Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Rendimient Rendimient
o de la
o de la
accin
A
(%)
accin
B (%)
la economa
Recesin
Normal
Auge
6.3
10.5
15.6
Rend. A
Estado
Depresion
6.3%
10.5%
Recesion
15.6%
Auge
Rd. Prom
Estado
Rend. B
-3.7%
6.4%
25.3%
0.108 0.0933333
Ren A
Depresion
Recesion
Auge
Estado
Depresion
Recesion
Auge
-3.7
6.4
25.3
(X-u)
(x-u)2
6.3%
-4.5%
0.202500%
10.5%
-0.3%
0.000900%
15.6%
4.8%
0.230400%
0.433800%
Varianza
0.001446
Desv A
3.80%
Desv B
12.019%
RA
(Ru-ra)
6.3%
10.5%
15.6%
Rend A
Rend B
Des a
Des B
A
B
RB
-4.5%
-0.3%
4.8%
(Ru-Rb)
-3.7%
-13.0%
6.4%
-2.9%
25.3%
16.0%
0.108
0.09333333
3.80% Var ( Porta)
12.019% Riesgo P
60% Rendimien P
40%
0.586500%
0.008800%
0.766400%
1.361700%
Cov
0.004539
Correlacion 0.9931337
0.00501058
7.08%
10.21%
0.45703818003094700%
Estado de la Probabilidad
economa de ocurrencia
Recesin
Normal
Auge
0.25
0.6
0.15
Rendimient
o de
Highbull (%)
Rendimient
o de
Slowbear
(%)
-2
9.2
15.4
5
6.2
7.4
Estado
Recesion
Normal
Auge
Probabilidad
Ren A
0.25
-2.0%
0.6
9.2%
0.15
15.4%
Ren. A
-0.005
0.0552
0.0231
0.0733
Estado
Recesion
Normal
Auge
Probabilidad
Ren A
0.25
5.0%
0.6
6.2%
0.15
7.4%
Ren. B
0.0125
0.0372
0.0111
0.0608
Estado
Recesion
Normal
Auge
Rend a
(x-U)
(x-u)2
-9.3% 0.87048900%
1.9% 0.03496900%
8.1% 0.65124900%
Varianza
Desv A
(x-U)
(x-u)2
-1.1% 0.01166400%
0.1% 0.00014400%
1.3% 0.01742400%
Varianza
Desv B
Ren b
-2.0%
9.2%
15.4%
-9.3%
1.9%
8.1%
5.0%
6.2%
7.4%
-1.1% 0.10076400%
0.1% 0.00224400%
1.3% 0.10652400%
Covarianza
Correlacion
0.00217622
0.00020981
0.00097687
0.00336291
5.80%
0.00002916
8.6400E-007
2.6136E-005
0.00005616
0.75%
0.00025191
1.3464E-005
0.00015979
0.00042516
0.9783207
0.043458143724738200%