This document summarizes the results of a regression analysis with one independent variable. It finds that the independent variable is positively correlated with the dependent variable with a correlation coefficient of 0.635. The regression model explains 40.4% of the variation in the dependent variable. The analysis of variance shows that the regression is statistically significant.

1. Resumen
Estadísticas de la regresión
Coeficiente de correlación múltiple 0.63564979
Coeficiente de determinación R^2 0.40405065
R^2 ajustado 0.39080734
Error típico 0.02719254
Observaciones 47
ANÁLISIS DE VARIANZA
Grados de libertadSuma de cuadradosPromedio de los cuadrados F Valor crítico de F
Regresión 1 0.02255997 0.02255997 30.5097733 1.5819E-06
Residuos 45 0.03327454 0.00073943
Total 46 0.05583452
Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95% Inferior 95,0%Superior 95,0%
Intercepción 0.0034272 0.00427249 0.80215469 0.4266795 -0.00517804 0.01203244 -0.00517804 0.01203244
Variable X 1 0.2752829 0.0498379 5.52356527 1.5819E-06 0.17490421 0.37566158 0.17490421 0.37566158

2. perior 95,0%

3. y = 1,4678x + 0,014
-15.000%
-10.000%
-5.000%
0.000%
5.000%
10.000%
15.000%
20.000%
25.000%
30.000%
-10.000% -8.000% -6.000% -4.000% -2.000% 0.000% 2.000% 4.000% 6.000% 8.000% 10.000% 12.000%
AMAZON

4. NASDAQ AMAZON
rendimiento 1.22% 3.19% promedio
volatilidad 3.45% 7.96% desviación estandar
35.391% 40.034% rendimiento/volatilidad
0.1188% 0.6334% varianza
0.1744% covarianza
146.7765% covarianza/varianza de mercado
Date NASDAQ AMAZON
2/1/2014 4308.12012 362.100006 NASDAQ AMAZON
3/1/2014 4198.99023 336.369995 -2.533% -7.106%
4/1/2014 4114.56006 304.130005 -2.011% -9.585%
5/1/2014 4242.62012 312.549988 3.112% 2.769%
6/1/2014 4408.18018 324.779999 3.902% 3.913%
7/1/2014 4369.77002 312.98999 -0.871% -3.630%
8/1/2014 4580.27002 339.040009 4.817% 8.323%
9/1/2014 4493.39014 322.440002 -1.897% -4.896%
10/1/2014 4630.74023 305.459991 3.057% -5.266%
11/1/2014 4791.62988 338.640015 3.474% 10.862%
12/1/2014 4736.04981 310.350006 -1.160% -8.354%
1/1/2015 4635.24023 354.529999 -2.129% 14.236%
2/1/2015 4963.52979 380.160004 7.082% 7.229%
3/1/2015 4900.87988 372.100006 -1.262% -2.120%
4/1/2015 4941.41992 421.779999 0.827% 13.351%
5/1/2015 5070.02979 429.230011 2.603% 1.766%
6/1/2015 4986.87012 434.089996 -1.640% 1.132%
7/1/2015 5128.27979 536.150024 2.836% 23.511%
8/1/2015 4812.70996 512.890015 -6.154% -4.338%
9/1/2015 4620.16016 511.890015 -4.001% -0.195%
10/1/2015 5053.75 625.900024 9.385% 22.272%
11/1/2015 5108.66992 664.799988 1.087% 6.215%
12/1/2015 5007.41016 675.890015 -1.982% 1.668%
1/1/2016 4613.9502 587 -7.858% -13.152%
2/1/2016 4557.9502 552.52002 -1.214% -5.874%
DATOS DE RENTABILIDAD
coeficiente de variación
BETA FINANCIERO

5. 3/1/2016 4869.8501 593.640015 6.843% 7.442%
4/1/2016 4775.35986 659.590027 -1.940% 11.109%
5/1/2016 4948.04981 722.789978 3.616% 9.582%
6/1/2016 4842.66992 715.619995 -2.130% -0.992%
7/1/2016 5162.12988 758.809998 6.597% 6.035%
8/1/2016 5213.22022 769.159973 0.990% 1.364%
9/1/2016 5312 837.309998 1.895% 8.860%
10/1/2016 5189.14014 789.820007 -2.313% -5.672%
11/1/2016 5323.68018 750.570007 2.593% -4.969%
12/1/2016 5444.5 768.659973 2.269% 2.410%
1/1/2017 5614.79004 823.47998 3.128% 7.132%
2/1/2017 5825.43994 845.039978 3.752% 2.618%
3/1/2017 5911.74023 886.539978 1.481% 4.911%
4/1/2017 6047.60986 924.98999 2.298% 4.337%
5/1/2017 6198.52002 994.619995 2.495% 7.528%
6/1/2017 6140.41992 968 -0.937% -2.676%
7/1/2017 6348.12012 987.780029 3.383% 2.043%
8/1/2017 6428.66016 980.599976 1.269% -0.727%
9/1/2017 6495.95996 961.349976 1.047% -1.963%
10/1/2017 6727.66992 1105.28003 3.567% 14.972%
11/1/2017 6873.97022 1176.75 2.175% 6.466%
12/1/2017 6903.39014 1169.46997 0.428% -0.619%
1/1/2018 7411.16016 1377.94995 7.355% 17.827%