Fecha

Jan-99
Feb-99
Mar-99
Apr-99
May-99
Jun-99
Jul-99
Aug-99
Sep-99
Oct-99
Nov-99
Dec-99
01/00
02/00
03/00
04/00
05/00
06/00
07/00
08/00
09/00
10/00
11/00
12/00
1-Jan
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
7-Jan
8-Jan
9-Jan
10-Jan
11-Jan
12-Jan
1-Feb
2-Feb
3-Feb
4-Feb
5-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
11-Feb
12-Feb
1-Mar
2-Mar
3-Mar
4-Mar
5-Mar
6-Mar
7-Mar

BimboA
IPYC
Cetes28 Cetes/100 Cetesm+1 RendEmpresa
RendIPyC
20.83502 3957.93
33.09
0.3309 1.024107
19.14308
4260.8
26.71
0.2671 1.019923 -0.08469 0.073736
20.49664 4930.37
21.67
0.2167 1.01648 0.06832 0.145957
19.02162 5414.45
19.93
0.1993 1.01526 -0.07468 0.093657
18.20889 5477.65
19.8
0.198 1.015168 -0.04367 0.011605
20.3181 5829.51
20.42
0.2042 1.015605 0.109602 0.062257
20.36648 5260.35
19.76
0.1976 1.01514 0.002378 -0.10274
19.09902 5086.87
19.83
0.1983 1.01519 -0.06425 -0.03353
18.94421 5050.46
19.64
0.1964 1.015055 -0.00814 -0.00718
17.04786 5450.37
17.73
0.1773 1.013695 -0.10547 0.076204
18.96356 6136.47
16.75
0.1675 1.012989 0.106495 0.118566
20.46323 7129.88
16.25
0.1625 1.012627 0.07611 0.150045
15.57721 6585.67
16.76
0.1676 1.012996 -0.27282
-0.0794
14.66773 7368.55
14.96
0.1496 1.011686 -0.06016 0.112325
14.59033 7473.25
12.88
0.1288 1.010147 -0.00529 0.014109
11.68774 6640.68
12.77
0.1277 1.010065 -0.22182 -0.11812
13.11322 5961.14
15.45
0.1545 1.012044 0.11508 -0.10795
15.20742 6948.33
17.01
0.1701 1.013177 0.148163 0.15324
15.32485 6514.21
13.55
0.1355 1.010646 0.007692 -0.06452
14.3854 6664.82
15.01
0.1501 1.011722 -0.06326 0.022857
15.38357 6334.56
15.1
0.151 1.011788 0.067086 -0.05082
12.99579 6394.24
17.12
0.1712 1.013256 -0.16867 0.009377
13.21108 5652.63
18.08
0.1808 1.013946 0.01643 -0.12328
13.21108 5652.19
17.59
0.1759 1.013594
0 -7.8E-05
12.89793 6496.89
17.82
0.1782 1.013759 -0.02399 0.139281
11.54746
6032.1
15.69
0.1569 1.012219
-0.1106 -0.07423
13.31873 5727.89
15.43
0.1543 1.01203 0.142706 -0.05175
13.4068 5987.25
13.92
0.1392 1.01092 0.006591 0.044285
13.08249 6595.39
10.76
0.1076 1.008553 -0.02449 0.096739
15.86747 6666.17
8.92
0.0892 1.007146 0.192996 0.010675
16.27383
6474.4
8.34
0.0834 1.006698 0.025287 -0.02919
22.28979
6310.7
7.61
0.0761 1.006131 0.31457 -0.02561
21.19958 5403.53
9.67
0.0967 1.007722 -0.05015 -0.15519
18.49389 5537.04
7.4
0.074 1.005967 -0.13654 0.024408
17.83976 5832.83
7
0.07 1.005654 -0.03601 0.052042
17.93887 6372.28
6.75
0.0675 1.005458 0.00554 0.088455
19.02908 6927.87
7.85
0.0785 1.006317 0.058998 0.083595
19.61383 6734.44
7.28
0.0728 1.005873 0.030267 -0.02832
23.77644 7361.86
7.48
0.0748 1.006029 0.19246 0.089078
22.9 7480.74
5.67
0.0567 1.004606 -0.03756 0.016019
22.8 7031.64
6.93
0.0693 1.005599 -0.00438 -0.06191
22.29 6460.95
8.06
0.0806 1.006481 -0.02262 -0.08464
17.89 6021.84
6.71
0.0671 1.005427
-0.2199 -0.07038
17.19 6216.43
6.69
0.0669 1.005411 -0.03991 0.031803
15.2 5728.46
8.6
0.086 1.006899 -0.12303 -0.08175
15.27 5967.73
7.54
0.0754 1.006076 0.004595 0.04092
15.24 6156.83
6.81
0.0681 1.005505 -0.00197 0.031195
15.39 6127.09
7.56
0.0756 1.006092 0.009794 -0.00484
14.5 5954.35
9.08
0.0908 1.007269 -0.05957
-0.0286
15.08 5927.06
9.3
0.093 1.007438 0.039221 -0.00459
14.86 5914.03
8.43
0.0843 1.006767
-0.0147
-0.0022
16.21 6509.88
6.73
0.0673 1.005442 0.086955 0.095994
16.49 6699.18
4.91
0.0491 1.004002 0.017126 0.028664
17.5 7054.99
5.11
0.0511 1.004162 0.059447 0.05175
16.51 7355.07
5.14
0.0514 1.004186 -0.05823 0.041655

8-Mar
9-Mar
10-Mar
11-Mar
12-Mar
1-Apr

16.56
17
17.15
19.9
21.09
22.2

7591.42
7822.48
8064.83
8554.48
8795.28
9480.24

Ke = Rfactual + b (E(Rm)-Rfhist)
Rfactual
0.003843
b
0.402132
E(Rm)
0.013418
Rfhistorica 0.009141
Ke mensual
0.56%
Ke
6.88%
ROE %
6.90

4.65
4.58
4.86
5.78
6.04
4.71

0.0465
0.0458
0.0486
0.0578
0.0604
0.0471

1.003795
1.003739
1.003962
1.004694
1.004899
1.003843

0.003024
0.026223
0.008785
0.148722
0.058079
0.051293

0.031629
0.029983
0.030511
0.058942
0.02776
0.074994