Fecha RENTABILIDAD EMPRESA A RENTABILIDAD EMPRESA B

6/28/2020 0.69% 3.15%

6/27/2020 3.65% 2.38%
6/26/2020 3.42% 2.44%
6/25/2020 -0.29% 0.22%
6/24/2020 0.20% 2.04%
6/21/2020 -2.43% -3.38%
6/20/2020 -4.65% -3.49%
6/19/2020 0.47% 0.21%
6/18/2020 2.47% 1.95%
6/17/2020 -2.32% -0.87%
6/14/2020 1.24% 4.21%
6/13/2020 -1.45% -0.90%
6/12/2020 -1.60% -2.44%
6/11/2020 3.08% 3.11%
6/10/2020 -0.08% 0.00%
6/7/2020 -1.43% -1.35%
6/6/2020 1.56% 1.80%
6/5/2020 -2.16% -2.24%
6/4/2020 -0.84% -0.44%
6/3/2020 -1.22% -1.75%
5/31/2020 0.45% 1.09%
5/30/2020 -0.53% -2.60%
5/29/2020 -0.44% -1.48%
5/28/2020 2.42% 2.13%
5/27/2020 0.49% -1.49%
5/24/2020 0.15% 1.93%
5/23/2020 1.06% 3.52%
5/22/2020 -0.21% 1.81%
5/21/2020 0.73% -0.23%
5/20/2020 -1.95% -2.69%
5/17/2020 -1.69% -2.19%
5/16/2020 0.78% -2.99%
5/15/2020 -0.69% -2.08%
5/14/2020 -3.01% -2.44%
5/13/2020 1.96% 0.00%
5/10/2020 -2.09% -1.79%
5/9/2020 2.34% 1.59%
5/8/2020 -0.19% 0.00%
5/7/2020 0.37% 0.80%
5/6/2020 -0.65% -2.59%
5/3/2020 -0.54% 0.39%
5/2/2020 -0.37% -2.73%
5/1/2020 -1.65% 1.75%
4/30/2020 -0.32% 0.39%
4/29/2020 -1.08% 0.99%
4/26/2020 0.34% -0.20%
4/25/2020 1.57% 0.40%
4/24/2020 0.06% 0.80%
4/23/2020 0.49% -0.20%
4/18/2020 2.10% 1.61%
4/17/2020 1.87% 0.41%
4/16/2020 0.93% -1.02%
4/15/2020 -3.16% -2.79%
4/12/2020 -1.11% -1.56%
4/11/2020 -1.82% -2.86%
4/10/2020 -0.35% -1.12%
4/9/2020 -0.33% 2.45%
4/8/2020 -1.15% 0.19%
4/5/2020 1.96% -0.38%
4/4/2020 -0.80% 4.27%
4/3/2020 1.89% 2.00%
4/2/2020 -1.23% -1.21%
4/1/2020 0.44% 0.20%
3/29/2020 0.69% 3.05%
3/28/2020 -4.82% -3.85%
3/27/2020 1.11% 0.40%
3/26/2020 0.79% -1.19%
3/25/2020 1.71% 1.19%
3/22/2020 -1.13% -0.20%
3/21/2020 1.62% 1.40%
3/20/2020 2.08% 0.00%
3/19/2020 -0.96% 0.81%
3/18/2020 2.96% 1.44%
3/15/2020 0.09% 0.62%
3/14/2020 -0.58% 2.10%
3/13/2020 -0.04% -3.95%
3/12/2020 1.91% 0.41%
3/11/2020 3.28% 5.69%
3/8/2020 -0.18% 0.65%
3/7/2020 -4.47% -1.73%
3/6/2020 3.35% 2.39%
3/5/2020 2.86% 1.55%
3/4/2020 1.26% -1.33%
3/1/2020 -1.06% -1.75%
2/29/2020 0.06% -0.86%
2/28/2020 -1.68% -0.85%
2/27/2020 0.26% -1.69%
2/26/2020 3.82% 0.00%
2/23/2020 0.81% 1.69%
 2/22/2020 2.04% -0.42%
2/21/2020 -0.42% -1.26%
2/20/2020 0.33% 0.42%
2/19/2020 -3.62% -3.51%
2/16/2020 0.98% -1.41%
2/15/2020 -1.30% 2.63%
2/14/2020 1.25% 6.36%
2/13/2020 -0.29% 2.66%
2/12/2020 0.19% -2.22%
2/9/2020 0.81% -1.96%
2/8/2020 -1.55% -4.43%
2/7/2020 -0.67% -0.62%
2/6/2020 -0.72% 0.62%
2/5/2020 2.97% 1.87%
2/2/2020 2.77% -1.04%
2/1/2020 -3.84% -1.65%
1/31/2020 3.17% -1.22%
1/30/2020 4.20% -0.60%
1/29/2020 2.32% 1.42%
1/26/2020 0.85% -0.61%
1/25/2020 -0.73% 3.29%
1/24/2020 -0.50% -1.04%
1/23/2020 -1.47% -5.24%
1/22/2020 0.91% -1.17%
1/19/2020 1.65% 2.96%
1/18/2020 2.49% 5.55%
1/17/2020 4.53% 0.42%
1/16/2020 3.00% 5.23%
1/15/2020 1.75% -1.77%
1/12/2020 0.79% 1.10%
1/11/2020 0.85% 4.78%
1/10/2020 5.82% 9.53%
1/9/2020 0.06% 4.19%
1/8/2020 -0.57% -3.67%
1/5/2020 -1.33% -3.30%
1/4/2020 -1.37% -2.22%
1/3/2020 -0.82% 0.24%
1/2/2020 0.88% -0.73%
34.49% 15.90%

NUMERO DE OBSERVACIONES 127

PROMEDIO A 0.27%
PROMEDIO B 0.13%
VARIANZA DE A 0.04%
DESVIACION ESTANDAR DE A 1.91%
VARIANZA B 0.06%
DESVIACION ESTANDAR DE B 2.41%
COEFICIENTE DE CORRELACION ENTRE A Y B 56.84%
CAVARIANZA ENTRE A Y B 0.03%

CALCULO MANUAL DEL COEFICIENTE DE CORRELACION

3.37%
0.04%
3.32%

TIPO ACCION 1 ACCION 2

PROBABILIDAD 0.5 0.5
RENTABILIDAD 0.27% 0.13%
DESVIACION ESTANDAR 1.91% 2.41%
RENTABILIDAD ESPERADA

SE ESTIMA QUE LA VARIABILIDAD SON UNA BUENA REPRESENTACION DE LA

VARIABILIDAD DE LOS RESULTADOS FUTUROS

COEFICIENTE DE CORRELACION 56.84% LAS ACCIONES ESTAN PERFECTAMENTE COR

VARIANZA DE LA CARTERA 0.01% 0.01%

DESVIACION ESTANDAR
PROMEDIO DE A xA-x PROMEDIO Xa-x PROMEDIO ^2 PROMDEIO DE B
0.27% 0.42% 0.00% 0.13%
0.27% 3.38% 0.11% 0.13%
0.27% 3.15% 0.10% 0.13%
0.27% -0.56% 0.00% 0.13%
0.27% -0.07% 0.00% 0.13%
0.27% -2.70% 0.07% 0.13%
0.27% -4.92% 0.24% 0.13%
0.27% 0.20% 0.00% 0.13%
0.27% 2.20% 0.05% 0.13%
0.27% -2.59% 0.07% 0.13%
0.27% 0.97% 0.01% 0.13%
0.27% -1.72% 0.03% 0.13%
0.27% -1.87% 0.04% 0.13%
0.27% 2.81% 0.08% 0.13%
0.27% -0.35% 0.00% 0.13%
0.27% -1.70% 0.03% 0.13%
0.27% 1.29% 0.02% 0.13%
0.27% -2.43% 0.06% 0.13%
0.27% -1.11% 0.01% 0.13%
0.27% -1.49% 0.02% 0.13%
0.27% 0.18% 0.00% 0.13%
0.27% -0.80% 0.01% 0.13%
0.27% -0.71% 0.01% 0.13%
0.27% 2.15% 0.05% 0.13%
0.27% 0.22% 0.00% 0.13%
0.27% -0.12% 0.00% 0.13%
0.27% 0.79% 0.01% 0.13%
0.27% -0.48% 0.00% 0.13%
0.27% 0.46% 0.00% 0.13%
0.27% -2.22% 0.05% 0.13%
0.27% -1.96% 0.04% 0.13%
0.27% 0.51% 0.00% 0.13%
0.27% -0.96% 0.01% 0.13%
0.27% -3.28% 0.11% 0.13%
0.27% 1.69% 0.03% 0.13%
0.27% -2.36% 0.06% 0.13%
0.27% 2.07% 0.04% 0.13%
0.27% -0.46% 0.00% 0.13%
0.27% 0.10% 0.00% 0.13%
0.27% -0.92% 0.01% 0.13%
0.27% -0.81% 0.01% 0.13%
0.27% -0.64% 0.00% 0.13%
0.27% -1.92% 0.04% 0.13%
0.27% -0.59% 0.00% 0.13%
0.27% -1.35% 0.02% 0.13%
0.27% 0.07% 0.00% 0.13%
0.27% 1.30% 0.02% 0.13%
0.27% -0.21% 0.00% 0.13%
0.27% 0.22% 0.00% 0.13%
0.27% 1.83% 0.03% 0.13%
0.27% 1.60% 0.03% 0.13%
0.27% 0.66% 0.00% 0.13%
0.27% -3.43% 0.12% 0.13%
0.27% -1.38% 0.02% 0.13%
0.27% -2.09% 0.04% 0.13%
0.27% -0.62% 0.00% 0.13%
0.27% -0.60% 0.00% 0.13%
0.27% -1.42% 0.02% 0.13%
0.27% 1.69% 0.03% 0.13%
0.27% -1.07% 0.01% 0.13%
0.27% 1.62% 0.03% 0.13%
0.27% -1.50% 0.02% 0.13%
0.27% 0.17% 0.00% 0.13%
0.27% 0.42% 0.00% 0.13%
0.27% -5.09% 0.26% 0.13%
0.27% 0.84% 0.01% 0.13%
0.27% 0.52% 0.00% 0.13%
0.27% 1.44% 0.02% 0.13%
0.27% -1.40% 0.02% 0.13%
0.27% 1.35% 0.02% 0.13%
0.27% 1.81% 0.03% 0.13%
0.27% -1.23% 0.02% 0.13%
0.27% 2.69% 0.07% 0.13%
0.27% -0.18% 0.00% 0.13%
0.27% -0.85% 0.01% 0.13%
0.27% -0.31% 0.00% 0.13%
0.27% 1.64% 0.03% 0.13%
0.27% 3.01% 0.09% 0.13%
0.27% -0.45% 0.00% 0.13%
0.27% -4.74% 0.22% 0.13%
0.27% 3.08% 0.09% 0.13%
0.27% 2.59% 0.07% 0.13%
0.27% 0.99% 0.01% 0.13%
0.27% -1.33% 0.02% 0.13%
0.27% -0.21% 0.00% 0.13%
0.27% -1.95% 0.04% 0.13%
0.27% -0.01% 0.00% 0.13%
0.27% 3.55% 0.13% 0.13%
0.27% 0.54% 0.00% 0.13%
0.27% 1.77% 0.03% 0.13%
0.27% -0.69% 0.00% 0.13%
0.27% 0.06% 0.00% 0.13%
0.27% -3.89% 0.15% 0.13%
0.27% 0.71% 0.01% 0.13%
0.27% -1.57% 0.02% 0.13%
0.27% 0.98% 0.01% 0.13%
0.27% -0.56% 0.00% 0.13%
0.27% -0.08% 0.00% 0.13%
0.27% 0.54% 0.00% 0.13%
0.27% -1.82% 0.03% 0.13%
0.27% -0.94% 0.01% 0.13%
0.27% -0.99% 0.01% 0.13%
0.27% 2.70% 0.07% 0.13%
0.27% 2.50% 0.06% 0.13%
0.27% -4.11% 0.17% 0.13%
0.27% 2.90% 0.08% 0.13%
0.27% 3.93% 0.15% 0.13%
0.27% 2.05% 0.04% 0.13%
0.27% 0.58% 0.00% 0.13%
0.27% -1.00% 0.01% 0.13%
0.27% -0.77% 0.01% 0.13%
0.27% -1.74% 0.03% 0.13%
0.27% 0.64% 0.00% 0.13%
0.27% 1.38% 0.02% 0.13%
0.27% 2.22% 0.05% 0.13%
0.27% 4.26% 0.18% 0.13%
0.27% 2.73% 0.07% 0.13%
0.27% 1.48% 0.02% 0.13%
0.27% 0.52% 0.00% 0.13%
0.27% 0.58% 0.00% 0.13%
0.27% 5.55% 0.31% 0.13%
0.27% -0.21% 0.00% 0.13%
0.27% -0.84% 0.01% 0.13%
0.27% -1.60% 0.03% 0.13%
0.27% -1.64% 0.03% 0.13%
0.27% -1.09% 0.01% 0.13%
0.27% 0.61% 0.00% 0.13%
4.62%
 4.72%
0.09%
4.63%
7.41%
0.02%
7.39%
0.34%
5.85% 56.82%

0.00955 0.01205

0.20%

COEFICIENTE DE CORRELACION -1 0 1

TAN PERFECTAMENTE CORRELACIONADAS, LA DESVIACION ESTANDAR ES IGUAL AL PROMEDIO PONDERADO DE LAS DESV EST DE LAS 2 AC

0.01% 0.01% 0.04%

1.92%
xA-x PROMEDIO Xa-x PROMEDIO ^2 a^2 b^2 a*b
3.02% 0.09% 0.00% 0.10% 0.02%
2.25% 0.05% 0.13% 0.06% 0.09%
2.31% 0.05% 0.12% 0.06% 0.08%
0.09% 0.00% 0.00% 0.00% 0.00%
1.91% 0.04% 0.00% 0.04% 0.00%
-3.51% 0.12% 0.06% 0.11% 0.08%
-3.62% 0.13% 0.22% 0.12% 0.16%
0.08% 0.00% 0.00% 0.00% 0.00%
1.82% 0.03% 0.06% 0.04% 0.05%
-1.00% 0.01% 0.05% 0.01% 0.02%
4.08% 0.17% 0.02% 0.18% 0.05%
-1.03% 0.01% 0.02% 0.01% 0.01%
-2.57% 0.07% 0.03% 0.06% 0.04%
2.98% 0.09% 0.09% 0.10% 0.10%
-0.13% 0.00% 0.00% 0.00% 0.00%
-1.48% 0.02% 0.02% 0.02% 0.02%
1.67% 0.03% 0.02% 0.03% 0.03%
-2.37% 0.06% 0.05% 0.05% 0.05%
-0.57% 0.00% 0.01% 0.00% 0.00%
-1.88% 0.04% 0.01% 0.03% 0.02%
0.96% 0.01% 0.00% 0.01% 0.00%
-2.73% 0.07% 0.00% 0.07% 0.01%
-1.61% 0.03% 0.00% 0.02% 0.01%
2.00% 0.04% 0.06% 0.05% 0.05%
-1.62% 0.03% 0.00% 0.02% -0.01%
1.80% 0.03% 0.00% 0.04% 0.00%
3.39% 0.11% 0.01% 0.12% 0.04%
1.68% 0.03% 0.00% 0.03% 0.00%
-0.36% 0.00% 0.01% 0.00% 0.00%
-2.82% 0.08% 0.04% 0.07% 0.05%
-2.32% 0.05% 0.03% 0.05% 0.04%
-3.12% 0.10% 0.01% 0.09% -0.02%
-2.21% 0.05% 0.00% 0.04% 0.01%
-2.57% 0.07% 0.09% 0.06% 0.07%
-0.13% 0.00% 0.04% 0.00% 0.00%
-1.92% 0.04% 0.04% 0.03% 0.04%
1.46% 0.02% 0.05% 0.03% 0.04%
-0.13% 0.00% 0.00% 0.00% 0.00%
0.67% 0.00% 0.00% 0.01% 0.00%
-2.72% 0.07% 0.00% 0.07% 0.02%
0.26% 0.00% 0.00% 0.00% 0.00%
-2.86% 0.08% 0.00% 0.07% 0.01%
1.62% 0.03% 0.03% 0.03% -0.03%
0.26% 0.00% 0.00% 0.00% 0.00%
 0.86% 0.01% 0.01% 0.01% -0.01%
-0.33% 0.00% 0.00% 0.00% 0.00%
0.27% 0.00% 0.02% 0.00% 0.01%
0.67% 0.00% 0.00% 0.01% 0.00%
-0.33% 0.00% 0.00% 0.00% 0.00%
1.48% 0.02% 0.04% 0.03% 0.03%
0.28% 0.00% 0.03% 0.00% 0.01%
-1.15% 0.01% 0.01% 0.01% -0.01%
-2.92% 0.09% 0.10% 0.08% 0.09%
-1.69% 0.03% 0.01% 0.02% 0.02%
-2.99% 0.09% 0.03% 0.08% 0.05%
-1.25% 0.02% 0.00% 0.01% 0.00%
2.32% 0.05% 0.00% 0.06% -0.01%
0.06% 0.00% 0.01% 0.00% 0.00%
-0.51% 0.00% 0.04% 0.00% -0.01%
4.14% 0.17% 0.01% 0.18% -0.03%
1.87% 0.04% 0.04% 0.04% 0.04%
-1.34% 0.02% 0.02% 0.01% 0.01%
0.07% 0.00% 0.00% 0.00% 0.00%
2.92% 0.09% 0.00% 0.09% 0.02%
-3.98% 0.16% 0.23% 0.15% 0.19%
0.27% 0.00% 0.01% 0.00% 0.00%
-1.32% 0.02% 0.01% 0.01% -0.01%
1.06% 0.01% 0.03% 0.01% 0.02%
-0.33% 0.00% 0.01% 0.00% 0.00%
1.27% 0.02% 0.03% 0.02% 0.02%
-0.13% 0.00% 0.04% 0.00% 0.00%
0.68% 0.00% 0.01% 0.01% -0.01%
1.31% 0.02% 0.09% 0.02% 0.04%
0.49% 0.00% 0.00% 0.00% 0.00%
1.97% 0.04% 0.00% 0.04% -0.01%
-4.08% 0.17% 0.00% 0.16% 0.00%
0.28% 0.00% 0.04% 0.00% 0.01%
5.56% 0.31% 0.11% 0.32% 0.19%
0.52% 0.00% 0.00% 0.00% 0.00%
-1.86% 0.03% 0.20% 0.03% 0.08%
2.26% 0.05% 0.11% 0.06% 0.08%
1.42% 0.02% 0.08% 0.02% 0.04%
-1.46% 0.02% 0.02% 0.02% -0.02%
-1.88% 0.04% 0.01% 0.03% 0.02%
-0.99% 0.01% 0.00% 0.01% 0.00%
-0.98% 0.01% 0.03% 0.01% 0.01%
-1.82% 0.03% 0.00% 0.03% 0.00%
-0.13% 0.00% 0.15% 0.00% 0.00%
1.56% 0.02% 0.01% 0.03% 0.01%
-0.55% 0.00% 0.04% 0.00% -0.01%
-1.39% 0.02% 0.00% 0.02% 0.01%
0.29% 0.00% 0.00% 0.00% 0.00%
-3.64% 0.13% 0.13% 0.12% 0.13%
-1.54% 0.02% 0.01% 0.02% -0.01%
2.50% 0.06% 0.02% 0.07% -0.03%
6.23% 0.39% 0.02% 0.40% 0.08%
2.53% 0.06% 0.00% 0.07% -0.01%
-2.35% 0.06% 0.00% 0.05% 0.00%
-2.09% 0.04% 0.01% 0.04% -0.02%
-4.56% 0.21% 0.02% 0.20% 0.07%
-0.75% 0.01% 0.00% 0.00% 0.00%
0.49% 0.00% 0.01% 0.00% 0.00%
1.74% 0.03% 0.09% 0.04% 0.06%
-1.17% 0.01% 0.08% 0.01% -0.03%
-1.78% 0.03% 0.15% 0.03% 0.06%
-1.35% 0.02% 0.10% 0.01% -0.04%
-0.73% 0.01% 0.18% 0.00% -0.03%
1.29% 0.02% 0.05% 0.02% 0.03%
-0.74% 0.01% 0.01% 0.00% -0.01%
3.16% 0.10% 0.01% 0.11% -0.02%
-1.17% 0.01% 0.00% 0.01% 0.01%
-5.37% 0.29% 0.02% 0.27% 0.08%
-1.30% 0.02% 0.01% 0.01% -0.01%
2.83% 0.08% 0.03% 0.09% 0.05%
5.42% 0.29% 0.06% 0.31% 0.14%
0.29% 0.00% 0.21% 0.00% 0.02%
5.10% 0.26% 0.09% 0.27% 0.16%
-1.90% 0.04% 0.03% 0.03% -0.03%
0.97% 0.01% 0.01% 0.01% 0.01%
4.65% 0.22% 0.01% 0.23% 0.04%
9.40% 0.88% 0.34% 0.91% 0.55%
4.06% 0.16% 0.00% 0.18% 0.00%
-3.80% 0.14% 0.00% 0.14% 0.02%
-3.43% 0.12% 0.02% 0.11% 0.04%
-2.35% 0.06% 0.02% 0.05% 0.03%
0.11% 0.00% 0.01% 0.00% 0.00%
-0.86% 0.01% 0.01% 0.01% -0.01%
7.39% 4.72% 7.41% 3.37%
 0.0216

ENTE DE CORRELACION -1 0 1

ERADO DE LAS DESV EST DE LAS 2 ACCIONES

(x A- x PROMEDIO DE A)*(x B- x PROMEDIO DE B)
0.01%
0.08%
0.07%
0.00%
0.00%
0.09%
0.18%
0.00%
0.04%
0.03%
0.04%
0.02%
0.05%
0.08%
0.00%
0.03%
0.02%
0.06%
0.01%
0.03%
0.00%
0.02%
0.01%
0.04%
0.00%
0.00%
0.03%
-0.01%
0.00%
0.06%
0.05%
-0.02%
0.02%
0.08%
0.00%
0.05%
0.03%
0.00%
0.00%
0.03%
0.00%
0.02%
-0.03%
0.00%
-0.01%
0.00%
0.00%
0.00%
0.00%
0.03%
0.00%
-0.01%
0.10%
0.02%
0.06%
0.01%
-0.01%
0.00%
-0.01%
-0.04%
0.03%
0.02%
0.00%
0.01%
0.20%
0.00%
-0.01%
0.02%
0.00%
0.02%
0.00%
-0.01%
0.04%
0.00%
-0.02%
0.01%
0.00%
0.17%
0.00%
0.09%
0.07%
0.04%
-0.01%
0.02%
0.00%
0.02%
0.00%
0.00%
0.01%
-0.01%
0.01%
0.00%
0.14%
-0.01%
-0.04%
0.06%
-0.01%
0.00%
-0.01%
0.08%
0.01%
0.00%
0.05%
-0.03%
0.07%
-0.04%
-0.03%
0.03%
0.00%
-0.03%
0.01%
0.09%
-0.01%
0.04%
0.12%
0.01%
0.14%
-0.03%
0.01%
0.03%
0.52%
-0.01%
0.03%
0.05%
0.04%
0.00%
-0.01%