Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Adj
Date
Open High
Low
Close Volume Close
01/07/2010
18.96
20.48
18.96
20.48
0
20.48
01/06/2010
19.82
21.02
19.22
19.3
0
19.3
03/05/2010
22.85
22.85
18.43
20.02
0
20.02
01/04/2010
23.35
24.24
22.7
22.88
0
22.88
01/03/2010
20.97
22.92
20.97
22.92
0
22.92
01/02/2010
21.05
21.45
19.71
20.48
0
20.48
04/01/2010
20.92
22.66
20.8
20.9
0
20.9
01/12/2009
21.07
21.32
20.32
20.57
0
20.57
02/11/2009
19.88
21.52
19.68
20.45
0
20.45
01/10/2009
18.88
21.04
18.44
19.78
0
19.78
01/09/2009
16.09
18.84
15.75
18.77
0
18.77
03/08/2009
15.91
16.38
15.09
16.24
0
16.24
01/07/2009
14.72
15.15
12.92
15.15
0
15.15
01/06/2009
16.73
16.73
13.98
14.52
0
14.52
01/05/2009
12.36
15.74
12.36
15.74
0
15.74
01/04/2009
10.1
12.18
10.1
12.18
0
12.18
02/03/2009
8.21
10.62
8.21
9.89
0
9.89
02/02/2009
8.08
9.17
8.08
8.43
0
8.43
02/01/2009
10.07
10.46
8.05
8.37
0
8.37
01/12/2008
16.91
18.47
9.7
9.9
0
9.9
03/11/2008
23.65
24.86
15.66
17.91
0
17.91
01/10/2008
34.22
34.22
18.56
23
0
23
02/09/2008
47.81
47.81
33.79
34.62
0
34.62
01/08/2008
55.03
55.03
46.41
48.06
0
48.06
01/07/2008
65.75
65.75
52.86
55.79
0
55.79
02/06/2008
68.39
69.41
66.6
66.83
0
66.83
01/05/2008
61.33
68.78
61.33
68.17
0
68.17
01/04/2008
58.44
62.64
58.44
61.62
0
61.62
03/03/2008
59.61
60.08
55.99
58.09
0
58.09
01/02/2008
57.95
60.89
56.42
59.68
0
59.68
02/01/2008
63.23
64.16
55.48
56.3
0
56.3
03/12/2007
67.26
68.66
59.41
62.82
0
62.82
01/11/2007
67.89
69.35
65.99
67.11
0
67.11
01/10/2007
62.94
68.4
62.94
68.4
0
68.4
04/09/2007
59.1
63.02
58.33
63.02
0
63.02
01/08/2007
60.27
60.53
55.1
59.03
0
59.03
02/07/2007
58.61
62.93
58.61
60.91
0
60.91
01/06/2007
56.05
58.36
55.06
58.36
0
58.36
01/05/2007
58.75
59.06
53.3
54.59
0
54.59
02/04/2007
57.61
60.25
57.59
58.84
0
58.84
01/03/2007
54.04
57.88
52.31
57.65
0
57.65
01/02/2007
55.23
58.08
54.66
55.21
0
55.21
03/01/2007
56.5
61.33
51.89
54.23
0
54.23
01/12/2006
62.52
63.58
54.19
56.51
0
56.51
01/11/2006
58.78
62.23
57.92
62.23
0
62.23
02/10/2006
55.95
58.86
55.07
57.94
0
57.94
01/09/2006
57.11
57.69
53.43
56.61
0
56.61
01/08/2006
55.09
58.1
55.09
57.51
0
57.51
03/07/2006
54.21
55.4
52.64
55.4
0
55.4
01/06/2006
54.55
57.46
48.04
54.03
0
54.03
01/05/2006
60.91
63.68
49.84
54.67
0
54.67
03/04/2006
57.62
61.54
57.62
60.84
0
60.84
01/03/2006
56.52
57.86
53.65
57.07
0
57.07
01/02/2006
54.63
57.42
54.03
56.93
0
56.93
03/01/2006
47.23
55.58
47.23
54.11
0
54.11
01/12/2005
49.04
50.48
46.5
46.65
0
46.65
variacin
0.0611399
-0.03596404
-0.125
-0.0017452
0.11914063
-0.02009569
0.01604278
0.00586797
0.0338726
0.05380927
0.15578818
0.07194719
0.04338843
-0.07750953
0.29228243
0.23154702
0.17319098
0.00716846
-0.15454545
-0.44723618
-0.22130435
-0.33564414
-0.27965044
-0.1385553
-0.16519527
-0.01965674
0.10629666
0.06076777
-0.02664209
0.06003552
-0.1037886
-0.0639249
-0.01885965
0.08536972
0.06759275
-0.03086521
0.04369431
0.06906027
-0.07222978
0.0206418
0.04419489
01/11/2005
03/10/2005
01/09/2005
01/08/2005
01/07/2005
23/06/2005
46.42
50.32
45.89
41.08
37.68
37.12
49.31
50.91
50.06
45.44
41.15
37.38
46.42
44.76
45.46
41.08
37.68
37.03
49.04
46.28
50.06
45.44
41.12
37.38
0
0
0
0
0
0
Matriz de
Covarianza
x1
x2
x3
x4
x5
x6
x7
x8
x9
x10
x11
x12
x13
x14
x15
x1
0.01979889
0.00818387
0.00399798
0.0040886
0.00410954
0.00401415
0.01356765
0.01797541
0.01794421
0.0175023
0.01144997
0.011521
0.01026572
0.01034319
0.00793121
promedio
0.01084625 0.00608438
x2
0.00818387
0.00560028
0.00303436
0.00309131
0.00309903
0.00303824
0.00839069
0.00958828
0.00959438
0.00907212
0.00617483
0.00617718
0.00538045
0.0053725
0.00546814
49.04
46.28
50.06
45.44
41.12
37.38
x3
0.00399798
0.00303436
0.00237485
0.00238711
0.00239331
0.00237714
0.00467011
0.0047412
0.00474675
0.00454171
0.00355668
0.00355384
0.00312985
0.00313143
0.00325323
x4
0.0040886
0.00309131
0.00238711
0.0024218
0.00242916
0.0023913
0.00475234
0.0048559
0.00486162
0.00462437
0.0035935
0.00358967
0.00318953
0.00319084
0.00331815
x5
0.00410954
0.00309903
0.00239331
0.00242916
0.00243686
0.0023978
0.00476484
0.00486928
0.00487495
0.0046421
0.00360754
0.00360367
0.00320609
0.0032076
0.00332828
x6
0.00401415
0.00303824
0.00237714
0.0023913
0.0023978
0.00238003
0.00467767
0.00475435
0.00475993
0.00455572
0.0035621
0.00355899
0.00313915
0.00314043
0.00325667
x7
0.01356765
0.00839069
0.00467011
0.00475234
0.00476484
0.00467767
0.01390736
0.01547421
0.0154839
0.0146777
0.00968423
0.00969262
0.00899585
0.00899135
0.00830393
x8
0.01797541
0.00958828
0.0047412
0.0048559
0.00486928
0.00475435
0.01547421
0.0201391
0.02013555
0.01851571
0.01182708
0.01184799
0.01045768
0.01045777
0.00916654
x9
0.01794421
0.00959438
0.00474675
0.00486162
0.00487495
0.00475993
0.0154839
0.02013555
0.0201327
0.01852331
0.01181857
0.01183893
0.01045782
0.01045692
0.00916915
x10
0.0175023
0.00907212
0.00454171
0.00462437
0.0046421
0.00455572
0.0146777
0.01851571
0.01852331
0.0207321
0.01109883
0.01111534
0.01049798
0.01045829
0.00823909
x11
0.01144997
0.00617483
0.00355668
0.0035935
0.00360754
0.0035621
0.00968423
0.01182708
0.01181857
0.01109883
0.00826971
0.00829859
0.00711718
0.00714874
0.00641017
x12
0.011521
0.00617718
0.00355384
0.00358967
0.00360367
0.00355899
0.00969262
0.01184799
0.01183893
0.01111534
0.00829859
0.00832891
0.00713493
0.00716814
0.00641227
Para 0,01
Valor de la Funcion Objetivo = 0,01
Para 0,002
Valor de la Funcion Objetivo = 0,00
Para 0,00680908
Valor de la Funcion Objetivo = 0,01
Para 0,005
Valor de la Funcion Objetivo = 0,00
Varianza
Para 0,009
Valor de la Funcion Objetivo = 0,01
Riesgo
x14
0.01034319
0.0053725
0.00313143
0.00319084
0.0032076
0.00314043
0.00899135
0.01045777
0.01045692
0.01045829
0.00714874
0.00716814
0.0075427
0.00757125
0.00559604
x15
0.00793121
0.00546814
0.00325323
0.00331815
0.00332828
0.00325667
0.00830393
0.00916654
0.00916915
0.00823909
0.00641017
0.00641227
0.0055821
0.00559604
0.00632108
0.0034593 0.00351901 0.00353134 0.00346691 0.00973563 0.01165374 0.01165325 0.01125311 0.00757451 0.00758947 0.00690611 0.00691848 0.00611707
promedio
U.N.E.T.
x13
0.01026572
0.00538045
0.00312985
0.00318953
0.00320609
0.00313915
0.00899585
0.01045768
0.01045782
0.01049798
0.00711718
0.00713493
0.00751868
0.00751868
0.0055821
Activo 2
variacion
0.07662835
0.0155642
0.08432304
0.00717703
0.06496815
0.01008827
0.01612903
0.01346389
0.04076433
0.01290323
0.06019152
0.07184751
0.07064364
-0.0124031
0.16847826
0.16210526
0.06263982
0.04893617
0.09441233
0.00581395
-0.0915493
-0.2565445
0.15673289
0.03101604
-0.0290758
0.05957031
0.01688183
0.02965235
0.0198123
0.0412595
0.09171598
-0.0259366
0.06469003
0.03631285
0.01994302
0.02409639
0.02175884
0.00181653
0.01194853
0.03422053
0.03543307
promedio
Varianza
Riesgo
Matriz de Covarianza Covarianza
0.00159602 0.00560028 0.07576467
1 0.008183873
2 0.005600279
3 0.003034358
4 0.003091313
5 0.003099034
6 0.003038236
7 0.008390694
8
9
10
11
12
13
14
15
0.009588282
0.009594378
0.009072117
0.006174833
0.006177177
0.005380454
0.005372499
0.005468141
Activo 3
variacion
0.01928934
-0.00303644
-0.06038992
0.00238322
0.05852674
0.0005048
-0.02844532
0.02001001
0.0121519
-0.03564453
0.01890547
0.05567227
0.07146877
-0.00112423
0.04217926
0.08587786
0.00963391
-0.05807623
-0.04173913
0.01113716
-0.04103429
-0.10782347
-0.1114082
0.01217862
-0.02420775
-0.09769658
0.0194332
0.04883227
-0.01711185
0.00503356
-0.09422492
-0.08769497
-0.02500845
0.02850191
0.0337765
-0.00678087
-0.02267178
0.00279818
0.03549439
0.05060883
0.04826486
Promedio
varianza
Riesgo
Matriz de Covarianza
-0.00418185 0.00237485 0.0493378
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.003997981
0.003034358
0.002374848
0.002387112
0.002393312
0.002377138
0.004670112
0.0047412
0.00474675
0.004541712
0.003556681
0.003553839
0.003129852
0.003131426
0.003253225
Activo 4
variacion
0.04460581
-0.00413223
-0.06065017
0.00145773
0.05755396
-0.00051361
-0.02892768
0.02873268
0.01089212
-0.03648176
0.0314433
0.05434783
0.07101281
-0.00174317
0.04113733
0.08535785
0.00794176
-0.05856698
-0.04236277
0.01024714
-0.04159445
-0.10865088
-0.11202561
0.01156337
-0.02524797
-0.09837398
0.01863354
0.04817708
-0.01832126
0.00427899
-0.09488768
-0.08211873
-0.02563214
0.02740214
0.03308824
-0.00766144
-0.02351265
0.00285816
0.03475046
0.04967016
0.04756098
promedio
Varinza
Riesgo
Matriz de Covarianza
-0.00362663 0.0024218 0.04982319
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.004088599
0.003091313
0.002387112
0.002421805
0.002429159
0.0023913
0.004752342
0.004855899
0.004861616
0.004624371
0.003593495
0.003589666
0.00318953
0.003190841
0.00331815
Activo 5
variacion
0.04497354
-0.00421496
-0.06132542
0.00198216
0.05765199
-0.00052383
-0.02899288
0.02985856
0.01112288
-0.03673469
0.03430079
0.05453534
0.07027993
-0.00118977
0.04086687
0.08534946
0.00813008
-0.05867347
-0.04215027
0.00987045
-0.04139562
-0.10859251
-0.11272217
0.01135289
-0.02490775
-0.0985447
0.01863617
0.04793609
-0.01787271
0.00437828
-0.09508716
-0.08318198
-0.02583156
0.02763636
0.03305785
-0.00782706
-0.02329814
0.00292077
0.03436556
0.04996035
0.04734219
promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00357459 0.00243686 0.04997779
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.004109535
0.003099034
0.002393312
0.002429159
0.002436858
0.002397798
0.004764843
0.004869278
0.004874947
0.004642097
0.003607535
0.003603675
0.00320609
0.003207597
0.003328283
Activo 6
variacion
0.01916106
-0.00361197
-0.06013579
0.00194363
0.05864198
-0.00051414
-0.02847153
0.02247191
0.01136364
-0.03585657
0.02240326
0.05477981
0.07134638
-0.00114943
0.04191617
0.08582575
0.00918635
-0.0586782
-0.04144464
0.01077199
-0.04130809
-0.10798362
-0.11222172
0.01195402
-0.02422611
-0.09793606
0.01896907
0.04887543
-0.01742456
0.00469684
-0.09435422
-0.08686441
-0.02546456
0.02830856
0.03365033
-0.00726216
-0.02271114
0.00284698
0.03537214
0.0503096
0.04827586
promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00425727 0.00238003 0.04939161
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.004014154
0.003038236
0.002377138
0.0023913
0.002397798
0.00238003
0.004677673
0.00475435
0.004759933
0.004555718
0.003562101
0.003558994
0.003139153
0.00314043
0.003256665
Activo 7
variacion
0.11201445
-0.07052897
-0.1517094
-0.00071174
0.11287129
-0.02396598
0.01690252
0.01719312
0.03646913
0.00877926
0.08088568
0.10209163
0.17495611
-0.03880765
0.21448087
0.29214475
0.17409326
-0.07919847
-0.17284925
-0.03503427
-0.12408272
-0.35775493
-0.20881356
-0.12410926
-0.00999412
-0.08597528
0.05618615
0.03101229
0.01004728
0.04638219
-0.14602588
-0.05819448
-0.04985822
0.0952381
0.07692308
-0.03131749
0.0283176
0.04134143
-0.00317003
0.03335319
0.05697199
promedio Varianza
Riesgo
Matriz de Covarianza
0.00113545 0.01390736 0.11939447
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.013567647
0.008390694
0.004670112
0.004752342
0.004764843
0.004677673
0.013907356
0.015474207
0.015483904
0.014677701
0.009684227
0.009692615
0.008995851
0.008991348
0.008303927
Activo 8
variacion
0.124
-0.0530303
-0.09278351
-0.01522843
0.09647495
0.00185874
0.01605288
0.0443787
0.04968944
0.0420712
0.12363636
0.06865285
0.12046444
-0.09222661
0.33391916
0.29612756
0.22625698
0.03170029
-0.15776699
-0.12340426
-0.13284133
-0.48034516
-0.30835544
-0.09265945
-0.15890688
-0.0617284
0.13714903
0.03405918
-0.04784689
0.08477509
-0.0844773
-0.01456816
-0.01131687
0.10454545
0.08910891
-0.04941176
0.05328377
0.07959866
-0.02159686
0.00858086
0
promedio Varianza
Riesgo
Matriz de Covarianza
0.00409488 0.0201391 0.14367526
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.017975409
0.009588282
0.0047412
0.004855899
0.004869278
0.00475435
0.015474207
0.020139104
0.020135552
0.018515713
0.011827077
0.011847993
0.010457682
0.01045777
0.009166539
10
Activo 9
variacion
0.12411705
-0.05348615
-0.09350649
-0.01534527
0.09626168
0.00093545
0.0161597
0.04468719
0.04895833
0.04234528
0.12317073
0.06770833
0.12116788
-0.09271523
0.33392226
0.29519451
0.22752809
0.02890173
-0.15815085
-0.11991435
-0.13358071
-0.48073218
-0.30846103
-0.09250302
-0.15955285
-0.06151645
0.13658537
0.03419283
-0.04802561
0.0838635
-0.0847009
-0.01511992
-0.01134021
0.10415481
0.08859975
-0.04946996
0.05269684
0.07965194
-0.02225131
0.00858086
0
promedio Varianza
Riesgo
Matriz de Covarianza
0.00387833 0.0201327 0.14365243
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.017944212
0.009594378
0.00474675
0.004861616
0.004874947
0.004759933
0.015483904
0.020135552
0.020132703
0.018523306
0.011818565
0.011838927
0.010457817
0.010456921
0.009169153
11
Activo 10
variacion
0.06701882
-0.03627108
-0.12133072
-0.01324138
0.12998753
-0.02640364
0.03226817
0.0247191
0.05485946
0.04457022
0.17254251
0.05884936
0.04979253
-0.12079449
0.34295046
0.21978752
0.23848684
0.04827586
-0.16426513
-0.04473503
-0.43153365
-0.33987603
-0.25294231
-0.15102375
-0.14219474
-0.06367583
0.15219039
0.04020814
-0.00952678
0.05712399
-0.13360034
-0.10463627
-0.00063996
0.10119803
0.08702313
-0.03360971
0.03923681
0.07831425
-0.05813408
-0.00435662
0.04047272
promedio
Varianza Riesgo
Matriz de Covarianza
-0.00421746 0.0207321 0.1457752
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.017502295
0.009072117
0.004541712
0.004624371
0.004642097
0.004555718
0.014677701
0.018515713
0.018523306
0.020732105
0.011098828
0.011115336
0.010497982
0.010458286
0.008239091
12
Activo 11
variacion
0.0483871
-0.01254826
-0.11604096
0.00428449
0.07557604
-0.02428058
-0.04344086
-0.01357658
0.04523282
-0.00397527
0.07963758
0.08484221
0.08291317
-0.01490066
0.20558882
0.18160377
0.13368984
-0.00531915
-0.01998262
-0.14992614
-0.09005376
-0.25711433
-0.21849395
-0.05668016
-0.08054146
-0.08627087
0.05170732
0.03187919
-0.01487603
0.0282121
-0.07280176
-0.11095545
-0.07081489
0.0529057
0.0570849
-0.02679075
-0.01663894
0.00305981
0.01754883
0.04249041
0.04180756
promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00579443 0.00826971 0.09206763
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.011449969
0.006174833
0.003556681
0.003593495
0.003607535
0.003562101
0.009684227
0.011827077
0.011818565
0.011098828
0.008269707
0.008298592
0.007117179
0.007148744
0.006410165
13
Activo 12
Variacion
0.04867872
-0.01191022
-0.11547812
0.00488599
0.0762489
-0.02353445
-0.04299754
-0.01730382
0.04631579
-0.00335711
0.08023572
0.08562992
0.08373333
-0.01471361
0.20672162
0.18127341
0.13520408
-0.00507614
-0.01908714
-0.15557113
-0.08992347
-0.25651968
-0.21772997
-0.05635282
-0.07987118
-0.0859582
0.05268051
0.03230966
-0.01419111
0.02887735
-0.07224564
-0.11105165
-0.07016671
0.05347313
0.05766565
-0.0261879
-0.01594049
0.00373333
0.01819169
0.04334278
0.04222025
Promedio Varianza
Riesgo
Matriz de Covarianza
-0.00545722 0.00832891 0.09239663
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.011520999
0.006177177
0.003553839
0.003589666
0.003603675
0.003558994
0.009692615
0.011847993
0.011838927
0.011115336
0.008298592
0.008328915
0.007134927
0.007168136
0.006412272
14
Activo 13
Variacion
0.07595573
-0.07534884
-0.13306452
-0.00361591
0.13756856
-0.04579154
0.03334836
0.04276316
0.0365319
0.01987084
0.09760087
0.04441913
0.10440252
-0.07986111
0.23428571
0.17056856
0.0862852
-0.01871658
-0.06810631
-0.10549777
-0.08185539
-0.16084717
-0.16251198
-0.08948058
-0.02758913
-0.05381526
0.0383653
0.00502934
-0.00583333
0.02739726
-0.04653061
-0.18954681
-0.02452404
0.02378593
0.03735435
-0.02635969
-0.0147929
0.01535381
-0.02251223
0.03863097
0.02858139
Promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00336836 0.00751868 0.08778752
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.010265719
0.005380454
0.003129852
0.00318953
0.00320609
0.003139153
0.008995851
0.010457682
0.010457817
0.010497982
0.007117179
0.007134927
0.007518682
0.007542702
0.005582096
15
Activo 14
Variacion
0.07806513
-0.07241226
-0.13389765
-0.00268611
0.13799127
-0.04503753
0.03540587
0.04136691
0.03682984
0.02240229
0.09728033
0.04423812
0.10500905
-0.07533482
0.23415978
0.17002417
0.08573928
-0.0171969
-0.06810897
-0.11489362
-0.07722513
-0.1609006
-0.16160221
-0.08892617
-0.02614379
-0.05336427
0.03897147
0.00565657
-0.0060241
0.02765167
-0.04718836
-0.19397781
-0.02382426
0.0250555
0.03819559
-0.0256657
-0.01391965
0.01541921
-0.02168448
0.03952957
0.02959973
Promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00296154 0.00757125 0.0880939
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.010343193
0.005372499
0.003131426
0.003190841
0.003207597
0.00314043
0.008991348
0.01045777
0.010456921
0.010458286
0.007148744
0.007168136
0.007542702
0.007571254
0.005596038
16
Activo 15
Variacion
0.103340292
0.009483667
-0.113498365
0.036302033
0.081675393
-0.03437816
-0.01001001
0.011133603
-0.003530005
0.001009591
0.024301965
0.077437326
0.086561743
-0.006614552
0.102054341
0.209134615
0.040867389
-0.041566747
-0.024180967
-0.03245283
-0.071478626
-0.268580215
-0.16122098
-0.016906171
-0.035466775
-0.090470894
0.00260223
0.016628874
-0.005636979
0.01410061
-0.067519545
-0.100671141
-0.116101695
0.079597438
-0.039824305
-0.006111758
-0.005787037
-0.043983402
0.013172646
0.034202899
0.046405823
Promedio
varianza
Riesgo
Matriz de Covarianza
-0.00746289 0.00632108 0.080492894
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Covarianza
0.007931209
0.005468141
0.003253225
0.00331815
0.003328283
0.003256665
0.008303927
0.009166539
0.009169153
0.008239091
0.006410165
0.006412272
0.005582096
0.005596038
0.006321079
17
18
19