Ejercicios De CAPM

IPSA SANTANDER ITAU

Fecha PRECIO % Varianza FECHA PRECIO % Varianza FECHA PRECIO % Varianza

01-01-2012 3808,96 400.977,4185 01-01-2012 19175,44 64.201.438,2564 01-01-2012 380,96 3.990,7297

01-02-2012 3827,44 0,4852 377.914,8303 18553,96 -3,2410 74.546.992,0836 01-02-2012 382,44 0,3885 3.805,9303

01-03-2012 3763,12 -1,6805 461.133,0468 20057,51 8,1037 50.844.172,8601 01-03-2012 376,12 -1,6525 4.625,6624

01-04-2012 3865,45 2,7193 332.626,4643 21092,98 5,1625 37.149.512,6016 01-04-2012 386,45 2,7465 3.327,2388

01-05-2012 3886,86 0,5539 308.388,9408 20650,47 -2,0979 42.739.560,0025 01-05-2012 388,86 0,6236 3.055,0185

01-06-2012 4065,29 4,5906 142.051,9349 22363 8,2929 23.280.818,0004 01-06-2012 406,29 4,4823 1.432,0338

01-07-2012 4364,15 7,3515 6.089,8948 27356 22,3271 28.217,2804 01-07-2012 436,15 7,3494 63,7159

01-08-2012 4525,01 3,6859 6.859,5205 27397 0,1499 43.672,6404 01-08-2012 452,01 3,6364 62,0594

01-09-2012 4795,38 5,9750 124.744,7458 29097 6,2051 3.644.204,6404 01-09-2012 479,38 6,0552 1.242,4058

01-10-2012 4912,53 2,4430 221.221,8060 29556 1,5775 5.607.329,2804 01-10-2012 491,53 2,5345 2.246,5493

01-11-2012 4956,96 0,9044 264.990,4408 31881 7,8664 22.024.061,2804 01-11-2012 495,96 0,9013 2.686,1185

01-12-2012 4927,53 -0,5937 235.557,0727 33058 3,6919 34.456.665,2004 01-12-2012 492,53 -0,6916 2.342,3449

01-01-2013 4673,07 -5,1640 53.306,6005 32354 -2,1296 26.687.349,3604 01-01-2013 467,07 -5,1692 526,1416

01-02-2013 4444,57 -4,8897 5,6750 30313 -6,3083 9.765.500,0004 01-02-2013 444,57 -4,8173 0,1916

01-03-2013 4624,47 4,0476 33.226,8085 29901 -1,3592 7.360.260,4804 01-03-2013 462,47 4,0264 336,2741

01-04-2013 4822,5 4,2822 144.637,3864 31201 4,3477 16.104.008,4804 01-04-2013 482,5 4,3311 1.472,0864

01-05-2013 4847,87 0,5261 164.578,0654 32974 5,6825 33.477.564,5604 01-05-2013 484,87 0,4912 1.659,5665

01-06-2013 4848,22 0,0072 164.862,1655 32403 -1,7317 27.196.016,4004 01-06-2013 484,22 -0,1341 1.607,0299

Total 79959,38 Total 489384,36 Total 7994,38

Promedio 4442 Promedio 27188,02 Promedio 444,1322222

RM 18 MESES 25,24 RM 18 MESES 56,54 RM 18 MESES 25,10

RM anual 16,83 RI anual 37,69 RI anual 16,73

Variacion mensual 1,40 3,14 1,39

Suma de Varianza 3.443.172,8175 Suma de Varianza 479.157.343,4094 Suma de Varianza 34.481,0975

Desviación Estandar 1855,578836 Desviación Estandar 21889,66294 Desviación Estandar 185,6908654

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