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S&P 500

Date
Adj Close
11/1/2012
9.77
10/1/2012
9.32
9/4/2012
8.83
8/1/2012
7.98
7/2/2012
7.33
6/1/2012
8.17
5/1/2012
7.34
4/2/2012
8.09
3/1/2012
9.55
2/1/2012
7.95
1/3/2012
7.1
12/1/2011
5.54
11/1/2011
5.42
10/3/2011
6.79
9/1/2011
6.08
8/1/2011
8.12
7/1/2011
9.64
6/1/2011
10.88
5/2/2011
11.66
4/1/2011
12.18
3/1/2011
13.23
2/1/2011
14.17
1/3/2011
13.61
12/1/2010
13.23
11/1/2010
10.85
10/1/2010
11.34
9/1/2010
12.98
8/2/2010
12.33
7/1/2010
13.9
6/1/2010
14.22
5/3/2010
15.57
4/1/2010
17.64
3/1/2010
17.66
2/1/2010
16.47
1/4/2010
15.01
12/1/2009
14.89
11/2/2009
15.66
10/1/2009
14.4
9/1/2009
16.71
8/3/2009
17.37
7/1/2009
14.6
6/1/2009
13.03
5/1/2009
11.12

Date
Adj Close
11/1/2012
139.45
10/1/2012
141.35
9/4/2012
143.97
8/1/2012
140.41
7/2/2012
136.98
6/1/2012
135.38
5/1/2012
130.1
4/2/2012
138.41
3/1/2012
139.34
2/1/2012
135
1/3/2012
129.38
12/1/2011
123.65
11/1/2011
122.37
10/3/2011
122.87
9/1/2011
110.78
8/1/2011
119.04
7/1/2011
125.97
6/1/2011
128.54
5/2/2011
130.74
4/1/2011
132.23
3/1/2011
128.51
2/1/2011
128.49
1/3/2011
124.18
12/1/2010
121.35
11/1/2010
113.74
10/1/2010
113.74
9/1/2010
109.56
8/2/2010
100.55
7/1/2010
105.29
6/1/2010
98.56
5/3/2010
103.94
4/1/2010
112.91
3/1/2010
111.19
2/1/2010
104.81
1/4/2010
101.64
12/1/2009
105.47
11/2/2009
103.49
10/1/2009
97.49
9/1/2009
99.4
8/3/2009
95.99
7/1/2009
92.57
6/1/2009
86.15
5/1/2009
86.2

4.83%
5.55%
10.65%
8.87%
-10.28%
11.31%
-9.27%
-15.29%
20.13%
11.97%
28.16%
2.21%
-20.18%
11.68%
-25.12%
-15.77%
-11.40%
-6.69%
-4.27%
-7.94%
-6.63%
4.11%
2.87%
21.94%
-4.32%
-12.63%
5.27%
-11.29%
-2.25%
-8.67%
-11.73%
-0.11%
7.23%
9.73%
0.81%
-4.92%
8.75%
-13.82%
-3.80%
18.97%
12.05%
17.18%

-1.34%
-1.82%
2.54%
2.50%
1.18%
4.06%
-6.00%
-0.67%
3.21%
4.34%
4.63%
1.05%
-0.41%
10.91%
-6.94%
-5.50%
-2.00%
-1.68%
-1.13%
2.89%
0.02%
3.47%
2.33%
6.69%
0.00%
3.82%
8.96%
-4.50%
6.83%
-5.18%
-7.94%
1.55%
6.09%
3.12%
-3.63%
1.91%
6.15%
-1.92%
3.55%
3.69%
7.45%
-0.06%

Rendimiento Ttulo i

BAC

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

8.81
6.73
3.89
6.47
13.85
15.63
23.25
33.66
29.36
31.02
22.51
31.45
34.72
35.06
36.15
40.16

26.22%
30.91%
73.01%
-39.88%
-53.29%
-11.39%
-32.77%
-30.93%
14.65%
-5.35%
37.81%
-28.43%
-9.42%
-0.97%
-3.02%
-9.99%

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

81.44
74.08
68.39
76.62
83.47
82.66
88.85
106.43
117.49
115.7
116.75
127.4
125.5
119.79
120.88
124.08

5.84%
9.94%
8.32%
-10.74%
-8.21%
0.98%
-6.97%
-16.52%
-9.41%
1.55%
-0.90%
-8.36%
1.51%
4.77%
-0.90%
-2.58%

COVARIANZA
VARIANZA

0.00717155
0.00299215

BETA

2.40

BETA

2.40

Grfica 23. Coeficiente Beta ()


80.00%

Rendimiento Ttulo i

60.00%

y = 2.3968x - 0.0128

40.00%
20.00%

-20.00% -15.00% -10.00%

0.00%
-5.00% 0.00%
-20.00%

5.00%

10.00%

15.00%

-40.00%
-60.00%

Rendimiento de mercado S&P 500