g

Mkt-RF SMB HML RF GOOG IOO EFA

12/1/2019 2.8% 0.7% 1.9% 0.1%
11/1/2019 3.9% 0.9% -1.9% 0.1%
10/1/2019 2.1% 0.3% -2.1% 0.2%
9/1/2019 1.4% -1.0% 6.8% 0.2%
8/1/2019 -2.6% -2.4% -4.9% 0.2%
7/1/2019 1.2% -2.1% 0.3% 0.2%
6/1/2019 6.9% 0.2% -0.8% 0.2%
5/1/2019 -6.9% -1.3% -2.2% 0.2%
4/1/2019 4.0% -1.8% 2.0% 0.2%
3/1/2019 1.1% -3.1% -4.2% 0.2%
2/1/2019 3.4% 2.1% -2.7% 0.2%
1/1/2019 8.4% 2.9% -0.6% 0.2%
12/1/2018 -9.6% -2.5% -1.9% 0.2%
11/1/2018 1.7% -0.7% 0.2% 0.2%
10/1/2018 -7.7% -4.9% 3.6% 0.2%
9/1/2018 0.1% -2.2% -1.7% 0.2%
8/1/2018 3.4% 1.1% -3.9% 0.2%
7/1/2018 3.2% -2.2% 0.6% 0.2%
6/1/2018 0.5% 1.2% -2.3% 0.1%
5/1/2018 2.7% 5.3% -3.2% 0.1%
4/1/2018 0.3% 1.1% 0.5% 0.1%
3/1/2018 -2.4% 4.1% -0.1% 0.1%
2/1/2018 -3.7% 0.3% -1.0% 0.1%
1/1/2018 5.6% -3.1% -1.2% 0.1%
12/1/2017 1.1% -1.3% 0.3% 0.1%
11/1/2017 3.1% -0.6% -0.1% 0.1%
10/1/2017 2.3% -1.9% 0.1% 0.1%
9/1/2017 2.5% 4.5% 3.1% 0.1%
8/1/2017 0.2% -1.6% -2.3% 0.1%
7/1/2017 1.9% -1.5% -0.3% 0.1%
6/1/2017 0.8% 2.2% 1.4% 0.1%
5/1/2017 1.1% -2.6% -3.7% 0.1%
4/1/2017 1.1% 0.7% -2.1% 0.1%
3/1/2017 0.2% 1.2% -3.3% 0.0%
2/1/2017 3.6% -2.0% -1.8% 0.0%
1/1/2017 1.9% -1.0% -2.8% 0.0%
12/1/2016 1.8% 0.1% 3.5% 0.0%
11/1/2016 4.9% 5.5% 8.2% 0.0%
10/1/2016 -2.0% -4.4% 4.0% 0.0%
9/1/2016 0.3% 2.0% -1.2% 0.0%
8/1/2016 0.5% 1.2% 3.2% 0.0%
7/1/2016 4.0% 2.6% -1.2% 0.0%
6/1/2016 -0.1% 0.7% -1.5% 0.0%
5/1/2016 1.8% -0.3% -1.7% 0.0%
4/1/2016 0.9% 0.7% 3.3% 0.0%
3/1/2016 7.0% 0.8% 1.1% 0.0%
2/1/2016 -0.1% 0.8% -0.6% 0.0%
 1/1/2016 -5.8% -3.3% 2.0% 0.0%
12/1/2015 -2.2% -2.8% -2.5% 0.0%
11/1/2015 0.6% 3.7% -0.5% 0.0%
10/1/2015 7.8% -2.0% -0.2% 0.0%
9/1/2015 -3.1% -2.6% 0.5% 0.0%
8/1/2015 -6.0% 0.5% 2.6% 0.0%
7/1/2015 1.5% -4.1% -4.2% 0.0%
6/1/2015 -1.5% 2.8% -0.8% 0.0%
5/1/2015 1.4% 0.9% -1.2% 0.0%
4/1/2015 0.6% -3.0% 1.8% 0.0%
3/1/2015 -1.1% 3.0% -0.4% 0.0%
2/1/2015 6.1% 0.5% -1.9% 0.0%
1/1/2015 -3.1% -0.6% -3.5% 0.0%
12/1/2014 -0.1% 2.5% 2.2% 0.0%
11/1/2014 2.6% -2.1% -2.9% 0.0%
10/1/2014 2.5% 4.3% -1.8% 0.0%
9/1/2014 -2.0% -3.8% -1.3% 0.0%
8/1/2014 4.2% 0.4% -0.6% 0.0%
7/1/2014 -2.0% -4.3% 0.0% 0.0%
6/1/2014 2.6% 3.1% -0.7% 0.0%
5/1/2014 2.1% -1.9% -0.1% 0.0%
4/1/2014 -0.2% -4.2% 1.1% 0.0%
3/1/2014 0.4% -1.9% 4.9% 0.0%
2/1/2014 4.7% 0.3% -0.4% 0.0%
1/1/2014 -3.3% 0.9% -2.0% 0.0%
12/1/2013 2.8% -0.6% -0.1% 0.0%
11/1/2013 3.1% 1.2% 0.3% 0.0%
10/1/2013 4.2% -1.5% 1.2% 0.0%
9/1/2013 3.8% 2.9% -1.2% 0.0%
8/1/2013 -2.7% 0.3% -2.7% 0.0%
7/1/2013 5.7% 1.9% 0.6% 0.0%
6/1/2013 -1.2% 1.2% 0.0% 0.0%
5/1/2013 2.8% 1.6% 2.7% 0.0%
4/1/2013 1.6% -2.4% 0.6% 0.0%
3/1/2013 4.0% 0.8% -0.2% 0.0%
2/1/2013 1.3% -0.4% 0.1% 0.0%
1/1/2013 5.6% 0.4% 0.9% 0.0%
12/1/2012 1.2% 1.5% 3.5% 0.0%
11/1/2012 0.8% 0.5% -0.9% 0.0%
10/1/2012 -1.8% -1.1% 3.7% 0.0%
9/1/2012 2.7% 0.5% 1.5% 0.0%
8/1/2012 2.6% 0.4% 1.2% 0.0%
7/1/2012 0.8% -2.6% -0.1% 0.0%
6/1/2012 3.9% 0.8% 0.6% 0.0%
5/1/2012 -6.2% 0.1% -0.8% 0.0%
4/1/2012 -0.9% -0.4% -0.8% 0.0%
3/1/2012 3.1% -0.7% 1.2% 0.0%
2/1/2012 4.4% -1.8% 0.3% 0.0%
 1/1/2012 5.1% 2.1% -1.0% 0.0%
12/1/2011 0.7% -0.6% 1.7% 0.0%
11/1/2011 -0.3% -0.1% -0.3% 0.0%
10/1/2011 11.4% 3.4% 0.1% 0.0%
9/1/2011 -7.6% -3.4% -1.6% 0.0%
8/1/2011 -6.0% -3.1% -2.4% 0.0%
7/1/2011 -2.4% -1.4% -0.8% 0.0%
6/1/2011 -1.8% -0.1% -0.5% 0.0%
5/1/2011 -1.3% -0.6% -2.2% 0.0%
4/1/2011 2.9% -0.4% -2.5% 0.0%
3/1/2011 0.5% 2.6% -1.7% 0.0%
2/1/2011 3.5% 1.5% 1.4% 0.0%
1/1/2011 2.0% -2.5% 0.8% 0.0%
12/1/2010 6.8% 0.7% 3.7% 0.0%
11/1/2010 0.6% 3.8% -1.0% 0.0%
10/1/2010 3.9% 1.0% -2.5% 0.0%
9/1/2010 9.5% 3.9% -3.3% 0.0%
8/1/2010 -4.8% -3.0% -1.9% 0.0%
7/1/2010 6.9% 0.2% -0.3% 0.0%
6/1/2010 -5.6% -1.8% -4.5% 0.0%
5/1/2010 -7.9% 0.2% -2.4% 0.0%
4/1/2010 2.0% 4.9% 2.9% 0.0%
3/1/2010 6.3% 1.4% 2.2% 0.0%
2/1/2010 3.4% 1.2% 3.2% 0.0%
1/1/2010 -3.4% 0.4% 0.3% 0.0%

Ejercicio de valoracion
2/1/2010
WMT GOOG_ER IOO_ER EFA_ER WMT_ER
 Rf Mkt-RF SMB HML
Average (annual)
Coeficientes
BETAS
GOOG
IOO
EFA
WMT
Re
GOOG
IOO
EFA
WMT
 GOOG IOO EFA WMT
12/1/2019 1337.02002 52.977352 67.705353 116.79213
11/1/2019 1304.959961 51.405903 66.476822 117.037827
10/1/2019 1260.109985 50.011246 65.735809 117.047661
9/1/2019 1219 48.567482 63.581013 116.634895
8/1/2019 1188.099976 47.113895 61.630978 111.74102
7/1/2019 1216.680054 48.13533 62.839996 107.946556
6/1/2019 1080.910034 47.324635 62.734661 108.054138
5/1/2019 1103.630005 44.960346 60.510841 98.679451
4/1/2019 1188.47998 47.91571 63.717724 100.041351
3/1/2019 1173.310059 46.074661 61.904308 94.368088
2/1/2019 1119.920044 44.979721 61.341187 95.780754
1/1/2019 1116.369995 43.720058 59.82365 92.723198
12/1/2018 1035.609985 40.676552 55.504631 89.640907
11/1/2018 1094.430054 44.379646 59.272301 93.97139
10/1/2018 1076.77002 44.101437 58.979572 96.502312
9/1/2018 1193.469971 46.826 64.201424 90.372299
8/1/2018 1218.189941 46.624531 63.587643 91.716125
7/1/2018 1217.26001 45.847458 65.041824 85.372734
6/1/2018 1115.650024 43.380634 62.006256 81.947502
5/1/2018 1084.98999 43.938862 64.256157 78.477531
4/1/2018 1017.330017 43.621906 65.496826 84.10614
3/1/2018 1031.790039 43.172489 64.515388 84.089714
2/1/2018 1104.72998 44.104443 65.061653 85.07267
1/1/2018 1169.939941 46.053493 68.367065 100.752655
12/1/2017 1046.400024 43.439602 64.41552 92.359932
11/1/2017 1021.409973 43.420837 63.361946 90.938293
10/1/2017 1016.640015 42.717243 63.792534 81.66021
9/1/2017 959.109985 41.38512 62.738956 73.083603
8/1/2017 939.330017 40.55019 61.291409 72.561714
7/1/2017 930.5 40.310974 61.318897 74.346237
6/1/2017 908.72998 38.928135 58.782265 70.34034
5/1/2017 964.859985 39.501217 59.557621 72.56868
4/1/2017 905.960022 38.336563 57.520073 69.411102
3/1/2017 829.559998 37.777344 56.158707 66.063232
2/1/2017 823.210022 37.107208 54.400654 65.009232
1/1/2017 796.789978 35.937927 53.760532 61.168968
12/1/2016 771.820007 35.063358 51.514927 62.900127
11/1/2016 758.039978 34.213284 50.676125 64.092247
10/1/2016 784.539978 33.87965 51.59523 63.719135
9/1/2016 777.289978 34.258984 52.764202 65.63018
8/1/2016 767.049988 34.199566 52.068176 64.569351
7/1/2016 768.789978 33.961914 51.79155 65.952194
6/1/2016 692.099976 32.203644 48.807167 65.997383
5/1/2016 735.719971 32.80558 51.045551 63.507816
4/1/2016 693.01001 32.482155 51.089268 59.999561
3/1/2016 744.950012 32.306957 49.978817 61.001522
2/1/2016 697.77002 30.281042 46.892303 59.086597
 1/1/2016 742.950012 30.954845 48.509884 59.104412
12/1/2015 758.880005 32.352737 50.89584 54.144138
11/1/2015 742.599976 33.409981 52.568672 51.971306
10/1/2015 710.809998 33.538811 52.967377 50.558086
9/1/2015 608.419983 30.735762 49.682377 57.270893
8/1/2015 637.609985 31.60644 51.979282 56.78598
7/1/2015 625.609985 33.929718 56.148361 63.146225
6/1/2015 520.51001 32.886539 54.116516 62.225079
5/1/2015 532.109985 34.590736 56.801456 64.746552
4/1/2015 537.340027 34.547031 56.690651 68.041862
3/1/2015 546.499573 33.611916 54.696121 71.275192
2/1/2015 556.871094 34.372246 55.488815 72.731041
1/1/2015 533.056519 32.475788 52.181648 73.640938
12/1/2014 524.95874 32.992825 51.35548 74.007401
11/1/2014 540.346497 34.32172 54.014431 75.437912
10/1/2014 557.549255 33.564205 53.980659 65.725937
9/1/2014 575.779175 33.533913 54.124161 65.898293
8/1/2014 570.034973 34.217834 56.310398 64.636559
7/1/2014 570.034973 33.447327 56.209099 62.992832
6/1/2014 573.704895 33.262611 56.328259 64.268425
5/1/2014 558.357056 33.83289 57.185085 65.319435
4/1/2014 525.218018 33.579433 56.287052 67.8209
3/1/2014 555.445007 32.890869 55.364315 64.613281
2/1/2014 605.555237 32.599384 55.619728 63.150757
1/1/2014 588.279968 31.019478 52.406612 63.133839
12/1/2013 558.262512 32.306091 54.806992 66.138863
11/1/2013 527.816589 32.055141 54.104527 68.088806
10/1/2013 513.365784 31.38175 53.81049 64.508293
9/1/2013 436.31958 30.08934 52.111557 62.163292
8/1/2013 421.868744 28.780193 48.329792 60.969387
7/1/2013 442.217468 29.641808 49.293613 65.113098
6/1/2013 438.541229 27.80298 45.872631 62.230877
5/1/2013 433.983337 29.082832 48.09021 62.15049
4/1/2013 410.745422 28.901768 49.587276 64.542175
3/1/2013 395.612152 27.897636 47.217587 61.743847
2/1/2013 399.104065 27.383219 46.609158 58.402107
1/1/2013 376.434021 27.667173 47.217587 57.717258
12/1/2012 352.369232 26.030153 45.027267 55.987366
11/1/2012 347.881042 25.586554 43.609772 59.097317
10/1/2012 338.879791 25.448181 42.429836 61.559025
9/1/2012 375.841248 25.395271 41.970543 60.557922
8/1/2012 341.265839 24.707481 40.861881 59.252789
7/1/2012 315.303162 24.162136 39.594849 60.746368
6/1/2012 288.951935 23.541321 38.662483 56.902275
5/1/2012 289.345459 22.678152 36.959976 53.357197
4/1/2012 301.295685 24.908003 41.595444 47.755589
3/1/2012 319.422729 25.41152 42.477654 49.282116
2/1/2012 307.970642 25.115803 42.29966 47.574959
 1/1/2012 288.971863 24.19669 40.349518 49.410961
12/1/2011 321.744019 22.878647 37.874302 47.823711
11/1/2011 298.575867 23.03265 39.1819 47.135494
10/1/2011 295.21347 23.44331 40.053627 45.390919
9/1/2011 256.55835 21.172819 36.536125 41.533646
8/1/2011 269.469971 23.068186 40.963593 42.260265
7/1/2011 300.717834 24.99909 44.894016 41.878899
6/1/2011 252.244522 25.220049 45.110924 42.220543
5/1/2011 263.522247 26.026966 46.551105 43.584763
4/1/2011 271.034088 26.721378 47.60125 43.395325
3/1/2011 292.284454 25.35195 45.065918 40.796741
2/1/2011 305.554718 25.76317 46.16856 40.741882
1/1/2011 299.059052 24.979528 44.585857 43.947617
12/1/2010 295.875977 23.958839 43.263542 42.037804
11/1/2010 276.817413 22.550627 40.320847 42.162521
10/1/2010 305.704132 23.427874 42.364384 42.224873
9/1/2010 261.9133 22.458282 40.811302 41.718204
8/1/2010 224.169754 20.692244 37.110641 38.856762
7/1/2010 241.51973 21.654137 38.574562 39.670475
6/1/2010 221.644226 19.231239 33.967533 37.252583
5/1/2010 241.908264 20.318371 35.289436 38.955948
4/1/2010 261.868439 22.515368 39.737137 41.329037
3/1/2010 282.501129 23.030516 40.883759 42.599094
2/1/2010 262.416412 21.727478 38.429848 41.426868
1/1/2010 263.98053 21.560812 38.327595 40.936508
12/1/2009 308.832428 22.609903 40.008438 40.746357