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    Angélica Cecilia Herrera
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    The document contains tables showing the annual returns of various Chilean companies and market indexes from 1995 to 2008. It shows that retail companies like Falabella, Ripley, and La Polar generally underperformed the market average from 1995 to 2006, with higher variability and lower correlations to the market. A second table provides statistics like average returns, standard deviation, correlation, and beta for several large companies compared to the market from 2001 to 2008.

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    The document contains tables showing the annual returns of various Chilean companies and market indexes from 1995 to 2008. It shows that retail companies like Falabella, Ripley, and La Polar generally underperformed the market average from 1995 to 2006, with higher variability and lower correlations to the market. A second table provides statistics like average returns, standard deviation, correlation, and beta for several large companies compared to the market from 2001 to 2008.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    5 views4 pages

    Ejemplo BETA

    Uploaded by

    Angélica Cecilia Herrera
    The document contains tables showing the annual returns of various Chilean companies and market indexes from 1995 to 2008. It shows that retail companies like Falabella, Ripley, and La Polar generally underperformed the market average from 1995 to 2006, with higher variability and lower correlations to the market. A second table provides statistics like average returns, standard deviation, correlation, and beta for several large companies compared to the market from 2001 to 2008.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    of 4

    1995

    1996
    1997
    1998
    1999
    2000
    2001
    2002
    2003
    2004
    2005
    2006

    RENTABILIDAD
    RENTABILIDAD
    RENTABILIDAD
    RENTABILIDAD
    Falabella
    ripley
    la polar
    MERCADO (IGPA)
    -2.9%
    7.4%
    2.6%
    1.7%
    -8.8%
    4.8%
    9.6%
    -1.6%
    -11.7%
    -6.7%
    -11.1%
    0.5%
    -7.0%
    -2.4%
    -8.3%
    -4.0%
    -8.1%
    -1.0%
    -4.5%
    -4.9%
    -2.5%
    -6.4%
    -2.4%
    -9.6%
    -9.2%
    -7.9%
    -3.4%
    -3.3%
    4.0%
    -2.9%
    -14.1%
    -1.2%
    8.4%
    5.9%
    3.5%
    7.3%
    3.0%
    -2.8%
    6.8%
    -3.2%
    -2.7%
    -4.3%
    -14.4%
    0.4%
    9.0%
    -4.5%
    -2.5%
    7.7%

    promedio
    Desviacin
    Correlacin
    Covarianza
    Varianza mercado
    BETA

    -2.4%
    7.0%
    57.1%
    0.18%
    0.22%
    0.8199

    -1.7%
    5.1%
    38.2%
    0.09%
    0.22%
    0.3961

    -3.2%
    7.9%
    8.7%
    0.03%
    0.22%
    0.1403

    -0.8%
    4.9%

    15.0%

    10.0%

    rentabilidad

    aos

    5.0%
    0.0%

    -5.0%
    -10.0%
    -15.0%
    -20.0%

    Rentabilidad acciones y Mercado


    15.0%

    10.0%
    5.0%

    Falabella

    0.0%

    Ripley

    -5.0%

    La Polar
    MERCADO

    -10.0%
    -15.0%
    -20.0%

    aos

    aos
    Acciones
    BSANTANDER
    CMPC
    COPEC
    CTA-A
    D&S
    ENDESA FALABELLAFASA
    IGPA
    2001
    34%
    10%
    7%
    12% -12%
    9%
    5%
    70%
    -1%
    2002
    2003
    2004
    2005
    2006
    2007
    2008

    -10%
    7%
    32%
    20%
    15%
    -1%
    -16%

    5%
    87%
    11%
    -4%
    41%
    5%
    -47%

    17%
    66%
    3%
    1%
    54%
    31%
    -46%

    -22%
    32%
    -31%
    -28%
    -6%
    -10%
    16%

    9.9% 13.6% 16.5% -4.5%


    VARIANZA
    3%
    13%
    10%
    5%
    DESVIACION
    18%
    36%
    32%
    21%
    DESEMPEO 57%
    38%
    51% -21%
    COVARIANZA
    1% 6.7% 5.8% 0.8%
    BETA
    0.3
    1.6
    1.4
    0.2
    PROMEDIO

    -14%
    69%
    -80%
    0%
    10%
    42%
    -1%

    -20%
    30%
    44%
    55%
    26%
    -3%
    16%

    2%
    90%
    29%
    5%
    33%
    29%
    -31%

    13%
    69%
    -19%
    -20%
    44%
    10%
    -57%

    -7%
    46%
    22%
    3%
    34%
    14%
    -20%

    1.7% 19.6% 20.2% 13.7% 11.5%


    17%
    5%
    11%
    18% 4.2%
    41%
    23%
    33%
    42% 20.5%
    4%
    85%
    61%
    32%
    2.9% 1.7% 6.3% 5.1%
    0.7
    0.4
    1.5
    1.2

    RENTABILIDAD

    RENTABILIDAD ACCIONES Y MERCADO (IGPA) 20012008


    100%
    80%
    60%
    40%
    20%
    0%
    -20%
    -40%
    -60%
    -80%
    -100%

    SANTANDER
    CMPC
    COPEC
    CTC-A

    D&S
    ENDESA
    FALABELLA
    FASA

    AOS

    MERCADO

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