Precios de los Activos

Fecha KO AMZN MSFT AAPL DIS AMD FB TSLA

1 12/1/2014 42.22 310.35 46.45 110.38 94.19 2.67 78.02 222.41
2 1/1/2015 41.17 354.53 40.4 117.16 90.96 2.57 75.91 203.6
3 2/1/2015 43.3 380.16 43.85 128.46 104.08 3.11 78.97 203.34
4 3/1/2015 40.55 372.1 40.66 124.43 104.89 2.68 82.22 188.77
5 4/1/2015 40.56 421.78 48.64 125.15 108.72 2.26 78.77 226.05
6 5/1/2015 40.96 429.23 46.86 130.28 110.37 2.28 79.19 250.8
7 6/1/2015 39.23 434.09 44.15 125.43 114.14 2.4 85.77 268.26
8 7/1/2015 41.08 536.15 46.7 121.3 120 1.93 94.01 266.15
9 8/1/2015 39.32 512.89 43.52 112.92 101.88 1.78 89.73 249.06
10 9/1/2015 40.12 511.89 44.26 110.3 102.2 1.72 89.9 248.4
11 10/1/2015 42.35 625.9 52.64 119.5 113.74 2.12 101.97 206.93
12 11/1/2015 42.62 664.8 54.35 118.3 113.47 2.36 104.24 230.26
13 12/1/2015 42.96 675.89 55.48 105.26 105.08 2.87 104.66 240.01
14 1/1/2016 42.92 587 55.09 97.34 95.82 2.2 112.21 191.2
15 2/1/2016 43.13 552.52 50.88 96.69 95.52 2.14 106.92 191.93
16 3/1/2016 46.39 593.64 55.23 108.99 99.31 2.85 114.1 229.77
17 4/1/2016 44.8 659.59 49.87 93.74 103.26 3.55 117.58 240.76
18 5/1/2016 44.6 722.79 53 99.86 99.22 4.57 118.81 223.23
19 6/1/2016 45.33 715.62 51.17 95.6 97.82 5.14 114.28 212.28
20 7/1/2016 43.63 758.81 56.68 104.21 95.95 6.86 123.94 234.79
21 8/1/2016 43.43 769.16 57.46 106.1 94.46 7.4 126.12 212.01
22 9/1/2016 42.32 837.31 57.6 113.05 92.86 6.91 128.27 204.03
23 10/1/2016 42.4 789.82 59.92 113.54 92.69 7.23 130.99 197.73
24 11/1/2016 40.35 750.57 60.26 110.52 99.12 8.91 118.42 189.4
25 12/1/2016 42 768.66 62.14 115.82 104.22 11.34 115.05 213.69
26 1/1/2017 41.57 823.48 64.65 121.35 110.65 10.37 130.32 251.93
27 2/1/2017 41.96 845.04 63.98 136.99 110.09 14.46 135.54 249.99
28 3/1/2017 42.44 886.54 65.86 143.66 113.39 14.55 142.05 278.3
29 4/1/2017 43.15 924.99 68.46 143.65 115.6 13.3 150.25 314.07
30 5/1/2017 45.47 994.62 69.84 152.76 107.94 11.19 151.46 341.01
31 6/1/2017 44.85 968 68.93 144.02 106.25 12.48 150.98 361.61
32 7/1/2017 45.84 987.78 72.7 148.73 109.93 13.61 169.25 323.47
33 8/1/2017 45.55 980.6 74.77 164 101.2 13.02 171.97 355.9
34 9/1/2017 45.01 961.35 74.49 154.12 98.57 12.75 170.87 341.1
35 10/1/2017 45.98 1105.3 83.18 169.04 97.81 10.99 180.06 331.53
36 11/1/2017 45.77 1176.8 84.17 171.85 104.82 10.89 177.18 308.85
37 12/1/2017 45.88 1169.5 85.54 169.23 107.51 10.28 176.46 311.35
38 1/1/2018 47.59 1450.9 95.01 167.43 108.67 13.74 186.89 354.31
39 2/1/2018 43.22 1512.4 93.77 178.12 103.16 12.11 178.32 343.06
40 3/1/2018 43.43 1447.3 91.27 167.78 100.44 10.05 159.79 266.13
41 4/1/2018 43.21 1566.1 93.52 165.26 100.33 10.88 172 293.9
42 5/1/2018 43 1629.6 98.84 186.87 99.47 13.73 191.78 284.73
43 6/1/2018 43.86 1699.8 98.61 185.11 104.81 14.99 194.32 342.95
44 7/1/2018 46.63 1777.4 106.08 190.29 113.56 18.33 172.58 298.14
45 8/1/2018 44.57 2012.7 112.33 227.63 112.02 25.17 175.73 301.66
46 9/1/2018 46.19 2003 114.37 225.74 116.94 30.89 164.46 264.77
47 10/1/2018 47.88 1598 106.81 218.86 114.83 18.21 151.79 337.32
48 11/1/2018 50.4 1690.2 110.89 178.58 115.49 21.3 140.61 350.48
49 12/1/2018 47.35 1502 101.57 157.74 109.65 18.46 131.09 332.8
50 1/1/2019 48.13 1718.7 104.43 166.44 111.52 24.41 166.69 307.02
51 2/1/2019 45.34 1639.8 112.03 173.15 112.84 23.53 161.45 319.88
52 3/1/2019 46.86 1780.8 117.94 189.95 111.03 25.52 166.69 279.86
4/1/2019 49.06 1926.5 130.6 200.67 136.97 27.63 193.4 238.69
5/1/2019 49.13 1775.1 123.68 175.07 132.04 27.41 177.47 185.16 Retorno Esperado
6/1/2019 50.92 1893.6 133.96 197.92 139.64 30.37 193 223.46
7/1/2019 52.63 1866.8 136.27 213.04 143.01 30.45 194.23 241.61
8/1/2019 55.04 1776.3 137.86 208.74 137.26 31.45 185.67 225.61 Coeficiente de Variac.
9/1/2019 54.44 1735.9 139.03 223.97 130.32 28.99 178.08 240.87 Indice de Desempeño
10/1/2019 54.43 1776.7 143.37 248.76 129.92 33.93 191.65 314.92
11/1/2019 53.95 1818.5 152.32 267.84 151.48 39.41 202 331.29
11/27/2019 53.95 1818.5 152.32 267.84 151.48 39.41 202 331.29

Matriz de Markowitz
10.00%
10.00%
10.00%
10.00%
10.00%
10.00%
10.00%
30.00%
 Retornos Mensuales
Probabilidad KO AMZN MSFT AAPL DIS AMD FB TSLA
1/40 2.55% -12.46% 14.98% -5.79% 3.55% 3.89% 2.78% 9.24%
1/40 -4.92% -6.74% -7.87% -8.80% -12.61% -17.36% -3.87% 0.13%
1/40 6.78% 2.17% 7.85% 3.24% -0.77% 16.04% -3.95% 7.72%
1/40 -0.02% -11.78% -16.41% -0.58% -3.52% 18.58% 4.38% -16.49%
1/40 -0.98% -1.74% 3.80% -3.94% -1.49% -0.88% -0.53% -9.87%
1/40 4.41% -1.12% 6.14% 3.87% -3.30% -5.00% -7.67% -6.51%
1/40 -4.50% -19.04% -5.46% 3.40% -4.88% 24.35% -8.77% 0.79%
1/40 4.48% 4.54% 7.31% 7.42% 17.79% 8.43% 4.77% 6.86%
1/40 -1.99% 0.20% -1.67% 2.38% -0.31% 3.49% -0.19% 0.27%
1/40 -5.27% -18.22% -15.92% -7.70% -10.15% -18.87% -11.84% 20.04%
1/40 -0.63% -5.85% -3.15% 1.01% 0.24% -10.17% -2.18% -10.13%
1/40 -0.79% -1.64% -2.04% 12.39% 7.98% -17.77% -0.40% -4.06%
1/40 0.09% 15.14% 0.71% 8.14% 9.66% 30.45% -6.73% 25.53%
1/40 -0.49% 6.24% 8.27% 0.67% 0.31% 2.80% 4.95% -0.38%
1/40 -7.03% -6.93% -7.88% -11.29% -3.82% -24.91% -6.29% -16.47%
1/40 3.55% -10.00% 10.75% 16.27% -3.83% -19.72% -2.96% -4.56%
1/40 0.45% -8.74% -5.91% -6.13% 4.07% -22.32% -1.04% 7.85%
1/40 -1.61% 1.00% 3.58% 4.46% 1.43% -11.09% 3.96% 5.16%
1/40 3.90% -5.69% -9.72% -8.26% 1.95% -25.07% -7.79% -9.59%
1/40 0.46% -1.35% -1.36% -1.78% 1.58% -7.30% -1.73% 10.74%
1/40 2.62% -8.14% -0.24% -6.15% 1.72% 7.09% -1.68% 3.91%
1/40 -0.19% 6.01% -3.87% -0.43% 0.18% -4.43% -2.08% 3.19%
1/40 5.08% 5.23% -0.56% 2.73% -6.49% -18.86% 10.61% 4.40%
1/40 -3.93% -2.35% -3.03% -4.58% -4.89% -21.43% 2.93% -11.37%
1/40 1.03% -6.66% -3.88% -4.56% -5.81% 9.35% -11.72% -15.18%
1/40 -0.93% -2.55% 1.05% -11.42% 0.51% -28.28% -3.85% 0.78%
1/40 -1.13% -4.68% -2.85% -4.64% -2.91% -0.62% -4.58% -10.17%
1/40 -1.65% -4.16% -3.80% 0.01% -1.91% 9.40% -5.46% -11.39%
1/40 -5.10% -7.00% -1.98% -5.96% 7.10% 18.86% -0.80% -7.90%
1/40 1.38% 2.75% 1.32% 6.07% 1.59% -10.34% 0.32% -5.70%
1/40 -2.16% -2.00% -5.19% -3.17% -3.35% -8.30% -10.79% 11.79%
1/40 0.64% 0.73% -2.77% -9.31% 8.63% 4.53% -1.58% -9.11%
1/40 1.20% 2.00% 0.38% 6.41% 2.67% 2.12% 0.64% 4.34%
1/40 -2.11% -13.02% -10.45% -8.83% 0.78% 16.01% -5.10% 2.89%
1/40 0.46% -6.07% -1.18% -1.64% -6.69% 0.92% 1.63% 7.34%
1/40 -0.24% 0.62% -1.60% 1.55% -2.50% 5.93% 0.41% -0.80%
1/40 -3.59% -19.40% -9.97% 1.08% -1.07% -25.18% -5.58% -12.12%
1/40 10.11% -4.07% 1.32% -6.00% 5.34% 13.46% 4.81% 3.28%
1/40 -0.48% 4.50% 2.74% 6.16% 2.71% 20.50% 11.60% 28.91%
1/40 0.51% -7.58% -2.41% 1.52% 0.11% -7.63% -7.10% -9.45%
 Retorno Esperado 0.00% -3.70% -1.52% -0.80% -0.01% -2.23% -1.81% -0.15%
Varianza 0.11% 0.51% 0.41% 0.40% 0.30% 2.36% 0.29% 1.12%
Desv. Estandar 3.39% 7.16% 6.42% 6.34% 5.48% 15.37% 5.36% 10.59%
Coeficiente de Variac. -3,162.61 -1.94 -4.22 -7.89 -545.20 -6.88 -2.96 -69.31
Indice de Desempeño -0.00 -0.52 -0.24 -0.13 -0.00 -0.15 -0.34 -0.01
Máximo 10.11% 15.14% 14.98% 16.27% 17.79% 30.45% 11.60% 28.91%
Mínimo -7.03% -19.40% -16.41% -11.42% -12.61% -28.28% -11.84% -16.49%

KO AMZN MSFT AAPL DIS AMD FB TSLA

Proporciones 10.00% 10.00% 10.00% 10.00% 10.00% 10.00% 10.00% 30.00%

Covarianzas CSCO BAC PEP JNJ CAT IBM AMZN GE

CSCO 0.115% 0.079% 0.112% 0.059% 0.062% 0.089% 0.057% 0.051%
BAC 0.079% 0.512% 0.208% 0.158% 0.158% 0.208% 0.153% 0.231%
PEP 0.112% 0.208% 0.413% 0.174% 0.126% 0.162% 0.134% 0.152%
JNJ 0.059% 0.158% 0.174% 0.402% 0.081% 0.163% 0.086% 0.127%
CAT 0.062% 0.158% 0.126% 0.081% 0.300% 0.259% 0.085% 0.107%
IBM 0.089% 0.208% 0.162% 0.163% 0.259% 2.362% 0.108% 0.428%
AMZN 0.057% 0.153% 0.134% 0.086% 0.085% 0.108% 0.287% 0.113%
GE 0.051% 0.231% 0.152% 0.127% 0.107% 0.428% 0.113% 1.121%

Correlaciones CSCO BAC PEP JNJ CAT IBM AMZN GE

CSCO 1.00
BAC 0.33 1.00
PEP 0.51 0.45 1.00
JNJ 0.27 0.35 0.43 1.00
CAT 0.33 0.40 0.36 0.23 1.00
IBM 0.17 0.19 0.16 0.17 0.31 1.00
AMZN 0.31 0.40 0.39 0.25 0.29 0.13 1.00
GE 0.14 0.30 0.22 0.19 0.19 0.26 0.20 1.00

10.00% 10.00% 10.00% 10.00% 10.00% 10.00% 10.00% 30.00%

Matriz de Markowitz CSCO BAC PEP JNJ CAT IBM AMZN GE
CSCO 0.001% 0.001% 0.001% 0.001% 0.001% 0.001% 0.001% 0.002%
BAC 0.001% 0.005% 0.002% 0.002% 0.002% 0.002% 0.002% 0.007%
PEP 0.001% 0.002% 0.004% 0.002% 0.001% 0.002% 0.001% 0.005%
JNJ 0.001% 0.002% 0.002% 0.004% 0.001% 0.002% 0.001% 0.004%
CAT 0.001% 0.002% 0.001% 0.001% 0.003% 0.003% 0.001% 0.003%
IBM 0.001% 0.002% 0.002% 0.002% 0.003% 0.024% 0.001% 0.013%
 AMZN 0.001% 0.002% 0.001% 0.001% 0.001% 0.001% 0.003% 0.003%
GE 0.002% 0.007% 0.005% 0.004% 0.003% 0.013% 0.003% 0.101%

Portafolio

Varianza 0.272%
Desviación Estand 5.213% Riesgo del portafolio
Retorno Esperado -1.054% Rendimiento del portafolio
Índice de desemp -0.202 Cuanta rentabilidad te rinde cada unidad de riesgo
Coeficiente de Var -494.73% Cuánto en % puede variar la rentabilidad esperada
 Composición de Portafolio
KO
AMZN
MSFT
AAPL
DIS
AMD
FB
TSLA
100%

KO AMZN MSFT AAPL DIS AMD FB

KO 0.0011486
AMZN 0.0007936 0.0051234
<---- MSFT 0.001121 0.0020767 0.0041279
AAPL 0.0005856 0.0015814 0.0017449 0.0040241
DIS 0.0006223 0.001577 0.0012618 0.0008087 0.0030043
AMD 0.0008915 0.002081 0.0016218 0.0016342 0.0025895 0.023621
FB 0.0005655 0.0015345 0.0013355 0.000857 0.0008503 0.0010826 0.0028702
TSLA 0.0005112 0.0023108 0.0015213 0.0012706 0.0010739 0.0042794 0.001129

KO AMZN MSFT AAPL DIS AMD FB

KO 1
AMZN 0.327154 1
MSFT 0.5148128 0.4515624 1
<---- AAPL 0.2724023 0.3482834 0.4281144 1
DIS 0.3349987 0.4019477 0.3583066 0.2325814 1
AMD 0.1711473 0.1891674 0.164244 0.1676202 0.307398 1
FB 0.3114682 0.4001547 0.3879862 0.2521585 0.2895545 0.1314837 1
TSLA 0.142485 0.3049407 0.2236545 0.1891966 0.1850682 0.2630049 0.199052
 TSLA

0.0112083

TSLA