FECHA IGBM SANTANDER ENDESA GAS NATURAL SDG ACCIONA

Mar-10 1144.03 10.06 21.69 13.9 82.74

Feb-10 1074.18 9.55 21.19 13.47 81.63
Jan-10 1140.57 10.3 22.06 14.41 87.57
Dec-09 1241.72 11.55 23.94 15.09 91.1
Nov-09 1215.11 11.41 20.85 13.81 85.5
Oct-09 1194.17 10.87 22.69 13.69 83.1
Sep-09 1229.35 10.88 22.58 15.1 93.00
Aug-09 1187.3 10.61 20.69 14.65 90.35
Jul-09 1131.04 9.91 18.64 13.13 84.75
Jun-09 1016.66 8.35 17.06 12.41 85.75
May-09 975.73 7.31 18.38 12.16 90.35
Apr-09 935.85 6.67 16.37 11.58 76.45
Mar-09 820.67 4.76 14.08 9.85 75.81
Feb-09 803.92 4.49 15.58 13.7 76.94
Jan-09 898.03 5.68 17.2 18.04 86.63
Dec-08 975.97 6.07 20.36 17.8 86.02
Nov-08 950.75 5.66 16.38 19.97 68.57
Oct-08 978.13 7.25 18.41 22.16 71.28
Sep-08 1175.14 9.09 18.31 24.06 102.74
Aug-08 1256.93 10.08 21.00 29.21 131.64
Jul-08 1276.51 10.69 20.36 28.91 131.11
Jun-08 1297.87 10.00 21.26 11.17 143.56
May-08 1460.74 11.47 22.69 11.23 173.92
Apr-08 1485.01 11.62 21.77 11.31 174.87
Mar-08 1439.06 10.59 22.83 11.82 161.46
Feb-08 1425.98 10.01 22.78 12.12 160.84
Jan-08 1435.24 9.82 21.64 11.11 161.46
Dec-07 1642.01 12.28 24.63 11.75 205.03
Nov-07 1708.19 12.16 25.47 12.35 219.36
Oct-07 1720.77 12.36 24.37 12.46 201.39
Sep-07 1600.9 11.23 27.17 11.63 180.31
Aug-07 1595.04 11.04 27.03 11.47 174.07
Jul-07 1630.91 11.36 26.77 12.46 180.35
Jun-07 1640.4 11.18 26.48 13.06 191.27
May-07 1690.28 11.66 26.34 12.69 188.15
Apr-07 1595.92 10.44 26.46 10.73 155.77
Mar-07 1622.49 10.58 26.65 10.17 153.31
Feb-07 1589.35 11.09 25.32 9.37 142.91
Jan-07 1612.11 11.47 25.4 8.87 148.96
Dec-06 1554.93 11.11 23.59 8.46 132.41
Nov-06 1521.28 10.78 23.1 8.69 129.5
Oct-06 1500.12 10.57 22.87 8.78 129.5
Sep-06 1409.08 9.72 22.09 8.11 112.61
Aug-06 1319.76 9.44 17.88 7.37 111.96
Jul-06 1283.05 9.17 17.62 7.13 112.05
Jun-06 1252.61 8.83 16.32 6.59 113.97
May-06 1233.86 8.71 15.69 6.53 116.89
Apr-06 1295.56 9.29 15.8 6.67 126.49
Mar-06 1287.25 9.11 15.99 6.59 119.26
Feb-06 1271.16 9.26 16.88 7.05 108.54
Jan-06 1199.8 8.88 14.23 6.56 95.37
Dec-05 1156.21 8.36 13.16 6.36 86.82
Nov-05 1138.53 8.1 13.1 6.22 86.36
Oct-05 1130.6 7.84 12.29 6.12 83.88
Sep-05 1166.48 8.05 13.19 6.5 87.56
Aug-05 1080.5 7.29 10.84 6.47 83.33
Jul-05 1092.02 7.46 10.94 6.6 77.91
Jun-05 1055.65 7.00 11.22 6.43 75.38
May-05 1020.21 6.77 10.21 6.01 67.57
Apr-05 970.02 6.52 9.75 5.81 60.45
Mar-05 994.4 6.79 10.03 5.85 63.13
Feb-05 1004.92 6.77 9.88 5.9 64.17
Jan-05 983.75 6.53 10.1 5.85 61.04
Dec-04 959.06 6.54 9.83 5.93 58.43
Nov-04 917.68 6.48 9.21 5.6 52.96
Oct-04 888.4 6.27 9.05 5.56 49.64
Sep-04 850.78 5.63 8.72 5.19 46.27
 Datos Obtenidos de Yahoo Finance.

Los valores corresponden a los cierres

ajustados por Dividendos y Splits
 FECHA Bono a 10 años
Mar-10 6946.94
Feb-10 7021.06 Rentabilidad ofrecida en ese momento (marzo-2010)
Jan-10 7014.28 Letras del Tesoro a 1 año 2.0%
Dec-09 6860.46 Bonos del Tesoro a 10 años 3.0%
Nov-09 7297.99
Oct-09 7164.97
Sep-09 7220.65
Aug-09 7158.05
Jul-09 7089.19
Jun-09 7075.50
May-09 7116.64
Apr-09 7354.80
Mar-09 7676.11
Feb-09 7412.10
Jan-09 7557.52
Dec-08 8012.93
Nov-08 7469.90
Oct-08 6775.16
Sep-08 6867.07
Aug-08 6880.31
Jul-08 6768.65
Jun-08 6768.65
May-08 6723.25
Apr-08 6913.54
Mar-08 7137.31
Feb-08 7068.67
Jan-08 6994.01
Dec-07 6736.19
Nov-07 6775.16
Oct-07 6457.79
Sep-07 6390.19
Aug-07 6414.68
Jul-07 6275.24
Jun-07 6121.62
May-07 6203.82
Apr-07 6359.72
Mar-07 6347.57
Feb-07 6408.55
Jan-07 6239.42
Dec-06 6311.29
Nov-06 6463.98
Oct-06 6371.89
Sep-06 6359.72
Aug-06 6299.25
Jul-06 6144.98
Jun-06 6057.87
May-06 6075.19
Apr-06 6098.35
Mar-06 6227.53
Feb-06 6408.55
Jan-06 6420.82
Dec-05 6507.45
Nov-05 6439.28
Oct-05 6402.42
Sep-05 6544.97
Aug-05 6742.66
Jul-05 6570.12
Jun-05 6794.74
May-05 6749.15
Apr-05 6627.09
Mar-05 6439.28
Feb-05 6526.18
Jan-05 6671.77
Dec-04 6614.38
Nov-04 6526.18
Oct-04 6736.19
Sep-04 6678.18
A continuación se muestran los pesos de las carteras en la frontera eficiente

PESOS DE LAS CARTERAS EFICIENTES

santander endesa gas natural acciona
cartera 1 0.2215 0.4678 0.0665 0.2442
cartera 2 0.1088 0.5580 0.1215 0.2117
cartera 3 0.0000 0.6475 0.1768 0.1756
cartera 4 0.0000 0.7155 0.2414 0.0431
cartera 5 0.0000 0.6631 0.3369 0.0000
cartera 6 0.0000 0.5526 0.4474 0.0000
cartera 7 0.0000 0.4421 0.5579 0.0000
cartera 8 0.0000 0.3315 0.6685 0.0000
cartera 9 0.0000 0.2210 0.7790 0.0000
cartera 10 0.0000 0.1105 0.8895 0.0000
cartera 11 0.0000 0.0000 1.0000 0.0000

PESOS DE LAS CARTERAS EFICIENTES

santander endesa gas natural acciona Bono
cartera 1 0.0272 0.0570 0.0082 0.0297 0.8780
cartera 2 0.0000 0.1444 0.0392 0.0402 0.7762
cartera 3 0.0000 0.2268 0.0685 0.0399 0.6648
cartera 4 0.0000 0.3091 0.0979 0.0396 0.5533
cartera 5 0.0000 0.3915 0.1273 0.0393 0.4419
cartera 6 0.0000 0.4739 0.1567 0.0390 0.3305
cartera 7 0.0000 0.5563 0.1861 0.0386 0.2190
cartera 8 0.0000 0.6386 0.2155 0.0383 0.1076
cartera 9 0.0000 0.7209 0.2464 0.0327 0.0000
cartera 10 0.0000 0.6374 0.3626 0.0000 0.0000
cartera 11 0.0000 0.5100 0.4900 0.0000 0.0000
cartera 12 0.0000 0.3825 0.6175 0.0000 0.0000
cartera 13 0.0000 0.2550 0.7450 0.0000 0.0000
cartera 14 0.0000 0.1275 0.8725 0.0000 0.0000
cartera 15 0.0000 0.0000 1.0000 0.0000 0.0000