Fecha de entrega:

GERENCIA FINANCIERA II
SEMANA I

Nombre del participante:

Docente:
Ingrid Vásquez

Fecha de entrega:
Date COCACOLA RETORNO S&P500 RETORNO
2/8/2016 37.845848 1864.78003
2/15/2016 38.425259 1.53% 1917.78003 2.84%
2/22/2016 37.872189 -1.44% 1948.05005 1.58%
2/29/2016 38.723743 2.25% 1999.98999 2.67%
3/7/2016 39.680637 2.47% 2022.18994 1.11%
3/14/2016 40.343987 1.67% 2049.58008 1.35%
3/21/2016 40.326294 -0.04% 2035.93994 -0.67%
3/28/2016 41.432224 2.74% 2072.78003 1.81%
4/4/2016 41.467602 0.09% 2047.59998 -1.21%
4/11/2016 40.786354 -1.64% 2080.72998 1.62%
4/18/2016 39.40617 -3.38% 2091.58008 0.52%
4/25/2016 39.636204 0.58% 2065.30005 -1.26%
5/2/2016 40.096264 1.16% 2057.13989 -0.40%
5/9/2016 40.122799 0.07% 2046.60999 -0.51%
5/16/2016 38.884174 -3.09% 2052.32007 0.28%
5/23/2016 39.618504 1.89% 2099.06006 2.28%
5/30/2016 39.848534 0.58% 2099.12988 0.00%
6/6/2016 40.68903 2.11% 2096.07007 -0.15%
6/13/2016 39.627354 -2.61% 2071.21997 -1.19%
6/20/2016 39.164539 -1.17% 2037.41003 -1.63% 2.91
6/27/2016 40.225445 2.71% 2102.94995 3.22% 0.58
7/4/2016 40.457237 0.58% 2129.8999 1.28%
7/11/2016 40.680119 0.55% 2161.73999 1.49%
7/18/2016 40.858429 0.44% 2175.03003 0.61%
7/25/2016 38.897076 -4.80% 2173.6001 -0.07%
8/1/2016 38.763355 -0.34% 2182.87012 0.43%
8/8/2016 39.253677 1.26% 2184.05005 0.05%
8/15/2016 39.155617 -0.25% 2183.87012 -0.01%
8/22/2016 38.620712 -1.37% 2169.04004 -0.68%
8/29/2016 38.923817 0.78% 2179.97998 0.50%
9/5/2016 37.684605 -3.18% 2127.81006 -2.39%
9/12/2016 37.568714 -0.31% 2139.15991 0.53%
9/19/2016 38.414928 2.25% 2164.68994 1.19%
9/26/2016 38.037434 -0.98% 2168.27002 0.17%
10/3/2016 37.507137 -1.39% 2153.73999 -0.67%
10/10/2016 37.453197 -0.14% 2132.97998 -0.96%
10/17/2016 37.86665 1.10% 2141.15991 0.38%
10/24/2016 37.956535 0.24% 2126.40991 -0.69%
10/31/2016 37.471188 -1.28% 2085.17993 -1.94%
11/7/2016 36.877968 -1.58% 2164.44995 3.80%
11/14/2016 36.770119 -0.29% 2181.8999 0.81%
11/21/2016 37.32737 1.52% 2213.3501 1.44%
11/28/2016 36.275764 -2.82% 2191.94995 -0.97%
12/5/2016 38.068954 4.94% 2259.53003 3.08%
12/12/2016 37.833286 -0.62% 2258.07007 -0.06%
12/19/2016 37.706383 -0.34% 2263.79004 0.25%
12/26/2016 37.579498 -0.34% 2238.83008 -1.10%
1/2/2017 37.833286 0.68% 2276.97998 1.70%
1/9/2017 37.05378 -2.06% 2274.63989 -0.10%
1/16/2017 37.452591 1.08% 2271.31006 -0.15%
1/23/2017 37.570435 0.31% 2294.68994 1.03%
1/30/2017 37.652004 0.22% 2297.41992 0.12%
2/6/2017 36.781864 -2.31% 2316.1001 0.81%
2/13/2017 37.371021 1.60% 2351.15991 1.51%
 2/20/2017 37.869541 1.33% 2367.34009 0.69%
2/27/2017 38.504025 1.68% 2383.12012 0.67%
3/6/2017 38.331806 -0.45% 2372.6001 -0.44%
3/13/2017 38.096146 -0.61% 2378.25 0.24%
3/20/2017 38.514687 1.10% 2343.97998 -1.44%
3/27/2017 38.807304 0.76% 2362.71997 0.80%
4/3/2017 38.962746 0.40% 2355.54004 -0.30%
4/10/2017 39.127346 0.42% 2328.94995 -1.13%
4/17/2017 39.383369 0.65% 2348.68994 0.85%
4/24/2017 39.456528 0.19% 2384.19995 1.51%
5/1/2017 39.950306 1.25% 2399.29004 0.63%
5/8/2017 39.85886 -0.23% 2390.8999 -0.35%
5/15/2017 40.14233 0.71% 2381.72998 -0.38%
5/22/2017 41.50478 3.39% 2415.82007 1.43%
5/29/2017 41.961998 1.10% 2439.07007 0.96%
6/5/2017 41.440781 -1.24% 2431.77002 -0.30%
6/12/2017 41.431637 -0.02% 2433.1499 0.06%
6/19/2017 41.717289 0.69% 2438.30005 0.21%
6/26/2017 41.348515 -0.88% 2423.40991 -0.61%
7/3/2017 40.924427 -1.03% 2425.17993 0.07%
7/10/2017 41.191784 0.65% 2459.27002 1.41%
7/17/2017 41.514458 0.78% 2472.54004 0.54%
7/24/2017 42.41795 2.18% 2472.1001 -0.02%
7/31/2017 41.947769 -1.11% 2476.83008 0.19%
8/7/2017 42.030743 0.20% 2441.32007 -1.43%
8/14/2017 42.104496 0.18% 2425.55005 -0.65%
8/21/2017 42.012302 -0.22% 2443.05005 0.72%
8/28/2017 42.205898 0.46% 2476.55005 1.37%
9/4/2017 42.68531 1.14% 2461.42993 -0.61%
9/11/2017 42.574684 -0.26% 2500.22998 1.58%
9/18/2017 42.272255 -0.71% 2502.21997 0.08%
9/25/2017 41.826202 -1.06% 2519.36011 0.68%
10/2/2017 42.272255 1.07% 2549.33008 1.19%
10/9/2017 42.913448 1.52% 2553.16992 0.15%
10/16/2017 43.0993 0.43% 2575.20996 0.86%
10/23/2017 42.811226 -0.67% 2581.07007 0.23%
10/30/2017 42.7183 -0.22% 2587.84009 0.26%
11/6/2017 43.247982 1.24% 2582.30005 -0.21%
11/13/2017 42.476692 -1.78% 2578.8501 -0.13%
11/20/2017 42.634666 0.37% 2602.41992 0.91%
11/27/2017 42.7183 0.20% 2642.21997 1.53%
12/4/2017 42.450184 -0.63% 2651.5 0.35%
12/11/2017 43.274639 1.94% 2675.81006 0.92%
12/18/2017 42.712509 -1.30% 2683.34009 0.28%
12/25/2017 42.984207 0.64% 2673.61011 -0.36%
1/1/2018 43.162212 0.41% 2743.1499 2.60%
1/8/2018 43.237164 0.17% 2786.23999 1.57%
1/15/2018 44.183418 2.19% 2810.30005 0.86%
1/22/2018 45.466946 2.90% 2872.87012 2.23%
1/29/2018 43.780556 -3.71% 2762.12988 -3.85%
2/5/2018 40.407776 -7.70% 2619.55005 -5.16%
2/12/2018 42.14101 4.29% 2732.21997 4.30%
2/19/2018 41.260342 -2.09% 2747.30005 0.55%
2/26/2018 40.960541 -0.73% 2691.25 -2.04%
3/5/2018 41.991108 2.52% 2786.57007 3.54%
 3/12/2018 40.716949 -3.03% 2752.01001 -1.24%
3/19/2018 40.008354 -1.74% 2588.26001 -5.95%
3/26/2018 41.048019 2.60% 2640.87012 2.03%
4/2/2018 41.511147 1.13% 2604.46997 -1.38%
4/9/2018 42.06879 1.34% 2656.30005 1.99%
4/16/2018 41.341022 -1.73% 2670.13989 0.52%
4/23/2018 40.934608 -0.98% 2669.90991 -0.01%
4/30/2018 40.036716 -2.19% 2663.41992 -0.24%
5/7/2018 39.828773 -0.52% 2727.71997 2.41%
5/14/2018 39.866585 0.09% 2712.96997 -0.54%
5/21/2018 40.074516 0.52% 2721.33008 0.31%
5/28/2018 40.755028 1.70% 2734.62012 0.49%
6/4/2018 41.539505 1.92% 2779.03003 1.62%
6/11/2018 41.700184 0.39% 2779.65991 0.02%
6/18/2018 41.241959 -1.10% 2754.87988 -0.89%
6/25/2018 41.823639 1.41% 2718.37012 -1.33%
7/2/2018 42.567429 1.78% 2759.82007 1.52%
7/9/2018 42.662781 0.22% 2801.31006 1.50%
7/16/2018 43.177708 1.21% 2801.83008 0.02%
7/23/2018 44.064529 2.05% 2818.82007 0.61%
7/30/2018 44.455494 0.89% 2840.3501 0.76%
8/6/2018 43.940567 -1.16% 2833.28003 -0.25%
8/13/2018 44.436424 1.13% 2850.12988 0.59%
8/20/2018 43.511463 -2.08% 2874.68994 0.86%
8/27/2018 42.500675 -2.32% 2901.52002 0.93%
9/3/2018 43.597282 2.58% 2871.67993 -1.03%
9/10/2018 43.854744 0.59% 2904.97998 1.16%
9/17/2018 44.795166 2.14% 2929.66992 0.85%
9/24/2018 44.420105 -0.84% 2913.97998 -0.54%
10/1/2018 44.121994 -0.67% 2885.57007 -0.97%
10/8/2018 42.967972 -2.62% 2767.12988 -4.10%
10/15/2018 44.554745 3.69% 2767.78003 0.02%
10/22/2018 44.160454 -0.88% 2658.68994 -3.94%
10/29/2018 46.160755 4.53% 2723.06006 2.42%
11/5/2018 47.776382 3.50% 2781.01001 2.13%
11/12/2018 48.247604 0.99% 2736.27002 -1.61%
11/19/2018 47.14167 -2.29% 2632.56006 -3.79%
11/26/2018 48.4688 2.82% 2760.16992 4.85%
12/3/2018 47.582298 -1.83% 2633.08008 -4.60%
12/10/2018 47.824615 0.51% 2599.94995 -1.26%
12/17/2018 46.108978 -3.59% 2416.62012 -7.05%
12/24/2018 45.750343 -0.78% 2485.73999 2.86%
12/31/2018 46.108978 0.78% 2531.93994 1.86%
1/7/2019 45.886047 -0.48% 2596.26001 2.54%
1/14/2019 46.147755 0.57% 2670.70996 2.87%
1/21/2019 45.915119 -0.50% 2664.76001 -0.22%
1/28/2019 47.204273 2.81% 2706.53003 1.57%
2/4/2019 47.747074 1.15% 2707.87988 0.05%
BETA
1.20
0.91
 Costos originales
A 20000
B 35000 A) Beta del portafolio
C 30000
D 15000
100000 100%

Calcule el beta
PEPSI RETORNO S&P500 RETORNO
42.41795 2472.1001
41.947769 -1.11% 2476.83008 0.19%
42.030743 0.20% 2441.32007 -1.43%
42.104496 0.18% 2425.55005 -0.65%
42.012302 -0.22% 2443.05005 0.72%
42.205898 0.46% 2476.55005 1.37%
42.68531 1.14% 2461.42993 -0.61%
42.574684 -0.26% 2500.22998 1.58%
42.272255 -0.71% 2502.21997 0.08%
41.826202 -1.06% 2519.36011 0.68%
42.272255 1.07% 2549.33008 1.19%
42.913448 1.52% 2553.16992 0.15%
43.0993 0.43% 2575.20996 0.86%
42.811226 -0.67% 2581.07007 0.23%
42.7183 -0.22% 2587.84009 0.26%
43.247982 1.24% 2582.30005 -0.21%
42.476692 -1.78% 2578.8501 -0.13% 0.932998 Beta
42.634666 0.37% 2602.41992 0.91%
42.7183 0.20% 2642.21997 1.53%
42.450184 -0.63% 2651.5 0.35%
43.274639 1.94% 2675.81006 0.92%
42.712509 -1.30% 2683.34009 0.28%
42.984207 0.64% 2673.61011 -0.36%
43.162212 0.41% 2743.1499 2.60%
43.237164 0.17% 2786.23999 1.57%
44.183418 2.19% 2810.30005 0.86%
45.466946 2.90% 2872.87012 2.23%
43.780556 -3.71% 2762.12988 -3.85%
40.407776 -7.70% 2619.55005 -5.16%
42.14101 4.29% 2732.21997 4.30%
41.260342 -2.09% 2747.30005 0.55%
40.960541 -0.73% 2691.25 -2.04%
41.991108 2.52% 2786.57007 3.54%
40.716949 -3.03% 2752.01001 -1.24%
Beta de V mayor riesgo
Beta de W menor riesgo

Portafolio A 0.935
Portafolio B 1.11

El B tiene mas riesgo

Dividendo+precio final-precio inicial / precio inicial

Costos originaleIngreso anualValor actual Rendimiento individual

A 20000 1600 20000 8%
B 35000 1400 36000 7%
B)
C 30000 0 34500 15%
D 15000 375 16500 13%

Costos originaleProporción Beta

A 20000 20% 0.80 0.16
B 35000 35% 0.95 0.33
C 30000 30% 1.50 0.45 A)
D 15000 15% 1.25 0.19
100000 100% 1.13

Rendimiento total de la cartera

Costos originaleProporción Rendimiento

A 20000 20% 8% 1.60%
B 35000 35% 7% 2.40%
C 30000 30% 15% 4.50%
D 15000 15% 13% 1.88%
100000 100% 10.38%
 A) B)
Activo Beta Aumenta 10 Disminuye 10%
A 0.5 5% -5% Correlación positiva (Directa)
B 1.6 16% -16% Correlación positiva (Directa)
C -0.2 -2% 2% Correlación negativa (opuesta)
D 0.9 9% -9% Correlación positiva (Directa)

C) Con el activo B.
D) Con el activo C, porque tiene correlación negativa

beta Aumento 15 Disminución 8%

1.2 18.00% -9.60%