empreas activos

0
1 S&P500 Portafolio NIKE DOMINOZ-PI DISNEY KIMBERLY CLARK VISA
2 -0.03% -0.08% -1.16% 0.13% -0.47% 0.01% 1.08%
3 -1.83% -0.92% -1.61% 1.25% -1.46% -0.57% -2.21%
4 -0.89% -0.79% -0.59% -1.24% -0.53% -0.97% -0.64%
5 1.16% 1.71% 2.07% 3.40% 1.02% 0.69% 1.34%
6 1.79% 2.03% 2.31% 3.36% 1.03% 2.11% 1.34%
7 -0.84% -0.65% -1.10% -0.28% 0.49% -0.90% -1.48%
8 -0.81% 0.27% -0.14% 1.61% 0.22% -0.16% -0.20%
9 -0.26% 0.01% -0.89% -0.41% 0.77% 0.28% 0.29%
10 -0.58% -1.40% -1.37% -2.74% -1.01% 0.13% -2.00%
11 -0.92% -0.78% -0.96% -2.10% 0.13% 0.00% -0.95%
12 1.34% 0.95% 0.19% 1.71% 0.88% 1.22% 0.72%
13 0.15% -0.03% 0.67% -1.00% -0.46% -0.10% 0.74%
14 0.47% -0.12% -0.11% -0.13% -0.60% 0.05% 0.17%
15 1.53% 1.30% 2.50% 1.67% 1.04% 1.18% 0.12%
16 -0.55% -1.39% 0.32% -0.92% -0.45% -6.16% 0.27%
17 0.26% -0.24% 0.20% 0.65% 0.26% -1.61% -0.68%
18 -1.34% -0.83% -1.92% 0.19% -1.05% 0.78% -2.16%
19 -1.35% -0.90% -1.26% 0.97% -1.38% -0.98% -1.84%
20 0.95% 0.97% 1.67% 1.40% 0.59% 0.54% 0.67%
21 -1.30% -1.33% -2.76% -2.21% -2.42% -2.05% 2.79%
22 1.30% 0.38% -0.36% -0.98% 1.07% 1.99% 0.17%
23 1.44% 1.41% 1.56% 1.32% 2.36% 0.05% 1.74%
24 -0.42% 1.76% -0.87% 0.35% 7.63% -0.28% 1.96%
25 1.03% 1.00% 0.86% 0.02% 1.34% 0.15% 2.61%
26 -0.34% -0.93% -1.66% 0.12% -0.60% -0.88% -1.61%
27 -0.42% -0.74% -0.68% -1.23% -0.28% -0.76% -0.73%
28 1.07% 0.97% 1.73% 2.33% 0.19% 0.92% -0.34%
29 0.00% -0.26% -1.55% -0.48% -0.05% 0.07% 0.73%
30 0.96% 1.04% 0.76% 0.11% 1.68% 0.81% 1.85%
31 0.41% 0.07% 0.04% -0.56% 0.57% 0.74% -0.47%
32 0.16% 0.23% -0.20% 0.67% -0.05% 0.24% 0.46%
33 -0.03% 0.52% 1.92% 1.17% -0.25% 0.39% -0.65%
34 -0.11% -0.18% 0.09% -0.10% 0.03% -0.93% -0.01%
35 0.61% 0.88% 1.31% 0.74% 0.64% 0.27% 1.45%
36 -0.03% 0.50% 0.08% 1.95% 0.42% 0.03% 0.00%
37 0.28% -0.31% 0.43% -0.93% -0.30% -0.54% -0.20%
38 -0.08% 0.54% 1.47% 0.39% 0.86% -0.21% 0.20%
39 -0.15% -0.08% 0.47% 0.07% -0.96% -0.23% 0.27%
40 -0.30% -0.76% 0.13% -2.38% -0.46% -0.23% -0.89%
41 0.61% 1.91% 1.68% 2.87% 1.74% 0.68% 2.57%
42 -0.45% -0.62% -0.79% -1.54% 0.43% -0.14% -1.07%
43 -0.44% -0.45% -0.46% 0.44% -0.73% -0.92% -0.56%
44 0.12% 0.15% 0.96% 0.10% -0.51% 0.08% 0.14%
45 -1.42% -1.68% -1.57% -2.43% -1.15% -1.51% -1.75%
46 0.39% 0.67% 0.54% 0.49% 1.39% 0.19% 0.77%
47 -1.70% -1.94% -0.94% -2.30% -2.06% -2.10% -2.29%
48 -0.19% -0.55% -1.21% -0.57% -0.19% -0.59% -0.17%
49 1.26% 2.37% 1.78% 2.61% 4.16% 1.48% 1.82%
50 -0.61% -0.91% -1.27% -0.99% -0.68% 0.09% -1.69%
51 1.35% 1.09% 0.66% 1.82% 0.87% 0.60% 1.51%
52 -0.33% -0.49% 0.10% 0.61% -0.38% -1.09% -1.68%
53 1.22% 0.97% 1.00% 0.02% 0.94% 1.69% 1.20%
54 -0.49% 0.28% 0.83% 1.57% -0.56% -0.28% -0.16%
55 0.90% 1.61% 3.72% 0.83% 0.99% 1.62% 0.90%
56 -0.17% -0.26% -0.51% -0.58% -0.19% 0.47% -0.49%
57 -0.61% -0.44% -0.80% 0.07% -1.03% -0.45% 0.03%
58 -1.46% -1.90% -1.65% -2.86% -1.97% -0.96% -2.04%
59 -0.24% -0.25% 0.34% -0.56% 0.23% -1.06% -0.21%
60 0.24% 0.25% 0.55% 0.51% 0.23% 0.05% -0.08%
61 1.22% 0.91% 1.01% 1.48% 0.61% 1.29% 0.18%
62 -0.88% -0.93% -0.56% -1.95% -1.16% -0.58% -0.38%
63 -0.40% -0.18% -0.78% -0.05% 0.52% -0.24% -0.35%
64 0.35% 0.29% 0.11% 0.49% 0.53% 0.16% 0.17%
65 0.66% -0.04% 0.07% -0.18% -0.35% 0.41% -0.14%
66 -0.21% -0.25% -0.12% -1.41% -0.19% -0.47% 0.92%
67 0.27% 0.85% 1.23% 0.91% 0.88% 0.19% 1.06%
68 0.45% -0.16% -0.12% -1.09% 0.39% 0.09% -0.09%
69 0.52% 0.04% -0.74% 1.31% 0.17% -0.37% -0.15%
70 -0.46% -0.48% -0.70% -0.30% -0.41% 0.12% -1.10%
71 0.16% -0.16% 0.26% -1.71% 0.14% 0.62% -0.12%
72 0.51% 0.13% 0.30% -0.13% 0.30% -0.04% 0.23%
73 -0.08% 0.65% 0.07% 2.10% 1.05% 0.07% -0.05%
74 -1.13% -1.28% -1.35% -1.18% -1.30% -0.84% -1.72%
75 0.92% 0.83% 1.46% 0.42% 1.43% 0.54% 0.31%
76 -0.15% 1.18% 0.30% -0.26% -0.50% 5.39% 0.97%
77 0.51% 0.69% -0.14% 0.40% 0.24% -1.15% 4.07%
78 0.24% 2.17% 0.96% 9.45% 0.98% -0.13% -0.43%
79 0.23% 0.85% -0.16% 4.33% 0.49% -0.05% -0.35%
80 -0.41% -0.67% -0.01% -3.26% 0.58% -0.11% -0.56%
81 0.28% 0.00% -1.07% 1.40% -0.22% 0.37% -0.49%
82 -0.37% -0.43% 0.31% -2.15% -0.10% -1.08% 0.85%
83 -1.01% -1.31% -1.33% -1.41% -0.99% -0.93% -1.92%
84 1.09% 0.98% 1.96% 0.45% 1.66% 1.23% -0.42%
85 0.29% -0.14% 0.05% -0.38% 0.46% -0.54% -0.29%
86 -1.18% -0.60% -0.41% -2.06% -0.20% -0.94% 0.58%
87 -0.45% -0.16% -0.20% 0.40% -0.98% 0.42% -0.44%
88 0.38% 0.75% 1.23% 1.70% -0.42% -0.16% 1.39%
89 1.35% 1.63% 0.98% 1.11% 0.78% 0.94% 4.34%
90 -0.51% -0.35% 0.34% 0.65% -1.37% -0.71% -0.65%
91 -0.29% -0.23% -0.41% -0.71% 0.59% -0.15% -0.48%
92 -0.03% 0.02% -0.21% -0.35% -0.05% 0.59% 0.12%
93 1.08% 1.23% 1.25% 1.13% 0.68% 1.11% 1.97%
94 0.08% 0.35% 1.49% 0.39% 0.34% 0.16% -0.61%
 95 0.30% 0.26% -0.22% 0.68% 0.03% 0.21% 0.62%
96 -0.06% 0.04% -0.11% -0.49% 0.21% 0.36% 0.23%
97 -0.09% -0.27% -0.03% -0.13% -0.33% -0.33% -0.54%
98 0.23% -0.23% -0.20% -0.31% 0.17% -0.21% -0.59%
99 -0.22% -0.24% 0.03% -0.94% -0.12% -0.52% 0.36%
100 -1.03% -0.98% -0.97% -0.43% -0.74% -1.20% -1.55%
101 0.92% 0.43% -0.56% 0.08% 0.85% 0.38% 1.39%
102 -0.13% -0.01% -0.25% 0.52% 0.14% -0.54% 0.10%
103 -0.63% -0.66% -0.62% -0.50% -0.14% -0.79% -1.27%
104 0.21% 0.37% 0.09% 0.36% 0.53% 0.27% 0.63%
105 -0.10% -0.17% 0.34% -0.17% -0.19% -0.71% -0.10%
106 0.21% 0.24% 0.39% 0.11% 0.38% 0.46% -0.13%
107 -0.86% -0.69% -0.55% 0.04% -0.78% -1.07% -1.07%
108 -0.14% 0.04% 0.08% 0.89% 0.00% -1.02% 0.23%
109 -0.65% -0.57% -0.58% -0.12% -0.92% -0.25% -1.01%
110 0.04% 0.09% -0.09% 0.51% -0.70% 0.35% 0.40%
111 1.20% 1.75% 1.96% 1.77% 1.36% 1.19% 2.47%
112 0.17% 0.25% 0.52% -0.13% 0.56% 0.27% 0.01%
113 -0.70% -0.29% -0.10% 0.32% -0.61% -0.61% -0.45%
114 -0.46% -0.72% -0.41% -1.32% 0.21% -0.96% -1.10%
115 0.57% 0.74% 1.17% -0.05% 0.80% 1.13% 0.64%
116 0.20% 0.21% 0.18% 0.14% 0.39% 0.71% -0.38%
117 0.99% 1.35% 1.19% 1.49% 1.55% 1.43% 1.09%
118 -0.53% -0.43% 0.50% -0.59% -0.53% -0.36% -1.17%
119 0.61% 0.70% 0.24% 1.74% 0.81% 0.15% 0.58%
120 0.06% 0.17% 0.38% -0.21% 0.78% -0.56% 0.48%
121 -0.74% -0.82% -0.91% -1.74% -0.56% -0.07% -0.81%
122 -0.30% -0.27% -0.94% 0.07% 0.60% -0.71% -0.35%
123 -0.04% 1.63% 4.27% 2.85% 0.47% 0.36% 0.19%
124 -2.09% -1.79% -1.86% -0.78% -1.69% -1.65% -2.95%
125 0.27% 0.25% 0.33% -0.53% 0.96% -0.14% 0.64%
126 0.69% 1.32% 1.31% 1.01% 1.45% 1.77% 1.04%
127 -0.03% -0.01% 0.40% -0.58% -0.14% -0.28% 0.57%
128 -0.39% -0.04% -0.03% -0.66% 0.63% 0.05% -0.18%
129 0.61% 0.86% 1.32% 0.26% 1.21% 2.02% -0.51%
130 -1.67% -1.16% -1.82% -0.16% -1.63% -0.67% -1.53%
131 0.23% 0.22% 0.16% 0.40% 0.36% -0.30% 0.48%
132 1.23% 1.33% 0.99% 1.96% 0.73% 0.94% 2.04%
133 1.11% 1.75% 1.71% 3.03% 1.38% 1.04% 1.61%
134 0.45% 0.03% -0.06% -0.54% -0.17% 0.08% 0.83%
135 -0.07% -0.02% -0.39% -0.21% 0.38% 0.23% -0.11%
136 0.80% 0.01% 0.39% -2.51% 0.65% 0.75% 0.79%
137 0.11% -0.76% 0.41% -4.78% -0.18% 0.33% 0.44%
138 0.08% 0.97% 0.29% 0.91% 0.61% 0.48% 2.57%
139 -0.43% -0.28% -0.12% 0.30% -0.23% -0.40% -0.94%
140 -0.24% 0.30% 0.97% 0.84% 0.02% -0.26% -0.07%
141 -0.57% -0.38% -0.08% -0.59% -0.44% -0.51% -0.31%
142 -1.07% 0.61% -0.89% -0.62% 0.09% 0.19% 4.25%
143 -0.58% -0.43% -1.12% 0.32% -0.56% 0.46% -1.26%
144 1.24% 0.83% 1.56% 0.41% 0.18% 0.83% 1.19%
145 0.73% 1.18% 1.28% 1.56% 1.16% 0.19% 1.70%
146 0.00% 0.39% 0.08% 0.29% 0.16% 0.94% 0.49%
147 -0.23% -0.17% 0.18% 0.00% -0.02% 0.35% -1.36%
148 -0.28% 0.43% -0.34% 0.38% 0.93% 0.63% 0.57%
149 -0.22% 0.35% 0.82% 0.84% 0.47% 0.27% -0.66%
150 0.31% -1.61% 0.85% -0.72% -9.17% 1.39% -0.39%
151 -0.78% -1.62% -1.40% -2.24% -1.79% -0.81% -1.87%
152 -0.29% 0.51% -0.53% 1.42% 0.74% 0.04% 0.86%
153 1.28% 0.48% 0.74% -0.26% 1.51% 0.16% 0.23%
154 -0.96% -0.95% -0.78% 0.31% -2.70% -0.22% -1.37%
155 0.10% -0.80% -1.22% -1.42% -0.94% -0.85% 0.41%
156 -0.13% 0.74% 0.48% 2.07% 0.50% 0.11% 0.53%
157 0.39% 0.21% 0.67% -0.03% -0.33% 0.33% 0.39%
158 0.52% 0.67% 0.54% 0.72% 1.76% 0.06% 0.26%
159 -0.26% -0.79% -0.14% -1.82% -1.93% -0.16% 0.08%
160 -0.83% -0.62% 0.12% -2.10% -0.46% -0.58% -0.09%
161 -2.11% -2.54% -2.31% -2.60% -6.04% -1.14% -0.60%
162 -3.19% -3.00% -4.84% -2.95% -1.18% -2.31% -3.73%
163 -3.94% -3.48% -2.81% -2.58% -3.52% -4.51% -3.98%
164 -1.35% -0.29% -0.33% 3.18% 0.56% -2.85% -2.03%
165 3.90% 3.61% 5.05% 1.22% 3.48% 2.74% 5.55%
166 2.43% 2.36% 3.55% 1.41% 2.96% 1.46% 2.42%
167 0.06% 0.07% -0.11% 0.57% 0.30% -0.48% 0.08%
168 -0.84% -1.15% -0.67% -2.28% -0.59% -0.63% -1.60%
169 -2.96% -2.54% -2.79% -1.97% -2.33% -2.35% -3.28%
170 1.83% 1.62% 1.91% 1.28% 2.39% 1.59% 0.96%
171 0.12% 0.48% 0.39% -0.03% 0.10% 0.81% 1.12%
172 -1.53% -1.10% -1.05% 0.33% -1.00% -2.01% -1.76%
173 2.51% 2.51% 1.88% 3.32% 3.01% 2.38% 1.98%
174 -1.39% -1.55% -1.69% -0.75% -2.02% -1.99% -1.32%
175 0.53% 0.32% 0.47% -0.23% 0.68% -0.20% 0.91%
176 0.45% 1.34% 1.30% 2.42% 1.83% 0.38% 0.75%
177 -0.41% -0.37% 0.06% 0.06% -0.63% -0.26% -1.06%
178 1.28% 1.05% 1.74% 1.39% -0.38% 1.79% 0.71%
179 0.87% 0.82% 1.53% -0.18% 0.51% 1.53% 0.68%
180 -0.26% 0.27% -0.27% 0.88% 0.23% 0.54% -0.04%
181 -1.62% -0.79% -0.19% -0.82% -1.31% 0.01% -1.65%
182 0.46% 0.71% 1.31% -0.58% 0.55% 0.85% 1.42%
183 -1.23% -0.63% -0.51% -0.14% -0.89% -0.86% -0.75%
184 -0.20% -0.05% -0.47% 0.09% -0.90% 0.02% 1.00%
185 -0.34% -0.56% -0.55% -0.61% -0.94% 0.29% -1.00%
186 -0.05% 2.43% 8.89% 2.41% -0.32% 0.50% 0.64%
187 -2.57% -2.94% -2.29% -3.90% -1.80% -1.75% -4.94%
188 0.12% -0.14% -2.02% -2.46% 0.94% 0.87% 1.98%
189 1.91% 2.07% 2.76% 1.93% 2.80% 1.21% 1.65%
190 0.20% -0.21% 0.70% -2.39% 0.46% -0.28% 0.47%
191 1.43% 0.85% 1.11% 1.47% 0.32% 0.37% 0.97%
192 1.83% 1.26% -0.75% 1.38% 0.83% 2.64% 2.21%
193 -0.36% -0.53% -0.87% -1.01% -0.08% -0.49% -0.21%
194 0.80% 0.31% -0.88% 0.72% -0.37% 0.50% 1.58%
195 0.88% 0.20% 2.30% -4.99% 1.18% 1.58% 0.93%
196 0.07% 0.91% 0.02% 2.67% 0.91% 0.82% 0.11%
197 0.13% 0.92% 1.19% 0.66% 0.75% 0.61% 1.37%
198 -0.68% -0.10% -0.49% 0.08% 0.23% -0.33% 0.01%
199 -0.47% -0.77% 0.02% -1.70% -0.81% -0.30% -1.07%
200 1.49% 1.72% 2.34% 1.43% 2.04% 1.24% 1.54%
201 0.46% 0.77% 1.30% 0.34% 0.32% 0.99% 0.88%
202 0.03% 1.13% 2.10% 0.97% 1.14% 0.14% 1.30%
203 -0.14% -0.48% -0.63% -0.99% 0.34% -0.20% -0.92%
204 -0.58% -0.52% 0.08% -2.57% 0.23% 0.74% -1.07%
205 1.66% 1.38% -0.05% 0.48% 2.87% 2.29% 1.27%
206 1.10% -0.04% -1.42% 0.13% -0.14% 0.36% 0.85%
207 -0.19% 0.84% 0.65% 1.64% 0.38% 0.08% 1.44%
208 -0.26% -0.42% -0.43% -0.80% 0.22% -0.25% -0.84%
209 1.18% 1.40% 0.36% 4.53% 0.50% -0.15% 1.74%
210 -0.04% 0.10% -0.13% -0.28% 0.61% 0.75% -0.46%
211 -0.48% -1.31% -0.07% -2.50% -1.13% -1.69% -1.18%
212 1.19% 0.34% 0.12% 1.95% 1.14% 1.55% -3.04%
213 0.27% 0.45% 0.16% -1.45% 0.43% -0.44% 3.56%
214 -0.35% -1.03% -0.79% -1.98% -1.98% -0.97% 0.58%
215 -0.11% 0.24% 1.15% -0.89% -0.22% 0.02% 1.16%
216 -0.03% 0.18% -0.06% 0.32% 2.36% -1.08% -0.64%
217 -0.98% -0.61% -0.99% -1.34% 0.65% -0.47% -0.90%
218 0.15% 0.89% -0.37% 1.15% 0.86% 0.76% 2.03%
219 -0.32% -0.36% -1.98% 0.94% -0.77% 0.37% -0.38%
220 -1.40% -1.22% -1.13% -2.21% -0.27% -1.40% -1.10%
221 -1.12% -1.25% -3.27% -1.23% -1.18% -0.31% -0.26%
222 1.49% 1.40% 1.31% 1.84% 0.94% 1.88% 1.01%
223 -0.13% -0.42% -0.71% -1.21% 0.18% -0.29% -0.09%
224 1.62% 1.94% 2.61% 1.79% 1.73% 1.48% 2.07%
225 -0.11% 0.22% 0.00% 0.43% 0.48% 0.60% -0.39%
226 0.38% 1.19% 5.46% 0.48% 1.15% -1.18% 0.05%
227 -0.12% 0.58% -0.14% 2.56% -0.54% 1.13% -0.10%
228 0.12% -0.45% 0.04% -0.25% -1.23% -0.39% -0.40%
229 -0.01% 0.52% 1.22% 1.59% 0.61% -0.53% -0.29%
230 0.06% -0.52% 0.15% -0.46% -2.98% 0.32% 0.35%
231 -0.46% -1.30% -1.53% -1.09% -1.44% -1.41% -1.04%
232 1.07% 1.31% 0.78% 1.29% 1.69% 1.66% 1.14%
233 -1.10% -0.65% -0.50% -0.06% -1.20% -0.40% -1.09%
234 -1.44% -1.60% -2.66% -1.25% -1.85% -1.27% -0.95%
235 2.05% 2.42% 2.49% 2.22% 2.10% 2.58% 2.70%
236 -0.70% -0.11% -0.31% 0.51% -0.36% 0.67% -1.06%
237 -0.65% -0.51% 0.08% -0.41% -1.19% -0.45% -0.60%
238 -0.77% -1.28% -2.17% -0.76% -0.90% -1.05% -1.50%
239 0.23% 0.08% -0.16% 0.22% 0.00% 0.04% 0.31%
240 -1.94% -1.63% -1.83% -0.36% -2.46% -0.94% -2.57%
241 0.48% 1.41% 1.24% 0.68% 1.21% 2.89% 1.00%
242 1.06% 1.48% 0.59% 0.50% 2.57% 1.46% 2.28%
243 1.45% 1.08% 1.80% -0.65% 1.45% 1.19% 1.58%
244 -1.50% -0.70% -0.54% 0.14% -1.56% -0.06% -1.47%
245 -1.78% -2.09% -1.31% -0.48% -3.83% -1.83% -3.01%
246 0.78% 0.60% 1.00% 0.82% -1.05% 1.12% 1.11%
247 0.88% 0.57% 1.58% -0.29% 0.14% 1.16% 0.27%
248 1.24% -0.27% -2.38% 0.06% -1.11% 0.55% 1.52%
249 -0.16% -0.40% -1.83% 0.05% 0.28% -0.14% -0.38%
250 -0.22% 0.85% 1.00% 0.54% 1.31% 1.06% 0.34%
251 1.06% 0.83% 0.71% 1.70% -0.16% 1.02% 0.87%
252 -0.72% -0.77% -1.57% -0.44% -0.69% -0.08% -1.09%
-0.94% -1.05% -1.19% -0.23% -1.18% -1.65% -1.02%
PROMEDIO 0.002% 0.118% 0.083% 0.058% 0.058% 0.079%
RENDIMIENT 0.47% 29.84% 20.94% 14.72% 14.51% 19.94% ANUAL
DESVIACION 15.49% 22.66% 25.06% 22.58% 17.99% 22.09% riesgo que tiene este portafo
NIKE DOMINOZ-PI DISNEY KIMBERLY CLARK VISA
Pesos 20% 20% 20% 20% 20%
Rend Diario 0.12% 0.08% 0.06% 0.06% 0.08%
REND. PORT. 0.079%
REND. ANUAL 29.84% 20.94% 14.72% 14.51% 19.94%
REND ANUAL 19.99% 19.99%
Matriz de varianzas covarianzas
NIKE DOMINOZ-PIZZA DISNEY KIMBERLY CLARK VISA
NIKE 0.020% 0.010% 0.010% 0.008% 0.010%
DOMINOZ-PI 0.010% 0.025% 0.009% 0.006% 0.008%
DISNEY 0.010% 0.009% 0.020% 0.007% 0.010%
KIMBERLY CL 0.008% 0.006% 0.007% 0.013% 0.008% 45.00%

VISA 0.010% 0.008% 0.010% 0.008% 0.019% 40.00%

Matriz de Markowitz 35.00%
NIKE DOMINOZ-PIZZA DISNEY KIMBERLY CLARK VISA 30.00%
NIKE 0.001% 0.000% 0.000% 0.000% 0.000%
25.00%
DOMINOZ-PI 0.000% 0.001% 0.000% 0.000% 0.000%
20.00%
DISNEY 0.000% 0.000% 0.001% 0.000% 0.000%
KIMBERLY CL 0.000% 0.000% 0.000% 0.001% 0.000% 15.00%

VISA 0.000% 0.000% 0.000% 0.000% 0.001% 10.00%

5.00%
Riesg port dia 1.040% 0.00%
Riesg port an 16.51% 0.00% 5.00% 10.00

Desempo 121.12% RIESGO RIESGO

Inicial CMV CMD Sharpe Rf Portafolio
Riesgo Porta. 16.51% 15.85% 19.11% 19.92% 0% 19.92%
Rend. Portafo 19.99% 17.61% 26.12% 27.18%
Rend. Merca 0.47% 0.47% 0.47% 0.47%
Rf 2.34% 2.34% 2.34% 2.34%
Beta 90.91% 87.45% 95.25% 96.27%
Sharpe 106.95% 96.36% 124.42% 124.67%
Treynor 19.42% 17.46% 24.97% 25.80%
Alfa de Jense 19.35% 16.91% 25.56% 26.64%

Riesgo Rend
1 14.51% 1.53%
2 16.04%
3 17.57%
4 19.11%
5 20.64%
6 22.17%
7 23.71%
8 25.24%
9 26.77%
10 28.31%
 11 29.84%
cmv 15.85% 17.61%
cmd 19.11% 26.12%
sharpe 19.92% 27.18%
 20.00% 20.00%
esgo que tiene este portafolio

NIKE 20.00%
DOMINOZ-PI 20.00% 20.00% 20.00%
DISNEY 20.00%
KIMBERLY CL 20.00%
VISA 20.00% 20.00%
Total 100.00% NIKE DOMINOZ-PIZZA DISNEY
KIMBERLY CLARK VISA

Total rend
45.00%
40.00%
35.00%
30.00%
25.00%
20.00%
15.00%
10.00%
5.00%
0.00%
0.00% 5.00% 10.00% 15.00% 20.00% 25.00% 30.00% 35.00%

REND REND
Rf Portafolio Pesos Rf Pesos portafolio Riesgo Total rend
2.34% 27.18% 100% 0% 0.00% 2.34%
90% 10% 1.99% 4.82%
80% 20% 3.98% 7.31%
70% 30% 5.98% 9.79%
60% 40% 7.97% 12.27%
50% 50% 9.96% 14.76%
40% 60% 11.95% 17.24%
30% 70% 13.95% 19.73%
20% 80% 15.94% 22.21%
10% 90% 17.93% 24.69%
0% 100% 19.92% 27.18%
-10% 110% 21.92% 29.66%
-20% 120% 23.91% 32.14%
-30% 130% 25.90% 34.63%
-40% 140% 27.89% 37.11%
-50% 150% 29.89% 39.60%
CALCUALR LOS RENDIMEINETOS
CALCULAR EL PROMEDIO DE TODOS LOS RENDIMIENTOS SE MULTIPLICA POR EL TIE
DESBAACION ESTADAR ENTRAR A LA ANALISIS DE DATOS
COPIAMOS ESA MATRIZ Y LA PEGAMOS MAS ABAJO
PESO POR PESO LO SUMAMOS Y SACAMOS LA RIZ D
DESVIACION ESTANDAR DEL PORTAFOLIO
CALCUALR LOS INDICES DE RENDIMIENTO
LINEA DE MARCADOS DE VALORES COGE ELAA CTIVO LIBRE DE RIESGO RENDIEMITO
MULTIPLICAR POR LOS PESOS
COGEMOS EL MAXIMO RENDIMIENTO Y EL MINIMIET RENDIMIENTO
OS SE MULTIPLICA POR EL TIEMPO

LIBRE DE RIESGO RENDIEMITO LA TASA DLIBRE DE RIESGO

RENDIMIENTO
1 3 4 5

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