graña y montero

Fecha empresa Valor_Esp_emp S&P50Valor esperado S&P500 Valor_Esp_Mdo

Oct-17 2,950 19.76819768,62 15455
1 Sep-17 3,080 0.04406779661 18.53818538,27 18538.27 0.1995
2 Aug-17 2,280 -0.25974025974 17.61617616,44 17616.44 -0.0497
3 Jul-17 2,120 -0.0701754386 16.75016750,17 16750.17 -0.0492
4 Jun-17 2,160 0.018867924528 16.13216132,87 16132.87 -0.0369
5 May-17 2,070 -0.04166666667 16.00016000,08 16000.08 -0.0082
6 Apr-17 2,190 0.057971014493 15.55915559,30 15559.3 -0.0275
7 Mar-17 2,100 -0.04109589041 15.75715757,01 15757.01 0.0127
8 Feb-17 1,900 -0.09523809524 15.76615766,12 15766.12 0.0006
9 Jan-17 3,010 0.584210526316 15.98315983,95 15983.95 0.0138
10 Dec-16 4,700 0.56146179402 15.56615566,96 15566.96 -0.0261
11 Nov-16 4,350 -0.07446808511 15.41415414,97 15414.97 -0.0098
12 Oct-16 5,650 0.298850574713 15.17115171,04 15171.04 -0.0158
13 Sep-16 5,560 -0.01592920354 15.29615296,98 15296.98 0.0083
14 Aug-16 5,600 0.007194244604 15.13015130,24 15130.24 -0.0109
15 Jul-16 5,230 -0.06607142857 15.21015210,97 15210.97 0.0053
16 Jun-16 4,640 -0.11281070746 13.85613856,90 13856.9 -0.0890
17 May-16 4,250 -0.08405172414 13.53513535,97 13535.97 -0.0232
18 Apr-16 4,580 0.077647058824 13.70213702,47 13702.47 0.0123
19 Mar-16 2,720 -0.40611353712 12.05712057,93 12057.93 -0.1200
20 Feb-16 2,572 -0.05441176471 10.74210742,19 10742.19 -0.1091
21 Jan-16 1,583 -0.38452566096 9.391,9391,84 9391.84 -0.1257
22 Dec-15 1,970 0.244472520531 9.848,9848,59 9848.59 0.0486
23 Nov-15 2,180 0.106598984772 10.22610226,18 10226.18 0.0383
24 Oct-15 2,650 0.215596330275 10.54510545,61 10545.61 0.0312
25 Sep-15 2,600 -0.01886792453 10.03010030,57 10030.57 -0.0488
26 Aug-15 2,800 0.076923076923 10.34010340,49 10340.49 0.0309
27 Jul-15 3,750 0.339285714286 11.98711987,88 11987.88 0.1593
28 Jun-15 4,600 0.226666666667 13.11313113,17 13113.17 0.0939
29 May-15 5,000 0.086956521739 13.18013180,61 13180.61 0.0051
30 Apr-15 5,050 0.01 13.36613366,86 13366.86 0.0141
31 Mar-15 4,648 -0.0796039604 12.46112461,81 12461.81 -0.0677
32 Feb-15 5,549 0.193846815835 13.39713397,42 13397.42 0.0751
33 Jan-15 6,014 0.083798882682 13.66913669,78 13669.78 0.0203
34 Dec-14 7,260 0.207183239109 14.79414794,32 14794.32 0.0823
35 Nov-14 7,700 0.060606060606 15.10615106,46 15106.46 0.0211
36 Oct-14 7,950 0.032467532468 15.67315673,23 15673.23 0.0375
37 Sep-14 8,750 0.100628930818 16.22616226,61 16226.61 0.0353
38 Aug-14 9,330 0.066285714286 17.01017010,82 17010.82 0.0483
39 Jul-14 9,350 0.002143622722 16.86616866,07 16866.07 -0.0085
40 Jun-14 10,000 0.069518716578 16.66216662,28 16662.28 -0.0121
41 May-14 9,350 -0.065 15.75315753,25 15753.25 -0.0546
42 Apr-14 9,920 0.060962566845 15.52815528,38 15528.38 -0.0143
43 Mar-14 9,630 -0.02923387097 14.29814298,92 14298.92 -0.0792
44 Feb-14 10,560 0.096573208723 15.44115441,26 15441.26 0.0799
45 Jan-14 11,690 0.107007575758 15.45215452,05 15452.05 0.0007
covarianza 0.0064782973
varianza 0.0040106439
beta 1.6152761226
0.04220779
CAPM 12.1907016
promedio 0.001963 DATOS
Bonos Soberanos 5.0%
Rentabilidad_Mdo 0.00196
Beta 1.61527612
POSITIVO MAS ALTO
0.0020
Fecha Último Apertura Máximo Mínimo Vol. % var.
Oct-17 6.354,82 6.193,63 6.355,24 6.185,28 0 2,69
Sep-17 6.188,35 5.976,88 6.192,55 5.869,44 0 3,60
Aug-17 5.973,37 6.134,26 6.160,62 5.883,56 0 -2,42
Jul-17 6.121,26 6.019,40 6.182,78 5.967,80 0 2,20
Jun-17 5.989,65 5.854,37 6.042,55 5.839,23 0 2,56
May-17 5.839,87 5.924,41 5.931,21 5.726,74 0 -1,29
Apr-17 5.916,27 5.908,92 5.986,27 5.786,91 0 -0,07
Mar-17 5.920,43 6.147,06 6.179,49 5.762,08 0 -2,72
Feb-17 6.086,08 5.871,65 6.134,44 5.823,81 0 3,98
Jan-17 5.853,27 5.849,16 5.954,55 5.777,44 0 1,18
Dec-16 5.785,05 5.712,10 6.022,44 5.712,10 0 1,44
Nov-16 5.702,88 5.280,10 5.730,56 5.158,46 0 8,25
Oct-16 5.268,43 5.309,58 5.360,30 5.171,55 0 -1,07
Sep-16 5.325,63 5.329,63 5.387,02 5.150,64 0 -0,03
Aug-16 5.327,23 5.357,06 5.394,52 5.222,46 0 -0,63
Jul-16 5.360,97 5.136,50 5.408,98 5.001,16 0 4,33
Jun-16 5.138,53 5.191,01 5.343,64 4.810,91 0 -1,43
May-16 5.213,07 5.240,74 5.259,88 4.978,41 0 -0,43
Apr-16 5.235,83 5.081,65 5.334,44 4.905,48 0 2,73
Mar-16 5.096,59 4.700,96 5.187,44 4.695,84 0 8,91
Feb-16 4.679,55 4.572,11 4.740,07 4.233,84 0 1,99
Jan-16 4.588,15 4.946,59 4.948,00 4.181,54 0 -7,53
Dec-15 4.961,75 5.211,53 5.260,83 4.806,62 0 -4,60
Nov-15 5.200,97 5.180,98 5.317,23 5.052,92 0 0,42
Oct-15 5.179,46 4.816,43 5.225,50 4.737,80 0 7,58
Sep-15 4.814,62 4.986,22 5.089,99 4.696,12 0 -4,08
Aug-15 5.019,16 5.313,09 5.374,55 4.696,72 0 -5,53
Jul-15 5.313,10 5.416,38 5.487,48 5.211,79 0 -1,53
Jun-15 5.395,54 5.562,26 5.598,07 5.374,07 0 -2,79
May-15 5.550,40 5.560,70 5.655,61 5.505,98 0 -0,07
Apr-15 5.554,18 5.433,44 5.628,61 5.407,08 0 2,23
Mar-15 5.432,82 5.543,18 5.546,59 5.299,50 0 -2,01
Feb-15 5.544,04 5.218,03 5.630,00 5.214,18 0 6,37
Jan-15 5.211,79 5.533,89 5.558,58 5.107,31 0 -5,70
Dec-14 5.527,01 5.502,71 5.628,17 5.262,58 0 0,37
Nov-14 5.506,57 5.450,61 5.587,77 5.397,70 0 1,04
Oct-14 5.450,00 5.332,24 5.450,00 4.901,18 0 2,21
Sep-14 5.332,18 5.518,64 5.541,25 5.314,06 0 -3,36
Aug-14 5.517,61 5.287,46 5.517,77 5.209,77 0 4,33
Jul-14 5.288,54 5.473,00 5.509,70 5.288,37 0 -3,36
Jun-14 5.472,62 5.341,65 5.506,73 5.325,81 0 2,48
May-14 5.340,09 5.263,61 5.341,68 5.183,34 0 1,45
Apr-14 5.263,88 5.177,53 5.268,32 5.036,91 0 1,67
Mar-14 5.177,59 5.012,63 5.181,51 4.952,52 0 3,27
Feb-14 5.013,65 4.817,50 5.034,12 4.678,39 0 4,10
Jan-14 4.816,05 5.009,71 5.009,71 4.753,65 0 -3,94
Dec-13 5.013,64 4.896,81 5.017,27 4.778,73 0 2,41
Nov-13 4.895,67 4.695,22 4.919,22 4.658,02 0 4,33

Máximo:6.35Mínimo:4.181Diferencia:2. Promedio:5.4% var.:35,42

Fecha Último
Oct-17 19.768,62 19768,62 19768.62
Sep 2017 18.538,27 18538,27 18538.27 0.06636811
Aug-17 17.616,44 17616,44 17616.44 0.05232783
Jul-17 16.750,17 16750,17 16750.17 0.05171709
Jun-17 16.132,87 16132,87 16132.87 0.0382635
May-17 16.000,08 16000,08 16000.08 0.00829933
Apr-17 15.559,30 15559,30 15559.3 0.02832904
Mar-17 15.757,01 15757,01 15757.01 -0.01254743
Feb-17 15.766,12 15766,12 15766.12 -0.00057782
Jan-17 15.983,95 15983,95 15983.95 -0.01362805
Dec-16 15.566,96 15566,96 15566.96 0.02678686
Nov-16 15.414,97 15414,97 15414.97 0.0098599
Oct-16 15.171,04 15171,04 15171.04 0.01607866
Sep 2016 15.296,98 15296,98 15296.98 -0.008233
Aug-16 15.130,24 15130,24 15130.24 0.01102031
Jul-16 15.210,97 15210,97 15210.97 -0.00530735
Jun-16 13.856,90 13856,90 13856.9 0.0977181
May-16 13.535,97 13535,97 13535.97 0.02370942
Apr-16 13.702,47 13702,47 13702.47 -0.01215109
Mar-16 12.057,93 12057,93 12057.93 0.13638659
Feb-16 10.742,19 10742,19 10742.19 0.1224834
Jan-16 9.391,84 9391,84 9391.84 0.14377907
Dec-15 9.848,59 9848,59 9848.59 -0.0463772
Nov-15 10.226,18 10226,18 10226.18 -0.03692386
Oct-15 10.545,61 10545,61 10545.61 -0.03029033
Sep 2015 10.030,57 10030,57 10030.57 0.05134703
Aug-15 10.340,49 10340,49 10340.49 -0.0299715
Jul-15 11.987,88 11987,88 11987.88 -0.1374213
Jun-15 13.113,17 13113,17 13113.17 -0.08581373
May-15 13.180,61 13180,61 13180.61 -0.00511661
Apr-15 13.366,86 13366,86 13366.86 -0.01393371
Mar-15 12.461,81 12461,81 12461.81 0.07262589
Feb-15 13.397,42 13397,42 13397.42 -0.06983509
Jan-15 13.669,78 13669,78 13669.78 -0.01992424
Dec-14 14.794,32 14794,32 14794.32 -0.0760116
Nov-14 15.106,46 15106,46 15106.46 -0.02066268
Oct-14 15.673,23 15673,23 15673.23 -0.03616166
Sep 2014 16.226,61 16226,61 16226.61 -0.03410324
Aug-14 17.010,82 17010,82 17010.82 -0.04610066
Jul-14 16.866,07 16866,07 16866.07 0.00858232
Jun-14 16.662,28 16662,28 16662.28 0.01223062
May-14 15.753,25 15753,25 15753.25 0.05770428
Apr-14 15.528,38 15528,38 15528.38 0.01448123
Mar-14 14.298,92 14298,92 14298.92 0.08598272
Feb-14 15.441,26 15441,26 15441.26 -0.07397971
Jan-14 15.452,05 15452,05 15452.05 -0.00069829
Dec-13 15.753,65 15753,65 15753.65 -0.01914477
Nov-13 15.200,40 15200,40 15200.4 0.03639707
 1 15 0.49
2 18 5.29
3 12 13.69
4 15 0.49
5 12 13.69
6 18 5.29
7 16 0.09
8 12 13.69
9 18 5.29
10 19 10.89
11 19 10.89
12 18 5.29 -19
13 15 0.49
14 15 0.49
15 16 0.09
16 18 5.29
17 15 0.49
18 15 0.49
19 12 13.69
20 16 0.09
15.7 106.2000 5.58947368 2.36420678
 0 1 2 3 4 5
ventas 58999 48778 69869 56958 56987
costo de ventas 36987 45987 35987 23589 25698
INVERSIÓN 12000 S/.60,356.70
FLUJO -12000 22012 2791 33882 33369 31289
17.90%