892679 -0.0025403474
200 0.0001338375 -0.011799424
201 -0.0005016373 0.0182065553
202 0.0030826152 -0.0030826152
203 -0.0006817871 0.0187230242
204 0.0016021338 -0.0047666908
205 -0.0002837757 0.0123472678
206 -0.0004032659 -0.0090070227
207 -0.0036970342 -0.0146690202
208 0.0049819098 -0.0062722324
209 -0.002021121 0.0013751262
210 0.0043213073 0.0073141161
211 0.0020425882 0.0190436737
212 0.0006913744 -0.0082007612
213 0.0035049859 0.0002781163
214 0.0001845245 0.0098657268
215 0.0015583077 -0.0183493525
216 0.000822351 0.0023402043
217 0.0010637151 0.00208887
218 -0.0010003132 -0.0354547466
219 0.001324214 0.0065035746
220 7.6157767326462E-05 -0.0479725979
221 -0.000320593 -0.0037582649
222 -0.0009993381 -0.0044614128
223 0.0010525423 -0.0092886438
224 -0.0018300661 0.0205151873
225 0.0011061258 0.0158775699
226 -0.004469941 -0.0048820964
227 0.0012287054 -0.0679852799
228 -0.002638162 0.0091410522
229 0.0026504338 -0.0241866865
230 0.0007113403 -0.0007113403
231 0.0015375774 -0.005205956
232 -0.0013298781 -0.0126612853
233 0.0035240935 -0.0080050494
234 0.0034741799 0.0130299461
235 0.0035964238 0.0023076352
236 0.0016825759 -0.0288285773
237 -0.0020979089 -0.0454134033
238 0.0035699707 -0.0083205645
239 0.000826118 0.0007649719
240 7.2210714381328E-05 -0.0040436166
241 0.0018616039 0.0499725269
242 0.0012129413 -0.0027292415
243 -0.0009741494 -0.0225641953
244 0.0001007189 -0.0032111388
245 0.001097581 -0.0057777682
246 0.0021503821 0.0331160756
247 0.003696099 0.0084159373
248 -0.0006447724 -0.0068346592
249 -0.0019075894 0.0275292925
250 -0.0016185157 0.0067617927
251 0.0021875225 0.0021984424
252 6.7840504296588E-05 -0.0007956425
Promedio de los cuadrados F Valor crítico de F
0.0020087965 6.10112812 0.0141779427
0.00032925

Estadístico t Probabilidad Inferior 95% Superior 95% Inferior 95.0%


0.3840673282 0.701255 -0.0018164187 0.0026964659 -0.0018164187
2.4700461772 0.01417794 0.0724964837 0.6429982928 0.0724964837

Resultados de datos de probabilidad

Percentil Y
0.1984127 -0.0667565745
0.5952381 -0.0478964401
0.99206349 -0.0475113122
1.38888889 -0.0430725471
1.78571429 -0.0410447761
2.18253968 -0.0364550597
2.57936508 -0.0356234343
2.97619048 -0.0349206412
3.37301587 -0.0330188902
3.76984127 -0.0314426594
4.16666667 -0.0305040088
4.56349206 -0.0283505699
4.96031746 -0.0271460015
5.35714286 -0.0267345192
5.75396825 -0.0265956127
6.15079365 -0.0261032487
6.54761905 -0.0245587291
6.94444444 -0.0235383447
7.34126984 -0.0229182804
7.73809524 -0.0228570885
8.13492063 -0.0224020243
8.53174603 -0.0223728961
8.92857143 -0.0215362527
9.32539683 -0.0214285924
9.72222222 -0.0212443248
10.1190476 -0.0212143736
10.515873 -0.0212013638
10.9126984 -0.0207736731
11.3095238 -0.0199485199
11.7063492 -0.0198299818
12.1031746 -0.019707983
12.5 -0.0194902832
12.8968254 -0.0190789138
13.2936508 -0.018758991
13.6904762 -0.0183660545
14.0873016 -0.0178230553
14.484127 -0.0170998165
14.8809524 -0.0167910448
15.2777778 -0.0167173633
15.6746032 -0.0160641924
16.0714286 -0.0149701002
16.468254 -0.0149476726
16.8650794 -0.0147949194
17.2619048 -0.0139911635
17.6587302 -0.0137362995
18.0555556 -0.0133240222
18.452381 -0.0132352402
18.8492063 -0.0130152258
19.2460317 -0.012995866
19.6428571 -0.0123761261
20.0396825 -0.0120725195
20.4365079 -0.0119840387
20.8333333 -0.0116655865
21.2301587 -0.0111498735
21.6269841 -0.0106914219
22.0238095 -0.0103163444
22.4206349 -0.0097492804
22.8174603 -0.0096617759
23.2142857 -0.0094102886
23.6111111 -0.0093926981
24.0079365 -0.0093520374
24.4047619 -0.0093023657
24.8015873 -0.0090798664
25.1984127 -0.0089858793
25.5952381 -0.0089766612
25.9920635 -0.0087483719
26.3888889 -0.0083217556
26.7857143 -0.0082361016
27.1825397 -0.0081833687
27.5793651 -0.0081103624
27.9761905 -0.0079753993
28.3730159 -0.0076579141
28.7698413 -0.0075093867
29.1666667 -0.0074794316
29.5634921 -0.0074677002
29.9603175 -0.0074024051
30.3571429 -0.0073410106
30.7539683 -0.0070324025
31.1507937 -0.0069930605
31.547619 -0.0064515978
31.9444444 -0.0063210449
32.3412698 -0.006097622
32.7380952 -0.0056858808
33.1349206 -0.0056356063
33.531746 -0.0055935364
33.9285714 -0.0054607509
34.3253968 -0.0053434988
34.7222222 -0.0053110812
35.1190476 -0.0049474335
35.515873 -0.004922703
35.9126984 -0.0048741557
36.3095238 -0.0047505938
36.7063492 -0.0046801872
37.1031746 -0.0046113307
37.5 -0.0045591838
37.8968254 -0.0044809559
38.2936508 -0.0043196441
38.6904762 -0.0041898574
39.0873016 -0.0040788579
39.484127 -0.0039714059
39.8809524 -0.0038240918
40.2777778 -0.0036683786
40.6746032 -0.0032829941
41.0714286 -0.0031989763
41.468254 -0.003164557
41.8650794 -0.003125
42.2619048 -0.0031104199
42.6587302 -0.0029154449
43.0555556 -0.0028632717
43.452381 -0.0021676249
43.8492063 -0.0021443086
44.2460317 -0.0019723785
44.6428571 -0.0015175993
45.0396825 -0.0015163002
45.4365079 -0.0014576957
45.8333333 -0.0012903226
46.2301587 -0.0012430445
46.6269841 -0.0008116049
47.0238095 -0.000727802
47.4206349 -0.0006476684
47.8174603 -0.0006459948
48.2142857 -0.000636151
48.6111111 -0.0006273081
49.0079365 0
49.4047619 0
49.8015873 0
50.1984127 0
50.5952381 0
50.9920635 0
51.3888889 0
51.7857143 0
52.1825397 0
52.5793651 0.0007502611
52.9761905 0.0007819375
53.3730159 0.0012962143
53.7698413 0.0013985022
54.1666667 0.0014085181
54.5634921 0.0014619114
54.9603175 0.0015138972
55.3571429 0.0015910899
55.7539683 0.001832552
56.1507937 0.0018326818
56.547619 0.0020214876
56.9444444 0.0020876044
57.3412698 0.002114227
57.7380952 0.0021352226
58.1349206 0.0022337996
58.531746 0.0025285193
58.9285714 0.0027156263
59.3253968 0.0030358511
59.7222222 0.0030603597
60.1190476 0.0031127548
60.515873 0.0031471208
60.9126984 0.0031525851
61.3095238 0.0031625553
61.7063492 0.0032154639
62.1031746 0.0037783222
62.5 0.0037831021
62.8968254 0.0038138416
63.2936508 0.0041085364
63.6904762 0.004288832
64.0873016 0.0043859649
64.484127 0.004395594
64.8809524 0.0048611843
65.2777778 0.0048780488
65.6746032 0.0051249199
66.0714286 0.005143277
66.468254 0.0052770675
66.8650794 0.005412707
67.2619048 0.0058054672
67.6587302 0.005904059
68.0555556 0.0059054877
68.452381 0.0063012559
68.8492063 0.0064842072
69.2460317 0.0065028902
69.6428571 0.0065359211
70.0396825 0.0065694009
70.4365079 0.0068869778
70.8333333 0.0069052869
71.2301587 0.0070533536
71.6269841 0.0070588856
72.0238095 0.0076453185
72.4206349 0.0077821012
72.8174603 0.0078277886
73.2142857 0.0081504702
73.6111111 0.0088234934
74.0079365 0.0091562519
74.4047619 0.0094476517
74.8015873 0.009523816
75.1984127 0.0100250383
75.5952381 0.0100502513
75.9920635 0.010830299
76.3888889 0.0109216177
76.7857143 0.011592092
77.1825397 0.0116354234
77.5793651 0.0118138013
77.9761905 0.0120634921
78.3730159 0.0121120363
78.7698413 0.012394101
79.1666667 0.0126497705
79.5634921 0.0129515716
79.9603175 0.013254829
80.3571429 0.0138461751
80.7539683 0.01395625
81.1507937 0.0139643587
81.547619 0.0148320488
81.9444444 0.016504126
82.3412698 0.0169262229
82.7380952 0.0169836957
83.1349206 0.0174757216
83.531746 0.017704918
83.9285714 0.0180412371
84.3253968 0.0186851211
84.7222222 0.0193103686
85.1190476 0.0203508284
85.515873 0.0205787371
85.9126984 0.0207388448
86.3095238 0.0210111866
86.7063492 0.021086262
87.1031746 0.0211678458
87.5 0.0212592319
87.8968254 0.0216173238
88.2936508 0.02188186
88.6904762 0.0226985833
89.0873016 0.0237179369
89.484127 0.0241884869
89.8809524 0.0256217031
90.2777778 0.0256409639
90.6746032 0.0260804189
91.0714286 0.0268078268
91.468254 0.0273598298
91.8650794 0.0279668067
92.2619048 0.028359168
92.6587302 0.028787887
93.0555556 0.0300751148
93.452381 0.031249924
93.8492063 0.0312500623
94.2460317 0.0316455812
94.6428571 0.031746096
95.0396825 0.0324809079
95.4365079 0.0330906684
95.8333333 0.0333574981
96.2301587 0.0336464492
96.6269841 0.0349750068
97.0238095 0.0352664577
97.4206349 0.0404983442
97.8174603 0.0421606533
98.2142857 0.0423476704
98.6111111 0.0443520247
99.0079365 0.0465294897
99.4047619 0.0518341308
99.8015873 0.0676841971
Variable X 1 Gráfico de los residuales
0.1
0.05

Residuos
0
-5.00000000% 0.00000000% 5.00000000%
-0.05
-0.1
Variable X 1

Gráfico de probabilidad normal


0.1
Superior 95.0%
0.05
0.0026964659
0.6429982928 0
Y

-0.05 0 20 40 60 80 100 120

-0.1
Muestra percentil
MATRIZ DE PRECIOS MATRIZ DE RENTABILIDAD
FECHA S&P500 BVN FECHA S&P500 BVN
2008-08-01 1282.82996 21.472801 2008-08-01
2008-09-01 1166.35999 21.731958 2008-09-01 -9.07914338% 1.20690822%
2008-10-01 968.75 11.698976 2008-10-01 -16.94245238% -46.16694915%
2008-11-01 896.23999 16.659931 2008-11-01 -7.48490426% 42.40503613%
2008-12-01 903.25 18.546783 2008-12-01 0.78215769% 11.32568916%
2009-01-01 825.880005 17.541239 2009-01-01 -8.56573429% -5.42166261%
2009-02-01 735.090027 17.932281 2009-02-01 -10.99311976% 2.22927240%

2009-03-01 797.869995 22.326904 2009-03-01 8.54044616% 24.50677078%

2009-04-01 872.809998 19.7013 2009-04-01 9.39250799% -11.75982125%


2009-05-01 919.140015 26.399414 2009-05-01 5.30814463% 33.99833514%
2009-06-01 919.320007 22.392443 2009-06-01 0.01958265% -15.17825737%
2009-07-01 987.47998 24.274784 2009-07-01 7.41417270% 8.40614398%
2009-08-01 1020.62 23.547941 2009-08-01 3.35601892% -2.99423056%
2009-09-01 1057.07996 32.810562 2009-09-01 3.57233458% 39.33516310%
2009-10-01 1036.18994 31.282316 2009-10-01 -1.97620009% -4.65778672%
2009-11-01 1095.63001 37.413929 2009-11-01 5.73640620% 19.60089208%
2009-12-01 1115.09998 31.302443 2009-12-01 1.77705712% -16.33478804%
2010-01-01 1073.87 29.441313 2010-01-01 -3.69742462% -5.94563817%
2010-02-01 1104.48999 31.433374 2010-02-01 2.85136889% 6.76620978%
2010-03-01 1169.43005 28.96434 2010-03-01 5.87964260% -7.85481699%
2010-04-01 1186.68994 30.759998 2010-04-01 1.47592299% 6.19954744%
2010-05-01 1089.41003 33.953686 2010-05-01 -8.19758419% 10.38260146%
2010-06-01 1030.70996 36.254993 2010-06-01 -5.38824420% 6.77778254%
2010-07-01 1101.59998 36.415333 2010-07-01 6.87778499% 0.44225633%
2010-08-01 1049.32996 38.990143 2010-08-01 -4.74491840% 7.07067542%
2010-09-01 1141.19995 42.611874 2010-09-01 8.75511029% 9.28883744%
2010-10-01 1183.26001 49.883614 2010-10-01 3.68559944% 17.06505562%
2010-11-01 1180.55005 47.761517 2010-11-01 -0.22902498% -4.25409635%
2010-12-01 1257.64002 46.309513 2010-12-01 6.53000405% -3.04011282%
2011-01-01 1286.12 38.780426 2011-01-01 2.26455740% -16.25818652%
2011-02-01 1327.21997 44.143482 2011-02-01 3.19565641% 13.82928594%
2011-03-01 1325.82996 40.643784 2011-03-01 -0.10473132% -7.92800622%
2011-04-01 1363.60999 39.414162 2011-04-01 2.84953804% -3.02536299%
2011-05-01 1345.19995 42.0509 2011-05-01 -1.35009528% 6.68982383%
2011-06-01 1320.64002 36.198853 2011-06-01 -1.82574613% -13.91657967%
2011-07-01 1292.28003 39.020031 2011-07-01 -2.14744258% 7.79355633%
2011-08-01 1218.89002 44.633804 2011-08-01 -5.67911075% 14.38690041%
2011-09-01 1131.42004 35.970112 2011-09-01 -7.17619883% -19.41060636%
2011-10-01 1253.30005 39.010494 2011-10-01 10.77230385% 8.45252303%
2011-11-01 1246.95996 37.313976 2011-11-01 -0.50587152% -4.34887597%
2011-12-01 1257.59998 36.728409 2011-12-01 0.85327639% -1.56929672%
2012-01-01 1312.41003 41.096729 2012-01-01 4.35830622% 11.89357263%
2012-02-01 1365.68005 38.443165 2012-02-01 4.05894641% -6.45687398%
2012-03-01 1408.46997 38.615597 2012-03-01 3.13323145% 0.44853747%
2012-04-01 1397.91003 39.535248 2012-04-01 -0.74974527% 2.38155324%
2012-05-01 1310.32996 37.855915 2012-05-01 -6.26507256% -4.24768551%
2012-06-01 1362.16003 36.733974 2012-06-01 3.95549821% -2.96371386%
2012-07-01 1379.31995 35.225147 2012-07-01 1.25975741% -4.10744288%
2012-08-01 1406.57996 33.522892 2012-08-01 1.97633697% -4.83249935%
2012-09-01 1440.67004 37.681824 2012-09-01 2.42361537% 12.40624466%
2012-10-01 1412.16003 34.586803 2012-10-01 -1.97894099% -8.21356471%
2012-11-01 1416.18005 31.694895 2012-11-01 0.28467170% -8.36130474%
2012-12-01 1426.18994 34.969776 2012-12-01 0.70682305% 10.33251885%
2013-01-01 1498.10999 28.783184 2013-01-01 5.04280965% -17.69125430%
2013-02-01 1514.68005 24.921434 2013-02-01 1.10606492% -13.41668802%
2013-03-01 1569.18994 25.252161 2013-03-01 3.59877235% 1.32707853%
2013-04-01 1597.56995 19.474127 2013-04-01 1.80857679% -22.88134469%
2013-05-01 1630.73999 17.678644 2013-05-01 2.07628117% -9.21983820%
2013-06-01 1606.28003 14.536866 2013-06-01 -1.49993016% -17.77160058%
2013-07-01 1685.72998 14.083822 2013-07-01 4.94620798% -3.11651769%
2013-08-01 1632.96997 12.439068 2013-08-01 -3.12980190% -11.67832141%
2013-09-01 1681.55005 11.532976 2013-09-01 2.97495232% -7.28424348%
2013-10-01 1756.54004 14.280798 2013-10-01 4.45957526% 23.82578443%
2013-11-01 1805.81006 11.621614 2013-11-01 2.80494716% -18.62069613%
2013-12-01 1848.35999 11.058395 2013-12-01 2.35627916% -4.84630620%
2014-01-01 1782.58997 12.221399 2014-01-01 -3.55829057% 10.51693306%
2014-02-01 1859.44995 12.418519 2014-02-01 4.31170300% 1.61290864%
2014-03-01 1872.33997 12.38895 2014-03-01 0.69321656% -0.23810408%
2014-04-01 1883.94995 12.812757 2014-04-01 0.62007890% 3.42084680%
2014-05-01 1923.56995 10.54485 2014-05-01 2.10302800% -17.70038252%
2014-06-01 1960.22998 11.649643 2014-06-01 1.90583317% 10.47708597%
2014-07-01 1930.67004 11.551001 2014-07-01 -1.50798306% -0.84673839%
2014-08-01 2003.37 14.362303 2014-08-01 3.76552955% 24.33816775%
2014-09-01 1972.29004 11.422765 2014-09-01 -1.55138372% -20.46703791%
2014-10-01 2018.05005 9.07508 2014-10-01 2.32014608% -20.55268580%
2014-11-01 2067.56006 9.124402 2014-11-01 2.45335888% 0.54348832%
2014-12-01 2058.8999 9.454221 2014-12-01 -0.41885879% 3.61469168%
2015-01-01 1994.98999 11.293639 2015-01-01 -3.10408058% 19.45605037%
2015-02-01 2104.5 11.451869 2015-02-01 5.48925110% 1.40105417%
2015-03-01 2067.88989 10.017914 2015-03-01 -1.73961069% -12.52158054%
2015-04-01 2085.51001 11.056296 2015-04-01 0.85208197% 10.36525169%
2015-05-01 2107.38989 11.076074 2015-05-01 1.04913824% 0.17888450%
2015-06-01 2063.11011 10.265147 2015-06-01 -2.10116724% -7.32142996%
2015-07-01 2103.84009 7.041218 2015-07-01 1.97420297% -31.40655463%
2015-08-01 1972.18005 6.250071 2015-08-01 -6.25808182% -11.23593958%
2015-09-01 1920.03003 5.894053 2015-09-01 -2.64428316% -5.69622329%
2015-10-01 2079.36011 6.339075 2015-10-01 8.29831178% 7.55035627%
2015-11-01 2080.40991 4.687552 2015-11-01 0.05048693% -26.05305979%
2015-12-01 2043.93994 4.232643 2015-12-01 -1.75301852% -9.70461768%
2016-01-01 1940.23999 3.955741 2016-01-01 -5.07353220% -6.54205895%
2016-02-01 1932.22998 5.162241 2016-02-01 -0.41283604% 30.49997459%
2016-03-01 2059.73999 7.278563 2016-03-01 6.59911146% 40.99618751%
2016-04-01 2065.30005 10.037692 2016-04-01 0.26993985% 37.90760621%
2016-05-01 2096.94995 9.454221 2016-05-01 1.53246024% -5.81280039%
2016-06-01 2098.86011 11.817775 2016-06-01 0.09109211% 24.99998678%
2016-07-01 2173.6001 14.487901 2016-07-01 3.56098011% 22.59415161%
2016-08-01 2170.94995 12.223238 2016-08-01 -0.12192431% -15.63140858%
2016-09-01 2168.27002 13.686864 2016-09-01 -0.12344508% 11.97412666%
2016-10-01 2126.1499 13.142948 2016-10-01 -1.94256793% -3.97400018%
2016-11-01 2198.81006 11.046407 2016-11-01 3.41745222% -15.95183212%
2016-12-01 2238.83008 11.182068 2016-12-01 1.82007622% 1.22810068%
2017-01-01 2278.87012 13.670277 2017-01-01 1.78843582% 22.25177847%
2017-02-01 2363.63989 12.193213 2017-02-01 3.71981603% -10.80493102%
2017-03-01 2362.71997 11.93547 2017-03-01 -0.03891972% -2.11382349%
2017-04-01 2384.19995 11.905731 2017-04-01 0.90912085% -0.24916488%
2017-05-01 2411.80005 12.390269 2017-05-01 1.15762514% 4.06978790%
2017-06-01 2423.40991 11.454027 2017-06-01 0.48137751% -7.55626855%
2017-07-01 2470.30005 12.191069 2017-07-01 1.93488261% 6.43478490%
2017-08-01 2471.6499 13.376312 2017-08-01 0.05464328% 9.72222370%
2017-09-01 2519.36011 12.73887 2017-09-01 1.93029785% -4.76545404%
2017-10-01 2575.26001 13.734873 2017-10-01 2.21881353% 7.81861342%
2017-11-01 2584.84009 13.934072 2017-11-01 0.37200430% 1.45031556%
2017-12-01 2673.61011 14.054244 2017-12-01 3.43425574% 0.86243275%
2018-01-01 2823.81006 15.401774 2018-01-01 5.61787044% 9.58806464%
2018-02-01 2713.83008 15.521555 2018-02-01 -3.89473721% 0.77770911%
2018-03-01 2640.87012 15.20214 2018-03-01 -2.68844986% -2.05788015%
2018-04-01 2648.05005 15.920823 2018-04-01 0.27187751% 4.72751205%
2018-05-01 2705.27002 15.47 2018-05-01 2.16083420% -2.83165638%
2018-06-01 2718.37012 13.63 2018-06-01 0.48424360% -11.89398836%
2018-07-01 2816.29004 13.74 2018-07-01 3.60215562% 0.80704329%
2018-08-01 2827.21997 13.54 2018-08-01 0.38809682% -1.45560408%
S&P 500 BVN

RENDIMIENTO ESPERADO 0.75233725% 0.68167067%

VOLATILIDAD 4.238265732% 14.645538125%


COEFICIENTE DE VARIACION 17.751063588047600% 4.6544596725845100%
VARIANZA 0.0017962896 0.0216291901
COVARIANZA 0.0013582122
BETA 0.7561209423
CAPM
Rend. Bono
CAPM 0.006290148 del
Tesoro
Rf 0.002466667 Americano
0.756120942 2.96%
Rm 0.75233725%
Chart Title
60.00000000%

40.00000000%

20.00000000%

f(x) = 0.7561209423x + 0.0011281272


0.00000000%
-20.00000000% -15.00000000% -10.00000000% -5.00000000% 0.00000000% 5.00000000% 10.00000000%

-20.00000000%

-40.00000000%

-60.00000000%
00% 5.00000000% 10.00000000% 15.00000000%
Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.2188135016
Coeficiente de determinación R^2 0.0478793485
R^2 ajustado 0.0398105294
Error típico 0.1441122655
Observaciones 120

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Regresión 1 0.12323672 0.12323672 5.9338731
Residuos 118 2.45066472 0.02076835
Total 119 2.57390144

Coeficientes Error típico Estadístico t Probabilidad


Intercepción 0.0011281272 0.01336125 0.08443277 0.93285544
Variable X 1 0.7561209423 0.31040031 2.43595425 0.01634741

Análisis de los residuales Resultados de datos de probabilidad

Observación Pronóstico para Y Residuos Percentil


1 -0.0675211773 0.07959026 0.41666667
2 -0.1269773034 -0.3346922 1.25
3 -0.0554668014 0.47951716 2.08333333
4 0.0070421853 0.10621471 2.91666667
5 -0.0636391837 0.00942256 3.75
6 -0.0819931535 0.10428588 4.58333333
7 0.0657042292 0.17936348 5.41666667
8 0.0721468471 -0.1897451 6.25
9 0.0412641204 0.29871923 7.08333333
10 0.0012761957 -0.1530588 7.91666667
11 0.0571882397 0.0268732 8.75
12 0.0265036891 -0.056446 9.58333333
13 0.0281392971 0.36521233 10.4166667
14 -0.0138143355 -0.0327635 11.25
15 0.0445022958 0.15150663 12.0833333
16 0.0145648282 -0.1779127 12.9166667
17 -0.0268288747 -0.0326275 13.75
18 0.0226879245 0.04497417 14.5833333
19 0.0455853362 -0.1241335 15.4166667
20 0.01228789 0.04970758 16.25
21 -0.0608555236 0.16468154 17.0833333
22 -0.0396135156 0.10739134 17.9166667
23 0.0531324999 -0.0487099 18.75
24 -0.0347491946 0.10545595 19.5833333
25 0.0673273497 0.02556102 20.4166667
26 0.0289957164 0.14165484 21.25
27 -0.0006035786 -0.0419374 22.0833333
28 0.0505028553 -0.080904 22.9166667
29 0.0182509199 -0.1808328 23.75
30 0.0252911545 0.1130017 24.5833333
31 0.0003362317 -0.0796163 25.4166667
32 0.0226740811 -0.0529277 26.25
33 -0.0090802259 0.07597846 27.0833333
34 -0.0126767216 -0.1264891 27.9166667
35 -0.0151091359 0.0930447 28.75
36 -0.0418128185 0.18568182 29.5833333
37 -0.053132615 -0.1409734 30.4166667
38 0.0825797726 0.00194546 31.25
39 -0.0026968733 -0.0407919 32.0833333
40 0.0075799287 -0.0232729 32.9166667
41 0.0340821933 0.08485353 33.75
42 0.0318186711 -0.0963874 34.5833333
43 0.0248191464 -0.0203338 35.4166667
44 -0.0045408538 0.02835639 36.25
45 -0.0462433985 0.00376654 37.0833333
46 0.0310364776 -0.0606736 37.9166667
47 0.0106534168 -0.0517278 38.75
48 0.0160716249 -0.0643966 39.5833333
49 0.0194535906 0.10460886 40.4166667
50 -0.0138350601 -0.0683006 41.25
51 0.0032805895 -0.0868936 42.0833333
52 0.0064725643 0.09685262 42.9166667
53 0.0392578671 -0.2161704 43.75
54 0.0094913157 -0.1436582 44.5833333
55 0.0283391986 -0.0150684 45.4166667
56 0.014803155 -0.2436166 46.25
57 0.016827324 -0.1090257 47.0833333
58 -0.0102131589 -0.1675028 47.9166667
59 0.0385274416 -0.0696926 48.75
60 -0.0225369605 -0.0942463 49.5833333
61 0.0236223647 -0.0964648 50.4166667
62 0.0348479097 0.20340993 51.25
63 0.0223369201 -0.2085439 52.0833333
64 0.0189444473 -0.0674075 52.9166667
65 -0.025776853 0.13094618 53.75
66 0.0337298165 -0.0176007 54.5833333
67 0.0063696828 -0.0087507 55.4166667
68 0.0058166736 0.02839179 56.25
69 0.0170295623 -0.1940334 57.0833333
70 0.0155385309 0.08923233 57.9166667
71 -0.0102740485 0.00180666 58.75
72 0.0296000847 0.21378159 59.5833333
73 -0.01060221 -0.1940682 60.4166667
74 0.0186712376 -0.2241981 61.25
75 0.0196784874 -0.0142436 62.0833333
76 -0.0020389518 0.03818587 62.9166667
77 -0.0223424761 0.21690298 63.75
78 0.0426335043 -0.028623 64.5833333
79 -0.0120254336 -0.1131904 65.4166667
80 0.0075708974 0.09608162 66.25
81 0.0090608811 -0.007272 67.0833333
82 -0.0147592383 -0.0584551 67.9166667
83 0.0160554893 -0.330121 68.75
84 -0.04619054 -0.0661689 69.5833333
85 -0.0188658515 -0.0380964 70.4166667
86 0.0638734004 0.01163016 71.25
87 0.0015098694 -0.2620405 72.0833333
88 -0.0121268129 -0.0849194 72.9166667
89 -0.0372339123 -0.0281867 73.75
90 -0.0019934126 0.30699316 74.5833333
91 0.0510253909 0.35893648 75.4166667
92 0.0031691989 0.37590686 76.25
93 0.01271538 -0.0708434 77.0833333
94 0.0018168937 0.24818297 77.9166667
95 0.0280534436 0.19788807 78.75
96 0.0002062319 -0.1565203 79.5833333
97 0.0001947331 0.11954653 80.4166667
98 -0.0135600357 -0.02618 81.25
99 0.0269681991 -0.1864865 82.0833333
100 0.0148901047 -0.0026091 82.9166667
101 0.0146508649 0.20786692 83.75
102 0.0292544352 -0.1373037 84.5833333
103 0.000833847 -0.0219721 85.4166667
104 0.0080021804 -0.0104938 86.25
105 0.0098811733 0.03081671 87.0833333
106 0.0047679233 -0.0803306 87.9166667
107 0.0157581798 0.04858967 88.75
108 0.0015412965 0.09568094 89.5833333
109 0.0157235135 -0.0633781 90.4166667
110 0.017905041 0.06028109 91.25
111 0.0039409296 0.01056223 92.0833333
112 0.027095254 -0.0184709 92.9166667
113 0.0436060221 0.05227462 93.75
114 -0.0283207965 0.03609789 94.5833333
115 -0.0191998052 -0.001379 95.4166667
116 0.00318385 0.04409127 96.25
117 0.0174666471 -0.0457832 97.0833333
118 0.0047895945 -0.1237295 97.9166667
119 0.0283647802 -0.0202943 98.75
120 0.0040626085 -0.0186186 99.5833333
Variable X 1 Gráfico de los res
0.6
0.4

Residuos
0.2
0
-20.00000000%-10.00000000%0.00000000%
-0.2 10.0000
-0.4
Variable X 1
Valor crítico de F
0.0163474078

Gráfico de probabilidad no
Inferior 95% Superior 95% Inferior 95.0% Superior 95.0% 0.6
0.4
-0.0253307829 0.02758704 -0.025330783 0.0275870373
0.2
0.1414438314 1.37079805 0.1414438314 1.3707980532 0

Y
-0.2 0 20 40 60 80
-0.4
-0.6
Muestra percentil
esultados de datos de probabilidad

Y
-0.4616694915
-0.3140655463
-0.2605305979
-0.2288134469
-0.205526858
-0.2046703791
-0.1941060636
-0.1862069613
-0.1777160058
-0.1770038252
-0.176912543
-0.1633478804
-0.1625818652
-0.1595183212
-0.1563140858
-0.1517825737
-0.1391657967
-0.1341668802
-0.1252158054
-0.1189398836
-0.1175982125
-0.1167832141
-0.1123593958
-0.1080493102
-0.0970461768
-0.092198382
-0.0836130474
-0.0821356471
-0.0792800622
-0.0785481699
-0.0755626855
-0.0732142996
-0.0728424348
-0.0654205895
-0.0645687398
-0.0594563817
-0.0581280039
-0.0569622329
-0.0542166261
-0.048463062
-0.0483249935
-0.0476545404
-0.0465778672
-0.0434887597
-0.0425409635
-0.0424768551
-0.0410744288
-0.0397400018
-0.0311651769
-0.0304011282
-0.0302536299
-0.0299423056
-0.0296371386
-0.0283165638
-0.0211382349
-0.0205788015
-0.0156929672
-0.0145560408
-0.0084673839
-0.0024916488
-0.0023810408
0.001788845
0.0044225633
0.0044853747
0.0054348832
0.0077770911
0.0080704329
0.0086243275
0.0120690822
0.0122810068
0.0132707853
0.0140105417
0.0145031556
0.0161290864
0.022292724
0.0238155324
0.034208468
0.0361469168
0.040697879
0.0472751205
0.0619954744
0.064347849
0.0668982383
0.0676620978
0.0677778254
0.0707067542
0.0755035627
0.0779355633
0.0781861342
0.0840614398
0.0845252303
0.0928883744
0.0958806464
0.097222237
0.1033251885
0.1036525169
0.1038260146
0.1047708597
0.1051693306
0.1132568916
0.1189357263
0.1197412666
0.1240624466
0.1382928594
0.1438690041
0.1706505562
0.1945605037
0.1960089208
0.2225177847
0.2259415161
0.2382578443
0.2433816775
0.2450677078
0.2499998678
0.3049997459
0.3399833514
0.3790760621
0.393351631
0.4099618751
0.4240503613
X 1 Gráfico de los residuales
0.6
0.4
0.2
0
0.00000000%0.00000000%
-0.2 10.00000000%20.00000000%
-0.4
Variable X 1

o de probabilidad normal

20 40 60 80 100 120

Muestra percentil
MATRIZ DE PRECIOS MATRIZ DE RENTABILIDAD
FECHA S&P500 BVN FECHA S&P500 BVN
1996-05-01 669.119995 3.209571 1996-05-01
1996-06-01 670.630005 3.271294 1996-06-01 0.22567103% 1.92309190%
1996-07-01 639.950012 2.942107 1996-07-01 -4.57480172% -10.06289866%
1996-08-01 651.98999 3.127275 1996-08-01 1.88139351% 6.29372079%
1996-09-01 687.330017 3.168423 1996-09-01 5.42033276% 1.31577811%
1996-10-01 705.27002 2.756939 1996-10-01 2.61010032% -12.98702856%

1996-11-01 757.02002 2.695217 1996-11-01 7.33761517% -2.23878729%

1996-12-01 740.73999 2.818662 1996-12-01 -2.15054154% 4.58015069%


1997-01-01 786.159973 2.63221 1997-01-01 6.13170392% -6.61491161%
1997-02-01 790.820007 3.233265 1997-02-01 0.59275900% 22.83461426%
1997-03-01 757.119995 3.564883 1997-03-01 -4.26140104% 10.25644356%
1997-04-01 801.340027 3.606334 1997-04-01 5.84055794% 1.16275906%
1997-05-01 848.280029 3.951321 1997-05-01 5.85768842% 9.56614113%
1997-06-01 885.140015 3.292766 1997-06-01 4.34526156% -16.66670463%
1997-07-01 954.309998 3.031435 1997-07-01 7.81458095% -7.93651902%
1997-08-01 899.469971 3.094156 1997-08-01 -5.74656318% 2.06902012%
1997-09-01 947.280029 3.198688 1997-09-01 5.31535899% 3.37836877%
1997-10-01 914.619995 3.000076 1997-10-01 -3.44776972% -6.20917076%
1997-11-01 955.400024 2.715033 1997-11-01 4.45868549% -9.50119264%
1997-12-01 970.429993 2.693985 1997-12-01 1.57315979% -0.77523920%
1998-01-01 980.280029 1.999443 1998-01-01 1.01501768% -25.78121259%
1998-02-01 1049.33997 2.273051 1998-02-01 7.04491930% 13.68421105%
1998-03-01 1101.75 2.757126 1998-03-01 4.99457142% 21.29626656%
1998-04-01 1111.75 2.609798 1998-04-01 0.90764693% -5.34353526%
1998-05-01 1090.81995 2.705462 1998-05-01 -1.88262235% 3.66557105%
1998-06-01 1133.83997 2.263535 1998-06-01 3.94382411% -16.33462233%
1998-07-01 1120.67004 1.96173 1998-07-01 -1.16153270% -13.33334806%
1998-08-01 957.280029 1.315006 1998-08-01 -14.57967186% -32.96702400%
1998-09-01 1017.01001 2.004844 1998-09-01 6.23955156% 52.45892414%
1998-10-01 1098.67004 2.112631 1998-10-01 8.02942284% 5.37632853%
1998-11-01 1163.63001 2.191849 1998-11-01 5.91259963% 3.74973197%
1998-12-01 1229.22998 2.265368 1998-12-01 5.63752866% 3.35420004%
1999-01-01 1279.64002 2.221804 1999-01-01 4.10094415% -1.92304297%
1999-02-01 1238.32996 2.341607 1999-02-01 -3.22825627% 5.39214980%
1999-03-01 1286.37 2.308933 1999-03-01 3.87942154% -1.39536652%
1999-04-01 1335.18005 2.809928 1999-04-01 3.79440279% 21.69811770%
1999-05-01 1301.83997 2.536812 1999-05-01 -2.49704809% -9.71967965%
1999-06-01 1372.70996 2.737969 1999-06-01 5.44383310% 7.92951941%
1999-07-01 1328.71997 2.816196 1999-07-01 -3.20460922% 2.85711781%
1999-08-01 1320.41003 2.749145 1999-08-01 -0.62540920% -2.38090673%
1999-09-01 1282.70996 3.095582 1999-09-01 -2.85517923% 12.60162705%
1999-10-01 1362.93005 3.039705 1999-10-01 6.25395416% -1.80505637%
1999-11-01 1388.91003 2.939126 1999-11-01 1.90618586% -3.30884083%
1999-12-01 1469.25 2.894347 1999-12-01 5.78438949% -1.52354816%
2000-01-01 1394.45996 3.378615 2000-01-01 -5.09035487% 16.73151146%
2000-02-01 1366.42004 3.142112 2000-02-01 -2.01080833% -6.99999852%
2000-03-01 1498.57996 3.153374 2000-03-01 9.67198283% 0.35842134%
2000-04-01 1452.43005 3.108326 2000-04-01 -3.07957556% -1.42856509%
2000-05-01 1420.59998 2.74762 2000-05-01 -2.19150505% -11.60450995%
2000-06-01 1454.59998 3.158053 2000-06-01 2.39335496% 14.93776432%
2000-07-01 1430.82996 3.009841 2000-07-01 -1.63412762% -4.69314480%
2000-08-01 1517.68005 3.009841 2000-08-01 6.06991052% 0.00000000%
2000-09-01 1436.51001 2.576606 2000-09-01 -5.34829747% -14.39394971%
2000-10-01 1429.40002 2.348587 2000-10-01 -0.49494859% -8.84958740%
2000-11-01 1314.94995 2.120569 2000-11-01 -8.00686100% -9.70873125%
2000-12-01 1320.28003 2.673079 2000-12-01 0.40534455% 26.05479944%
2001-01-01 1366.01001 2.877708 2001-01-01 3.46365771% 7.65517966%
2001-02-01 1239.93994 2.990161 2001-02-01 -9.22907358% 3.90772796%
2001-03-01 1160.32996 2.730227 2001-03-01 -6.42047105% -8.69297673%
2001-04-01 1249.45996 2.776315 2001-04-01 7.68143618% 1.68806477%
2001-05-01 1255.81995 3.010057 2001-05-01 0.50901871% 8.41914552%
2001-06-01 1224.38001 3.469089 2001-06-01 -2.50353891% 15.24994377%
2001-07-01 1211.22998 3.265912 2001-07-01 -1.07401501% -5.85678257%
2001-08-01 1133.57996 3.610186 2001-08-01 -6.41084066% 10.54143529%
2001-09-01 1040.93994 4.072983 2001-09-01 -8.17234060% 12.81920101%
2001-10-01 1059.78003 3.811484 2001-10-01 1.80991114% -6.42033124%
2001-11-01 1139.44995 3.395719 2001-11-01 7.51759043% -10.90821843%
2001-12-01 1148.07996 3.926567 2001-12-01 0.75738342% 15.63286008%
2002-01-01 1130.19995 4.462611 2002-01-01 -1.55738326% 13.65172172%
2002-02-01 1106.72998 4.907734 2002-02-01 -2.07662113% 9.97449699%
2002-03-01 1147.39002 5.116092 2002-03-01 3.67388936% 4.24550312%
2002-04-01 1076.92004 5.049796 2002-04-01 -6.14176262% -1.29583283%
2002-05-01 1067.14002 5.704852 2002-05-01 -0.90814811% 12.97192996%
2002-06-01 989.820007 4.892601 2002-06-01 -7.24553544% -14.23789785%
2002-07-01 911.619995 3.937015 2002-07-01 -7.90042750% -19.53124729%
2002-08-01 916.070007 4.942294 2002-08-01 0.48814331% 25.53404038%
2002-09-01 815.280029 4.089908 2002-09-01 -11.00243183% -17.24676840%
2002-10-01 885.76001 4.252359 2002-10-01 8.64488010% 3.97199644%
2002-11-01 936.309998 4.294406 2002-11-01 5.70696209% 0.98879234%
2002-12-01 879.820007 5.117751 2002-12-01 -6.03325727% 19.17250022%
2003-01-01 855.700012 5.362101 2003-01-01 -2.74146926% 4.77455820%
2003-02-01 841.150024 4.886978 2003-02-01 -1.70036085% -8.86076185%
2003-03-01 848.179993 4.850348 2003-03-01 0.83575686% -0.74954297%
2003-04-01 916.919983 5.160771 2003-04-01 8.10441069% 6.40001501%
2003-05-01 963.590027 5.790506 2003-05-01 5.08987097% 12.20234341%
2003-06-01 974.5 5.916344 2003-06-01 1.13222145% 2.17317796%
2003-07-01 990.309998 6.537669 2003-07-01 1.62237024% 10.50184033%
2003-08-01 1008.01001 7.508978 2003-08-01 1.78732034% 14.85711497%
2003-09-01 995.969971 7.909081 2003-09-01 -1.19443645% 5.32832830%
2003-10-01 1050.70996 9.515673 2003-10-01 5.49614864% 20.31325763%
2003-11-01 1058.19995 11.633823 2003-11-01 0.71285038% 22.25959215%
2003-12-01 1111.92004 11.470305 2003-12-01 5.07655410% -1.40553969%
2004-01-01 1131.13001 9.490987 2004-01-01 1.72763870% -17.25601891%
2004-02-01 1144.93994 9.819523 2004-02-01 1.22089733% 3.46155779%
2004-03-01 1126.20996 11.721775 2004-03-01 -1.63589192% 19.37214262%
2004-04-01 1107.30005 8.777135 2004-04-01 -1.67907519% -25.12111007%
2004-05-01 1120.68005 9.609282 2004-05-01 1.20834502% 9.48084996%
2004-06-01 1140.83997 9.063811 2004-06-01 1.79889987% -5.67650112%
2004-07-01 1101.71997 8.83004 2004-07-01 -3.42905194% -2.57916896%
2004-08-01 1104.23999 9.318091 2004-08-01 0.22873498% 5.52716635%
2004-09-01 1114.57996 9.74052 2004-09-01 0.93638757% 4.53342857%
2004-10-01 1130.19995 10.18756 2004-10-01 1.40142436% 4.58948804%
2004-11-01 1173.81995 9.63799 2004-11-01 3.85949362% -5.39452038%
2004-12-01 1211.92004 9.508603 2004-12-01 3.24582131% -1.34246871%
2005-01-01 1181.27002 8.831787 2005-01-01 -2.52904671% -7.11793310%
2005-02-01 1203.59998 9.616561 2005-02-01 1.89033461% 8.88578948%
2005-03-01 1180.58997 9.458776 2005-03-01 -1.91176557% -1.64076326%
2005-04-01 1156.84998 8.865007 2005-04-01 -2.01085819% -6.27744013%
2005-05-01 1191.5 9.032302 2005-05-01 2.99520463% 1.88713895%
2005-06-01 1191.32996 9.712472 2005-06-01 -0.01427142% 7.53041694%
2005-07-01 1234.18005 9.940601 2005-07-01 3.59682872% 2.34882530%
2005-08-01 1220.32996 10.481359 2005-08-01 -1.12221049% 5.43989242%
2005-09-01 1228.81006 13.11754 2005-09-01 0.69490247% 25.15113737%
2005-10-01 1207.01001 10.886925 2005-10-01 -1.77407801% -17.00482712%
2005-11-01 1249.47998 11.837472 2005-11-01 3.51860959% 8.73108798%
2005-12-01 1248.29004 12.11165 2005-12-01 -0.09523490% 2.31618710%
2006-01-01 1280.07996 11.863422 2006-01-01 2.54667713% -2.04949780%
2006-02-01 1280.66003 11.221462 2006-02-01 0.04531576% -5.41125486%
2006-03-01 1294.87 10.566666 2006-03-01 1.10958105% -5.83521113%
2006-04-01 1310.60999 13.006112 2006-04-01 1.21556527% 23.08624120%
2006-05-01 1270.08997 11.223295 2006-05-01 -3.09169161% -13.70753227%
2006-06-01 1270.19995 11.880928 2006-06-01 0.00865962% 5.85953590%
2006-07-01 1276.66003 12.677926 2006-07-01 0.50858788% 6.70821337%
2006-08-01 1303.81995 12.172727 2006-08-01 2.12741930% -3.98487103%
2006-09-01 1335.84998 11.758981 2006-09-01 2.45662985% -3.39895900%
2006-10-01 1377.93994 11.258136 2006-10-01 3.15080030% -4.25925512%
2006-11-01 1400.63001 12.42968 2006-11-01 1.64666567% 10.40619868%
2006-12-01 1418.30005 12.448885 2006-12-01 1.26157829% 0.15450921%
2007-01-01 1438.23999 12.825987 2007-01-01 1.40590427% 3.02920302%
2007-02-01 1406.81995 12.293607 2007-02-01 -2.18461760% -4.15079167%
2007-03-01 1420.85999 13.287386 2007-03-01 0.99799829% 8.08370562%
2007-04-01 1482.37 14.454193 2007-04-01 4.32906906% 8.78131334%
2007-05-01 1530.62 15.228259 2007-05-01 3.25492287% 5.35530417%
2007-06-01 1503.34998 17.013136 2007-06-01 -1.78163222% 11.72082114%
2007-07-01 1455.27002 18.125853 2007-07-01 -3.19818783% 6.54034036%
2007-08-01 1473.98999 17.362846 2007-08-01 1.28635715% -4.20949569%
2007-09-01 1526.75 21.70015 2007-09-01 3.57940083% 24.98037476%
2007-10-01 1549.38001 26.07379 2007-10-01 1.48223383% 20.15488372%
2007-11-01 1481.14002 25.356203 2007-11-01 -4.40434172% -2.75213922%
2007-12-01 1468.35999 25.874601 2007-12-01 -0.86285090% 2.04446226%
2008-01-01 1378.55005 30.642662 2008-01-01 -6.11634319% 18.42757305%
2008-02-01 1330.63001 34.757 2008-02-01 -3.47611928% 13.42682956%
2008-03-01 1322.69995 31.314665 2008-03-01 -0.59596236% -9.90400495%
2008-04-01 1385.58997 28.603777 2008-04-01 4.75466979% -8.65692799%
2008-05-01 1400.38001 30.450661 2008-05-01 1.06741817% 6.45678366%
2008-06-01 1280 30.251659 2008-06-01 -8.59623849% -0.65352276%
2008-07-01 1267.38001 24.906601 2008-07-01 -0.98593711% -17.66864422%
2008-08-01 1282.82996 21.472801 2008-08-01 1.21904645% -13.78670658%
2008-09-01 1166.35999 21.731958 2008-09-01 -9.07914338% 1.20690822%
2008-10-01 968.75 11.698976 2008-10-01 -16.94245238% -46.16694915%
2008-11-01 896.23999 16.659931 2008-11-01 -7.48490426% 42.40503613%
2008-12-01 903.25 18.546783 2008-12-01 0.78215769% 11.32568916%
2009-01-01 825.880005 17.541239 2009-01-01 -8.56573429% -5.42166261%
2009-02-01 735.090027 17.932281 2009-02-01 -10.99311976% 2.22927240%
2009-03-01 797.869995 22.326904 2009-03-01 8.54044616% 24.50677078%
2009-04-01 872.809998 19.7013 2009-04-01 9.39250799% -11.75982125%
2009-05-01 919.140015 26.399414 2009-05-01 5.30814463% 33.99833514%
2009-06-01 919.320007 22.392443 2009-06-01 0.01958265% -15.17825737%
2009-07-01 987.47998 24.274784 2009-07-01 7.41417270% 8.40614398%
2009-08-01 1020.62 23.547941 2009-08-01 3.35601892% -2.99423056%
2009-09-01 1057.07996 32.810562 2009-09-01 3.57233458% 39.33516310%
2009-10-01 1036.18994 31.282316 2009-10-01 -1.97620009% -4.65778672%
2009-11-01 1095.63001 37.413929 2009-11-01 5.73640620% 19.60089208%
2009-12-01 1115.09998 31.302443 2009-12-01 1.77705712% -16.33478804%
2010-01-01 1073.87 29.441313 2010-01-01 -3.69742462% -5.94563817%
2010-02-01 1104.48999 31.433374 2010-02-01 2.85136889% 6.76620978%
2010-03-01 1169.43005 28.96434 2010-03-01 5.87964260% -7.85481699%
2010-04-01 1186.68994 30.759998 2010-04-01 1.47592299% 6.19954744%
2010-05-01 1089.41003 33.953686 2010-05-01 -8.19758419% 10.38260146%
2010-06-01 1030.70996 36.254993 2010-06-01 -5.38824420% 6.77778254%
2010-07-01 1101.59998 36.415333 2010-07-01 6.87778499% 0.44225633%
2010-08-01 1049.32996 38.990143 2010-08-01 -4.74491840% 7.07067542%
2010-09-01 1141.19995 42.611874 2010-09-01 8.75511029% 9.28883744%
2010-10-01 1183.26001 49.883614 2010-10-01 3.68559944% 17.06505562%
2010-11-01 1180.55005 47.761517 2010-11-01 -0.22902498% -4.25409635%
2010-12-01 1257.64002 46.309513 2010-12-01 6.53000405% -3.04011282%
2011-01-01 1286.12 38.780426 2011-01-01 2.26455740% -16.25818652%
2011-02-01 1327.21997 44.143482 2011-02-01 3.19565641% 13.82928594%
2011-03-01 1325.82996 40.643784 2011-03-01 -0.10473132% -7.92800622%
2011-04-01 1363.60999 39.414162 2011-04-01 2.84953804% -3.02536299%
2011-05-01 1345.19995 42.0509 2011-05-01 -1.35009528% 6.68982383%
2011-06-01 1320.64002 36.198853 2011-06-01 -1.82574613% -13.91657967%
2011-07-01 1292.28003 39.020031 2011-07-01 -2.14744258% 7.79355633%
2011-08-01 1218.89002 44.633804 2011-08-01 -5.67911075% 14.38690041%
2011-09-01 1131.42004 35.970112 2011-09-01 -7.17619883% -19.41060636%
2011-10-01 1253.30005 39.010494 2011-10-01 10.77230385% 8.45252303%
2011-11-01 1246.95996 37.313976 2011-11-01 -0.50587152% -4.34887597%
2011-12-01 1257.59998 36.728409 2011-12-01 0.85327639% -1.56929672%
2012-01-01 1312.41003 41.096729 2012-01-01 4.35830622% 11.89357263%
2012-02-01 1365.68005 38.443165 2012-02-01 4.05894641% -6.45687398%
2012-03-01 1408.46997 38.615597 2012-03-01 3.13323145% 0.44853747%
2012-04-01 1397.91003 39.535248 2012-04-01 -0.74974527% 2.38155324%
2012-05-01 1310.32996 37.855915 2012-05-01 -6.26507256% -4.24768551%
2012-06-01 1362.16003 36.733974 2012-06-01 3.95549821% -2.96371386%
2012-07-01 1379.31995 35.225147 2012-07-01 1.25975741% -4.10744288%
2012-08-01 1406.57996 33.522892 2012-08-01 1.97633697% -4.83249935%
2012-09-01 1440.67004 37.681824 2012-09-01 2.42361537% 12.40624466%
2012-10-01 1412.16003 34.586803 2012-10-01 -1.97894099% -8.21356471%
2012-11-01 1416.18005 31.694895 2012-11-01 0.28467170% -8.36130474%
2012-12-01 1426.18994 34.969776 2012-12-01 0.70682305% 10.33251885%
2013-01-01 1498.10999 28.783184 2013-01-01 5.04280965% -17.69125430%
2013-02-01 1514.68005 24.921434 2013-02-01 1.10606492% -13.41668802%
2013-03-01 1569.18994 25.252161 2013-03-01 3.59877235% 1.32707853%
2013-04-01 1597.56995 19.474127 2013-04-01 1.80857679% -22.88134469%
2013-05-01 1630.73999 17.678644 2013-05-01 2.07628117% -9.21983820%
2013-06-01 1606.28003 14.536866 2013-06-01 -1.49993016% -17.77160058%
2013-07-01 1685.72998 14.083822 2013-07-01 4.94620798% -3.11651769%
2013-08-01 1632.96997 12.439068 2013-08-01 -3.12980190% -11.67832141%
2013-09-01 1681.55005 11.532976 2013-09-01 2.97495232% -7.28424348%
2013-10-01 1756.54004 14.280798 2013-10-01 4.45957526% 23.82578443%
2013-11-01 1805.81006 11.621614 2013-11-01 2.80494716% -18.62069613%
2013-12-01 1848.35999 11.058395 2013-12-01 2.35627916% -4.84630620%
2014-01-01 1782.58997 12.221399 2014-01-01 -3.55829057% 10.51693306%
2014-02-01 1859.44995 12.418519 2014-02-01 4.31170300% 1.61290864%
2014-03-01 1872.33997 12.38895 2014-03-01 0.69321656% -0.23810408%
2014-04-01 1883.94995 12.812757 2014-04-01 0.62007890% 3.42084680%
2014-05-01 1923.56995 10.54485 2014-05-01 2.10302800% -17.70038252%
2014-06-01 1960.22998 11.649643 2014-06-01 1.90583317% 10.47708597%
2014-07-01 1930.67004 11.551001 2014-07-01 -1.50798306% -0.84673839%
2014-08-01 2003.37 14.362303 2014-08-01 3.76552955% 24.33816775%
2014-09-01 1972.29004 11.422765 2014-09-01 -1.55138372% -20.46703791%
2014-10-01 2018.05005 9.07508 2014-10-01 2.32014608% -20.55268580%
2014-11-01 2067.56006 9.124402 2014-11-01 2.45335888% 0.54348832%
2014-12-01 2058.8999 9.454221 2014-12-01 -0.41885879% 3.61469168%
2015-01-01 1994.98999 11.293639 2015-01-01 -3.10408058% 19.45605037%
2015-02-01 2104.5 11.451869 2015-02-01 5.48925110% 1.40105417%
2015-03-01 2067.88989 10.017914 2015-03-01 -1.73961069% -12.52158054%
2015-04-01 2085.51001 11.056296 2015-04-01 0.85208197% 10.36525169%
2015-05-01 2107.38989 11.076074 2015-05-01 1.04913824% 0.17888450%
2015-06-01 2063.11011 10.265147 2015-06-01 -2.10116724% -7.32142996%
2015-07-01 2103.84009 7.041218 2015-07-01 1.97420297% -31.40655463%
2015-08-01 1972.18005 6.250071 2015-08-01 -6.25808182% -11.23593958%
2015-09-01 1920.03003 5.894053 2015-09-01 -2.64428316% -5.69622329%
2015-10-01 2079.36011 6.339075 2015-10-01 8.29831178% 7.55035627%
2015-11-01 2080.40991 4.687552 2015-11-01 0.05048693% -26.05305979%
2015-12-01 2043.93994 4.232643 2015-12-01 -1.75301852% -9.70461768%
2016-01-01 1940.23999 3.955741 2016-01-01 -5.07353220% -6.54205895%
2016-02-01 1932.22998 5.162241 2016-02-01 -0.41283604% 30.49997459%
2016-03-01 2059.73999 7.278563 2016-03-01 6.59911146% 40.99618751%
2016-04-01 2065.30005 10.037692 2016-04-01 0.26993985% 37.90760621%
2016-05-01 2096.94995 9.454221 2016-05-01 1.53246024% -5.81280039%
2016-06-01 2098.86011 11.817775 2016-06-01 0.09109211% 24.99998678%
2016-07-01 2173.6001 14.487901 2016-07-01 3.56098011% 22.59415161%
2016-08-01 2170.94995 12.223238 2016-08-01 -0.12192431% -15.63140858%
2016-09-01 2168.27002 13.686864 2016-09-01 -0.12344508% 11.97412666%
2016-10-01 2126.1499 13.142948 2016-10-01 -1.94256793% -3.97400018%
2016-11-01 2198.81006 11.046407 2016-11-01 3.41745222% -15.95183212%
2016-12-01 2238.83008 11.182068 2016-12-01 1.82007622% 1.22810068%
2017-01-01 2278.87012 13.670277 2017-01-01 1.78843582% 22.25177847%
2017-02-01 2363.63989 12.193213 2017-02-01 3.71981603% -10.80493102%
2017-03-01 2362.71997 11.93547 2017-03-01 -0.03891972% -2.11382349%
2017-04-01 2384.19995 11.905731 2017-04-01 0.90912085% -0.24916488%
2017-05-01 2411.80005 12.390269 2017-05-01 1.15762514% 4.06978790%
2017-06-01 2423.40991 11.454027 2017-06-01 0.48137751% -7.55626855%
2017-07-01 2470.30005 12.191069 2017-07-01 1.93488261% 6.43478490%
2017-08-01 2471.6499 13.376312 2017-08-01 0.05464328% 9.72222370%
2017-09-01 2519.36011 12.73887 2017-09-01 1.93029785% -4.76545404%
2017-10-01 2575.26001 13.734873 2017-10-01 2.21881353% 7.81861342%
2017-11-01 2584.84009 13.934072 2017-11-01 0.37200430% 1.45031556%
2017-12-01 2673.61011 14.054244 2017-12-01 3.43425574% 0.86243275%
2018-01-01 2823.81006 15.401774 2018-01-01 5.61787044% 9.58806464%
2018-02-01 2713.83008 15.521555 2018-02-01 -3.89473721% 0.77770911%
2018-03-01 2640.87012 15.20214 2018-03-01 -2.68844986% -2.05788015%
2018-04-01 2648.05005 15.920823 2018-04-01 0.27187751% 4.72751205%
2018-05-01 2705.27002 15.47 2018-05-01 2.16083420% -2.83165638%
2018-06-01 2718.37012 13.63 2018-06-01 0.48424360% -11.89398836%
2018-07-01 2816.29004 13.74 2018-07-01 3.60215562% 0.80704329%
2018-08-01 2827.21997 13.54 2018-08-01 0.38809682% -1.45560408%
0

S&P 500 BVN

RENDIMIENTO ESPERADO 0.63342000% 1.40636858%

VOLATILIDAD 4.262555164% 13.240201440%


COEFICIENTE DE VARIACION 14.860100881127900% 10.621957569593300%
VARIANZA 0.0018169377 0.0175302934
COVARIANZA 0.0011552917
BETA 0.6358455455
CAPM
Rend. Bono
CAPM 0.00492582 del
Tesoro
Rf 0.002466667 Americano
0.635845546 2.96%
Rm 0.63342000%
Chart Title
60.00000000%

40.00000000%

20.00000000%

f(x) = 0.6358455455x + 0.010036113


0.00000000%
-20.00000000%-15.00000000%-10.00000000% -5.00000000% 0.00000000% 5.00000000% 10.00000000% 15.00

-20.00000000%

-40.00000000%

-60.00000000%
00% 5.00000000% 10.00000000% 15.00000000%
Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.2294229277
Coeficiente de determinación R^2 0.0526348798
R^2 ajustado 0.0446063618
Error típico 0.1210327708
Observaciones 120

ANÁLISIS DE VARIANZA
Grados de libertad Suma de cuadrados
Regresión 1 0.0960382423
Residuos 118 1.7285739298
Total 119 1.8246121721

Coeficientes Error típico


Intercepción 0.0139030238 0.0111593518
Variable X 1 0.6294662256 0.2458404301

Análisis de los residuales

Observación Pronóstico para Y Residuos


1 0.0153235467 0.0039073723
2 -0.0148938079 -0.0857351786
3 0.0257457605 0.0371914474
4 0.0480221878 -0.0348644067
5 0.0303327238 -0.1602030094
6 0.0600908331 -0.082478706
7 0.0003660911 0.0454354158
8 0.052500029 -0.1186491451
9 0.0176342415 0.2107119011
10 -0.0129210565 0.1154854921
11 0.0506673634 -0.0390397728
12 0.050775194 0.0448862173
13 0.0412549777 -0.207922024
14 0.0630931715 -0.1424583618
15 -0.0222696506 0.0429598518
16 0.0473614134 -0.0135777257
17 -0.0077995221 -0.0542921855
18 0.041968943 -0.1369808694
19 0.0238055333 -0.0315579253
20 0.0202922173 -0.2781043432
21 0.0582484114 0.0785936991
22 0.045342164 0.1676205016
23 0.0196163546 -0.0730517072
24 0.0020525519 0.0346031586
25 0.0387280645 -0.2020742878
26 0.0065915677 -0.1399250483
27 -0.0778710864 -0.2517991537
28 0.0531788935 0.4714103479
29 0.0644455287 -0.0106822433
30 0.0511208415 -0.0136235218
31 0.0493893626 -0.0158473623
32 0.0397170822 -0.0589475118
33 -0.0064177591 0.0603392571
34 0.0383226721 -0.0522763373
35 0.0377875078 0.1791936692
36 -0.0018150506 -0.0953817459
37 0.0481701145 0.0311250796
38 -0.0062689089 0.0348400871
39 0.0099662841 -0.0337753513
40 -0.0040693651 0.1300856357
41 0.053269553 -0.0713201167
42 0.02590182 -0.0589902282
43 0.050313802 -0.0655492835
44 -0.0181390409 0.1854541555
45 0.0012456645 -0.0712456497
46 0.074784889 -0.0712006756
47 -0.0054818642 -0.0088037866
48 0.0001082396 -0.1161533392
49 0.0289683849 0.1204092583
50 0.0036167423 -0.0505481903
51 0.0521110604 -0.0521110604
52 -0.0197627025 -0.1241767947
53 0.0107874896 -0.0992833636
54 -0.0364974619 -0.0605898506
55 0.0164545308 0.2440934636
56 0.0357055792 0.0408462174
57 -0.0441908774 0.0832681569
58 -0.026511673 -0.0604180943
59 0.0622550701 -0.0453744225
60 0.0171071247 0.0670843306
61 -0.0018559081 0.1543553458
62 0.007142462 -0.0657102878
63 -0.0264510529 0.1318654058
64 -0.0375391002 0.1657311102
65 0.0252958031 -0.0894991156
66 0.0612237165 -0.1703059008
67 0.0186704966 0.1376581042
68 0.0040998222 0.132417395
69 0.0008313951 0.0989135748
70 0.0370289165 0.0054261147
71 -0.0247572975 0.0117989692
72 0.0081865382 0.1215327614
73 -0.0317051747 -0.1106738038
74 -0.035827499 -0.1594849739
75 0.016975721 0.2383646828
76 -0.0553535686 -0.1171141155
77 0.0683196243 -0.0285996599
78 0.0498264227 -0.0399384993
79 -0.024074293 0.2157992953
80 -0.0033535993 0.0510991813
81 0.0031998265 -0.0918074451
82 0.0191638309 -0.0266592606
83 0.0649175518 -0.0009174017
84 0.0459420424 0.0760813917
85 0.0210299754 0.0007018042
86 0.0241152965 0.0809031068
87 0.0251536016 0.1234175481
88 0.0063844497 0.0468988333
89 0.0484994232 0.1546331532
90 0.0183901762 0.2042057453
91 0.0458582173 -0.0599136142
92 0.0247779259 -0.197338115
93 0.0215881601 0.0130274178
94 0.0036056366 0.1901157895
95 0.0033338126 -0.2545449133
96 0.0215091476 0.073299352
97 0.0252264909 -0.081991502
98 -0.0076817001 -0.0181099896
99 0.0153428332 0.0399288303
100 0.0197972673 0.0255370185
101 0.0227245168 0.0231703636
102 0.0381972326 -0.0921424364
103 0.0343343727 -0.0477590598
104 -0.0020164711 -0.0691628599
105 0.0258020417 0.0630558531
106 0.0018691052 -0.0182767378
107 0.0012453506 -0.0640197519
108 0.0327568253 -0.0138854358
109 0.01381319 0.0614909794
110 0.0365438458 -0.0130555927
111 0.0068390878 0.0475598364
112 0.0182772001 0.2332341735
113 0.0027358019 -0.1727840732
114 0.0360514828 0.051259397
115 0.0133035523 0.0098583188
116 0.0299334962 -0.0504284742
117 0.0141882712 -0.0683008198
118 0.0208874617 -0.079239573
119 0.0215545966 0.2093078154
120 -0.0055581307 -0.131517192
Promedio de los cuadrados F Valor crítico de F
0.0960382423 6.5559895332 0.0117150793
0.0146489316

Estadístico t Probabilidad Inferior 95% Superior 95% Inferior 95.0%


1.2458630234 0.21528266 -0.0081955309 0.0360015785 -0.0081955309
2.5604666632 0.0117150793 0.1426352442 1.116297207 0.1426352442

Resultados de datos de probabilidad

Percentil Y
0.4166666667 -0.32967024
1.25 -0.2578121259
2.0833333333 -0.2512111007
2.9166666667 -0.1953124729
3.75 -0.1725601891
4.5833333333 -0.172467684
5.4166666667 -0.1700482712
6.25 -0.1666670463
7.0833333333 -0.1633462233
7.9166666667 -0.1439394971
8.75 -0.1423789785
9.5833333333 -0.1370753227
10.416666667 -0.1333334806
11.25 -0.1298702856
12.083333333 -0.1160450995
12.916666667 -0.1090821843
13.75 -0.1006289866
14.583333333 -0.0971967965
15.416666667 -0.0970873125
16.25 -0.0950119264
17.083333333 -0.0886076185
17.916666667 -0.088495874
18.75 -0.0869297673
19.583333333 -0.0793651902
20.416666667 -0.071179331
21.25 -0.0699999852
22.083333333 -0.0661491161
22.916666667 -0.0642033124
23.75 -0.0627744013
24.583333333 -0.0620917076
25.416666667 -0.0585678257
26.25 -0.0583521113
27.083333333 -0.0567650112
27.916666667 -0.0541125486
28.75 -0.0539452038
29.583333333 -0.0534353526
30.416666667 -0.046931448
31.25 -0.0330884083
32.083333333 -0.0257916896
32.916666667 -0.0238090673
33.75 -0.0223878729
34.583333333 -0.020494978
35.416666667 -0.0192304297
36.25 -0.0180505637
37.083333333 -0.0164076326
37.916666667 -0.0152354816
38.75 -0.0142856509
39.583333333 -0.0140553969
40.416666667 -0.0139536652
41.25 -0.0134246871
42.083333333 -0.0129583283
42.916666667 -0.007752392
43.75 -0.0074954297
44.583333333 0
45.416666667 0.0035842134
46.25 0.0098879234
47.083333333 0.0116275906
47.916666667 0.0131577811
48.75 0.0168806477
49.583333333 0.0188713895
50.416666667 0.019230919
51.25 0.0206902012
52.083333333 0.0217317796
52.916666667 0.023161871
53.75 0.023488253
54.583333333 0.0285711781
55.416666667 0.0335420004
56.25 0.0337836877
57.083333333 0.0346155779
57.916666667 0.0366557105
58.75 0.0374973197
59.583333333 0.0390772796
60.416666667 0.0397199644
61.25 0.0424550312
62.083333333 0.0453342857
62.916666667 0.0458015069
63.75 0.0458948804
64.583333333 0.047745582
65.416666667 0.053283283
66.25 0.0537632853
67.083333333 0.053921498
67.916666667 0.0543989242
68.75 0.0552716635
69.583333333 0.0629372079
70.416666667 0.0640001501
71.25 0.0753041694
72.083333333 0.0765517966
72.916666667 0.0792951941
73.75 0.0841914552
74.583333333 0.0873108798
75.416666667 0.0888578948
76.25 0.0948084996
77.083333333 0.0956614113
77.916666667 0.0997449699
78.75 0.1025644356
79.583333333 0.1050184033
80.416666667 0.1054143529
81.25 0.1220234341
82.083333333 0.1260162705
82.916666667 0.1281920101
83.75 0.1297192996
84.583333333 0.1365172172
85.416666667 0.1368421105
86.25 0.1485711497
87.083333333 0.1493776432
87.916666667 0.1524994377
88.75 0.1563286008
89.583333333 0.1673151146
90.416666667 0.1917250022
91.25 0.1937214262
92.083333333 0.2031325763
92.916666667 0.2129626656
93.75 0.216981177
94.583333333 0.2225959215
95.416666667 0.2283461426
96.25 0.230862412
97.083333333 0.2515113737
97.916666667 0.2553404038
98.75 0.2605479944
99.583333333 0.5245892414
Variable X 1 Gráfico de los residuales
0.6
0.4

Residuos
0.2
0
-20.00000000%-10.00000000%0.00000000%
-0.2 10.00000000%20.00000000%
-0.4
Variable X 1

Gráfico de probabilidad normal


0.6
Superior 95.0%
0.4
0.0360015785
0.2
1.116297207
Y

0
-0.2 0 20 40 60 80 100 120
-0.4
Muestra percentil

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