PRECIO

Fecha ANZPG ANZPH ANZPF RIO CSL NABPE

01.12.2022 105.34 105.06 102.7 111.94 301.89 101.65
01.11.2022 104.76 104.87 102.02 112.09 298.66 101.79
01.10.2022 104.42 105.98 102.45 88.2 300.11 101.02
01.09.2022 105.67 105 101.5 93.39 302.58 101.5
01.08.2022 105.2 104.36 103.12 94.5 300.34 101.05
01.07.2022 104.76 104.47 102.81 97.83 299.72 100.68
01.06.2022 103.38 102.41 102.49 102.7 299 100.5
01.05.2022 104.76 104.44 102.25 114.45 297.7 100.99
01.04.2022 106.65 106.65 102.9 112.83 297.32 101
01.03.2022 105.71 105.41 102.27 119.11 296.96 100.96
01.02.2022 106.61 106.36 103.55 117.324 294.4 100.7
01.01.2022 106.38 106.35 103.7 110.762 293.33 101.2
01.12.2021 107.49 106.25 104.49 99.394 289.4 101.99
01.11.2021 107.16 106.2 103.95 92.831 290.75 101.66
01.10.2021 107.38 106.33 103.34 89.644 286.55 101.55
01.09.2021 107.3 105.77 102.89 99.463 292.29 101.1
01.08.2021 107.2 106.4 104.5 111.258 282.73 102.04
01.07.2021 107.5 106 104.6 129.894 279.61 101.85
01.06.2021 106.95 106.42 103.75 123.293 280.7 101.64
01.05.2021 106.9 105.4 103.02 120.46 277.16 101.95
01.04.2021 107.4 105.93 103.43 117.948 275.6 102.4
01.03.2021 106.1 104.2 102.27 107.823 278.34 102.1
01.02.2021 106.9 105.51 104.39 122.687 282.71 102
 RENTABILIDADES
SUN ANZPG ANZPH ANZPF RIO CSL
11.56 0.6% 0.2% 0.7% -0.1% 1.1%
11.83 0.3% -1.0% -0.4% 27.1% -0.5%
11.41 -1.2% 0.9% 0.9% -5.6% -0.8%
10.03 0.4% 0.6% -1.6% -1.2% 0.7%
10.9 0.4% -0.1% 0.3% -3.4% 0.2%
11.19 1.3% 2.0% 0.3% -4.7% 0.2%
10.98 -1.3% -1.9% 0.2% -10.3% 0.4%
11.35 -1.8% -2.1% -0.6% 1.4% 0.1%
11.46 0.9% 1.2% 0.6% -5.3% 0.1%
11.12 -0.8% -0.9% -1.2% 1.5% 0.9%
10.77 0.2% 0.0% -0.1% 5.9% 0.4%
11.04 -1.0% 0.1% -0.8% 11.4% 1.4%
11.07 0.3% 0.0% 0.5% 7.1% -0.5%
10.82 -0.2% -0.1% 0.6% 3.6% 1.5%
11.72 0.1% 0.5% 0.4% -9.9% -2.0%
12.56 0.1% -0.6% -1.5% -10.6% 3.4%
12.48 -0.3% 0.4% -0.1% -14.3% 1.1%
11.468 0.5% -0.4% 0.8% 5.4% -0.4%
11.04 0.0% 1.0% 0.7% 2.4% 1.3%
11.05 -0.5% -0.5% -0.4% 2.1% 0.6%
10.444 1.2% 1.7% 1.1% 9.4% -1.0%
9.838 -0.7% -1.2% -2.0% -12.1% -1.5%
9.878
ANZPG ANZPH ANZPF RIO CSL
Rentabilidad Promedio -0.063576% -0.014165% -0.070295% -0.010438% 0.305141%
Desviacion 0.80% 1.03% 0.88% 9.18% 1.13%

Matriz covarianzas ANZPG ANZPH ANZPF RIO CSL

ANZPG 0.000064 0.000057 0.000025 0.000126 -0.000006
ANZPH 0.000057 0.000105 0.000044 -0.000035 -0.000010
ANZPF 0.000025 0.000044 0.000077 0.000111 -0.000026
RIO 0.000126 -0.000035 0.000111 0.008434 -0.000074
CSL -0.000006 -0.000010 -0.000026 -0.000074 0.000127
NABPE 0.000014 0.000005 0.000004 0.000093 -0.000026
SUN -0.000023 0.000108 0.000101 0.000243 -0.000081
Porcentaje Invertido W
ANZPG ANZPH ANZPF RIO CSL
0.000000% 0.000000% 0.000000% 0.000000% 100.000000%

ANZPG 0.00000
ANZPH 0.00000
 ANZPF 0.00000
RIO 0.00000
CSL 1.00000
NABPE 0.00000
SUN 0.00000

0.000000% 0.000000% 0.000000% 0.000000% 100.000000%

0.000000% 0.000000% 0.000000% 0.000000% 82.473474%
0.000000% 0.000000% 10.538466% 0.000000% 21.622992%
1.157846% 0.000000% 18.451435% 0.000000% 9.548319%
0.9422923% 0.0000000% 18.3771007% 0.0000000% 9.8152523%

Australia
0.450000%
0.400000%
0.350000%
0.300000%
0.250000%
0.200000%
0.150000%
0.100000%
0.050000%
0.000000%
0.20000% 0.40000% 0.60000% 0.80000% 1.00000% 1.20000% 1.40000%
 NABPE SUN
-0.1% -0.02282333052
0.8% 0.03680981595
-0.5% 0.13758723829
0.4% -0.07981651376
0.4% -0.02591599643
0.2% 0.01912568306
-0.5% -0.03259911894
0.0% -0.00959860384
0.0% 0.03057553957
0.3% 0.03249767874
-0.5% -0.02445652174
-0.8% -0.0027100271
0.3% 0.02310536044
0.1% -0.07679180887
0.4% -0.06687898089
-0.9% 0.00641025641
0.2% 0.08824555284
0.2% 0.03876811594
-0.3% -0.00090497738
-0.4% 0.05802374569
0.3% 0.06159788575
0.1% -0.00404940271

NABPE SUN
-0.014723% 0.846371% 0% -0.000141648
0.42% 5.13%
portafolio
NABPE SUN Rentabilidad Promedio Rentabilidad 0.305%
0.000014 -0.000023 ANZPG -0.00063576 Varianza 0.000127
0.000005 0.000108 ANZPH -0.00014165 Desviaciòn 1.128%
0.000004 0.000101 ANZPF -0.00070295
0.000093 0.000243 RIO -0.00010438
-0.000026 -0.000081 CSL 0.00305141
0.000018 -0.000024 NABPE -0.00014723
-0.000024 0.002627 SUN 0.00846371
W
NABPE SUN total
0.000000% 0.000000% 100% V
 y x

0.000000% 0.000000% 100% 0.305141% 0.0001272 1.12801%

0.000000% 17.526526% 100% 0.400000% 0.0001439 1.19969%
66.724012% 1.114530% 100% 0.058182% 0.0000065 0.25587%
70.842469% 0.000000% 100% 0.005000% 0.0000098 0.31337%
70.8653547% 0.0000000% 100.0000000% 0.006000% 0.000968% 0.311166%

% 1.40000%
-0.0007029 -0.0001044 0.00305141 -0.0001472 0.00846371 1%
 PRECIO
PRECIO NOVOB NDADK ORSTED PNDORA DSV TRYG
01.12.2022 897 74.81 648 542.4 1,128.00 167.8
01.11.2022 884 74.23 620.5 527.6 1,119.00 165.5
01.10.2022 819.1 71.96 621.4 397.1 1,020.00 163.1
01.09.2022 761.4 65.33 607.5 359.1 896 156.9
01.08.2022 792.5 68.93 726.9 447.1 1,096.50 167.6
01.07.2022 854 71.69 845.6 537.6 1,220.00 165.8
01.06.2022 787.2 62.24 741.9 446.5 991.2 159.4
01.05.2022 767.7 71.11 784.2 559.6 1,137.50 161.6
01.04.2022 812.3 71.21 792.9 629 1,170.00 169
01.03.2022 748.9 70.2 849.2 647.6 1,300.50 164.3
01.02.2022 682.1 73.95 861.2 685.6 1,227.00 150.6
01.01.2022 656.1 78.48 699 714 1,337.50 156.4
01.12.2021 735 80.39 835.2 815.4 1,527.50 161.5
01.11.2021 704.7 78.33 844.8 814 1,428.00 158.9
01.10.2021 704.3 78.44 908 898.6 1,495.50 152.6
01.09.2021 621.4 82.37 848.8 780 1,540.50 145.9
01.08.2021 627.7 73.94 1,001.00 754 1,605.00 155.9
01.07.2021 580 73.69 931.4 812 1,528.00 155.1
01.06.2021 525.4 69.6 880 843 1,462.50 153.9
01.05.2021 481.3 65.52 922.8 823.6 1,472.50 143.3
01.04.2021 453 64.93 902.2 702 1,379.50 141.6
01.03.2021 429.8 62.47 1,024.50 679.6 1,244.50 149.6
01.02.2021 438 55.86 998 599.6 1,132.00 151
01.01.2021 425.4 50.01 1,167.00 593.2 959.6 149

Rentabilidad
Desviacion

Matriz Covaria
NOVOB
NDADK
ORSTED
PNDORA
DSV
TRYG

Porcentajes Invertidos

NOVOB
 NDADK
ORSTED
PNDORA
DSV
TRYG

0
0.12545%
1.36871%
2.61198%
3.60660%

D
0.012

0.01

0.008

0.006

0.004

0.002

0
0.03572 0.03574 0.03576 0.03578
 RENTABILIDADES
NOVOB NDADK ORSTED PNDORA DSV TRYG
1.5% 0.8% 4.4% 2.8% 0.8% 1.4%
7.9% 3.2% -0.1% 32.9% 9.7% 1.5%
7.6% 10.1% 2.3% 10.6% 13.8% 4.0%
-3.9% -5.2% -16.4% -19.7% -18.3% -6.4%
-7.2% -3.8% -14.0% -16.8% -10.1% 1.1%
8.5% 15.2% 14.0% 20.4% 23.1% 4.0%
2.5% -12.5% -5.4% -20.2% -12.9% -1.4%
-5.5% -0.1% -1.1% -11.0% -2.8% -4.4%
8.5% 1.4% -6.6% -2.9% -10.0% 2.9%
9.8% -5.1% -1.4% -5.5% 6.0% 9.1%
4.0% -5.8% 23.2% -4.0% -8.3% -3.7%
-10.7% -2.4% -16.3% -12.4% -12.4% -3.2%
4.3% 2.6% -1.1% 0.2% 7.0% 1.6%
0.1% -0.1% -7.0% -9.4% -4.5% 4.1%
13.3% -4.8% 7.0% 15.2% -2.9% 4.6%
-1.0% 11.4% -15.2% 3.4% -4.0% -6.4%
8.2% 0.3% 7.5% -7.1% 5.0% 0.5%
10.4% 5.9% 5.8% -3.7% 4.5% 0.8%
9.2% 6.2% -4.6% 2.4% -0.7% 7.4%
6.2% 0.9% 2.3% 17.3% 6.7% 1.2%
5.4% 3.9% -11.9% 3.3% 10.8% -5.3%
-1.9% 11.8% 2.7% 13.3% 9.9% -0.9%
3.0% 11.7% -14.5% 1.1% 18.0% 1.3%

NOVOB NDADK ORSTED PNDORA DSV TRYG

3.4816% 1.9887% -2.0287% 0.4370% 1.2386% 0.5993%
6.10% 6.74% 9.95% 13.05% 10.38% 4.04%

NOVOB NDADK ORSTED PNDORA DSV TRYG

0.003719418 0.000659336 0.003232729 0.00416581 0.00301395 0.00147608
0.000659336 0.004538593 0.00024898 0.005039921 0.00513354 0.00024912
0.003232729 0.00024898 0.009906844 0.005254927 0.00339896 0.00109735
0.00416581 0.005039921 0.005254927 0.017017856 0.00941793 0.0015687
0.003013947 0.005133535 0.003398961 0.00941793 0.01077227 0.00151307
0.001476081 0.000249125 0.001097354 0.001568701 0.00151307 0.00163235

tajes Invertidos
NOVOB NDADK ORSTED PNDORA DSV TRYG total
0.00000% 23.97355% 4.35308% 0.00000% 0.00000% 71.67346% 100%

0.0%
 24.0%
4.4%
0.0%
0.0%
71.7%
100.0%

y
24.0% 4.4% 0.0% 0.0% 0.71673464 1.000001 0.00817983
24.61698% 3.61253% 0.00000% 0.00000% 71.64505% 100% 0.0085
24.70067% 3.11775% 0.00000% 0.00000% 70.81286% 100% 0.009
24.78436% 2.62297% 0.00000% 0.00000% 69.98068% 100% 0.0095
24.85132% 2.22715% 0.00000% 0.00000% 69.31493% 100% 0.0099

Dinamarca
2

0
03572 0.03574 0.03576 0.03578 0.0358 0.03582 0.03584 0.03586 0.03588 0.0359
 Portafolio
Rentabilidad Promedio rentabilidad 0.00817983
NOVOB 0.0348157466508045 varianza 0.00127746
NDADK 0.0198871092115667 desviacion 0.03574156
ORSTED -0.0202868844296714
PNDORA 0.00436959670312835
DSV 0.0123855092815874
TRYG 0.00599286159879781
 x
0.00127746 0.0357415558525038
0.00127832 0.035753628322851
0.00128104 0.0357916756068053
0.00128442 0.0358388654216426
0.0012876 0.0358831758898296
 PRECIO
Louis Vuitton L'Oréal Kering DIOR Caterpillar
FECHA
01.12.2022 715.3 360.75 559.7 714 226
01.11.2022 737.3 354.8 567.4 724 222
01.10.2022 639 318.1 463.7 626.5 233
01.09.2022 610.4 330.25 458.55 595.5 217
01.08.2022 647.5 343.25 503 623.5 227
01.07.2022 675 368.1 556.9 661.5 232
01.06.2022 581.7 329.3 490.1 566 227
01.05.2022 597.2 328.55 509.7 580 227
01.04.2022 619.5 348.9 513.1 590 227
01.03.2022 649.4 363.85 575.7 618.5 228
01.02.2022 659.9 355 637.1 638.5 234
01.01.2022 722.6 376.85 656.3 685 216
01.12.2021 727 416.95 706.9 730 225
01.11.2021 686.6 397.5 681.4 666 226
01.10.2021 677.2 394.95 648.2 677.5 216
01.09.2021 620.1 356.85 616 624 170
01.08.2021 626.8 396.3 674 638 191
01.07.2021 673.9 385.9 756.2 684 190
01.06.2021 661.3 375.8 737 679 172.5
01.05.2021 652 368.3 748.3 664.5 203
01.04.2021 626.2 341.65 666.5 611 205
01.03.2021 568.1 326.8 588.6 517 201.1
01.02.2021 525 302.8 524.9 460.4 168.55
01.01.2021 498.3 290.1 541.6 431 180.55
 RENTABILIDADES
Louis
Vinci  AXAF L'Oréal Kering DIOR
Vuitton
98.06 27.39 -3.0% 1.7% -1.4% -1.4%
96.62 27.02 15.4% 11.5% 22.4% 15.6%
93.18 25 4.7% -3.7% 1.1% 5.2%
83.17 22.48 -5.7% -3.8% -8.8% -4.5%
92.25 23.52 -4.1% -6.8% -9.7% -5.7%
93.38 22.45 16.0% 11.8% 13.6% 16.9%
84.96 21.66 -2.6% 0.2% -3.8% -2.4%
89.68 23.51 -3.6% -5.8% -0.7% -1.7%
92.84 25.46 -4.6% -4.1% -10.9% -4.6%
92.99 26.57 -1.6% 2.5% -9.6% -3.1%
94.52 24.27 -8.7% -5.8% -2.9% -6.8%
96.66 27.95 -0.6% -9.6% -7.2% -6.2%
92.91 26.18 5.9% 4.9% 3.7% 9.6%
83.66 24.35 1.4% 0.6% 5.1% -1.7%
92.37 25.16 9.2% 10.7% 5.2% 8.6%
90.15 24.08 -1.1% -10.0% -8.6% -2.2%
90.89 23.78 -7.0% 2.7% -10.9% -6.7%
89.21 21.88 1.9% 2.7% 2.6% 0.7%
89.99 21.39 1.4% 2.0% -1.5% 2.2%
92.92 22.58 4.1% 7.8% 12.3% 8.8%
91.4 23.52 10.2% 4.5% 13.2% 18.2%
87.36 22.89 8.2% 7.9% 12.1% 12.3%
86.04 20.8 5.4% 4.4% -3.1% 6.8%
76.58 18.3

Louis
L'Oréal Kering DIOR
Vuitton
Rentabilidad Promedio 1.7964% 1.1510% 0.5397% 2.5113%
Desviacion 6.64% 6.33% 9.07% 7.85%

Louis
L'Oréal Kering DIOR
Vuitton
Louis Vuitton 0.44% 0.32% 0.51% 0.49%
L'Oréal 0.32% 0.40% 0.43% 0.39%
Kering 0.51% 0.43% 0.82% 0.63%
DIOR 0.49% 0.39% 0.63% 0.62%
Caterpillar 0.13% 0.20% 0.25% 0.16%
Vinci  0.22% 0.13% 0.17% 0.26%
AXAF 0.22% 0.14% 0.09% 0.20%
 porcentajes invertidos
Louis
L'Oréal Kering DIOR
Vuitton
0.000% 28.868% 0.000% 0.000%

Louis Vuitton 0.0%

L'Oréal 28.9%
Kering 0.0%
DIOR 0.0%
Caterpillar 18.1%
Vinci  43.0%

0.03

0.025

0.02

0.015

0.01

0.005

0
0.045 0.05
Caterpillar Vinci  AXAF
1.8% 1.5% 1.4%
-4.7% 3.7% 8.1%
7.4% 12.0% 11.2%
-4.4% -9.8% -4.4%
-2.2% -1.2% 4.8%
2.2% 9.9% 3.6%
0.0% -5.3% -7.9%
0.0% -3.4% -7.7%
-0.4% -0.2% -4.2%
-2.6% -1.6% 9.5%
8.3% -2.2% -13.2%
-4.0% 4.0% 6.8%
-0.4% 11.1% 7.5%
4.6% -9.4% -3.2%
27.1% 2.5% 4.5%
-11.0% -0.8% 1.3%
0.5% 1.9% 8.7%
10.1% -0.9% 2.3%
-15.0% -3.2% -5.3%
-1.0% 1.7% -4.0%
1.9% 4.6% 2.8%
19.3% 1.5% 10.0%
-6.6% 12.4% 13.7%

Caterpillar Vinci  AXAF

1.3458% 1.2506% 2.0099%
8.81% 5.88% 6.95%

Caterpillar Vinci  AXAF

Rentabilidad Promedio
0.13% 0.22% 0.22% Louis Vuitton 0.0179637
0.20% 0.13% 0.14% L'Oréal 0.01150956
0.25% 0.17% 0.09% Kering 0.00539667
0.16% 0.26% 0.20% DIOR 0.02511339
0.78% 0.04% 0.07% Caterpillar 0.01345819
0.04% 0.35% 0.28% Vinci  0.01250622
0.07% 0.28% 0.48% AXAF 0.02009933
Caterpillar Vinci  AXAF total

18.105% 42.952% 10.075% 100.0% Portafolio

rentabilidad
varianza
desviacion

0.0% 28.9% 0 0 0.18104746 0.42952341 0.1007508319

0.000% 11.026% 0.000% 16.947% 19.919% 22.113% 29.995%
0.000% 0.000% 0.000% 33.477% 19.961% 5.955% 40.606%
0.000% 0.000% 0.000% 97.739% 0.000% 0.000% 2.261%

Francia
0.03

0.025

0.02

0.015

0.01

0.005

0
0.045 0.05 0.055 0.06 0.065 0.07 0.075 0.08
Portafolio Portafolio
1.3156% rentabilidad 0.0000%
Err:502 varianza 0.00221326
Err:502 desviacion 4.7050%

y x
1 0.01315587 0.00221326 0.04704527
100.0% 0.017 0.00251995 0.05019911
100.0% 0.02 0.00292728 0.05410435
100.0% 0.02500001 0.00597674 0.0773094