Precios Retornos

Fecha
TWTR TM BABA r_TWTR r_TM r_BABA
8/1/2022
7/1/2022
6/1/2022
5/1/2022
4/1/2022
3/1/2022
2/1/2022
1/1/2022
12/1/2021
11/1/2021
10/1/2021
9/1/2021
8/1/2021
7/1/2021
6/1/2021
5/1/2021
4/1/2021
3/1/2021
2/1/2021
1/1/2021
12/1/2020
11/1/2020
10/1/2020
9/1/2020
8/1/2020
7/1/2020
6/1/2020
5/1/2020
4/1/2020
3/1/2020
2/1/2020
1/1/2020
12/1/2019
11/1/2019
10/1/2019
9/1/2019
8/1/2019
7/1/2019
6/1/2019
5/1/2019
4/1/2019
3/1/2019
2/1/2019
 1/1/2019
12/1/2018
11/1/2018
10/1/2018
9/1/2018
8/1/2018
7/1/2018
6/1/2018
5/1/2018
4/1/2018
3/1/2018
2/1/2018
1/1/2018
12/1/2017
11/1/2017
10/1/2017
9/1/2017
8/1/2017
7/1/2017
6/1/2017
5/1/2017
4/1/2017
3/1/2017
2/1/2017
1/1/2017
12/1/2016
11/1/2016
10/1/2016
9/1/2016
8/1/2016
7/1/2016
6/1/2016
5/1/2016
4/1/2016
3/1/2016
2/1/2016
1/1/2016
12/1/2015
11/1/2015
10/1/2015
9/1/2015
8/1/2015
7/1/2015
6/1/2015
5/1/2015
4/1/2015
3/1/2015
 2/1/2015
1/1/2015
12/1/2014
etornos
r_US T-Bill 3 meses
0.09%
0.08%
0.09%
0.10%
0.11%
0.09%
0.16%
0.14%
0.09%
0.11%
1.25%
1.52%
1.52%
1.56%
1.51%
1.84%
1.95%
2.04%
2.08%
2.30%
2.38%
2.35%
2.40%
2.36%
2.40%
2.32%
2.29%
2.15%
2.07%
1.99%
1.89%
1.89%
1.84%
1.70%
1.63%
1.44%
1.37%
1.25%
1.13%
1.04%
0.99%
1.05%
1.01%
 0.96%
0.79%
0.75%
0.53%
0.52%
0.50%
0.48%
0.34%
0.28%
0.33%
0.27%
0.26%
0.34%
0.22%
0.21%
0.33%
0.32%
0.16%
0.22%
0.08%
-0.01%
0.08%
0.08%
0.01%
0.01%
0.01%
0.03%
0.02%
0.02%
0.04%
0.03%
0.02%
0.01%
0.05%
0.02%
0.03%
0.02%
0.03%
0.05%
0.06%
0.03%
0.02%
0.01%
0.01%
0.02%
0.04%
0.03%
0.02%
0.01%
 Matriz de VARCOV (Sigma)
ATT GMC USX GOOG
ATT 0.0412268106 0.0226613788 0.0305627955 0.0022815162
GMC 0.0226613788 0.0479179697 0.0150005909 0.0017943456
USX 0.0305627955 0.0150005909 0.0903056591 0.0016924160
GOOG 0.0022815162 0.0017943456 0.0016924160 0.0036120100

RETORNOS 17.74% 19.63% 21.62% 5.00%