APPLE GSPC RENDIMIENTOS

Date Adj Close Adj Close APPLE RENDIMIENTOS GSPC

8/1/2017 38.813309 2,471.65 Pij
1 9/1/2017 36.618282 2,519.36 -0.056553462113 0.02 1.69%
2 10/1/2017 40.163216 2,575.26 0.096807763947 0.02 1.69%
3 11/1/2017 40.83086 2,647.58 0.0166232704074 0.03 1.69%
4 12/1/2017 40.352894 2,673.61 -0.011705998845 0.01 1.69%
5 1/1/2018 39.923683 2,823.81 -0.010636436633 0.06 1.69%
6 2/1/2018 42.472713 2,713.83 0.0638475663681 - 0.04 1.69%
7 3/1/2018 40.170261 2,640.87 -0.054210146642 - 0.03 1.69%
8 4/1/2018 39.566921 2,648.05 -0.01501956883 0.00 1.69%
9 5/1/2018 44.740841 2,705.27 0.1307637761351 0.02 1.69%
10 6/1/2018 44.490349 2,718.37 -0.005598732487 0.00 1.69%
11 7/1/2018 45.73534 2,816.29 0.0279833947807 0.04 1.69%
12 8/1/2018 54.709843 2,901.52 0.1962268783833 0.03 1.69%
13 9/1/2018 54.445869 2,913.98 -0.004824981859 0.00 1.69%
14 10/1/2018 52.786491 2,711.74 -0.030477573974 - 0.07 1.69%
15 11/1/2018 43.071423 2,760.17 -0.184044588226 0.02 1.69%
16 12/1/2018 38.177807 2,506.85 -0.113616306571 - 0.09 1.69%
17 1/1/2019 40.283455 2,704.10 0.0551537179702 0.08 1.69%
18 2/1/2019 41.907478 2,784.49 0.0403148885814 0.03 1.69%
19 3/1/2019 46.170757 2,834.40 0.1017307460019 0.02 1.69%
20 4/1/2019 48.776447 2,945.83 0.0564359384448 0.04 1.69%
21 5/1/2019 42.553913 2,752.06 -0.127572514661 - 0.07 1.69%
22 6/1/2019 48.29327 2,941.76 0.1348726026676 0.07 1.69%
23 7/1/2019 51.982609 2,980.38 0.0763944748409 0.01 1.69%
24 8/1/2019 50.933395 2,926.46 -0.020183942672 - 0.02 1.69%
25 9/1/2019 54.857216 2,976.74 0.0770382771461 0.02 1.69%
26 10/1/2019 60.929054 3,037.56 0.1106843992958 0.02 1.69%
27 11/1/2019 65.457825 3,140.98 0.0743285953529 0.03 1.69%
28 12/1/2019 72.139954 3,230.78 0.1020829671624 0.03 1.69%
29 1/1/2020 76.036224 3,225.52 0.0540098764133 - 0.00 1.69%
30 2/1/2020 67.15538 2,954.22 -0.11679754113 - 0.08 1.69%
31 3/1/2020 62.618782 2,584.59 -0.067553753698 - 0.13 1.69%
32 4/1/2020 72.348083 2,912.43 0.1553735267479 0.13 1.69%
33 5/1/2020 78.292564 3,044.31 0.082165010509 0.05 1.69%
34 6/1/2020 90.074974 3,100.29 0.1504920697194 0.02 1.69%
35 7/1/2020 104.949203 3,271.12 0.1651316491082 0.06 1.69%
36 8/1/2020 127.448181 3,500.31 0.2143796937648 0.07 1.69%
37 9/1/2020 114.587631 3,363.00 -0.100908070238 - 0.04 1.69%
38 10/1/2020 107.710983 3,269.96 -0.060012131676 - 0.03 1.69%
39 11/1/2020 117.793442 3,621.63 0.0936066009165 0.11 1.69%
40 12/1/2020 131.515961 3,756.07 0.1164964599642 0.04 1.69%
41 1/1/2021 130.79245 3,714.24 -0.005501317061 - 0.01 1.69%
42 2/1/2021 120.187103 3,811.15 -0.08108531494 0.03 1.69%
43 3/1/2021 121.250153 3,972.89 0.0088449590136 0.04 1.69%
44 4/1/2021 130.491562 4,181.17 0.0762177100098 0.05 1.69%
45 5/1/2021 123.692017 4,204.11 -0.052107162301 0.01 1.69%
46 6/1/2021 136.181961 4,297.50 0.1009761527294 0.02 1.69%
47 7/1/2021 145.031403 4,395.26 0.0649824832527 0.02 1.69%
48 8/1/2021 150.967499 4,522.68 0.0409297288533 0.03 1.69%
49 9/1/2021 140.906967 4,307.54 -0.066640383305 - 0.05 1.69%
50 10/1/2021 149.17218 4,605.38 0.0586572344574 0.07 1.69%
51 11/1/2021 164.607239 4,567.00 0.1034714314693 - 0.01 1.69%
52 12/1/2021 177.083878 4,766.18 0.0757964174346 0.04 1.69%
53 1/1/2022 174.301514 4,515.55 -0.01571212485 - 0.05 1.69%
54 2/1/2022 164.667953 4,373.94 -0.055269519919 - 0.03 1.69%
55 3/1/2022 174.353836 4,530.41 0.0588206923299 0.04 1.69%
56 4/1/2022 157.418701 4,131.93 -0.097130842593 - 0.09 1.69%
57 5/1/2022 148.621628 4,132.15 -0.055883277807 0.00 1.69%
58 6/1/2022 136.720001 3,785.38 -0.0800800473 - 0.08 1.69%
59 7/1/2022 152.949997 3,966.84 0.1187097416712 0.05 1.69%
RENDIMIENTOS ESPERADOS

Beta 1.17
APPLE GSPC

Pij*Rij Pij*Rij Pij*(Rij-Rmi)

-0.00095853 0.000327 0.0000017062 -0.08386236 0.01003 - 0.000841
0.00164081 0.000376 0.0000083443 0.06949887 0.01292 0.000898
0.00028175 0.000476 0.0000133667 -0.01068563 0.01881 - 0.000201
-0.00019841 0.000167 0.0000016383 -0.0390149 0.00056 - 0.000022
-0.00018028 0.000952 0.0000534924 -0.03794533 0.04691 - 0.001780
0.00108216 - 0.000660 0.0000257101 0.03653867 - 0.04822 - 0.001762
-0.00091882 - 0.000456 0.0000122505 -0.08151904 - 0.03615 0.002947
-0.00025457 0.000046 0.0000001253 -0.04232847 - 0.00655 0.000277
0.00221634 0.000366 0.0000079139 0.10345488 0.01234 0.001276
-9.4894E-05 0.000082 0.0000003974 -0.03290763 - 0.00443 0.000146
0.00047429 0.000611 0.0000219925 0.0006745 0.02675 0.000018
0.00332588 0.000513 0.0000155231 0.16891798 0.02099 0.003546
-8.1779E-05 0.000073 0.0000003126 -0.03213388 - 0.00498 0.000160
-0.00051657 - 0.001176 0.0000816411 -0.05778647 - 0.07867 0.004546
-0.0031194 0.000303 0.0000054061 -0.21135349 0.00859 - 0.001815
-0.0019257 - 0.001556 0.0001427629 -0.1409252 - 0.10105 0.014240
0.00093481 0.001334 0.0001049362 0.02784482 0.06941 0.001933
0.0006833 0.000504 0.0000149798 0.01300599 0.02046 0.000266
0.00172425 0.000304 0.0000054454 0.07442185 0.00865 0.000644
0.00095654 0.000666 0.0000261957 0.02912704 0.03004 0.000875
-0.00216225 - 0.001115 0.0000733341 -0.15488141 - 0.07505 0.011623
0.00228598 0.001168 0.0000805317 0.10756371 0.05966 0.006417
0.00129482 0.000223 0.0000029212 0.04908558 0.00386 0.000189
-0.0003421 - 0.000307 0.0000055476 -0.04749284 - 0.02736 0.001299
0.00130573 0.000291 0.0000050033 0.04972938 0.00791 0.000393
0.00187601 0.000346 0.0000070755 0.0833755 0.01116 0.000931
0.00125981 0.000577 0.0000196475 0.0470197 0.02478 0.001165
0.00173022 0.000485 0.0000138538 0.07477407 0.01932 0.001445
0.00091542 - 0.000028 0.0000000449 0.02670098 - 0.01090 - 0.000291
-0.00197962 - 0.001426 0.0001199080 -0.14410644 - 0.09338 0.013457
-0.00114498 - 0.002121 0.0002653363 -0.09486265 - 0.13439 0.012749
0.00263345 0.002150 0.0002727021 0.12806463 0.11757 0.015057
0.00139263 0.000767 0.0000347532 0.05485611 0.03601 0.001975
0.00255071 0.000312 0.0000057311 0.12318317 0.00912 0.001123
0.00279884 0.000934 0.0000514602 0.13782275 0.04583 0.006317
0.00363355 0.001188 0.0000832044 0.1870708 0.06079 0.011373
-0.00171031 - 0.000665 0.0000260819 -0.12821697 - 0.04850 0.006218
-0.00101715 - 0.000469 0.0000129728 -0.08732103 - 0.03694 0.003225
0.00158655 0.001823 0.0001960351 0.0662977 0.09828 0.006515
0.00197452 0.000629 0.0000233559 0.08918756 0.02785 0.002484
 -9.3243E-05 - 0.000189 0.0000021021 -0.03281021 - 0.02041 0.000670
-0.00137433 0.000442 0.0000115384 -0.10839421 0.01682 - 0.001823
0.00014991 0.000719 0.0000305261 -0.01846394 0.03317 - 0.000612
0.00129183 0.000889 0.0000465833 0.04890881 0.04316 0.002111
-0.00088317 0.000093 0.0000005102 -0.07941606 - 0.00378 0.000300
0.00171146 0.000377 0.0000083637 0.07366726 0.01294 0.000954
0.0011014 0.000386 0.0000087708 0.03767359 0.01348 0.000508
0.00069372 0.000491 0.0000142447 0.01362083 0.01972 0.000269
-0.0011295 - 0.000806 0.0000383529 -0.09394928 - 0.05684 0.005340
0.00099419 0.001172 0.0000810318 0.03134834 0.05987 0.001877
0.00175375 - 0.000141 0.0000011771 0.07616253 - 0.01760 - 0.001341
0.00128469 0.000739 0.0000322387 0.04848752 0.03434 0.001665
-0.00026631 - 0.000891 0.0000468677 -0.04302102 - 0.06185 0.002661
-0.00093677 - 0.000532 0.0000166692 -0.08257842 - 0.04063 0.003355
0.00099696 0.000606 0.0000216902 0.03151179 0.02650 0.000835
-0.00164629 - 0.001491 0.0001311252 -0.12443974 - 0.09723 0.012099
-0.00094717 0.000001 0.0000000000 -0.08319218 - 0.00922 0.000767
-0.00135729 - 0.001422 0.0001193655 -0.10738894 - 0.09319 0.010008
0.00201203 0.000812 0.0000389485 0.09140084 0.03867 0.003534
0.0273089 0.009270 0.0024937472 0.002919
Var Covar