Beta

APPLE S&P500 Rentabilidad

Date Adj Close Adj Close Ks km
12/1/2015 24.182106 2,043.9399 -0.075242 - 0.050735 Beta
1/1/2016 22.362589 1,940.2400 -0.006677 - 0.004128
2/1/2016 22.213264 1,932.2300 0.133327 0.065991 Appl
3/1/2016 25.174894 2,059.7400 -0.139921 0.002699 0.250
4/1/2016 21.652395 2,065.3000 0.065287 0.015325
0.200
5/1/2016 23.066017 2,096.9500 -0.036831 0.000911
f(x) = 1.27898510056548 x0.150
+ 0.0
6/1/2016 22.216469 2,098.8601 0.090063 0.035610
0.018136 - 0.001219 0.100
7/1/2016 24.217342 2,173.6001
8/1/2016 24.656557 2,170.9500 0.071277 - 0.001234 0.050
9/1/2016 26.413992 2,168.2700 0.004334 - 0.019426 0.000
-0.150000 -0.100000 -0.050000
10/1/2016 26.528477 2,126.1499 -0.026599 0.034175 -0.050
11/1/2016 25.822859 2,198.8101 0.053335 0.018201
-0.100
12/1/2016 27.200134 2,238.8301 0.047746 0.017884
-0.150
1/1/2017 28.498844 2,278.8701 0.128883 0.037198
2/1/2017 32.171871 2,363.6399 0.053237 - 0.000389 -0.200

3/1/2017 33.884594 2,362.7200 -0.000070 0.009091 -0.250

4/1/2017 33.882225 2,384.2000 0.063418 0.011576
5/1/2017 36.030972 2,411.8000 -0.053322 0.004814
6/1/2017 34.109711 2,423.4099 0.032704 0.019349 rf
7/1/2017 35.225227 2,470.3000 0.102669 0.000546 rm
8/1/2017 38.841778 2,471.6499 -0.056553 0.019303
9/1/2017 36.645142 2,519.3601 0.096808 0.022188 CAPM
10/1/2017 40.192673 2,575.2600 0.016623 0.003720 Ke
11/1/2017 40.860806 2,584.8401 -0.011706 0.034343
12/1/2017 40.382496 2,673.6101 -0.010636 0.056179
1/1/2018 39.952976 2,823.8101 0.063848 - 0.038947
2/1/2018 42.503876 2,713.8301 -0.054210 - 0.026884
3/1/2018 40.199734 2,640.8701 -0.015020 0.002719
4/1/2018 39.595936 2,648.0500 0.130764 0.021608
5/1/2018 44.773647 2,705.2700 -0.005599 0.004842
6/1/2018 44.52298 2,718.3701 0.027983 0.036022
7/1/2018 45.768883 2,816.2900 0.196227 0.030263
8/1/2018 54.749969 2,901.5200 -0.004825 0.004294
9/1/2018 54.485802 2,913.9800 -0.030478 - 0.069403
10/1/2018 52.825207 2,711.7400 -0.184044 0.017859
11/1/2018 43.10302 2,760.1699 -0.113617 - 0.091777
 12/1/2018 38.205803 2,506.8501 0.055154 0.078684
1/1/2019 40.313007 2,704.1001 0.040315 0.029729
2/1/2019 41.938221 2,784.4900 0.101731 0.017924
3/1/2019 46.20462 2,834.3999 0.056436 0.039313
4/1/2019 48.812218 2,945.8301 -0.127573 - 0.065778
5/1/2019 42.585117 2,752.0601 0.134873 0.068930
6/1/2019 48.328697 2,941.7600 0.076395 0.013128
7/1/2019 52.020744 2,980.3799 -0.020184 - 0.018092
8/1/2019 50.970757 2,926.4600 0.077038 0.017181
9/1/2019 54.897453 2,976.7400 0.110684 0.020432
10/1/2019 60.973743 3,037.5601 0.074329 0.034047
11/1/2019 65.505836 3,140.9800 0.102083 0.028590
12/1/2019 72.192863 3,230.7800 0.054010 - 0.001628
1/1/2020 76.091995 3,225.5200 -0.116798 - 0.084110
2/1/2020 67.204628 2,954.2200 -0.067554 - 0.125119
3/1/2020 62.664707 2,584.5901 0.155374 0.126844
4/1/2020 72.401154 2,912.4299 0.082165 0.045282
5/1/2020 78.349983 3,044.3101 0.159912 0.018388
6/1/2020 90.879066 3,100.2900 0.165132 0.055101
7/1/2020 105.886086 3,271.1201 0.214380 0.070065
8/1/2020 128.585907 3,500.3101 -0.100908 - 0.039228
9/1/2020 115.610542 3,363.0000 -0.060012 - 0.027666
10/1/2020 108.672516 3,269.9600 0.077898 0.087946
11/1/2020 117.137901 3,557.5400 0.001725 -
11/20/2020 117.339996 3,557.5400
 COV apple, S&P500 0.00235646
VarS&P500 0.00184244

1.2790 Beta 1.2790

Apple/S&P500
0.250000

0.200000
f(x) = 1.27898510056548 x0.150000
+ 0.01724175329312

0.100000

0.050000

0.000000
0000 -0.100000 -0.050000 - 0.050000 0.100000 0.150000
-0.050000

-0.100000

-0.150000

-0.200000

-0.250000

0.90% PR 7.10400%
8% 9.09%

rf + ℬ(rm-rf)
9.98%