SAMSUNG nestle angloamericanfreeport GAP SYP

SAMSUNG 1
nestle 0.112200417 1
angloamerican 0.092599413 -0.28764155 1
freeport 0.24566996 -0.28107437 0.763191725 1
GAP 0.143948499 -0.06969007 0.20032266 0.159586096 1
SYP 0.395795108 0.315733282 0.142334075 0.378284455 0.1901221037 1
 SAMSUNG nestle angloamerican freeport GAP APPL ford
FECHAS REND REND REND REND REND REND REND
30-Nov-2018 +0.47% -0.59% -6.71% -4.72% -4.14% -15.08% -3.14%
31-Oct-2018 -8.72% +4.03% -2.77% -16.31% -5.37% -3.05% +3.24%
30-Sep-2018 -4.13% +0.54% +11.77% -0.93% -4.94% -0.83% -2.43%
31-Aug-2018 +4.76% +0.84% -11.03% -14.85% +0.60% +19.62% -5.58%
31-Jul-2018 -0.86% +4.94% +2.24% -4.40% -6.85% +2.80% -9.30%
30-Jun-2018 -7.99% +3.39% -5.70% +2.13% +15.76% -0.94% -4.16%
31-May-2018 -4.34% -3.38% +5.14% +11.11% -4.31% +13.08% +2.76%
30-Apr-2018 +7.68% +1.80% +2.91% -13.43% -6.28% -1.50% +1.44%
31-Mar-2018 +4.59% +0.45% -6.72% -5.54% -1.20% -5.81% +4.43%
28-Feb-2018 -5.69% -6.39% +4.21% -4.62% -4.99% +6.38% -3.28%
31-Jan-2018 -2.08% -4.03% +10.27% +2.85% -2.41% -1.06% -11.18%
31-Dec-2017 +0.31% -0.53% +14.02% +36.21% +5.42% -1.52% -0.24%
30-Nov-2017 -7.77% +0.42% -4.30% -0.43% +24.32% +1.66% +2.04%
31-Oct-2017 +7.41% +3.45% +6.01% -0.43% -11.99% +9.68% +2.51%
30-Sep-2017 +10.71% -0.31% -4.49% -5.01% +25.02% -6.02% +8.52%
31-Aug-2017 -3.90% -0.43% +11.98% +1.09% -0.88% +10.27% -1.69%
31-Jul-2017 +1.39% -2.10% +22.31% +21.73% +8.37% +3.27% +0.27%
30-Jun-2017 +6.35% +0.97% -0.73% +4.53% -2.27% -5.72% +0.63%
31-May-2017 +0.18% +7.83% -6.78% -9.88% -14.12% +6.34% -3.05%
30-Apr-2017 +8.30% -0.26% -9.27% -4.57% +7.86% -0.01% -1.46%
31-Mar-2017 +7.18% +3.50% -4.01% -0.30% -2.14% +4.87% -7.10%
28-Feb-2017 -2.58% +2.70% -6.44% -19.52% +7.77% +12.89% +1.38%
31-Jan-2017 +9.49% -1.03% +17.07% +26.23% +2.63% +4.77% +1.90%
31-Dec-2016 +3.21% +6.80% -2.11% -14.07% -10.13% +4.80% +1.42%
30-Nov-2016 +6.53% -4.67% +4.77% +37.30% -9.50% -2.66% +1.87%
31-Oct-2016 +2.57% -6.27% +16.89% +2.95% +24.06% +0.43% -2.73%
30-Sep-2016 -1.36% -2.23% +24.08% +5.54% -10.57% +6.55% -4.21%
31-Aug-2016 +5.26% +0.77% -6.10% -20.60% -3.57% +1.81% -0.47%
31-Jul-2016 +8.00% +3.39% +14.25% +16.34% +21.54% +9.01% +0.72%
30-Jun-2016 +10.29% +2.38% +21.13% +0.54% +17.95% -4.27% -6.82%
31-May-2016 +3.78% +2.66% -21.39% -20.86% -22.39% +6.53% -0.52%
30-Apr-2016 -5.11% -0.49% +38.27% +35.40% -21.16% -13.99% +0.44%
31-Mar-2016 +11.38% +2.50% +14.96% +35.52% +6.33% +12.72% +7.91%
29-Feb-2016 +2.43% -6.78% +73.09% +65.87% +11.85% -0.67% +4.77%
31-Jan-2016 -8.73% +0.87% -7.35% -32.05% +0.08% -7.52% -15.26%
31-Dec-2015 -1.87% -2.36% -26.72% -17.24% -7.59% -11.02% -1.67%
30-Nov-2015 -6.41% +0.99% -25.24% -30.50% -1.80% -1.00% -3.24%
31-Oct-2015 +20.99% +3.21% -0.78% +21.47% -4.49% +8.34% +9.14%
30-Sep-2015 +4.13% +2.73% -25.65% -8.93% -13.14% -2.18% -2.16%
31-Aug-2015 -8.10% -2.60% -8.65% -9.45% -10.06% -7.04% -6.47%
31-Jul-2015 -6.55% +8.44% -11.68% -36.48% -4.43% -3.29% -1.20%
30-Jun-2015 -2.98% -7.41% -10.48% -5.24% -0.42% -3.73% -1.05%
31-May-2015 -7.30% 0.00% -7.15% -15.56% -3.30% +4.10% -3.99%
30-Apr-2015 -2.15% -0.68% +9.19% +22.80% -8.52% +0.58% -2.11%
31-Mar-2015 +6.19% -1.34% -16.36% -12.39% +4.16% -3.14% -1.22%
28-Feb-2015 -0.59% +5.61% +8.72% +28.67% +1.00% +9.64% +11.08%
31-Jan-2015 +2.86% -3.43% -7.29% -28.04% -2.18% +6.14% -5.10%
31-Dec-2014 +3.11% +0.55% -9.16% -13.00% +6.34% -7.19% -1.46%
30-Nov-2014 +3.46% +3.05% +0.38% -5.79% +4.51% +10.12% +11.64%
31-Oct-2014 +5.07% +0.21% -4.88% -12.71% -9.11% +7.20% -4.73%
30-Sep-2014 -4.05% -1.40% -9.54% -10.23% -9.66% -1.71% -15.05%
31-Aug-2014 -8.12% +5.48% -4.32% -2.28% +15.06% +7.22% +2.29%
31-Jul-2014 +1.59% -1.67% +11.82% +1.97% -3.51% +2.87% -1.28%
30-Jun-2014 -8.39% -2.21% -1.89% +7.20% +0.82% +2.77% +4.87%
31-May-2014 +7.45% +3.38% -7.87% -0.93% +4.91% +7.27% +1.80%
30-Apr-2014 0.00% +2.10% +3.64% +3.93% -1.90% +9.94% +3.53%
31-Mar-2014 -0.44% -0.08% -0.29% +1.38% -8.43% +2.00% +1.36%
28-Feb-2014 +5.39% +1.22% +6.62% +0.65% +14.89% +5.12% +2.87%
31-Jan-2014 -6.71% +0.77% +8.79% -14.12% -2.56% -10.77% -3.05%
31-Dec-2013 -8.17% -1.36% -2.15% +8.79% -4.61% +0.89% -9.66%
samsung nestle angloamerican freeport gap APPL ford
REND PROM +0.79% +0.47% +1.31% -0.22% -0.23% +1.67% -0.85%
VOLATILIDAD 0.064010391 0.0338133744 0.1561822414 0.1891647415 0.1039131909 0.069958198 0.053598875
beta con cov 0.863406423 0.3638339733 0.7575911739 2.4386701245 0.6732830226 1.25446562 0.699333775
beta con regresion 0.87804043 0.3700006508 0.7704317023 2.4800035165 0.6846945992 1.275727749 0.71118689
tasa libre de riesgo rf 0.0305 anual
tasa libre de riesgo rd 0.002541667 mensual
rend esperados 0.006524206 0.0042198836 0.006036124 0.0137902517 0.0056472451 0.008328002 0.005767407
rend esperados anuales 0.078290476 0.0506386026 0.0724334881 0.1654830202 0.0677669411 0.099936024 0.069208878
volatilidad anual 0.2217385 0.1171329649 0.5410311545 0.6552858866 0.3599658523 0.242342308 0.18567195

SECURITY MARKET LINE

SAMSUNG nestle angloamerican freeport GAP APPL ford
rend esperados anuales 0.078290476 0.0506386026 0.0724334881 0.1654830202 0.0677669411 0.099936024 0.069208878
BETA 0.87804043 0.3700006508 0.7704317023 2.4800035165 0.6846945992 1.275727749 0.71118689

SECURITY MARKET LINE

0.18
0.16
0.14
0.12
0.1
0.08
0.06
0.04
0.02
0
0 0.5 1 1.5 2 2.5 3
bostonbeer ko PORTAFOLIO SP
REND REND REND
-5.19% +5.49% -3.73% -0.78%
+6.88% +3.66% -2.04% -6.94%
-5.16% +3.63% -0.27% +0.43%
+10.26% -4.42% +0.02% +3.03% COMPORTAMIENTO DE LOS RENDIMIENTO
-8.26% +6.32% -1.49% +3.60%
+18.06% +2.00% +2.51% +0.48%
+13.25% -0.49% +3.65% +2.16% +20.00%
+18.57% -0.51% +1.19% +0.27%
+15.95% +0.49% +0.74% -2.69%
-14.12% -9.18% -4.19% -3.89% +15.00%
-0.65% +3.73% -0.51% +5.62%
+6.26% +0.24% +6.68% +0.98%
+10.00%
+1.01% -0.46% +1.83% +2.81%
+13.99% +2.16% +3.64% +2.22%
+4.83% -1.19% +3.56% +1.93%
f(x) = 0.9239430471x - 0.002011006
R² = 0.2903756448 +5.00%
-4.97% -0.63% +1.20% +0.05%
+18.65% +2.21% +8.46% +1.93%
-7.43% -1.36% -0.56% +0.48% 0.00%
-8.00% -6.00% -4.00% -2.00% 0.00% +2.00% +4.0
-1.11% +5.38% -1.69% +1.16%
-0.21% +1.67% +0.23% +0.91%
-5.00%
-8.82% +1.14% -0.63% -0.04%
+3.22% +0.94% +0.04% +3.72%
-9.51% +0.27% +5.76% +1.79% -10.00%
-1.88% +2.75% -1.02% +1.82%
+11.50% -4.83% +4.48% +3.42%
-0.01% +0.19% +4.23% -1.94% -15.00%
-15.00% -2.56% +0.03% -0.12%
-0.13% -0.46% -2.61% -0.12%
+6.93% -3.75% +8.49% +3.56%
+10.06% +1.64% +5.88% +0.09%
-0.44% -0.45% -5.90% +1.53%
-15.66% -3.43% +1.59% +0.27%
-1.62% +7.56% +10.81% +6.60%
+4.94% +0.49% +17.33% -0.41%
-11.22% -0.09% -9.03% -5.07%
-5.48% +0.80% -8.13% -1.75%
-2.72% +0.64% -7.70% +0.05%
+4.26% +5.56% +7.52% +8.30%
+2.70% +2.03% -4.50% -2.64%
-7.01% -4.28% -7.07% -6.26%
-4.94% +4.72% -6.16% +1.97%
-12.05% -4.22% -5.29% -2.10%
+6.45% +0.99% -2.86% +1.05%
-7.33% +0.02% +1.31% +0.85%
-0.07% -6.35% -3.39% -1.74%
-14.92% +5.17% +6.04% +5.49%
+8.63% -2.49% -3.43% -3.10%
+10.10% -5.82% -1.84% -0.42%
+5.61% +7.04% +4.45% +2.45%
+12.28% -1.83% -0.94% +2.32%
+0.35% +2.25% -5.45% -1.55%
+0.26% +6.18% +2.42% +3.77%
-1.40% -7.25% +0.35% -1.51%
+4.25% +3.54% +1.22% +1.91%
-12.86% +0.29% +0.38% +2.10%
+0.54% +5.51% +3.03% +0.62%
+3.37% +1.20% +0.01% +0.69%
+13.65% +1.00% +5.71% +4.31%
-13.85% -8.45% -5.55% -3.56%
-1.23% +2.79% -1.63% +2.36%
bostonbeer ko Portafolio sp
+0.69% +0.45% +0.45% +0.71%
0.09072628 0.038047009 0.04947337 0.028854024
0.547550241 0.578761613 0.908543996 0.983333333
0.556830754 0.588571132 0.923943047 1

0.005067291 0.005211257 0.006732407 0.00707738

0.060807496 0.062535079 0.08078889 0.08492856
0.314285053 0.131798705 0.171380782 0.099953271

bostonbeer ko Portafolio TLR

0.060807496 0.062535079 0.08078889 0.0305
0.556830754 0.588571132 0.923943047 0
TO DE LOS RENDIMIENTOS DE LAS ACCIONES

+20.00%

+15.00%

+10.00%

1x - 0.002011006
+5.00%

0.00%
-2.00% 0.00% +2.00% +4.00% +6.00% +8.00% +10.00%

-5.00%

-10.00%

-15.00%