Documentos de Académico
Documentos de Profesional
Documentos de Cultura
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
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
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
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
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
Riesgo
71613.31900
-7,029.6058