CARTERA DE ACCIONES
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CARTERA DE CALCULO DE LA RENTABILIDAD BCP 2012 7.50% 2011 6.10% 2010 8.05% 2009 8.10% 2008 7.30% 2007 10.50% FERREYROS 2012 3.09% 2011 2.28% 2010 4.25% 2009 2.64% 2008 2.25% 2007 6.40% CARTAVIO 2012 30.00% 2011 23.00% 2010 28.00% 2009 13.40% 2008 11.00% 2007 21.50% RAURA 2012 4.16% 2011 3.35% 2010 3.60% 2009 2.33% 2008 0.85% 2007 4.90% ATACOCHA 2012 0.93%
Transcript of CARTERA DE ACCIONES
CARTERA DE ACCIONES
CALCULO DE LA RENTABILIDAD
BCP2012 7.50%2011 6.10%2010 8.05%2009 8.10%2008 7.30%2007 10.50%
FERREYROS2012 3.09%2011 2.28%2010 4.25%2009 2.64%2008 2.25%2007 6.40%
CARTAVIO2012 30.00%2011 23.00%2010 28.00%2009 13.40%2008 11.00%2007 21.50%
RAURA2012 4.16%2011 3.35%2010 3.60%2009 2.33%2008 0.85%2007 4.90%
ATACOCHA2012 0.93%2011 0.84%2010 1.93%2009 2.30%
2008 2.10%2007 7.60%
CARTERA DE ACCIONES
CARTERA DE ACCIONES
INDICADORES DE LA CARTERA
VARIANZA DESV. ESTANDAR PROMEDIO (Ki) Pi INVERSION
BCP 0.021% 1.454561789681 7.93 0.099265 496325.071334FERREYROS 0.026% 1.60808892788925 3.49 0.1097423 548711.548391CARTAVIO 0.584% 7.64035339496806 21.15 0.5214077 2607038.74574
RAURA 0.021% 1.43342131512918 3.19833333333333 0.0978223 489111.525911ATACOCHA 0.063% 2.5168922636193 2.61666666666667 0.1717626 858813.108623
14.6533176912868 5000000.00
5000000.00Km 12.9592149480318
VARIANZA 75.040118471249
CARTERA DE ACCIONES
Ki * Pi Ki - K (Ki - K) ^ 2 (Ki - K) ^ 2 * Pi
0.78667523806 -5.03 25.34 2.515705035560730.38245194923 -9.47 89.76 9.8505519006956511.0277738945 8.19 67.09 34.98070350509350.31286833941 -9.76 95.27 9.320001529840650.44944552685 -10.34 106.97 18.373156500058412.9592149 75.040118471249
CARTERA DE ACCIONES
RIESGO DE EMPRESAS
BCP 0.099265014 9.926501%
FERREYROS 0.10974231 10.974231%
CARTAVIO 0.521407749 52.140775%
TOTAL
CARTERA DE ACCIONES
RAURA 0.097822305 9.782231%
ATACOCHA 0.171762622 17.176262%
TOTAL 1 100%
CARTERA DE ACCIONES
BETAS
BCPFRACCION DE LA CARTERA 0.099265014
BETAS 0.77
BETA PROMEDIOCOEFICIENTE BETA 0.076434061
FERREYROSFRACCION DE LA CARTERA 0.10974231
BETAS 1.200COEFICIENTE BETA 0.131690772
CARTAVIOFRACCION DE LA CARTERA 0.521407749
BETAS 1.07COEFICIENTE BETA 0.557906292
RAURAFRACCION DE LA CARTERA 0.097822305
BETAS 1.33COEFICIENTE BETA 0.130103666
ATACOCHAFRACCION DE LA CARTERA 0.171762622
BETAS 1.33COEFICIENTE BETA 0.228444287
CARTERA DE ACCIONES
BETA PROMEDIO
1.1245791
CARTERA DE ACCIONES
T - BONO
AÑO 2002 2003 2004 2005 2006 2007CIERRE 5.57 6.41 5.74 4.64 6.43 5.11
TOTAL 0.046565455
TOTAL 4.66%
CARTERA DE ACCIONES
2008 2009 2010 2011 20125.03 3.82 4.257 4.215 0
CARTERA DE ACCIONES
BETA COMPETENCIA
PE
BCP
FERREYROS
CARTAVIO
RAUARA
ATACOCHA
CARTERA DE ACCIONES
CARTERA DE ACCIONES
CAPM
BCP FERREYROS CARTAVIO RAURA ATACOCHA
FORMULA 0.04615Klr + ( Km - Klr ) * B 4.615%
CARTERA DE ACCIONES
CAPM CAPM = Klr + ( Km - Klr ) * BCAPM = 5.12 % + ( 4.11 % - 5.12 %) * 0.5CAPM = 4.61%
