MATRIZ DE PRECIOS MATRIZ DE RENTABILIDADES

S&P/BVL Peru General S&P/BVL Peru General

CASAGRC1 CASAGRC1
Index TR (PEN) Index TR (PEN)
8/1/2017 16844.12 6.42 8/1/2017
7/31/2017 16750.17 6.59 7/31/2017 0.56% -2.58%
7/27/2017 16855.81 6.50 7/27/2017 -0.63% 1.38%
7/26/2017 16761.94 6.54 7/26/2017 0.56% -0.61%
7/25/2017 16740.67 6.51 7/25/2017 0.13% 0.46%
7/24/2017 16616.15 6.44 7/24/2017 0.75% 1.09%
7/21/2017 16621.76 6.34 7/21/2017 -0.03% 1.58%
7/20/2017 16573.92 6.34 7/20/2017 0.29% 0.00%
7/19/2017 16578.22 6.31 7/19/2017 -0.03% 0.48%
7/18/2017 16554.12 6.23 7/18/2017 0.15% 1.28%
7/17/2017 16582.25 6.23 7/17/2017 -0.17% 0.00%
7/14/2017 16512.25 6.21 7/14/2017 0.42% 0.32%
7/13/2017 16388.51 6.20 7/13/2017 0.76% 0.16%
7/12/2017 16414.87 6.15 7/12/2017 -0.16% 0.81%
7/11/2017 16321.7 6.15 7/11/2017 0.57% 0.00%
7/10/2017 16158.83 6.15 7/10/2017 1.01% 0.00%
7/7/2017 16172.49 6.16 7/7/2017 -0.08% -0.16%
7/6/2017 16166.37 6.18 7/6/2017 0.04% -0.32%
7/5/2017 16254.73 6.18 7/5/2017 -0.54% 0.00%
7/4/2017 16248.71 6.19 7/4/2017 0.04% -0.16%
7/3/2017 16186.84 6.19 7/3/2017 0.38% 0.00%
6/30/2017 16132.87 6.18 6/30/2017 0.33% 0.16%
6/28/2017 16017.14 6.18 6/28/2017 0.72% 0.00%
6/27/2017 16077.89 6.26 6/27/2017 -0.38% -1.28%
6/26/2017 16078.92 6.30 6/26/2017 -0.01% -0.63%
6/23/2017 16076.77 6.22 6/23/2017 0.01% 1.29%
6/22/2017 16005.18 6.21 6/22/2017 0.45% 0.16%
6/21/2017 16022.16 6.21 6/21/2017 -0.11% 0.00%
6/20/2017 15879.38 6.20 6/20/2017 0.90% 0.16%
6/19/2017 15987.77 6.28 6/19/2017 -0.68% -1.27%
6/16/2017 15858.77 6.31 6/16/2017 0.81% -0.48%
6/15/2017 15903.5 6.32 6/15/2017 -0.28% -0.16%
6/14/2017 16129.13 6.40 6/14/2017 -1.40% -1.25%
6/13/2017 16098.88 6.40 6/13/2017 0.19% 0.00%
6/12/2017 16046.51 6.40 6/12/2017 0.33% 0.00%
6/9/2017 16198.71 6.35 6/9/2017 -0.94% 0.79%
6/8/2017 16153.09 6.30 6/8/2017 0.28% 0.79%
6/7/2017 16091.83 6.30 6/7/2017 0.38% 0.00%
6/6/2017 16061.17 6.30 6/6/2017 0.19% 0.00%
6/5/2017 15958.44 6.30 6/5/2017 0.64% 0.00%
6/2/2017 15910.6 6.38 6/2/2017 0.30% -1.25%
6/1/2017 15943.19 6.43 6/1/2017 -0.20% -0.78%
5/31/2017 16000.08 6.70 5/31/2017 -0.36% -4.03%
5/30/2017 16053.44 6.69 5/30/2017 -0.33% 0.15%
5/29/2017 16150.57 6.70 5/29/2017 -0.60% -0.15%
5/26/2017 16073.03 6.70 5/26/2017 0.48% 0.00%
5/25/2017 16029.21 6.66 5/25/2017 0.27% 0.60%
5/24/2017 16014.94 6.56 5/24/2017 0.09% 1.52%
5/23/2017 16137.92 6.50 5/23/2017 -0.76% 0.92%
5/22/2017 16191.83 6.44 5/22/2017 -0.33% 0.93%
5/19/2017 16186.44 6.44 5/19/2017 0.03% 0.00%
5/18/2017 15958.18 6.31 5/18/2017 1.43% 2.06%
5/17/2017 16171.85 6.30 5/17/2017 -1.32% 0.16%
5/16/2017 16136.54 6.32 5/16/2017 0.22% -0.32%
5/15/2017 16246.36 6.45 5/15/2017 -0.68% -2.02%
5/12/2017 16190.28 6.47 5/12/2017 0.35% -0.31%
5/11/2017 16134.24 6.50 5/11/2017 0.35% -0.46%
5/10/2017 16024.42 6.36 5/10/2017 0.69% 2.20%
5/9/2017 15870.71 6.22 5/9/2017 0.97% 2.25%
5/8/2017 15772.6 6.30 5/8/2017 0.62% -1.27%
5/5/2017 15722.31 6.28 5/5/2017 0.32% 0.32%
5/4/2017 15595.64 6.08 5/4/2017 0.81% 3.29%
5/3/2017 15661.05 6.27 5/3/2017 -0.42% -3.03%
5/2/2017 15703.48 6.38 5/2/2017 -0.27% -1.72%
4/28/2017 15559.3 6.29 4/28/2017 0.93% 1.43%
4/27/2017 15495.33 6.39 4/27/2017 0.41% -1.56%
4/26/2017 15654.9 6.36 4/26/2017 -1.02% 0.47%
4/25/2017 15538.13 6.27 4/25/2017 0.75% 1.44%
4/24/2017 15545.59 6.52 4/24/2017 -0.05% -3.83%
4/21/2017 15646.39 6.50 4/21/2017 -0.64% 0.31%
4/20/2017 15686.23 6.51 4/20/2017 -0.25% -0.15%
4/19/2017 15583.35 6.44 4/19/2017 0.66% 1.09%
 S&P/BVL Peru General CASAGRC1
Index TR (PEN)

RENTABILIDAD
ESPERADA 0.111% 0.004%
VOLATILIDAD 0.566% 1.262%
COEFICIENTE DE
VARIACION 0.1967 0.0029
VARIANZA 0.0000320 0.0001593
COVARIANZA 0.0000207
BETA 0.65
 CALCULO DEL BETA MEDIANTE DISPERSION

Chart Title
4.00%

3.00%

2.00%

1.00%
f(x) = 0.6468597942x - 0.0006831908

0.00%
-2.00% -1.50% -1.00% -0.50% 0.00% 0.50% 1.00%

-1.00%

-2.00%

-3.00%

-4.00%

-5.00%
e

0.50% 1.00% 1.50% 2.00% Colum

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