Apple Inc | Price History | Thomson Reuters Eikon 16:17, 19-Nov-2018

AAPL.O
Interval: Monthly
History Period: 5 Years

VAP: Total 55.87B

Price Volume Count
220 - 240 1.3793B 2
200 - 220 789.7481M 1
180 - 200 2.1616B 4
160 - 180 5.2649B 8
140 - 160 3.3761B 6
120 - 140 7.3007B 8
100 - 120 17.6750B 18
80 - 100 11.6873B 10
60 - 80 6.2356B 4

AAPL.O Price Statistics Monthly 5 Years

Price Volume
High 233.470000 31-Oct-2018 Max 2.20B 31-Jan-2014 Advancing 30.81B
Low 70.507072 31-Jan-2014 Min 373.30M 30-Apr-2017 Declining 23.75B
Avg 129.490237 Avg 920.85M Total 55.87B

AAPL.O Price History Monthly 5 Years

Exchange Date Close Net %Chg Open Low High Mid
30-Nov-2018 185.860000 -33.000000 -15.08% 219.050000 184.990000 222.360000
31-Oct-2018 218.860000 -6.880000 -3.05% 227.950000 206.090000 233.470000
30-Sep-2018 225.740000 -1.890000 -0.83% 228.410000 215.300000 229.670000
31-Aug-2018 227.630000 +37.340000 +19.62% 199.130000 197.310000 228.870000
31-Jul-2018 190.290000 +5.180000 +2.80% 183.820000 183.420000 195.960000
30-Jun-2018 185.110000 -1.760000 -0.94% 187.991200 180.730000 194.200000
31-May-2018 186.870000 +21.610000 +13.08% 166.410200 165.270000 190.370000
30-Apr-2018 165.260000 -2.520000 -1.50% 167.880000 160.630000 178.936500
31-Mar-2018 167.780000 -10.340000 -5.81% 178.540000 164.940000 183.500000
28-Feb-2018 178.120000 +10.690000 +6.38% 167.165000 150.240000 180.615000
31-Jan-2018 167.430000 -1.800000 -1.06% 170.160000 164.700000 180.100000
31-Dec-2017 169.230000 -2.620000 -1.52% 169.950000 166.460000 177.200000
30-Nov-2017 171.850000 +2.810000 +1.66% 169.870000 165.280000 176.240000
31-Oct-2017 169.040000 +14.920000 +9.68% 154.260000 152.460000 169.649900
30-Sep-2017 154.120000 -9.880000 -6.02% 164.800000 149.160000 164.940000
31-Aug-2017 164.000000 +15.270000 +10.27% 149.100000 148.410000 164.520000
31-Jul-2017 148.730000 +4.710000 +3.27% 144.880000 142.410000 153.990000
30-Jun-2017 144.020000 -8.740000 -5.72% 153.170000 142.200000 155.980000
31-May-2017 152.760000 +9.110000 +6.34% 145.100000 144.270000 156.650000
30-Apr-2017 143.650000 -0.010000 -0.01% 143.710000 140.060000 145.460000
31-Mar-2017 143.660000 +6.670000 +4.87% 137.890000 137.050000 144.500000
28-Feb-2017 136.990000 +15.640000 +12.89% 127.030000 127.010000 137.480000
31-Jan-2017 121.350000 +5.530000 +4.77% 115.800000 114.760000 122.440000
31-Dec-2016 115.820000 +5.300000 +4.80% 110.365000 108.250000 118.016600
30-Nov-2016 110.520000 -3.020000 -2.66% 113.460000 104.080000 113.770000
31-Oct-2016 113.540000 +0.490000 +0.43% 112.710000 112.280000 118.690000
30-Sep-2016 113.050000 +6.950000 +6.55% 106.140000 102.530000 116.180000
31-Aug-2016 106.100000 +1.890000 +1.81% 104.410000 104.000000 110.230000
31-Jul-2016 104.210000 +8.610000 +9.01% 95.490000 94.370000 104.550000
30-Jun-2016 95.600000 -4.260000 -4.27% 99.020000 91.500000 101.890000
31-May-2016 99.860000 +6.120000 +6.53% 93.965000 89.470000 100.730000
30-Apr-2016 93.740000 -15.250000 -13.99% 108.780000 92.510000 112.390000
31-Mar-2016 108.990000 +12.300000 +12.72% 97.650000 97.420000 110.420000
29-Feb-2016 96.690000 -0.650000 -0.67% 96.470000 92.590000 98.890000
31-Jan-2016 97.340000 -7.920000 -7.52% 102.610000 92.390000 105.850000
31-Dec-2015 105.260000 -13.040000 -11.02% 118.750000 104.820000 119.860000
30-Nov-2015 118.300000 -1.200000 -1.00% 119.870000 111.000000 123.820000
31-Oct-2015 119.500000 +9.200000 +8.34% 109.070000 107.310000 121.220000
30-Sep-2015 110.300000 -2.460000 -2.18% 110.150000 107.360000 116.890000
31-Aug-2015 112.760000 -8.540000 -7.04% 121.500000 92.000000 122.570000
31-Jul-2015 121.300000 -4.125000 -3.29% 126.900000 119.220000 132.970000
30-Jun-2015 125.425000 -4.855000 -3.73% 131.200000 124.480000 131.390000
31-May-2015 130.280000 +5.130000 +4.10% 126.100000 123.360000 132.970000
30-Apr-2015 125.150000 +0.720000 +0.58% 124.820000 123.100000 134.540000
31-Mar-2015 124.430000 -4.030000 -3.14% 129.250000 121.630000 130.280000
28-Feb-2015 128.460000 +11.300000 +9.64% 118.050000 116.080000 133.600000
31-Jan-2015 117.160000 +6.780000 +6.14% 111.390000 104.630000 120.000000
31-Dec-2014 110.380000 -8.550000 -7.19% 118.810000 106.260000 119.250000
30-Nov-2014 118.930000 +10.930000 +10.12% 108.220000 107.720000 119.750000
31-Oct-2014 108.000000 +7.250000 +7.20% 100.590000 95.180000 108.040000
30-Sep-2014 100.750000 -1.750000 -1.71% 103.060000 96.140000 103.740000
31-Aug-2014 102.500000 +6.900000 +7.22% 94.900000 93.280000 102.900000
31-Jul-2014 95.600000 +2.670000 +2.87% 93.520000 92.570000 99.440000
30-Jun-2014 92.930000 +2.501520 +2.77% 90.565624 88.928483 95.050000
31-May-2014 90.428481 +6.129990 +7.27% 84.571344 82.904203 92.024194
30-Apr-2014 84.298487 +7.621420 +9.94% 76.822780 73.047070 85.632772
31-Mar-2014 76.677066 +1.500000 +2.00% 74.774211 74.687068 78.428493
28-Feb-2014 75.177068 +3.662850 +5.12% 71.801357 71.328500 78.741350
31-Jan-2014 71.514214 -8.631420 -10.77% 79.382778 70.507072 80.028491
31-Dec-2013 80.145634 +0.707140 +0.89% 79.714206 76.971352 82.162175
30-Nov-2013 79.438492 74.859925 73.197070 79.761349
 Price Change Close - Close Turnover
Up 34 Up +19.62% 31-Aug-2018 Max 180.48B 31-Aug-2015
Down 26 Down -15.08% 30-Nov-2018 Min 53.39B 30-Apr-2017
Unch 0 Period +133.97% 5 Years Avg 108.43B

VolumeTurnover - USD Approx VWAP O-C H-L %CVol %CTurn

619,154,439 ### 193.191900 -33.190000 37.370000 -21.60% -32.68%
789,748,068 ### 218.944100 -9.090000 27.380000 +16.32% +15.56%
678,972,040 ### 225.153500 -2.670000 14.370000 -3.05% +1.16%
700,318,837 ### 227.714100 28.500000 31.560000 +77.82% +98.45%
393,843,881 ### 190.790400 6.470000 12.540000 -25.36% -24.52%
527,624,365 ### 185.989400 -2.881200 13.470000 -15.03% -12.77%
620,976,206 ### 187.142900 20.459800 25.100000 -6.81% +1.06%
666,360,147 ### 165.563200 -2.620000 18.306500 -6.64% -9.43%
713,727,447 ### 169.254900 -10.760000 18.560000 -23.08% -19.30%
927,894,473 ### 179.384400 10.955000 30.375000 +40.66% +34.73%
659,679,440 ### 167.359000 -2.730000 15.400000 +24.19% +25.42%
531,184,058 ### 169.767100 -0.720000 10.740000 -11.57% -11.66%
600,663,371 ### 171.086800 1.980000 10.960000 +19.11% +29.18%
504,291,118 ### 168.599900 14.780000 17.189900 -25.89% -25.26%
680,442,092 ### 153.439300 -10.680000 15.780000 +2.93% +1.84%
661,068,913 ### 163.987400 14.900000 16.110000 +56.65% +68.04%
422,011,831 ### 148.917300 3.850000 11.580000 -38.32% -37.94%
684,178,036 ### 144.387300 -9.150000 13.780000 +4.61% +1.62%
654,022,901 ### 152.945300 7.660000 12.380000 +75.20% +85.80%
373,304,090 ### 143.742100 -0.060000 5.400000 -33.59% -32.47%
562,091,214 ### 143.828500 5.770000 7.450000 -2.24% +3.71%
574,968,547 ### 137.064000 9.960000 10.470000 +2.07% +13.19%
563,331,160 ### 121.074300 5.550000 7.680000 -7.46% -3.07%
608,771,645 ### 115.970000 5.455000 9.766600 -15.63% -12.25%
721,554,967 ### 110.860300 -2.940000 9.690000 +5.04% -0.48%
686,914,224 ### 113.689100 0.830000 6.410000 -29.19% -26.17%
970,096,738 ### 112.860800 6.910000 13.650000 +53.95% +59.09%
630,128,567 ### 106.221800 1.690000 6.230000 -8.12% -0.43%
685,779,613 ### 104.115000 8.720000 10.180000 -12.15% -9.41%
780,630,235 ### 95.260800 -3.420000 10.390000 -13.37% -11.99%
901,144,768 ### 99.740000 5.895000 11.260000 +3.30% -6.44%
872,383,623 ### 93.449600 -15.040000 19.880000 +16.92% +17.45%
746,136,466 ### 109.280600 11.340000 13.000000 -7.98% +0.21%
810,862,547 ### 97.415900 0.220000 6.300000 -36.25% -37.96%
1,271,848,087 ### 96.249700 -5.270000 13.460000 +37.85% +21.20%
922,626,259 ### 105.633100 -13.490000 15.040000 +22.91% +16.10%
750,640,573 ### 118.663600 -1.570000 12.820000 -32.60% -29.64%
1,113,703,829 ### 120.299200 10.430000 13.910000 -7.69% -7.20%
1,206,547,333 ### 110.005600 0.150000 9.530000 -24.93% -24.66%
1,607,287,267 ### 113.135600 -8.740000 30.570000 +51.88% +36.25%
1,058,280,697 ### 121.410600 -5.600000 13.750000 +20.45% +17.91%
878,606,841 ### 125.503800 -5.775000 6.910000 -7.92% -8.42%
954,152,126 ### 130.662900 4.180000 9.610000 -4.21% -5.51%
996,135,511 ### 125.894500 0.330000 11.440000 -12.52% -15.89%
1,138,641,910 ### 125.181100 -4.820000 8.650000 +0.19% +3.89%
1,136,535,493 ### 129.318600 10.410000 17.520000 -12.93% -2.97%
1,305,263,613 ### 118.798400 5.770000 15.370000 +21.56% +15.84%
1,073,775,862 ### 111.394400 -8.430000 12.990000 +30.87% +33.34%
820,471,729 ### 118.771600 10.710000 12.030000 -39.68% -31.71%
1,360,280,122 ### 107.713700 7.410000 12.860000 -10.97% -9.19%
1,527,937,649 ### 101.021600 -2.310000 7.600000 +63.05%
937,079,462 102.509900 7.600000 9.620000 -9.50%
1,035,409,432 96.140100 2.080000 6.870000 -14.23%
1,207,233,226 92.943800 2.364380 6.121520 -15.82%
1,434,125,706 90.946809 5.857140 9.119990 -10.87%
1,609,081,970 84.952915 7.475710 12.585700 +28.54%
1,251,850,270 76.812823 1.902860 3.741420 -15.05%
1,473,554,877 75.354810 3.375710 7.412850 -33.13%
2,203,700,771 71.162443 -7.868560 9.521420 +24.89%
1,764,562,878 79.956806 0.431430 5.190820 +35.06%
1,306,488,250 79.089764 4.578570 6.564280
 APPL FORD KO BOSTONBEER PORTING NESTLE FREEPORT
FECHAS REND REND REND REND REND REND REND
30-Nov-2018 -15.08% -3.14% +5.49% -5.19% -4.48% -0.59% -4.72%
31-Oct-2018 -3.05% +3.24% +3.66% +6.88% +2.68% +4.03% -16.31%
30-Sep-2018 -0.83% -2.43% +3.63% -5.16% -1.20% +0.54% -0.93%
31-Aug-2018 +19.62% -5.58% -4.42% +10.26% +4.97% +0.84% -14.85%
31-Jul-2018 +2.80% -9.30% +6.32% -8.26% -2.11% +4.94% -4.40%
30-Jun-2018 -0.94% -4.16% +2.00% +18.06% +3.74% +3.39% +2.13%
31-May-2018 +13.08% +2.76% -0.49% +13.25% +7.15% -3.38% +11.11%
30-Apr-2018 -1.50% +1.44% -0.51% +18.57% +4.50% +1.80% -13.43%
31-Mar-2018 -5.81% +4.43% +0.49% +15.95% +3.76% +0.45% -5.54%
28-Feb-2018 +6.38% -3.28% -9.18% -14.12% -5.05% -6.39% -4.62%
31-Jan-2018 -1.06% -11.18% +3.73% -0.65% -2.29% -4.03% +2.85%
31-Dec-2017 -1.52% -0.24% +0.24% +6.26% +1.18% -0.53% +36.21%
30-Nov-2017 +1.66% +2.04% -0.46% +1.01% +1.06% +0.42% -0.43%
31-Oct-2017 +9.68% +2.51% +2.16% +13.99% +7.08% +3.45% -0.43%
30-Sep-2017 -6.02% +8.52% -1.19% +4.83% +1.54% -0.31% -5.01%
31-Aug-2017 +10.27% -1.69% -0.63% -4.97% +0.74% -0.43% +1.09%
31-Jul-2017 +3.27% +0.27% +2.21% +18.65% +6.10% -2.10% +21.73%
30-Jun-2017 -5.72% +0.63% -1.36% -7.43% -3.47% +0.97% +4.53%
31-May-2017 +6.34% -3.05% +5.38% -1.11% +1.89% +7.83% -9.88%
30-Apr-2017 -0.01% -1.46% +1.67% -0.21% -0.00% -0.26% -4.57%
31-Mar-2017 +4.87% -7.10% +1.14% -8.82% -2.48% +3.50% -0.30%
28-Feb-2017 +12.89% +1.38% +0.94% +3.22% +4.61% +2.70% -19.52%
31-Jan-2017 +4.77% +1.90% +0.27% -9.51% -0.64% -1.03% +26.23%
31-Dec-2016 +4.80% +1.42% +2.75% -1.88% +1.77% +6.80% -14.07%
30-Nov-2016 -2.66% +1.87% -4.83% +11.50% +1.47% -4.67% +37.30%
31-Oct-2016 +0.43% -2.73% +0.19% -0.01% -0.53% -6.27% +2.95%
30-Sep-2016 +6.55% -4.21% -2.56% -15.00% -3.80% -2.23% +5.54%
31-Aug-2016 +1.81% -0.47% -0.46% -0.13% +0.19% +0.77% -20.60%
31-Jul-2016 +9.01% +0.72% -3.75% +6.93% +3.23% +3.39% +16.34%
30-Jun-2016 -4.27% -6.82% +1.64% +10.06% +0.15% +2.38% +0.54%
31-May-2016 +6.53% -0.52% -0.45% -0.44% +1.28% +2.66% -20.86%
30-Apr-2016 -13.99% +0.44% -3.43% -15.66% -8.16% -0.49% +35.40%
31-Mar-2016 +12.72% +7.91% +7.56% -1.62% +6.64% +2.50% +35.52%
29-Feb-2016 -0.67% +4.77% +0.49% +4.94% +2.38% -6.78% +65.87%
31-Jan-2016 -7.52% -15.26% -0.09% -11.22% -8.52% +0.87% -32.05%
31-Dec-2015 -11.02% -1.67% +0.80% -5.48% -4.35% -2.36% -17.24%
30-Nov-2015 -1.00% -3.24% +0.64% -2.72% -1.58% +0.99% -30.50%
31-Oct-2015 +8.34% +9.14% +5.56% +4.26% +6.83% +3.21% +21.47%
30-Sep-2015 -2.18% -2.16% +2.03% +2.70% +0.10% +2.73% -8.93%
31-Aug-2015 -7.04% -6.47% -4.28% -7.01% -6.20% -2.60% -9.45%
31-Jul-2015 -3.29% -1.20% +4.72% -4.94% -1.18% +8.44% -36.48%
30-Jun-2015 -3.73% -1.05% -4.22% -12.05% -5.26% -7.41% -5.24%
31-May-2015 +4.10% -3.99% +0.99% +6.45% +1.89% 0.00% -15.56%
30-Apr-2015 +0.58% -2.11% +0.02% -7.33% -2.21% -0.68% +22.80%
31-Mar-2015 -3.14% -1.22% -6.35% -0.07% -2.70% -1.34% -12.39%
28-Feb-2015 +9.64% +11.08% +5.17% -14.92% +2.75% +5.61% +28.67%
31-Jan-2015 +6.14% -5.10% -2.49% +8.63% +1.80% -3.43% -28.04%
31-Dec-2014 -7.19% -1.46% -5.82% +10.10% -1.09% +0.55% -13.00%
30-Nov-2014 +10.12% +11.64% +7.04% +5.61% +8.60% +3.05% -5.79%
31-Oct-2014 +7.20% -4.73% -1.83% +12.28% +3.23% +0.21% -12.71%
30-Sep-2014 -1.71% -15.05% +2.25% +0.35% -3.54% -1.40% -10.23%
31-Aug-2014 +7.22% +2.29% +6.18% +0.26% +3.99% +5.48% -2.28%
31-Jul-2014 +2.87% -1.28% -7.25% -1.40% -1.76% -1.67% +1.97%
30-Jun-2014 +2.77% +4.87% +3.54% +4.25% +3.86% -2.21% +7.20%
31-May-2014 +7.27% +1.80% +0.29% -12.86% -0.87% +3.38% -0.93%
30-Apr-2014 +9.94% +3.53% +5.51% +0.54% +4.88% +2.10% +3.93%
31-Mar-2014 +2.00% +1.36% +1.20% +3.37% +1.98% -0.08% +1.38%
28-Feb-2014 +5.12% +2.87% +1.00% +13.65% +5.66% +1.22% +0.65%
31-Jan-2014 -10.77% -3.05% -8.45% -13.85% -9.03% +0.77% -14.12%
31-Dec-2013 +0.89% -9.66% +2.79% -1.23% -1.80% -1.36% +8.79%
PARA PORTING SE ASUME QUE TODOS TIENEN EL MISMO PESO.
APPL
REND PROM 0.01665997 0.00707738 RENDIMIENTO PROMEDIO MENSUAL (POR AÑO)
VOLATILIDAD 0.0699582 0.028854024 S&P tiene menos rendimiento y menor riesgo
beta con cov 1.25446562 Si se le cambia apple de 31 de agosto de 2018 por 1.6% se corrige por ser un dato atipico
1.25446562
beta con reg 1.27572775

FORD
REND PROM -0.00854016
VOLATILIDAD 0.05359888
beta con cov 0.69933377
beta con reg 0.71118689

KO
REND PROM 0.00453394
VOLATILIDAD 0.03804701
beta con cov 0.57876161
beta con reg 0.58857113

BOSTONBEER
REND PROM 0.00693169
VOLATILIDAD 0.09072628
beta con cov 0.54755024
beta con reg 0.55683075

Rf (TLR) 0.0314 yield curve anual

0.00261667 mensual

APPL FORD KO BOSTONBEERPORTING

REND PROM 0.01665997 -0.008540158 0.004533942 0.006931693 0.004896362
VOLATILIDAD 0.0699582 0.053598875 0.038047009 0.09072628 0.040558613
beta con cov 1.25446562 0.699333775 0.578761613 0.547550241 0.770027812
beta con reg 1.27572775 0.71118689 0.588571132 0.556830754 0.783079131
E[Ri] mensual 0.00830732 0.005789068 0.005242114 0.005100529 0.006109758
Rend esperado anual 0.09968787 0.06946881 0.062905365 0.061206348 0.073317098
Volatilidad anual 0.24234231 0.18567195 0.131798705 0.314285053 0.140499158
Cada vez que SP aumente 1% Porting aumentara 0.78 . (menos)

Linea de Mercado de valores

APPL FORD KO BOSTONBEER PORTING
Rend esperado anual 0.09968787 0.06946881 0.062905365 0.061206348 0.073317098
beta con reg 1.27572775 0.71118689 0.588571132 0.556830754 0.783079131
ANGLOAMER GAP SAMSUNG S&P
REND REND REND REND
-6.71% -4.14% +0.47% -0.78%
-2.77% -5.37% -8.72% -6.94%
+11.77% -4.94% -4.13% +0.43%
-11.03% +0.60% +4.76% +3.03%
+2.24% -6.85% -0.86% +3.60%
-5.70% +15.76% -7.99% +0.48%
+5.14% -4.31% -4.34% +2.16%
+2.91% -6.28% +7.68% +0.27%
-6.72% -1.20% +4.59% -2.69%
+4.21% -4.99% -5.69% -3.89%
+10.27% -2.41% -2.08% +5.62%
+14.02% +5.42% +0.31% +0.98%
-4.30% +24.32% -7.77% +2.81%
+6.01% -11.99% +7.41% +2.22%
-4.49% +25.02% +10.71% +1.93%
+11.98% -0.88% -3.90% +0.05%
+22.31% +8.37% +1.39% +1.93%
-0.73% -2.27% +6.35% +0.48%
-6.78% -14.12% +0.18% +1.16%
-9.27% +7.86% +8.30% +0.91%
-4.01% -2.14% +7.18% -0.04%
-6.44% +7.77% -2.58% +3.72%
+17.07% +2.63% +9.49% +1.79%
-2.11% -10.13% +3.21% +1.82%
+4.77% -9.50% +6.53% +3.42%
+16.89% +24.06% +2.57% -1.94%
+24.08% -10.57% -1.36% -0.12%
-6.10% -3.57% +5.26% -0.12%
+14.25% +21.54% +8.00% +3.56%
+21.13% +17.95% +10.29% +0.09%
-21.39% -22.39% +3.78% +1.53%
+38.27% -21.16% -5.11% +0.27%
+14.96% +6.33% +11.38% +6.60%
+73.09% +11.85% +2.43% -0.41%
-7.35% +0.08% -8.73% -5.07%
-26.72% -7.59% -1.87% -1.75%
-25.24% -1.80% -6.41% +0.05%
-0.78% -4.49% +20.99% +8.30%
-25.65% -13.14% +4.13% -2.64%
-8.65% -10.06% -8.10% -6.26% Chart Title
-11.68% -4.43% -6.55% +1.97%
-10.48% -0.42% -2.98% -2.10% +25.00%
-7.15% -3.30% -7.30% +1.05%
+20.00%
+9.19% -8.52% -2.15% +0.85%
-16.36% +4.16% +6.19% -1.74% +15.00%
+8.72% +1.00% -0.59% +5.49%
-7.29% -2.18% +2.86% -3.10% +10.00%x + 0.0076311
f(x) = 1.27572774934119
-9.16% +6.34% +3.11% -0.42% R² = 0.276854476400662
+0.38% +4.51% +3.46% +2.45% +5.00%
-4.88% -9.11% +5.07% +2.32%
0.00%
-9.54% -9.66% -4.05% -1.55% -8.00% -6.00% -4.00% -2.00% 0.00% +2.00%
-4.32% +15.06% -8.12% +3.77% -5.00%
+11.82% -3.51% +1.59% -1.51%
-1.89% +0.82% -8.39% +1.91% -10.00%
-7.87% +4.91% +7.45% +2.10%
+3.64% -1.90% 0.00% +0.62% -15.00%
-0.29% -8.43% -0.44% +0.69%
+6.62% +14.89% +5.39% +4.31%
-20.00%
+8.79% -2.56% -6.71% -3.56%
-2.15% -4.61% -8.17% +2.36%
er un dato atipico

Chart Title
0.35
0.31428505323076
0.3 8

0.25 0.24234230831955
7

Volatilidad
0.2 0.18567195011920
0.1317987046674 [VALOR DE Row 100
0.15598
Y]
0.1 Portafolio
0.05

0
0.055 0.06 0.065 0.07 0.075 0.08 0.085 0.09 0.095 0.1 0.105
Rendimiento Esperado

S&P
0.00707738
0.02885402 Linea de mercado de valores
0.98333333
1 0.12
0.00707738
0.08492856 0.1 A
Rendimiento esperado

0.09995327 12; 0.08492856

0.08

0.06 ;
S&P
0.08492856 0.04
1
0.02

0
0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3
Beta
 Chart Title
+25.00%

+20.00%

+15.00%

+10.00%x + 0.007631159941368
.27572774934119
276854476400662
+5.00%

0.00%
-4.00% -2.00% 0.00% +2.00% +4.00% +6.00% +8.00% +10.00%
-5.00%

-10.00%

-15.00%

-20.00%
 0.24234230831955
7

Row 100

0.095 0.1 0.105

do de valores

APPLE
12; 0.08492856

0.9 1 1.1 1.2 1.3 1.4

Beta
 APPL FORD KO BOSTONBEER NESTLE FREEPORT ANGLOAMER
FECHAS REND REND REND REND REND REND REND
30-Nov-2018 -15.08% -3.14% +5.49% -5.19% -0.59% -4.72% -6.71%
31-Oct-2018 -3.05% +3.24% +3.66% +6.88% +4.03% -16.31% -2.77%
30-Sep-2018 -0.83% -2.43% +3.63% -5.16% +0.54% -0.93% +11.77%
31-Aug-2018 +19.62% -5.58% -4.42% +10.26% +0.84% -14.85% -11.03%
31-Jul-2018 +2.80% -9.30% +6.32% -8.26% +4.94% -4.40% +2.24%
30-Jun-2018 -0.94% -4.16% +2.00% +18.06% +3.39% +2.13% -5.70%
31-May-2018 +13.08% +2.76% -0.49% +13.25% -3.38% +11.11% +5.14%
30-Apr-2018 -1.50% +1.44% -0.51% +18.57% +1.80% -13.43% +2.91%
31-Mar-2018 -5.81% +4.43% +0.49% +15.95% +0.45% -5.54% -6.72%
28-Feb-2018 +6.38% -3.28% -9.18% -14.12% -6.39% -4.62% +4.21%
31-Jan-2018 -1.06% -11.18% +3.73% -0.65% -4.03% +2.85% +10.27%
31-Dec-2017 -1.52% -0.24% +0.24% +6.26% -0.53% +36.21% +14.02%
30-Nov-2017 +1.66% +2.04% -0.46% +1.01% +0.42% -0.43% -4.30%
31-Oct-2017 +9.68% +2.51% +2.16% +13.99% +3.45% -0.43% +6.01%
30-Sep-2017 -6.02% +8.52% -1.19% +4.83% -0.31% -5.01% -4.49%
31-Aug-2017 +10.27% -1.69% -0.63% -4.97% -0.43% +1.09% +11.98%
31-Jul-2017 +3.27% +0.27% +2.21% +18.65% -2.10% +21.73% +22.31%
30-Jun-2017 -5.72% +0.63% -1.36% -7.43% +0.97% +4.53% -0.73%
31-May-2017 +6.34% -3.05% +5.38% -1.11% +7.83% -9.88% -6.78%
30-Apr-2017 -0.01% -1.46% +1.67% -0.21% -0.26% -4.57% -9.27%
31-Mar-2017 +4.87% -7.10% +1.14% -8.82% +3.50% -0.30% -4.01%
28-Feb-2017 +12.89% +1.38% +0.94% +3.22% +2.70% -19.52% -6.44%
31-Jan-2017 +4.77% +1.90% +0.27% -9.51% -1.03% +26.23% +17.07%
31-Dec-2016 +4.80% +1.42% +2.75% -1.88% +6.80% -14.07% -2.11%
30-Nov-2016 -2.66% +1.87% -4.83% +11.50% -4.67% +37.30% +4.77%
31-Oct-2016 +0.43% -2.73% +0.19% -0.01% -6.27% +2.95% +16.89%
30-Sep-2016 +6.55% -4.21% -2.56% -15.00% -2.23% +5.54% +24.08%
31-Aug-2016 +1.81% -0.47% -0.46% -0.13% +0.77% -20.60% -6.10%
31-Jul-2016 +9.01% +0.72% -3.75% +6.93% +3.39% +16.34% +14.25%
30-Jun-2016 -4.27% -6.82% +1.64% +10.06% +2.38% +0.54% +21.13%
31-May-2016 +6.53% -0.52% -0.45% -0.44% +2.66% -20.86% -21.39%
30-Apr-2016 -13.99% +0.44% -3.43% -15.66% -0.49% +35.40% +38.27%
31-Mar-2016 +12.72% +7.91% +7.56% -1.62% +2.50% +35.52% +14.96%
29-Feb-2016 -0.67% +4.77% +0.49% +4.94% -6.78% +65.87% +73.09%
31-Jan-2016 -7.52% -15.26% -0.09% -11.22% +0.87% -32.05% -7.35%
31-Dec-2015 -11.02% -1.67% +0.80% -5.48% -2.36% -17.24% -26.72%
30-Nov-2015 -1.00% -3.24% +0.64% -2.72% +0.99% -30.50% -25.24%
31-Oct-2015 +8.34% +9.14% +5.56% +4.26% +3.21% +21.47% -0.78%
30-Sep-2015 -2.18% -2.16% +2.03% +2.70% +2.73% -8.93% -25.65%
31-Aug-2015 -7.04% -6.47% -4.28% -7.01% -2.60% -9.45% -8.65%
31-Jul-2015 -3.29% -1.20% +4.72% -4.94% +8.44% -36.48% -11.68%
30-Jun-2015 -3.73% -1.05% -4.22% -12.05% -7.41% -5.24% -10.48%
31-May-2015 +4.10% -3.99% +0.99% +6.45% 0.00% -15.56% -7.15%
30-Apr-2015 +0.58% -2.11% +0.02% -7.33% -0.68% +22.80% +9.19%
31-Mar-2015 -3.14% -1.22% -6.35% -0.07% -1.34% -12.39% -16.36%
28-Feb-2015 +9.64% +11.08% +5.17% -14.92% +5.61% +28.67% +8.72%
31-Jan-2015 +6.14% -5.10% -2.49% +8.63% -3.43% -28.04% -7.29%
31-Dec-2014 -7.19% -1.46% -5.82% +10.10% +0.55% -13.00% -9.16%
30-Nov-2014 +10.12% +11.64% +7.04% +5.61% +3.05% -5.79% +0.38%
31-Oct-2014 +7.20% -4.73% -1.83% +12.28% +0.21% -12.71% -4.88%
30-Sep-2014 -1.71% -15.05% +2.25% +0.35% -1.40% -10.23% -9.54%
31-Aug-2014 +7.22% +2.29% +6.18% +0.26% +5.48% -2.28% -4.32%
31-Jul-2014 +2.87% -1.28% -7.25% -1.40% -1.67% +1.97% +11.82%
30-Jun-2014 +2.77% +4.87% +3.54% +4.25% -2.21% +7.20% -1.89%
31-May-2014 +7.27% +1.80% +0.29% -12.86% +3.38% -0.93% -7.87%
30-Apr-2014 +9.94% +3.53% +5.51% +0.54% +2.10% +3.93% +3.64%
31-Mar-2014 +2.00% +1.36% +1.20% +3.37% -0.08% +1.38% -0.29%
28-Feb-2014 +5.12% +2.87% +1.00% +13.65% +1.22% +0.65% +6.62%
31-Jan-2014 -10.77% -3.05% -8.45% -13.85% +0.77% -14.12% +8.79%
31-Dec-2013 +0.89% -9.66% +2.79% -1.23% -1.36% +8.79% -2.15%
GAP SAMSUNG PORTING S&P
REND REND REND REND
-4.14% +0.47% -3.73% -0.78%
-5.37% -8.72% -2.04% -6.94%
-4.94% -4.13% -0.27% +0.43%
+0.60% +4.76% +0.02% +3.03%
-6.85% -0.86% -1.49% +3.60%
+15.76% -7.99% +2.51% +0.48%
-4.31% -4.34% +3.65% +2.16%
-6.28% +7.68% +1.19% +0.27%
-1.20% +4.59% +0.74% -2.69%
-4.99% -5.69% -4.19% -3.89%
-2.41% -2.08% -0.51% +5.62%
+5.42% +0.31% +6.68% +0.98%
+24.32% -7.77% +1.83% +2.81%
-11.99% +7.41% +3.64% +2.22%
+25.02% +10.71% +3.56% +1.93%
-0.88% -3.90% +1.20% +0.05%
+8.37% +1.39% +8.46% +1.93%
-2.27% +6.35% -0.56% +0.48%
-14.12% +0.18% -1.69% +1.16%
+7.86% +8.30% +0.23% +0.91%
-2.14% +7.18% -0.63% -0.04%
+7.77% -2.58% +0.04% +3.72%
+2.63% +9.49% +5.76% +1.79%
-10.13% +3.21% -1.02% +1.82%
-9.50% +6.53% +4.48% +3.42%
+24.06% +2.57% +4.23% -1.94%
-10.57% -1.36% +0.03% -0.12%
-3.57% +5.26% -2.61% -0.12%
+21.54% +8.00% +8.49% +3.56%
+17.95% +10.29% +5.88% +0.09%
-22.39% +3.78% -5.90% +1.53%
-21.16% -5.11% +1.59% +0.27%
+6.33% +11.38% +10.81% +6.60%
+11.85% +2.43% +17.33% -0.41%
+0.08% -8.73% -9.03% -5.07%
-7.59% -1.87% -8.13% -1.75%
-1.80% -6.41% -7.70% +0.05%
-4.49% +20.99% +7.52% +8.30%
-13.14% +4.13% -4.50% -2.64%
-10.06% -8.10% -7.07% -6.26%
-4.43% -6.55% -6.16% +1.97%
-0.42% -2.98% -5.29% -2.10%
-3.30% -7.30% -2.86% +1.05%
-8.52% -2.15% +1.31% +0.85%
+4.16% +6.19% -3.39% -1.74%
+1.00% -0.59% +6.04% +5.49%
-2.18% +2.86% -3.43% -3.10%
+6.34% +3.11% -1.84% -0.42%
+4.51% +3.46% +4.45% +2.45%
-9.11% +5.07% -0.94% +2.32%
-9.66% -4.05% -5.45% -1.55%
+15.06% -8.12% +2.42% +3.77%
-3.51% +1.59% +0.35% -1.51%
+0.82% -8.39% +1.22% +1.91%
+4.91% +7.45% +0.38% +2.10%
-1.90% 0.00% +3.03% +0.62%
-8.43% -0.44% +0.01% +0.69%
+14.89% +5.39% +5.71% +4.31%
-2.56% -6.71% -5.55% -3.56%
-4.61% -8.17% -1.63% +2.36%
G
correlacion

APPL FORD KO BOSTONBEERNESTLE FREEPORT ANGLOAMER

APPL 1 0.26500739 0.20551063 0.19361636 0.22423112 0.09235638 0.04719709
FORD 0.26500739 1 0.20889407 0.18590982 0.1765583 0.38633546 0.18760919
KO 0.20551063 0.20889407 1 0.09776316 0.5122435 0.0804551 -0.02921046
BOSTONBEER 0.19361636 0.18590982 0.09776316 1 0.02861363 0.0095078 -0.02398824
NESTLE 0.2242311 0.1765583 0.5122435 0.02861363 1 -0.28107437 -0.28764155
FREEPORT 0.09235638 0.38633546 0.0804551 0.0095078 -0.28107437 1 0.76319173
ANGLOAMER 0.04719709 0.18760919 -0.02921046 -0.02398824 -0.28764155 0.76319173 1
GAP 0.082544 0.22470626 0.0301244 0.26780255 -0.06969007 0.1595861 0.20032266
SAMSUNG 0.22134951 0.36834696 0.03459673 0.25828374 0.11220042 0.24566996 0.09259941
PORTING 0.36993518 0.56648499 0.23764301 0.36234099 -0.03841515 0.8135872 0.73583536
S&P 0.52616963 0.38285512 0.44635955 0.177091 0.31573328 0.37828446 0.14233408

betas

tlr 0.0305 anual

0.0025 mensual
APPL FORD KO BOSTONBEENESTLE FREEPORT ANGLOAME
REND PROM 0.01665997 -0.00854016 0.00453394 +0.69% +0.47% -0.22% +1.31%
VOLATILIDAD 0.0699582 0.05359888 0.03804701 0.09072628 0.03381337 0.18916474 0.15618224
beta con reg 1.27572775 0.71118689 0.58857113 0.55683075 0.37000065 2.48000352 0.7704317
E[Ri] mensual 0.008328 0.00576741 0.00521126 0.00506729 0.00421988 0.01379025 0.00603612
Rend esperado anual 0.09993602 0.06920888 0.06253508 0.0608075 0.0506386 0.16548302 0.07243349
Volatilidad anual 0.24234231 0.18567195 0.1317987 0.31428505 0.11713296 0.65528589 0.54103115

3 SML APPL FORD KO BOSTONBEERNESTLE FREEPORT ANGLOAMER

Rend esperado anual 0.09993602 0.06920888 0.06253508 0.0608075 0.0506386 0.16548302 0.07243349
beta con reg 1.27572775 0.71118689 0.58857113 0.55683075 0.37000065 2.48000352 0.7704317
GAP SAMSUNG PORTING S&P
0.082544 0.22134951 0.36993518 0.52616963
0.22470626 0.36834696 0.56648499 0.38285512
0.0301244 0.03459673 0.23764301 0.44635955
0.26780255 0.25828374 0.36234099 0.177091
-0.06969007 0.11220042 -0.03841515 0.31573328
0.1595861 0.24566996 0.8135872 0.37828446
0.20032266 0.09259941 0.73583536 0.14233408
1 0.1439485 0.48400301 0.1901221
0.1439485 1 0.45742793 0.39579511
0.48400301 0.45742793 1 0.53886515
0.1901221 0.39579511 0.53886515 1

GAP SAMSUNG PORTING S&P

-0.23% +0.79% +0.45% +0.71%
0.10391319 0.06401039 0.04947337 0.02885402
0.6846946 0.87804043 0.92394305 1
0.00564725 0.00652421 0.00673241 0.00707738
0.06776694 0.07829048 0.08078889 0.08492856
0.35996585 0.2217385 0.17138078 0.09995327

GAP SAMSUNG PORTING S&P

0.06776694 0.07829048 0.08078889 0.08492856
0.6846946 0.87804043 0.92394305 1