viernes, 8 de noviembre de 2019

ES35 - Tabla estadísticas con Libreria jQuery TABLESORTER [II]

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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