MATRIZ DE PRECIOS MATRIZ DE RENTABILIDADES

Fecha Precio CANON Precio NIKON Fecha Precio CANON

5/1/2018 2,996.77 1,521.43 5/1/2018
6/1/2018 2,929.80 1,519.71 6/1/2018 -2.23%
7/1/2018 2,982.73 1,622.29 7/1/2018 1.81%
8/1/2018 2,938.20 1,833.48 8/1/2018 -1.49%
9/1/2018 2,976.96 1,840.38 9/1/2018 1.32%
10/1/2018 2,657.00 1,719.59 10/1/2018 -10.75%
11/1/2018 2,655.35 1,556.11 11/1/2018 -0.06%
12/1/2018 2,474.75 1,429.35 12/1/2018 -6.80%
1/1/2019 2,639.37 1,629.54 1/1/2019 6.65%
2/1/2019 2,713.11 1,473.93 2/1/2019 2.79%
3/1/2019 2,723.28 1,364.65 3/1/2019 0.37%
4/1/2019 2,618.18 1,381.13 4/1/2019 -3.86%
5/1/2019 2,597.84 1,324.10 5/1/2019 -0.78%
6/1/2019 2,666.49 1,357.96 6/1/2019 2.64%
7/1/2019 2,581.70 1,316.97 7/1/2019 -3.18%
8/1/2019 2,399.62 1,171.73 8/1/2019 -7.05%
9/1/2019 2,505.22 1,201.14 9/1/2019 4.40%
10/1/2019 2,574.32 1,265.74 10/1/2019 2.76%
11/1/2019 2,633.42 1,366.82 11/1/2019 2.30%
12/1/2019 2,595.61 1,223.85 12/1/2019 -1.44%
1/1/2020 2,575.62 1,219.30 1/1/2020 -0.77%
2/1/2020 2,439.10 1,009.86 2/1/2020 -5.30%
3/1/2020 2,104.93 908.79 3/1/2020 -13.70%
4/1/2020 2,038.45 925.78 4/1/2020 -3.16%
5/1/2020 1,980.01 910.15 5/1/2020 -2.87%
6/1/2020 1,904.61 829.25 6/1/2020 -3.81%
7/1/2020 1,522.39 674.80 7/1/2020 -20.07%
8/1/2020 1,664.09 764.90 8/1/2020 9.31%
9/1/2020 1,586.43 650.90 9/1/2020 -4.67%
10/1/2020 1,635.48 586.46 10/1/2020 3.09%
11/1/2020 1,683.62 605.11 11/1/2020 2.94%
12/1/2020 1,796.71 606.97 12/1/2020 6.72%
1/1/2021 2,126.23 775.73 1/1/2021 18.34%
2/1/2021 2,124.38 881.09 2/1/2021 -0.09%
3/1/2021 2,318.98 965.00 3/1/2021 9.16%
4/1/2021 2,412.11 967.62 4/1/2021 4.02%
5/1/2021 2,372.26 1,056.10 5/1/2021 -1.65%
6/1/2021 2,328.71 1,115.40 6/1/2021 -1.84%
7/1/2021 2,354.20 953.50 7/1/2021 1.09%
8/1/2021 2,462.65 1,090.92 8/1/2021 4.61%
9/1/2021 2,584.30 1,176.58 9/1/2021 4.94%
10/1/2021 2,412.20 1,193.96 10/1/2021 -6.66%
11/1/2021 2,357.50 1,125.14 11/1/2021 -2.27%
12/1/2021 2,641.35 1,185.36 12/1/2021 12.04%
1/1/2022 2,603.87 1,133.74 1/1/2022 -1.42%
2/1/2022 2,594.26 1,140.43 2/1/2022 -0.37%
3/1/2022 2,877.38 1,256.10 3/1/2022 10.91%
4/1/2022 2,879.30 1,428.17 4/1/2022 0.07%
5/1/2022 3,116.76 1,558.27 5/1/2022 8.25%
6/1/2022 2,965.83 1,523.32 6/1/2022 -4.84%
7/1/2022 3,076.66 1,477.69 7/1/2022 3.74%
8/1/2022 3,266.68 1,546.62 8/1/2022 6.18%
9/1/2022 3,107.02 1,327.20 9/1/2022 -4.89%
10/1/2022 3,089.39 1,417.63 10/1/2022 -0.57%
11/1/2022 3,146.20 1,314.19 11/1/2022 1.84%
12/1/2022 2,797.01 1,158.54 12/1/2022 -11.10%
1/1/2023 2,893.00 1,257.05 1/1/2023 3.43%
2/1/2023 2,940.50 1,329.96 2/1/2023 1.64%
3/1/2023 2,955.50 1,334.88 3/1/2023 0.51%
4/1/2023 2,925.50 1,297.00 4/1/2023 -1.02%
4/12/2023 2,966.00 1,311.00 4/12/2023 1.38%
DE RENTABILIDADES
Precio NIKON
DETALLE CANON NIKON
-0.11% RENTABILIDAD ESPERADA 0.18% 0.18%
6.75% VOLATILIDAD 6.17% 9.26%
13.02% COEFICIENTE DE VARIACIÓN 0.02855414 0.01938338
0.38% VARIANZA 0.003802722662 0.008580734688
-6.56% COVARIANZA 0.003866681696
-9.51% BETA 1.016819273917
-8.15%
14.01%
-9.55%
-7.41%
1.21%
-4.13%
2.56%
-3.02%
-11.03%
2.51%
5.38%
7.99%
-10.46%
-0.37%
-17.18%
-10.01%
1.87%
-1.69%
-8.89%
-18.63%
13.35%
-14.90%
-9.90%
3.18%
0.31%
27.80%
13.58%
9.52%
0.27%
9.14%
5.61%
-14.51%
14.41%
7.85%
1.48%
-5.76%
 5.35%
-4.35%
0.59%
10.14%
13.70%
9.11%
-2.24%
-3.00%
4.66%
-14.19%
6.81%
-7.30%
-11.84%
8.50%
5.80%
0.37%
-2.84%
1.08%
 MATRIZ DE PRECIOS MATRIZ DE RENTABILIDADES
Fecha Precio CANON Precio NIKON Fecha Precio CANON
5/1/2018 2,996.77 1,521.43 5/1/2018 Precio CANON
6/1/2018 2,929.80 1,519.71 6/1/2018 -2.23%
7/1/2018 2,982.73 1,622.29 7/1/2018 1.81%
8/1/2018 2,938.20 1,833.48 8/1/2018 -1.49%
9/1/2018 2,976.96 1,840.38 9/1/2018 1.32%
10/1/2018 2,657.00 1,719.59 10/1/2018 -10.75%
11/1/2018 2,655.35 1,556.11 11/1/2018 -0.06%
12/1/2018 2,474.75 1,429.35 12/1/2018 -6.80%
1/1/2019 2,639.37 1,629.54 1/1/2019 6.65%
2/1/2019 2,713.11 1,473.93 2/1/2019 2.79%
3/1/2019 2,723.28 1,364.65 3/1/2019 0.37%
4/1/2019 2,618.18 1,381.13 4/1/2019 -3.86%
5/1/2019 2,597.84 1,324.10 5/1/2019 -0.78%
6/1/2019 2,666.49 1,357.96 6/1/2019 2.64%
7/1/2019 2,581.70 1,316.97 7/1/2019 -3.18%
8/1/2019 2,399.62 1,171.73 8/1/2019 -7.05%
9/1/2019 2,505.22 1,201.14 9/1/2019 4.40%
10/1/2019 2,574.32 1,265.74 10/1/2019 2.76%
11/1/2019 2,633.42 1,366.82 11/1/2019 2.30%
12/1/2019 2,595.61 1,223.85 12/1/2019 -1.44%
1/1/2020 2,575.62 1,219.30 1/1/2020 -0.77%
2/1/2020 2,439.10 1,009.86 2/1/2020 -5.30%
3/1/2020 2,104.93 908.79 3/1/2020 -13.70%
4/1/2020 2,038.45 925.78 4/1/2020 -3.16%
5/1/2020 1,980.01 910.15 5/1/2020 -2.87%
6/1/2020 1,904.61 829.25 6/1/2020 -3.81%
7/1/2020 1,522.39 674.80 7/1/2020 -20.07%
8/1/2020 1,664.09 764.90 8/1/2020 9.31%
9/1/2020 1,586.43 650.90 9/1/2020 -4.67%
10/1/2020 1,635.48 586.46 10/1/2020 3.09%
11/1/2020 1,683.62 605.11 11/1/2020 2.94%
12/1/2020 1,796.71 606.97 12/1/2020 6.72%
1/1/2021 2,126.23 775.73 1/1/2021 18.34%
2/1/2021 2,124.38 881.09 2/1/2021 -0.09%
3/1/2021 2,318.98 965.00 3/1/2021 9.16%
4/1/2021 2,412.11 967.62 4/1/2021 4.02%
5/1/2021 2,372.26 1,056.10 5/1/2021 -1.65%
6/1/2021 2,328.71 1,115.40 6/1/2021 -1.84%
7/1/2021 2,354.20 953.50 7/1/2021 1.09%
8/1/2021 2,462.65 1,090.92 8/1/2021 4.61%
9/1/2021 2,584.30 1,176.58 9/1/2021 4.94%
10/1/2021 2,412.20 1,193.96 10/1/2021 -6.66%
11/1/2021 2,357.50 1,125.14 11/1/2021 -2.27%
12/1/2021 2,641.35 1,185.36 12/1/2021 12.04%
1/1/2022 2,603.87 1,133.74 1/1/2022 -1.42%
2/1/2022 2,594.26 1,140.43 2/1/2022 -0.37%
3/1/2022 2,877.38 1,256.10 3/1/2022 10.91%
4/1/2022 2,879.30 1,428.17 4/1/2022 0.07%
5/1/2022 3,116.76 1,558.27 5/1/2022 8.25%
6/1/2022 2,965.83 1,523.32 6/1/2022 -4.84%
7/1/2022 3,076.66 1,477.69 7/1/2022 3.74%
8/1/2022 3,266.68 1,546.62 8/1/2022 6.18%
9/1/2022 3,107.02 1,327.20 9/1/2022 -4.89%
10/1/2022 3,089.39 1,417.63 10/1/2022 -0.57%
11/1/2022 3,146.20 1,314.19 11/1/2022 1.84%
12/1/2022 2,797.01 1,158.54 12/1/2022 -11.10%
1/1/2023 2,893.00 1,257.05 1/1/2023 3.43%
2/1/2023 2,940.50 1,329.96 2/1/2023 1.64%
3/1/2023 2,955.50 1,334.88 3/1/2023 0.51%
4/1/2023 2,925.50 1,297.00 4/1/2023 -1.02%
4/12/2023 2,966.00 1,311.00 4/12/2023 1.38%
DE RENTABILIDADES
Precio NIKON Precio NIKON
Precio NIKON
40.00%
-0.11%
6.75%
13.02% 30.00%
0.38%
-6.56% 20.00%
-9.51% f(x) = 1.01681927391726 x + 5.08431391942912E-06
-8.15%
10.00%
14.01%
-9.55%
0.00%
-7.41% -25.00% -20.00% -15.00% -10.00% -5.00% 0.00% 5.00% 10.00% 15.00% 20.00% 25.0
1.21%
-4.13% -10.00%
2.56%
-3.02% -20.00%
-11.03%
2.51%
-30.00%
5.38%
7.99%
-10.46% Analisis En el gráfico de dispersión podemos observar que cada punto en la linea de
-0.37% tendencia el eje de x es igual al calculo del beta que nos da anteriormente 1,0168
que era la covarianza de la acción con respecto al mercado sobre la varianza del
-17.18% mercado
-10.01%
1.87%
-1.69%
-8.89%
-18.63%
13.35%
-14.90%
-9.90%
3.18%
0.31%
27.80%
13.58%
9.52%
0.27%
9.14%
5.61%
-14.51%
14.41%
7.85%
1.48% el mercado eje de las x
-5.76% acción eje de las y
 5.35%
-4.35% el punto mas alto llego la accio a
0.59%
10.14%
13.70%
9.11%
-2.24%
-3.00%
4.66%
-14.19%
6.81%
-7.30%
-11.84%
8.50%
5.80%
0.37%
-2.84%
1.08%
% 15.00% 20.00% 25.00%

a punto en la linea de
os da anteriormente 1,0168
cado sobre la varianza del