Varianza de rentabilidad

25.00%

20.00%

15.00%

10.00%

5.00%

0.00%
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59

-5.00%

-10.00%

-15.00%
 Chart Title
6

0
-25.00% -20.00% -15.00% -10.00% -5.00% 0.00% 5.00% 10.00% 15.00% 20.00% 25.00%
 Chart Title
1.2

0.8

0.6

0.4

0.2

0
0 5 10 15 20 25 30 35 40 45
 Date Open High Low Close Adj Close Volume
September 1, 2019 31 36.41 30.74 35.700001 35.700001 7366900
August 1, 2019 35.369999 35.91 29.389999 31.6 31.209394 21902000
July 1, 2019 39.18 39.189999 35.619999 35.790001 35.347603 15951700
June 1, 2019 33.93 39.52 33.889999 38.849998 38.369778 12574200
May 1, 2019 38.02 38.599998 32.610001 33.73 32.949978 19273900
April 1, 2019 40.360001 42.419998 37.650002 38.419998 37.531521 15582800
March 1, 2019 35.599998 40.23 35 39.68 38.762386 20539200
February 1, 2019 33.369999 37.23 29.98 35.610001 33.895485 25822900
January 1, 2019 30.110001 34.240002 29.01 33.619999 32.001293 26345900

December 1, 2018 34.599998 34.990002 29.4 30.77 29.288517 18196200

November 1, 2018 38.959999 41.419998 31.17 33.48 31.546219 21899900
October 1, 2018 43.189999 44.150002 35.59 38.34 36.125511 23977400
September 1, 2018 42.759998 44.59 39.18 43.139999 40.648262 18139700
August 1, 2018 48.650002 49.029999 41.740002 43.639999 40.766205 18472300
July 1, 2018 45.880001 49.560001 43.540001 49.360001 46.109528 24830500
June 1, 2018 49.139999 52.630001 44.73 46.869999 43.783497 19907900
May 1, 2018 52.509998 53.25 48.240002 48.889999 45.407402 20227900
April 1, 2018 54.330002 58.09 51.360001 52.810001 49.048172 22904900
March 1, 2018 53.009998 56.610001 51.919998 54.18 50.320572 22320700
February 1, 2018 48.299999 53.869999 45.189999 52.73 48.657902 23820100
January 1, 2018 47.939999 50.900002 47.939999 48.549999 44.800697 17363300
December 1, 2017 42.150002 47.93 41.66 47.450001 43.785656 21385100
November 1, 2017 43.810001 44.59 41.43 42.049999 38.58448 18990700
October 1, 2017 39.639999 44.689999 39.189999 42.950001 39.410305 24019400
September 1, 2017 41.009998 42 38.34 39.759998 36.483204 17472800
August 1, 2017 39.330002 41.77 37.130001 40.700001 37.210705 20654600
July 1, 2017 34.75 39.939999 34.509998 39.34 35.9673 13664300
June 1, 2017 34.919998 36.740002 33.630001 34.630001 31.661104 13897600
May 1, 2017 35.419998 35.740002 32.630001 34.959999 31.851955 17353500
April 1, 2017 36.060001 36.639999 34.790001 35.369999 32.225506 15051100
March 1, 2017 37.299999 38.119999 34.779999 35.889999 32.699276 23310900
February 1, 2017 38.400002 39.5 36.130001 36.66 33.329414 28492800
January 1, 2017 32.279999 38.869999 32.099998 38.360001 34.874966 22633500
December 1, 2016 33.040001 35.009998 31.549999 31.940001 29.038231 20814200
November 1, 2016 28.700001 34.790001 26.52 32.830002 29.792768 33803900
October 1, 2016 26.48 28.58 25.790001 28.389999 25.763527 18476800
September 1, 2016 25.860001 26.799999 24.9 26.299999 23.866879 18461400
August 1, 2016 26.02 27 25.290001 25.82 23.386194 22396400
July 1, 2016 26.389999 27.09 24.91 25.99 23.540171 23352800
June 1, 2016 25.780001 28.059999 25.01 26.98 24.43685 29619400
May 1, 2016 29.809999 29.879999 26.030001 26.049999 23.552738 38515700
April 1, 2016 26.809999 31.309999 25.57 29.67 26.82571 27828500
March 1, 2016 24.440001 29.200001 24.02 27.709999 25.053604 28741700
February 1, 2016 25.58 27.26 23.540001 23.940001 21.619143 35098400
January 1, 2016 25.4 26.469999 21.549999 25.92 23.407192 31489700
December 1, 2015 25.74 27.09 24.299999 26.120001 23.587803 33614600
November 1, 2015 27.549999 28.440001 25.120001 25.73 23.201944 35911700
October 1, 2015 27.219999 30.25 26.75 27.76 25.032495 32194900
September 1, 2015 25.6 28.809999 25.33 26.719999 24.094677 38201000
August 1, 2015 27.57 28.84 23.41 26.93 24.199345 54325600
July 1, 2015 29.440001 29.620001 26.030001 27.860001 25.035046 36114500
June 1, 2015 30.049999 31.35 29.290001 29.41 26.427877 25325600
May 1, 2015 32.869999 33.310001 30.01 30.02 26.892895 25544200
April 1, 2015 29.200001 32.790001 28.700001 32.580002 29.186224 27880900
March 1, 2015 29.719999 30.73 27.940001 29.18 26.140392 37776000
February 1, 2015 27.469999 30.950001 27.040001 29.77 26.577824 33817600
January 1, 2015 28.059999 28.59 23.6 27.280001 24.354816 48555900
December 1, 2014 29.92 30.4 25.959999 28.200001 25.176167 43909400
November 1, 2014 28.75 31.790001 28.52 29.950001 26.627914 30600100
October 1, 2014 29.67 30.35 27.26 28.780001 25.587696 47411000
Rentabilidad
14.39% Observaciones 59 7.68114575
-11.71% Rentabilidad esperada 0.89%
-7.88% Votatibilidad 0.00673352 Varianza
16.45% Desviacion estandar 8.21%
-12.21% Maximo 3.03068%
-3.18% Minimo -1.24254%
14.36% Int
5.92% -20.00% 0.19007832 -20.00% 0.00544427
9.26% -19.00% 0.25731735 -19.00% 0.00766705 Según el analisis de los datos histo
CORPORATION existe 45,66 % de p
acciones de esta empresa. Asimism
-18.00% 0.34320675 -18.00% 0.01065277 obtener una reantabilidad hasta de
-7.16%
-12.68% -17.00% 0.45101691 -17.00% 0.01460426
-11.13% -16.00% 0.58395595 -16.00% 0.0197569 Curva Normal
-0.29% -15.00% 0.74493368 -15.00% 0.0263769
-11.59% -14.00% 0.93627923 -14.00% 0.0347569
5.31% -13.00% 1.15942704 -13.00% 0.04520863
-3.58% -12.00% 1.41459369 -12.00% 0.05805234
-7.42% -11.00% 1.70047505 -11.00% 0.07360308
-2.53% -10.00% 2.01399817 -10.00% 0.0921542
3.42% -9.00% 2.35016381 -9.00% 0.11395874
8.61% -8.00% 2.70201314 -8.00% 0.13920996
2.32% -7.00% 3.06074419 -7.00% 0.16802212
13.48% -6.00% 3.41599219 -6.00% 0.20041336
-2.10% -5.00% 3.75627139 -5.00% 0.23629213
8.02% -4.00% 4.06955865 -4.00% 0.2754488
-1.96% -3.00% 4.34398102 -3.00% 0.31755365
3.46% -2.00% 4.56855422 -2.00% 0.36216207
-30.00% -20.00% -10.00%
13.60% -1.00% 4.73390899 -1.00% 0.40872709
-0.60% 0.00% 4.83293866 0.00% 0.45661886
-1.16% 1.00% 4.86130555 1.00% 0.50514997 Curva acumulada de probabilidad
-1.45% 2.00% 4.81775613 2.00% 0.55360489
-1.89% 3.00% 4.70421284 3.00% 0.60127144
-4.43% 4.00% 4.52563339 4.00% 0.64747206
20.10% 5.00% 4.28965174 5.00% 0.69159253
-2.53% 6.00% 4.00603701 6.00% 0.73310616
15.64% 7.00% 3.68602381 7.00% 0.77159186
7.95% 8.00% 3.34157777 8.00% 0.80674519
2.06% 9.00% 2.98466276 9.00% 0.83838193
-0.65% 10.00% 2.62657144 10.00% 0.86643466 40.98%
-3.67% 11.00% 2.27736911 11.00% 0.89094317
3.75% 12.00% 1.94548502 12.00% 0.91203999
-12.20% 13.00% 1.63746722 13.00% 0.92993265
7.07% 14.00% 1.35789939 14.00% 0.94488438

-30.00% -20.00% -10.00%

15.89% 15.00% 1.10946302 15.00% 0.9571946
-30.00% -20.00% -10.00%
-7.64% 16.00% 0.89311694 16.00% 0.96718077
-0.77% 17.00% 0.70836008 17.00% 0.97516236
1.66% 18.00% 0.55354137 18.00% 0.98144785
-7.31% 19.00% 0.42618322 19.00% 0.98632478
3.89% 20.00% 0.32329045 20.00% 0.9900531
-0.43%
-3.34%
-5.27%
-1.73%
-7.86%
11.65%
-1.65%
9.13%
-3.26%
-5.45%
4.07%
 Interpretación

egún el analisis de los datos historicos de la empesa SOUTHERN COPPER

ORPORATION existe 45,66 % de probabilidad de perder la inversión en las
cciones de esta empresa. Asimismo, existe una probabilidad de 40,98% de
btener una reantabilidad hasta del 10%.

urva Normal
6

0
-30.00% -20.00% -10.00% 0.00% 10.00% 20.00% 30.00%

urva acumulada de probabilidades

1.2

0.8

0.6

0.4

0.2

0
-30.00% -20.00% -10.00% 0.00% 10.00% 20.00% 30.00%
 0.2

0
-30.00% -20.00% -10.00% 0.00% 10.00% 20.00% 30.00%