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Cartera Inversiones Excel222
Cartera Inversiones Excel222
Ganacia / Periodo de
Periodo de Precio Inicial Precio Final
Perdida de Analisis
Analisis (aos) de la Accion de la Accion
Capital (aos)
2010 0.29 0.34 17.24% 2010
2011 0.52 0.53 1.92% 2011
2012 0.29 0.34 17.24% 2012
12.14%
Riesgo 10.83%
Accion I
Riesgo 0.99%
Accion II
c)
Covarianza 0.003377509
0
8.096354E-05
0.0034584725
Covarianza 0.09% En este caso el n es 6 y le restamos 2 porque estamos trabajando con 2 acciones
Coeficiente de Correlacion 0.81 Si es conveniente diversificar esta cartera por salir negativo, si fuera pos
Rentabilida
Combinacin Peso (%) Peso (%) Riesgo de
d de la
Cartera Accion I Accion II la Cartera
Cartera
1 0% 100% 2.7% 0.99%
2 20% 80% 4.1% 2.84%
3 40% 60% 5.5% 4.82%
4 60% 40% 6.8% 6.82%
5 80% 20% 8.2% 8.83%
6 100% 0% 9.6% 10.83%
f) Grafica
3.0%
2.5%
2.0%
1.5% Row 42
3.0%
2.5%
2.0%
1.5% Row 42
1.0%
0.5%
0.0%
Rentabilidad de la Cartera Riesgo de la Cartera
VENA RESOURCES
INC. VEM
EMPRESA
SIDERURGICA DEL
PERU S.A.A. SIDERC1
INDUSTRIALES Hasta
Precio fecha actual
Cantidad
Fecha cotizacin Apertura Cierre Mxima Mnima Promedio
Negociada
MAYO ABRIL
5/31/2016 18.3 18.01 -1.58 4/29/2016 21.6
5/30/2016 18.5 18.5 0.00 4/28/2016 20
5/27/2016 18.5 18.5 0.00 4/27/2016 20.5
5/26/2016 19 18.5 -2.63 4/26/2016 20
5/25/2016 18.99 19 0.05 4/25/2016 20
5/23/2016 19 19 0.00 4/22/2016 19.6
5/20/2016 19 19 0.00 4/21/2016 19.6
5/19/2016 19 19 4/20/2016 20
0.00
5/17/2016 19.5 19.5 0.00 4/19/2016 19
5/16/2016 19.51 19.5 -0.05 4/18/2016 19.34
5/13/2016 19.5 19.5 0.00 4/15/2016 19.35
5/12/2016 19.5 19 -2.56 4/14/2016 19.5
5/11/2016 19.25 19.5 1.30 4/13/2016 19.9
5/10/2016 19.5 19.2 -1.54 4/12/2016 19.8
5/6/2016 19 19.5 2.63 4/11/2016 21
5/5/2016 19.2 19.2 0.00 4/8/2016 18.5
5/4/2016 19.2 19.2 0.00 4/7/2016 18.8
5/3/2016 19.5 19.45 -0.26 4/6/2016 19.79
5/2/2016 20 20 0.00 4/5/2016 19.96
PROMEDIO 19.2 19.1 -0.24 4/4/2016 20
4/1/2016 20
PROMEDIO 19.82
MILPO
MAYO ABRIL
5/31/2016 2.2 2.22 0.91 4/29/2016 2.45
5/30/2016 2.18 2.18 0.00 4/28/2016 2.42
5/27/2016 2.15 2.18 1.40 4/27/2016 2.41
5/26/2016 2.22 2.2 -0.90 4/26/2016 2.36
5/25/2016 2.25 2.2 -2.22 4/25/2016 2.38
5/24/2016 2.28 2.28 0.00 4/22/2016 2.38
5/23/2016 2.3 2.3 0.00 4/21/2016 2.41
5/19/2016 2.35 2.35 0.00 4/20/2016 2.39
5/17/2016 2.45 2.45 0.00 4/19/2016 2.35
RCUAD((($C$13*(D13-D14)^2)+($C$14*(D14-D14)^2)+$C$
RIESGO
ACCION I 0.40
ACCION II 1.15
ACCION III 0.80
ACCION IV 2.24
RANQUEAR
ACCIN I 0.96
ACCIN II 11.61
ACCIN III 0.8
ACCIN IV 2.24
COVARIANZA
-2.14
0.00
-0.12
-2.26
COVARIANZA -0.28 -0.28%
COMBINACION DE CARTERA
Combinacin Peso (%) Peso (%) Peso (%) Accion Peso (%)
Cartera Accion I Accion II III Accion IV
1 0% 35% 25% 40%
2 7% 60% 7% 6%
3 10% 70% 10% 10%
4 13% 60% 13% 14%
5 16% 50% 17% 17%
6 20% 40% 20% 20%
7 20% 30% 30% 20%
8 25% 25% 25% 25%
9 26% 20% 24% 30%
10 27% 15% 26% 32%
11 28% 10% 28% 34%
12 30% 0% 30% 40%
MAYO ABRIL
9.55 0.526 4/29/2016 9.8 10.09 0.652
9.8 -1.010 4/28/2016 9.2 9.26 -0.222
10 -0.398 4/27/2016 9 8.98 4.132
9.9 3.665 4/26/2016 8.47 8.82 -2.199
9.7 2.105 4/25/2016 8.64 8.45 -1.744
9.8 -2.000 4/22/2016 8.6 8.45 0.116
9.9 2.062 4/21/2016 8.6 8.61 -1.925
9.95 4.737 4/20/2016 8.31 8.15 -3.529
9.7 -5.825 4/19/2016 8.5 8.2 -3.030
10.5 3.448 4/18/2016 8.25 8 1.504
10.2 0.000 4/15/2016 7.98 8.1 -2.561
9.9 -1.000 4/14/2016 8.2 7.99 1.190
9.8 -0.508 4/13/2016 8.4 8.5 4.779
9.95 0.000 4/12/2016 8.16 8.55 -5.467
9.5 3.599 4/11/2016 8.78 8.3 2.359
9.28 -3.333 4/8/2016 7.63 7.81 -1.923
9.99 0.909 4/7/2016 7.8 7.65 0.260
9.6 0.524 4/6/2016 7.7 7.72 5.756
9.42 -1.875 4/5/2016 7.47 7.9 0.278
9.77 -3.267 4/4/2016 7.2 7.22 4.742
10.1 -1.463 4/1/2016 7.17 7.51 -0.404
9.824 0.043 PROMEDIO 8.279 8.298 0.13
MARZO
0.50 2.06 3/31/2016 0.28 0.29 3.94
0.48 5.49 3/29/2016 0.26 0.27 4.23
0.44 4.27 3/28/2016 0.29 0.29 0.00
0.42 1.69 3/23/2016 0.32 0.29 -7.94
0.42 5.75 3/22/2016 0.30 0.32 4.65
0.42 -1.19 3/21/2016 0.30 0.30 -1.67
$C$14*(D14-D14)^2)+$C$15*(D15-D14)^2))
RENTABILID
RIESGO DE LA
AD DE LA
CARTERA
CARTERA
0.6% 1.00
0.3% 0.70
0.3% 0.84
0.4% 0.77
0.5% 0.70
0.5% 0.67
0.6% 0.62
0.6% 0.67
0.6% 0.74
0.6% 0.77
0.7% 0.81
0.7% 0.94
RIESGO - RENTABILIDAD
RIESGO - RENTABILIDAD
cerro verde
TREVALI
MINING
CORPORAT
ION
MINERAS