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  • Mes R Sector Lácteos R1 DM D1 (DM) 2 DM D1

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    saul konja
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    This document contains 6 tables that report sector performance metrics including return (R), difference in return from the mean (Dm), difference in return from the first period (D1), the square of the difference in return from the mean ((Dm)^2), and the product of the difference in return from the mean and the difference in return from the first period (Dm*D1). Each table provides this data for 6 periods and calculates the mean, covariance, and variance of returns.

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    practica 1

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    This document contains 6 tables that report sector performance metrics including return (R), difference in return from the mean (Dm), difference in return from the first period (D1), the square of the difference in return from the mean ((Dm)^2), and the product of the difference in return from the mean and the difference in return from the first period (Dm*D1). Each table provides this data for 6 periods and calculates the mean, covariance, and variance of returns.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    Download as xlsx, pdf, or txt
    3 views5 pages

    Mes R Sector Lácteos R1 DM D1 (DM) 2 DM D1

    Uploaded by

    saul konja
    This document contains 6 tables that report sector performance metrics including return (R), difference in return from the mean (Dm), difference in return from the first period (D1), the square of the difference in return from the mean ((Dm)^2), and the product of the difference in return from the mean and the difference in return from the first period (Dm*D1). Each table provides this data for 6 periods and calculates the mean, covariance, and variance of returns.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 5

    Mes R Sector Lácteos R1 Dm D1 (Dm)^2 Dm*D1

    1 2% -4% -5.7% -7.83% 0.3211% 0.444%


    2 -4% 2% -11.7% -1.83% 1.3611% 0.214%
    3 13% 10% 5.3% 6.17% 0.2844% 0.329%
    4 25% 13% 17.3% 9.17% 3.0044% 1.589%
    5 9% -6% 1.3% -9.83% 0.0178% -0.131%
    6 1% 8% -6.7% 4.17% 0.4444% -0.278%
    7.67% 3.83% 5.4333% 2.1667%

    β cov/VarM VarM 0.01086667


    0.398773006135 Cov 0.00433333
    Mes R Sector Lácteos R1 Dm D1 (Dm)^2 Dm*D1
    1 3% 6% 1.5% 0.17% 0.0225% 0.003%
    2 8% 1% 6.5% -4.83% 0.4225% -0.314%
    3 6% 7% 4.5% 1.17% 0.2025% 0.053%
    4 -13% 5% -14.5% -0.83% 2.1025% 0.121%
    5 -3% 4% -4.5% -1.83% 0.2025% 0.083%
    6 8% 12% 6.5% 6.17% 0.4225% 0.401%
    1.50% 5.83% 3.3750% 0.3450%

    β cov/VarM VarM 0.00675


    0.1022222222222 Cov 0.00069
    Mes R Sector Lácteos R1 Dm D1 (Dm)^2 Dm*D1
    1 10% 9% 5.3% 1.33% 0.2844% 0.071%
    2 12% 10% 7.3% 2.33% 0.5378% 0.171%
    3 14% 16% 9.3% 8.33% 0.8711% 0.778%
    4 -13% -4% -17.7% -11.67% 3.1211% 2.061%
    5 -3% -1% -7.7% -8.67% 0.5878% 0.664%
    6 8% 16% 3.3% 8.33% 0.1111% 0.278%
    4.67% 7.67% 5.5133% 4.0233%

    β cov/VarM VarM 0.01102667


    0.729746070133 Cov 0.00804667
    Mes R Sector Lácteos R1 Dm D1 (Dm)^2 Dm*D1
    1 16% 8% 2.5% -3.00% 0.0625% -0.075%
    2 24% 31% 10.5% 20.00% 1.1025% 2.100%
    3 12% 16% -1.5% 5.00% 0.0225% -0.075%
    4 16% -4% 2.5% -15.00% 0.0625% -0.375%
    5 -1% -1% -14.5% -12.00% 2.1025% 1.740%
    6 14% 16% 0.5% 5.00% 0.0025% 0.025%
    13.50% 11.00% 3.3550% 3.3400%

    β cov/VarM VarM 0.00671


    0.9955290611028 Cov 0.00668
    Mes R Sector Lácteos R1 Dm D1 (Dm)^2 Dm*D1
    1 -6% -11% -8.2% -13.50% 0.6669% 1.103%
    2 4% 8% 1.8% 5.50% 0.0336% 0.101%
    3 10% 20% 7.8% 17.50% 0.6136% 1.371%
    4 -7% -13% -9.2% -15.50% 0.8403% 1.421%
    5 4% 3% 1.8% 0.50% 0.0336% 0.009%
    6 8% 8% 5.8% 5.50% 0.3403% 0.321%
    2.17% 2.50% 2.5283% 4.3250%

    β cov/VarM VarM 0.00505667


    1.7106130520765 Cov 0.00865

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