actividad 1

Vista previa del material en texto

CALCULO BETA
					Actividad 1
			AMLX	IPC	AMLX	IPC	paso 3	paso 5
		FECHA	PRECIOS AL CIERRE	PRECIOS AL CIERRE	PASO 1: X-X~	PASO 2: X-X~	AMLX * IPC	DOWNJONES VARIANZA
		1/1/20	15.08	44157.8086	-0.38	-708.70838	269.3091844	501729.09391343
		1/8/20	14.91	44773.2383	-0.55	-93.27868	51.303274	8598.608094543
		1/15/20	15.59	45637.3203	0.13	770.80332	100.2044316	593937.366159821
		1/22/20	15.73	44717.1474	0.27	-149.36958	-40.3297866	22392.003902576
		1/29/20	15.99	45047.0703	0.53	180.55332	95.6932596	32408.3957438221
		X~	15.46	44866.51698		PASO 4: 	476.18036300	1159065.467814
	PASO 7				PASO 8: CALCULO DE LA BETA
		AMLX=	119.04509075		COVARIANZA ACCION / COVARIANZA INDICE			0.0004108313
		IPC=	289766.366953548