Abstract
The study aimed to analyze the volatility of financial assets of companies in the industrial sector listed on the Quito Stock Exchange. An econometric model was used to determine the causes of price variation that affect the returns on variable income financial assets according to a quantitative-correlational strategy. Of the five companies taken as a sample, it was evident that most have a positive beta coefficient of less than 1. This result conveyed that asset fluctuations are below market demand, and they conceive behavior dependent on it. The study concluded that volatility has not shown notable fluctuations in the Ecuadorian stock market due to the minimal movements generated in the negotiations on the Quito Stock Exchange.
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