FACULTAD DE NEGOCIOS

Carrera de Administración
CURSO :
FINANZAS CORPORATIVAS

TEMA :
PRINCIPIOS DE ADMINISTRACION FINANCIERA

CICLO :
VIII

DOCENTE :
EDGAR ALEXANDER MERINO ZELADA

ALUMNOS :
Barboza Saldaña, Ana Paula.
Quevedo Zaldívar, Jean Arnold.
Rivera Pretel, Jossely.
Ramírez Villanueva, Isidora Pascuala.
 RENDIMIENTOS
FECHA PEPSI S&P 500 var%s&p500 var%pepsi Interpretación del coeficiente beta de Pepsi
Oct 22, 2021 159.97 4,544.90 var%s&p500 var%pepsi Pendiente 0.53575858 El coeficiente beta de pepsi es 0.535, lo que significa que
Oct 21, 2021 159.18 4,549.78 -0.11% 0.50% ante un aumento de uno por ciento en el rendimiento del
Oct 20, 2021 161.31 4,536.19 0.30% -1.32% mercado, el rendimiento requerido de pepsi aumenta, en
Oct 19, 2021 160.1 4,519.63 0.37% 0.76% promedio, 0.53%
Oct 18, 2021 158.09 4,486.46 0.74% 1.27%
Oct 15, 2021 158.81 4,471.37 0.34% -0.45% Diagrama de dispersión: %Pepsi Vs %S&P 500
Oct 14, 2021 159.26 4,438.26 0.75% -0.28% 4.00%
Oct 13, 2021 157.99 4,363.80 1.71% 0.80%
Oct 12, 2021 156.93 4,350.65 0.30% 0.68% 3.00%
Oct 11, 2021 156.24 4,361.19 -0.24% 0.44%
2.00%
Oct 08, 2021 156.03 4,391.34 -0.69% 0.13%
Oct 07, 2021 156.39 4,399.76 -0.19% -0.23% 1.00%
Oct 06, 2021 154.96 4,363.55 0.83% 0.92%
Oct 05, 2021 151.09 4,345.72 0.41% 2.56% 0.00%
-3.00% -2.00% -1.00% 0.00% 1.00% 2.00% 3.00%
Oct 04, 2021 150.2 4,300.46 1.05% 0.59%
-1.00%
Oct 01, 2021 150.95 4,357.04 -1.30% -0.50%
Sep 30, 2021 150.41 4,307.54 1.15% 0.36% -2.00%
Sep 29, 2021 152.3 4,359.46 -1.19% -1.24%
-3.00%
Sep 28, 2021 151.05 4,352.63 0.16% 0.83%
Sep 27, 2021 152.72 4,443.11 -2.04% -1.09%
Sep 24, 2021 154.2 4,455.48 -0.28% -0.96%
Sep 23, 2021 154.13 4,448.98 0.15% 0.05%
Sep 22, 2021 154.01 4,395.64 1.21% 0.08%
Sep 21, 2021 153.54 4,354.19 0.95% 0.31%
Sep 20, 2021 153.61 4,357.73 -0.08% -0.05%
Sep 17, 2021 154.13 4,432.99 -1.70% -0.34%
Sep 16, 2021 155.56 4,473.75 -0.91% -0.92%
Sep 15, 2021 156.02 4,480.70 -0.16% -0.29%
Sep 14, 2021 155.15 4,443.05 0.85% 0.56%
Sep 13, 2021 155.76 4,468.73 -0.57% -0.39%
Sep 10, 2021 155.46 4,458.58 0.23% 0.19%
Sep 09, 2021 155.73 4,493.28 -0.77% -0.17%
Sep 08, 2021 156.72 4,514.07 -0.46% -0.63%
Sep 07, 2021 154.53 4,520.03 -0.13% 1.42%
Sep 03, 2021 157.09 4,535.43 -0.34% -1.63%
Sep 02, 2021 156.95 4,536.95 -0.03% 0.09%
Sep 01, 2021 157.91 4,524.09 0.28% -0.61%
Aug 31, 2021 156.39 4,522.68 0.03% 0.97%
Aug 30, 2021 156 4,528.79 -0.13% 0.25%
Aug 27, 2021 154.94 4,509.37 0.43% 0.68%
Aug 26, 2021 154.63 4,470.00 0.88% 0.20%
Aug 25, 2021 155.2 4,496.19 -0.58% -0.37%
Aug 24, 2021 155.89 4,486.23 0.22% -0.44%
Aug 23, 2021 157.85 4,479.53 0.15% -1.24%
Aug 20, 2021 158.35 4,441.67 0.85% -0.32%
Aug 19, 2021 158.91 4,405.80 0.81% -0.35%
Aug 18, 2021 156.28 4,400.27 0.13% 1.68%
Aug 17, 2021 157.9 4,448.08 -1.07% -1.03%
Aug 16, 2021 158.05 4,479.71 -0.71% -0.09%
Aug 13, 2021 156.52 4,468.00 0.26% 0.98%
Aug 12, 2021 155.07 4,460.83 0.16% 0.94%
Aug 11, 2021 155.04 4,442.41 0.41% 0.02%
Aug 10, 2021 154.43 4,436.75 0.13% 0.40%
Aug 09, 2021 154.35 4,432.35 0.10% 0.05%
Aug 06, 2021 154.33 4,436.52 -0.09% 0.01%
Aug 05, 2021 154.31 4,429.10 0.17% 0.01%
Aug 04, 2021 154.05 4,402.66 0.60% 0.17%
Aug 03, 2021 156.67 4,423.15 -0.46% -1.67%
Aug 02, 2021 156.32 4,387.16 0.82% 0.22%
Jul 30, 2021 156.95 4,395.26 -0.18% -0.40%
Jul 29, 2021 156.81 4,419.15 -0.54% 0.09%
Jul 28, 2021 156.49 4,400.64 0.42% 0.20%
Jul 27, 2021 157.94 4,401.46 -0.02% -0.92%
Jul 26, 2021 157.07 4,422.30 -0.47% 0.55%
Jul 23, 2021 157.18 4,411.79 0.24% -0.07%
Jul 22, 2021 155.19 4,367.48 1.01% 1.28%
Jul 21, 2021 155.24 4,358.69 0.20% -0.03%
Jul 20, 2021 155.82 4,323.06 0.82% -0.37%
Jul 19, 2021 155.8 4,258.49 1.52% 0.01%
Jul 16, 2021 155.82 4,327.16 -1.59% -0.01%
Jul 15, 2021 155.25 4,360.03 -0.75% 0.37%
Jul 14, 2021 154.54 4,374.30 -0.33% 0.46%
Jul 13, 2021 152.96 4,369.21 0.12% 1.03%
Jul 12, 2021 149.51 4,384.63 -0.35% 2.31%
Jul 09, 2021 149.48 4,369.55 0.35% 0.02%
Jul 08, 2021 149.86 4,320.82 1.13% -0.25%
Jul 07, 2021 149.79 4,358.13 -0.86% 0.05%
Jul 06, 2021 149.13 4,343.54 0.34% 0.44%
Jul 02, 2021 148.91 4,352.34 -0.20% 0.15%
Jul 01, 2021 148.2 4,319.94 0.75% 0.48%
Jun 30, 2021 148.17 4,297.50 0.52% 0.02%
Jun 29, 2021 146.94 4,291.80 0.13% 0.84%
Jun 28, 2021 147.04 4,290.61 0.03% -0.07%
Jun 25, 2021 146.41 4,280.70 0.23% 0.43%
Jun 24, 2021 145.67 4,266.49 0.33% 0.51%
Jun 23, 2021 144.85 4,241.84 0.58% 0.57%
Jun 22, 2021 146.78 4,246.44 -0.11% -1.31%
Jun 21, 2021 146.56 4,224.79 0.51% 0.15%
Jun 18, 2021 145.42 4,166.45 1.40% 0.78%
Jun 17, 2021 148.52 4,221.86 -1.31% -2.09%
Jun 16, 2021 147.1 4,223.70 -0.04% 0.97%
Jun 15, 2021 148.58 4,246.59 -0.54% -1.00%
Jun 14, 2021 148.57 4,255.15 -0.20% 0.01%
Jun 11, 2021 147.69 4,247.44 0.18% 0.60%
Jun 10, 2021 147.6 4,239.18 0.19% 0.06%
Jun 09, 2021 146.1 4,219.55 0.47% 1.03%
Jun 08, 2021 146.37 4,227.26 -0.18% -0.18%
Jun 07, 2021 147.75 4,226.52 0.02% -0.93%
Jun 04, 2021 147.84 4,229.89 -0.08% -0.06%
Jun 03, 2021 147.67 4,192.85 0.88% 0.12%
Jun 02, 2021 148.22 4,208.12 -0.36% -0.37%
Jun 01, 2021 147.63 4,202.04 0.14% 0.40%
May 28, 2021 147.94 4,204.11 -0.05% -0.21%
May 27, 2021 146.51 4,200.88 0.08% 0.98%
May 26, 2021 148.3 4,195.99 0.12% -1.21%
May 25, 2021 148.3 4,188.13 0.19% 0.00%
May 24, 2021 147.85 4,197.05 -0.21% 0.30%
May 21, 2021 147.1 4,155.86 0.99% 0.51%
May 20, 2021 147.23 4,159.12 -0.08% -0.09%
May 19, 2021 145.43 4,115.68 1.06% 1.24%
May 18, 2021 145.51 4,127.83 -0.29% -0.05%
May 17, 2021 146.17 4,163.29 -0.85% -0.45%
May 14, 2021 146.59 4,173.85 -0.25% -0.29%
May 13, 2021 146.37 4,112.50 1.49% 0.15%
May 12, 2021 144.23 4,063.04 1.22% 1.48%
May 11, 2021 145.65 4,152.10 -2.14% -0.97%
May 10, 2021 146.72 4,188.43 -0.87% -0.73%
May 07, 2021 145.56 4,232.60 -1.04% 0.80%
May 06, 2021 145.56 4,201.62 0.74% 0.00%
May 05, 2021 143.89 4,167.59 0.82% 1.16%
May 04, 2021 143.96 4,164.66 0.07% -0.05%
May 03, 2021 145.79 4,192.66 -0.67% -1.26%
Apr 30, 2021 144.16 4,181.17 0.27% 1.13%
Apr 29, 2021 143.94 4,211.47 -0.72% 0.15%
Apr 28, 2021 141.83 4,183.18 0.68% 1.49%
Apr 27, 2021 142.89 4,186.72 -0.08% -0.74%
Apr 26, 2021 143.36 4,187.62 -0.02% -0.33%
Apr 23, 2021 145.83 4,180.17 0.18% -1.69%
Apr 22, 2021 146.07 4,134.98 1.09% -0.16%
Apr 21, 2021 146.98 4,173.42 -0.92% -0.62%
Apr 20, 2021 145.71 4,134.94 0.93% 0.87%
Apr 19, 2021 144.75 4,163.26 -0.68% 0.66%
Apr 16, 2021 144.16 4,185.47 -0.53% 0.41%
Apr 15, 2021 142.31 4,170.42 0.36% 1.30%
Apr 14, 2021 142.11 4,124.66 1.11% 0.14%
Apr 13, 2021 143.05 4,141.59 -0.41% -0.66%
Apr 12, 2021 143.02 4,127.99 0.33% 0.02%
Apr 09, 2021 142.57 4,128.80 -0.02% 0.32%
Apr 08, 2021 142.54 4,097.17 0.77% 0.02%
Apr 07, 2021 143.41 4,079.95 0.42% -0.61%
Apr 06, 2021 143.67 4,073.94 0.15% -0.18%
Apr 05, 2021 143.16 4,077.91 -0.10% 0.36%
Apr 01, 2021 141.28 4,019.87 1.44% 1.33%
Mar 31, 2021 141.45 3,972.89 1.18% -0.12%
Mar 30, 2021 142.54 3,958.55 0.36% -0.76%
Mar 29, 2021 144.81 3,971.09 -0.32% -1.57%
Mar 26, 2021 142.7 3,974.54 -0.09% 1.48%
Mar 25, 2021 139.63 3,909.52 1.66% 2.20%
Mar 24, 2021 138.81 3,889.14 0.52% 0.59%
Mar 23, 2021 139.46 3,910.52 -0.55% -0.47%
Mar 22, 2021 137.8 3,940.59 -0.76% 1.20%
Mar 19, 2021 134.5 3,913.10 0.70% 2.45%
Mar 18, 2021 132.53 3,915.46 -0.06% 1.49%
Mar 17, 2021 133.62 3,974.12 -1.48% -0.82%
Mar 16, 2021 134.01 3,962.71 0.29% -0.29%
Mar 15, 2021 133.03 3,968.94 -0.16% 0.74%
Mar 12, 2021 133.04 3,943.34 0.65% -0.01%
Mar 11, 2021 133.22 3,939.34 0.10% -0.14%
Mar 10, 2021 133.58 3,898.81 1.04% -0.27%
Mar 09, 2021 132.25 3,875.44 0.60% 1.01%
Mar 08, 2021 132.13 3,821.35 1.42% 0.09%
Mar 05, 2021 133.03 3,841.94 -0.54% -0.68%
Mar 04, 2021 128.83 3,768.47 1.95% 3.26%
Mar 03, 2021 129.14 3,819.72 -1.34% -0.24%
Mar 02, 2021 131.07 3,870.29 -1.31% -1.47%
Mar 01, 2021 130.62 3,901.82 -0.81% 0.34%
Feb 26, 2021 129.19 3,811.15 2.38% 1.11%
Feb 25, 2021 130 3,829.34 -0.48% -0.62%
Feb 24, 2021 132.09 3,925.43 -2.45% -1.58%
Feb 23, 2021 132.78 3,881.37 1.14% -0.52%
Feb 22, 2021 131.99 3,876.50 0.13% 0.60%
Feb 19, 2021 132.51 3,906.71 -0.77% -0.39%
Feb 18, 2021 135.37 3,913.97 -0.19% -2.11%
Feb 17, 2021 134.46 3,931.33 -0.44% 0.68%
Feb 16, 2021 134.38 3,932.59 -0.03% 0.06%
Feb 12, 2021 133.87 3,934.83 -0.06% 0.38%
Feb 11, 2021 134.97 3,916.38 0.47% -0.81%
Feb 10, 2021 137.7 3,909.88 0.17% -1.98%
Feb 09, 2021 139.6 3,911.23 -0.03% -1.36%
Feb 08, 2021 140.4 3,915.59 -0.11% -0.57%
Feb 05, 2021 140.96 3,886.83 0.74% -0.40%
Feb 04, 2021 139.68 3,871.74 0.39% 0.92%
Feb 03, 2021 138.02 3,830.17 1.09% 1.20%
Feb 02, 2021 138.38 3,826.31 0.10% -0.26%
Feb 01, 2021 136.98 3,773.86 1.39% 1.02%
Jan 29, 2021 136.57 3,714.24 1.61% 0.30%
Jan 28, 2021 139.19 3,787.38 -1.93% -1.88%
Jan 27, 2021 138.04 3,750.77 0.98% 0.83%
Jan 26, 2021 141.8 3,849.62 -2.57% -2.65%
Jan 25, 2021 140.18 3,855.36 -0.15% 1.16%
Jan 22, 2021 138.59 3,841.47 0.36% 1.15%
Jan 21, 2021 139.61 3,853.07 -0.30% -0.73%
Jan 20, 2021 141.33 3,851.85 0.03% -1.22%
Jan 19, 2021 142.06 3,798.91 1.39% -0.51%
Jan 15, 2021 141.39 3,768.25 0.81% 0.47%
Jan 14, 2021 141.76 3,795.54 -0.72% -0.26%
Jan 13, 2021 142.59 3,809.84 -0.38% -0.58%
Jan 12, 2021 141.43 3,801.19 0.23% 0.82%
Jan 11, 2021 142.09 3,799.61 0.04% -0.46%
Jan 08, 2021 144.18 3,824.68 -0.66% -1.45%
Jan 07, 2021 142.47 3,803.79 0.55% 1.20%
Jan 06, 2021 142.93 3,748.14 1.48% -0.32%
Jan 05, 2021 144.7 3,726.86 0.57% -1.22%
Jan 04, 2021 144.27 3,700.65 0.71% 0.30%
Resumen

Estadísticas de la regresión
Coeficiente de 0.47355259
Coeficiente de 0.22425205
R^2 ajustado 0.22039261
Error típico 0.00798249
Observacione 203

ANÁLISIS DE VARIANZA
Grados de libertama de cuadraddio de los cuad F Valor crítico de F
Regresión 1 0.00370245 0.00370245 58.1047792 9.6437E-13
Residuos 201 0.01280775 6.372E-05
Total 202 0.0165102

Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95% Inferior 95.0%Superior 95.0%
Intercepción -1.0044E-05 0.00056505 -0.0177745 0.98583638 -0.00112423 0.00110415 -0.00112423 0.00110415
Variable X 1 0.53575858 0.07028509 7.62264909 9.6437E-13 0.39716787 0.67434929 0.39716787 0.67434929