CALCULO DE LA BETA DE UNA ACCION DE LA EMPRESA QUINPAC S.

A
Precio fecha actual
Cantidad
Fecha cotizacin Apertura

Cierre

Mxima

Mnima

Promedio
Negociada

8/29/2013

1.83

8/28/2013

1.83

8/27/2013

1.83

8/26/2013

1.83

8/23/2013

1.83

8/22/2013

1.83

8/21/2013

1.83

8/20/2013

1.83

8/19/2013

1.83

8/16/2013

1.83

8/15/2013

1.83

8/14/2013

1.83

8/13/2013

1.83

8/12/2013

1.83

8/9/2013

1.83

8/8/2013

1.83

8/7/2013

1.83

8/6/2013

1.83

8/5/2013

1.83

8/2/2013

1.83

8/1/2013

1.83

7/31/2013

1.83

7/30/2013

1.83

7/26/2013

1.83

7/25/2013

1.83

7/24/2013

1.83

7/23/2013

1.83

7/22/2013

1.83

7/19/2013

1.83

7/18/2013

1.83

7/17/2013

1.83

7/16/2013

1.83

7/15/2013

1.83

7/12/2013

1.83

7/11/2013

1.83

7/10/2013

1.83

7/9/2013

1.83

7/8/2013

1.83

7/5/2013

1.83

7/4/2013

1.83

7/3/2013

1.83

7/2/2013

1.83

500

1,000.00

7/1/2013

1.83

6/28/2013

1.83

6/27/2013

1.83

6/26/2013

1.83

6/25/2013

1.83

6/24/2013

1.83

6/21/2013

1.83

6/20/2013

1.84

1.83

1.84

1.83

1.83

9,213.00

6/19/2013

1.83

1.83

1.83

1.83

1.83

3,671.00

6/18/2013

1.98

6/17/2013

1.98

6/14/2013

1.98

6/13/2013

1.98

6/12/2013

1.98

6/11/2013

1.98

6/10/2013

1.98

6/7/2013

1.98

6/6/2013

1.98

6/5/2013

1.98

6/4/2013

1.98

6/3/2013

1.98

5/31/2013

1.98

5/30/2013

1.98

5/29/2013

1.98

5/28/2013

1.98

5/27/2013

1.98

5/24/2013

1.98

5/23/2013

1.98

5/22/2013

1.98

5/21/2013

1.98

5/20/2013

1.98

5/17/2013

1.98

5/16/2013

1.98

5/15/2013

1.98

5/14/2013

1.98

5/13/2013

1.98

5/10/2013

1.98

5/9/2013

1.98

5/8/2013

1.98

5/7/2013

1.98

5/6/2013

1.98

5/3/2013

1.98

5/2/2013

1.98

4/30/2013

1.98

4/29/2013

1.98

4/26/2013

1.98

4/25/2013

1.98

4/24/2013

1.98

4/23/2013

1.98

4/22/2013

1.98

4/19/2013

1.98

4/18/2013

1.98

4/17/2013

1.98

4/16/2013

1.98

4/15/2013

1.98

4/12/2013

1.98

4/11/2013

1.98

4/10/2013

1.98

4/9/2013

1.98

1.98

1.98

1.98

1.98

4/8/2013

1.93

4/5/2013

1.93

4/4/2013

1.93

4/3/2013

1.93

4/2/2013

1.93

4/1/2013

1.93

3/27/2013

1.93

3/26/2013

1.93

3/25/2013

1.93

3/22/2013

1.93

3/21/2013

1.93

3/20/2013

1.93

3/19/2013

1.93

3/18/2013

1.93

3/15/2013

1.93

3/14/2013

1.93

3/13/2013

1.93

3/12/2013

1.93

3/11/2013

1.93

3/8/2013

1.93

3/7/2013

1.93

3/6/2013

1.93

3/5/2013

1.93

3/4/2013

1.93

3/1/2013

1.93

2/28/2013

1.93

2/27/2013

1.93

2/26/2013

1.93

2/25/2013

1.93

2/22/2013
2/21/2013

114,612.00

1.93
1.93

1.93

1.93

1.93

1.93

2/20/2013

1.53

2/19/2013

1.53

2/18/2013

1.53

2/15/2013

1.53

2/14/2013

1.53

2/13/2013

1.53

4,423.00

2/12/2013

1.53

2/11/2013

1.53

2/8/2013

1.53

2/7/2013

1.53

2/6/2013

1.53

2/5/2013

1.53

2/4/2013

1.53

2/1/2013

1.53

1/31/2013

1.53

1/30/2013

1.53

1/29/2013

1.53

1/28/2013

1.53

1/25/2013

1.53

1/24/2013

1.53

1/23/2013

1.53

1/22/2013

1.53

1/21/2013

1.53

1/18/2013

1.53

1/17/2013

1.53

1/16/2013

1.53

1/15/2013

1.53

1/14/2013

1.53

1/11/2013

1.53

1/10/2013

1.53

1/9/2013

1.53

1/8/2013

1.53

1/7/2013

1.53

1/4/2013

1.53

1/3/2013

1.53

1/2/2013

1.53

A DE UNA ACCION DE LA EMPRESA QUINPAC S.A.EN LA BOLSA DE VALORES

Precios fecha anterior
Monto
Negociado (S/.)

915

1,830.00

Fecha

Cierre

anterior

anterior

RED.DIARIO

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

PROMEDIO
VARIANZA
DESV.ESTANDAR

16,899.79

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/20/2013

1.83

6/19/2013

1.83

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

6,717.93

0%
0%
0%
0%
0%
0%
0%
0%
0%
8%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

4/9/2013

1.98

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

2/21/2013

1.93

226,921.76

8,536.39

0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
-3%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
-21%
0%
0%
0%
0%
0%

0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

-0.09%
0.000300448
0.017333431

FECHA
29/08/2013
28/08/2013
27/08/2013
26/08/2013
23/08/2013
22/08/2013
21/08/2013
20/08/2013
19/08/2013
16/08/2013
15/08/2013
14/08/2013
13/08/2013
12/08/2013
09/08/2013
08/08/2013
07/08/2013
06/08/2013
05/08/2013
02/08/2013
01/08/2013
31/07/2013
30/07/2013
26/07/2013
25/07/2013
24/07/2013
23/07/2013
22/07/2013
19/07/2013
18/07/2013
17/07/2013
16/07/2013
15/07/2013
12/07/2013
11/07/2013
10/07/2013
09/07/2013
08/07/2013
05/07/2013
04/07/2013
03/07/2013
02/07/2013
01/07/2013
28/06/2013
27/06/2013
26/06/2013
25/06/2013

IGBVL
16652.22
16521.58
16506.57
16855.55
16765.36
16596.22
16615.31
16681.00
16550.76
16525.49
16509.26
16500.91
16362.32
16255.61
15638.41
15226.93
15082.58
15045.40
15267.87
15298.04
15308.76
15118.46
15122.77
15310.92
15335.67
15412.89
15622.80
15524.31
15417.65
15318.54
15326.01
15136.15
15023.00
15013.60
14955.11
14643.03
14899.53
15152.49
15181.70
15415.37
15450.24
15492.35
15621.95
15549.55
15166.67
15134.25
15328.74

-1%
0%
2%
-1%
-1%
0%
0%
-1%
0%
0%
0%
-1%
-1%
-4%
-3%
-1%
0%
1%
0%
0%
-1%
0%
1%
0%
1%
1%
-1%
-1%
-1%
0%
-1%
-1%
0%
0%
-2%
2%
2%
0%
2%
0%
0%
1%
0%
-2%
0%
1%

PROMEDIO(MDO)
VARIANZA(MDO)
DESV.ESTANDAR(MDO)

0.147%
0.000154
0.01240955

COV(EMP.&MERC)

-2.6025E-06

BETA (QUINPAL1)

-0.01689954

Analisis :

Como podemos observar la empresa Quimpac S.A presenta una beta neg
Evidenciado su menor volatilidad en el mercado .

Las acciones de Quinpac S.A.no es suceptible al mercado ,casi indiferent

el valor negativo de Beta.

24/06/2013
21/06/2013
20/06/2013
19/06/2013
18/06/2013
17/06/2013
14/06/2013
13/06/2013
12/06/2013
11/06/2013
10/06/2013
07/06/2013
06/06/2013
05/06/2013
04/06/2013
03/06/2013
31/05/2013
30/05/2013
29/05/2013
28/05/2013
27/05/2013
24/05/2013
23/05/2013
22/05/2013
21/05/2013
20/05/2013
17/05/2013
16/05/2013
15/05/2013
14/05/2013
13/05/2013
10/05/2013
09/05/2013
08/05/2013
07/05/2013
06/05/2013
03/05/2013
02/05/2013
30/04/2013
29/04/2013
26/04/2013
25/04/2013
24/04/2013
23/04/2013
22/04/2013
19/04/2013
18/04/2013
17/04/2013

15250.53
15630.08
15746.10
16561.75
16714.68
16645.70
16437.48
16347.38
15761.38
15713.69
16145.86
16114.33
15914.96
15959.73
16063.22
15970.84
16049.65
16097.54
16110.10
16259.62
16418.54
16454.05
16610.80
16736.28
16745.83
16679.29
16543.37
16416.57
17129.65
17565.34
17996.48
17801.38
17812.75
17575.32
17408.11
17706.34
17652.27
17447.61
17352.92
17822.09
17789.27
18153.91
17662.16
17781.56
17900.16
17904.84
17858.14
17915.72

-1%
2%
1%
5%
1%
0%
-1%
-1%
-4%
0%
3%
0%
-1%
0%
1%
-1%
0%
0%
0%
1%
1%
0%
1%
1%
0%
0%
-1%
-1%
4%
3%
2%
-1%
0%
-1%
-1%
2%
0%
-1%
-1%
3%
0%
2%
-3%
1%
1%
0%
0%
0%

16/04/2013
15/04/2013
12/04/2013
11/04/2013
10/04/2013
09/04/2013
08/04/2013
05/04/2013
04/04/2013
03/04/2013
02/04/2013
01/04/2013
27/03/2013
26/03/2013
25/03/2013
22/03/2013
21/03/2013
20/03/2013
19/03/2013
18/03/2013
15/03/2013
14/03/2013
13/03/2013
12/03/2013
11/03/2013
08/03/2013
07/03/2013
06/03/2013
05/03/2013
04/03/2013
01/03/2013
28/02/2013
27/02/2013
26/02/2013
25/02/2013
22/02/2013
21/02/2013
20/02/2013
19/02/2013
18/02/2013
15/02/2013
14/02/2013
13/02/2013
12/02/2013
11/02/2013
08/02/2013
07/02/2013
06/02/2013

18487.57
18435.84
19226.88
19462.20
19389.54
19494.20
19381.26
19509.57
19608.48
19549.08
19702.15
19917.41
19858.95
19762.85
19744.55
19992.52
19966.45
19852.60
19815.95
20155.47
20196.13
19796.84
19796.57
20218.30
20360.80
20384.79
20364.56
20560.62
20446.40
20385.47
20646.48
20611.68
20640.62
20678.88
20562.50
20633.63
20663.40
20818.86
21026.39
21106.48
21108.10
21395.39
21612.37
21627.80
21613.02
21778.57
21707.35
21754.08

3%
0%
4%
1%
0%
1%
-1%
1%
1%
0%
1%
1%
0%
0%
0%
1%
0%
-1%
0%
2%
0%
-2%
0%
2%
1%
0%
0%
1%
-1%
0%
1%
0%
0%
0%
-1%
0%
0%
1%
1%
0%
0%
1%
1%
0%
0%
1%
0%
0%

05/02/2013
04/02/2013
01/02/2013
31/01/2013
30/01/2013
29/01/2013
28/01/2013
25/01/2013
24/01/2013
23/01/2013
22/01/2013
21/01/2013
18/01/2013
17/01/2013
16/01/2013
15/01/2013
14/01/2013
11/01/2013
10/01/2013
09/01/2013
08/01/2013
07/01/2013
04/01/2013
03/01/2013
02/01/2013

21730.15
21641.70
21800.27
21435.29
21305.86
20940.92
20926.11
21282.80
21500.47
21651.73
21625.27
21747.62
21666.72
21761.43
21836.92
21735.27
21870.35
21905.52
21902.23
21588.08
21544.54
21336.93
21221.45
21120.35
21016.02

0%
0%
1%
-2%
-1%
-2%
0%
2%
1%
1%
0%
1%
0%
0%
0%
0%
1%
0%
0%
-1%
0%
-1%
-1%
0%
0%

rvar la empresa Quimpac S.A presenta una beta negativa

r volatilidad en el mercado .

pac S.A.no es suceptible al mercado ,casi indiferente por

FECHA

29/08/2013
28/08/2013
27/08/2013
26/08/2013
23/08/2013
22/08/2013
21/08/2013
20/08/2013
19/08/2013
16/08/2013
15/08/2013
14/08/2013
13/08/2013
12/08/2013
09/08/2013
08/08/2013
07/08/2013
06/08/2013
05/08/2013
02/08/2013
01/08/2013
31/07/2013
30/07/2013
26/07/2013
25/07/2013
24/07/2013
23/07/2013
22/07/2013
19/07/2013
18/07/2013
17/07/2013
16/07/2013
15/07/2013
12/07/2013
11/07/2013
10/07/2013
09/07/2013
08/07/2013
05/07/2013
04/07/2013
03/07/2013
02/07/2013
01/07/2013

REND.DIARIO QUINPAC
REND.DIARIO
1.83 QUINPAC
16652.22 IGBVL
1.83
16521.58
-1%
0%
1.83
16506.57
0%
0%
1.83
16855.55
2%
0%
1.83
16765.36
-1%
0%
1.83
16596.22
-1%
0%
1.83
16615.31
0%
0%
1.83
16681.00
0%
0%
1.83
16550.76
-1%
0%
1.83
16525.49
0%
0%
1.83
16509.26
0%
0%
1.83
16500.91
0%
0%
1.83
16362.32
-1%
0%
1.83
16255.61
-1%
0%
1.83
15638.41
-4%
0%
1.83
15226.93
-3%
0%
1.83
15082.58
-1%
0%
1.83
15045.40
0%
0%
1.83
15267.87
1%
0%
1.83
15298.04
0%
0%
1.83
15308.76
0%
0%
1.83
15118.46
-1%
0%
1.83
15122.77
0%
0%
1.83
15310.92
1%
0%
1.83
15335.67
0%
0%
1.83
15412.89
1%
0%
1.83
15622.80
1%
0%
1.83
15524.31
-1%
0%
1.83
15417.65
-1%
0%
1.83
15318.54
-1%
0%
1.83
15326.01
0%
0%
1.83
15136.15
-1%
0%
1.83
15023.00
-1%
0%
1.83
15013.60
0%
0%
1.83
14955.11
0%
0%
1.83
14643.03
-2%
0%
1.83
14899.53
2%
0%
0
15152.49
2%
0%
0
15181.70
0%
0%
0
15415.37
2%
0%
0
15450.24
0%
0%
0
15492.35
0%
0%
0
15621.95
1%
0%

IGBVL

-5%

-4%

-3%

28/06/2013
27/06/2013
26/06/2013
25/06/2013
24/06/2013
21/06/2013
20/06/2013
19/06/2013
18/06/2013
17/06/2013
14/06/2013
13/06/2013
12/06/2013
11/06/2013
10/06/2013
07/06/2013
06/06/2013
05/06/2013
04/06/2013
03/06/2013
31/05/2013
30/05/2013
29/05/2013
28/05/2013
27/05/2013
24/05/2013
23/05/2013
22/05/2013
21/05/2013
20/05/2013
17/05/2013
16/05/2013
15/05/2013
14/05/2013
13/05/2013
10/05/2013
09/05/2013
08/05/2013
07/05/2013
06/05/2013
03/05/2013
02/05/2013
30/04/2013
29/04/2013

15549.55
15166.67
15134.25
15328.74
15250.53
15630.08
15746.10
16561.75
16714.68
16645.70
16437.48
16347.38
15761.38
15713.69
16145.86
16114.33
15914.96
15959.73
16063.22
15970.84
16049.65
16097.54
16110.10
16259.62
16418.54
16454.05
16610.80
16736.28
16745.83
16679.29
16543.37
16416.57
17129.65
17565.34
17996.48
17801.38
17812.75
17575.32
17408.11
17706.34
17652.27
17447.61
17352.92
17822.09

0%
-2%
0%
1%
-1%
2%
1%
5%
1%
0%
-1%
-1%
-4%
0%
3%
0%
-1%
0%
1%
-1%
0%
0%
0%
1%
1%
0%
1%
1%
0%
0%
-1%
-1%
4%
3%
2%
-1%
0%
-1%
-1%
2%
0%
-1%
-1%
3%

0
0
0
0
0
0
1.83
1.83
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98

0%
0%
0%
0%
0%
0%
0%
0%
8%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

26/04/2013
25/04/2013
24/04/2013
23/04/2013
22/04/2013
19/04/2013
18/04/2013
17/04/2013
16/04/2013
15/04/2013
12/04/2013
11/04/2013
10/04/2013
09/04/2013
08/04/2013
05/04/2013
04/04/2013
03/04/2013
02/04/2013
01/04/2013
27/03/2013
26/03/2013
25/03/2013
22/03/2013
21/03/2013
20/03/2013
19/03/2013
18/03/2013
15/03/2013
14/03/2013
13/03/2013
12/03/2013
11/03/2013
08/03/2013
07/03/2013
06/03/2013
05/03/2013
04/03/2013
01/03/2013
28/02/2013
27/02/2013
26/02/2013
25/02/2013
22/02/2013

17789.27
18153.91
17662.16
17781.56
17900.16
17904.84
17858.14
17915.72
18487.57
18435.84
19226.88
19462.20
19389.54
19494.20
19381.26
19509.57
19608.48
19549.08
19702.15
19917.41
19858.95
19762.85
19744.55
19992.52
19966.45
19852.60
19815.95
20155.47
20196.13
19796.84
19796.57
20218.30
20360.80
20384.79
20364.56
20560.62
20446.40
20385.47
20646.48
20611.68
20640.62
20678.88
20562.50
20633.63

0%
2%
-3%
1%
1%
0%
0%
0%
3%
0%
4%
1%
0%
1%
-1%
1%
1%
0%
1%
1%
0%
0%
0%
1%
0%
-1%
0%
2%
0%
-2%
0%
2%
1%
0%
0%
1%
-1%
0%
1%
0%
0%
0%
-1%
0%

1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.98
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93
1.93

0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
-3%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

21/02/2013
20/02/2013
19/02/2013
18/02/2013
15/02/2013
14/02/2013
13/02/2013
12/02/2013
11/02/2013
08/02/2013
07/02/2013
06/02/2013
05/02/2013
04/02/2013
01/02/2013
31/01/2013
30/01/2013
29/01/2013
28/01/2013
25/01/2013
24/01/2013
23/01/2013
22/01/2013
21/01/2013
18/01/2013
17/01/2013
16/01/2013
15/01/2013
14/01/2013
11/01/2013
10/01/2013
09/01/2013
08/01/2013
07/01/2013
04/01/2013
03/01/2013
02/01/2013

20663.40
20818.86
21026.39
21106.48
21108.10
21395.39
21612.37
21627.80
21613.02
21778.57
21707.35
21754.08
21730.15
21641.70
21800.27
21435.29
21305.86
20940.92
20926.11
21282.80
21500.47
21651.73
21625.27
21747.62
21666.72
21761.43
21836.92
21735.27
21870.35
21905.52
21902.23
21588.08
21544.54
21336.93
21221.45
21120.35
21016.02

0%
1%
1%
0%
0%
1%
1%
0%
0%
1%
0%
0%
0%
0%
1%
-2%
-1%
-2%
0%
2%
1%
1%
0%
1%
0%
0%
0%
0%
1%
0%
0%
-1%
0%
-1%
-1%
0%
0%

1.93
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53
1.53

0%
-21%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

QUINPAC
y = -0.0169x - 0.0009

10%

5%

0%
-2%

-1%

0%

1%

2%

3%

4%

5%

6%

-5%
QUINPAC
Linear (QUINPAC)
-10%

-15%

-20%

-25%

0.0009

QUINPAC
Linear (QUINPAC)