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Lab 5
Lab 5
d.e.
Años [IPC] [AAPL] [AMZN] [GOOGL]
2023 18.624% 434.559% 129.385% 62.832%
2024 #REF! 20.367% 25.208% 35.523%
Total #REF! 374.809% 112.281% 57.061%
Matriz VarCov
[IPC] [AAPL] [AMZN] [GOOGL]
[IPC] 3.037% -37.093% 11.927% 6.146%
[AAPL] -37.093% 1404.817% -406.905% -173.468%
[AMZN] 11.927% -406.905% 126.069% 53.956%
[GOOGL] 6.146% -173.468% 53.956% 32.560%
Matriz Correlacion
[IPC] [AAPL] [AMZN] [GOOGL]
[IPC] 100.000% -56.788% 60.956% 61.803%
[AAPL] -56.788% 100.000% -96.689% -81.109%
[AMZN] 60.956% -96.689% 100.000% 84.216%
[GOOGL] 61.803% -81.109% 84.216% 100.000%
Confianza 95%
VaR 1 Día
[IPC] [AAPL] [AMZN] [GOOGL]
Muestra/Historico 1.425% 1.603% 2.426% 3.152%
Normal 1.813% 38.991% 11.681% 5.936%
[Port]
33.954%
9.591%
0.981
[Port]
2.460%
3.222%