Nombre  Semanal  Mensual  Nombre  Semanal  Mensual 

T-Mobile US 14.14% 17.44% Tesla 3.73% 56.71%

Expedia 12.96% 9.82% T-Mobile US 14.14% 17.44%
MercadoLibre 11.66% 9.21% Biogen -1.75% 16.64%
NVIDIA 10.20% 16.25% NVIDIA 10.20% 16.25%
CoStar 8.75% 12.58% Amazon.com 0.04% 14.49%
Applied Materials 6.25% 6.36% Intel 1.33% 12.87%
Align 6.15% -2.05% CoStar 8.75% 12.58%
Lam Research 6.09% 10.16% Netflix 2.51% 11.99%
eBay 5.89% 6.48% Microsoft -1.78% 10.92%
AMD 5.84% 8.60% Lam Research 6.09% 10.16%
Booking 5.53% -3.10% Expedia 12.96% 9.82%
Cadence Design 5.53% 6.82% Splunk 3.21% 9.22%
JD.com Inc Adr 4.66% 4.01% MercadoLibre 11.66% 9.21%
Incyte 4.45% -2.55% Cognizant A -1.38% 9.00%
KLA-Tencor 4.36% -1.37% Workday 1.09% 8.80%
Xilinx 4.34% -12.36% AMD 5.84% 8.60%
Analog Devices 4.21% -1.52% Adobe 2.61% 8.56%
Synopsys 4.10% 7.57% Seattle Genetics 1.34% 8.32%
Fastenal 3.74% 4.13% Mondelez 1.20% 8.19%
Tesla 3.73% 56.71% Autodesk 1.38% 8.07%
IDEXX Labs 3.45% 1.04% ANSYS 1.91% 8.03%
Regeneron Pharma3.45% 3.53% Ulta Beauty 0.45% 7.94%
CDW Corp 3.21% 1.05% Intuit 2.20% 7.58%
Splunk 3.21% 9.22% Synopsys 4.10% 7.57%
Comcast 3.20% -2.97% Xcel Energy 1.74% 7.48%
Intuitive Surgical 3.15% 0.55% Gilead -2.07% 7.27%
Activision Blizzard 3.07% 3.72% Cadence Design 5.53% 6.82%
Exelon 3.00% 5.00% Verisk 0.85% 6.75%
Ross Stores 2.98% 3.48% eBay 5.89% 6.48%
NXP 2.92% 2.42% Charter Communications
0.86% 6.40%
Applied Materials 6.25% 6.36%
Copart 0.70% 6.31%
PayPal Holdings Inc2.44% 5.99%
Cintas 2.82% 5.86%
Lululemon Athletica2.36% 5.45%
ASML ADR 2.14% 5.42%
Exelon 3.00% 5.00%
Costco 1.44% 4.47%
Willis Towers Watson
-0.48% 4.23%
CSX 0.90% 4.18%
Fastenal 3.74% 4.13%
Citrix Systems 0.17% 4.10%
PepsiCo 0.91% 4.06%
JD.com Inc Adr 4.66% 4.01%
Monster Beverage 1.00% 3.79%
Activision Blizzard 3.07% 3.72%
Maxim 0.89% 3.57%
Regeneron Pharma3.45% 3.53%
Ross Stores 2.98% 3.48%
Vertex -0.38% 3.39%
Check Point Software
-0.83% 2.95%
Broadcom 1.14% 2.91%
American Airlines 1.42% 2.82%
Alphabet C 0.80% 2.73%
Fecha NDX TSLA AMD EBAY LRCX CSGP NVDA MELI EXPE TMUS
1/2/2020 8,872.22 430.26 49.1 36.3 297.89 620.66 239.91 610.19 110.98 78.59
1/3/2020 8,793.90 443.01 48.6 35.96 294.69 626.2 236.07 607.8 109.13 78.17
1/6/2020 8,848.51 451.54 48.39 35.78 289.19 624.5 237.06 606.55 108.74 78.62
1/7/2020 8,846.45 469.06 48.25 35.62 296.24 620.03 239.93 625 110.02 78.92
1/8/2020 8,912.37 492.14 47.83 35.59 299.97 625.38 240.38 633.44 108.62 79.42
1/9/2020 8,989.63 481.34 48.97 35.18 297.93 629.69 243.02 646.43 109.76 79.81
1/10/2020 8,966.64 478.15 48.16 34.89 294.34 645.13 244.32 669.48 110.69 79
1/13/2020 9,070.65 524.86 48.74 34.73 297.29 642.74 251.98 691.1 110.59 79.4
1/14/2020 9,033.42 537.92 48.21 35.35 300.76 639.91 247.28 652.07 110.41 79.8
1/15/2020 9,035.67 518.5 48.55 35.33 298.34 648.99 245.57 659.98 110.74 80.27
1/16/2020 9,125.00 513.49 49.77 35.92 305.95 651.96 248.93 666.46 111.74 81.44
1/17/2020 9,173.73 510.5 50.93 35.82 308 649.63 249.28 673.01 111.82 82.15
1/21/2020 9,166.63 547.2 51.05 35.72 308.68 660.38 247.94 658.46 110.17 82.03
1/22/2020 9,188.58 569.56 51.43 35.89 311.34 669.09 250.05 663.15 110.03 82.48
1/23/2020 9,216.98 572.2 51.71 35.61 312.42 646.41 252.86 663.33 113.73 82.18
1/24/2020 9,141.47 564.82 50.35 35.36 306.54 650.65 250.48 660.58 112.14 81.58
1/27/2020 8,952.18 558.02 49.26 35.48 293.79 652.48 240.2 653.86 109.08 80.72
1/28/2020 9,090.93 566.9 50.53 36.21 301.69 659.93 247.97 674.72 109.11 81.66
1/29/2020 9,101.61 580.99 47.51 34.58 298.22 657.59 245.54 668.61 109.55 80.26
1/30/2020 9,136.09 640.81 48.78 35.06 310.95 660.02 245.81 671.08 109.1 80.94
1/31/2020 8,991.51 650.57 47 33.56 298.21 652.99 236.43 663 108.45 79.19
2/3/2020 9,126.23 780 48.02 34.39 308.44 659.81 240.33 677.98 107.8 79.46
2/4/2020 9,334.06 887.06 49.45 37.41 325.4 685.65 247.13 709.86 110.66 81.51
2/5/2020 9,367.48 734.7 49.84 37.12 325.62 665.46 250.76 675.84 111.1 81.79
2/6/2020 9,445.92 748.96 49.32 38 323.52 666.52 254.25 671 111.75 82.77
2/7/2020 9,401.10 748.07 49.73 36.2 315.4 666.49 251.59 646.02 110.09 85.44
2/10/2020 9,516.84 771.28 52.26 36.02 319.83 672.51 262.97 658.23 108.71 84.53
2/11/2020 9,517.86 774.38 53.8 36.44 325.67 668.29 267.89 651.62 109.2 94.49
2/12/2020 9,613.20 767.29 53.89 37.15 334.62 740.12 272.54 699.82 110.97 95.67
2/13/2020 9,595.70 804 54.53 37.19 341.58 729.8 270.78 718.53 110.59 95.14
2/14/2020 9,623.58 800.03 55.31 38.14 339.3 731.37 289.79 735.01 122.8 96.48
2/18/2020 9,603.98 846.83 57.09 38.36 326.58 735.24 291.84 728.98 122.01 98.96

Mínimo
Máximo
Media
Desviación
Varianza
Rentabilidad/Riesgo
Alfa
Beta
Riesgo Sistemático
Riesgo Especifico
 Rendimientos diarios
NDX TSLA AMD EBAY LRCX CSGP NVDA
-0.887% 2.920% -1.024% -0.941% -1.080% 0.889% -1.614%
0.619% 1.907% -0.433% -0.502% -1.884% -0.272% 0.418%
-0.023% 3.807% -0.290% -0.448% 2.409% -0.718% 1.203%
0.742% 4.803% -0.874% -0.084% 1.251% 0.859% 0.187%
0.863% -2.219% 2.355% -1.159% -0.682% 0.687% 1.092%
-0.256% -0.665% -1.668% -0.828% -1.212% 2.422% 0.534%
1.153% 9.321% 1.197% -0.460% 0.997% -0.371% 3.087%
-0.411% 2.458% -1.093% 1.769% 1.160% -0.441% -1.883%
0.025% -3.677% 0.703% -0.057% -0.808% 1.409% -0.694%
0.984% -0.971% 2.482% 1.656% 2.519% 0.457% 1.359%
0.533% -0.584% 2.304% -0.279% 0.668% -0.358% 0.141%
-0.077% 6.942% 0.235% -0.280% 0.221% 1.641% -0.539%
0.239% 4.005% 0.742% 0.475% 0.858% 1.310% 0.847%
0.309% 0.462% 0.543% -0.783% 0.346% -3.448% 1.118%
-0.823% -1.298% -2.665% -0.705% -1.900% 0.654% -0.946%
-2.092% -1.211% -2.189% 0.339% -4.248% 0.281% -4.191%
1.538% 1.579% 2.545% 2.037% 2.653% 1.135% 3.184%
0.117% 2.455% -6.163% -4.606% -1.157% -0.355% -0.985%
0.378% 9.800% 2.638% 1.379% 4.180% 0.369% 0.110%
-1.595% 1.512% -3.717% -4.373% -4.183% -1.071% -3.891%
1.487% 18.145% 2.147% 2.443% 3.373% 1.039% 1.636%
2.252% 12.862% 2.934% 8.417% 5.353% 3.842% 2.790%
0.357% -18.845% 0.786% -0.778% 0.068% -2.989% 1.458%
0.834% 1.922% -1.049% 2.343% -0.647% 0.159% 1.382%
-0.476% -0.119% 0.828% -4.853% -2.542% -0.005% -1.052%
1.224% 3.055% 4.962% -0.498% 1.395% 0.899% 4.424%
0.011% 0.401% 2.904% 1.159% 1.809% -0.629% 1.854%
0.997% -0.920% 0.167% 1.930% 2.711% 10.209% 1.721%
-0.182% 4.673% 1.181% 0.108% 2.059% -1.404% -0.648%
0.290% -0.495% 1.420% 2.522% -0.670% 0.215% 6.785%
-0.204% 5.685% 3.168% 0.575% -3.821% 0.528% 0.705%

-2.092% -18.845% -6.163% -4.853% -4.248% -3.448% -4.191%

2.252% 18.145% 4.962% 8.417% 5.353% 10.209% 6.785%
0.256% 2.184% 0.486% 0.178% 0.297% 0.546% 0.632%
0.889% 5.977% 2.257% 2.376% 2.312% 2.228% 2.157%
0.008% 0.357% 0.051% 0.056% 0.053% 0.050% 0.047%
28.747% 36.541% 21.553% 7.495% 12.827% 24.529% 29.299%
0.017 0.001 - 0.002 - 0.002 0.004 0.002
2.085 1.467 1.502 1.912 0.721 1.814
0.034% 0.017% 0.018% 0.029% 0.004% 0.026%
0.323% 0.034% 0.039% 0.025% 0.046% 0.021%
Participación 20% 0% 0% 0% 9% 20%
Control 0.80000
Alfa Portafolio 0.00539
Beta Portafolio 1.11498

TSLA AMD EBAY LRCX CSGP NVDA

MIN Riesgo 0% 9% 7% 1% 17% 5%
2 5% 8% 0% 0% 18% 10%
3 8% 7% 0% 0% 18% 11%
4 11% 5% 0% 0% 19% 12%
5 12% 4% 0% 0% 19% 13%
6 14% 4% 0% 0% 19% 14%
7 16% 3% 0% 0% 19% 14%
8 17% 1% 0% 0% 19% 15%
9 19% 0% 0% 0% 19% 16%
10 20% 0% 0% 0% 9% 20%
Max Rentabilidad 20% 0% 0% 0% 0% 20%
Port MAX(Rent/Tiesgo) 11% 5% 0% 0% 19% 12%

Monto max a invertir 11,132.13 5,096.65 - - 18,626.12 12,405.60

Monto aprox a invertir 10965.15096 5020.2045017 0 0 18346.72886 12219.51372
Precio aprox 18/02 854 57 38 326 733 296
Acciones compradas 13 88 0 0 25 41

Meta
EA 3 meses $
10% 2.41% 102,411.37
MELI EXPE TMUS
-0.392% -1.681% -0.536%
-0.206% -0.358% 0.574%
2.996% 1.170% 0.381%
1.341% -1.281% 0.632%
2.030% 1.044% 0.490%
3.504% 0.844% -1.020%
3.178% -0.090% 0.505%
-5.813% -0.163% 0.503%
1.206% 0.298% 0.587%
0.977% 0.899% 1.447%
0.978% 0.072% 0.868%
-2.186% -1.487% -0.146%
0.710% -0.127% 0.547%
0.027% 3.307% -0.364%
-0.415% -1.408% -0.733%
-1.022% -2.767% -1.060%
3.140% 0.027% 1.158%
-0.910% 0.402% -1.729%
0.369% -0.412% 0.844%
-1.211% -0.598% -2.186%
2.234% -0.601% 0.340%
4.595% 2.618% 2.547%
-4.911% 0.397% 0.343%
-0.719% 0.583% 1.191%
-3.794% -1.497% 3.175%
1.872% -1.261% -1.071%
-1.009% 0.450% 11.139%
7.136% 1.608% 1.241%
2.638% -0.343% -0.556%
2.268% 10.473% 1.399%
-0.824% -0.645% 2.538%

-5.813% -2.767% -2.186%

7.136% 10.473% 11.139%
0.574% 0.306% 0.743%
2.643% 2.228% 2.233%
0.070% 0.050% 0.050%
21.708% 13.721% 33.289%
0.002 0.001 0.006
1.530 0.735 0.509
0.019% 0.004% 0.002%
0.051% 0.045% 0.048%
 Rentab. Portafolio Riesgo portafolio Max (Rent/Riesgo)
11% 0% 20% 0.824% 1.627% 50.658%

MELI EXPE TMUS Alfa Portafolio Beta Portafolio Rentab. Portafolio

5% 17% 19% 0.00205 0.77515 0.403%
6% 12% 20% 0.00330 0.83113 0.542%
6% 9% 20% 0.00375 0.87152 0.598%
6% 7% 20% 0.00410 0.90328 0.641%
6% 5% 20% 0.00440 0.93111 0.678%
6% 3% 20% 0.00468 0.95663 0.713%
6% 2% 20% 0.00494 0.97994 0.745%
6% 0% 20% 0.00519 1.00024 0.775%
6% 0% 20% 0.00544 1.01659 0.804%
11% 0% 20% 0.00539 1.11498 0.824%
20% 0% 20% 0.00523 1.18739 0.827%
6% 6% 20% 0.00420 0.91212 0.653%
Rango Riesgo
6,363.21 6,376.28 20,000.00 Longitud riesgo
6267.76666 6280.6353 19700
729 121 99
9 52 199
Riesgo portafolio Rent/Riesgo
0.983% 40.999%
1.054% 51.427%
1.126% 53.082%
1.198% 53.516%
1.269% 53.458%
1.341% 53.159%
1.412% 52.734%
1.484% 52.241%
1.556% 51.708%
1.627% 50.658%
1.699% 48.667%
1.219% 53.535%
0.716%
0.072%