Professional Documents
Culture Documents
$/Sol
3.703
19Mar21 3.715 0.32354%
22Mar21 3.723 0.21511%
23Mar21 3.719 -0.10750%
24Mar21 3.724 0.13435%
25Mar21 3.734 0.26817%
26Mar21 3.739 0.13382%
29Mar21 3.75 0.29376%
30Mar21 3.763 0.34607%
31Mar21 3.758 -0.13296%
05Abr21 3.721 -0.98945%
06Abr21 3.661 -1.62561%
07Abr21 3.625 -0.98820%
08Abr21 3.599 -0.71983%
09Abr21 3.624 0.69224%
12Abr21 3.654 0.82441%
13Abr21 3.626 -0.76923%
14Abr21 3.631 0.13780%
15Abr21 3.623 -0.22057%
16Abr21 3.633 0.27563%
19Abr21 3.677 1.20384%
20Abr21 3.686 0.24447%
21Abr21 3.705 0.51414%
22Abr21 3.763 1.55333%
23Abr21 3.776 0.34487%
26Abr21 3.831 1.44606%
27Abr21 3.841 0.26069%
28Abr21 3.81 -0.81036%
29Abr21 3.794 -0.42083%
30Abr21 3.792 -0.05273%
03May21 3.813 0.55227%
04May21 3.832 0.49706%
05May21 3.829 -0.07832%
06May21 3.821 -0.20915%
07May21 3.8 -0.55111%
10May21 3.776 -0.63358%
11May21 3.709 -1.79029%
12May21 3.725 0.43046%
13May21 3.686 -1.05250%
14May21 3.678 -0.21727%
17May21 3.704 0.70442%
18May21 3.728 0.64586%
19May21 3.747 0.50836%
20May21 3.741 -0.16026%
21May21 3.745 0.10687%
24May21 3.796 1.35263%
25May21 3.832 0.94390%
26May21 3.842 0.26062%
27May21 3.865 0.59686%
28May21 3.808 -1.48576%
31May21 3.827 0.49771%
01Jun21 3.845 0.46924%
02Jun21 3.862 0.44116%
03Jun21 3.855 -0.18142%
04Jun21 3.827 -0.72898%
07Jun21 3.912 2.19675%
08Jun21 3.954 1.06790%
09Jun21 3.894 -1.52908%
10Jun21 3.891 -0.07707%
11Jun21 3.904 0.33355%
14Jun21 3.909 0.12799%
15Jun21 3.922 0.33201%
16Jun21 3.907 -0.38319%
17Jun21 3.917 0.25562%
18Jun21 3.94 0.58547%
21Jun21 3.965 0.63251%
22Jun21 3.975 0.25189%
23Jun21 3.981 0.15083%
24Jun21 3.988 0.17568%
25Jun21 3.985 -0.07525%
28Jun21 3.932 -1.33891%
30Jun21 3.866 -1.69278%
01Jul21 3.866 0.00000%
02Jul21 3.887 0.54173%
05Jul21 3.919 0.81989%
06Jul21 3.951 0.81322%
07Jul21 3.959 0.20228%
08Jul21 3.971 0.30265%
09Jul21 3.966 -0.12599%
12Jul21 3.96 -0.15140%
13Jul21 3.973 0.32775%
14Jul21 3.967 -0.15113%
15Jul21 3.961 -0.15136%
16Jul21 3.913 -1.21922%
19Jul21 3.939 0.66225%
20Jul21 3.956 0.43065%
21Jul21 3.954 -0.05057%
22Jul21 3.944 -0.25323%
23Jul21 3.929 -0.38105%
26Jul21 3.915 -0.35696%
27Jul21 3.924 0.22962%
30Jul21 4.044 3.01228%
02Ago21 4.061 0.41949%
03Ago21 4.081 0.49128%
04Ago21 4.084 0.07348%
05Ago21 4.074 -0.24516%
06Ago21 4.09 0.39197%
09Ago21 4.106 0.39043%
10Ago21 4.069 -0.90520%
11Ago21 4.088 0.46586%
12Ago21 4.1 0.29311%
13Ago21 4.081 -0.46449%
16Ago21 4.079 -0.04902%
17Ago21 4.089 0.24486%
18Ago21 4.095 0.14663%
19Ago21 4.111 0.38996%
20Ago21 4.115 0.09725%
23Ago21 4.111 -0.09725%
24Ago21 4.095 -0.38996%
25Ago21 4.099 0.09763%
26Ago21 4.098 -0.02440%
27Ago21 4.078 -0.48924%
31Ago21 4.086 0.19598%
01Set21 4.087 0.02447%
02Set21 4.099 0.29318%
03Set21 4.097 -0.04880%
06Set21 4.105 0.19507%
07Set21 4.105 0.00000%
08Set21 4.092 -0.31719%
09Set21 4.101 0.21970%
10Set21 4.102 0.02438%
13Set21 4.108 0.14616%
14Set21 4.105 -0.07305%
15Set21 4.109 0.09739%
16Set21 4.114 0.12161%
17Set21 4.113 -0.02431%
20Set21 4.12 0.17005%
21Set21 4.117 -0.07284%
22Set21 4.113 -0.09721%
23Set21 4.114 0.02431%
24Set21 4.111 -0.07295%
27Set21 4.127 0.38844%
28Set21 4.129 0.04845%
29Set21 4.13 0.02422%
30Set21 4.136 0.14517%
01Oct21 4.134 -0.04837%
04Oct21 4.136 0.04837%
05Oct21 4.133 -0.07256%
06Oct21 4.135 0.04838%
07Oct21 4.109 -0.63076%
11Oct21 4.08 -0.70827%
12Oct21 4.067 -0.31914%
13Oct21 4.002 -1.61114%
14Oct21 3.95 -1.30787%
15Oct21 3.938 -0.30426%
18Oct21 3.951 0.32957%
19Oct21 3.949 -0.05063%
20Oct21 3.947 -0.05066%
21Oct21 3.953 0.15190%
22Oct21 3.964 0.27788%
25Oct21 3.973 0.22679%
26Oct21 3.992 0.47709%
27Oct21 3.989 -0.07518%
28Oct21 3.98 -0.22588%
29Oct21 3.992 0.30105%
02Nov21 4.012 0.49975%
03Nov21 4.014 0.04984%
04Nov21 4.013 -0.02492%
05Nov21 4.017 0.09963%
08Nov21 4.016 -0.02490%
09Nov21 4.018 0.04979%
10Nov21 4.025 0.17406%
11Nov21 4.025 0.00000%
12Nov21 4.026 0.02484%
15Nov21 4.013 -0.32342%
16Nov21 4.004 -0.22452%
17Nov21 4.007 0.07490%
18Nov21 4.02 0.32391%
19Nov21 4.026 0.14914%
22Nov21 4.023 -0.07454%
23Nov21 4.011 -0.29873%
24Nov21 4.023 0.29873%
25Nov21 4.031 0.19866%
26Nov21 4.041 0.24777%
29Nov21 4.059 0.44445%
30Nov21 4.066 0.17231%
01Dic21 4.071 0.12290%
02Dic21 4.075 0.09821%
03Dic21 4.078 0.07359%
06Dic21 4.085 0.17151%
07Dic21 4.08 -0.12247%
09Dic21 4.085 0.12247%
10Dic21 4.076 -0.22056%
13Dic21 4.067 -0.22105%
14Dic21 4.06 -0.17227%
15Dic21 4.058 -0.04927%
16Dic21 4.04 -0.44455%
17Dic21 4.043 0.07423%
20Dic21 4.049 0.14829%
21Dic21 4.055 0.14808%
22Dic21 4.05 -0.12338%
23Dic21 4.027 -0.56952%
24Dic21 4.018 -0.22374%
27Dic21 3.991 -0.67424%
28Dic21 3.958 -0.83030%
29Dic21 3.976 0.45374%
30Dic21 3.991 0.37655%
31Dic21 3.998 0.17524%
03Ene22 3.995 -0.07507%
04Ene22 3.968 -0.67814%
05Ene22 3.965 -0.07563%
06Ene22 3.973 0.20156%
07Ene22 3.955 -0.45409%
10Ene22 3.933 -0.55781%
11Ene22 3.925 -0.20361%
12Ene22 3.901 -0.61334%
13Ene22 3.9 -0.02564%
14Ene22 3.887 -0.33389%
17Ene22 3.869 -0.46416%
18Ene22 3.856 -0.33657%
19Ene22 3.866 0.25900%
20Ene22 3.859 -0.18123%
21Ene22 3.834 -0.64994%
24Ene22 3.842 0.20844%
25Ene22 3.852 0.25994%
26Ene22 3.849 -0.07791%
27Ene22 3.839 -0.26015%
28Ene22 3.849 0.26015%
31Ene22 3.846 -0.07797%
01Feb22 3.878 0.82859%
02Feb22 3.86 -0.46524%
03Feb22 3.863 0.07769%
04Feb22 3.873 0.25853%
07Feb22 3.848 -0.64759%
08Feb22 3.845 -0.07799%
09Feb22 3.834 -0.28650%
10Feb22 3.767 -1.76297%
11Feb22 3.758 -0.23920%
14Feb22 3.789 0.82152%
15Feb22 3.806 0.44766%
16Feb22 3.785 -0.55329%
17Feb22 3.75 -0.92900%
18Feb22 3.726 -0.64206%
21Feb22 3.752 0.69538%
22Feb22 3.745 -0.18674%
23Feb22 3.715 -0.80429%
24Feb22 3.788 1.94595%
25Feb22 3.763 -0.66217%
28Feb22 3.759 -0.10635%
01Mar22 3.791 0.84769%
02Mar22 3.77 -0.55548%
03Mar22 3.735 -0.93272%
04Mar22 3.76 0.66711%
07Mar22 3.751 -0.23965%
08Mar22 3.736 -0.40070%
09Mar22 3.718 -0.48296%
10Mar22 3.721 0.08066%
11Mar22 3.698 -0.62003%
14Mar22 3.715 0.45865%
15Mar22 3.735 0.53691%
16Mar22 3.729 -0.16077%
17Mar22 3.736 0.18754%
LOCKHEED MARTIN KELLOGG COMPANY
FECHA PFIZER INC. (PFE) CORPORATION (LMT) (K) APPLE (AAPL)
MEDIA 0.1685%
VARIANZA 0.0328%
DESV.EST 0.018103
MATRIZ DE COVARIANZA
INVERSIÓN 150
VAR PFE 2.43
VAR LMT 1.35
VAR AAPL 1.86
VAR TIPO DE CAMBIO 2.07
PÉRDIDA ESPERADA AL 99% CONFIANZA
2.42627727818332 1.35069538528816
VAR 15.90
PERDIDA ESPERADA 3.99
ESTADISTICOS BÁSICOS X ACCIÓN
MATRIZ DE COVARIANZA
LOCKHEED MARTIN
KELLOGG COMPANY (K) APPLE (AAPL)
CORPORATION (LMT)
-0.0003% 0.0030% 0.0016%
LOCKHEED MARTIN
KELLOGG COMPANY (K) APPLE (AAPL)
CORPORATION (LMT) Considerar que del portafolio de acciones l
0.0000% 0.0000% 0.0002% invertir un 38% en acciones de Pfizer, 35% en
en acciones de Lockheed Martin, todo esto
0.0015% 0.0000% 0.0001% Tipo de cambio.
0.0000% 0.0000% 0.0000%
0.0001% 0.0000% 0.0028%
$MM
2.390187158 1.462211308
$MM
LOCKHEED MARTIN
PFIZER INC. (PFE) CORPORATION (LMT) APPLE (AAPL)
MATRIZ DE CORRELACIÓN
LOCKHEED MARTIN
PFIZER INC. (PFE) APPLE (AAPL)
CORPORATION (LMT)
PFIZER INC. (PFE) 1.0000 -0.0133 0.0575
2.11240710787587 2.01746955816006
TIPO DE CAMBIO
-0.0604459997743
0.0317954367908
0.02505249130862
1
ÓN
TIPO DE CAMBIO
-0.0604459997743
0.0317954367908
0.02505249130862
1