sp500 glencore

fecha gbp a usd Close(USD) variacin Close(GBp) Close(USD)

5/19/2011 1.63 1345.20 531.10 868.03
6/1/2011 1.62 1320.64 -1.83 491.00 796.09
7/1/2011 1.61 1292.28 -2.15 475.70 766.96
8/1/2011 1.64 1218.89 -5.68 421.45 689.53
9/1/2011 1.58 1131.42 -7.18 402.90 636.41
10/3/2011 1.57 1253.30 10.77 438.00 689.71
11/1/2011 1.58 1246.96 -0.51 398.50 630.05
12/1/2011 1.56 1257.60 0.85 392.00 612.05
1/2/2012 1.55 1312.41 4.36 411.20 637.71
2/1/2012 1.58 1365.68 4.06 432.00 682.56
3/1/2012 1.58 1408.47 3.13 389.40 616.01
4/2/2012 1.60 1397.91 -0.75 425.60 681.59
5/1/2012 1.59 1310.33 -6.27 340.50 541.79
6/1/2012 1.55 1362.16 3.96 295.55 459.44
7/2/2012 1.56 1379.32 1.26 320.15 499.09
8/1/2012 1.57 1406.58 1.98 385.05 605.27
9/3/2012 1.61 1440.67 2.42 343.10 552.57
10/1/2012 1.61 1412.16 -1.98 343.05 551.76
11/1/2012 1.60 1416.18 0.28 345.50 551.31
12/3/2012 1.61 1426.19 0.71 351.30 567.33
encore Bombn corp.
variacin Close(USD) variacin varianza mercado 16.97
28.93 glencore
-8.29 26.03 -10.02 varianza 98.90
-3.66 26.47 1.69 covarianza 18.49
-10.10 24.28 -8.27 promedio 631.76
-7.70 21.34 -12.11 promedio variacin -1.72
8.38 19.24 -9.84 beta 1.09
-8.65 19.80 2.91
-2.86 18.49 -6.62
4.19 18.56 0.38
7.03 23.13 24.62
-9.75 23.57 1.90
10.65 20.43 -13.32
-20.51 21.56 5.53
-15.20 19.23 -10.81
8.63 22.22 15.55
21.27 20.84 -6.21
-8.71 22.45 7.73
-0.15 19.47 -13.27
-0.08 17.54 -9.91
2.90 18.64 6.27
 bombn corp.
varianza 105.06
covarianza 7.51
promedio 21.61
promedio variacin-1.78
beta 0.44
 sp500 glencore
fecha gbp a usd Close(USD) variacin Close(GBp) Close(USD)
1/2/2013 1.60 1498.11 393.45 627.95
2/1/2013 1.55 1514.68 1.11 387.5 600.23
3/1/2013 1.51 1569.19 3.60 356.1 536.84
4/1/2013 1.53 1597.57 1.81 316.95 485.29
5/1/2013 1.53 1630.74 2.08 323.1 494.00
6/3/2013 1.55 1606.28 -1.50 272.15 421.33
7/1/2013 1.52 1685.73 4.95 277.5 421.12
8/1/2013 1.55 1632.97 -3.13 305.2 472.88
9/3/2013 1.59 1681.55 2.97 336.7 533.96
10/1/2013 1.61 1756.54 4.46 340 547.21
11/1/2013 1.61 1805.81 2.80 309.85 499.03
12/2/2013 1.64 1848.36 2.36 312.7 512.34
1/2/2014 1.65 1782.59 -3.56 322.5 530.92
2/3/2014 1.66 1859.45 4.31 329.2 544.97
3/3/2014 1.66 1872.34 0.69 308.8 513.22
4/1/2014 1.67 1883.95 0.62 318.5 533.13
5/1/2014 1.68 1923.57 2.10 323.35 544.58
6/2/2014 1.69 1960.23 1.91 325.55 550.33
7/1/2014 1.71 1930.67 -1.51 360.05 614.64
8/1/2014 1.67 2003.37 3.77 362.4 605.26
9/2/2014 1.63 1972.29 -1.55 343.2 559.68
10/1/2014 1.61 2018.05 2.32 319.9 514.08
11/3/2014 1.58 2067.56 2.45 320.4 505.52
12/1/2014 1.56 2058.90 -0.42 298.8 467.40
1/2/2015 1.52 1994.99 -3.10 248.9 377.21
2/2/2015 1.53 2104.50 5.49 300.25 460.22
3/2/2015 1.50 2067.89 -1.74 285.9 428.21
4/1/2015 1.49 2085.51 0.85 310.25 463.76
5/1/2015 1.55 2107.39 1.05 287.95 445.06
6/1/2015 1.56 2063.11 -2.10 255.3 397.22
7/1/2015 1.56 2103.84 1.97 208 323.57
8/3/2015 1.56 1972.18 -6.26 148.3 231.29
9/1/2015 1.53 1920.03 -2.64 91.55 140.48
10/1/2015 1.53 2079.36 8.30 112.5 172.47
11/2/2015 1.52 2080.41 0.05 96.71 146.94
12/1/2015 1.50 2043.94 -1.75 90.48 135.58
1882.88 0.94
encore Bombn corp.
variacin Close(USD) variacin varianza mercado
20.45 glencore
-4.41 21.64 5.82 varianza
-10.56 20.99 -3.00 covarianza
-9.60 19.48 -7.19 promedio
1.79 20.90 7.29 promedio variacin
-14.71 21.63 3.49 beta
-0.05 20.71 -4.25
12.29 19.67 -5.02
12.92 19.70 0.15
2.48 17.49 -11.22
-8.80 19.13 9.38
2.67 20.43 6.80
3.63 20.11 -1.57
2.65 21.20 5.42
-5.83 24.22 14.25
3.88 22.96 -5.20
2.15 20.33 -11.45
1.06 19.21 -5.51
11.69 19.02 -0.99
-1.53 19.26 1.26
-7.53 19.28 0.10
-8.15 16.04 -16.80
-1.66 18.75 16.90
-7.54 17.00 -9.33
-19.30 15.75 -7.35
22.01 15.07 -4.32
-6.95 14.73 -2.26
8.30 15.21 3.26
-4.03 17.15 12.75
-10.75 15.40 -10.20
-18.54 13.41 -12.92
-28.52 13.74 2.46
-39.26 13.66 -0.58
22.77 14.16 3.66
-14.80 12.77 -9.82
-7.73 11.62 -9.01
 8.90
glencore bombn corp.
155.37 varianza 63.02
20.22 covarianza 2.36
463.50 promedio 18.12
-3.43 promedio variacin -1.29
2.27 beta 0.26