Lan Analisis De Acciones

Facultad de Ingeniería
Ingeniería Civil Industrial
Curso: Finanzas
Otoño 2011







Tarea 1

Rentabilidad de acciones

Fecha: Santiago, 16 mayo 2011









Asignatura: Finanzas


Alumnos(as):












1. Precio de acciones de LAN

La esperanza, varianza y desviación estándar, de los precios de las acciones de LAN se calcularon en unperiodo de 36 meses a partir de abril 2008.

|Fecha |Precio de cierre |Rentabilidad Mensual |Índice de precio de la Acción |
|01-04-2008 |6,113.000 |  |  |
|01-05-2008 |5,851.400 |-0.043 |0.957|
|01-06-2008 |5,309.300 |-0.093 |0.869 |
|01-07-2008 |5,935.700 |0.118 |0.971 |
|01-08-2008 |6,088.700 |0.026 |0.996|
|01-09-2008 |6,047.700 |-0.007 |0.989 |
|01-10-2008 |6,062.400 |0.002 |0.992 |
|01-11-2008 |5,499.000 |-0.093 |0.900|
|01-12-2008 |5,483.200 |-0.003 |0.897 |
|01-01-2009 |5,178.000 |-0.056 |0.847 |
|01-02-2009 |4,993.800 |-0.036 |0.817|
|01-03-2009 |4,811.300 |-0.037 |0.787 |
|01-04-2009 |5,272.000 |0.096 |0.862 |
|01-05-2009 |6,254.600 |0.186 |1.023|
|01-06-2009 |6,350.900 |0.015 |1.039 |
|01-07-2009 |6,630.700 |0.044 |1.085 |
|01-08-2009 |6,593.400 |-0.006 |1.079|
|01-09-2009 |7,186.500 |0.090 |1.176 |
|01-10-2009 |7,122.000 |-0.009 |1.165 |
|01-11-2009 |7,553.900 |0.061 |1.236 ||01-12-2009 |8,664.300 |0.147 |1.417 |
|01-01-2010 |8,769.500 |0.012 |1.435 |
|01-02-2010 |9,250.000 |0.055 |1.513 ||01-03-2010 |9,306.500 |0.006 |1.522 |
|01-04-2010 |9,891.900 |0.063 |1.618 |
|01-05-2010 |9,991.600 |0.010 |1.634 |
|01-06-2010...