2017 2018 2019 2020

Po
P1
D 3.1 3.28 3.78 4.12
g
Ks DCF
Beta 0.177093 0.43613998 0.32154359 0.65507473
rf 2.43% 2.69% 1.92% 0.92%
rm 22.52% -4.56% 22.02% 12.66%
Ks CAPM 5.99% -0.47% 8.38% 8.61%
Fecha DJI CAT RDJI RCAT
3-Jan-17 19,881.76 93.99 0.003 -0.004 Rendimiento diario
4-Jan-17 19,942.16 93.57 -0.002 -0.006 Rendimiento anual
5-Jan-17 19,899.29 93.00 0.003 0.000
6-Jan-17 19,963.80 93.04 -0.004 -0.007 Riesgo promedio
9-Jan-17 19,887.38 92.37 -0.002 0.016 Beta
10-Jan-17 19,855.53 93.83 0.005 0.009
11-Jan-17 19,954.28 94.65 -0.003 -0.007
12-Jan-17 19,891.00 93.99 -0.000 0.005 Rf
13-Jan-17 19,885.73 94.48 -0.003 -0.010 Rm
17-Jan-17 19,826.77 93.57 -0.001 -0.003
18-Jan-17 19,804.72 93.33 -0.004 0.001 Ks= Rf + b(Rm-Rf)
19-Jan-17 19,732.40 93.38 0.005 0.013 Ks=
20-Jan-17 19,827.25 94.58 -0.001 -0.001
23-Jan-17 19,799.85 94.46 0.006 0.019
24-Jan-17 19,912.71 96.24 0.008 0.020
25-Jan-17 20,068.51 98.15 0.002 -0.009
26-Jan-17 20,100.91 97.22 -0.000 0.018
27-Jan-17 20,093.78 98.99 -0.006 -0.022
30-Jan-17 19,971.13 96.79 -0.005 -0.012
31-Jan-17 19,864.09 95.66 0.001 -0.006
1-Feb-17 19,890.94 95.11 -0.000 -0.014
2-Feb-17 19,884.91 93.77 0.009 -0.005
3-Feb-17 20,071.46 93.28 -0.001 -0.004
6-Feb-17 20,052.42 92.87 0.002 0.005
7-Feb-17 20,090.29 93.31 -0.002 -0.004
8-Feb-17 20,054.34 92.91 0.006 0.011
9-Feb-17 20,172.40 93.96 0.005 0.025
10-Feb-17 20,269.37 96.31 0.007 0.023
13-Feb-17 20,412.16 98.50 0.005 -0.004
14-Feb-17 20,504.41 98.09 0.005 0.009
15-Feb-17 20,611.86 99.02 0.000 -0.008
16-Feb-17 20,619.77 98.26 0.000 0.006
17-Feb-17 20,624.05 98.85 0.006 -0.008
21-Feb-17 20,743.00 98.10 0.002 0.001
22-Feb-17 20,775.60 98.20 0.002 -0.027
23-Feb-17 20,810.32 95.55 0.001 -0.001
24-Feb-17 20,821.76 95.48 0.001 0.021
27-Feb-17 20,837.44 97.44 -0.001 -0.008
28-Feb-17 20,812.24 96.66 0.015 0.020
1-Mar-17 21,115.55 98.58 -0.005 -0.043
2-Mar-17 21,002.97 94.36 0.000 0.008
3-Mar-17 21,005.71 95.12 -0.002 0.006
6-Mar-17 20,954.34 95.66 -0.001 0.003
7-Mar-17 20,924.76 95.93 -0.003 -0.028
8-Mar-17 20,855.73 93.23 0.000 -0.020
9-Mar-17 20,858.19 91.39 0.002 0.010
10-Mar-17 20,902.98 92.31 -0.001 0.004
13-Mar-17 20,881.48 92.64 -0.002 -0.008
14-Mar-17 20,837.37 91.86 0.005 0.016
15-Mar-17 20,950.10 93.36 -0.001 -0.005
16-Mar-17 20,934.55 92.85 -0.001 0.001
17-Mar-17 20,914.62 92.91 -0.000 0.027
20-Mar-17 20,905.86 95.40 -0.011 -0.031
21-Mar-17 20,668.01 92.43 -0.000 -
22-Mar-17 20,661.30 92.43 -0.000 -0.002
23-Mar-17 20,656.58 92.23 -0.003 -0.001
24-Mar-17 20,596.72 92.15 -0.002 -0.007
27-Mar-17 20,550.98 91.51 0.007 0.016
28-Mar-17 20,701.50 92.95 -0.002 -0.001
29-Mar-17 20,659.32 92.86 0.003 0.004
30-Mar-17 20,728.49 93.22 -0.003 -0.005
31-Mar-17 20,663.22 92.76 -0.001 -0.005
3-Apr-17 20,650.21 92.27 0.002 0.020
4-Apr-17 20,689.24 94.13 -0.002 0.001
5-Apr-17 20,648.15 94.24 0.001 0.017
6-Apr-17 20,662.95 95.82 -0.000 -0.003
7-Apr-17 20,656.10 95.52 0.000 0.017
10-Apr-17 20,658.02 97.14 -0.000 -0.000
11-Apr-17 20,651.30 97.10 -0.003 -0.023
12-Apr-17 20,591.86 94.86 -0.007 -0.019
13-Apr-17 20,453.25 93.10 0.009 0.011
17-Apr-17 20,636.92 94.14 -0.006 0.003
18-Apr-17 20,523.28 94.39 -0.006 -0.010
19-Apr-17 20,404.49 93.47 0.009 0.013
20-Apr-17 20,578.71 94.66 -0.002 -0.004
21-Apr-17 20,547.76 94.32 0.011 0.026
24-Apr-17 20,763.89 96.81 0.011 0.079
25-Apr-17 20,996.12 104.42 -0.001 0.002
26-Apr-17 20,975.09 104.66 0.000 -0.019
27-Apr-17 20,981.33 102.68 -0.002 -0.004
28-Apr-17 20,940.51 102.26 -0.001 -0.003
1-May-17 20,913.46 102.00 0.002 -0.005
2-May-17 20,949.89 101.51 0.000 0.000
3-May-17 20,957.90 101.54 -0.000 -0.021
4-May-17 20,951.47 99.39 0.003 0.003
5-May-17 21,006.94 99.64 0.000 -0.003
8-May-17 21,012.28 99.37 -0.002 -0.001
9-May-17 20,975.78 99.29 -0.002 0.011
10-May-17 20,943.11 100.36 -0.001 0.006
11-May-17 20,919.42 100.99 -0.001 -0.003
12-May-17 20,896.61 100.71 0.004 0.017
15-May-17 20,981.94 102.42 -0.000 -0.001
16-May-17 20,979.75 102.34 -0.018 -0.021
17-May-17 20,606.93 100.14 0.003 0.001
18-May-17 20,663.02 100.22 0.007 0.022
19-May-17 20,804.84 102.43 0.004 -0.001
22-May-17 20,894.83 102.29 0.002 0.013
23-May-17 20,937.91 103.63 0.004 0.003
24-May-17 21,012.42 103.95 0.003 0.010
25-May-17 21,082.95 105.02 -0.000 0.006
26-May-17 21,080.28 105.66 -0.002 -0.002
30-May-17 21,029.47 105.47 -0.001 -0.000
31-May-17 21,008.65 105.43 0.006 0.002
1-Jun-17 21,144.18 105.65 0.003 0.003
2-Jun-17 21,206.29 105.95 -0.001 -0.007
5-Jun-17 21,184.04 105.20 -0.002 -0.006
6-Jun-17 21,136.23 104.55 0.002 -0.010
7-Jun-17 21,173.69 103.51 0.000 0.014
8-Jun-17 21,182.53 105.01 0.004 0.009
9-Jun-17 21,271.97 105.92 -0.002 0.001
12-Jun-17 21,235.67 106.07 0.004 -0.003
13-Jun-17 21,328.47 105.75 0.002 -0.010
14-Jun-17 21,374.56 104.71 -0.001 0.016
15-Jun-17 21,359.90 106.40 0.001 0.011
16-Jun-17 21,384.28 107.60 0.007 -0.001
19-Jun-17 21,528.99 107.49 -0.003 -0.004
20-Jun-17 21,467.14 107.04 -0.003 -0.033
21-Jun-17 21,410.03 103.47 -0.001 0.004
22-Jun-17 21,397.29 103.84 -0.000 0.003
23-Jun-17 21,394.76 104.11 0.001 0.001
26-Jun-17 21,409.55 104.25 -0.005 -0.003
27-Jun-17 21,310.66 103.93 0.007 0.024
28-Jun-17 21,454.61 106.45 -0.008 -0.008
29-Jun-17 21,287.03 105.64 0.003 0.017
30-Jun-17 21,349.63 107.46 0.006 -0.005
3-Jul-17 21,479.27 106.97 -0.000 0.005
5-Jul-17 21,478.17 107.49 -0.007 -0.009
6-Jul-17 21,320.04 106.51 0.004 0.004
7-Jul-17 21,414.34 106.92 -0.000 0.009
10-Jul-17 21,408.52 107.84 0.000 0.004
11-Jul-17 21,409.07 108.24 0.006 0.007
12-Jul-17 21,532.14 108.96 0.001 -0.004
13-Jul-17 21,553.09 108.47 0.004 0.003
14-Jul-17 21,637.74 108.77 -0.000 0.001
17-Jul-17 21,629.72 108.84 -0.003 -0.016
18-Jul-17 21,574.73 107.07 0.003 0.007
19-Jul-17 21,640.75 107.85 -0.001 -0.005
20-Jul-17 21,611.78 107.32 -0.001 -0.007
21-Jul-17 21,580.07 106.59 -0.003 0.015
24-Jul-17 21,513.17 108.18 0.005 0.059
 25-Jul-17 21,613.43 114.54 0.005 -0.009
26-Jul-17 21,711.01 113.52 0.004 0.007
27-Jul-17 21,796.55 114.37 0.002 -0.002
28-Jul-17 21,830.31 114.10 0.003 -0.001
31-Jul-17 21,891.12 113.95 0.003 -0.007
1-Aug-17 21,963.92 113.10 0.002 -0.000
2-Aug-17 22,016.24 113.09 0.000 0.004
3-Aug-17 22,026.10 113.56 0.003 0.007
4-Aug-17 22,092.81 114.35 0.001 0.003
7-Aug-17 22,118.42 114.71 -0.001 -0.003
8-Aug-17 22,085.34 114.41 -0.002 -0.001
9-Aug-17 22,048.70 114.34 -0.009 -0.010
10-Aug-17 21,844.01 113.15 0.001 -0.003
11-Aug-17 21,858.32 112.85 0.006 0.008
14-Aug-17 21,993.71 113.71 0.000 -0.001
15-Aug-17 21,998.99 113.65 0.001 0.004
16-Aug-17 22,024.87 114.12 -0.012 -0.009
17-Aug-17 21,750.73 113.14 -0.004 0.007
18-Aug-17 21,674.51 113.92 0.001 -0.003
21-Aug-17 21,703.75 113.60 0.009 0.020
22-Aug-17 21,899.89 115.82 -0.004 -0.009
23-Aug-17 21,812.09 114.75 -0.001 0.000
24-Aug-17 21,783.40 114.78 0.001 0.005
25-Aug-17 21,813.67 115.35 -0.000 -0.002
28-Aug-17 21,808.40 115.07 0.003 0.008
29-Aug-17 21,865.37 116.01 0.001 0.013
30-Aug-17 21,892.43 117.55 0.003 -0.001
31-Aug-17 21,948.10 117.49 0.002 0.007
1-Sep-17 21,987.56 118.28 -0.011 0.000
5-Sep-17 21,753.31 118.30 0.002 -0.011
6-Sep-17 21,807.64 116.98 -0.001 0.007
7-Sep-17 21,784.78 117.77 0.001 0.000
8-Sep-17 21,797.79 117.82 0.012 0.009
11-Sep-17 22,057.37 118.87 0.003 0.017
12-Sep-17 22,118.86 120.94 0.002 -0.011
13-Sep-17 22,158.18 119.63 0.002 0.007
14-Sep-17 22,203.48 120.48 0.003 0.007
15-Sep-17 22,268.34 121.37 0.003 0.020
18-Sep-17 22,331.35 123.83 0.002 0.007
19-Sep-17 22,370.80 124.74 0.002 0.001
20-Sep-17 22,412.59 124.85 -0.002 -0.000
21-Sep-17 22,359.23 124.79 -0.000 -0.003
22-Sep-17 22,349.59 124.43 -0.002 -0.001
25-Sep-17 22,296.09 124.32 -0.001 0.002
26-Sep-17 22,284.32 124.51 0.003 0.000
27-Sep-17 22,340.71 124.52 0.002 0.006
28-Sep-17 22,381.20 125.23 0.001 -0.004
29-Sep-17 22,405.09 124.71 0.007 0.000
2-Oct-17 22,557.60 124.72 0.004 0.006
3-Oct-17 22,641.67 125.51 0.001 0.010
4-Oct-17 22,661.64 126.74 0.005 -0.003
5-Oct-17 22,775.39 126.40 -0.000 0.004
6-Oct-17 22,773.67 126.93 -0.001 -0.000
9-Oct-17 22,761.07 126.88 0.003 0.010
10-Oct-17 22,830.68 128.19 0.002 0.003
11-Oct-17 22,872.89 128.60 -0.001 0.011
12-Oct-17 22,841.01 129.99 0.001 0.006
13-Oct-17 22,871.72 130.71 0.004 0.006
16-Oct-17 22,956.96 131.47 0.002 -0.007
17-Oct-17 22,997.44 130.54 0.007 0.006
18-Oct-17 23,157.60 131.29 0.000 0.002
19-Oct-17 23,163.04 131.55 0.007 -0.001
20-Oct-17 23,328.63 131.36 -0.002 0.002
23-Oct-17 23,273.96 131.68 0.007 0.050
24-Oct-17 23,441.76 138.24 -0.005 -0.010
25-Oct-17 23,329.46 136.84 0.003 0.001
26-Oct-17 23,400.86 136.94 0.001 0.006
27-Oct-17 23,434.19 137.81 -0.004 -0.010
30-Oct-17 23,348.74 136.49 0.001 -0.005
31-Oct-17 23,377.24 135.80 0.002 0.004
1-Nov-17 23,435.01 136.29 0.003 0.001
2-Nov-17 23,516.26 136.47 0.001 0.001
3-Nov-17 23,539.19 136.63 0.000 0.008
6-Nov-17 23,548.42 137.71 0.000 0.008
7-Nov-17 23,557.23 138.81 0.000 -0.011
8-Nov-17 23,563.36 137.29 -0.004 -0.014
9-Nov-17 23,461.94 135.34 -0.002 0.008
10-Nov-17 23,422.21 136.48 0.001 0.000
13-Nov-17 23,439.70 136.53 -0.001 0.007
14-Nov-17 23,409.47 137.54 -0.006 -0.025
15-Nov-17 23,271.28 134.10 0.008 0.017
16-Nov-17 23,458.36 136.36 -0.004 -0.002
17-Nov-17 23,358.24 136.13 0.003 0.006
20-Nov-17 23,430.33 136.91 0.007 0.005
21-Nov-17 23,590.83 137.60 -0.003 0.003
22-Nov-17 23,526.18 138.01 0.001 -0.004
24-Nov-17 23,557.99 137.39 0.001 -0.001
27-Nov-17 23,580.78 137.19 0.011 0.013
28-Nov-17 23,836.71 138.99 0.004 -0.007
29-Nov-17 23,940.68 138.06 0.014 0.022
30-Nov-17 24,272.35 141.15 -0.002 0.003
1-Dec-17 24,231.59 141.52 0.002 -0.000
4-Dec-17 24,290.05 141.50 -0.005 -0.010
5-Dec-17 24,180.64 140.14 -0.002 0.001
 6-Dec-17 24,140.91 140.34 0.003 0.018
7-Dec-17 24,211.48 142.89 0.005 0.007
8-Dec-17 24,329.16 143.86 0.002 -0.001
11-Dec-17 24,386.03 143.77 0.005 -0.002
12-Dec-17 24,504.80 143.42 0.003 0.036
13-Dec-17 24,585.43 148.57 -0.003 -0.015
14-Dec-17 24,508.66 146.28 0.006 0.003
15-Dec-17 24,651.74 146.69 0.006 0.021
18-Dec-17 24,792.20 149.77 -0.002 0.008
19-Dec-17 24,754.75 150.91 -0.001 0.011
20-Dec-17 24,726.65 152.52 0.002 0.014
21-Dec-17 24,782.29 154.64 -0.001 0.007
22-Dec-17 24,754.06 155.75 -0.000 0.004
26-Dec-17 24,746.21 156.44 0.001 0.007
27-Dec-17 24,774.30 157.52 0.003 0.006
28-Dec-17 24,837.51 158.42 -0.005 -0.005
29-Dec-17 24,719.22 157.58 0.004 -0.003

Fecha DJI CAT RDJI RCAT

2-Jan-18 24,824.01 157.04 0.004 0.002
3-Jan-18 24,922.68 157.28 0.006 0.014 Rendimiento diario
4-Jan-18 25,075.13 159.44 0.009 0.016 Rendimiento anual
5-Jan-18 25,295.87 161.96 -0.001 0.025
8-Jan-18 25,283.00 166.03 0.004 0.002 Riesgo promedio
9-Jan-18 25,385.80 166.43 -0.001 -0.003 Beta
10-Jan-18 25,369.13 165.87 0.008 0.020
11-Jan-18 25,574.73 169.20 0.009 0.007
12-Jan-18 25,803.19 170.30 -0.000 -0.006 Rf
16-Jan-18 25,792.86 169.31 0.013 -0.005 Rm
17-Jan-18 26,115.65 168.50 -0.004 0.002
18-Jan-18 26,017.81 168.83 0.002 0.009 Ks= Rf + b(Rm-Rf)
19-Jan-18 26,071.72 170.41 0.005 0.003 Ks=
22-Jan-18 26,214.60 170.89 -0.000 -0.009
23-Jan-18 26,210.81 169.43 0.002 -0.006
24-Jan-18 26,252.12 168.34 0.005 0.006
25-Jan-18 26,392.79 169.37 0.008 -0.014
26-Jan-18 26,616.71 167.06 -0.007 -0.027
29-Jan-18 26,439.48 162.58 -0.014 0.007
30-Jan-18 26,076.89 163.76 0.003 -0.006
31-Jan-18 26,149.39 162.78 0.001 -0.003
1-Feb-18 26,186.71 162.24 -0.025 -0.029
2-Feb-18 25,520.96 157.49 -0.046 -0.041
5-Feb-18 24,345.75 151.08 0.023 0.035
 6-Feb-18 24,912.77 156.41 -0.001 -0.013
7-Feb-18 24,893.35 154.34 -0.041 -0.054
8-Feb-18 23,860.46 145.99 0.014 0.022
9-Feb-18 24,190.90 149.21 0.017 0.021
12-Feb-18 24,601.27 152.29 0.002 0.011
13-Feb-18 24,640.45 153.97 0.010 0.027
14-Feb-18 24,893.49 158.06 0.012 0.012
15-Feb-18 25,200.37 159.98 0.001 -0.023
16-Feb-18 25,219.38 156.29 -0.010 -0.005
20-Feb-18 24,964.75 155.56 -0.007 -0.002
21-Feb-18 24,797.78 155.23 0.007 0.023
22-Feb-18 24,962.48 158.86 0.014 0.022
23-Feb-18 25,309.99 162.41 0.016 0.008
26-Feb-18 25,709.27 163.69 -0.012 -0.015
27-Feb-18 25,410.03 161.26 -0.015 -0.041
28-Feb-18 25,029.20 154.63 -0.017 -0.028
1-Mar-18 24,608.98 150.23 -0.003 -0.026
2-Mar-18 24,538.06 146.38 0.014 0.032
5-Mar-18 24,874.76 151.12 0.000 0.017
6-Mar-18 24,884.12 153.75 -0.003 -0.015
7-Mar-18 24,801.36 151.51 0.004 0.014
8-Mar-18 24,895.21 153.59 0.018 0.030
9-Mar-18 25,335.74 158.25 -0.006 -0.024
12-Mar-18 25,178.61 154.50 -0.007 -0.005
13-Mar-18 25,007.03 153.69 -0.010 -0.007
14-Mar-18 24,758.12 152.54 0.005 0.013
15-Mar-18 24,873.66 154.57 0.003 0.012
16-Mar-18 24,946.51 156.46 -0.013 -0.028
19-Mar-18 24,610.91 152.15 0.005 0.013
20-Mar-18 24,727.27 154.06 -0.002 0.011
21-Mar-18 24,682.31 155.80 -0.029 -0.057
22-Mar-18 23,957.89 146.90 -0.018 -0.018
23-Mar-18 23,533.20 144.29 0.028 0.034
26-Mar-18 24,202.60 149.19 -0.014 -0.015
27-Mar-18 23,857.71 146.99 -0.000 -0.012
28-Mar-18 23,848.42 145.16 0.011 0.015
29-Mar-18 24,103.11 147.38 -0.019 -0.024
2-Apr-18 23,644.19 143.89 0.016 0.008
3-Apr-18 24,033.36 145.06 0.010 0.001
4-Apr-18 24,264.30 145.18 0.010 0.020
5-Apr-18 24,505.22 148.13 -0.023 -0.035
6-Apr-18 23,932.76 142.99 0.002 0.001
9-Apr-18 23,979.10 143.08 0.018 0.035
10-Apr-18 24,408.00 148.09 -0.009 -0.009
11-Apr-18 24,189.45 146.79 0.012 0.023
12-Apr-18 24,483.05 150.14 -0.005 0.001
13-Apr-18 24,360.14 150.23 0.009 0.013
 16-Apr-18 24,573.04 152.14 0.009 0.008
17-Apr-18 24,786.63 153.31 -0.002 0.017
18-Apr-18 24,748.07 155.95 -0.003 -0.002
19-Apr-18 24,664.89 155.70 -0.008 -0.016
20-Apr-18 24,462.94 153.25 -0.001 0.005
23-Apr-18 24,448.69 153.99 -0.017 -0.062
24-Apr-18 24,024.13 144.44 0.002 0.005
25-Apr-18 24,083.83 145.19 0.010 0.008
26-Apr-18 24,322.34 146.31 -0.000 -0.011
27-Apr-18 24,311.19 144.72 -0.006 -0.002
30-Apr-18 24,163.15 144.36 -0.003 0.000
1-May-18 24,099.05 144.42 -0.007 -0.004
2-May-18 23,924.98 143.86 0.000 -0.001
3-May-18 23,930.15 143.78 0.014 0.018
4-May-18 24,262.51 146.37 0.004 0.024
7-May-18 24,357.32 149.82 0.000 0.001
8-May-18 24,360.21 149.93 0.007 0.018
9-May-18 24,542.54 152.61 0.008 0.009
10-May-18 24,739.53 153.97 0.004 0.006
11-May-18 24,831.17 154.86 0.003 0.003
14-May-18 24,899.41 155.28 -0.008 -0.017
15-May-18 24,706.41 152.59 0.003 0.008
16-May-18 24,768.93 153.80 -0.002 -0.001
17-May-18 24,713.98 153.69 0.000 0.013
18-May-18 24,715.09 155.71 0.012 0.021
21-May-18 25,013.29 158.92 -0.007 -0.017
22-May-18 24,834.41 156.20 0.002 0.010
23-May-18 24,886.81 157.74 -0.003 -0.000
24-May-18 24,811.76 157.70 -0.002 -0.012
25-May-18 24,753.09 155.85 -0.016 -0.014
29-May-18 24,361.45 153.62 0.013 0.012
30-May-18 24,667.78 155.46 -0.010 -0.023
31-May-18 24,415.84 151.91 0.009 0.011
1-Jun-18 24,635.21 153.52 0.007 -0.007
4-Jun-18 24,813.69 152.50 -0.001 0.003
5-Jun-18 24,799.98 153.01 0.014 0.023
6-Jun-18 25,146.39 156.51 0.004 -0.001
7-Jun-18 25,241.41 156.29 0.003 -0.006
8-Jun-18 25,316.53 155.32 0.000 0.006
11-Jun-18 25,322.31 156.30 -0.000 0.008
12-Jun-18 25,320.73 157.49 -0.005 -0.018
13-Jun-18 25,201.20 154.71 -0.001 -0.010
14-Jun-18 25,175.31 153.14 -0.003 -0.020
15-Jun-18 25,090.48 150.02 -0.004 -0.009
18-Jun-18 24,987.47 148.68 -0.011 -0.036
19-Jun-18 24,700.21 143.30 -0.002 -0.001
20-Jun-18 24,657.80 143.13 -0.008 -0.025
21-Jun-18 24,461.70 139.53 0.005 0.003
22-Jun-18 24,580.89 139.94 -0.013 -0.024
25-Jun-18 24,252.80 136.58 0.001 -0.008
26-Jun-18 24,283.11 135.54 -0.007 -0.007
27-Jun-18 24,117.59 134.61 0.004 0.011
28-Jun-18 24,216.05 136.03 0.002 -0.003
29-Jun-18 24,271.41 135.67 0.001 0.005
2-Jul-18 24,307.18 136.29 -0.005 -0.018
3-Jul-18 24,174.82 133.83 0.008 0.015
5-Jul-18 24,356.74 135.81 0.004 -0.003
6-Jul-18 24,456.48 135.41 0.013 0.041
9-Jul-18 24,776.59 140.97 0.006 0.002
10-Jul-18 24,919.66 141.25 -0.009 -0.032
11-Jul-18 24,700.45 136.76 0.009 0.019
12-Jul-18 24,924.89 139.42 0.004 0.010
13-Jul-18 25,019.41 140.75 0.002 -0.019
16-Jul-18 25,064.36 138.08 0.002 0.006
17-Jul-18 25,119.89 138.95 0.003 0.016
18-Jul-18 25,199.29 141.12 -0.005 -0.012
19-Jul-18 25,064.50 139.42 -0.000 -0.019
20-Jul-18 25,058.12 136.82 -0.001 -0.004
23-Jul-18 25,044.29 136.28 0.008 0.012
24-Jul-18 25,241.94 137.97 0.007 0.018
25-Jul-18 25,414.10 140.48 0.004 0.015
26-Jul-18 25,527.07 142.58 -0.003 -0.000
27-Jul-18 25,451.06 142.56 -0.006 -0.020
30-Jul-18 25,306.83 139.75 0.004 0.029
31-Jul-18 25,415.19 143.80 -0.003 -0.037
1-Aug-18 25,333.82 138.54 -0.000 -0.004
2-Aug-18 25,326.16 138.01 0.005 0.004
3-Aug-18 25,462.58 138.51 0.002 0.007
6-Aug-18 25,502.18 139.48 0.005 0.021
7-Aug-18 25,628.91 142.38 -0.002 -0.019
8-Aug-18 25,583.75 139.71 -0.003 -0.009
9-Aug-18 25,509.23 138.52 -0.008 -0.019
10-Aug-18 25,313.14 135.92 -0.005 -0.007
13-Aug-18 25,187.70 135.02 0.004 -0.001
14-Aug-18 25,299.92 134.92 -0.005 -0.021
15-Aug-18 25,162.41 132.02 0.016 0.032
16-Aug-18 25,558.73 136.26 0.004 0.023
17-Aug-18 25,669.32 139.34 0.003 -0.005
20-Aug-18 25,758.69 138.67 0.002 0.010
21-Aug-18 25,822.29 139.99 -0.003 -0.003
22-Aug-18 25,733.60 139.63 -0.003 -0.020
23-Aug-18 25,656.98 136.79 0.005 0.010
24-Aug-18 25,790.35 138.21 0.010 0.028
27-Aug-18 26,049.64 142.04 0.001 -0.000
28-Aug-18 26,064.02 142.00 0.002 -0.001
29-Aug-18 26,124.57 141.86 -0.005 -0.020
30-Aug-18 25,986.92 139.06 -0.001 -0.002
31-Aug-18 25,964.82 138.85 -0.000 -0.004
4-Sep-18 25,952.48 138.24 0.001 0.017
5-Sep-18 25,974.99 140.59 0.001 0.007
6-Sep-18 25,995.87 141.57 -0.003 -0.002
7-Sep-18 25,916.54 141.32 -0.002 0.005
10-Sep-18 25,857.07 142.05 0.004 -0.000
11-Sep-18 25,971.06 142.03 0.001 0.016
12-Sep-18 25,998.92 144.28 0.006 0.009
13-Sep-18 26,145.99 145.54 0.000 -0.004
14-Sep-18 26,154.67 144.90 -0.004 0.009
17-Sep-18 26,062.12 146.22 0.007 0.019
18-Sep-18 26,246.96 149.07 0.006 0.025
19-Sep-18 26,405.76 152.76 0.010 0.021
20-Sep-18 26,656.98 156.00 0.003 0.002
21-Sep-18 26,743.50 156.38 -0.007 -0.015
24-Sep-18 26,562.05 154.00 -0.003 0.001
25-Sep-18 26,492.21 154.09 -0.004 -0.006
26-Sep-18 26,385.28 153.17 0.002 -0.005
27-Sep-18 26,439.93 152.47 0.001 0.000
28-Sep-18 26,458.31 152.49 0.007 -0.001
1-Oct-18 26,651.21 152.28 0.005 0.017
2-Oct-18 26,773.94 154.82 0.002 0.022
3-Oct-18 26,828.39 158.22 -0.007 -0.009
4-Oct-18 26,627.48 156.75 -0.007 -0.022
5-Oct-18 26,447.05 153.31 0.002 0.000
8-Oct-18 26,486.78 153.35 -0.002 -0.025
9-Oct-18 26,430.57 149.46 -0.031 -0.038
10-Oct-18 25,598.74 143.72 -0.021 -0.019
11-Oct-18 25,052.83 140.97 0.011 0.008
12-Oct-18 25,339.99 142.07 -0.004 -0.002
15-Oct-18 25,250.55 141.80 0.022 0.013
16-Oct-18 25,798.42 143.71 -0.004 -0.016
17-Oct-18 25,706.68 141.34 -0.013 -0.039
18-Oct-18 25,379.45 135.80 0.003 -0.033
19-Oct-18 25,444.34 131.32 -0.005 -0.020
22-Oct-18 25,317.41 128.71 -0.005 -0.076
23-Oct-18 25,191.43 118.98 -0.024 -0.056
24-Oct-18 24,583.42 112.34 0.016 0.029
25-Oct-18 24,984.55 115.63 -0.012 -0.005
26-Oct-18 24,688.31 115.05 -0.010 -0.009
29-Oct-18 24,442.92 113.98 0.018 0.031
30-Oct-18 24,874.64 117.46 0.010 0.033
31-Oct-18 25,115.76 121.32 0.011 0.028
1-Nov-18 25,380.74 124.70 -0.004 0.009
 2-Nov-18 25,270.83 125.79 0.008 0.005
5-Nov-18 25,461.70 126.41 0.007 0.023
6-Nov-18 25,635.01 129.33 0.021 0.045
7-Nov-18 26,180.30 135.10 0.000 -0.027
8-Nov-18 26,191.22 131.39 -0.008 -0.034
9-Nov-18 25,989.30 126.91 -0.023 -0.015
12-Nov-18 25,387.18 125.00 -0.004 0.008
13-Nov-18 25,286.49 125.96 -0.008 -0.007
14-Nov-18 25,080.50 125.10 0.008 0.035
15-Nov-18 25,289.27 129.42 0.005 0.004
16-Nov-18 25,413.22 129.96 -0.016 -0.031
19-Nov-18 25,017.44 125.98 -0.022 -0.029
20-Nov-18 24,465.64 122.27 -0.000 0.013
21-Nov-18 24,464.69 123.87 -0.007 -0.013
23-Nov-18 24,285.95 122.32 0.015 0.020
26-Nov-18 24,640.24 124.80 0.004 -0.002
27-Nov-18 24,748.73 124.60 0.025 0.050
28-Nov-18 25,366.43 130.77 -0.001 -0.004
29-Nov-18 25,338.84 130.23 0.008 0.042
30-Nov-18 25,538.46 135.67 0.011 0.024
3-Dec-18 25,826.43 138.95 -0.031 -0.069
4-Dec-18 25,027.07 129.32 -0.003 -0.007
6-Dec-18 24,947.67 128.37 -0.022 -0.038
7-Dec-18 24,388.95 123.55 0.001 -0.001
10-Dec-18 24,423.26 123.39 -0.002 -0.001
11-Dec-18 24,370.24 123.24 0.006 0.017
12-Dec-18 24,527.27 125.37 0.003 0.004
13-Dec-18 24,597.38 125.90 -0.020 0.007
14-Dec-18 24,100.51 126.77 -0.021 -0.018
17-Dec-18 23,592.98 124.47 0.004 -0.002
18-Dec-18 23,675.64 124.27 -0.015 -0.016
19-Dec-18 23,323.66 122.33 -0.020 -0.006
20-Dec-18 22,859.60 121.55 -0.018 -0.012
21-Dec-18 22,445.37 120.07 -0.029 -0.026
24-Dec-18 21,792.20 116.95 0.050 0.067
26-Dec-18 22,878.45 124.76 0.011 0.015
27-Dec-18 23,138.82 126.67 -0.003 -0.008
28-Dec-18 23,062.40 125.61 0.011 0.012
31-Dec-18 23,327.46 127.07 0.001 -0.005

Fecha DJI CAT RDJI RCAT

2-Jan-19 23,346.24 126.38 -0.028 -0.039
3-Jan-19 22,686.22 121.51 0.033 0.055 Rendimiento diario
4-Jan-19 23,433.16 128.15 0.004 0.001 Rendimiento anual
 7-Jan-19 23,531.35 128.23 0.011 0.012
8-Jan-19 23,787.45 129.77 0.004 0.004 Riesgo promedio
9-Jan-19 23,879.12 130.27 0.005 0.021 Beta
10-Jan-19 24,001.92 132.96 -0.000 -0.006
11-Jan-19 23,995.95 132.10 -0.004 -0.002
14-Jan-19 23,909.84 131.80 0.007 -0.008 Rf
15-Jan-19 24,065.59 130.69 0.006 0.007 Rm
16-Jan-19 24,207.16 131.66 0.007 0.022
17-Jan-19 24,370.10 134.54 0.014 0.015 Ks= Rf + b(Rm-Rf)
18-Jan-19 24,706.35 136.60 -0.012 -0.032 Ks=
22-Jan-19 24,404.48 132.24 0.007 -0.003
23-Jan-19 24,575.62 131.82 -0.001 0.007
24-Jan-19 24,553.24 132.73 0.007 0.031
25-Jan-19 24,737.20 136.86 -0.008 -0.091
28-Jan-19 24,528.22 124.37 0.002 0.017
29-Jan-19 24,579.96 126.53 0.018 0.028
30-Jan-19 25,014.86 130.11 -0.001 0.023
31-Jan-19 24,999.67 133.16 0.003 -0.017
1-Feb-19 25,063.89 130.91 0.007 -0.000
4-Feb-19 25,239.37 130.88 0.007 0.009
5-Feb-19 25,411.52 132.00 -0.001 -0.011
6-Feb-19 25,390.30 130.54 -0.009 -0.013
7-Feb-19 25,169.53 128.78 -0.003 -0.001
8-Feb-19 25,106.33 128.60 -0.002 0.003
11-Feb-19 25,053.11 128.93 0.015 0.029
12-Feb-19 25,425.76 132.67 0.005 0.003
13-Feb-19 25,543.27 133.10 -0.004 -0.004
14-Feb-19 25,439.39 132.62 0.017 0.027
15-Feb-19 25,883.25 136.20 0.000 -0.003
19-Feb-19 25,891.32 135.80 0.002 0.033
20-Feb-19 25,954.44 140.31 -0.004 -0.010
21-Feb-19 25,850.63 138.88 0.007 -0.001
22-Feb-19 26,031.81 138.68 0.002 0.020
25-Feb-19 26,091.95 141.41 -0.001 -0.024
26-Feb-19 26,057.98 137.98 -0.003 0.012
27-Feb-19 25,985.16 139.58 -0.003 -0.016
28-Feb-19 25,916.00 137.34 0.004 0.001
1-Mar-19 26,026.32 137.47 -0.008 0.006
4-Mar-19 25,819.65 138.35 -0.001 -0.009
5-Mar-19 25,806.63 137.14 -0.005 -0.017
6-Mar-19 25,673.46 134.83 -0.008 -0.015
7-Mar-19 25,473.23 132.80 -0.001 -0.011
8-Mar-19 25,450.24 131.35 0.008 0.013
11-Mar-19 25,650.88 133.11 -0.004 -0.005
12-Mar-19 25,554.66 132.48 0.006 0.008
13-Mar-19 25,702.89 133.50 0.000 0.001
14-Mar-19 25,709.94 133.69 0.005 -0.008
15-Mar-19 25,848.87 132.67 0.003 0.011
18-Mar-19 25,914.10 134.10 -0.001 0.000
19-Mar-19 25,887.38 134.15 -0.005 -0.008
20-Mar-19 25,745.67 133.01 0.008 0.008
21-Mar-19 25,962.51 134.06 -0.018 -0.032
22-Mar-19 25,502.32 129.77 0.001 0.012
25-Mar-19 25,516.83 131.38 0.006 0.004
26-Mar-19 25,657.73 131.84 -0.001 -0.005
27-Mar-19 25,625.59 131.20 0.004 0.009
28-Mar-19 25,717.46 132.37 0.008 0.024
29-Mar-19 25,928.68 135.49 0.013 0.035
1-Apr-19 26,258.42 140.25 -0.003 -0.000
2-Apr-19 26,179.13 140.19 0.001 -0.007
3-Apr-19 26,218.13 139.26 0.006 0.006
4-Apr-19 26,384.63 140.13 0.002 0.002
5-Apr-19 26,424.99 140.36 -0.003 -0.004
8-Apr-19 26,341.02 139.82 -0.007 -0.025
9-Apr-19 26,150.58 136.35 0.000 0.009
10-Apr-19 26,157.16 137.53 -0.001 0.010
11-Apr-19 26,143.05 138.87 0.010 0.017
12-Apr-19 26,412.30 141.20 -0.001 -0.007
15-Apr-19 26,384.77 140.25 0.003 0.013
16-Apr-19 26,452.66 142.03 -0.000 0.005
17-Apr-19 26,449.54 142.74 0.004 0.004
18-Apr-19 26,559.54 143.36 -0.002 -0.007
22-Apr-19 26,511.05 142.38 0.005 -0.002
23-Apr-19 26,656.39 142.03 -0.002 -0.030
24-Apr-19 26,597.05 137.73 -0.005 -0.012
25-Apr-19 26,462.08 136.13 0.003 0.021
26-Apr-19 26,543.33 139.03 0.000 -0.000
29-Apr-19 26,554.39 139.02 0.001 0.003
30-Apr-19 26,592.91 139.42 -0.006 -0.009
1-May-19 26,430.14 138.15 -0.005 -0.022
2-May-19 26,307.79 135.17 0.007 0.029
3-May-19 26,504.95 139.06 -0.003 -0.017
6-May-19 26,438.48 136.76 -0.018 -0.023
7-May-19 25,965.09 133.67 0.000 -0.013
8-May-19 25,967.33 131.95 -0.005 -0.006
9-May-19 25,828.36 131.20 0.004 0.001
10-May-19 25,942.37 131.34 -0.024 -0.046
13-May-19 25,324.99 125.30 0.008 0.017
14-May-19 25,532.05 127.47 0.005 -0.001
15-May-19 25,648.02 127.30 0.008 -0.005
16-May-19 25,862.68 126.61 -0.004 -0.030
17-May-19 25,764.00 122.76 -0.003 -0.003
20-May-19 25,679.90 122.43 0.008 0.021
21-May-19 25,877.33 124.95 -0.004 -0.011
22-May-19 25,776.61 123.56 -0.011 -0.011
23-May-19 25,490.47 122.26 0.004 0.005
24-May-19 25,585.69 122.90 -0.009 -0.011
28-May-19 25,347.77 121.59 -0.009 -0.001
29-May-19 25,126.41 121.48 0.002 0.003
30-May-19 25,169.88 121.84 -0.014 -0.017
31-May-19 24,815.04 119.81 0.000 0.007
3-Jun-19 24,819.78 120.65 0.021 0.012
4-Jun-19 25,332.18 122.08 0.008 0.009
5-Jun-19 25,539.57 123.12 0.007 0.002
6-Jun-19 25,720.66 123.39 0.010 0.009
7-Jun-19 25,983.94 124.46 0.003 0.010
10-Jun-19 26,062.68 125.74 -0.001 0.012
11-Jun-19 26,048.51 127.28 -0.002 -0.001
12-Jun-19 26,004.83 127.10 0.004 0.001
13-Jun-19 26,106.77 127.17 -0.001 0.000
14-Jun-19 26,089.61 127.23 0.001 0.001
17-Jun-19 26,112.53 127.32 0.014 0.024
18-Jun-19 26,465.54 130.33 0.001 0.002
19-Jun-19 26,504.00 130.61 0.009 0.023
20-Jun-19 26,753.17 133.63 -0.001 0.002
21-Jun-19 26,719.13 133.89 0.000 0.004
24-Jun-19 26,727.54 134.37 -0.007 -0.005
25-Jun-19 26,548.22 133.71 -0.000 0.011
26-Jun-19 26,536.82 135.15 -0.000 0.003
27-Jun-19 26,526.58 135.50 0.003 0.006
28-Jun-19 26,599.96 136.29 0.004 0.002
1-Jul-19 26,717.43 136.60 0.003 -0.005
2-Jul-19 26,786.68 135.85 0.007 -0.002
3-Jul-19 26,966.00 135.59 -0.002 -0.001
5-Jul-19 26,922.12 135.49 -0.004 -0.005
8-Jul-19 26,806.14 134.84 -0.001 -0.004
9-Jul-19 26,783.49 134.29 0.003 -0.012
10-Jul-19 26,860.20 132.64 0.008 0.010
11-Jul-19 27,088.08 133.96 0.009 0.033
12-Jul-19 27,332.03 138.36 0.001 0.009
15-Jul-19 27,359.16 139.64 -0.001 -0.004
16-Jul-19 27,335.63 139.09 -0.004 -0.024
17-Jul-19 27,219.85 135.73 0.000 -0.006
18-Jul-19 27,222.97 134.89 -0.003 0.010
19-Jul-19 27,154.20 136.23 0.001 -0.007
22-Jul-19 27,171.90 135.24 0.007 0.021
23-Jul-19 27,349.19 138.10 -0.003 -0.045
24-Jul-19 27,269.97 131.91 -0.005 0.021
25-Jul-19 27,140.98 134.71 0.002 -0.013
26-Jul-19 27,192.45 132.92 0.001 0.012
29-Jul-19 27,221.35 134.46 -0.001 -0.011
 30-Jul-19 27,198.02 132.95 -0.012 -0.010
31-Jul-19 26,864.27 131.67 -0.010 -0.037
1-Aug-19 26,583.42 126.79 -0.004 -0.018
2-Aug-19 26,485.01 124.54 -0.029 -0.023
5-Aug-19 25,717.74 121.65 0.012 0.004
6-Aug-19 26,029.52 122.08 -0.001 -0.011
7-Aug-19 26,007.07 120.78 0.014 0.010
8-Aug-19 26,378.19 122.02 -0.003 -0.022
9-Aug-19 26,287.44 119.38 -0.015 -0.022
12-Aug-19 25,896.44 116.72 0.015 0.020
13-Aug-19 26,279.91 119.01 -0.030 -0.032
14-Aug-19 25,479.42 115.21 0.004 0.000
15-Aug-19 25,579.39 115.25 0.012 0.010
16-Aug-19 25,886.01 116.43 0.010 0.008
19-Aug-19 26,135.79 117.36 -0.007 -0.006
20-Aug-19 25,962.44 116.67 0.009 0.009
21-Aug-19 26,202.73 117.68 0.002 0.002
22-Aug-19 26,252.24 117.89 -0.024 -0.032
23-Aug-19 25,628.90 114.06 0.011 0.003
26-Aug-19 25,898.83 114.42 -0.005 -0.009
27-Aug-19 25,777.90 113.38 0.010 0.013
28-Aug-19 26,036.10 114.86 0.013 0.025
29-Aug-19 26,362.25 117.77 0.002 0.010
30-Aug-19 26,403.28 119.00 -0.011 -0.017
3-Sep-19 26,118.02 117.03 0.009 0.018
4-Sep-19 26,355.47 119.10 0.014 0.033
5-Sep-19 26,728.15 122.99 0.003 -0.002
6-Sep-19 26,797.46 122.70 0.001 0.037
9-Sep-19 26,835.51 127.25 0.003 0.024
10-Sep-19 26,909.43 130.29 0.008 0.021
11-Sep-19 27,137.04 133.09 0.002 -0.010
12-Sep-19 27,182.45 131.75 0.001 0.015
13-Sep-19 27,219.52 133.78 -0.005 -0.005
16-Sep-19 27,076.82 133.15 0.001 -0.007
17-Sep-19 27,110.80 132.17 0.001 -0.008
18-Sep-19 27,147.08 131.07 -0.002 -0.007
19-Sep-19 27,094.79 130.12 -0.006 -0.015
20-Sep-19 26,935.07 128.16 0.001 0.002
23-Sep-19 26,949.99 128.42 -0.005 -0.019
24-Sep-19 26,807.77 125.99 0.006 0.005
25-Sep-19 26,970.71 126.61 -0.003 -0.002
26-Sep-19 26,891.12 126.39 -0.003 0.002
27-Sep-19 26,820.25 126.59 0.004 -0.002
30-Sep-19 26,916.83 126.31 -0.013 -0.031
1-Oct-19 26,573.04 122.37 -0.019 -0.020
2-Oct-19 26,078.62 119.96 0.005 0.001
3-Oct-19 26,201.04 120.04 0.014 0.008
 4-Oct-19 26,573.72 121.04 -0.004 -0.007
7-Oct-19 26,478.02 120.25 -0.012 -0.019
8-Oct-19 26,164.04 117.97 0.007 0.012
9-Oct-19 26,346.01 119.44 0.006 0.027
10-Oct-19 26,496.67 122.69 0.012 0.047
11-Oct-19 26,816.59 128.40 -0.001 -0.000
14-Oct-19 26,787.36 128.38 0.009 0.021
15-Oct-19 27,024.80 131.03 -0.001 -0.006
16-Oct-19 27,001.98 130.19 0.001 0.014
17-Oct-19 27,025.88 132.07 -0.009 -0.010
18-Oct-19 26,770.20 130.71 0.002 0.012
21-Oct-19 26,827.64 132.23 -0.001 0.011
22-Oct-19 26,788.10 133.69 0.002 0.012
23-Oct-19 26,833.95 135.34 -0.001 -0.011
24-Oct-19 26,805.53 133.85 0.006 0.044
25-Oct-19 26,958.06 139.73 0.005 0.002
28-Oct-19 27,090.72 140.06 -0.001 0.009
29-Oct-19 27,071.46 141.33 0.004 -0.007
30-Oct-19 27,186.69 140.34 -0.005 -0.018
31-Oct-19 27,046.23 137.80 0.011 0.049
1-Nov-19 27,347.36 144.49 0.004 0.017
4-Nov-19 27,462.11 146.92 0.001 -0.004
5-Nov-19 27,492.63 146.37 -0.000 -0.006
6-Nov-19 27,492.56 145.49 0.007 0.010
7-Nov-19 27,674.80 147.01 0.000 0.008
8-Nov-19 27,681.24 148.16 0.000 -0.001
11-Nov-19 27,691.49 148.00 - -0.011
12-Nov-19 27,691.49 146.34 0.003 -0.013
13-Nov-19 27,783.59 144.49 -0.000 -0.007
14-Nov-19 27,781.96 143.44 0.008 0.013
15-Nov-19 28,004.89 145.31 0.001 -0.012
18-Nov-19 28,036.22 143.59 -0.004 -0.003
19-Nov-19 27,934.02 143.18 -0.004 -0.012
20-Nov-19 27,821.09 141.52 -0.002 0.013
21-Nov-19 27,766.29 143.36 0.004 0.004
22-Nov-19 27,875.62 143.88 0.007 0.018
25-Nov-19 28,066.47 146.42 0.002 -0.002
26-Nov-19 28,121.68 146.09 0.002 -0.003
27-Nov-19 28,164.00 145.69 -0.004 -0.007
29-Nov-19 28,051.41 144.73 -0.010 -0.012
2-Dec-19 27,783.04 142.96 -0.010 -0.020
3-Dec-19 27,502.81 140.06 0.005 0.000
4-Dec-19 27,649.78 140.12 0.001 0.007
5-Dec-19 27,677.79 141.05 0.012 0.012
6-Dec-19 28,015.06 142.72 -0.004 0.001
9-Dec-19 27,909.60 142.83 -0.001 0.000
10-Dec-19 27,881.72 142.87 0.001 0.008
 11-Dec-19 27,911.30 144.00 0.008 0.019
12-Dec-19 28,132.05 146.78 0.000 -0.009
13-Dec-19 28,135.38 145.53 0.004 -0.001
16-Dec-19 28,235.89 145.36 0.001 0.007
17-Dec-19 28,267.16 146.37 -0.001 0.005
18-Dec-19 28,239.28 147.12 0.005 -0.014
19-Dec-19 28,376.96 145.02 0.003 0.018
20-Dec-19 28,455.09 147.57 0.003 0.006
23-Dec-19 28,551.53 148.50 -0.001 -0.007
24-Dec-19 28,515.45 147.48 0.004 0.005
26-Dec-19 28,621.39 148.22 0.001 0.000
27-Dec-19 28,645.26 148.28 -0.006 -0.005
30-Dec-19 28,462.14 147.52 0.003 0.001
31-Dec-19 28,538.44 147.68 0.012 0.019

Fecha DJI CAT RDJI RCAT

2-Jan-20 28,868.80 150.53 -0.008 -0.014
3-Jan-20 28,634.88 148.44 0.002 -0.001 Rendimiento diario
6-Jan-20 28,703.38 148.34 -0.004 -0.013 Rendimiento anual
7-Jan-20 28,583.68 146.38 0.006 0.009
8-Jan-20 28,745.09 147.68 0.007 -0.003 Riesgo promedio
9-Jan-20 28,956.90 147.31 -0.005 -0.008 Beta
10-Jan-20 28,823.77 146.13 0.003 0.005
13-Jan-20 28,907.05 146.82 0.001 -0.001
14-Jan-20 28,939.67 146.68 0.003 -0.008 Rf
15-Jan-20 29,030.22 145.57 0.009 0.016 Rm
16-Jan-20 29,297.64 147.87 0.002 -0.001
17-Jan-20 29,348.10 147.78 -0.005 -0.013 Ks= Rf + b(Rm-Rf)
21-Jan-20 29,196.04 145.85 -0.000 -0.022 Ks=
22-Jan-20 29,186.27 142.63 -0.001 0.001
23-Jan-20 29,160.09 142.75 -0.006 -0.017
24-Jan-20 28,989.73 140.38 -0.016 -0.033
27-Jan-20 28,535.80 135.73 0.007 0.007
28-Jan-20 28,722.85 136.74 0.000 -0.007
29-Jan-20 28,734.45 135.78 0.004 -0.003
30-Jan-20 28,859.44 135.37 -0.021 -0.030
31-Jan-20 28,256.03 131.35 0.005 -0.012
3-Feb-20 28,399.81 129.77 0.014 0.029
4-Feb-20 28,807.63 133.51 0.017 0.029
5-Feb-20 29,290.85 137.44 0.003 -0.001
6-Feb-20 29,379.77 137.25 -0.009 -0.028
7-Feb-20 29,102.51 133.37 0.006 0.007
10-Feb-20 29,276.82 134.32 -0.000 0.014
11-Feb-20 29,276.34 136.19 0.009 0.025
12-Feb-20 29,551.42 139.59 -0.004 0.001
13-Feb-20 29,423.31 139.72 -0.001 -0.012
14-Feb-20 29,398.08 137.99 -0.006 -0.010
18-Feb-20 29,232.19 136.58 0.004 0.002
19-Feb-20 29,348.03 136.86 -0.004 0.001
20-Feb-20 29,219.98 136.93 -0.008 0.002
21-Feb-20 28,992.41 137.21 -0.036 -0.037
24-Feb-20 27,960.80 132.17 -0.031 -0.024
25-Feb-20 27,081.36 129.00 -0.005 -0.006
26-Feb-20 26,957.59 128.25 -0.044 -0.039
27-Feb-20 25,766.64 123.27 -0.014 0.008
28-Feb-20 25,409.36 124.24 0.051 0.027
2-Mar-20 26,703.32 127.60 -0.029 -0.025
3-Mar-20 25,917.41 124.38 0.045 0.024
4-Mar-20 27,090.86 127.40 -0.036 -0.043
5-Mar-20 26,121.28 121.97 -0.010 -0.005
6-Mar-20 25,864.78 121.41 -0.078 -0.143
9-Mar-20 23,851.02 104.07 0.049 0.023
10-Mar-20 25,018.16 106.49 -0.059 -0.054
11-Mar-20 23,553.22 100.69 -0.100 -0.084
12-Mar-20 21,200.62 92.26 0.094 0.080
13-Mar-20 23,185.62 99.64 -0.129 -0.063
16-Mar-20 20,188.52 93.41 0.052 0.073
17-Mar-20 21,237.38 100.20 -0.063 -0.001
18-Mar-20 19,898.92 100.12 0.009 0.029
19-Mar-20 20,087.19 103.01 -0.045 -0.073
20-Mar-20 19,173.98 95.50 -0.030 -0.038
23-Mar-20 18,591.93 91.85 0.114 0.103
24-Mar-20 20,704.91 101.34 0.024 0.033
25-Mar-20 21,200.55 104.67 0.064 0.056
26-Mar-20 22,552.17 110.50 -0.041 -0.046
27-Mar-20 21,636.78 105.44 0.032 0.059
30-Mar-20 22,327.48 111.71 -0.018 0.039
31-Mar-20 21,917.16 116.04 -0.044 -0.040
1-Apr-20 20,943.51 111.35 0.022 0.048
2-Apr-20 21,413.44 116.74 -0.017 -0.018
3-Apr-20 21,052.53 114.67 0.077 0.050
6-Apr-20 22,679.99 120.43 -0.001 0.012
7-Apr-20 22,653.86 121.92 0.034 0.045
8-Apr-20 23,433.57 127.40 0.012 -0.019
9-Apr-20 23,719.37 125.03 -0.014 -0.087
13-Apr-20 23,390.77 114.14 0.024 0.021
14-Apr-20 23,949.76 116.48 -0.019 -0.042
15-Apr-20 23,504.35 111.53 0.001 0.015
16-Apr-20 23,537.68 113.22 0.030 0.027
 17-Apr-20 24,242.49 116.30 -0.024 -0.015
20-Apr-20 23,650.44 114.60 -0.027 -0.041
21-Apr-20 23,018.88 109.85 0.020 0.007
22-Apr-20 23,475.82 110.64 0.002 0.021
23-Apr-20 23,515.26 112.91 0.011 0.010
24-Apr-20 23,775.27 114.04 0.015 0.010
27-Apr-20 24,133.78 115.20 -0.001 0.002
28-Apr-20 24,101.55 115.46 0.022 0.040
29-Apr-20 24,633.86 120.06 -0.012 -0.031
30-Apr-20 24,345.72 116.38 -0.026 -0.047
1-May-20 23,723.69 110.88 0.001 -0.028
4-May-20 23,749.76 107.72 0.006 0.011
5-May-20 23,883.09 108.91 -0.009 -0.011
6-May-20 23,664.64 107.67 0.009 -0.004
7-May-20 23,875.89 107.29 0.019 0.045
8-May-20 24,331.32 112.11 -0.004 -0.031
11-May-20 24,221.99 108.61 -0.019 -0.033
12-May-20 23,764.78 105.00 -0.022 -0.005
13-May-20 23,247.97 104.48 0.016 0.016
14-May-20 23,625.34 106.19 0.003 0.016
15-May-20 23,685.42 107.92 0.039 0.066
18-May-20 24,597.37 115.02 -0.016 -0.026
19-May-20 24,206.86 112.08 0.015 0.032
20-May-20 24,575.90 115.69 -0.004 -0.014
21-May-20 24,474.12 114.06 -0.000 -0.014
22-May-20 24,465.16 112.47 0.022 0.044
26-May-20 24,995.11 117.41 0.022 0.043
27-May-20 25,548.27 122.42 -0.006 -0.014
28-May-20 25,400.64 120.74 -0.001 -0.005
29-May-20 25,383.11 120.13 0.004 0.003
1-Jun-20 25,475.02 120.50 0.011 0.023
2-Jun-20 25,742.65 123.32 0.020 0.031
3-Jun-20 26,269.89 127.09 0.000 0.015
4-Jun-20 26,281.82 128.96 0.032 0.048
5-Jun-20 27,110.98 135.12 0.017 0.019
8-Jun-20 27,572.44 137.72 -0.011 -0.026
9-Jun-20 27,272.30 134.19 -0.010 -0.013
10-Jun-20 26,989.99 132.44 -0.069 -0.082
11-Jun-20 25,128.17 121.55 0.019 0.013
12-Jun-20 25,605.54 123.15 0.006 0.004
15-Jun-20 25,763.16 123.61 0.020 0.053
16-Jun-20 26,289.98 130.11 -0.006 -0.014
17-Jun-20 26,119.61 128.23 -0.002 -0.005
18-Jun-20 26,080.10 127.59 -0.008 -0.001
19-Jun-20 25,871.46 127.46 0.006 -0.013
22-Jun-20 26,024.96 125.79 0.005 0.004
23-Jun-20 26,156.10 126.25 -0.027 -0.033
24-Jun-20 25,445.94 122.06 0.012 0.022
25-Jun-20 25,745.60 124.71 -0.028 -0.019
26-Jun-20 25,015.55 122.39 0.023 0.023
29-Jun-20 25,595.80 125.25 0.008 0.010
30-Jun-20 25,812.88 126.50 -0.003 -0.003
1-Jul-20 25,734.97 126.06 0.004 0.013
2-Jul-20 25,827.36 127.72 0.018 0.013
6-Jul-20 26,287.03 129.43 -0.015 -0.017
7-Jul-20 25,890.18 127.20 0.007 0.007
8-Jul-20 26,067.28 128.13 -0.014 -0.019
9-Jul-20 25,706.09 125.73 0.014 0.018
10-Jul-20 26,075.30 128.01 0.000 0.020
13-Jul-20 26,085.80 130.57 0.021 0.048
14-Jul-20 26,642.59 136.88 0.009 0.011
15-Jul-20 26,870.10 138.36 -0.005 0.001
16-Jul-20 26,734.71 138.56 -0.002 -0.012
17-Jul-20 26,671.95 136.90 0.000 -0.017
20-Jul-20 26,680.87 134.63 0.006 0.009
21-Jul-20 26,840.40 135.87 0.006 0.008
22-Jul-20 27,005.84 136.98 -0.013 -0.003
23-Jul-20 26,652.33 136.60 -0.007 0.007
24-Jul-20 26,469.89 137.58 0.004 0.017
27-Jul-20 26,584.77 139.89 -0.008 -0.013
28-Jul-20 26,379.28 138.03 0.006 0.018
29-Jul-20 26,539.57 140.53 -0.009 -0.027
30-Jul-20 26,313.65 136.73 0.004 -0.028
31-Jul-20 26,428.32 132.88 0.009 -0.008
3-Aug-20 26,664.40 131.78 0.006 -0.002
4-Aug-20 26,828.47 131.52 0.014 0.026
5-Aug-20 27,201.52 134.97 0.007 -0.004
6-Aug-20 27,386.98 134.39 0.002 0.004
7-Aug-20 27,433.48 134.92 0.013 0.053
10-Aug-20 27,791.44 142.02 -0.004 0.004
11-Aug-20 27,686.91 142.53 0.010 0.000
12-Aug-20 27,976.84 142.57 -0.003 -0.013
13-Aug-20 27,896.72 140.67 0.001 -0.005
14-Aug-20 27,931.02 139.96 -0.003 -0.009
17-Aug-20 27,844.91 138.72 -0.002 -0.003
18-Aug-20 27,778.07 138.37 -0.003 -0.003
19-Aug-20 27,692.88 138.02 0.002 -0.004
20-Aug-20 27,739.73 137.48 0.007 0.007
21-Aug-20 27,930.33 138.43 0.014 0.023
24-Aug-20 28,308.46 141.68 -0.002 -0.004
25-Aug-20 28,248.44 141.15 0.003 0.005
26-Aug-20 28,331.92 141.83 0.006 0.011
27-Aug-20 28,492.27 143.37 0.006 0.002
28-Aug-20 28,653.87 143.63 -0.008 -0.009
31-Aug-20 28,430.05 142.31 0.008 0.026
1-Sep-20 28,645.66 146.05 0.016 0.022
2-Sep-20 29,100.50 149.27 -0.028 -0.017
3-Sep-20 28,292.73 146.76 -0.006 0.010
4-Sep-20 28,133.31 148.18 -0.022 0.002
8-Sep-20 27,500.89 148.52 0.016 0.028
9-Sep-20 27,940.47 152.69 -0.015 -0.019
10-Sep-20 27,534.58 149.86 0.005 0.026
11-Sep-20 27,665.64 153.83 0.012 -0.002
14-Sep-20 27,993.33 153.51 0.000 -0.032
15-Sep-20 27,995.60 148.60 0.001 0.017
16-Sep-20 28,032.38 151.11 -0.005 0.018
17-Sep-20 27,901.98 153.87 -0.009 -0.010
18-Sep-20 27,657.42 152.39 -0.018 -0.046
21-Sep-20 27,147.70 145.33 0.005 0.013
22-Sep-20 27,288.18 147.15 -0.019 -0.019
23-Sep-20 26,763.13 144.38 0.002 0.005
24-Sep-20 26,815.44 145.14 0.013 0.005
25-Sep-20 27,173.96 145.91 0.015 0.012
28-Sep-20 27,584.06 147.68 -0.005 -0.002
29-Sep-20 27,452.66 147.41 0.012 0.012
30-Sep-20 27,781.70 149.15 0.001 -0.016
1-Oct-20 27,816.90 146.71 -0.005 0.022
2-Oct-20 27,682.81 149.94 0.017 0.024
5-Oct-20 28,148.64 153.49 -0.013 -0.013
6-Oct-20 27,772.76 151.53 0.019 0.021
7-Oct-20 28,303.46 154.77 0.004 0.012
8-Oct-20 28,425.51 156.66 0.006 0.015
9-Oct-20 28,586.90 158.94 0.009 0.023
12-Oct-20 28,837.52 162.61 -0.005 -0.003
13-Oct-20 28,679.81 162.12 -0.006 0.009
14-Oct-20 28,514.00 163.61 -0.001 0.009
15-Oct-20 28,494.20 165.04 0.004 0.022
16-Oct-20 28,606.31 168.75 -0.014 -0.007
19-Oct-20 28,195.42 167.53 0.004 0.009
20-Oct-20 28,308.79 168.99 -0.003 -0.009
21-Oct-20 28,210.82 167.40 0.005 0.014
22-Oct-20 28,363.66 169.66 -0.001 -0.006
23-Oct-20 28,335.57 168.59 -0.023 -0.032
26-Oct-20 27,685.38 163.20 -0.008 -0.032
27-Oct-20 27,463.19 157.91 -0.034 -0.043
28-Oct-20 26,519.95 151.16 0.005 0.023
29-Oct-20 26,659.11 154.67 -0.006 0.015
30-Oct-20 26,501.60 157.05 0.016 0.040
2-Nov-20 26,925.05 163.27 0.021 0.027
3-Nov-20 27,480.03 167.69 0.013 -0.074
4-Nov-20 27,847.66 155.23 0.019 0.051
 5-Nov-20 28,390.18 163.09 -0.002 -0.011
6-Nov-20 28,323.40 161.29 0.029 0.059
9-Nov-20 29,157.97 170.82 0.009 0.009
10-Nov-20 29,420.92 172.30 -0.001 -0.016
11-Nov-20 29,397.63 169.46 -0.011 -0.002
12-Nov-20 29,080.17 169.13 0.014 0.015
13-Nov-20 29,479.81 171.71 0.016 0.009
16-Nov-20 29,950.44 173.19 -0.006 -0.007
17-Nov-20 29,783.35 171.91 -0.012 0.005
18-Nov-20 29,438.42 172.74 0.002 0.001
19-Nov-20 29,483.23 172.90 -0.007 -0.004
20-Nov-20 29,263.48 172.23 0.011 0.015
23-Nov-20 29,591.27 174.78 0.015 0.012
24-Nov-20 30,046.24 176.90 -0.006 -0.013
25-Nov-20 29,872.47 174.63 0.001 0.003
27-Nov-20 29,910.37 175.08 -0.009 -0.009
30-Nov-20 29,638.64 173.59 0.006 -0.002
1-Dec-20 29,823.92 173.26 0.002 0.004
2-Dec-20 29,883.79 173.87 0.003 0.004
3-Dec-20 29,969.52 174.63 0.008 0.043
4-Dec-20 30,218.26 182.21 -0.005 -0.019
7-Dec-20 30,069.79 178.71 0.003 0.001
8-Dec-20 30,173.88 178.84 -0.003 0.007
9-Dec-20 30,068.81 180.07 -0.002 -0.007
10-Dec-20 29,999.26 178.85 0.002 0.002
11-Dec-20 30,046.37 179.29 -0.006 -0.007
14-Dec-20 29,861.55 178.05 0.011 0.021
15-Dec-20 30,199.31 181.74 -0.001 -0.012
16-Dec-20 30,154.54 179.50 0.005 -0.002
17-Dec-20 30,303.37 179.17 -0.004 0.010
18-Dec-20 30,179.05 180.96 0.001 -0.004
21-Dec-20 30,216.45 180.16 -0.007 -0.020
22-Dec-20 30,015.51 176.58 0.004 0.010
23-Dec-20 30,129.83 178.42 0.002 0.006
24-Dec-20 30,199.87 179.56 0.007 -0.007
28-Dec-20 30,403.97 178.37 -0.002 -0.010
29-Dec-20 30,335.67 176.65 0.002 0.019
30-Dec-20 30,409.56 180.04 0.006 0.011
31-Dec-20 30,606.48 182.02
DJI CAT
0.001 0.002 Resumen
0.225 0.536
Estadísticas de la regresión
0.004 0.013 Coeficiente d 0.54470226
0.177 Coeficiente d 0.29670056
R^2 ajustado 0.29386467
Error típico 0.00350677
0.024 Observacione 250
0.225
ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados
5.99% Regresión 1 0.0012866 0.0012866
Residuos 248 0.00304976 1.22974E-05
Total 249 0.00433636

Coeficientes Error típico Estadístico t

Intercepción 0.00050341 0.0002249 2.23833372
-0.00446854 0.177093 0.01731357 10.2285691
DJI CAT Resumen
-0.018% -0.065%
-4.559% -16.444% Estadísticas de la regresión
Coeficiente d 0.79625756
1.13% 2.05% Coeficiente d 0.6340261
0.436 R^2 ajustado 0.6325504
Error típico 0.0068469
Observacione 250
2.69%
-4.56% ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Regresión 1 0.02014171
-0.47% Residuos 248 0.01162624
Total 249 0.03176795

Coeficientes Error típico

Intercepción 9.0844E-05 0.00043326
0.00152831 0.43613998 0.02104125
DJI CAT Resumen
0.087% 0.084%
22.019% 21.114% Estadísticas de la regresión
 Coeficiente d 0.70484088
0.78% 1.69% Coeficiente d 0.49680067
0.322 R^2 ajustado 0.49477979
Error típico 0.00544429
Observacione 251
1.92%
22.02% ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados
Regresión 1 0.00728659 0.00728659
8.38% Residuos 249 0.00738044 2.96403E-05
Total 250 0.01466702

Coeficientes Error típico Estadístico t

Intercepción 0.00067005 0.00034425 1.94643195
-0.03853454 0.32154359 0.0205078 15.6790856
DJI CAT Resumen
0.050% 0.116%
12.660% 29.146% Estadísticas de la regresión
Coeficiente d 0.79825024
2.31% 2.82% Coeficiente d 0.63720345
0.655 R^2 ajustado 0.63574644
Error típico 0.01402071
Observacione 251
0.92%
12.66% ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Regresión 1 0.08597153 0.08597153 437.335087
8.61% Residuos 249 0.04894853 0.00019658
Total 250 0.13492006

Coeficientes Error típico Estadístico t Probabilidad

Intercepción -0.00026023 0.0008858 -0.2937741 0.76917525
-0.01388426 0.65507473 0.03132447 20.9125581 9.51365E-57
 F Valor crítico de F
104.623626 1.02208E-20

Probabilidad Inferior 95% Superior 95%Inferior 95.0%

Superior 95.0%
0.02608723 6.04444E-05 0.00094637 6.04444E-05 0.00094637
1.02208E-20 0.14299263 0.21119338 0.14299263 0.21119338
Promedio de los cuadradosF Valor crítico de F
0.02014171 429.643954 4.67778E-56
4.688E-05

Estadístico t Probabilidad Inferior 95% Superior 95%Inferior 95.0%

Superior 95.0%
0.20967586 0.83409281 -0.00076249 0.00094418 -0.00076249 0.00094418
20.7278545 4.67778E-56 0.39469765 0.47758231 0.39469765 0.47758231
 F Valor crítico de F
245.833725 5.25067E-39

Probabilidad Inferior 95% Superior 95%Inferior 95.0%

Superior 95.0%
0.05272762 -7.9538E-06 0.00134805 -7.9538E-06 0.00134805
5.25067E-39 0.28115272 0.36193447 0.28115272 0.36193447
Valor crítico de F
9.51365E-57

Inferior 95% Superior 95%Inferior 95.0%

Superior 95.0%
-0.00200484 0.00148439 -0.00200484 0.00148439
0.59338004 0.71676942 0.59338004 0.71676942
Fecha D-2016 Fecha D-2017 Fecha D-2018
1/15/2016 0.77 1/18/2017 0.77 1/19/2018 0.78
4/21/2016 0.77 4/20/2017 0.77 4/20/2018 0.78
7/18/2016 0.77 7/18/2017 0.78 7/19/2018 0.86
10/20/2016 0.77 10/20/2017 0.78 10/19/2018 0.86
3.08 3.1 3.28
Fecha D-2019 Fecha D-2020
1/18/2019 0.86 1/17/2020 1.03
4/18/2019 0.86 4/17/2020 1.03
7/19/2019 1.03 7/17/2020 1.03
10/18/2019 1.03 10/23/2020 1.03
3.78 4.12