Johnson

Exxon Caterpilla & Qualcom

Month Microsoft Mobil r Johnson McDonald's Sandisk m

Jan-03 -0.08201 -0.02261 -0.0304 -0.00186 -0.11443 -0.24867 0.0349

Feb-03 0.00211 0.00293 0.06867 -0.01781 -0.04424 0.09363 -0.08178
Mar-03 0.02152 0.02734 0.04681 0.10334 0.06245 0.00839 0.04251
Apr-03 0.05576 0.00715 0.07622 -0.02609 0.18257 0.43876 -0.11444
May-03 -0.03717 0.04119 -0.00856 -0.03141 0.09532 0.50165 0.05395
Jun-03 0.04185 -0.01346 0.06731 -0.04876 0.17779 0.1164 0.07124
Jul-03 0.03003 -0.00919 0.21847 0.00174 0.04306 0.39734 0.04285
Aug-03 0.00417 0.06661 0.06462 -0.03804 -0.02564 0.06633 0.10459
Sep-03 0.04827 -0.02918 -0.04163 -0.00121 0.04996 0.05409 0.00823
Oct-03 -0.05396 -0.00055 0.06987 0.01636 0.06202 0.26491 0.13967
Nov-03 -0.01645 -0.00355 0.0378 -0.0157 0.0412 0.00273 -0.06043
Dec-03 0.06457 0.1326 0.09165 0.04787 -0.03121 -0.24276 0.21055
Jan-04 0.01023 -0.00512 -0.05444 0.03407 0.03665 -0.11275 0.08678
Feb-04 -0.04051 0.03996 -0.03046 0.01367 0.09946 -0.06372 0.07763
Mar-04 -0.06031 -0.01375 0.04383 -0.05917 0.00954 0.11566 0.05072
Apr-04 0.04813 0.02308 -0.01227 0.06526 -0.0469 -0.18371 -0.05778
May-04 0.00383 0.0228 -0.03062 0.03637 -0.03048 0.06479 0.07541
Jun-04 0.08883 0.02682 0.05428 -0.00018 -0.01515 -0.12008 0.08812
Jul-04 -0.00245 0.04256 -0.06974 -0.00772 0.05769 0.12125 -0.05166
Aug-04 -0.03896 0.00151 -0.01075 0.05636 -0.01745 -0.03988 0.10157
Sep-04 0.01282 0.04837 0.1066 -0.03046 0.03738 0.24711 0.02602
Oct-04 0.01157 0.01842 0.00622 0.03639 0.03996 -0.28331 0.06557
Nov-04 0.06864 0.04673 0.1367 0.03811 0.07341 0.08194 0.00048
Dec-04 -0.00336 0.0002 0.0651 0.05139 0.04294 0.10585 0.02042
Jan-05 -0.01647 0.00663 -0.08204 0.02018 0.01029 -0.01081 -0.1217
Feb-05 -0.03957 0.23217 0.06678 0.01832 0.0213 0.08826 -0.03008
Mar-05 -0.03935 -0.0586 -0.03798 0.02378 -0.05865 0.03423 0.01609
Apr-05 0.04675 -0.04312 -0.03259 0.02189 -0.05877 -0.14748 -0.0475
May-05 0.02292 -0.00947 0.06882 -0.01749 0.05561 0.09578 0.07079
Jun-05 -0.03721 0.0226 0.01275 -0.0313 -0.1031 -0.08625 -0.1143
Jul-05 0.031 0.02227 0.1365 -0.016 0.12324 0.4252 0.196
Aug-05 0.07224 0.02451 0.02931 -0.00375 0.04107 0.14814 0.00811
Sep-05 -0.06026 0.06077 0.05875 -0.00174 0.03205 0.24234 0.12692
Oct-05 -0.00117 -0.11646 -0.1006 -0.01043 -0.05643 0.22056 -0.11151
Nov-05 0.08016 0.03883 0.09869 -0.00862 0.0924 -0.13281 0.14361
Dec-05 -0.05527 -0.03205 -0.00017 -0.02672 -0.00384 0.23032 -0.05058
Procter
&
Gamble S&P 500
Desv.estandar
0.000465 -0.027415
-0.043356 -0.017004 Microsoft 0.0453715827
0.087833 0.008358 Exxon Mobil 0.0553400908
0.013588 0.081044 Caterpillar 0.06856325124
0.021925 0.050899 Johnson & Johnson0.03486600018
-0.028752 0.011322 McDonald's 0.06809637156
-0.009587 0.016224 Sandisk 0.1953974343
-0.006601 0.017873 Qualcomm 0.08618694666
0.063352 -0.011944 Procter & Gamble 0.03706674769
0.063833 0.054962 S&P 500 0.02632935358
-0.020857 0.007129
0.037822 0.050765
0.01657 0.017276 Justificacion: La accion mas volatil es la
0.014147 0.012209 que tiene mayor
0.02312 -0.016359 variabilidad, es decir
Sandisk=0,19 a
0.013063 -0.016791 36
compracion del resto,
0.019574 0.012083 puesto que su desviación
0.009831 0.017989 estandar es la mayor.
-0.037472 -0.034291
0.07325 0.002287 0.129458
-0.033053 0.009364
-0.049704 0.014014
0.044939 0.038595
0.029918 0.032458
-0.029049 -0.02529
-0.00263 0.018903
-0.001695 -0.019118
0.026981 -0.020109
0.018467 0.029952
-0.043518 -0.000143
0.059905 0.035968
-0.002696 -0.011222
0.071738 0.006949
-0.053649 -0.017741
0.021432 0.035186
0.012065 -0.000952
 Johnson & McDonald'
Month Microsoft Exxon Mobil Caterpillar Johnson s Sandisk

Jan-03 -0.08201 -0.02261 -0.0304 -0.00186 -0.11443 -0.24867

Feb-03 0.00211 0.00293 0.06867 -0.01781 -0.04424 0.09363
Mar-03 0.02152 0.02734 0.04681 0.10334 0.06245 0.00839
Apr-03 0.05576 0.00715 0.07622 -0.02609 0.18257 0.43876
May-03 -0.03717 0.04119 -0.00856 -0.03141 0.09532 0.50165
Jun-03 0.04185 -0.01346 0.06731 -0.04876 0.17779 0.1164
Jul-03 0.03003 -0.00919 0.21847 0.00174 0.04306 0.39734
Aug-03 0.00417 0.06661 0.06462 -0.03804 -0.02564 0.06633
Sep-03 0.04827 -0.02918 -0.04163 -0.00121 0.04996 0.05409
Oct-03 -0.05396 -0.00055 0.06987 0.01636 0.06202 0.26491
Nov-03 -0.01645 -0.00355 0.0378 -0.0157 0.0412 0.00273
Dec-03 0.06457 0.1326 0.09165 0.04787 -0.03121 -0.24276
Jan-04 0.01023 -0.00512 -0.05444 0.03407 0.03665 -0.11275
Feb-04 -0.04051 0.03996 -0.03046 0.01367 0.09946 -0.06372
Mar-04 -0.06031 -0.01375 0.04383 -0.05917 0.00954 0.11566
Apr-04 0.04813 0.02308 -0.01227 0.06526 -0.0469 -0.18371
May-04 0.00383 0.0228 -0.03062 0.03637 -0.03048 0.06479
Jun-04 0.08883 0.02682 0.05428 -0.00018 -0.01515 -0.12008
Jul-04 -0.00245 0.04256 -0.06974 -0.00772 0.05769 0.12125
Aug-04 -0.03896 0.00151 -0.01075 0.05636 -0.01745 -0.03988
Sep-04 0.01282 0.04837 0.1066 -0.03046 0.03738 0.24711
Oct-04 0.01157 0.01842 0.00622 0.03639 0.03996 -0.28331
Nov-04 0.06864 0.04673 0.1367 0.03811 0.07341 0.08194
Dec-04 -0.00336 0.0002 0.0651 0.05139 0.04294 0.10585
Jan-05 -0.01647 0.00663 -0.08204 0.02018 0.01029 -0.01081
Feb-05 -0.03957 0.23217 0.06678 0.01832 0.0213 0.08826
Mar-05 -0.03935 -0.0586 -0.03798 0.02378 -0.05865 0.03423
Apr-05 0.04675 -0.04312 -0.03259 0.02189 -0.05877 -0.14748
May-05 0.02292 -0.00947 0.06882 -0.01749 0.05561 0.09578
Jun-05 -0.03721 0.0226 0.01275 -0.0313 -0.1031 -0.08625
Jul-05 0.031 0.02227 0.1365 -0.016 0.12324 0.4252
Aug-05 0.07224 0.02451 0.02931 -0.00375 0.04107 0.14814
Sep-05 -0.06026 0.06077 0.05875 -0.00174 0.03205 0.24234
Oct-05 -0.00117 -0.11646 -0.1006 -0.01043 -0.05643 0.22056
Nov-05 0.08016 0.03883 0.09869 -0.00862 0.0924 -0.13281
Dec-05 -0.05527 -0.03205 -0.00017 -0.02672 -0.00384 0.23032

McDonald'
s

Resumen
Estadísticas de la regresión
Coeficiente d 0.58121034
Coeficiente d 0.33780546
R^2 ajustado 0.31832915
Error típico 0.0217384
Observacione 36

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 0.008196248 0.00819625 17.34442844 0.00020149
Residuos 34 0.016066972 0.00047256
Total 35 0.02426322

Coeficientes Error típico Estadístico t Probabilidad Inferior 95%Superior 95%

Intercepción 0.00459534 0.003856248 1.19166205 0.241645771 -0.00324149 0.01243218
Variable X 1 0.22472405 0.053959705 4.16466426 0.000201487 0.11506474 0.33438337

Sandisk

Resumen

Estadísticas de la regresión
Coeficiente d 0.35099567
Coeficiente d 0.12319796
R^2 ajustado 0.09740966
Error típico 0.02501414
Observacione 36

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 0.002989179 0.00298918 4.777281955 0.03582133
Residuos 34 0.021274041 0.00062571
Total 35 0.02426322

Coeficientes Error típico Estadístico t Probabilidad Inferior 95%Superior 95%

Intercepción 0.00681947 0.004430235 1.53930307 0.132986395 -0.00218385 0.0158228
Variable X 1 0.04729586 0.021638774 2.18569942 0.035821329 0.00332058 0.09127114

Qualcomm
Resumen
Estadísticas de la regresión
Coeficiente d 0.4319323
Coeficiente d 0.18656551
R^2 ajustado 0.16264097
Error típico 0.02409329
Observacione 36

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 0.00452668 0.00452668 7.798080192 0.00852391
Residuos 34 0.01973654 0.00058049
Total 35 0.02426322

Coeficientes Error típico Estadístico t Probabilidad Inferior 95%Superior 95%

Intercepción 0.0063531 0.004233254 1.50075943 0.142648085 -0.00224991 0.0149561
Variable X 1 0.13195152 0.047252037 2.79250429 0.008523908 0.03592382 0.22797921

2 Microsoft 0.154349366 Justificación:

Exxon
Mobil 0.165448509 La accion que presentaria mejor
Caterpillar 0.220199811 comportamiento en un mercado de alta
calidad es Procter & Gamble, ya que la
Johnson & Beta de la acción se acerca a 1.
Johnson 0.004993826
McDonald'
s 0.224724053 0.255575593
Sandisk 0.047295856
Qualcomm 0.131951515
Procter &
Gamble 0.255575593

3 R^2
Microsoft 0.070745231 Justificación:
Exxon
Mobil 0.120927495 para determinar que es una accion es
Caterpillar 0.328803398 volatil al mercado lo comparamos con 1,
se toma el mas cercano, en este caso
Johnson &
McDonald´s 0,33 es el mas rentable y el
Johnson 4.373112E-05
poco rentable dentro del mercado es el de
McDonald' Johnson & Johnson el cual su
s 0.337805463 restabilidad es de 4,37-5
Sandisk 0.123197958
Qualcomm 0.186565511
Procter &
Gamble 0.129457533
 Procter &
Qualcomm Gamble S&P 500 Microsoft
SUMMARY OUTPUT
0.0349 0.000465 -0.027415
-0.08178 -0.043356 -0.017004 Regression Statistics
0.04251 0.087833 0.008358 Multiple R
-0.11444 0.013588 0.081044 R Square
0.05395 0.021925 0.050899 Adjusted R Square
0.07124 -0.028752 0.011322 Standard Error
0.04285 -0.009587 0.016224 Observations
0.10459 -0.006601 0.017873
0.00823 0.063352 -0.011944 ANOVA
0.13967 0.063833 0.054962
-0.06043 -0.020857 0.007129 Regression
0.21055 0.037822 0.050765 Residual
0.08678 0.01657 0.017276 Total
0.07763 0.014147 0.012209
0.05072 0.02312 -0.016359
-0.05778 0.013063 -0.016791 Intercept b0
0.07541 0.019574 0.012083 X Variable 1 b1
0.08812 0.009831 0.017989
-0.05166 -0.037472 -0.034291
0.10157 0.07325 0.002287 Exxon Mobil
0.02602 -0.033053 0.009364 SUMMARY OUTPUT
0.06557 -0.049704 0.014014
0.00048 0.044939 0.038595 Regression Statistics
0.02042 0.029918 0.032458 Multiple R 0.347746308
-0.1217 -0.029049 -0.02529 R Square 0.120927495
-0.03008 -0.00263 0.018903 Adjusted R Square 0.095072421
0.01609 -0.001695 -0.019118 Standard Error 0.025046504
-0.0475 0.026981 -0.020109 Observations 36
0.07079 0.018467 0.029952
-0.1143 -0.043518 -0.000143 ANOVA
0.196 0.059905 0.035968 df
0.00811 -0.002696 -0.011222 Regression 1
0.12692 0.071738 0.006949 Residual 34
-0.11151 -0.053649 -0.017741 Total 35
0.14361 0.021432 0.035186
-0.05058 0.012065 -0.000952 Coefficients
Intercept 0.007342674
X Variable 1 0.165448509

Carterpillar
 Resumen

Estadísticas de la regresión
Coeficiente de corre 0.573413811
Coeficiente de dete 0.328803398
R^2 ajustado 0.309062322
Error típico 0.021885659
Observaciones 36

ANÁLISIS DE VARIANZA
Grados de libertad
Regresión 1
Residuos 34
Inferior 95,0%
Superior 95,0% Total 35
-0.00324149 0.01243218
0.11506474 0.33438337 Coeficientes
Intercepción 0.003467875
Variable X 1 0.220199811

Johnson &
Johnson

Resumen

Estadísticas de la regresión
Coeficiente de corre 0.006612951
Coeficiente de dete 4.37311E-05
R^2 ajustado -0.029366747
Error típico 0.02671316
Observaciones 36

ANÁLISIS DE VARIANZA
Grados de libertad
Regresión 1
Residuos 34
Inferior 95,0%
Superior 95,0% Total 35
-0.00218385 0.0158228
0.00332058 0.09127114 Coeficientes
Intercepción 0.010068833
Variable X 1 0.004993826
Procter &
Gamble
 Resumen

Estadísticas de la regresión
Coeficiente de corre 0.359802075
Coeficiente de dete 0.129457533
R^2 ajustado 0.103853343
Error típico 0.024924689
Observaciones 36

ANÁLISIS DE VARIANZA
Grados de libertad
Regresión 1
Inferior 95,0%
Superior 95,0% Residuos 34
-0.00224991 0.0149561 Total 35
0.03592382 0.22797921
Coeficientes
Intercepción 0.007389023
Variable X 1 0.255575593
n Statistics
0.26597976
0.07074523
0.04341421
0.02575148
36

df SS MS F Significance F
1 0.00171651 0.00171651 2.58845896 0.11689251
34 0.02254671 0.00066314
35 0.02426322

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95,0%
0.00931959 0.00431891 2.15785687 0.03809212 0.00054251 0.01809666 0.00054251
0.15434937 0.09593657 1.60886885 0.11689251 -0.04061721 0.34931594 -0.04061721

SS MS F Significance F
0.00293409 0.00293409 4.67712822 0.0376909
0.02132913 0.00062733
0.02426322

Standard Error t Stat P-value Lower 95% Upper 95% Lower 95,0%Upper 95,0%
0.00436414 1.68250128 0.10163482 -0.00152633 0.01621168 -0.00152633 0.01621168
0.07650208 2.16266692 0.0376909 0.00997759 0.32091943 0.00997759 0.32091943
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
0.00797783 0.00797783 16.6557988 0.00025646
0.01628539 0.00047898
0.02426322

Error típico Estadístico t Probabilidad Inferior 95%Superior 95%Inferior 95,0%

Superior 95,0%
0.00399276 0.86854103 0.39118793 -0.00464639 0.01158214 -0.00464639 0.01158214
0.05395531 4.08115165 0.00025646 0.11054942 0.3298502 0.11054942 0.3298502

Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
1.0611E-06 1.0611E-06 0.00148692 0.96946621
0.02426216 0.00071359
0.02426322

Error típico Estadístico t Probabilidad Inferior 95%Superior 95%Inferior 95,0%

Superior 95,0%
0.0045047 2.2351821 0.03208164 0.00091417 0.01922349 0.00091417 0.01922349
0.12950577 0.03856064 0.96946621 -0.25819356 0.26818121 -0.25819356 0.26818121
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
0.00314106 0.00314106 5.05610729 0.03113117
0.02112216 0.00062124
0.02426322

Error típico Estadístico t Probabilidad Inferior 95%Superior 95%Inferior 95,0%

Superior 95,0%
0.00432495 1.70846512 0.09666572 -0.00140033 0.01617838 -0.00140033 0.01617838
0.11366094 2.24857895 0.03113117 0.02458878 0.48656241 0.02458878 0.48656241
 Upper 95,0%
0.01809666
0.34931594

per 95,0%
erior 95,0%

erior 95,0%
erior 95,0%
β1 Microsoft

Ho:β1=0 β1 Johnson & Johnson

Ha:β≠0
b1= 0.00499383
b1= 0.15434937 sb1= 0.12950577
sb1= 0.09593657 Tcalc.= 0.03856064
Tcalc.= 1.60886885 P= 0.96946621
P= 0.11689251 No se rechaza la nula Ho:β1=0
β1 McDonald's
β1 Exxon Mobil
b1= 0.22472405
b1= 0.16544851 sb1= 0.0539597
sb1= 0.07650208 Tcalc.= 4.16466426
Tcalc.= 2.16266692 P= 0.00020149
P= 0.0376909 Se rechaza la Ho:Ho:β1=0
β1 Sandisk
β1 Caterpillar
b1= 0.04729586
b1= 0.22019981 sb1= 0.02163877
sb1= 0.05395531 Tcalc.= 2.18569942
Tcalc.= 4.08115165 P= 0.03582133
P= 0.00025646 Se rechaza la nula:
hnson & Johnson β1 Qualcomm

b1= 0.13195152
sb1= 0.04725204
Tcalc.= 2.79250429
P= 0.00852391

β1 Procter & Gamble

b1= 0.25557559
sb1= 0.11366094
Tcalc.= 2.24857895
P= 0.03113117
 R^2 R^2 a
Microsoft 0.070745231
Exxon
Mobil 0.120927495
Caterpillar 0.328803398
Johnson &
Johnson 4.373112E-05
McDonald'
s 0.337805463 11.82 0.1182
Sandisk 0.123197958
Qualcomm 0.186565511
Procter &
Gamble 0.129457533