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  • Ejercicio Finanzas 2

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    Efrain Lara Moran
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    finanzas 2 fen

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    ejercicio finanzas 2

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    finanzas 2 fen

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    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
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    15 views6 pages

    Ejercicio Finanzas 2

    Uploaded by

    Efrain Lara Moran
    finanzas 2 fen

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 6

    IBEX35

    12/31/2008
    1/31/2009
    2/28/2009
    3/31/2009
    4/30/2009
    5/31/2009
    6/30/2009
    7/31/2009
    8/31/2009
    9/30/2009
    10/31/2009
    11/30/2009
    12/31/2009

    Precio de Cierre Rendimiento Rend. Comp.Continuo


    9,080.20
    Pi /Pi-1
    LN (Pi /Pi-1) * 100
    10,116.00
    1.11407
    10.8%
    9,551.40
    0.94419
    -5.7%
    9,308.30
    0.97455
    -2.6%
    9,761.00
    1.04863
    4.7%
    9,500.70
    0.97333
    -2.7%
    8,878.40
    0.93450
    -6.8%
    8,480.00
    0.95513
    -4.6%
    8,321.10
    0.98126
    -1.9%
    7,314.00
    0.87897
    -12.9%
    7,774.30
    1.06293
    6.1%
    8,364.70
    1.07594
    7.3%
    8,397.60
    1.00393
    0.4%

    ENDESA
    12/31/2008
    1/31/2009
    2/28/2009
    3/31/2009
    4/30/2009
    5/31/2009
    6/30/2009
    7/31/2009
    8/31/2009
    9/30/2009
    10/31/2009
    11/30/2009
    12/31/2009

    Precio de Cierre Rendimiento Rend. Comp.Continuo


    18.68
    Pi /Pi-1
    LN (Pi /Pi-1) * 100
    19.11
    1.02302
    2.3%
    18.61
    0.97384
    -2.7%
    18.72
    1.00591
    0.6%
    18.99
    1.01442
    1.4%
    19.26
    1.01422
    1.4%
    18.84
    0.97819
    -2.2%
    18.65
    0.98992
    -1.0%
    18.25
    0.97855
    -2.2%
    17.05
    0.93425
    -6.8%
    17.00
    0.99707
    -0.3%
    17.87
    1.05118
    5.0%
    17.57
    0.98321
    -1.7%

    #
    1
    2
    3
    4
    5
    6
    7
    8
    9
    10
    11
    12
    Suma
    Media

    IBEX35
    10.8%
    -5.7%
    -2.6%
    4.7%
    -2.7%
    -6.8%
    -4.6%
    -1.9%
    -12.9%
    6.1%
    7.3%
    0.4%
    (0.0782)
    (0.007)

    0
    1
    0

    r2

    ENDESA
    2.3%
    -2.7%
    0.6%
    1.4%
    1.4%
    -2.2%
    -1.0%
    -2.2%
    -6.8%
    -0.3%
    5.0%
    -1.7%
    (0.0613)
    (0.005)

    0
    0.01
    0

    X*Y
    0.0025
    0.0015
    (0.0002)
    0.0007
    (0.0004)
    0.0015
    0.0005
    0.0004
    0.0088
    (0.0002)
    0.0037
    (0.0001)
    0.0187

    X
    0.0117
    0.0033
    0.0007
    0.0023
    0.0007
    0.0046
    0.0021
    0.0004
    0.0166
    0.0037
    0.0054
    0.0000
    0.0514

    0
    0.61
    0

    [n XY ( X )( Y )]2

    [n X 2 ( X ) 2 ][n Y 2 ( Y ) 2 ]

    0
    0.67
    0.07

    Y
    0.0005
    0.0007
    0.0000
    0.0002
    0.0002
    0.0005
    0.0001
    0.0005
    0.0046
    0.0000
    0.0025
    0.0003
    0.0101

    6.0%

    y = 0.36 x - 0.00
    R = 0.67

    4.0%
    2.0%

    -15.0%

    -10.0%

    -5.0%

    0.0%
    0.0%
    -2.0%
    -4.0%
    -6.0%
    -8.0%

    5.0%

    10.0%

    15.0%

    Resumen
    Estadsticas de la regresin
    Coeficiente de correlacin mltiple
    Coeficiente de determinacin R^2
    R^2 ajustado
    Error tpico
    Observaciones

    0.82
    0.67
    0.64
    0.02
    12.00

    ANLISIS DE VARIANZA
    Grados de libertad
    1.00
    10.00
    11.00

    Regresin
    Residuos
    Total

    Coeficientes
    Intercepcin
    IBEX35

    Suma de cuadrados
    0.01
    0.00
    0.01
    Error tpico

    0.00
    0.36

    0.01
    0.08

    Promedio de los cuadrados


    0.01
    0.00

    Estadstico t
    -

    0.53
    4.49

    F
    20.17

    Probabilidad
    0.61 0.00

    Valor crtico de F
    0.00

    Inferior 95%
    0.01
    0.18

    Superior 95%
    Inferior 95.0%
    0.01 0.01
    0.54
    0.18

    Superior 95.0%
    0.01
    0.54

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