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Universidad San Ignacio de Loyola
Profesor:		Alberto Antonio Hidalgo 
Curso:		Finanzas
Alumnos:	León Luis, Hassler
			Linares Lugo, Fernando 
			Linares Salinas, Geraldine
			Luque Tipula, Liz 
2017
1.  Calcular las rentabilidades mensuales de los siguientes Índices: Bancos, Industriales, Mineras, Servicios y SP/BVL Peru General. 
Grafica de series de tiempo. 
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
· Histograma de SP/BVL Perú General
	Clase
	Frecuencia
	-0.26
	1
	-0.16
	1
	-0.05
	6
	0.06
	22
	0.17
	12
	0.28
	4
	0.38
	1
	Y mayor...
	1
 
· Histograma de Bancos
	Clase
	Frecuencia
	-12.52%
	4
	-5.93%
	4
	0.65%
	11
	7.23%
	12
	13.81%
	10
	20.39%
	4
	26.97%
	3
	Y mayor...
	0
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
· Histograma de Industrias
	Clase
	Frecuencia
	-21.82%
	1
	-11.88%
	2
	-1.94%
	15
	7.99%
	18
	17.93%
	8
	27.87%
	2
	37.81%
	2
	y mayor...
	0
	
	
· Histograma de Mineras
	Clase
	Frecuencia
	-30.12%
	1
	-18.54%
	1
	-6.96%
	6
	4.61%
	19
	16.19%
	14
	27.77%
	4
	39.35%
	3
	Y mayor...
	0
· Histograma de Servicios
	Clase
	Frecuencia
	-12.53%
	2
	-8.08%
	1
	-3.62%
	5
	0.83%
	10
	5.28%
	20
	9.74%
	7
	14.19%
	3
	Y mayor...
	0
2. Rentabilidad Acumulada del periodo del análisis, de cada índice y desviación estándar de cada uno de los índices.
	 
	EJE X (Desv. Estándar)
	EJE Y (Rentab. Acum)
	SP/BVL PERU
	11.35%
	37.04%
	BANCOS
	9.86%
	37.93%
	INDUSTRIALES
	10.95%
	22.27%
	MINERAS
	12.99%
	48.84%
	SERVICIOS
	5.69%
	17.12%
3. Rentabilidad Esperada del 2009
EJE Y	
0.1135349263614943	9.8613690777679605E-2	0.10947108810887715	0.12993958913673664	5.691616270589301E-2	0.37038986974727317	0.3792777309504699	0.22266833137123965	0.48837862426682543	0.17119592366582792	
RENTABILIDAD 
SP/BVL Peru General	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul	.	Ago.	Set.	Oct.	Nov.	Dic.	2006	2007	2008	2009	0.17309802696652615	7.9376800609211678E-2	-2.6342448541939435E-2	0.2064724263153	4499	9.6249153007453535E-3	0.13091697207442937	0.10028323401750905	0.11570045321378387	3.7793836365543114E-2	2.9277194009050784E-2	7.3670302790021722E-2	0.12208151424657375	5.8178233805746563E-2	0.11126481430681726	0.13214404048911141	0.20532833668166511	-2.6374162143442341E-2	0.11110062346307666	4.7047961405532385E-2	-0.10982540480319342	4.6875554655847154E-2	-5.8272206398257221E-3	-0.15856642639495172	-4.0051555737657341E-2	-0.14350015035843516	0.1836751281480721	-2.1358207997550369E-2	2.4425635241928541E-3	-1.7162996545025275E-2	-4.8848885544683078E-2	-0.15518133395360362	-3.4726797888917589E-2	-0.15345341684089162	-0.37279724619102061	4.9675125867464968E-2	-4.8184457497805679E-2	-2.0327239039421584E-2	-3.	3838783906484655E-2	0.38459797473515067	8.0273662673948559E-2	0.34201974308536059	-2.4832982011264684E-2	7.9046226176711532E-2	-9.6962678168212389E-3	8.5187218119463726E-2	-6.1453229619260169E-2	-5.9478497263877172E-3	2.7036591407743455E-3	Bancos	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	2006	2007	2008	2009	9.0629422260505688E-2	2.4991537853999813E-2	-7.2926413121250477E-2	5.9308952742816487E-2	4.0912402622877223E-2	0.10741398804716534	-8.2652664332952112E-4	7.4838207386501848E-2	0.22916383720403824	4.6738609995948574E-2	3.0225193525686249E-2	1.3183510365791034E-2	8.2892297320074276E-2	2.4903498941601293E-2	2.6667476612805163E-2	0.1744	8671676232183	0.11652392947103273	8.5344944276496831E-2	-5.1715895154752743E-2	-0.11332500383595272	1.2706731601196475E-2	-1.4939582570487013E-2	-0.12526949669169568	-4.8161368916087187E-3	-7.0485083124572967E-2	0.20311160112703661	3.3626921902046726E-2	-4.3984730944464999E-2	2.5451454184806398E-2	-2.0549149647047019E-2	-0.1446048885583113	-4.7224970765494291E-2	-0.16333081570996971	-0.19096516963815544	0.10418894416290853	9.1494736842105337E-2	-5.1382941789144855E-2	-5.0180960514009207E-2	0.23988525923705969	0.11426104972375681	0.26970157116737437	-1.8915356829053986E-2	0.16021096101699125	7.5433668546433102E-2	0.15657461868208558	1.8273341608053119E-3	-6.5423133840382661E-2	5.1277802327294196E-2	Industriales	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	2006	2007	2008	2009	5.5257908235964791E-2	1.6068486861648947E-2	4.5183925154161148E-4	7.5423075901277822E-2	1.6477272727272767E-2	0.11186720781587958	6.5595628415300533E-2	4.2358105474759565E-2	6.7340994962216558E-2	-3.4643607802647525E-2	-4.1444641799882973E-3	0.15053124160945114	0.10638262406027579	0.15788046344145956	0.18608494248685786	0.19443134071286741	-7.3220911863036878E-2	0.14040077697613582	9.061362115563433E-2	-8.0598894006279051E-2	3.5707166566998648E-2	-2.2049655657180079E-2	-0.1116473286100558	-2.1296474667694097E-2	-0.11559015441545537	0.10575981483130059	-7.9502455518875659E-4	4.4808589068275562E-2	1.8614201160616115E-2	-2.26083	33569921261E-2	-0.11485282726568552	-3.3472620271718322E-3	-0.11853542892264465	-0.31758641298934165	-6.4664452797138894E-2	-0.10067886543638566	2.3773887768161292E-2	-5.4876369260758166E-2	0.33236935906920451	9.7286019551427544E-2	0.37808786322165155	-0.11297178209008364	4.9687025677692766E-2	-0.13867112810707452	3.2507353349242554E-2	-0.12652682782622726	-5.5751273018168408E-2	-1.0036005800029274E-2	Mineras	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	2006	2007	2008	2009	0.23313964436553403	0.11040696342673899	-3.0510505790709273E-2	0.32245807791681441	2.2563591786699391E-2	0.1702693590079796	0.12034701325308905	0.1513941035619	7894	1.1713379558167985E-3	4.5916268001883788E-2	0.11197903088962304	0.15157586039334	7	2.4248413914614277E-2	0.12703053344078513	0.1296622886899419	0.18791317651667166	-1.4836213838371564E-2	0.11316439239959851	7.9879987188174698E-2	-0.13206096704680279	4.9395458909571179E-2	2.4352638073232985E-2	-0.20429626169436993	-7.7141342900240509E-2	-0.17428552916784468	0.2488328048706544	-1.6847594812345892E-2	-1.3397629560771522E-2	-2.7642008314979951E-2	-8.1195494186046477E-2	-0.14712977793597129	-3.1563124316512231E-2	-0.17457853679947327	-0.41695228242846721	7.5623284775020561E-2	-5.7742114512995914E-2	-2.9777243314436309E-2	-3.1964317332906202E-2	0.39347617803327239	9.9984373535018933E-2	0.35639642915996617	3.1219103477167987E-2	0.10254233156748672.4079471467576677E-2	0.10541219308597902	-3.9030026853283377E-2	3.5395652262273314E-2	4.63550594731816	91E-3	Servicios	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	Ene.	Feb.	Mar.	Abr.	May.	Jun.	Jul.	Ago.	Set.	Oct.	Nov.	Dic.	2006	2007	2008	2009	1.36797559295345E-2	1.9077669902912653E-2	-2.1912065926737861E-3	-1.8475199312550743E-2	-8.5992217898832726E-2	2.9374201787994946E-2	2.9518196856906577E-2	2.8270148129550567E-2	5.908780154311942E-2	0.100147547030616	3.5917854149203662E-2	6.3964073309867836E-2	7.9397672826830912E-2	4.9531459170013392E-2	0.14188372717508049	0.1387165995473118	-6.9415044658991135E-2	2.0888235457294162E-2	-1.3287321341231418E-2	-6.7276182083551364E-2	6.170652494833196E-2	-2.5305895439377778E-3	5.9940338453817431E-3	4.1735949451280355E-2	-0.13040702314445327	7.736784140969169E-2	-8.0926825112872264E-3	-8.2159624413145668E-3	1.665463	991918037E-2	-4.3325194480722411E-2	-6.6773504273504272E-2	4.0927303949627951E-2	2.7250786667888726E-2	-0.16984386617100375	8.203768718205931E-2	-3.3902794331876603E-2	-1.8505825908156387E-2	2.1298882681564327E-2	6.9025641025641016E-2	4.2662061466628209E-2	4.4106370579394698E-2	5.1114832114213804E-3	3.337717375420142E-2	1.6658653166275381E-2	5.1716463584265376E-2	3.2879248776616868E-2	-6.8633476746568348E-2	1.1686097668279806E-2	
 RENTABILIDAD 
ACUMULADA 
 MES 
 SP/BVL 
Peru 
General 
 Bancos Industriales Mineras Servicios 
 Ene. 
 Feb. 
 Mar. 
 Abr. 
 May. 
 Jun. 
 Jul. 
 Ago. 
 Set. 
 Oct. 
 Nov. 
 Dic. 
 Ene. 
 Feb. 
 Mar. 
 Abr. 
 May. 
 Jun. 
 Jul. 
 Ago. 
 Set. 
 Oct. 
 Nov. 
 Dic. 
 Ene. 
 Feb. 
 Mar. 
 Abr. 
 May. 
 Jun. 
 Jul. 
 Ago. 
 Set. 
 Oct. 
 Nov. 
 Dic. 
 Ene. 
 Feb. 
 Mar. 
 Abr. 
 May. 
 Jun. 
 Jul. 
 Ago. 
 Set. 
 Oct. 
 Nov. 
 Dic. 
105.20%64.37%56.26%141.07%27.24%
37.13%21.35%60.27%30.73%38.73%
2006
2007
2008
2009
-75.94%-22.33%-68.95%-81.69%-21.63%
81.77%88.33%41.49%105.24%24.14%
 DESVIACION 
ESTANDAR 
 MES 
 SP/BVL 
Peru General 
 Bancos Industriales Mineras Servicios 
 Ene. 
 Feb. 
 Mar. 
 Abr. 
 May. 
 Jun. 
 Jul. 
 Ago. 
 Set. 
 Oct. 
 Nov. 
 Dic. 
 Ene. 
 Feb. 
 Mar. 
 Abr. 
 May. 
 Jun. 
 Jul. 
 Ago. 
 Set. 
 Oct. 
 Nov. 
 Dic. 
 Ene. 
 Feb. 
 Mar. 
 Abr. 
 May. 
 Jun. 
 Jul. 
 Ago. 
 Set. 
 Oct. 
 Nov. 
 Dic. 
 Ene. 
 Feb. 
 Mar. 
 Abr. 
 May. 
 Jun. 
 Jul. 
 Ago. 
 Set. 
 Oct. 
 Nov. 
 Dic. 
20066.79%7.25%5.22%10.01%4.63%
200710.45%8.91%10.99%11.62%6.82%
200813.55%11.74%10.88%15.97%7.69%
200914.62%11.55%16.70%14.38%3.63%
 
RENTABILIDA
D ESPERADA 
PARA EL AÑO 
2009 
 MES 
 SP/BVL 
Peru 
General 
 Bancos Industriales Mineras Servicios 
 Ene. 
17.3%9.1%5.5%23.3%1.4%
 Feb. 
7.9%2.5%1.6%11.0%1.9%
 Mar. 
-2.6%-7.3%0.0%-3.1%-0.2%
 Abr. 
20.6%5.9%7.5%32.2%-1.8%
 May. 
1.0%4.1%1.6%2.3%-8.6%
 Jun. 
13.1%10.7%11.2%17.0%2.9%
 Jul. 
10.0%-0.1%6.6%12.0%3.0%
 Ago. 
11.6%7.5%4.2%15.1%2.8%
 Set. 
3.8%22.9%6.7%0.1%5.9%
 Oct. 
2.9%4.7%-3.5%4.6%10.0%
 Nov. 
7.4%3.0%-0.4%11.2%3.6%
 Dic. 
12.2%1.3%15.1%15.2%6.4%
 Ene. 
5.8%8.3%10.6%2.4%7.9%
 Feb. 
11.1%2.5%15.8%12.7%5.0%
 Mar. 
13.2%2.7%18.6%13.0%14.2%
 Abr. 
20.5%17.4%19.4%18.8%13.9%
 May. 
-2.6%11.7%-7.3%-1.5%-6.9%
 Jun. 
11.1%8.5%14.0%11.3%2.1%
 Jul. 
4.7%-5.2%9.1%8.0%-1.3%
 Ago. 
-11.0%-11.3%-8.1%-13.2%-6.7%
 Set. 
4.7%1.3%3.6%4.9%6.2%
 Oct. 
-0.6%-1.5%-2.2%2.4%-0.3%
 Nov. 
-15.9%-12.5%-11.2%-20.4%0.6%
 Dic. 
-4.0%-0.5%-2.1%-7.7%4.2%
 Ene. 
-14.4%-7.0%-11.6%-17.4%-13.0%
 Feb. 
18.4%20.3%10.6%24.9%7.7%
 Mar. 
-2.1%3.4%-0.1%-1.7%-0.8%
 Abr. 
0.2%-4.4%4.5%-1.3%-0.8%
 May. 
-1.7%2.5%1.9%-2.8%1.7%
 Jun. 
-4.9%-2.1%-2.3%-8.1%-4.3%
 Jul. 
-15.5%-14.5%-11.5%-14.7%-6.7%
 Ago. 
-3.5%-4.7%-0.3%-3.2%4.1%
 Set. 
-15.3%-16.3%-11.9%-17.5%2.7%
 Oct. 
-37.3%-19.1%-31.8%-41.7%-17.0%
 Nov. 
5.0%10.4%-6.5%7.6%8.2%
 Dic. 
-4.8%9.1%-10.1%-5.8%-3.4%
 Ene. 
2.9%3.4%1.5%2.8%-1.2%
 Feb. 
12.5%8.4%9.3%16.2%4.9%
 Mar. 
2.8%-0.4%6.2%2.7%4.4%
 Abr. 
13.8%6.3%10.5%16.6%3.7%
 May. 
-1.1%6.1%-1.3%-0.7%-4.6%
 Jun. 
6.4%5.7%7.7%6.7%0.2%
 Jul. 
-0.3%-6.6%1.4%1.8%-1.7%
 Ago. 
-1.0%-2.9%-1.4%-0.4%0.1%
 Set. 
-2.3%2.6%-0.5%-4.1%4.9%
 Oct. 
-11.6%-5.3%-12.5%-11.6%-2.4%
 Nov. 
-1.2%0.3%-6.0%-0.6%4.1%
 Dic. 
1.1%3.3%1.0%0.6%2.4%
2006
2007
2008
2009
 RENTABILIDAD MES 
 SP/BVL 
Peru 
General 
 Bancos Industriales Mineras Servicios 
 Ene. 
17.3%9.1%5.5%23.3%1.4%
 Feb. 
7.9%2.5%1.6%11.0%1.9%
 Mar. 
-2.6%-7.3%0.0%-3.1%-0.2%
 Abr. 
20.6%5.9%7.5%32.2%-1.8%
 May. 
1.0%4.1%1.6%2.3%-8.6%
 Jun. 
13.1%10.7%11.2%17.0%2.9%
 Jul. 
10.0%-0.1%6.6%12.0%3.0%
 Ago. 
11.6%7.5%4.2%15.1%2.8%
 Set. 
3.8%22.9%6.7%0.1%5.9%
 Oct. 
2.9%4.7%-3.5%4.6%10.0%
 Nov. 
7.4%3.0%-0.4%11.2%3.6%
 Dic. 
12.2%1.3%15.1%15.2%6.4%
 Ene. 
5.8%8.3%10.6%2.4%7.9%
 Feb. 
11.1%2.5%15.8%12.7%5.0%
 Mar. 
13.2%2.7%18.6%13.0%14.2%
 Abr. 
20.5%17.4%19.4%18.8%13.9%
 May. 
-2.6%11.7%-7.3%-1.5%-6.9%
 Jun. 
11.1%8.5%14.0%11.3%2.1%
 Jul. 
4.7%-5.2%9.1%8.0%-1.3%
 Ago. 
-11.0%-11.3%-8.1%-13.2%-6.7%
 Set. 
4.7%1.3%3.6%4.9%6.2%
 Oct. 
-0.6%-1.5%-2.2%2.4%-0.3%
 Nov. 
-15.9%-12.5%-11.2%-20.4%0.6%
 Dic. 
-4.0%-0.5%-2.1%-7.7%4.2%
 Ene. 
-14.4%-7.0%-11.6%-17.4%-13.0%
 Feb. 
18.4%20.3%10.6%24.9%7.7%
 Mar. 
-2.1%3.4%-0.1%-1.7%-0.8%
 Abr. 
0.2%-4.4%4.5%-1.3%-0.8%
 May. 
-1.7%2.5%1.9%-2.8%1.7%
 Jun. 
-4.9%-2.1%-2.3%-8.1%-4.3%
 Jul. 
-15.5%-14.5%-11.5%-14.7%-6.7%
 Ago. 
-3.5%-4.7%-0.3%-3.2%4.1%
 Set. 
-15.3%-16.3%-11.9%-17.5%2.7%
 Oct. 
-37.3%-19.1%-31.8%-41.7%-17.0%
 Nov. 
5.0%10.4%-6.5%7.6%8.2%
 Dic. 
-4.8%9.1%-10.1%-5.8%-3.4%
 Ene. 
-2.0%-5.1%2.4%-3.0%-1.9%
 Feb. 
-3.4%-5.0%-5.5%-3.2%2.1%
 Mar. 
38.5%24.0%33.2%39.3%6.9%
 Abr. 
8.0%11.4%9.7%10.0%4.3%
 May. 
34.2%27.0%37.8%35.6%4.4%
 Jun. 
-2.5%-1.9%-11.3%3.1%0.5%
 Jul. 
7.9%16.0%5.0%10.3%3.3%
 Ago. 
-1.0%7.5%-13.9%2.4%1.7%
 Set. 
8.5%15.7%3.3%10.5%5.2%
 Oct. 
-6.1%0.2%-12.7%-3.9%3.3%
 Nov. 
-0.6%-6.5%-5.6%3.5%-6.9%
 Dic. 
0.3%5.1%-1.0%0.5%1.2%
2008
2009
2006
2007

Otros materiales