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Caso 1 2023 Resolucion
Caso 1 2023 Resolucion
TRABAJO GRUPAL
1. BETA
N°1
2.
DIVERSIFICACION
3. RENTABILIDAD
INTEGRANTES:
- RAÚL FRANCISCO MORENO CANCHARI
- SILENE MALPARTIDA PIMENTEL
- DIANA NAVEA SANCHEZ CERRO
CURSO:
INSTRUMENTOS Y OPERACIONES FINANCIERAS
PROFESOR:
JOSE RICARDO SALAZAR GARZA
2023
S&P Tesla Calcule la Beta de TESLA
Date Close Close 0.13399073
10/1/2018 270.63 22.49
11/1/2018 275.65 1.8549% 23.37 3.9013% Quiere decir que si el mercado (SP) sube
12/1/2018 249.92 -9.3343% 22.19 -5.0445% Tesla subirá
1/1/2019 269.93 8.0066% 20.47 -7.7464%
2/1/2019 278.68 3.2416% 21.33 4.1887% Si el SP baja en un 10%
3/1/2019 282.48 1.3636% 18.66 -12.5109% Tesla bajará
4/1/2019 294.02 4.0852% 15.91 -14.7109%
5/1/2019 275.27 -6.3771% 12.34 -22.4266%
6/1/2019 293.00 6.4410% 14.90 20.6848%
7/1/2019 297.43 1.5119% 16.11 8.1223%
8/1/2019 292.45 -1.6743% 15.04 -6.6222%
9/1/2019 296.77 1.4772% 16.06 6.7639%
10/1/2019 303.33 2.2105% 20.99 30.7427%
11/1/2019 314.31 3.6198% 22.00 4.7695%
12/1/2019 321.86 2.4021% 27.89 26.7897%
1/1/2020 321.73 -0.0404% 43.37 55.5160%
2/1/2020 296.26 -7.9166% 44.53 2.6776%
3/1/2020 257.75 -12.9987% 34.93 -21.5557%
4/1/2020 290.48 12.6984% 52.13 49.2137%
5/1/2020 304.32 4.7645% 55.67 6.7939%
6/1/2020 308.36 1.3275% 71.99 29.3186%
7/1/2020 326.52 5.8892% 95.38 32.5011%
8/1/2020 349.31 6.9797% 166.11 74.1452%
9/1/2020 334.89 -4.1281% 143.00 -13.9087%
10/1/2020 326.54 -2.4934% 129.35 -9.5499%
11/1/2020 362.06 10.8777% 189.20 46.2736%
12/1/2020 373.88 3.2647% 235.22 24.3252%
1/1/2021 370.07 -1.0190% 264.51 12.4506%
2/1/2021 380.36 2.7805% 225.17 -14.8740%
3/1/2021 396.33 4.1987% 222.64 -1.1207%
4/1/2021 417.30 5.2910% 236.48 6.2147%
5/1/2021 420.04 0.6566% 208.41 -11.8713%
6/1/2021 428.06 1.9093% 226.57 8.7137%
7/1/2021 438.51 2.4412% 229.07 1.1034%
8/1/2021 451.56 2.9760% 245.24 7.0605%
9/1/2021 429.14 -4.9650% 258.49 5.4042%
10/1/2021 459.25 7.0164% 371.33 43.6530%
11/1/2021 455.56 -0.8035% 381.59 2.7612%
12/1/2021 474.96 4.2585% 352.26 -7.6855%
1/1/2022 449.91 -5.2741% 312.24 -11.3609%
2/1/2022 436.63 -2.9517% 290.14 -7.0768%
3/1/2022 451.64 3.4377% 359.20 23.8009%
4/1/2022 412.00 -8.7769% 290.25 -19.1945%
5/1/2022 412.93 0.2257% 252.75 -12.9197%
6/1/2022 377.25 -8.6407% 224.47 -11.1888%
7/1/2022 411.99 9.2087% 297.15 32.3765%
8/1/2022 395.18 -4.0802% 275.61 -7.2489%
9/1/2022 357.18 -9.6159% 265.25 -3.7589%
10/1/2022 386.21 8.1276% 227.54 -14.2168%
11/1/2022 407.68 5.5592% 194.70 -14.4326%
12/1/2022 382.43 -6.1936% 123.18 -36.7334%
1/1/2023 406.48 6.2887% 173.22 40.6235%
2/1/2023 396.26 -2.5143% 205.71 18.7565%
3/1/2023 409.39 3.3135% 207.46 0.8507%
4/1/2023 415.93 1.5975% 164.31 -20.7992%
5/1/2023 417.85 0.4616% 203.93 24.1130%
6/1/2023 443.28 6.0859% 261.77 28.3627%
7/1/2023 457.79 3.2733% 267.43 2.1622%
8/1/2023 450.35 -1.6252% 258.08 -3.4962%
9/1/2023 451.19 0.1865% 245.01 -5.0643%
Beta de TESLA
el SP baja en un 10%
1.34%
AMAZON GOLDMAN SACHS
Date Close Close
9/6/2022 126.110001 326.48999
9/7/2022 129.479996 2.6723% 2.6051% 0.0678665% 330.559998 1.2466%
9/8/2022 129.820007 0.2626% 0.1955% 0.0003820% 335.380005 1.4581%
9/9/2022 133.270004 2.6575% 2.5904% 0.0671006% 340.100006 1.4074%
9/12/2022 136.449997 2.3861% 2.3190% 0.0537768% 342.579987 0.7292%
9/13/2022 126.82 -7.0575% -7.1247% 0.5076098% 328.390015 -4.1421%
9/14/2022 128.550003 1.3641% 1.2970% 0.0168220% 327.26001 -0.3441%
9/15/2022 126.279999 -1.7659% -1.8330% 0.0335988% 331.619995 1.3323%
9/16/2022 123.529999 -2.1777% -2.2448% 0.0503933% 326.209991 -1.6314%
9/19/2022 124.660004 0.9148% 0.8476% 0.0071845% 328.660004 0.7511%
9/20/2022 122.190002 -1.9814% -2.0485% 0.0419650% 323.26001 -1.6430%
9/21/2022 118.540001 -2.9872% -3.0543% 0.0932873% 320.709991 -0.7888%
9/22/2022 117.309998 -1.0376% -1.1048% 0.0122052% 312.920013 -2.4290%
9/23/2022 113.779999 -3.0091% -3.0763% 0.0946341% 301.970001 -3.4993%
9/26/2022 115.150002 1.2041% 1.1369% 0.0129262% 294.619995 -2.4340%
9/27/2022 114.410004 -0.6426% -0.7098% 0.0050379% 291.380005 -1.0997%
9/28/2022 118.010002 3.1466% 3.0794% 0.0948289% 300.790009 3.2295%
9/29/2022 114.800003 -2.7201% -2.7873% 0.0776878% 296.109985 -1.5559%
9/30/2022 113 -1.5679% -1.6351% 0.0267353% 293.049988 -1.0334%
10/3/2022 115.879997 2.5487% 2.4815% 0.0615796% 299.149994 2.0816%
10/4/2022 121.089996 4.4960% 4.4289% 0.1961501% 314.869995 5.2549%
9/1/2023 138.119995 0.0797% 0.0126% 0.0000016% 327.399994 -0.0946%
0.0671% 15.3303678% 0.0140%
Varianza 0.00061816
Desvest 2.4863%
EXCEL Varianza 0.00061816 EXCEL
Desvest 2.4863%
PORTAFOLIO
12.645%
BENEFICIO DE LA DIVERSIFICACIÓN
1.- Usted compró una acción de Volcan en 80 soles, 5 meses despúes la vendió en 90 soles
la inflación de ese período fue del 6%
calcule la rentabildiad Real Nominal y Efectiva que obtuvo por si inversión
Precio de venta 90
Precio de compra 80
tasa de rentabilidad 12.50% tasa efectiva
tasa de inflación 6%
Plazo 150 dias
tasa operador
tasa 12.50% 1.125
inflación 6% 1.060
6.1321% tasa de rentabilidad real EFECTIVA
14.7170% tasa de rentabilidad real NOMINAL
2.- Usted compró una acción de citiban en 41 dólares, 3 meses después la vendió en 38, la inflación en ese trimestr
del 3%.
calcule la rentabildiad Real Nominal y Efectiva que obtuvo por si inversión
Precio de venta 38
Precio de compra 41
tasa de rentabilidad -7.32% tasa efectiva
tasa de inflación 3%
Plazo 90 días
tasa operador
tasa -7.32% 0.927
inflación 3% 1.030
-10.0166% tasa de rentabilidad real EFECTIVA
-40.0663% tasa de rentabilidad real NOMINAL
dad real EFECTIVA
dad real NOMINAL