Precios en USD

Fecha Walt Disney Rentabilidad (K) Fecha Pepsico

Mar 02, 2020 119.98 Mar 02, 2020 137.58
Mar 03, 2020 116.45 -2.99% Mar 03, 2020 135.58
Mar 04, 2020 119.18 2.32% Mar 04, 2020 142.39
Mar 05, 2020 113.98 -4.46% Mar 05, 2020 138.1
Mar 06, 2020 115.27 1.13% Mar 06, 2020 137.26
Mar 09, 2020 104.35 -9.95% Mar 09, 2020 130.16
Mar 10, 2020 111.46 6.59% Mar 10, 2020 134.14
Mar 11, 2020 105.51 -5.49% Mar 11, 2020 129.75
Mar 12, 2020 91.81 -13.91% Mar 12, 2020 115.34
Mar 13, 2020 102.52 11.03% Mar 13, 2020 127.45
Mar 16, 2020 95.01 -7.61% Mar 16, 2020 113.09
Mar 17, 2020 93.53 -1.57% Mar 17, 2020 127.72
Mar 18, 2020 88.8 -5.19% Mar 18, 2020 120.92
Mar 19, 2020 94.93 6.68% Mar 19, 2020 117.34
Mar 20, 2020 85.98 -9.90% Mar 20, 2020 103.93
Mar 23, 2020 85.76 -0.26% Mar 23, 2020 105.18
Mar 24, 2020 98.12 13.46% Mar 24, 2020 113.84
Mar 25, 2020 100.73 2.63% Mar 25, 2020 112.5
Mar 26, 2020 105.36 4.49% Mar 26, 2020 120.26
Mar 27, 2020 96.4 -8.89% Mar 27, 2020 120.46
Mar 30, 2020 99.8 3.47% Mar 30, 2020 125.48
Mar 31, 2020 96.6 -3.26% Mar 31, 2020 120.1
Apr 01, 2020 94.92 -1.75% Apr 01, 2020 118.12
Apr 02, 2020 96.97 2.14% Apr 02, 2020 123.86
Apr 03, 2020 93.88 -3.24% Apr 03, 2020 124.59
Apr 06, 2020 99.58 5.89% Apr 06, 2020 131.16
Apr 07, 2020 101.24 1.65% Apr 07, 2020 130.48
Apr 08, 2020 101.07 -0.17% Apr 08, 2020 132.61
Apr 09, 2020 104.5 3.34% Apr 09, 2020 133.63
Apr 13, 2020 103.5 -0.96% Apr 13, 2020 130.89
Apr 14, 2020 106.03 2.42% Apr 14, 2020 138.4
Apr 15, 2020 103.37 -2.54% Apr 15, 2020 135.03
Apr 16, 2020 102.02 -1.31% Apr 16, 2020 135.64
Apr 17, 2020 106.63 4.42% Apr 17, 2020 137.55
Apr 20, 2020 102.26 -4.18% Apr 20, 2020 134.55
Apr 21, 2020 100.54 -1.70% Apr 21, 2020 130.94
Apr 22, 2020 100.99 0.45% Apr 22, 2020 132.62
Apr 23, 2020 101 0.01% Apr 23, 2020 130.26
Apr 24, 2020 101.19 0.19% Apr 24, 2020 134.36
Apr 27, 2020 106.06 4.70% Apr 27, 2020 134.46
Apr 28, 2020 106.21 0.14% Apr 28, 2020 136.32
 Apr 29, 2020 112.25 5.53% Apr 29, 2020 133.36
Apr 30, 2020 108.15 -3.72% Apr 30, 2020 132.29
May 01, 2020 105.5 -2.48% May 01, 2020 130.14
May 04, 2020 103.18 -2.22% May 04, 2020 130.92
May 05, 2020 101.06 -2.08% May 05, 2020 131.67
May 06, 2020 100.88 -0.18% May 06, 2020 130.78
May 07, 2020 105.57 4.54% May 07, 2020 131.55
May 08, 2020 109.16 3.34% May 08, 2020 134.23
May 11, 2020 107.77 -1.28% May 11, 2020 134.38
May 12, 2020 104.56 -3.02% May 12, 2020 132.94
May 13, 2020 102.92 -1.58% May 13, 2020 132.96
May 14, 2020 105.91 2.86% May 14, 2020 133.08
May 15, 2020 109.05 2.92% May 15, 2020 135.95
May 18, 2020 116.85 6.91% May 18, 2020 135.52
May 19, 2020 114.37 -2.15% May 19, 2020 131.73
May 20, 2020 119.92 4.74% May 20, 2020 131.26
K^ 0.00% K^
Volatilidad 5.05% Volatilidad
K^ Anual -0.23% K^ Anual
Volatil Anual 80.20% Volatil Anual
K^ Anual K^*252
Volatil Anual Volat*raiz(252)

MATRIZ DE CORRELACIÓN
Walt Disney Pepsico Pfizer Apple General Motors
Walt Disney 100% 67.43% -2.67% -4.13% -5.02%
Pepsico 67.43% 100% -4.80% -1.63% -9.56%
Pfizer -2.67% -4.80% 100% 78.28% 45.02%
Apple -4.13% -1.63% 78.28% 100% 67.34%
General Motors -5.02% -9.56% 45.02% 67.34% 100%
GAP -20.74% -15.14% 64.22% 78.93% 73.60%

MATRIZ DE RIESGO
Walt Disney Pepsico Pfizer Apple General Motors
Walt Disney 80.20% - - - -
Pepsico - 71.01% - - -
Pfizer - - 54.60% - -
Apple - - - 68.47% -
General Motors - - - - 106.74%
GAP - - - - -

CUADRO CREACIÓN DEL PORTAFOLIO

Rentabilidad Riesgo % Valor
 Walt Disney -0.23% 80.20% 5.89% $ 58,895
Pepsico -21.16% 71.01% 0.00% $ -
Pfizer -34.15% 54.60% 0.00% $ -
Apple -64.67% 68.47% 0.00% $ -
General Motors 94.30% 106.74% 94.11% $ 941,105
GAP 291.54% 142.14% 0.00% $ -
100.00% $ 1,000,000

MATRIZ DE CORRELACIÓN - RIESGO

Walt Disney Pepsico Pfizer Apple General Motors
Walt Disney 0.801964 0.478847 - 0.014565 - 0.028251 - 0.053571
Pepsico 0.540781 0.710117 - 0.026185 - 0.011177 - 0.102027
Pfizer - 0.021392 - 0.034054 0.546027 0.535966 0.480536
Apple - 0.033090 - 0.011592 0.427422 0.684690 0.718796
General Motors - 0.040250 - 0.067877 0.245820 0.461080 1.067390
GAP - 0.166364 - 0.107493 0.350684 0.540454 0.785650
f(X)

mmult
Matriz 1 Matriz Correlación
Matriz 2 Matriz Riesgo
Aceptar
F2
Shift, Control, enter Sostenidos

MATRIZ VARIANZA - COVARIANZA

Walt Disney Pepsico Pfizer Apple General Motors
Walt Disney 0.643146 0.384018 - 0.011681 - 0.022657 - 0.042962
Pepsico 0.384018 0.504267 - 0.018594 - 0.007937 - 0.072451
Pfizer - 0.011681 - 0.018594 0.298145 0.292652 0.262385
Apple - 0.022657 - 0.007937 0.292652 0.468800 0.492152
General Motors - 0.042962 - 0.072451 0.262385 0.492152 1.139320
GAP - 0.236463 - 0.152786 0.498447 0.768180 1.116692

f(X)
mmult
Matriz 1 Matriz Correlación Riesgo
Matriz 2 Matriz Riesgo
Aceptar
F2
Shift, Control, enter Sostenidos
VECTORES DE PARTICIPACIÓN
Walt Disney Pepsico Pfizer Apple General Motors
Participación 5.89% 0.00% 0.00% 0.00% 94.11%
Vector Var - Covar -0.002553488 -0.045566923882 0.24624411 0.461832215993 1.069689530651

f(X)
mmult
Matriz 1 Vectores Participación
Matriz 2 Matriz Var - Covar
Aceptar
F2
Shift, Control, enter Sostenidos

TRANSPUESTA DEL VECTOR

Walt Disney 5.89%
Pepsico 0.00%
Pfizer 0.00%
Apple 0.00%
General Motors 94.11%
GAP 0.00%

Varianza Portaf 1.0065394 Varianza f(X)

Riesgo Portafo 100.33% Desv = Raiz Varianza mmult
Rentab Portafo 88.73% Matriz 1
Matriz 2
Indice Sharpe 0.88 Rent / Riesg Port Aceptar

Rent Portaf f(X)

Sumapdto
Matriz 1
Matriz 2
Aceptar
CORRER SOLVER
Datos
Solver
Establecer Objetivo: Indice de Sharpe
Para: Maximizar
Cambiando las Celdas de Variables: Columna % del Cuadro Creación Portafolio
Sujeto a las Restricciones:
Agregar Restricciones
20% > = 0
20% > = 0
20% > = 0
20% > = 0
20% > = 0
100% = 1
Resolver
Aceptar
Rentabilidad (K) Fecha Pfizer Rentabilidad (K)
Mar 02, 2020 37.63
-1.46% Mar 03, 2020 37.68 0.13%
4.90% Mar 04, 2020 38.07 1.03%
-3.06% Mar 05, 2020 37.76 -0.82%
-0.61% Mar 06, 2020 37.92 0.42%
-5.31% Mar 09, 2020 37.05 -2.32%
3.01% Mar 10, 2020 37.36 0.83%
-3.33% Mar 11, 2020 38.1 1.96%
-11.77% Mar 12, 2020 37.22 -2.34%
9.98% Mar 13, 2020 36.96 -0.70%
-11.95% Mar 16, 2020 38.51 4.11%
12.17% Mar 17, 2020 38.51 0.00%
-5.47% Mar 18, 2020 37.62 -2.34%
-3.01% Mar 19, 2020 37.64 0.05%
-12.14% Mar 20, 2020 38.36 1.89%
1.20% Mar 23, 2020 38.12 -0.63%
7.91% Mar 24, 2020 37.91 -0.55%
-1.18% Mar 25, 2020 38.33 1.10%
6.67% Mar 26, 2020 37.38 -2.51%
0.17% Mar 27, 2020 36.69 -1.86%
4.08% Mar 30, 2020 36.25 -1.21%
-4.38% Mar 31, 2020 35.62 -1.75%
-1.66% Apr 01, 2020 36.08 1.28%
4.75% Apr 02, 2020 36.91 2.27%
0.59% Apr 03, 2020 35.88 -2.83%
5.14% Apr 06, 2020 35.97 0.25%
-0.52% Apr 07, 2020 36.44 1.30%
1.62% Apr 08, 2020 35.14 -3.63%
0.77% Apr 09, 2020 35.39 0.71%
-2.07% Apr 13, 2020 34.6 -2.26%
5.58% Apr 14, 2020 33.61 -2.90%
-2.47% Apr 15, 2020 34.57 2.82%
0.45% Apr 16, 2020 33.64 -2.73%
1.40% Apr 17, 2020 32.87 -2.32%
-2.21% Apr 20, 2020 31.75 -3.47%
-2.72% Apr 21, 2020 32.64 2.76%
1.27% Apr 22, 2020 32.67 0.09%
-1.80% Apr 23, 2020 30.9 -5.57%
3.10% Apr 24, 2020 31.75 2.71%
0.07% Apr 27, 2020 29.75 -6.51%
1.37% Apr 28, 2020 29.7 -0.17%
 -2.20% Apr 29, 2020 28.49 -4.16%
-0.81% Apr 30, 2020 29.01 1.81%
-1.64% May 01, 2020 30.42 4.75%
0.60% May 04, 2020 32.36 6.18%
0.57% May 05, 2020 32.16 -0.62%
-0.68% May 06, 2020 30.18 -6.35%
0.59% May 07, 2020 32.71 8.05%
2.02% May 08, 2020 30.02 -8.58%
0.11% May 11, 2020 32.17 6.92%
-1.08% May 12, 2020 34.59 7.25%
0.02% May 13, 2020 33.76 -2.43%
0.09% May 14, 2020 35.02 3.66%
2.13% May 15, 2020 35.46 1.25%
-0.32% May 18, 2020 36.4 2.62%
-2.84% May 19, 2020 34.3 -5.94%
-0.36% May 20, 2020 34.88 1.68%
-0.08% K^ -0.14%
4.47% Volatilidad 3.44%
-21.16% K^ Anual -34.15%
71.01% Volatil Anual 54.60%

GAP
-20.74%
-15.14%
64.22%
78.93%
73.60%
100%

GAP
-
-
-
-
-
142.14%
Inversión $ 1,000,000

GAP
- 0.294855
- 0.215156
0.912863
1.121938
1.046190
1.421360

GAP
- 0.236463
- 0.152786
0.498447
0.768180
1.116692
2.020263

GAP
0.00%
 1.03699739649118

Vector Var - Covar

Transpuesta Vector

Rentab
%
 Fecha Apple Rentabilidad (K) Fecha General Motors Rentabilidad (K)
Mar 02, 2020 319.23 Mar 02, 2020 25.48
Mar 03, 2020 313.14 -1.93% Mar 03, 2020 24.69 -3.15%
Mar 04, 2020 314.96 0.58% Mar 04, 2020 24.81 0.48%
Mar 05, 2020 307.71 -2.33% Mar 05, 2020 22.63 -9.20%
Mar 06, 2020 309.54 0.59% Mar 06, 2020 22.31 -1.42%
Mar 09, 2020 307.65 -0.61% Mar 09, 2020 21.46 -3.88%
Mar 10, 2020 311.41 1.21% Mar 10, 2020 22.56 5.00%
Mar 11, 2020 315.01 1.15% Mar 11, 2020 22.8 1.06%
Mar 12, 2020 310.13 -1.56% Mar 12, 2020 23.93 4.84%
Mar 13, 2020 303.74 -2.08% Mar 13, 2020 22.44 -6.43%
Mar 16, 2020 300.63 -1.03% Mar 16, 2020 21.89 -2.48%
Mar 17, 2020 297.56 -1.03% Mar 17, 2020 21.26 -2.92%
Mar 18, 2020 293.16 -1.49% Mar 18, 2020 20.75 -2.43%
Mar 19, 2020 289.07 -1.40% Mar 19, 2020 20.9 0.72%
Mar 20, 2020 293.8 1.62% Mar 20, 2020 22.29 6.44%
Mar 23, 2020 287.73 -2.09% Mar 23, 2020 23.78 6.47%
Mar 24, 2020 278.58 -3.23% Mar 24, 2020 22.18 -6.97%
Mar 25, 2020 283.17 1.63% Mar 25, 2020 22.45 1.21%
Mar 26, 2020 282.97 -0.07% Mar 26, 2020 21.95 -2.25%
Mar 27, 2020 275.03 -2.85% Mar 27, 2020 21.52 -1.98%
Mar 30, 2020 276.1 0.39% Mar 30, 2020 21.3 -1.03%
Mar 31, 2020 268.37 -2.84% Mar 31, 2020 21.24 -0.28%
Apr 01, 2020 276.93 3.14% Apr 01, 2020 22.38 5.23%
Apr 02, 2020 282.8 2.10% Apr 02, 2020 22.48 0.45%
Apr 03, 2020 286.69 1.37% Apr 03, 2020 20.87 -7.43%
Apr 06, 2020 284.43 -0.79% Apr 06, 2020 21.66 3.72%
Apr 07, 2020 287.05 0.92% Apr 07, 2020 22.98 5.92%
Apr 08, 2020 273.25 -4.93% Apr 08, 2020 23.01 0.13%
Apr 09, 2020 267.99 -1.94% Apr 09, 2020 24.06 4.46%
Apr 13, 2020 266.07 -0.72% Apr 13, 2020 23.13 -3.94%
Apr 14, 2020 259.43 -2.53% Apr 14, 2020 21.3 -8.24%
Apr 15, 2020 262.47 1.16% Apr 15, 2020 19.55 -8.57%
Apr 16, 2020 241.41 -8.36% Apr 16, 2020 18.04 -8.04%
Apr 17, 2020 244.93 1.45% Apr 17, 2020 18.19 0.83%
Apr 20, 2020 240.91 -1.65% Apr 20, 2020 19.26 5.72%
Apr 21, 2020 254.29 5.41% Apr 21, 2020 20.78 7.60%
Apr 22, 2020 254.81 0.20% Apr 22, 2020 21.32 2.57%
Apr 23, 2020 247.74 -2.81% Apr 23, 2020 21.38 0.28%
Apr 24, 2020 258.44 4.23% Apr 24, 2020 22.56 5.37%
Apr 27, 2020 245.52 -5.13% Apr 27, 2020 21.49 -4.86%
Apr 28, 2020 246.88 0.55% Apr 28, 2020 21.11 -1.78%
Apr 29, 2020 224.37 -9.56% Apr 29, 2020 17.6 -18.18%
Apr 30, 2020 229.24 2.15% Apr 30, 2020 18.14 3.02%
May 01, 2020 244.78 6.56% May 01, 2020 17.71 -2.40%
May 04, 2020 246.67 0.77% May 04, 2020 16.8 -5.28%
May 05, 2020 252.86 2.48% May 05, 2020 20.32 19.02%
May 06, 2020 242.21 -4.30% May 06, 2020 21 3.29%
May 07, 2020 277.97 13.77% May 07, 2020 24.71 16.27%
May 08, 2020 248.23 -11.32% May 08, 2020 23.04 -7.00%
May 11, 2020 275.43 10.40% May 11, 2020 26 12.09%
May 12, 2020 285.34 3.53% May 12, 2020 27.12 4.22%
May 13, 2020 266.17 -6.95% May 13, 2020 24.69 -9.39%
May 14, 2020 289.03 8.24% May 14, 2020 28.69 15.02%
May 15, 2020 292.92 1.34% May 15, 2020 30.1 4.80%
May 18, 2020 302.74 3.30% May 18, 2020 31.53 4.64%
May 19, 2020 289.32 -4.53% May 19, 2020 30.52 -3.26%
May 20, 2020 298.81 -4.53% May 20, 2020 31.42 2.91%
K^ -0.26% K^ 0.37%
Volatilidad 4.31% Volatilidad 6.72%
K^ Anual -64.67% K^ Anual 94.30%
Volatil Anual 68.47% Volatil Anual 106.74%
 Fecha GAP Rentabilidad (K)
Mar 02, 2020 7.34
Mar 03, 2020 7.61 3.61%
Mar 04, 2020 7.82 2.72%
Mar 05, 2020 7.6 -2.85%
Mar 06, 2020 7.17 -5.82%
Mar 09, 2020 6.94 -3.26%
Mar 10, 2020 7.32 5.33%
Mar 11, 2020 7.67 4.67%
Mar 12, 2020 8.1 5.45%
Mar 13, 2020 7.42 -8.77%
Mar 16, 2020 7.17 -3.43%
Mar 17, 2020 7.45 3.83%
Mar 18, 2020 7.94 6.37%
Mar 19, 2020 7.83 -1.40%
Mar 20, 2020 8.12 3.64%
Mar 23, 2020 9.05 10.84%
Mar 24, 2020 8.61 -4.98%
Mar 25, 2020 7.79 -10.01%
Mar 26, 2020 6.9 -12.13%
Mar 27, 2020 7.1 2.86%
Mar 30, 2020 7.11 0.14%
Mar 31, 2020 7.56 6.14%
Apr 01, 2020 7.84 3.64%
Apr 02, 2020 8.35 6.30%
Apr 03, 2020 7.63 -9.02%
Apr 06, 2020 7.71 1.04%
Apr 07, 2020 8.43 8.93%
Apr 08, 2020 8.33 -1.19%
Apr 09, 2020 9.09 8.73%
Apr 13, 2020 7.85 -14.67%
Apr 14, 2020 6.97 -11.89%
Apr 15, 2020 6.59 -5.61%
Apr 16, 2020 5.65 -15.39%
Apr 17, 2020 5.5 -2.69%
Apr 20, 2020 5.89 6.85%
Apr 21, 2020 7.04 17.84%
Apr 22, 2020 7.42 5.26%
Apr 23, 2020 7.79 4.87%
Apr 24, 2020 8.45 8.13%
Apr 27, 2020 8.98 6.08%
Apr 28, 2020 8.13 -9.94%
Apr 29, 2020 6.28 -25.82%
Apr 30, 2020 7.22 13.95%
May 01, 2020 8.07 11.13%
May 04, 2020 7.89 -2.26%
May 05, 2020 8.35 5.67%
May 06, 2020 8.34 -0.12%
May 07, 2020 10.81 25.94%
May 08, 2020 10.07 -7.09%
May 11, 2020 10.97 8.56%
May 12, 2020 12.43 12.49%
May 13, 2020 11.77 -5.46%
May 14, 2020 13.19 11.39%
May 15, 2020 13.36 1.28%
May 18, 2020 14.28 6.66%
May 19, 2020 13.82 -3.27%
May 20, 2020 14.03 1.51%
K^ 1.16% Promedio
Volatilidad 8.95% Covarianza
K^ Anual 291.54% Coef Corr
Volatil Anual 142.14%

Covar = Promedio - (K^WTI*K^OroF4)

Coef Correlac = Covar/(D.E. Oro F4* D.E. WTI)
 COVARIANZA WALT DISNEY
Pepsico Pfizer Apple General Motors GAP

0.00043731 - 0.00003965 0.00057521 0.00094055 - 0.00107878

0.00113566 0.00023861 0.00013429 0.00011235 0.00063080
0.00136476 0.00036476 0.00103892 0.00410298 0.00127306
- 0.00006866 0.00004759 0.00006673 - 0.00016028 - 0.00065547
0.00528610 0.00231004 0.00060956 0.00386604 0.00324495
0.00198534 0.00054922 0.00080071 0.00329495 0.00351384
0.00182544 - 0.00107601 - 0.00063056 - 0.00058054 - 0.00256231
0.01637376 0.00325013 0.00217150 - 0.00672785 - 0.00758670
0.01101600 - 0.00077346 - 0.00229715 - 0.00709330 - 0.00967487
0.00909411 - 0.00312532 0.00078296 0.00188783 0.00260737
- 0.00190999 - 0.00016115 0.00045848 - 0.00060144
0.00283927 0.00121343 0.00077311 0.00126008 - 0.00330571
- 0.00200616 0.00003548 - 0.00093786 0.00048082 - 0.00093126
0.01201749 - 0.00187632 - 0.00160722 - 0.00637612 - 0.00360131
- 0.00003063 0.00001608 0.00005349 - 0.00016578 - 0.00027781
0.01065271 - 0.00074376 - 0.00435115 - 0.00937810 - 0.00671044
- 0.00031085 0.00028925 0.00042902 0.00031764 - 0.00262744
0.00299758 - 0.00112785 - 0.00003175 - 0.00101219 - 0.00545202
- 0.00014769 0.00165591 0.00252950 0.00175838 - 0.00253951
0.00141520 - 0.00041819 0.00013459 - 0.00035617 0.00004879
0.00142812 0.00057136 0.00092543 0.00009193 - 0.00199998
0.00029165 - 0.00022512 - 0.00055086 - 0.00091724 - 0.00063805
0.00101389 0.00048597 0.00044818 0.00009526 0.00134662
- 0.00019030 0.00091656 - 0.00044242 0.00240658 0.00292021
0.00302911 0.00014767 - 0.00046650 0.00219003 0.00061481
- 0.00008594 0.00021462 0.00015159 0.00097802 0.00147601
- 0.00002721 0.00006105 0.00008280 - 0.00000219 0.00002006
0.00025572 0.00023659 - 0.00064870 0.00148920 0.00291391
0.00019921 0.00021707 0.00006914 0.00037904 0.00141022
0.00134737 - 0.00070109 - 0.00061034 - 0.00199056 - 0.00287145
0.00062632 - 0.00071554 - 0.00029599 0.00217821 0.00142438
- 0.00005925 0.00035849 0.00109952 0.00105672 0.00202313
0.00061800 - 0.00102338 0.00063977 0.00036596 - 0.00118920
0.00092278 0.00145071 0.00069252 - 0.00239187 - 0.00286680
0.00046134 - 0.00046895 - 0.00091688 - 0.00128851 - 0.00302538
0.00005693 0.00000410 0.00000912 0.00011457 0.00023477
- 0.00000178 - 0.00000552 - 0.00000279 0.00000028 0.00000482
0.00005824 0.00005100 0.00007947 0.00010097 0.00015284
0.00003497 - 0.00305832 - 0.00241066 - 0.00228401 0.00285948
0.00001942 - 0.00000238 0.00000781 - 0.00002521 - 0.00014054
 - 0.00121422 - 0.00230057 - 0.00528799 - 0.01005806 - 0.01428061
0.00029975 - 0.00067302 - 0.00079900 - 0.00112449 - 0.00519015
0.00040650 - 0.00117739 - 0.00162718 0.00059515 - 0.00276112
- 0.00013287 - 0.00137469 - 0.00017103 0.00117296 0.00050158
- 0.00011859 0.00012871 - 0.00051454 - 0.00394923 - 0.00117641
0.00001209 0.00011328 0.00007671 - 0.00005868 0.00000214
0.00026677 0.00365819 0.00625781 0.00739285 0.01178818
0.00067442 - 0.00286976 - 0.00378404 - 0.00234004 - 0.00237129
- 0.00001431 - 0.00088645 - 0.00133251 - 0.00154893 - 0.00109704
0.00032578 - 0.00219319 - 0.00106886 - 0.00127530 - 0.00377823
- 0.00000238 0.00038397 0.00109946 0.00148405 0.00086253
0.00002583 0.00104936 0.00235961 0.00429996 0.00326198
0.00062339 0.00036480 0.00039060 0.00140172 0.00037416
- 0.00021886 0.00180749 0.00227805 0.00320651 0.00460067
0.00060849 0.00127477 0.00097267 0.00069843 0.00070241
- 0.00016937 0.00079458 - 0.00214853 0.00137715 0.00071463
0.00152389 - 0.00004634 - 0.00008988 - 0.00017052 - 0.00070470 Promedio
0.00152388 - 0.00004635 - 0.00008991 - 0.00017048 - 0.00070466 Covarianza
67.43% -2.67% -4.13% -5.02% -20.74% Coef Corr

ovar = Promedio - (K^WTI*K^OroF4)

oef Correlac = Covar/(D.E. Oro F4* D.E. WTI)
 COVARIANZA PEPSICO COVARIANZA PFIZER
Pfizer Apple General Motors GAP Apple

- 0.00001944 0.00028206 0.00046121 - 0.00052899 - 0.00002558

0.00050464 0.00028401 0.00023761 0.00133406 0.00005967
0.00025012 0.00071242 0.00281353 0.00087297 0.00019041
- 0.00002580 - 0.00003618 0.00008689 0.00035535 0.00002507
0.00123276 0.00032529 0.00206312 0.00173167 0.00014215
0.00025096 0.00036588 0.00150561 0.00160563 0.00010122
- 0.00065264 - 0.00038246 - 0.00035211 - 0.00155413 0.00022544
0.00275101 0.00183802 - 0.00569465 - 0.00642161 0.00036484
- 0.00069988 - 0.00207861 - 0.00641849 - 0.00875446 0.00014594
- 0.00491091 0.00123028 0.00296641 0.00409705 - 0.00042280
- - 0.00124873 - 0.00355268 0.00466046 -
0.00127926 0.00081505 0.00132845 - 0.00348506 0.00034833
- 0.00001597 0.00042224 - 0.00021647 0.00041927 - 0.00000747
- 0.00229949 - 0.00196969 - 0.00781413 - 0.00441351 0.00030753
- 0.00007504 - 0.00024959 0.00077361 0.00129640 0.00013103
- 0.00043708 - 0.00255697 - 0.00551107 - 0.00394341 0.00017853
- 0.00013046 - 0.00019350 - 0.00014327 0.00118506 0.00018006
- 0.00167405 - 0.00004713 - 0.00150238 - 0.00809235 0.00001773
- 0.00003096 - 0.00004729 - 0.00003288 0.00004748 0.00053027
- 0.00049259 0.00015853 - 0.00041954 0.00005746 - 0.00004685
0.00076829 0.00124438 0.00012362 - 0.00268929 0.00049785
- 0.00021331 - 0.00052195 - 0.00086911 - 0.00060456 0.00040288
0.00107921 0.00099529 0.00021155 0.00299048 0.00047706
- 0.00016632 0.00008028 - 0.00043670 - 0.00052990 - 0.00038666
0.00012874 - 0.00040671 0.00190936 0.00053601 - 0.00001983
- 0.00006748 - 0.00004766 - 0.00030750 - 0.00046407 0.00011903
- 0.00058823 - 0.00079779 0.00002113 - 0.00019323 0.00178980
0.00005432 - 0.00014894 0.00034191 0.00066901 - 0.00013780
0.00046771 0.00014896 0.00081669 0.00303846 0.00016232
- 0.00161961 - 0.00140997 - 0.00459846 - 0.00663343 0.00073366
- 0.00069424 - 0.00028718 0.00211338 0.00138199 0.00032809
- 0.00012292 - 0.00037699 - 0.00036232 - 0.00069367 0.00228090
- 0.00032379 0.00020242 0.00011579 - 0.00037625 - 0.00033519
0.00076448 0.00036493 - 0.00126044 - 0.00151071 0.00057372
- 0.00075187 - 0.00147003 - 0.00206588 - 0.00485059 0.00149431
0.00001171 0.00002604 0.00032706 0.00067021 0.00000188
0.00100014 0.00050524 - 0.00005046 - 0.00087374 0.00156734
0.00084097 0.00131039 0.00166488 0.00252031 0.00114743
- 0.00004841 - 0.00003816 - 0.00003615 0.00004526 0.00333680
- 0.00002311 0.00007589 - 0.00024510 - 0.00136612 - 0.00000929
 0.00091310 0.00209882 0.00399208 0.00566802 0.00397662
- 0.00014571 - 0.00017298 - 0.00024345 - 0.00112366 0.00038839
- 0.00077766 - 0.00107474 0.00039309 - 0.00182370 0.00311290
0.00036943 0.00004596 - 0.00031522 - 0.00013479 0.00047551
- 0.00003541 0.00014158 0.00108664 0.00032369 - 0.00015366
0.00043097 0.00029185 - 0.00022325 0.00000813 0.00273435
0.00047258 0.00080841 0.00095504 0.00152285 0.01108569
- 0.00173074 - 0.00228213 - 0.00141126 - 0.00143011 0.00971084
0.00007725 0.00011613 0.00013499 0.00009561 0.00719220
- 0.00078142 - 0.00038083 - 0.00045438 - 0.00134616 0.00256380
- 0.00000365 - 0.00001046 - 0.00001412 - 0.00000821 0.00168914
0.00003306 0.00007433 0.00013545 0.00010276 0.00301918
0.00026641 0.00028525 0.00102366 0.00027324 0.00016693
- 0.00008288 - 0.00010446 - 0.00014704 - 0.00021097 0.00086274
0.00168554 0.00128609 0.00092348 0.00092875 0.00269432
- 0.00005993 0.00016206 - 0.00010388 - 0.00005390 - 0.00076029
- 0.00007265 - 0.00002934 - 0.00029065 - 0.00045845 Promedio 0.00116479
- 0.00007379 - 0.00003150 - 0.00028750 - 0.00045530 Covarianza 0.00116132
-4.80% -1.63% -9.56% -15.14% Coef Corr 78.28%
COVARIANZA PFIZER COVAR APPLE COVAR GENERAL MOTORS
General Motors GAP General Motors GAP GAP

- 0.00004182 0.00004797 0.00060665 -0.07% -0.11%

0.00004993 0.00028030 0.00002810 0.02% 0.01%
0.00075197 0.00023332 0.00214179 0.07% 0.26%
- 0.00006022 - 0.00024627 - 0.00008445 -0.03% 0.08%
0.00090159 0.00075675 0.00023790 0.02% 0.13%
0.00041651 0.00044418 0.00060723 0.06% 0.27%
0.00020755 0.00091608 0.00012163 0.05% 0.05%
- 0.00113037 - 0.00127467 - 0.00075523 -0.09% 0.26%
0.00045066 0.00061467 0.00133844 0.18% 0.56%
- 0.00101945 - 0.00140801 0.00025539 0.04% 0.09%
- - 0.00029975 -0.04% -0.11%
0.00056774 - 0.00148942 0.00036172 -0.09% -0.15%
0.00000383 - 0.00000741 - 0.00010120 0.02% -0.01%
0.00122004 0.00068909 0.00104506 0.06% 0.23%
- 0.00040611 - 0.00068055 - 0.00135086 -0.23% 0.70%
0.00038478 0.00027533 0.00225102 0.16% 0.35%
0.00013331 - 0.00110271 0.00019773 -0.16% -0.12%
0.00056527 0.00304476 0.00001591 0.01% 0.27%
0.00036861 - 0.00053237 0.00056308 -0.08% -0.06%
0.00012397 - 0.00001698 - 0.00003990 0.00% 0.00%
0.00004946 - 0.00107593 0.00008010 -0.17% -0.02%
0.00067085 0.00046665 0.00164154 0.11% 0.19%
0.00010140 0.00143338 0.00009351 0.13% 0.03%
0.00210325 0.00255214 - 0.00101524 -0.12% 0.67%
0.00009308 0.00002613 - 0.00029405 -0.01% 0.04%
0.00076797 0.00115900 0.00054242 0.08% 0.53%
- 0.00004739 0.00043350 - 0.00006428 0.06% 0.00%
0.00031633 0.00061897 - 0.00086733 -0.17% 0.39%
0.00088994 0.00331097 0.00028344 0.11% 0.58%
0.00239275 0.00345162 0.00208305 0.30% 0.98%
- 0.00241443 - 0.00157885 - 0.00099876 -0.07% 0.48%
0.00219210 0.00419686 0.00672330 1.29% 1.24%
- 0.00019174 0.00062305 0.00011987 -0.04% -0.02%
- 0.00198155 - 0.00237501 - 0.00094592 -0.11% 0.39%
0.00209999 0.00493069 0.00410582 0.96% 1.35%
0.00002357 0.00004830 0.00005241 0.01% 0.13%
- 0.00015654 - 0.00271051 - 0.00007908 -0.14% 0.01%
0.00145784 0.00220690 0.00227159 0.34% 0.44%
0.00316149 - 0.00395804 0.00249198 -0.31% -0.30%
0.00003001 0.00016726 - 0.00009855 -0.05% 0.18%
 0.00756377 0.01073917 0.01738574 2.47% 4.70%
0.00054661 0.00252293 0.00064893 0.30% 0.42%
- 0.00113856 0.00528219 - 0.00157351 0.73% -0.27%
- 0.00326119 - 0.00139456 - 0.00040573 -0.02% 0.12%
- 0.00117934 - 0.00035131 0.00471469 0.14% 1.08%
- 0.00209167 0.00007615 - 0.00141644 0.01% 0.00%
0.01309642 0.02088274 0.02240312 3.57% 4.22%
0.00600515 0.00608536 0.00791833 0.80% 0.50%
0.00836027 0.00592124 0.01256724 0.89% 1.03%
0.00305896 0.00906256 0.00149080 0.44% 0.53%
0.00227999 0.00132513 0.00652853 0.38% 0.51%
0.00550191 0.00417378 0.01237168 0.94% 1.71%
0.00059903 0.00015990 0.00064140 0.02% 0.06%
0.00121436 0.00174235 0.00153050 0.22% 0.31%
0.00193466 0.00194571 0.00147618 0.15% 0.11%
0.00048733 0.00025288 - 0.00131772 -0.07% 0.04%
0.00103614 0.00148031 Promedio 0.00194338 0.00233248 Promedio 0.00447461
0.00104121 0.00148538 Covarianza 0.00195298 0.00228919 Covarianza 0.00443132
45.02% 64.22% Coef Corr 67.34% 78.93% Coef Corr 73.60%
VAR GENERAL MOTORS
 Precio
May 20, 2020 7.34 7.70 7.71 7.22 11.17M
May 19, 2020 7.61 7.64 7.89 7.19 10.96M
May 18, 2020 7.82 8.07 8.29 7.71 18.14M
May 15, 2020 7.60 6.96 7.73 6.93 12.07M
May 14, 2020 7.17 6.69 7.48 6.54 13.12M
May 13, 2020 6.94 7.25 7.25 6.78 9.73M
May 12, 2020 7.32 7.75 8.01 7.31 8.19M
May 11, 2020 7.67 7.94 7.97 7.44 10.66M
May 08, 2020 8.10 7.67 8.16 7.66 10.96M
May 07, 2020 7.42 7.27 7.83 7.27 9.43M
May 06, 2020 7.17 7.66 7.76 7.11 11.48M
May 05, 2020 7.45 8.10 8.44 7.43 11.15M
May 04, 2020 7.94 7.50 7.97 7.33 10.59M
May 01, 2020 7.83 7.73 7.88 7.48 9.52M
Apr 30, 2020 8.12 8.76 8.77 7.98 23.17M
Apr 29, 2020 9.05 9.09 9.37 8.78 11.41M
Apr 28, 2020 8.61 8.16 8.77 8.07 14.68M
Apr 27, 2020 7.79 6.94 7.84 6.85 9.65M
Apr 24, 2020 6.90 7.17 7.25 6.59 14.14M
Apr 23, 2020 7.10 7.02 7.44 6.98 10.94M
Apr 22, 2020 7.11 7.71 7.84 6.96 11.32M
Apr 21, 2020 7.56 7.45 7.84 7.28 6.38M
Apr 20, 2020 7.84 8.02 8.29 7.71 7.30M
Apr 17, 2020 8.35 8.17 8.82 8.08 11.52M
Apr 16, 2020 7.63 7.73 7.85 7.41 6.47M
Apr 15, 2020 7.71 8.00 8.06 7.41 10.33M
Apr 14, 2020 8.43 8.81 9.01 8.18 8.99M
Apr 13, 2020 8.33 9.16 9.32 8.11 11.48M
Apr 09, 2020 9.09 8.35 9.39 8.25 18.87M
Apr 08, 2020 7.85 7.15 8.07 6.92 11.66M
Apr 07, 2020 6.97 7.23 7.86 6.88 21.93M
Apr 06, 2020 6.59 6.22 6.80 6.11 14.02M
Apr 03, 2020 5.65 5.50 5.79 5.47 15.27M
Apr 02, 2020 5.50 5.82 6.14 5.26 17.45M
Apr 01, 2020 5.89 6.53 6.65 5.70 14.98M
Mar 31, 2020 7.04 7.19 7.43 6.90 9.54M
Mar 30, 2020 7.42 7.65 7.67 7.12 7.69M
Mar 27, 2020 7.79 7.73 8.00 7.41 8.42M
Mar 26, 2020 8.45 9.05 9.33 8.43 10.84M
Mar 25, 2020 8.98 8.58 9.70 7.79 12.52M
Mar 24, 2020 8.13 6.84 8.23 6.62 11.11M
Mar 23, 2020 6.28 7.13 7.23 6.04 13.73M
Mar 20, 2020 7.22 8.28 8.53 7.12 11.06M
Mar 19, 2020 8.07 7.76 8.57 7.22 10.65M
Mar 18, 2020 7.89 7.61 8.98 6.81 14.06M
Mar 17, 2020 8.35 8.38 8.54 6.79 17.25M
Mar 16, 2020 8.34 9.32 9.77 7.75 18.88M
Mar 13, 2020 10.81 10.79 11.36 10.29 17.75M
Mar 12, 2020 10.07 10.04 10.42 9.35 14.24M
Mar 11, 2020 10.97 12.03 12.09 10.93 13.85M
Mar 10, 2020 12.43 12.25 12.69 11.64 8.77M
Mar 09, 2020 11.77 12.29 12.36 11.54 8.32M
Mar 06, 2020 13.19 12.86 13.50 12.63 7.39M
Mar 05, 2020 13.36 13.88 13.99 13.16 7.54M
Mar 04, 2020 14.28 13.95 14.29 13.73 7.29M
Mar 03, 2020 13.82 14.08 14.68 13.67 9.84M
Mar 02, 2020 14.03 14.36 14.48 13.49 12.37M
-3.55% 7,34
-2.69% 7,61 3.61%
2.89% 7,82 #VALUE!
6.00% 7,60 #VALUE!
3.31% 7,17 #VALUE!
-5.19% 6,94 #VALUE!
-4.56% 7,32 #VALUE!
-5.31% 7,67 #VALUE!
9.16% 8,10 #VALUE!
3.49% 7,42 #VALUE!
-3.76% 7,17 #VALUE!
-6.17% 7,45 #VALUE!
1.40% 7,94 #VALUE!
-3.57% 7,83 #VALUE!
-10.28% 8,12 #VALUE!
5.11% 9,05 #VALUE!
10.53% 8,61 #VALUE!
12.90% 7,79 #VALUE!
-2.82% 6,90 #VALUE!
-0.14% 7,10 #VALUE!
-5.95% 7,11 #VALUE!
-3.57% 7,56 #VALUE!
-6.11% 7,84 #VALUE!
9.44% 8,35 #VALUE!
-1.04% 7,63 #VALUE!
-8.54% 7,71 #VALUE!
1.20% 8,43 #VALUE!
-8.36% 8,33 #VALUE!
15.80% 9,09 #VALUE!
12.63% 7,85 #VALUE!
5.77% 6,97 #VALUE!
16.64% 6,59 #VALUE!
2.73% 5,65 #VALUE!
-6.62% 5,50 #VALUE!
-16.34% 5,89 #VALUE!
-5.12% 7,04 #VALUE!
-4.75% 7,42 #VALUE!
-7.81% 7,79 #VALUE!
-5.90% 8,45 #VALUE!
10.46% 8,98 #VALUE!
29.46% 8,13 #VALUE! 119.98 0.01961095
-13.02% 6,28 #VALUE! 116.45 -0.02986307
-10.53% 7,22 #VALUE! 119.18 0.02317296
2.28% 8,07 #VALUE! 113.98 -0.04461196
-5.51% 7,89 #VALUE! 115.27 0.01125421
0.12% 8,35 #VALUE! 104.35 -0.09952657
-22.85% 8,34 #VALUE! 111.46 0.06591515
7.35% 10,81 #VALUE! 105.51 -0.05486005
-8.20% 10,07 #VALUE! 91.81 -0.13908451
-11.75% 10,97 #VALUE! 102.52 0.11033668
5.61% 12,43 #VALUE! 95.01 -0.07607575
-10.77% 11,77 #VALUE! 93.53 -0.01569991
-1.27% 13,19 #VALUE! 88.8 -0.05189559
-6.44% 13,36 #VALUE! 94.93 0.06675313
3.33% 14,28 #VALUE! 85.98 -0.09902507
-1.50% 13,82 #VALUE! 85.76 -0.00256201
-2.09% 14,03 #VALUE! 98.12 0.13463852
100.73 0.02625245
105.36 0.04493939
96.4 -0.08887686
99.8 0.03466198
96.6 -0.03258944
94.92 -0.01754431
96.97 0.02136722
93.88 -0.03238428
99.58 0.05894397
101.24 0.01653259
101.07 -0.00168059
104.5 0.03337373
103.5 -0.00961546
106.03 0.02415046
103.37 -0.02540729
102.02 -0.01314591
106.63 0.04419603
102.26 -0.04184631
100.54 -0.01696293
100.99 0.00446584
101 9.90148E-05
101.19 0.00187942
106.06 0.04700503
106.21 0.00141329
112.25 0.05531026
108.15 -0.03720937
105.5 -0.0248082
103.18 -0.02223592
101.06 -0.02076064
100.88 -0.00178271
105.57 0.04544255
109.16 0.03344046
107.77 -0.01281537
104.56 -0.03023826
102.92 -0.01580908
105.91 0.02863769
109.05 0.02921682
116.85 0.06908457
114.37 -0.02145225
119.92 0.04738605
Portafolio
Pfizer
Gap
General Motors
Apple