Telefonica del Peru BC1 Banco
(TELEFBC1)
de
Cementos
Crdito Lima I1 (CEMLIMI1)
Milpo
UCP
C1 Backus
(MILPOC1)
Johnston AC1 (BACKUAC1)
Telefonica del Peru
0.01054492
BC1 (TELEFBC1)
Banco de Crdito
0.02743398 0.03142678
Cementos Lima0.03378284
I1 (CEMLIMI1) 0.026414 0.00222387
Milpo C1 (MILPOC1)
0.01117794 0.00644748
0.0116496
#REF!
UCP Backus Johnston
0.00740085
AC1 (BACKUAC1)
0.00664932 0.01024337 0.00833642
#REF!
DATOS
Periodo 5 aos. Ultimo dato al 30 de junio de 2008.
http://finance.yahoo.com
Precio de las acciones obtenidos de http://finance.yahoo.com/actives?e=nq
Acciones Consideradas
1. Citigroup Inc. - C
http://finance.yahoo.com/q/hp?s=C&a=00&
2. General Motors - GM
http://finance.yahoo.com/q/hp?s=GM&a=00
3. Pfizer Inc. - PFE
http://finance.yahoo.com/q/hp?s=PFE&a=0
4. Ford Motor Co. - F
http://finance.yahoo.com/q/hp?s=F&a=00&
Se ha formado un portafolio diversificado en base a empresas con retornos promedio positivos y de
PRECIOS
FECHA
Jun-08
May-08
Apr-08
Mar-08
Feb-08
Jan-08
Dec-07
Nov-07
Oct-07
Sep-07
Aug-07
Jul-07
Jun-07
May-07
Apr-07
Mar-07
Feb-07
Jan-07
Citigroup
Inc (C)
16.76
21.89
24.95
21.15
23.41
27.81
28.73
32.5
40.37
44.96
45.17
44.35
48.84
51.89
50.56
48.41
47.49
51.47
General
Motors
11.5
17.1
22.91
18.81
22.99
27.6
24.35
29.18
38.04
35.62
29.84
31.21
36.41
28.89
29.83
29.27
30.47
31.16
Pfizer Inc.
17.47
19.36
19.79
20.6
21.93
22.67
22.06
23.06
23.6
23.42
23.82
22.27
24.23
26.04
24.8
23.68
23.4
24.33
RETORNOS
Citigroup
Inc .
Jun-08
May-08
Apr-08
Mar-08
Feb-08
General
Motors
0.26703482 0.396731428
0.13084391 0.292495033
-0.1652339 -0.197184853
0.10152338 0.200670695
Pfizer Inc.
0.102723958
0.021967678
0.040114316
0.062564487
Jan-08
Dec-07
Nov-07
Oct-07
Sep-07
Aug-07
Jul-07
Jun-07
May-07
Apr-07
Mar-07
Feb-07
Jan-07
0.17223239
0.0325462
0.12329822
0.21684685
0.10768627
0.00465994
-0.0183204
0.09643694
0.06057644
-0.0259653
-0.0434543
-0.0191872
0.08047995
0.182756434
-0.125283923
0.180951694
0.265154695
-0.06573096
-0.177057503
0.044888781
0.154104906
-0.231347948
0.032019084
-0.018951498
0.040179492
0.022392628
0.033186902
-0.027276451
0.044333501
0.023147197
-0.007656354
0.016935206
-0.067285083
0.084351054
0.072042283
-0.048790164
-0.046212843
-0.011894788
0.038974134
RETORNOS Y VARIANZA PROMEDIOS DE LAS ACCIONES Y DEL MERCADO
Varianza
cov
beta
Citigroup
Inc.
0.01054
0.00523817
0.69
General
Motors
0.03143
0.005752247
0.76
Pfizer Inc.
0.00222
0.002580232
0.34
oo.com/actives?e=nq
http://finance.yahoo.com/q/hp?s=C&a=00&b=3&c=1977&d=05&e=30&f=2008&g=m
http://finance.yahoo.com/q/hp?s=GM&a=00&b=2&c=1962&d=06&e=20&f=2008&g=m
http://finance.yahoo.com/q/hp?s=PFE&a=00&b=4&c=1982&d=06&e=20&f=2008&g=m
http://finance.yahoo.com/q/hp?s=F&a=00&b=3&c=1977&d=06&e=20&f=2008&g=m
mpresas con retornos promedio positivos y de sectores diversos.
Ford Motor
Co.
XX
4.81
6.8
8.26
5.72
6.53
6.64
6.73
7.51
8.87
8.49
7.81
8.51
9.42
8.34
8.04
7.89
7.91
8.13
Ford Motor
Co.
S&P500
1.00
1.89
2.00
1.20
1.50
1.90
1.95
2.50
2.80
1.90
2.30
2.60
1.20
2.90
1.00
0.90
1.60
1.80
XX
125.64
149.36
155.69
156.67
157.95
180.63
160.47
152.38
166.11
169.89
169.77
144.42
146.98
158.01
147.93
157.13
138.94
136.95
S&P500
0.346225528 0.636576829 0.17294
0.194501975 0.056570351 0.04151
-0.367455782 -0.510825624 0.00627
0.132438138 0.223143551 0.00814
0.69051131
0.01670502
0.01346318
0.109660322
0.166439331
-0.043785796
-0.083484036
0.085836979
0.101593146
-0.121771872
-0.036634133
-0.018832948
0.002531647
0.027433142
0.236388778
0.025975486
0.248461359
0.113328685
-0.387765531
0.191055237
0.122602322
-0.773189888
0.88238918
-1.064710737
-0.105360516
0.575364145
0.117783036
0.13417
-0.11834
-0.05173
0.08627
0.0225
-0.00071
-0.16172
0.01757
0.07236
-0.06592
0.06033
-0.12303
-0.01443
XX
S&P500
CIONES Y DEL MERCADO
Ford Motor
Co.
0.02224
0.003066558
0.40
0.00759
0.2293
0.008620803 0.00759
1.14
1.00
