En la tabla se pueden observar ciertos parámetros y estadisticas de los valores de IBEX35 con los datos que proporciona YAHOO FINANCE, desde el año 2000, unos 19 años de datos diarios aproximadamente.
Datos obtenidos de los valores ES35 : CAGR (rendimiento compuesto anual), Desviacion estandard anual de los rendimiento (o volatilidad), Drawdown o caída máxima, Sharpe modificado = CAGR/StdDesv, CAR=CAGR/DDmax
Funciones implementadas en la tabla : Columnas ordenables, Filtro para cada columna, Grifica de barra en su propia celda para cada valor númerico, Conmutación de los filtros de columna, Guardar los datos de la tabla (filtrados/todos) en fichero local.
ES35
Ticker
FechaI
FechaF
NSes
CAGR%
stdY%
DDMax%
SharpeY
CAR
RNKc
RNKs
RNKd
EQW
WW
MediaF
MeadiaT
ACS.MC
02/01/2002
31/12/2018
4284
7.09
26.32
-78.58
0.27
0.09
8.00
9.00
25.00
14.00
13.40
ACX.MC
03/01/2000
31/12/2018
4880
-0.69
30.40
-70.42
-0.02
-0.01
22.00
22.00
14.00
19.33
19.60
AENA.MC
11/02/2015
31/12/2018
995
3.55
10.05
-27.63
0.35
0.13
13.00
7.00
2.00
7.33
7.90
AMS.MC
29/04/2010
31/12/2018
2221
8.96
15.12
-28.05
0.59
0.32
6.00
2.00
3.00
3.67
3.90
ANA.MC
03/01/2000
31/12/2018
4880
1.76
32.69
-87.40
0.05
0.02
16.00
17.00
30.00
21.00
20.50
BBVA.MC
03/01/2000
31/12/2018
4870
-5.38
33.60
-77.04
-0.16
-0.07
31.00
31.00
20.00
27.33
27.70
BKIA.MC
20/07/2011
31/12/2018
1906
-20.12
51.27
-98.83
-0.39
-0.20
35.00
35.00
34.00
34.67
34.70
BKT.MC
03/01/2000
31/12/2018
4885
0.89
35.59
-84.87
0.03
0.01
20.00
20.00
29.00
23.00
22.70
CABK.MC
10/10/2007
31/12/2018
2865
-2.63
25.08
-64.60
-0.10
-0.04
27.00
27.00
12.00
22.00
22.50
CIE.MC
01/08/2002
31/12/2018
4111
16.14
28.06
-78.00
0.58
0.21
1.00
3.00
23.00
9.00
8.20
CLNX.MC
07/05/2015
31/12/2018
937
1.99
9.95
-26.86
0.20
0.07
15.00
10.00
1.00
8.67
9.30
COL.MC
15/05/2002
31/12/2018
4268
-13.63
54.10
-99.89
-0.25
-0.14
34.00
34.00
35.00
34.33
34.30
ELE.MC
03/01/2000
31/12/2018
4880
0.45
31.02
-71.38
0.01
0.01
21.00
21.00
16.00
19.33
19.50
ENC.MC
-
-
0
ENG.MC
26/06/2002
31/12/2018
4235
7.33
21.15
-50.51
0.35
0.15
7.00
8.00
6.00
7.00
7.00
FER.MC
27/10/2004
31/12/2018
3628
4.37
25.74
-78.24
0.17
0.06
9.00
12.00
24.00
15.00
14.40
GRF.MC
17/05/2006
31/12/2018
3224
12.25
23.73
-59.47
0.52
0.21
3.00
4.00
10.00
5.67
5.40
IAG.MC
24/01/2011
31/12/2018
2031
3.96
23.27
-53.78
0.17
0.07
12.00
11.00
8.00
10.33
10.50
IBE.MC
03/01/2000
31/12/2018
4880
4.05
25.62
-77.70
0.16
0.05
11.00
13.00
21.00
15.00
14.60
IDR.MC
03/10/2000
31/12/2018
4664
-2.11
29.95
-70.56
-0.07
-0.03
25.00
26.00
15.00
22.00
22.30
ITX.MC
24/05/2001
31/12/2018
4519
10.07
27.25
-55.51
0.37
0.18
4.00
5.00
9.00
6.00
5.80
MAP.MC
17/09/2001
31/12/2018
4425
3.42
30.25
-67.57
0.11
0.05
14.00
15.00
13.00
14.00
14.00
MEL.MC
03/01/2000
31/12/2018
4876
-1.64
36.58
-91.21
-0.04
-0.02
24.00
23.00
31.00
26.00
25.80
MRL.MC
30/06/2014
31/12/2018
1154
1.26
10.98
-31.22
0.11
0.04
17.00
14.00
4.00
11.67
12.20
MTS.MC
28/07/2006
31/12/2018
3171
-5.45
37.77
-96.05
-0.14
-0.06
32.00
30.00
32.00
31.33
31.40
NTGY.MC
03/01/2000
31/12/2018
4806
0.95
26.38
-77.92
0.04
0.01
19.00
19.00
22.00
20.00
19.90
REE.MC
03/01/2000
31/12/2018
4880
14.81
24.31
-40.56
0.61
0.37
2.00
1.00
5.00
2.67
2.60
REP.MC
03/01/2000
31/12/2018
4880
-2.15
31.08
-73.57
-0.07
-0.03
26.00
25.00
17.00
22.67
23.00
SAB.MC
03/01/2000
31/12/2018
4884
-5.24
29.57
-83.52
-0.18
-0.06
30.00
32.00
27.00
29.67
29.70
SAN.MC
03/01/2000
31/12/2018
4880
-4.76
34.76
-76.04
-0.14
-0.06
29.00
29.00
18.00
25.33
25.70
SGRE.MC
02/01/2002
31/12/2018
4298
4.16
39.43
-97.23
0.11
0.04
10.00
16.00
33.00
19.67
18.70
TEF.MC
03/01/2000
31/12/2018
4870
-5.98
29.33
-79.42
-0.20
-0.08
33.00
33.00
26.00
30.67
30.90
TL5.MC
24/06/2004
31/12/2018
3703
-3.52
30.47
-84.15
-0.12
-0.04
28.00
28.00
28.00
28.00
28.00
TRE.MC
21/06/2006
31/12/2018
3199
1.13
28.56
-76.06
0.04
0.01
18.00
18.00
19.00
18.33
18.30
VIS.MC
03/01/2000
31/12/2018
4880
9.72
26.73
-52.80
0.36
0.18
5.00
6.00
7.00
6.00
5.90
^ibex
03/01/2000
31/12/2018
4823
-1.42
23.04
-62.65
-0.06
-0.02
23.00
24.00
11.00
19.33
19.70
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