Banco De Compañia

Ripley Corp S.A.C.I. Banco De Credito E Cervecerias Invercap S.A.

Fecha CMPC
S.A. Ord Falabella Ord Chile Ord Inversiones Unidas S.A. Ord
Ord Ord
Ene-06 367.26880617 1190.1482687 16.019317488 7792.3224626 1811.6724422 1374.2794315 1023.3991395
Feb-06 386.83142389 1283.6176245 16.231465206 8146.5189381 1906.6314242 1421.6613044 1071.9398102
Mar-06 396.09958903 1365.752235 16.039026668 8383.8305768 1794.5811928 1381.1166426 1128.5705926
Abr-06 398.43636661 1437.9900901 15.833982293 8685.2726627 1783.9208359 1381.6994941 1067.8947543
May-06 385.71467516 1337.963431 15.406637919 9171.525604 1745.3078308 1415.5342144 1037.502425
Jun-06 373.0000316 1406.3577278 15.966879298 8685.2726627 1671.2410665 1374.1039447 1098.7722533
Jul-06 370.27717118 1393.5337972 15.920192517 8532.3629327 1720.0338638 1362.2076148 1119.1955294
Ago-06 397.28285116 1335.5696306 16.690524413 8853.4733657 1885.0167038 1372.6861349 1101.9582843
Set-06 404.27311856 1410.6323714 17.348808033 9058.3724039 1979.79408 1397.1360151 1241.9070421
Oct-06 428.93013239 1449.1896562 17.600916654 8997.2085119 2028.9379047 1384.3659456 1176.1106425
Nov-06 476.85088352 1523.7934823 18.06778447 9052.2560147 2162.328286 1363.1766709 1081.6105636
Dec-06 506.57146234 1609.4530595 21.429232743 9695.7001584 2222.9156012 1631.5741502 1051.7995324
Ene-07 573.42485114 1928.4166104 19.939924411 10887.172774 2314.2799668 1697.9333819 1101.4908489
Feb-07 565.55880992 1888.9012879 19.701821825 10336.697746 2227.3169926 1647.9941648 1165.8411038
Mar-07 601.09930386 1979.9845368 21.668255362 10832.125271 2395.2087755 1783.5434684 1258.8466845
Abr-07 591.66483134 2236.791088 21.272153199 10783.815284 2683.5496096 2016.738313 1217.520073
May-07 613.58116397 2187.6138782 21.403016845 10599.573632 2683.4770812 1964.8793278 1167.8323302
Jun-07 616.80629492 2366.8286741 24.063396377 10946.60414 2788.0629876 2585.7466227 1226.8019992
Jul-07 586.81257705 2334.0818541 21.471800046 10757.945737 2800.5378669 2706.4019474 1242.1890073
Ago-07 568.41320496 2193.6861694 21.346963999 10568.656369 2783.8563423 2648.3557931 1248.9689483
Set-07 505.03938172 2204.2272927 20.872587021 10095.432949 2748.7526122 3047.4231043 1288.8189943
Oct-07 497.54095225 2567.0684386 21.471800046 10347.818773 2939.7923331 3357.2557713 1370.1899478
Nov-07 516.02095261 2407.8610492 20.727777207 9653.1267937 2611.7465254 3605.400763 1507.952476
Dec-07 444.24346916 2122.3907263 20.12357074 9432.9201625 2527.0333918 3648.4612175 1495.3374719
Ene-08 378.36573079 2220.4416698 20.597947718 9429.7653397 2346.5680528 3301.4670912 1526.0795621
Feb-08 374.30533165 2084.821322 21.461813162 9464.4683904 2284.2489501 3668.296768 1454.890466
Mar-08 318.1595319 2089.5039312 20.820727106 9969.2400379 2273.948272 3470.2087426 1467.3841943
Abr-08 333.58742122 2191.4611209 21.270758447 9855.4663472 2504.8885412 3700.3572216 1578.4022899
May-08 351.47745514 2294.7435774 21.552705793 9289.4828701 2623.3676088 3700.3572216 1490.9103387
Jun-08 331.30910636 1955.7403392 21.552705793 9259.9361689 2343.8085548 5861.3658389 1642.444107
Jul-08 290.45694998 1889.7420543 20.332741314 9038.6642063 2458.3459004 4984.3519066 1659.2063193
Ago-08 284.72962984 1757.0386757 20.473714988 9668.9938327 2725.776579 4573.1410153 1616.5414613
Set-08 274.10136004 1707.2086454 19.774268686 9192.3070527 2726.1555907 3718.0008255 1544.0527137
Oct-08 210.98629209 1561.8710569 17.762682812 7386.6753102 2728.8086729 2479.7891157 1678.6867852
Nov-08 233.10192972 1404.871121 17.621709139 7369.6038828 2800.8967044 2325.9746622 1576.86341
Dec-08 225.00186266 1474.756855 18.131383188 7118.1286256 2767.0130555 2134.6444884 1593.9046243
Ene-09 242.30655137 1570.6178176 19.085666514 8070.1889989 2886.6896945 2229.275835 1624.4465099
Feb-09 224.18367407 1596.2396417 19.736314236 7879.1203309 2488.271377 2474.9511311 1476.6840437
Mar-09 216.90997749 1593.500757 20.06506433 7340.0259152 2515.0732261 2388.5098233 1555.2683646
Abr-09 261.82034928 1688.124804 20.227440574 8513.0580942 2731.3868778 2882.8685304 1507.1258481
May-09 345.25013224 1951.1172384 23.287909454 9229.9110925 2859.6570839 3670.4957417 1459.7627656
Jun-09 335.31654414 1861.5196457 22.563529751 9187.3801012 2977.9445563 3746.9644029 1388.2252963
Jul-09 339.39759325 1996.184291 23.952423066 10289.755955 2896.5773533 3617.1472953 1448.8502703
Ago-09 326.15280912 2062.2998529 23.934463238 10356.296377 2862.9846619 3551.7308017 1369.5181615
Set-09 326.56670863 2168.1482943 25.981883555 10940.754516 2956.3945278 3580.9758224 1432.8739309
Oct-09 333.36293848 2280.4389062 25.107838625 10561.405513 2963.8419641 3397.6954764 1084.2024066
Nov-09 321.10323518 2218.3435399 25.245530634 10736.331364 2874.9480968 2972.9835418 935.03391237
Dec-09 352.13741998 2682.0903462 26.939741014 11370.866315 3159.5352372 2934.3733659 878.23278685
Ene-10 361.74816646 2655.6058672 29.136826558 13376.682742 3272.2292688 3718.8373027 1053.1393407
Feb-10 379.37200734 2662.7638345 31.735014914 12943.141025 3272.1488305 3835.0509684 962.7222764
Mar-10 364.24368844 2754.6542397 32.226723565 14336.64094 3153.0197364 3959.0122118 1062.2688307
Abr-10 382.55543834 2949.9772723 34.508544333 15076.773455 3704.087176 3730.9817997 1141.7575057
May-10 408.21843898 3064.3069737 34.188961593 14760.477509 3659.5708978 3387.1096438 1280.6604516
Jun-10 487.68828062 3195.2857585 35.345851114 15718.502787 3955.7913656 3497.7954372 1235.2125373
Jul-10 470.41367107 3685.9364444 41.411531531 19553.429091 4569.7831724 4140.3185206 1429.0059739
Ago-10 527.75508635 3787.537655 43.335419629 19582.734932 4867.2517602 4140.3185206 1428.5464887
Set-10 562.54492202 4284.786996 45.70033191 20797.855178 4515.6979746 5077.749129 1711.9011368
Oct-10 566.94239707 4423.2683613 44.811891891 21125.937645 4551.2277892 5177.5477528 1683.0434001
Nov-10 546.69741758 4214.3712104 44.17272641 22787.793276 4581.8483319 4866.485161 1675.3848079
Dec-10 539.11384739 4752.6587628 44.102418207 23629.085352 4761.6608125 4523.0839904 1834.8802771
Ene-11 497.82736462 4349.2368743 43.591085822 23125.882615 4412.5597753 4970.2889629 2074.4179681
Feb-11 476.94350667 4155.9776321 41.846164058 21667.023543 4277.9797704 4733.6085361 2095.1129175
Mar-11 524.68515094 4385.9362439 43.99157696 21875.182227 4722.4048086 4496.9281093 2023.9964688
Abr-11 512.76218555 4541.9537612 46.201199547 22826.245299 4769.2327012 4763.443571 2028.2948663
May-11 546.39496058 4752.1702112 46.301636937 24123.349011 4605.075262 4437.9415937 2102.739452
Jun-11 492.35105731 4480.9470486 45.364221294 22700.412339 4750.6116012 4763.443571 2185.7808326
Jul-11 451.10011437 4065.6937719 44.292889131 20964.76259 4436.3698122 4623.8206011 2197.8529275
Ago-11 404.15588048 3943.6250475 43.496085834 20434.721276 4515.8312804 3999.8448107 2142.6139475
Set-11 355.83068464 3796.3922308 40.851234556 17866.685915 4671.7508136 3583.8609504 2388.3864355
Oct-11 439.59492223 4218.0509128 45.806145812 20284.4442 4740.6574648 3639.5879885 2413.5312093
Nov-11 405.87572879 4009.8752397 46.696690672 20405.110029 5151.9520838 3595.1041353 2412.7052861
Dec-11 419.37187832 3722.5462915 47.265835884 21311.954456 5834.6685431 3881.4183903 2294.6203095
Ene-12 437.57854836 3875.0756697 49.462066819 23238.166048 5331.9366548 3871.8090459 2201.7770657
Feb-12 478.42282766 4403.7212969 51.223069063 23339.584567 5983.6870721 3822.7988048 1959.9420821
Mar-12 487.14915159 4346.488219 53.688276382 25868.938618 6653.1015104 3798.375368 2148.3945054
Abr-12 458.34381045 4364.9207723 52.546861121 26485.010244 6150.2735904 3631.5814223 2355.9318856
May-12 407.7642583 4316.0597595 49.860359347 23494.938473 5940.2904905 3755.3853344 2276.8253851
Jun-12 407.28139092 4313.736049 49.254852471 23638.334455 5537.4333716 3260.1696859 2316.137077
Jul-12 370.77316784 4371.9217583 47.883762187 23803.449483 5624.0370692 3256.0299401 2043.1856848
Ago-12 357.83922012 4066.2144137 47.076419685 23320.79109 5526.233097 3172.5419929 1857.9653496
Set-12 387.31137565 4451.9503456 46.150759747 23030.580223 5973.0975939 3130.7980193 1675.1291884
Oct-12 391.46748418 4587.5620865 49.992596481 23804.219273 6169.3228762 3087.6032952 1903.5984049
Nov-12 388.01843146 4485.4931861 50.041315425 24455.461698 6159.0045131 3100.2920758 1676.9060673
Dec-12 393.66625529 4612.1270012 53.862272611 25361.504647 6647.6716094 3087.6032952 1795.155126
Ene-13 439.74559969 5122.8709188 54.565217376 28332.894434 6780.2159288 3253.6854979 1842.3167788
Feb-13 453.15379215 5163.3675525 54.655695415 28315.959052 6830.6446408 3313.6218097 1986.1551129
Mar-13 465.3375709 5301.4115046 54.088829029 27326.596543 6971.7027312 3018.2214158 1969.7756168
Abr-13 422.70727923 5025.9782804 53.288267781 26617.901236 7343.1754173 3063.1542724 1877.6174171
May-13 418.74383155 5398.3952415 54.728770178 23843.098676 6058.3862543 2821.0522775 1821.1202531
Jun-13 389.88540249 5335.5750893 54.44658656 23746.027938 6580.6141982 2690.0221655 1891.6769429
Jul-13 339.01675079 4950.9427198 54.580252485 22294.702025 6264.1151519 2234.47645 1721.2044037
Ago-13 369.08779219 4749.2223206 54.127273518 19238.157567 6167.0783333 2063.2690206 1689.8563979
Set-13 401.2961719 4530.1981669 56.340187157 23499.010531 6146.5116672 2064.9371956 1777.0501728
Oct-13 392.57234207 4794.0804234 58.218935984 23777.595657 6296.5428251 1955.0261807 1743.3701342
Nov-13 344.59127804 4673.2912245 57.298126282 23564.513549 5952.3968277 1874.6984981 1660.0263099
Dec-13 331.49680948 4460.9850609 56.659500198 23014.446034 5769.3716462 1776.6488546 1688.6998378
Ene-14 273.04714966 4115.5024495 50.72621833 23476.123934 5477.075201 1721.2184124 1744.7701362
Feb-14 300.53593743 4400.9752046 52.894576659 24097.218819 5846.7988367 1721.2184124 1743.1462945
Mar-14 298.9482004 4567.7533857 53.870610585 25918.447308 5696.0952616 1668.951047 1641.1308283
Abr-14 320.16455454 4556.6790116 56.977929863 25761.435559 6256.642671 1723.9957095 1639.7935469
May-14 348.42852692 4907.8706219 57.266801253 26011.339075 6121.4900787 1731.934503 1592.7093813
Jun-14 327.34026016 4801.7483101 57.594709317 26298.234889 6106.8077637 1645.7027799 1511.4417798
Jul-14 308.77898827 4347.1020028 56.833769812 26436.339464 6083.1842953 1595.9366885 1475.6026707
Ago-14 287.14215678 4250.3321969 57.648533624 26496.34919 5978.4316245 1409.8055043 1458.4580158
Set-14 289.28245849 4307.4015696 58.910618744 28143.611537 6197.6310586 1290.0181085 1489.6850115
Oct-14 282.9065177 4025.7766215 56.258642416 26968.008152 5700.9735173 1211.4964517 1475.7917775
Nov-14 295.86523515 4165.8733426 59.022449071 26810.427273 5949.7258163 900.44285018 1349.4896504
Dec-14 264.39021013 3908.5598163 56.17077573 24966.147352 5402.997816 732.65846816 1254.1640145
Ene-15 234.63282219 3990.2561469 55.803333227 22120.520151 5517.3716093 451.01838772 1144.9366664
Feb-15 277.3669133 4306.8654281 57.640545743 23793.879012 5570.6593211 884.83482529 1312.0935187
Mar-15 270.71219373 4586.0345578 61.704266117 25055.471588 6174.999066 739.265225 1225.9794577
Abr-15 292.26808943 4580.3705348 61.97756691 27370.286606 6431.8619259 732.65930579 1236.7071437
May-15 289.79079076 4498.4433366 62.797469289 25873.151496 6743.2477879 746.19127186 1175.6110105
Jun-15 250.1060947 4329.1205066 61.774795354 25225.110998 6554.8511292 689.98528422 1189.0835644
Jul-15 217.19913693 4253.2305376 63.635003977 26628.001992 6878.1204727 627.41231736 1262.811464
Ago-15 217.27465491 4145.5501345 64.544108497 27689.169211 7417.2247574 507.81184437 1447.131213
Set-15 217.12361896 4180.2482302 65.400489825 25849.202279 7415.3890977 490.16587294 1393.7675713
Oct-15 216.16076477 4519.6687873 65.968405864 25801.624815 8014.5870858 554.94144052 1397.5158493
Nov-15 246.59450885 4178.3079036 63.886047056 24128.179007 7670.545803 531.01160495 1500.1989379
Dec-15 274.57391873 4402.0152788 65.066951834 24456.6465 7574.511814 518.18139385 1501.8469128
Ene-16 265.88935156 4580.4937991 66.229827532 25255.398927 7533.0049702 478.63649516 1556.4379503
Feb-16 268.96670905 4399.7733313 64.183526885 25584.781372 6662.9201941 492.32205366 1590.0628648
Mar-16 287.21373985 4560.4137471 67.945735677 25927.144575 7355.1880927 601.72695447 1692.7177505
Abr-16 306.31978763 4984.0443583 68.313570726 27194.544959 7308.1994348 727.42721676 1700.9657531
May-16 346.88330838 4797.103439 65.785883724 26817.388047 7421.3364869 689.30561905 1800.1829735
Jun-16 321.46656701 4973.6609645 66.898820538 27377.379909 7644.3527178 653.34184762 1724.159389
Jul-16 404.46918184 4732.1751971 69.954527525 27849.304674 7400.0122258 790.51366581 1780.8549435
Ago-16 401.83076579 4779.0732899 72.663999922 29263.876506 7104.0393793 1300.589834 1878.9818648
Set-16 395.40084813 4750.6979733 70.851256824 28970.955525 6560.1719973 1198.792381 1779.3965157
Oct-16 400.41383864 5053.5650679 74.968497796 32672.853907 6926.6333736 1443.2461273 1695.5620477
Nov-16 391.61911845 5266.7720883 73.599298222 32820.774136 6687.0316063 1328.6615556 1478.6254623
Dec-16 390.22173513 5247.2662584 75.691666585 32984.264917 6905.7040062 1213.7772857 1518.6554275
Ene-17 379.27719444 5206.0762827 74.611734527 32465.570953 7239.7840971 1313.6766508 1607.8537121
 Sigdo
Besalco S.A. Salfacorp
Koppers S.A. IPSA Ripley Corp S.A. Ord
Ord S.A. Ord
Ord
1.-
87.655992748 206.88777175 208.35093216 1809.885 0.0532651218708319
87.559873451 224.20183965 208.9436376 1895.199 0.0239591836847141
86.026770667 248.78451214 222.71356214 1961.69 0.00589946984222446
89.445250743 283.20025364 217.92402317 1956.98 -0.0319290419151229
91.421941368 277.92007037 212.61210142 1968.78 -0.0329638574283589
90.927768712 269.86441615 217.18924464 2056.84 -0.00729989326896351
96.363667928 294.02332314 217.18924464 2175.06 0.0729336888200217
107.26872798 294.03137879 236.20864177 2086.25 0.0175951903778116
109.71345713 302.08703301 239.05452902 2152.82 0.0609909803496878
115.99990351 338.33747697 242.1591333 2072.64 0.111721577738047
125.73697484 362.50443961 257.68215466 2027.61 0.0623267772948426
129.76055804 362.50443961 258.93967351 1964.47 0.131972275917765
137.0482731 467.22794438 288.47890811 2118.46 -0.0137176496699817
155.91384881 463.20011728 263.96762834 2166.84 0.0628413762045847
175.02586899 563.89579494 277.16600975 2181.96 -0.0156953642425068
220.07129819 683.92504273 298.53481776 2201.5599 0.0370418038543275
254.87327092 643.41140398 331.56509361 2156.5251 0.00525624178084724
263.57376411 745.8654492 340.15879191 2126.0197 -0.0486274509793877
250.77892119 704.88383111 324.11356588 2131.5765 -0.0313547677905891
245.18604472 704.88383111 309.35195793 2206.3674 -0.111492524605335
258.86484511 938.47905421 310.66328097 2280.4812 -0.0148472173486012
299.38506513 1065.5220703 312.68032231 2380.2593 0.0371426719276655
259.79013502 1016.3441285 278.88352989 2559.6723 -0.139098001906617
244.20272692 894.21890668 279.73437188 2693.2192 -0.14829196812857
197.44050262 776.32298776 263.27940883 2895.2764 -0.0107314135757542
254.07475205 934.38089241 263.27940883 2811.6235 -0.150000000006679
250.95727043 795.04339091 261.96301178 2928.9983 0.0484910485876913
273.9414259 848.31949442 271.83598962 3161.2177 0.0536292221528388
252.86900852 781.93682733 258.7713334 3279.5346 -0.0573816285655266
226.5284868 660.67389689 257.89559827 3470.1768 -0.123305262655866
210.72417377 702.48870049 251.108872 3340.4332 -0.0197183098576033
185.82866499 618.24859716 274.86920068 3310.1363 -0.0373275861945678
172.55518892 501.60202103 248.56219996 3249.0026 -0.230261783235185
136.98227305 367.97027169 216.57748668 3451.1751 0.104820258278041
140.19485646 409.84325458 247.51712764 3204.4676 -0.0347490347665921
137.50409014 432.1400174 261.46175455 3051.8312 0.0769090909089454
161.76951782 455.40078488 285.86485164 2788.3417 -0.0747931791259186
172.55415234 436.29520988 292.76744196 2836.825 -0.0324452554815782
177.9464696 365.67355857 297.71778451 2902.0223 0.207046131808623
205.23252198 454.53650484 278.89253818 2989.4093 0.318652783060713
260.70077117 605.88360264 301.97966883 3048.8478 -0.028772148573993
252.38053379 653.24834987 311.81519724 2999.901 0.0121707359249655
257.92735871 637.97760923 332.60287706 3014.7962 -0.0390243902532448
268.72816375 627.79711546 358.40827269 2895.2125 0.00126903555151578
285.38228188 757.84443956 341.91775532 2753.3117 0.0208111533429458
276.88876158 781.35289641 336.84694115 2489.5862 -0.036775843637266
261.43628647 712.6345635 315.83928245 2406.2622 0.0966486207546406
287.14275936 737.23742343 339.800535 2376.4171 0.0272926020771829
310.29487116 760.1435344 351.44442439 2549.4579 0.0487185354730712
312.86637561 797.47201153 347.04219778 2468.6266 -0.0398772671870903
411.46642818 983.85988487 374.18926187 2478.9391 0.0502733485333031
423.44106727 975.63065241 363.18369535 2670.7768 0.0670830893199633
431.28256852 951.83541247 390.23813306 3100.421 0.194674796754817
450.36355488 1010.4138347 469.20770469 3090.5037 -0.0354214161719012
534.19791598 1092.8670144 582.72569776 3226.1999 0.121895724564236
595.82340299 1115.5480338 563.80603225 3175.1808 0.0659204175759052
652.58715923 1153.4065775 750.9638012 3372.8653 0.00781710913718582
653.45843714 1215.6514804 758.9921156 3314.5303 -0.0357090589707659
802.34257785 1385.588592 815.79263053 3255.3168 -0.0138716041929907
874.55454678 1440.5858007 819.36927353 3581.4178 -0.0765821226256372
850.35562247 1432.4854367 829.04232969 3808.9616 -0.0419500000084187
777.47899208 1338.6917474 765.39976174 3827.4382 0.100099159758627
808.46445968 1461.8172813 774.61219619 3763.1194 -0.0227240381562912
847.83084475 1517.155558 778.95808242 3865.4471 0.0655913715515599
816.62959729 1606.2536663 790.64245366 3886.8576 -0.0989099592218644
731.08632414 1528.5667151 735.7643323 4065.2895 -0.0837835977551827
665.82650751 1409.3020549 664.61693999 4364.1472 -0.104066109483394
633.86772095 1278.058848 705.20543032 4525.0122 -0.119570685901207
559.72648331 1183.8796949 572.67183987 4795.3775 0.235404761887654
674.43723927 1317.9873369 691.97913191 4912.5288 -0.0767051477049542
666.90499518 1203.8439394 730.40441161 4956.9552 0.0332519255838107
623.22716403 1117.563683 712.34812891 4927.5323 0.0434141414367977
698.12504102 1128.4138158 769.574381 4673.0657 0.0933415942190955
788.2817043 1212.3504435 874.35818652 4444.5743 0.0182397733249499
844.83524789 1132.9274711 921.02337063 4624.4665 -0.0591304347877495
852.52611208 1086.8324002 952.95218081 4822.4967 -0.110352863934916
825.59526089 986.30040315 916.97551434 4847.8676 -0.00118418269912406
798.68235763 908.73212298 1023.8859215 4795.2763 -0.0896388194843184
731.42253437 778.5313544 974.37012698 4425.985 -0.034883720942777
737.49287736 815.19441835 947.84980311 4288.3476 0.0823614457915391
767.13313593 989.5433708 973.43517573 3888.5847 0.0107306647604271
789.08854935 995.67871499 974.27870708 4327.2522 -0.00881057267687166
731.2172283 840.9891583 940.53745316 4161.2918 0.014555555540877
791.79523903 858.62389047 979.79224626 4177.5312 0.117051801572515
792.86325117 1017.3277152 1031.4049378 4260.7552 0.0304907939259703
819.58165662 1050.8968127 1120.1142514 4535.5958 0.0268866308989576
795.57853628 911.97509063 1101.0141599 4671.2779 -0.0916115403867984
764.80530507 771.30041302 1051.7783687 4585.767 -0.00937634120524204
756.97426542 682.9173958 963.55678601 4318.1557 -0.0689166666722687
667.97194185 582.55085618 872.00778284 4400.1034 -0.130470777759638
574.05718219 451.70745396 768.47898478 4227.5599 0.0887007539595799
479.5092605 435.38885266 715.41939645 4155.6769 0.0872648198925519
627.90968961 534.12174674 773.73838888 4230.4212 -0.0217391304499508
664.22818379 520.49471048 743.31047472 4266.3456 -0.122222222220241
532.41352038 455.46723434 738.25074727 4139.992 -0.037999999983981
521.69658012 435.71867449 697.38937943 4301.3825 -0.176320429483731
421.08875832 423.95112222 684.23108926 4552.397 0.100674142924507
466.90876805 478.39932943 750.02254015 4558.4615 -0.00528301887480522
486.75084053 444.94117213 803.5329202 4432.1404 0.0709700011962339
459.34258496 430.07876247 804.98033212 4292.1419 0.0882795174519197
434.64714909 444.08620404 785.38394019 4191.2563 -0.0605239385718894
338.44524676 382.20978258 708.87493402 4029.6706 -0.0567032966886733
370.8521643 399.64726556 772.63774019 3732.5431 -0.0700722274246216
378.32061747 415.41266114 835.06185985 3628.7339 0.00745380523013851
387.86416025 412.50028912 900.00831106 3823.8509 -0.0220405372081018
359.86914495 451.69328302 811.42210951 3912.4383 0.0458056518292791
361.55165004 427.11727301 832.13503595 3789.0561 -0.106382978737068
327.15376813 422.09182349 857.43756921 3699.1853 -0.112551020423065
291.55943816 389.2013129 779.90332093 3439.4142 0.182131769592725
334.63156855 426.2904166 766.22992821 3718.875 -0.0239924780170238
302.30877626 432.16109712 839.19421668 3772.7625 0.0796266152735593
298.17729153 473.66396752 835.63676293 3909.6395 -0.00847611750852229
294.34491881 430.44766283 889.9983393 3903.8059 -0.136942571418242
269.20081492 407.52217138 880.96458936 3875.7267 -0.131571994714769
241.14971612 390.45362648 825.12355349 3875.4351 0.000347690055620889
240.06867494 359.58619131 759.77369347 3996.6349 -0.00069513837250177
214.71863361 347.19941276 771.0609671 3943.5563 -0.00443458981851894
241.20375142 358.42996562 779.88115231 3850.9743 0.140792174344786
212.51005196 373.65992212 775.76255836 3991.7842 0.113463231644868
223.38617409 355.59626494 797.45713039 3850.9562 -0.0316292501857756
210.44387573 336.45220014 778.47005586 3836.728 0.0115738275036019
214.93015653 352.26974675 787.96359312 3983.7151 0.0678412241591131
218.0963803 426.38191838 840.17804809 3916.9189 0.0665220535409563
217.72300609 455.44921356 876.64272473 4043.4546 0.132422136564668
236.53989649 430.59513843 889.44875408 4045.6196 -0.0732717336233335
226.93189296 403.30362152 826.73641776 3897.1003 0.258199835839905
258.53998563 499.53852208 853.97008799 3870.3545 -0.0065231571859131
273.65475166 499.23506547 831.50231005 3840.2121 -0.0160015563949136
294.154337 506.96831453 824.15768632 3685.1764 0.0126782492594751
291.30008852 519.13594563 879.88365087 3827.9884 -0.0219640765161143
261.74061517 490.42503491 831.00122583 3655.298 -0.00356822038089126
231.19104073 469.86829692 825.11862309 3680.2057 -0.0280469786911123
251.86361083 454.80314465 815.29578233 3705.9193
Retorno promedio 0.402%
DS 8.78%
Varianza 0.007707288332816

Matriz Var-Covar 4 puntos

RIPLEY

RIPLEY 0.007707288332816
FALABELLA 0.00255912029446884
CHILE 0.00188324662053322
BCI 0.00234386830728612
CCU 0.00145041919244009
INVERCAP 0.00469950034555239
CMPC 0.000156763408717461
BESALCO 0.00469379716165654
SALFA 0.00546409230597622
SK 0.00268375682682771

Matriz Correlaciones3 puntos

RIPLEY
RIPLEY 1
FALABELLA 0.44847571752334
CHILE 0.457409582566884
BCI 0.409903488832915
CCU 0.271950028443496
INVERCAP 0.345274154286629
CMPC 0.0253134044898173
BESALCO 0.510718070615665
SALFA 0.554216460576364
SK 0.413372645668988

2. - Weights 3 puntos
RIPLEY 1.39%
FALABELLA 10.26%
CHILE 42.37%
BCI 1.86%
CCU 20.17%
INVERCAP -2.52%
CMPC 24.43%
BESALCO -8.37%
SALFA 1.81%
SK 8.60%
1.0000000

PORTAFOLIO
RETORNO 1.0998%
VAR 0.00136083872579662
DS 3.6890%
CV 3.35
3. - Weights 3 puntos
RIPLEY 0.00%
FALABELLA 9.61%
CHILE 39.32%
BCI 0.00%
CCU 21.86%
INVERCAP 0.00%
CMPC 23.30%
BESALCO 0.00%
SALFA 0.00%
SK 5.91%
1.0000000

PORTAFOLIO
RETORNO 1.1163%
VAR 0.00141628822744442
DS 3.7634%
CV 3.37

4.- Retorno VAR

0.5% 0.00260344615597613
1.0% 0.00139513080927401
1.5% 0.00204476660510477
2.0% 0.00416276454560226
2.5% 0.0081462052089867
7 puntos
0.5%
RIPLEY 0.47
FALABELLA - 0.02
CHILE 0.15
BCI - 0.05
CCU 0.15
INVERCAP - 0.06
CMPC 0.55
BESALCO - 0.14
SALFA - 0.06
SK 0.00
SUMA 1.00

5. - Weights
RIPLEY -33.71%
FALABELLA 19.59%
CHILE 63.26%
BCI 7.17%
CCU 23.96%
INVERCAP 0.18%
CMPC 1.20%
BESALCO -4.26%
SALFA 7.76%
SK 14.85%
100%

PORTAFOLIO
RETORNO 1.5630%
VAR 0.00210313987964338
DS 4.5860%
SHARPE 0.286316825824125

6.- Weights
RIPLEY 0.00%
FALABELLA 12.73%
CHILE 48.97%
 BCI 4.06%
CCU 22.14%
INVERCAP 0.00%
CMPC 3.96%
BESALCO 0.00%
SALFA 0.00%
SK 8.14%
100%

PORTAFOLIO
RETORNO 1.2519%
VAR 0.00164020231965429
DS 4.0499%
SHARPE 0.247396922096005

7.-
RIPLEY
Betas 0.115
Retorno Esperado 0.4016%

8.- Beta
Rf
Rm
Premio por Riesgo

Rs
 Compañia
Banco De Credito
S.A.C.I. Falabella Ord Banco De Chile Ord Cervecerias Invercap S.A. Ord
E Inversiones Ord
Unidas S.A. Ord

0.0785358919205055 0.0132432432379794 0.045454545445 0.052415094356 0.03447761191

0.0639868204770041 -0.0118558944345248 0.029130434791 -0.05876869015 -0.0285192132
0.0528923572290549 -0.0127840909080283 0.035955173848 -0.00594030348 0.00042201468
-0.069560047589093 -0.0269890647906638 0.05598591549 -0.02164502164 0.02448775616
0.0511182108683508 0.0363636363718973 -0.05301767255 -0.04243765082 -0.0292682927
-0.00911854099885442 -0.0029239765722941 -0.01760563381 0.029195547116 -0.0086575182
-0.0415950920720159 0.0483870967752066 0.037634408608 0.095918367349 0.00769230768
0.0562027909890991 0.0394405594282751 0.023143350608 0.050279329626 0.01781170479
0.027333333320384 0.0145317546035699 -0.00675219446 0.024822695045 -0.0091401763
0.0514796843745234 0.0265251989528568 0.006118286881 0.065743944648 -0.0153061225
0.0562146893230612 0.186046511600877 0.071081081076 0.02801948048 0.19689119175
0.198181331861328 -0.0694989106638217 0.122886701954 0.04110114012 0.04067190675
-0.0204910714245527 -0.0119409974226707 -0.05056179776 -0.03757668711 -0.0294117647
0.0482202270089309 0.0998097310221716 0.047928994073 0.07537848607 0.08225108225
0.12970129131162 -0.0182802979004322 -0.00445988075 0.120382338713 0.13074805786
-0.0219856069991639 0.00615187587151027 -0.01708501557 -2.7027039E-05 -0.0257142857
0.081922499068922 0.124299277586258 0.032740044086 0.038974026323 0.31598240468
-0.0138357373976181 -0.107698692669879 -0.01723442271 0.004474389336 0.04666169672
-0.060150283270222 -0.0058139534986614 -0.01759530794 -0.00595654313 -0.0214477212
0.00480521026527833 -0.0222222222336732 -0.04477611945 -0.01260974913 0.15068493147
0.164611493153026 0.0287081339939858 0.025000000027 0.069500514543 0.10167038064
-0.0620191448759453 -0.0346511627998606 -0.06713414629 -0.11158808873 0.07391304345
-0.118557639775288 -0.0291496025341275 -0.02281194849 -0.03243543459 0.01194331985
0.0461983471210006 0.0235732010053798 -0.00033444816 -0.0714139115 -0.0951069795
-0.0610780952476972 0.0419393939545292 0.003680160582 -0.02655755184 0.11111111111
0.00224604821074452 -0.0298710109514464 0.053333333335 -0.0045094376 -0.054
0.0487949260001852 0.0216145833288556 -0.0114124738 0.101559156839 0.06632122044
0.0471294952554684 0.0132551618553013 -0.05742838108 0.047299137527 0
-0.147730335336246 0 -0.00318066157 -0.10656495607 0.58399999997
-0.0337459342516792 -0.0566037735919092 -0.02389562504 0.048868046567 -0.149626206
-0.0702230118116073 0.00693333337708549 0.069737033262 0.108784804676 -0.082500373
-0.0283602353147679 -0.0341631356307324 -0.04930055684 0.000139047236 -0.1869918699
-0.0851317083542225 -0.101727447216502 -0.19642857143 0.000973195444 -0.3330315855
-0.100520420816052 -0.0079365079302527 -0.00231111111 0.026417400463 -0.0620272315
0.0497452990209201 0.0289230769262898 -0.0341233072 -0.01209742896 -0.0822580645
0.0650011981805638 0.0526315789647851 0.133751498937 0.043251201422 0.04433119759
0.0163132137002951 0.0340909090873366 -0.02367586038 -0.13801910135 0.11020408163
-0.00171583553524773 0.0166571169301887 -0.06842063493 0.010771272518 -0.0349264706
0.0593812375578307 0.00809248559234501 0.159813084116 0.086006900099 0.20697369644
0.155789686744038 0.151302823943721 0.084206285258 0.046961566354 0.2732095491
-0.0459211732317397 -0.0311053984657081 -0.00460795244 0.041364215684 0.02083333331
0.0723412431402846 0.0615547890922716 0.119988053358 -0.02732327666 -0.034645941
0.0331209709434589 -0.0007498125743068 0.006466666682 -0.01159737418 -0.0180851064
0.0513254371090393 0.0855427713853793 0.056435053394 0.032626743392 0.00823401951
0.0517910201046712 -0.0336405529702945 -0.03467302026 0.002519094197 -0.0511816765
-0.0272295680148136 0.00548402477236338 0.016562743546 -0.02999278247 -0.125
0.209050941821619 0.0671093194499259 0.059101654884 0.098988618513 -0.012987013
-0.00987456632008073 0.0815555555214218 0.176399613841 0.035667914152 0.26733610178
0.00269541779087394 0.0891719745397814 -0.03241025637 -2.45821101E-05 0.03125
0.0345094086112427 0.0154941994617775 0.107663194916 -0.03640699133 0.03232323232
0.0709065514593484 0.0708052360146902 0.051625239001 0.174774497361 -0.0575978047
0.038756129572097 -0.0092609742362963 -0.02097902094 -0.01201815078 -0.0921666667
0.0427433628302094 0.0338381005767915 0.064904761883 0.080944044007 0.03267853865
0.15355455598761 0.171609403248956 0.243975291793 0.155213394756 0.18369372793
0.0275645584595909 0.046457786680983 0.001498757116 0.065094683178 0
0.13128564948881 0.0545722713947693 0.062050589472 -0.0722283956 0.22641509433
0.032319311421846 -0.0194405594416612 0.015774822172 0.007868067085 0.01965410682
-0.0472268770142188 -0.0142633005219842 0.078664230621 0.006727974102 -0.0600791353
0.127726658504036 -0.0015916654622452 0.036918540809 0.039244529189 -0.0705645161
 -0.0848834112934139 -0.0115942028983536 -0.02129590416 -0.07331497369 0.09887169317
-0.0444352073215383 -0.040029325516809 -0.06308339 -0.03049930466 -0.0476190476
0.0553320138260231 0.0512690458085095 0.009607165635 0.103886661941 -0.05
0.0355722264583739 0.0502283105015565 0.043476806828 0.009916111494 0.05926611572
0.0462832650996561 0.00217391303656136 0.056825101764 -0.03442009428 -0.0683333333
-0.0570735370464586 -0.0202458423721712 -0.05898586765 0.031603465941 0.07334525938
-0.092670873410508 -0.0236162361535277 -0.07645895251 -0.06614764906 -0.0293113517
-0.0300240822965262 -0.0179894179998823 -0.02528248587 0.017911371586 -0.1349480969
-0.0373343852233964 -0.0608066502373087 -0.12567019272 0.034527315907 -0.104
0.111068260697379 0.121291591548051 0.135322146284 0.014749641826 0.01554944203
-0.0493535230853367 0.0194416020866507 0.005948687961 0.086758982705 -0.0122222222
-0.071655333651103 0.0121881273342837 0.044442025831 0.132516073169 0.07964004497
0.0409744745279013 0.0464655050296794 0.090381743072 -0.08616288733 -0.0024757301
0.136422013983775 0.0356030865116121 0.004364308216 0.122235213862 -0.0126582279
-0.0129965259019206 0.0481268960274131 0.108371853995 0.11187323639 -0.0063888889
0.00424079219159621 -0.0212600466604415 0.023815110279 -0.07557797205 -0.0439119175
-0.0111940205444448 -0.051125827817075 -0.1128967572 -0.03414207463 0.03409090908
-0.000538387007938237 -0.0121440535914716 0.006103271229 -0.06781774722 -0.1318681319
0.013488472321687 -0.0278366539582523 0.006985053381 0.015639682103 -0.0012697946
-0.069925163692516 -0.0168604651164856 -0.02027682556 -0.01739034985 -0.0256410256
0.0948636477703606 -0.0196629213562505 -0.0124442977 0.080862404654 -0.0131578947
0.0304611979857388 0.0832453626995758 0.033591817597 0.032851511166 -0.0137967138
-0.0222490504706983 0.00097452317801731 0.027358277015 -0.00167252765 0.00410958902
0.0282318598749461 0.0763560500668034 0.037048695305 0.079341896123 -0.0040927694
0.110739343792379 0.0130507817610436 0.117161415632 0.019938457732 0.05379000695
0.00790506619079243 0.00165816326500686 -0.00059772862 0.007437626254 0.01842105263
0.0267352557601989 -0.0103715885727148 -0.03494010241 0.020650772777 -0.0891472868
-0.0519546962089263 -0.0148008611458528 -0.02593426905 0.053282921034 0.01488719693
0.0740984024050262 0.0270322616400304 -0.10424573055 -0.17496370303 -0.0790368272
-0.0116368197195107 -0.0051560379866426 -0.00407122997 0.086199182749 -0.046447247
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-0.0407438361977553 -0.0082993197425111 -0.13709734513 -0.01549090594 -0.0766208252
-0.0461178986610021 0.0408835231330116 0.221479263238 -0.00333491242 0.00080851066
0.0582496055974023 0.0333465137729236 0.011855185376 0.02440915531 -0.0532272919
-0.0251954886510509 -0.0158163265342579 -0.0089614657 -0.05465634189 -0.0410877785
-0.0454296882862709 -0.0111456713410996 -0.02334304563 -0.03074814849 -0.0523015533
-0.0774453639013754 -0.104718217549851 0.020060352499 -0.05066348003 -0.031199436
0.0693652254136511 0.04274630359578 0.026456449401 0.067503845051 0
0.0378957329561137 0.0184524385608052 0.075578368719 -0.02577539938 -0.0303664921
-0.00242446847823912 0.0576811594347367 -0.00605791493 0.098409065097 0.032981592
0.0770718344228255 0.00506988215778585 0.009700682845 -0.02160145615 0.00460488008
-0.0216228829110651 0.00572597136255848 0.011029644155 -0.0023984871 -0.0497892518
-0.094683493998154 -0.0132119688426902 0.005251476975 -0.00386838252 -0.0302400239
-0.0222607626500759 0.0143359100530398 0.002269971078 -0.017220039 -0.1166281755
0.013427038183421 0.0218927532178298 0.06216940814 0.036665039908 -0.0849673203
-0.0653816328822465 -0.0450169491433172 -0.04177158939 -0.08013667426 -0.0608686469
0.034799924156696 0.0491267925479476 -0.00584325242 0.043633301969 -0.256751558
-0.0617670066126892 -0.0483150629274909 -0.06878965047 -0.09189129334 -0.1863354037
0.0209019010683422 -0.0065415244533245 -0.11397942826 0.021168580332 -0.3844084149
0.079345603275612 0.0329229888208734 0.07564735592 0.009658169791 0.96185975867
0.0648195617811901 0.0705010738815483 0.053021727788 0.108486215018 -0.164516129
-0.0012350589444133 0.00442920417336753 0.092387605233 0.041597230567 -0.0089357905
-0.01788658746657 0.0132290184961699 -0.05469928509 0.048413020302 0.01846965699
-0.0376403162894961 -0.0162852730624152 -0.02504683274 -0.02793856382 -0.0753238342
-0.0175301123829427 0.0301127444023098 0.055614859103 0.04931757215 -0.0906873933
-0.0253173210687897 0.0142862334121733 0.039851552487 0.07837959321 -0.190625
0.00836996166352831 0.0132681564273183 -0.06645078146 -0.00024748606 -0.0347490348
0.0811962683574322 0.00868366644530725 -0.00184057765 0.080804659095 0.13215030086
-0.0755278538682312 -0.0315660016446809 -0.06485815603 -0.04292688808 -0.0431213707
0.0535401842950001 0.0184845491686918 0.013613438996 -0.01251983776 -0.0241618281
0.0405447298557887 0.0178719867032769 0.032659932628 -0.00547980448 -0.0763147793
-0.0394543635962369 -0.0308969647552123 0.013042060668 -0.11550301368 0.02859280192
 0.0365110662990759 0.0586164234748409 0.01338151763 0.103898572763 0.22222222222
0.0928930212679472 0.0054136590815442 0.048883145629 -0.00638850527 0.20889917155
-0.0375078763070565 -0.037001242580897 -0.01386884438 0.015480838079 -0.0524060646
0.0368050278142021 0.0169175627201307 0.020881670542 0.030050683094 -0.052173913
-0.0485529209014503 0.0456765450037239 0.017237762217 -0.03196352929 0.20995412844
0.00991047263608086 0.0387319090395071 0.050793793546 -0.03999626453 0.64524649004
-0.00593740980285204 -0.0249469214459135 -0.01000964383 -0.07655748412 -0.0782702204
0.0637521257512437 0.0581110506229626 0.127779643954 0.05586155004 0.20391666662
0.0421894281631557 -0.0182636655962586 0.004527312778 -0.03459137425 -0.0793936457
-0.00370356445522522 0.0284291890486335 0.004981320073 0.032700967002 -0.0864661655
-0.00784979714609713 -0.0142675159198306 -0.01572549715 0.048377412441 0.08230452677

1.330% 1.279% 1.294% 1.239% 0.978%

6.50% 4.69% 6.51% 6.08% 15.50%
0.00422475889107308 0.0021993901197352 0.004242301959 0.003690687315 0.02403663258

FALABELLA CHILE BCI CCU INVERCAP

0.00255912029446883 0.00188324662053322 0.002343868307 0.001450419192 0.00469950035

0.00422475889107308 0.00143081890526426 0.001741198194 0.001345850709 0.00178868201
0.00143081890526426 0.0021993901197352 0.001611934187 0.001019199306 0.00234457737
0.00174119819444039 0.00161193418705681 0.004242301959 0.001253287333 0.00358690972
0.0013458507090305 0.00101919930570296 0.001253287333 0.003690687315 0.0001613839
0.00178868201099175 0.00234457737134506 0.003586909722 0.000161383898 0.02403663258
0.000177592732007972 0.00045889505194782 0.00101251309 0.000103133962 0.00334495281
0.00283445248464419 0.00220002029548151 0.003606368783 0.001491626042 0.00578700903
0.00317916169673321 0.00159668875225102 0.003243089634 0.001456614155 0.00607783328
0.00189852000258666 0.00142545150590786 0.002567540295 0.000938990947 0.0021074395

FALABELLA CHILE BCI CCU INVERCAP

0.448475717523339 0.457409582566884 0.409903488833 0.271950028443 0.34527415429
1 0.469388635563967 0.411288394561 0.340833518004 0.17749877595
0.469388635563967 1 0.527710071119 0.357729172721 0.32246057326
0.411288394561032 0.527710071118624 1 0.316735130446 0.35520808713
0.340833518003743 0.35772917272067 0.316735130446 1 0.01713443402
0.177498775954896 0.322460573263821 0.355208087129 0.017134434025 1
0.0387329778715497 0.138713555534326 0.220372055086 0.024066045807 0.30585095928
0.416558428876965 0.44810858285118 0.528904249336 0.234538444657 0.35655379033
0.435535790521329 0.303166581993795 0.443374140509 0.213502564671 0.34907935632
0.394969525589386 0.411008390385076 0.533047431201 0.209005230497 0.18380938378

Weights
1.39% 10.26% 42.37%

1 punto

1 punto
 Weights
0 9.61% 39.32%

R: La Frontera de mínima varianza ofrece peores combinaciones riesgo-reto

2 puntos

DS RIPLEY FALABELLA CHILE BCI

5.102% 0.47 - 0.02 0.15 - 0.05
3.735% 0.09 0.08 0.38 0.01
4.522% - 0.20 0.24 0.70 0.09
6.452% - 0.67 0.28 0.83 0.12
9.026% - 1.05 0.38 1.06 0.19

1.0% 1.5% 2.0% 2.5%

0.09 - 0.20 - 0.67 -1.04780383051
0.08 0.24 0.28 0.384879328815
0.38 0.70 0.83 1.063127078182 Fro
0.01 0.09 0.12 0.18626152637
3.0%
0.19 - 0.08 0.28 0.314577773421
2.5%
- 0.03 0.02 0.03 0.058670024971
2.0%
0.29 0.12 - 0.21 -0.46219100407
1.5%
- 0.09 - 0.08 - 0.00 0.001344146963
0.01 0.05 0.13 0.214279914848 1.0%
0.07 0.14 0.21 0.286855045753 0.5%
1.00 1.00 1.00 1.00 0.0%
2.000% 4.000%
Weights
-33.71% 19.59% 63.26%

5 puntos

Weights
0.00% 12.73% 48.97%
5 puntos

FALABELLA CHILE BCI CCU INVERCAP

0.823 0.784 0.795 0.753 0.555
1.3304% 1.2790% 1.2945% 1.2389% 0.9782%

-0.0583745119368027 2 puntos
2.15% 3 puntos (mayo 2022)
7.96%
5.81% 3 puntos

1.81% 2 puntos
 Sigdo Koppers
CMPC Besalco S.A. Ord Salfacorp S.A. Ord IPSA M
S.A. Ord

0.04743083009 -0.00109655135 0.083688212955 0.0028447458 0.047137801573 0.02921553

0.052830188655 -0.01750919369 0.109645275562 0.06590257879 0.035083914671 0.00458926
-0.05376344085 0.039737398597 0.138335546711 -0.0215053763 -0.00240099098 0.00663749
-0.02846004176 0.022099447523 -0.01864469824 -0.0243751087 0.006029698822 -0.02741746
0.05905511816 -0.0054054054 -0.02898550727 0.02152814063 0.044728207316 0.03200096
0.01858736061 0.05978260869 0.089522388074 0 0.057476517376 0.00916437
-0.01540145993 0.113165680453 2.73979966E-05 0.08757062147 -0.04083105753 0.03157196
0.127000050541 0.022790697681 0.027397260296 0.01204819277 0.031908927501 0.04823719
-0.05298013247 0.057298772133 0.119999999996 0.01298701302 -0.03724417276 0.00759427
-0.08034965035 0.083940339909 0.071428571426 0.06410256408 -0.02172591478 0.01588608
-0.02756170493 0.032000000041 0 0.00488011617 -0.03114011077 0.11889111
0.047244094496 0.056162790682 0.288888888872 0.11407766991 0.078387554913 0.00662371
0.058421052671 0.137656427792 -0.00862068964 -0.0849673202 0.022837344108 -0.03807692
0.079775520349 0.122580645182 0.217391304327 0.04999999997 0.006977903306 0.09307556
-0.03282894733 0.257364408244 0.212857142875 0.07709750568 0.008982703624 0.06449897
-0.04081061487 0.158139534852 -0.05923695759 0.11064128499 -0.0204558595 -0.00956814
0.050494979009 0.034136546208 0.15923566879 0.02591858572 -0.01414562715 0.12051979
0.012542372861 -0.04854368933 -0.05494505495 -0.0471698113 0.002613710494 -0.06358108
0.005458059088 -0.02230201982 0 -0.0455445545 0.035087129174 -0.01336697
0.031906354481 0.055789473686 0.331395348837 0.00423893564 0.033590869771 0.04285603
0.063136060114 0.156530408765 0.135371179058 0.0064926931 0.043753090357 0.07959603
0.100542649887 -0.13225419275 -0.04615384624 -0.1080873659 0.075375401327 -0.09080143
-0.00836565097 -0.06 -0.12016129025 0.00305088648 0.05217343642 -0.0105702
0.020558630261 -0.19148936169 -0.13184234648 -0.0588235294 0.075024416876 0.04609065
-0.04664835168 0.286842105234 0.203598124933 0 -0.02889288912 0.01529881
0.008587401314 -0.01226993865 -0.14912280702 -0.005 0.041746272216 0.02307054
0.075657142847 0.091585931862 0.067010309273 0.03768844225 0.079282872919 0.03832386
-0.05543070468 -0.07692307693 -0.07825196465 -0.048060804 0.037427634294 -0.00384333
0.101638418064 -0.10416666666 -0.1550802139 -0.0033842046 0.058130870155 -0.04118283
0.010205651583 -0.06976744185 0.06329113924 -0.0263157895 -0.03738818149 0.01297348
-0.0257140161 -0.11814263326 -0.11991666666 0.09462162165 -0.00906975179 0.03766925
-0.04484187343 -0.07142857142 -0.18867260947 -0.0957073425 -0.01846863526 -0.04476941
0.087195255904 -0.20615384616 -0.26640991012 -0.1286789113 0.062226019764 -0.04779888
-0.06065656565 0.023452548556 0.113794472303 0.14285714288 -0.07148507185 -0.02567615
0.010807032614 -0.01919304594 0.054403146986 0.05633802817 -0.04763237425 0.04780319
0.019161677013 0.176470588295 0.053826923088 0.09333333333 -0.08633816313 0.05088142
-0.09096173084 0.066666666658 -0.04195332032 0.02414634146 0.017387861753 0.01180805
0.053216746829 0.031249999996 -0.16186666668 0.0169087878 0.022982489227 0.00801676
-0.03095447551 0.153338542997 0.243011681286 -0.0632318501 0.030112449515 -0.01806264
-0.03142609661 0.270270270301 0.332970171127 0.08278145698 0.019883025051 0.06282432
-0.04900622963 -0.03191489363 0.078174664281 0.03257016755 -0.01605419595 0.00231768
0.043670846628 0.021978021984 -0.02337662337 0.06666666668 0.004965230519 0.05867813
-0.05475521552 0.041875375664 -0.01595744682 0.07758620688 -0.03966559995 0.02466744
0.046261357594 0.061973847094 0.20714864866 -0.0460104262 -0.04901222276 0.08277222
-0.24333719581 -0.02976190478 0.031020161425 -0.0148305085 -0.0957848325 -0.0215781
-0.13758362214 -0.05580752004 -0.08794788274 -0.0623655914 -0.03346901585 -0.01105268
-0.06074766355 0.098327868855 0.034523809523 0.07586533367 -0.01240309556 0.0877833
0.199157394792 0.080629272532 0.031070195628 0.03426683654 0.072815836917 0.06858511
-0.08585479699 0.008287292795 0.04910714285 -0.012526096 -0.03170528919 0.03880914
0.103401112388 0.315150684946 0.233723404264 0.07822410146 0.004177423998 0.04662414
0.074829151249 0.029102347773 -0.00836423213 -0.0294117647 0.077387016083 0.08184926
0.121657134029 0.018518518529 -0.02438959854 0.0744924347 0.160868628183 -0.01558432
-0.03548787209 0.044242424231 0.061542595981 0.20236251904 -0.00319869463 0.02077773
0.156890762317 0.186148191148 0.081603375635 0.24193548387 0.043907470488 0.24181524
-0.00032154183 0.115360777657 0.020753686497 -0.0324675325 -0.01581399218 0.00126848
0.198351716476 0.09526943043 0.033937170389 0.33195417971 0.062259289298 0.07583391
-0.01685712807 0.001335113475 0.053966141788 0.01069068095 -0.01729538384 -3.6744E-05
-0.00455044249 0.227840260754 0.139790979849 0.07483676545 -0.01786482386 0.01310503
0.095199304929 0.090001417005 0.039692307672 0.0043842551 0.100174889277 0.04165254
0.130546768631 -0.02767 -0.00562296532 0.01180549048 0.063534558855 -0.01299525
0.009976267907 -0.08570135654 -0.06547619047 -0.0767663673 0.004850823385 -0.04451185
-0.03394396937 0.039853768289 0.091974522245 0.01203610833 -0.01680466062 0.04183531
0.002123717885 0.048692783707 0.03785580962 0.00561040254 0.027192254383 0.05372478
0.036703039059 -0.03680126484 0.058727075039 0.015 0.005538945288 -0.00717462
0.039491997223 -0.10475161987 -0.04836530669 -0.0694095303 0.045906466962 0.00370789
0.005523012518 -0.0892641737 -0.07802385007 -0.0966986156 0.073514493863 -0.0427772
-0.02513315578 -0.04799866962 -0.09312638582 0.06107050225 0.036860580688 0.02364899
0.114706845947 -0.11696641932 -0.0736892149 -0.1879361456 0.059749076478 -0.03366393
0.010527933598 0.204940733341 0.113278099606 0.20833448361 0.024430047478 0.06352001
-0.00034220531 -0.01116819127 -0.08660432032 0.0555295354 0.009043488966 0.05168424
-0.04894297587 -0.06549333333 -0.07167063236 -0.0247209387 -0.00593568003 0.01051195
-0.04046126647 0.120177491151 0.009708737824 0.08033467032 -0.05164179238 0.0156948
-0.10983627151 0.129141139456 0.0743846154 0.13615812598 -0.04889539644 0.06653232
0.096152036849 0.071742808797 -0.06551156295 0.05337078651 0.040474562434 0.0572558
0.096601150151 0.00910338934 -0.04068669185 0.03466666666 0.042822280148 -0.00639912
-0.03357758388 -0.03158947369 -0.09250000003 -0.037752856 0.005260947094 -0.02538589
0.017266010893 -0.03259818041 -0.07864569448 0.11659025294 -0.0108483367 -0.01062309
-0.1178476848 -0.08421348314 -0.14327739197 -0.0483606557 -0.07701147481 0.00336961
-0.09065271775 0.008299365558 0.047092597803 -0.0272179156 -0.03109757489 -0.02010258
-0.09840665825 0.040190569265 0.213874075344 0.02699306634 -0.09322073145 0.01454404
0.136389012908 0.028620082215 0.006200177143 0.00086655113 0.112809038209 0.06629678
-0.11908621956 -0.07333945106 -0.15536091549 -0.0346320346 -0.03835237521 -0.01470814
0.070516208991 0.082845436876 0.020969036278 0.04173655495 0.003902490087 0.07573136
0.026271630856 0.001348848904 0.184835090767 0.052677179 0.019921814109 0.02618121
0.078074702329 0.033698630136 0.032997329178 0.08600823047 0.064505137493 0.0089291
-0.00824683631 -0.02928703949 -0.13219349454 -0.0170519137 0.029914945243 -0.01974434
-0.04678614098 -0.03868031854 -0.1542527631 -0.0447185813 -0.01830567605 0.00475416
-0.03008981675 -0.01023925906 -0.1145896148 -0.0838784912 -0.05835693353 -0.03603064
0.038743564397 -0.11757641922 -0.14696732026 -0.0950115286 0.018977476889 0.01792991
-0.09011715232 -0.1405968631 -0.22460425701 -0.1187246262 -0.0392135103 -0.01494432
-0.01821283151 -0.16470122598 -0.03612648221 -0.0690449438 -0.01700342555 -0.06307011
0.051598334041 0.309483968996 0.226769457869 0.08151720895 0.017986071054 0.01962167
-0.01895277866 0.057840314907 -0.02551297779 -0.0393258427 0.008491920379 0.03592532
-0.04780615583 -0.19844786269 -0.12493398075 -0.0068070176 -0.02961635363 0.0096284
0.017272935814 -0.02012897842 -0.04335890348 -0.0553489014 0.03898328789 -0.02279419
0.033203235498 -0.19284738607 -0.02700722498 -0.0188679245 0.058356702758 -0.02901713
-0.00093069091 0.108813186827 0.128430388213 0.09615384615 0.001332155346 0.04436082
-0.05852375473 0.042496679946 -0.06993771781 0.07134502923 -0.02771134515 0.02272282
-0.00081485362 -0.05630859423 -0.0334030892 0.00180131004 -0.03158710857 0.03535961
-0.0287134717 -0.05376256563 0.032569479808 -0.0243439388 -0.0235047215 -0.0150722
-0.0510247522 -0.22133333333 -0.1393342574 -0.0974160563 -0.03855304673 0.00345404
-0.02371186875 0.095752319911 0.04562280657 0.08994930292 -0.07373493506 0.00414174
-0.01161874754 0.020138626356 0.039448275864 0.08079351605 -0.02781192265 0.03822408
0.021410966488 0.025226071061 -0.00701079262 0.07777441928 0.053769993992 0.03724724
-0.00932628971 -0.07217737076 0.095013251951 -0.0984282039 0.023167064385 -0.06044703
-0.08558262014 0.004675324666 -0.05440862402 0.02552669714 -0.0315358839 0.03037293
-0.07063828602 -0.09513960704 -0.01176597117 0.03040676353 -0.02371851924 -0.02727327
-0.08709175741 -0.10879999999 -0.07792264327 -0.0904255319 -0.07022386794 0.01822598
0.14599659283 0.147730187237 0.095295422884 -0.0175321637 0.081252441186 -0.01532125
-0.06563103908 -0.09659217877 0.01377155172 0.09522505684 0.014490269235 0.11342668
0.008750298329 -0.01366643993 0.096035646606 -0.0042391304 0.03628031184 -0.00020436
-0.04940226432 -0.0128526646 -0.0912383201 0.06505407467 -0.00149210688 0.01797487
0.011460043994 -0.0854239441 -0.05325964903 -0.0101502998 -0.00719277564 0.01800443
0.062003968272 -0.10420138887 -0.04188372093 -0.0633862434 -7.5237503E-05 0.06813195
0.145959831895 -0.00448286317 -0.07905531688 -0.0792000904 0.031273856192 0.00930182
-0.03687546867 -0.10559495668 -0.0344473143 0.01485609956 -0.01328082282 0.00897446
0.002689313539 0.123348017658 0.032346117094 0.01143902439 -0.02347677907 0.04134584
0.073475437614 -0.11896041953 0.042490745643 -0.0052810533 0.036564746745 -0.08877754
0.001098504244 0.051179330247 -0.04834250641 0.02796547964 -0.03527946225 -0.01990047
0.036349269046 -0.05793688178 -0.05383651823 -0.0238095238 -0.00369471873 0.02599459
0.021603761649 0.021318181793 0.047012760218 0.01219512194 0.038310534393 -0.05305569
0.064560268636 0.014731407733 0.210384718852 0.06626506025 -0.01676731351 0.07392905
0.004872639043 -0.00171196885 0.068171969605 0.04340112994 0.032304906798 0.0134102
0.058329934168 0.086425824895 -0.05457046448 0.01460803699 0.000535433241 -0.07782295
-0.04223103186 -0.0406189555 -0.06338092206 -0.0705069697 -0.03671113814 0.03705001
0.032883012361 0.139284488653 0.238616504849 0.03294117647 -0.00686300016 -0.05584131
0.055101018563 0.058462005377 -0.00060747389 -0.026309795 -0.00778802045 0.01807369
-0.05299963292 0.074910394267 0.015490196092 -0.0088329565 -0.04037165031 -0.03469057
-0.04711398907 -0.00970323439 0.024000772339 0.06761565836 0.038753097409 0.0796385
-0.127943761 -0.10147430267 -0.05530518732 -0.0555555555 -0.0451125714 -0.01374803
0.027072417066 -0.11671698112 -0.04191616766 -0.0070789339 0.006814136631 0.02749467
0.058735038235 0.089417695576 -0.0320625 -0.0119047619 0.006987000754 0.00214339

0.591% 1.336% 1.208% 1.302% 0.641% 1.563%

7.05% 10.47% 11.23% 7.40% 4.41% 4.59%
0.004976072193 0.010959344534 0.01261175738 0.00546891595 0.00194538012 0.00210314

CMPC BESALCO SALFA SK Vector de

retornos 3 puntos
0.000156763409 0.004693797162 0.005464092306 0.00268375683 0.402%
0.000177592732 0.002834452485 0.003179161697 0.00189852 1.330%
0.000458895052 0.002200020295 0.001596688752 0.00142545151 1.279%
0.00101251309 0.003606368783 0.003243089634 0.00256754029 1.294%
0.000103133962 0.001491626042 0.001456614155 0.00093899095 1.239%
0.003344952814 0.005787009032 0.006077833277 0.0021074395 0.978%
0.004976072193 0.001136526835 0.000873452669 0.00062150521 0.591%
0.001136526835 0.010959344534 0.007700373864 0.00406912768 1.336%
0.000873452669 0.007700373864 0.01261175738 0.00330587714 1.208%
0.000621505215 0.004069127683 0.003305877137 0.00546891595 1.302%

CMPC BESALCO SALFA SK

0.02531340449 0.510718070616 0.554216460576 0.41337264567
0.038732977872 0.416558428877 0.435535790521 0.39496952559
0.138713555534 0.448108582851 0.303166581994 0.41100839039
0.220372055086 0.528904249336 0.443374140509 0.5330474312
0.024066045807 0.234538444657 0.213502564671 0.2090052305
0.305850959281 0.35655379033 0.349079356324 0.18380938378
1 0.153901930708 0.110257524149 0.11913814019
0.153901930708 1 0.654985547889 0.52560368682
0.110257524149 0.654985547889 1 0.39805976364
0.11913814019 0.525603686816 0.398059763641 1

1.86% 20.17% -2.52% 24.43% -8.37% 1.81% 8.60%

 0.00% 21.86% 0.00% 23.30% 0.00% 0.00% 5.91%

e peores combinaciones riesgo-retorno con restricciones a la venta corta.

CCU INVERCAP CMPC BESALCO SALFA SK SUMA

0.15 - 0.06 0.55 - 0.14 - 0.06 0.00 1.00
0.19 - 0.03 0.29 - 0.09 0.01 0.07 1.00
0.02 0.02 0.12 - 0.08 0.05 0.14 1.10
0.28 0.03 - 0.21 - 0.00 0.13 0.21 1.00
0.31 0.06 - 0.46 0.00 0.214279914848 0.28685505 1.00

Rf 0.25%

3 puntos
Frontera de Mínima Varianza
3.0%
2.5%
2.0% Frontera de Minima Varianza
1.5%
1.0%
0.5%
0.0%
2.000% 4.000% 6.000% 8.000% 10.000%

7.17% 23.96% 0.18% 1.20% -4.26% 7.76% 14.85%

4.06% 22.14% 0.00% 3.96% 0.00% 0.00% 8.14%

CMPC BESALCO SALFA
0.260 0.827 0.730
0.5915% 1.3360% 1.2084% 10 puntos
 SHARPE
0.04899658
0.20079552
0.27643202
0.27123587
0.24929021
 W0 $ 700,000

Wfinal $1,592,000 $1,992,000

Probabilidad 0.8 0.2

a)
E(w) $1,672,000 al cabo de dos años 2,5 puntos

Rentabilidad esperada 186% en dos años 2,5 puntos

(negocio del cobre)

b)
U[E(w)] 6,171 utils 1 punto Gráfico (1 punto)
E[U(w)] 6,164 utils 1 punto

EC cumple con 20*(EC)^0,4 = 6,164

Luego, EC $1,667,720 2 puntos

c)
Se debe igualar 6.164 a la Utilidad esperada con contrato Forward. Esto es,
6.164=20*(500*P + 200.000*1,1^2)^0,4
P 2,851 10 puntos

d)
Igualamos la utilidad esperada de ambas alternativas:
20*(500*2860*(1-R) + 200.000*1,1^2)^0,4 = 20*(1.000.000)^0,4
Luego, R = 47.0% 10 puntos
** Sólo considerando los 500.000 (lo que no es correcto para el cálculo de la riqueza final)
W en t=2 1350000 1750000
0.8 0.2

E(w) $1,430,000

5,796 utils
5,788 utils

$1,425,050