Carozzi S.

A
Fecha Último Retorno (Y-Y') (Y-Y')^2 (Y-Y')*(X-X') Fecha

0 Jan-16 1,346.13 Jan-16

1 Feb-16 1,346.13 0.00% -0.29% 0.00% 0.00% Feb-16

2 Mar-16 1,320.07 -1.94% -2.23% 0.05% -0.12% Mar-16

3 Apr-16 1,320.07 0.00% -0.29% 0.00% 0.00% Apr-16

4 May-16 1,372.42 3.97% 3.67% 0.14% -0.06% May-16

5 Jun-16 1,372.42 0.00% -0.29% 0.00% 0.00% Jun-16

6 Jul-16 1,408.54 2.63% 2.34% 0.05% 0.07% Jul-16

7 Aug-16 1,413.05 0.32% 0.03% 0.00% 0.00% Aug-16

8 Sep-16 1,413.05 0.00% -0.29% 0.00% 0.01% Sep-16

9 Oct-16 1,413.96 0.06% -0.23% 0.00% -0.01% Oct-16

10 Nov-16 1,413.96 0.00% -0.29% 0.00% 0.01% Nov-16

11 Dec-16 1,413.96 0.00% -0.29% 0.00% 0.01% Dec-16

12 Jan-17 1,354.36 -4.22% -4.51% 0.20% -0.04% Jan-17

13 Feb-17 1,444.66 6.67% 6.38% 0.41% 0.23% Feb-17

14 Mar-17 1,444.66 0.00% -0.29% 0.00% -0.03% Mar-17

15 Apr-17 1,534.95 6.25% 5.96% 0.36% 0.01% Apr-17

16 May-17 1,573.81 2.53% 2.24% 0.05% 0.02% May-17

17 Jun-17 1,666.39 5.88% 5.59% 0.31% -0.15% Jun-17

18 Jul-17 1,666.39 0.00% -0.29% 0.00% -0.02% Jul-17

19 Aug-17 1,666.39 0.00% -0.29% 0.00% 0.00% Aug-17

20 Sep-17 1,666.39 0.00% -0.29% 0.00% -0.01% Sep-17

21 Oct-17 1,712.68 2.78% 2.49% 0.06% 0.12% Oct-17

22 Nov-17 1,712.68 0.00% -0.29% 0.00% 0.03% Nov-17

23 Dec-17 1,712.68 0.00% -0.29% 0.00% -0.03% Dec-17

24 Jan-18 1,731.19 1.08% 0.79% 0.01% 0.04% Jan-18

25 Feb-18 1,731.19 0.00% -0.29% 0.00% 0.01% Feb-18

26 Mar-18 1,731.19 0.00% -0.29% 0.00% 0.01% Mar-18

27 Apr-18 1,731.19 0.00% -0.29% 0.00% -0.01% Apr-18

28 May-18 1,773.88 2.47% 2.17% 0.05% -0.09% May-18

29 Jun-18 1,778.62 0.27% -0.02% 0.00% 0.00% Jun-18

30 Jul-18 1,802.33 1.33% 1.04% 0.01% 0.02% Jul-18

31 Aug-18 1,849.76 2.63% 2.34% 0.05% -0.07% Aug-18

32 Sep-18 1,849.76 0.00% -0.29% 0.00% 0.00% Sep-18

33 Oct-18 1,849.76 0.00% -0.29% 0.00% 0.01% Oct-18

34 Nov-18 1,849.76 0.00% -0.29% 0.00% 0.00% Nov-18

35 Dec-18 1,849.76 0.00% -0.29% 0.00% 0.00% Dec-18

36 Jan-19 1,849.76 0.00% -0.29% 0.00% -0.01% Jan-19

37 Feb-19 1,849.76 0.00% -0.29% 0.00% 0.01% Feb-19

38 Mar-19 1,849.76 0.00% -0.29% 0.00% 0.00% Mar-19

39 Apr-19 1,849.76 0.00% -0.29% 0.00% 0.00% Apr-19

40 May-19 1,943.03 5.04% 4.75% 0.23% -0.19% May-19

41 Jun-19 1,943.03 0.00% -0.29% 0.00% 0.00% Jun-19

42 Jul-19 1,943.03 0.00% -0.29% 0.00% 0.01% Jul-19

43 Aug-19 1,943.03 0.00% -0.29% 0.00% 0.01% Aug-19

44 Sep-19 1,943.03 0.00% -0.29% 0.00% -0.01% Sep-19

45 Oct-19 1,651.58 -15.00% -15.29% 2.34% 1.03% Oct-19

46 Nov-19 1,603.00 -2.94% -3.23% 0.10% 0.17% Nov-19

47 Dec-19 1,603.00 0.00% -0.29% 0.00% -0.01% Dec-19

48 Jan-20 1,603.00 0.00% -0.29% 0.00% 0.01% Jan-20

49 Feb-20 1,603.00 0.00% -0.29% 0.00% 0.03% Feb-20

50 Mar-20 1,603.00 0.00% -0.29% 0.00% 0.05% Mar-20

51 Apr-20 1,603.00 0.00% -0.29% 0.00% -0.04% Apr-20

52 May-20 1,650.00 2.93% 2.64% 0.07% -0.20% May-20

53 Jun-20 1,558.30 -5.56% -5.85% 0.34% -0.49% Jun-20

54 Jul-20 1,558.30 0.00% -0.29% 0.00% 0.00% Jul-20

55 Aug-20 1,558.30 0.00% -0.29% 0.00% 0.02% Aug-20

56 Sep-20 1,558.30 0.00% -0.29% 0.00% 0.01% Sep-20

57 Oct-20 1,558.30 0.00% -0.29% 0.00% 0.01% Oct-20

58 Nov-20 1,558.30 0.00% -0.29% 0.00% -0.04% Nov-20

59 Dec-20 1,558.30 0.00% -0.29% 0.00% -0.01% Dec-20

SUMAS 17.19% 0.00% 4.86% 0.25%

PROMEDIO 0.29%
VARIANZA 0.08%
DESVIACIÓN ESTANDAR 2.89%
COVARIANZA 0.00%
BETA 0.015 mide el riesgo sistematico atravez de la desviancion estandar y ver si conviene o no a la empres

RETORNO DE 4.59%
TASA LIBRE R 2.82%
CAPM 2.85% Si es mas bajo sea es mas dispersa y no pierde tanto y si es mas alto es posible perder tiene que
IGPA
Último Retorno (X-X') (X-X')^2

18,243.46

18,259.20 0.09% -0.30% 0.00%

19,296.65 5.68% 5.30% 0.28%

19,655.14 1.86% 1.48% 0.02%

19,416.89 -1.21% -1.59% 0.03%

19,725.53 1.59% 1.21% 0.01%

20,368.48 3.26% 2.88% 0.08%

20,429.26 0.30% -0.08% 0.00%

20,046.48 -1.87% -2.26% 0.05%

21,423.49 6.87% 6.49% 0.42%

21,020.27 -1.88% -2.26% 0.05%

20,734.17 -1.36% -1.74% 0.03%

20,988.59 1.23% 0.84% 0.01%

21,811.38 3.92% 3.54% 0.13%

23,967.87 9.89% 9.50% 0.90%

24,088.63 0.50% 0.12% 0.00%

24,354.53 1.10% 0.72% 0.01%

23,787.44 -2.33% -2.71% 0.07%

25,312.82 6.41% 6.03% 0.36%

25,726.70 1.64% 1.25% 0.02%

26,682.39 3.71% 3.33% 0.11%

28,028.35 5.04% 4.66% 0.22%

25,167.46 -10.21% -10.59% 1.12%

27,980.78 11.18% 10.80% 1.17%

29,419.79 5.14% 4.76% 0.23%

28,132.18 -4.38% -4.76% 0.23%

27,736.23 -1.41% -1.79% 0.03%

28,699.31 3.47% 3.09% 0.10%

27,625.84 -3.74% -4.12% 0.17%

26,843.21 -2.83% -3.22% 0.10%

27,360.34 1.93% 1.54% 0.02%

26,589.85 -2.82% -3.20% 0.10%

26,885.86 1.11% 0.73% 0.01%

25,979.23 -3.37% -3.75% 0.14%

25,965.55 -0.05% -0.44% 0.00%

25,949.84 -0.06% -0.44% 0.00%

27,317.47 5.27% 4.89% 0.24%

26,797.42 -1.90% -2.29% 0.05%

26,643.94 -0.57% -0.96% 0.01%

26,331.76 -1.17% -1.55% 0.02%

25,352.28 -3.72% -4.10% 0.17%

25,782.14 1.70% 1.31% 0.02%

25,280.70 -1.94% -2.33% 0.05%

 24,278.74 -3.96% -4.35% 0.19%

25,455.44 4.85% 4.46% 0.20%

23,838.15 -6.35% -6.74% 0.45%

22,705.71 -4.75% -5.13% 0.26%

23,393.53 3.03% 2.65% 0.07%

22,958.19 -1.86% -2.24% 0.05%

20,748.06 -9.63% -10.01% 1.00%

17,486.77 -15.72% -16.10% 2.59%

19,823.33 13.36% 12.98% 1.68%

18,362.54 -7.37% -7.75% 0.60%

19,969.02 8.75% 8.37% 0.70%

20,271.65 1.52% 1.13% 0.01%

19,177.00 -5.40% -5.78% 0.33%

18,461.98 -3.73% -4.11% 0.17%

17,918.79 -2.94% -3.32% 0.11%

20,229.06 12.89% 12.51% 1.57%

21,007.46 3.85% 3.47% 0.12%

22.58% 0.00% 16.90%

0.38%
0.29%
5.40%

i conviene o no a la empresa para invertir

es posible perder tiene que ver con los numeros negativos es menos riesgo 0 a 1 es ideal si es mas alta puede ser una perdida al accionist
ede ser una perdida al accionista