Rendimientos

Event Implicitos Cambios

o Cotización (t – t1 / t1) porcentuales % (X-Y)
1 11.1800
2 11.2200 0.0035778175 0.36 0.0041434008
3 11.2250 0.0004456328 0.04 0.001011216
4 11.2250 0 0.00 0.0005655832
5 11.1900 -0.0031180401 -0.31 -0.0025524568
6 11.1350 -0.0049151028 -0.49 -0.004349520
7 11.0900 -0.0040413112 -0.40 -0.0034757279
8 11.0900 0 0.00 0.0005655832
9 11.0750 -0.0013525699 -0.14 -0.000786987
10 11.1150 0.0036117381 0.36 0.0041773214
11 11.0900 -0.0022492128 -0.22 -0.001683630
12 11.1150 0.0022542831 0.23 0.002819866
13 11.0750 -0.0035987404 -0.36 -0.0030331572
14 11.0650 -0.0009029345 -0.09 -0.0003373513
15 11.0350 -0.0027112517 -0.27 -0.0021456685
16 11.0450 0.0009062075 0.09 0.0014717908
17 11.0650 0.0018107741 0.18 0.0023763573
18 11.0800 0.0013556258 0.14 0.0019212091
19 11.1000 0.0018050542 0.18 0.0023706374
20 11.1250 0.0022522523 0.23 0.0028178355
21 11.0550 -0.0062921348 -0.63 -0.0057265516
22 11.0350 -0.0018091361 -0.18 -0.0012435529
23 11.0300 -0.0004531038 -0.05 0.0001124795
24 10.9700 -0.0054397099 -0.54 -0.0048741266
25 10.9500 -0.0018231541 -0.18 -0.0012575708
26 10.9500 0 0.00 0.0005655832
27 10.9700 0.001826484 0.18 0.0023920673
28 11.0400 0.0063810392 0.64 0.0069466224
29 11.0150 -0.0022644928 -0.23 -0.001698910
30 11.0000 -0.0013617794 -0.14 -0.0007961962
31 11.0150 0.0013636364 0.14 0.001929220
32 11.0300 0.0013617794 0.14 0.0019273626
33 10.9950 -0.0031731641 -0.32 -0.0026075809
34 10.9500 -0.0040927694 -0.41 -0.0035271862
35 10.9600 0.000913242 0.09 0.0014788252
36 10.9600 0 0.00 0.0005655832
37 10.9600 0 0.00 0.0005655832
38 10.9750 0.0013686131 0.14 0.0019341964
39 10.9400 -0.0031890661 -0.32 -0.0026234828
40 10.9600 0.0018281536 0.18 0.0023937368
41 10.8850 -0.0068430657 -0.68 -0.0062774825
42 10.8700 -0.0013780432 -0.14 -0.000812460
43 10.8750 0.0004599816 0.05 0.0010255648
44 10.8350 -0.0036781609 -0.37 -0.0031125777
45 10.8100 -0.0023073373 -0.23 -0.0017417541
46 10.8400 0.0027752081 0.28 0.0033407914
47 10.8800 0.0036900369 0.37 0.004255620
48 10.8700 -0.0009191176 -0.09 -0.0003535344
49 10.8700 0 0.00 0.0005655832
50 10.8800 0.0009199632 0.09 0.0014855464
51 10.8650 -0.0013786765 -0.14 -0.0008130932
52 10.8600 -0.0004601933 -0.05 0.000105390

Media (rendimientos
implicitos) -0.0005655832 Varianza
Desviación Estandar
Desviación Estandar % (valor
diario de variabilidad)

volatilidad anual = * √ 252 15.87

volatilidad anual del peso

mexicano 4.30%

Ejemplo: 0.2735% * √10 = 0.8649% volatilidad para un período de diez días.

*Para un valor de confianza del 99%, la medida exacta en desviaciones estándar (volatilidades) es de 2.33 veces.
(X – Y)2

0.00001717
0.00000102
0.00000032
0.00000652
0.00001892
0.00001208
0.00000032
0.00000062
0.00001745
0.00000283
0.00000795
0.00000920
0.00000011
0.00000460
0.00000217
0.00000565
0.00000369
0.00000562
0.00000794
0.00003279
0.00000155
0.00000001
0.00002376
0.00000158
0.00000032
0.00000572
0.00004826
0.00000289
0.00000063
0.00000372
0.00000371
0.00000680
0.00001244
0.00000219
0.00000032
0.00000032
0.00000374
0.00000688
0.00000573
0.00003941
 0.00000066
0.00000105
0.00000969
0.00000303
0.00001116
0.00001811
0.00000012
0.00000032
0.00000221
0.00000066
0.00000001
0.00037398

0.000007333016586
0.002707954317556

0.2708%

dades) es de 2.33 veces.