Anda di halaman 1dari 15

Serie 9

Serie 23
148
136.17

Variacion S9

52

Variacion S23

-11.830

58.09

6.090

140.74

4.570

64.83

6.740

132.11

-8.630

55.79

-9.040

135.11

3.000

46.72

-9.070

138.56

3.450

39.51

-7.210

154.83

16.270

39.27

-0.240

142.66

-12.170

31.83

-7.440

143.88

1.220

29.09

-2.740

162.54

18.660

28.62

-0.470

166.51

3.970

29.89

1.270

165.53

-0.980

31.78

1.890

197.91

32.380

33.21

1.430

169.83

-28.080

32.95

-0.260

148.97

-20.860

31.19

-1.760

141.07

-7.900

32.05

0.860

156.45

15.380

35.82

3.770

140

-16.450

33.93

-1.890

154.99

14.990

32.71

-1.220

171.87

16.880

30.22

-2.490

177.66

5.790

31.56

1.340

158.23

-19.430

29.55

-2.010

147.46

-10.770

28.63

-0.920

149.01

1.550

25.07

-3.560

169.02

20.010

24.27

-0.800

178.46

9.440

23.17

-1.100

170.61

-7.850

24.32

1.150

156.54

-14.070

31.2

6.880

154.59

-1.950

30.81

-0.390

146.71

-7.880

33.02

2.210

142.54

-4.170

31.23

-1.790

178.4

35.860

29.01

-2.220

178.78

0.380

30.89

1.880

182.53

3.750

27.02

-3.870

210.6

28.070

25.64

-1.380

196.58

-14.020

23.19

-2.450

227.93

31.350

27.85

4.660

203.05

-24.880

25.32

-2.530

197.52

-5.530

20.76

-4.560

200.83

3.310

19.47

-1.290

205.79

4.960

19.09

-0.380

191.21

-14.580

17.96

-1.130

198.26

7.050

13.48

-4.480

190.8

-7.460

13.9

0.420

171.27

-19.530

15.88

1.980

223.27

52.000

14.54

-1.340

217.78

-5.490

14.23

-0.310

206.49

-11.290

14.33

0.100

195.04

-11.450

14.65

0.320

173.63

-21.410

15.6

0.950

85.65

-87.980

99.65

84.050

87.53

1.880

94.36

-5.290

69.14

-18.390

103.1

8.740

67.79

-1.350

121.04

17.940

64.65

-3.140

119.89

-1.150

69.22

4.570

115.82

-4.070

78.12

8.900

114.19

-1.630

69.19

-8.930

125.16

10.970

68.81

-0.380

135.76

10.600

63.09

-5.720

124.03

-11.730

63.01

-0.080

126.11

2.080

63.38

0.370

153.33

27.220

58.75

-4.630

160.73

7.400

85.65

26.900

99.65

-61.080

86.17

0.520

90.28

-9.370

83.71

-2.460

106.42

16.140

60.29

-23.420

104.64

-1.780

51.85

-8.440

106.12

1.480

55.91

4.060

96.89

-9.230

54.96

-0.950

108.73

11.840

52.47

-2.490

110.71

1.980

49.08

-3.390

121.29

10.580

48.72

-0.360

98.06

-23.230

51.65

2.930

102.8

4.740

53.82

2.170

81.29

-21.510

52.68

-1.140

92.07

10.780

45.38

-7.300

82.16

-9.910

51.26

5.880

70.65

-11.510

53.14

1.880

89.49

18.840
10.160

85.65

32.510

99.65

70.02

-15.630

111.85

12.200

81.9

11.880

97.36

-14.490

83.84

1.940

92.54

-4.820

85.78

1.940

94.42

1.880

98.21

12.430

80.51

-13.910

86.04

-12.170

78.06

-2.450

87.39

1.350

88.04

9.980

73.59

-13.800

96.69

8.650

86.13

12.540

104.53

7.840

84.13

-2.000

92.44

-12.090

Renta Esperada
Varianza
Desviacin Estandar

-0.71764
292.39536
17.09957

0.45438
187.18714
13.68163

Cantidades de las Series


Serie 9

Serie 23

3326

Serie 25

2542

Total Acciones

2674

8542

1. Primer Punto.

Variacion S9
Media
Error tpico
Mediana
Moda
Desviacin estndar
Varianza de la muestra
Curtosis
Coeficiente de asimetra
Rango
Mnimo
Mximo
Suma
Cuenta

Variacion S23
-0.717640449
1.812550996
-0.38
1.94
17.0995719
292.3953591
7.596318424
-0.891190661
139.98
-87.98
52
-63.87
89

Media
Error tpico
Mediana
Moda
Desviacin estndar
Varianza de la muestra
Curtosis
Coeficiente de asimetra
Rango
Mnimo
Mximo
Suma
Cuenta

0.454382022
1.450250409
-0.39
#N/A
13.681635
187.1871363
19.40631114
1.613099654
145.13
-61.08
84.05
40.44
89

2. Segundo Punto.
Serie
Precio Final Serie Cantidad Serie Valor Serie
Serie 9
$ 84.13
3,326
$ 279,816.38
Serie 23
$ 92.44
2,542
$ 234,982.48
Serie 25
$ 89.03
2,674
$ 238,066.22
Valor Actual Portafolio >>>
$ 752,865.08
Variacin Total Series >>>
Media Del Precio Del Portafolio El Prximo Mes >>>

Serie
Cantidad Serie
Varianza Serie
Covarianza
Serie 9
3,326
292.39536 Covarianza S9 y S23
Serie 23
2,542
187.18714 Covarianza S9 y S25
Serie 25
2,674
249.38034 Covarianza S23 y S25
Varianza Portafolio Proximo Mes
Desviacion Estandar
El intervalo de Chebichev se desarrollan en el archivo de Word adjunto
3. Tercer Punto.
Serie
Cantidad Serie
Cantidad ^2
Serie 9
3,326
11,062,276
Serie 23
2,542
6,461,764
Serie 25
2,674
7,150,276
Varianza Portafolio
Desviacion Estandar Portafolio
Media Del Precio Del Portafolio

Varianza
292.39536
187.18714
249.38034

Variacion S25

Los intervalos se desarrollan en el archivo de Word adjunto

Para 68%
Para 90,1%
Para 95%

Li
$ 673,952.12
$ 622,658.69
$ 595,039.16

Ls
831,778
$ 883,071.47
$ 910,691.00

5. Quinto punto.
Serie
Serie 9
Serie 23
Serie 25

Cantidad Serie
Precio Final Serie Valor Portafolio hoy
3,326
$ 84.13
$ 279,816.38
2,542
$ 92.44
$ 234,982.48
2,674
$ 89.03
$ 238,066.22
$ 752,865.08

E(Rp) Portafolio >>>

Serie
Serie 9
Serie 23
Serie 25

Cantidad Serie
Varianza
3,326
0.019765
2,542
0.052793
2,674
0.012705
Varianza Portafolio >>>
Desviacion Estandar (Riesgo) >>>

Series
Cov(S 9 y S 23)
Cov(S 9 y S 25)
Cov(S 23y S 25)

Serie 25

Serie 9
282

Variacion S25

264.93

-17.070

238.2

-26.730

235.54

-2.660

227.92

-7.620

215.71

-12.210

223.4

7.690

211.13

-12.270

232.42

21.290

226.62

-5.800

243.63

17.010

229.94

-13.690

213.64

-16.300

203.54

-10.100

207.03

3.490

179.77

-27.260

197.37

17.600

176.09

-21.280

184.04

7.950

198.29

14.250

177.98

-20.310

201.2

23.220

212.8

11.600

188.25

-24.550

169.61

-18.640

155.7

-13.910

164.23

8.530

175.85

11.620

195.18

19.330

184.04

-11.140

176.86

-7.180

198.64

21.780

178.49

-20.150

192.43

13.940

207.12

14.690

201.06

-6.060

211.84

10.780

203.34

-8.500

197.27

-6.070

181.15

-16.120

178.73

-2.420

156.26

-22.470

150.85

-5.410

162.74

11.890

160.9

-1.840

157.31

-3.590

183.06

25.750

186.51

3.450

173.73

-12.780

Serie 23

Rendimientos Continuos
-0.083308
0.110750
0.033010
0.109775
-0.063279
-0.150174
0.022454
-0.177422
0.025214
-0.167619
0.111024
-0.006093
-0.081864
-0.210052
0.008515
-0.090015
0.121945
-0.016289
0.024131
0.043418
-0.005903
0.061313
0.178660
0.044014
-0.153014
-0.007860
-0.131053
-0.054894
-0.054489
0.027200
0.103480
0.111209
-0.111094
-0.054207
0.101718
-0.036619
0.103378
-0.079177
0.033133
0.043387
-0.115822
-0.065807
-0.070493
-0.031629
0.010456
-0.132783
0.126004
-0.032431
0.054347
-0.046383
-0.044984
0.048441
-0.086069
0.249119
-0.012535
-0.012579
-0.052319
0.069274
-0.028835
-0.055734
0.224406
-0.073739
0.002128
0.062792
0.020759
-0.133855
0.143046
-0.052424
-0.068891
-0.100432
0.147969
0.183112
-0.115586
-0.095238
-0.027612
-0.198567
0.016619
-0.064153
0.024397
-0.019710
-0.073484
-0.061018
0.036207
-0.286940
-0.038354
0.030682
-0.107985
0.133172
0.265141
-0.088157
-0.024896
-0.021551
-0.053233
0.007003
-0.057047
0.022085

189.41

15.680

101.65

-87.760

96.06

-5.590

89.4

-6.660

78.82

-10.580

74.17

-4.650

75.2

1.030

82.72

7.520

83.6

0.880

99.1

15.500

106.53

7.430

89.91

-16.620

80.9

-9.010

69.57

-11.330

101.65

32.080

88.45

-13.200

90.49

2.040

91.49

1.000

91.11

-0.380

88.96

-2.150

87.28

-1.680

92.6

5.320

85.08

-7.520

83.84

-1.240

79.01

-4.830

80.43

1.420

75.78

-4.650

78.31

2.530

74.96

-3.350

77.48

2.520

101.65

24.170

102.93

1.280

108.09

5.160

105.77

-2.320

102.52

-3.250

84.95

-17.570

77.27

-7.680

73.15

-4.120

76.36

3.210

80.49

4.130

89.03

8.540

-2.16820
249.38034
15.79178

-0.116278
-0.706657
0.021712
-0.235848
-0.019719
-0.047427
0.068302
0.120956
-0.121390
-0.005507
-0.086787
-0.001269
0.005855
-0.075857
0.376978
0.006053
-0.028964
-0.328192
-0.150811
0.075388
-0.017138
-0.046364
-0.066790
-0.007362
0.058401
0.041155
-0.021409
-0.149164
0.121839
0.036019
0.477339
-0.201488
0.156718
0.023411
0.022876
0.135322
-0.132296
0.015569
-0.171872
0.157349
-0.023495
-0.006347
0.019765

0.062831
1.854393
-0.054547
0.088582
0.160422
-0.009546
-0.034537
-0.014174
0.091729
0.081296
-0.090365
0.016631
0.195438
0.047133
-0.478062
-0.098748
0.164478
-0.016868
0.014045
-0.090994
0.115291
0.018046
0.091270
-0.212605
0.047206
-0.234762
0.124526
-0.113881
-0.150930
0.236389
0.107537
0.115495
-0.138743
-0.050774
0.020112
-0.159372
-0.030904
0.120313
0.093719
0.077964
-0.122914
0.006464
0.052793

Variacion S25
Media
Error tpico
Mediana
Moda
Desviacin estndar
Varianza de la muestra
Curtosis
Coeficiente de asimetra
Rango
Mnimo
Mximo
Suma
Cuenta

E(Serie)

-2.168202247
1.673925406
-2.42
#N/A
15.7917807
249.3803376
8.683136862
-1.584834824
119.84
-87.76
32.08
-192.97
89

E(Serie)*Cantidad Serie
-0.71764
($ 2,386.87)
0.45438
$ 1,155.04
-2.16820
($ 5,797.77)
($ 7,029.61)
$ 745,835.47

Covarianza
-106.67281
118.95396
-103.78402
5,128,467,458.66
71,613.32

archivo de Word adjunto

Li
Ls
$ 560,929.88

Cantidad ^2 * Varianza
3,234,558,164
1,209,559,098
1,783,138,243
6,227,255,505
78,913
$ 752,865.08

$ 930,741.06

vo de Word adjunto

Porcentaje
37.17%
31.21%
31.62%
100.00%

E(Serie)
-0.71764
0.45438
-2.16820

E(Rp) Serie
-0.266724488
0.141820649
-0.685615161
-0.810518999

Covarianza
-0.01769
0.00848
-0.01427
308,442.72
555.38

Serie 25

ndimientos Continuos
-0.062441
-0.106355
-0.011230
-0.032886
-0.055060
0.035029
-0.056490
0.096072
-0.025271
0.072376
-0.057832
-0.073526
-0.048430
0.017001
-0.141185
0.093402
-0.114085
0.044158
0.074577
-0.108059
0.122628
0.056053
-0.122582
-0.104269
-0.085571
0.053337
0.068363
0.104291
-0.058769
-0.039795
0.116136
-0.106962
0.075200
0.073566
-0.029695
0.052228
-0.040952
-0.030306
-0.085248
-0.013449
-0.134355
-0.035235
0.075868
-0.011371
-0.022565
0.151596
0.018671
-0.070982

0.086412
-0.622378
-0.056563
-0.071852
-0.125954
-0.060807
0.013791
0.095310
0.010582
0.170086
0.072297
-0.169617
-0.105595
-0.150880
0.379202
-0.139098
0.022802
0.010990
-0.004162
-0.023881
-0.019065
0.059168
-0.084697
-0.014682
-0.059336
0.017813
-0.059553
0.032841
-0.043721
0.033065
0.271516
0.012514
0.048915
-0.021697
-0.031209
-0.187995
-0.094757
-0.054794
0.042947
0.052674
0.100840
-0.012954
0.012705

PORTAFOLIO CON TRES ACCIONES


Rentabilidad portafolio
#REF!

Riesgo

71613.31900

media portafolio -2.431


Valor portafolio Prox.
#REF!
Mes

-7,029.6058