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Portafolios de inversión

Precios Ajustados (USD)

Fecha PFE MSFT PHM Probab.


8/1/2013 28.21 33.40 15.39
7/1/2013 29.23 31.62 16.58 1/23
6/3/2013 27.78 34.30 18.91 1/23
5/1/2013 27.01 34.66 21.53 1/23
4/1/2013 28.60 32.64 20.93 1/23
3/1/2013 28.39 28.21 20.18 1/23
2/1/2013 26.92 27.41 19.12 1/23
1/2/2013 26.84 26.85 20.68 1/23
12/3/2012 24.46 26.12 18.11 1/23
11/1/2012 24.40 26.03 16.76 1/23
10/1/2012 24.04 27.68 17.29 1/23
9/4/2012 24.02 28.87 15.45 1/23
8/1/2012 23.06 29.90 13.64 1/23
7/2/2012 23.02 28.40 11.27 1/23
6/1/2012 22.03 29.48 10.67 1/23
5/1/2012 20.94 28.13 9.33 1/23
4/2/2012 21.72 30.65 9.81 1/23
3/1/2012 21.48 30.88 8.82 1/23
2/1/2012 20.04 30.39 8.79 1/23
1/3/2012 20.08 28.09 7.43 1/23
12/1/2011 20.31 24.69 6.29 1/23
11/1/2011 18.84 24.33 6.09 1/23
10/3/2011 17.90 25.14 5.16 1/23
9/1/2011 16.43 23.50 3.94 1/23

Retorno esperado

Varianza

Desviación estándar

Coeficiente de variación
Retornos mensuales
9.7% 15.7% 31.0%

PFE MSFT PHM

-3.5% 5.6% -7.2%


5.2% -7.8% -12.3%
2.9% -1.0% -12.2%
-5.6% 6.2% 2.9%
0.7% 15.7% 3.7%
5.5% 2.9% 5.5%
0.3% 2.1% -7.5%
9.7% 2.8% 14.2%
0.2% 0.3% 8.1%
1.5% -6.0% -3.1%
0.1% -4.1% 11.9%
4.2% -3.4% 13.3%
0.2% 5.3% 21.0%
4.5% -3.7% 5.6%
5.2% 4.8% 14.4%
-3.6% -8.2% -4.9%
1.1% -0.7% 11.2%
7.2% 1.6% 0.3%
-0.2% 8.2% 18.3%
-1.1% 13.8% 18.1%
7.8% 1.5% 3.3%
5.3% -3.2% 18.0%
8.9% 7.0% 31.0%

2.5% 1.7% 6.7%

0.16% 0.37% 1.22%

4.00% 6.08% 11.07%


PHM
Probab. Retornos

1/23 -7.2%
1/23 -12.3%
1/23 -12.2%
1/23 2.9%
1/23 3.7%
1/23 5.5%
1/23 -7.5%
1/23 14.2%
1/23 8.1%
1/23 -3.1%
1/23 11.9%
1/23 13.3%
1/23 21.0%
1/23 5.6%
1/23 14.4%
1/23 -4.9%
1/23 11.2%
1/23 0.3%
1/23 18.3%
1/23 18.1%
1/23 3.3%
1/23 18.0%
1/23 31.0%

Retorno esperado 6.7%

Varianza 1.2%
Desviacion Estandar 11.1%
diferencias con el cuadrado de las dif cuadr*proba
promedio
-13.9% 1.9% 0.1%
-19.0% 3.6% 0.2%
-18.9% 3.6% 0.2%
-3.8% 0.1% 0.0%
-3.0% 0.1% 0.0%
-1.1% 0.0% 0.0%
-14.2% 2.0% 0.1%
7.5% 0.6% 0.0%
1.4% 0.0% 0.0%
-9.7% 0.9% 0.0%
5.2% 0.3% 0.0%
6.6% 0.4% 0.0%
14.3% 2.1% 0.1%
-1.1% 0.0% 0.0%
7.7% 0.6% 0.0%
-11.6% 1.3% 0.1%
4.5% 0.2% 0.0%
-6.3% 0.4% 0.0%
11.6% 1.4% 0.1%
11.4% 1.3% 0.1%
-3.4% 0.1% 0.0%
11.3% 1.3% 0.1%
24.3% 5.9% 0.3%

1.2% =SUM(M6;M28)
11.1% =SQRT ( J32 )
Varianza
Desviacion Estandar
Portafolios de inversión
Retornos mensuales
Precios Ajustados (USD) 9.7% 15.7%
Fecha PFE MSFT PHM Probab. PFE MSFT
8/1/2013 28.21 33.40 15.39
7/1/2013 29.23 31.62 16.58 1/23 -3.5% 5.6%
6/3/2013 27.78 34.30 18.91 1/23 5.2% -7.8%
5/1/2013 27.01 34.66 21.53 1/23 2.9% -1.0%
4/1/2013 28.60 32.64 20.93 1/23 -5.6% 6.2%
3/1/2013 28.39 28.21 20.18 1/23 0.7% 15.7%
2/1/2013 26.92 27.41 19.12 1/23 5.5% 2.9%
1/2/2013 26.84 26.85 20.68 1/23 0.3% 2.1%
12/3/2012 24.46 26.12 18.11 1/23 9.7% 2.8%
11/1/2012 24.40 26.03 16.76 1/23 0.2% 0.3%
10/1/2012 24.04 27.68 17.29 1/23 1.5% -6.0%
9/4/2012 24.02 28.87 15.45 1/23 0.1% -4.1%
8/1/2012 23.06 29.90 13.64 1/23 4.2% -3.4%
7/2/2012 23.02 28.40 11.27 1/23 0.2% 5.3%
6/1/2012 22.03 29.48 10.67 1/23 4.5% -3.7%
5/1/2012 20.94 28.13 9.33 1/23 5.2% 4.8%
4/2/2012 21.72 30.65 9.81 1/23 -3.6% -8.2%
3/1/2012 21.48 30.88 8.82 1/23 1.1% -0.7%
2/1/2012 20.04 30.39 8.79 1/23 7.2% 1.6%
1/3/2012 20.08 28.09 7.43 1/23 -0.2% 8.2%
12/1/2011 20.31 24.69 6.29 1/23 -1.1% 13.8%
11/1/2011 18.84 24.33 6.09 1/23 7.8% 1.5%
10/3/2011 17.90 25.14 5.16 1/23 5.3% -3.2%
9/1/2011 16.43 23.50 3.94 1/23 8.9% 7.0%

Retorno esperado 2.5% 1.7%

Varianza 0.16% 0.37%

Desviación estándar 4.00% 6.08%


rnos mensuales Distribución de Frecuencias
31.0% Bines PFE MSFT PHM
PHM
-15% 0 0 0
-7.2% -10% 0 0 2
-12.3% -5% 1 3 2
-12.2% 0% 4 6 2
2.9% 5% 10 7 4
3.7% 10% 8 5 3
5.5% 15% 0 1 5
-7.5% 20% 0 1 3
14.2% 25% 0 0 1
8.1% 30% 0 0 0
-3.1% 35% 0 0 1
11.9%
13.3%
21.0%
5.6%
14.4%
Frecuencia
-4.9% 25
11.2%
0.3% 20
18.3%
18.1% PHM
15 MSFT
3.3%
PFE
18.0%
31.0% 10

6.7% 5

1.22% 0
-15% -10% -5% 0% 5% 10% 15% 20% 25% 30% 35%
11.07%
PHM
MSFT
PFE