DISNEY FACEBOOK RENDIMIENTOS

Date PRECIO PRECIO RENDIMIENTOS DISNEY RENDIMIENTO FACEBOOK

01-01-19 110.56 8.29
08-01-19 112.42 8.99 1.67% 8.11%
15-01-19 111.04 8.58 -1.24% -4.67%
22-01-19 110.81 8.66 -0.21% 0.93%
29-01-19 111.80 8.70 0.89% 0.46%
05-02-19 109.44 8.33 -2.13% -4.35%
12-02-19 112.59 8.54 2.84% 2.49%
19-02-19 113.59 8.76 0.88% 2.54%
26-02-19 114.33 8.81 0.65% 0.57%
05-03-19 114.75 8.61 0.37% -2.30%
12-03-19 113.12 8.57 -1.43% -0.47%
19-03-19 107.79 8.51 -4.83% -0.70%
26-03-19 112.51 8.98 4.29% 5.38%
02-04-19 114.96 9.30 2.15% 3.50%
09-04-19 132.04 9.33 13.85% 0.32%
16-04-19 131.68 9.50 -0.27% 1.81%
23-04-19 139.30 10.32 5.63% 8.28%
30-04-19 135.00 10.37 -3.14% 0.48%
07-05-19 131.34 10.08 -2.75% -2.84%
14-05-19 133.91 10.28 1.94% 1.96%
21-05-19 132.79 9.83 -0.84% -4.48%
28-05-19 132.47 9.61 -0.24% -2.26%
04-06-19 137.07 9.82 3.41% 2.16%
11-06-19 140.97 10.05 2.81% 2.32%
18-06-19 139.22 9.95 -1.25% -1.00%
25-06-19 141.65 10.15 1.73% 1.99%
02-07-19 141.02 10.20 -0.45% 0.49%
09-07-19 145.06 10.42 2.82% 2.13%
16-07-19 140.84 10.02 -2.95% -3.91%
23-07-19 146.39 9.60 3.86% -4.28%
30-07-19 138.30 9.23 -5.68% -3.93%
06-08-19 135.75 9.29 -1.86% 0.65%
13-08-19 135.29 9.03 -0.34% -2.84%
20-08-19 134.61 8.82 -0.50% -2.35%
27-08-19 137.26 9.17 1.95% 3.89%
03-09-19 138.83 9.54 1.14% 3.96%
10-09-19 135.80 9.30 -2.21% -2.55%
17-09-19 132.46 9.16 -2.49% -1.52%
24-09-19 130.32 9.16 -1.63% 0.00%
01-10-19 130.90 8.68 0.44% -5.38%
08-10-19 129.70 8.82 -0.92% 1.60%
15-10-19 130.26 9.03 0.43% 2.35%
22-10-19 130.90 8.72 0.49% -3.49%
MEDIA DISNEY 0.40%
MEDIA FACEBOOK 0.12%
DESVIACION DE DISNEY 0.0319
DESVIACION DE FACEBOOK 0.0331
COVARIANZA 0.0004750139
COEFICIENTE DE CORRELACION 0.449804736

RENDIMIENTOS DISNEY RENDIMIENTO FACEBOOK

RENDIMIENTOS DISNEY 1
RENDIMIENTO FACEBOOK 0.449804736 1

DISNEY FACEBOOK
INVERSION 0.23 0.67

VARIANZA DESVIACION
Riesgo del portafolio 0.0007 2.63%
Rendimiento de portafolio 0.17%
 DISNEY FACEBOOK FORD COCA WALMART

Date Close Close Close Close Close

01-01-19 110.56 8.29 138.05 46.95 94.54
08-01-19 112.42 8.99 145.39 47.15 94.95
15-01-19 111.04 8.58 150.04 47.61 97.73
22-01-19 110.81 8.66 147.47 47.17 97.06

29-01-19 111.80 8.70 169.25 49.25 94.77

05-02-19 109.44 8.33 165.79 49.61 96.20
12-02-19 112.59 8.54 162.50 45.24 99.99

19-02-19 113.59 8.76 164.62 44.94 99.12

26-02-19 114.33 8.81 167.37 45.65 97.85
05-03-19 114.75 8.61 172.07 46.18 98.48
12-03-19 113.12 8.57 160.47 45.41 99.66
19-03-19 107.79 8.51 166.29 46.03 98.17
26-03-19 112.51 8.98 168.70 46.72 97.82
02-04-19 114.96 9.30 174.93 46.55 99.23
09-04-19 132.04 9.33 179.65 47.00 102.43
16-04-19 131.68 9.50 181.44 47.40 102.37
23-04-19 139.30 10.32 194.78 48.42 101.56
30-04-19 135.00 10.37 193.88 48.47 102.46
07-05-19 131.34 10.08 181.54 48.05 99.89
14-05-19 133.91 10.28 182.72 48.85 101.52
21-05-19 132.79 9.83 181.06 49.61 102.67
28-05-19 132.47 9.61 164.15 49.98 101.96
04-06-19 137.07 9.82 174.82 51.38 107.52
11-06-19 140.97 10.05 189.01 50.87 109.16
18-06-19 139.22 9.95 192.60 51.92 111.24
25-06-19 141.65 10.15 193.00 51.60 110.62
02-07-19 141.02 10.20 195.76 52.00 112.72
09-07-19 145.06 10.42 203.91 52.13 114.98
16-07-19 140.84 10.02 202.32 51.22 112.82
23-07-19 146.39 9.60 195.94 53.99 112.27
30-07-19 138.30 9.23 181.73 51.65 105.82
06-08-19 135.75 9.29 185.37 53.20 105.22
13-08-19 135.29 9.03 186.17 54.69 113.81
20-08-19 134.61 8.82 180.36 54.54 111.99
27-08-19 137.26 9.17 185.67 55.04 114.26
03-09-19 138.83 9.54 188.76 54.52 116.33
10-09-19 135.80 9.30 186.22 53.96 115.57
17-09-19 132.46 9.16 186.82 54.14 117.62
24-09-19 130.32 9.16 178.08 54.44 118.68
01-10-19 130.90 8.68 179.68 53.87 117.23
08-10-19 129.70 8.82 183.28 53.30 119.17
15-10-19 130.26 9.03 189.76 54.23 119.74
22-10-19 130.90 8.72 187.89 53.75 119.04
RENDIMIENTOS RENDIMIENTOS RENDIMIENTOS RENDIMIENTOS RENDIMIENTOS
DISNEY FACEBOOK FORD COCA WALMART

1.67% 8.11% 5.18% 0.43% 0.43%

-1.24% -4.67% 3.15% 0.97% 2.89%
-0.21% 0.93% -1.73% -0.93% -0.69%

0.89% 0.46% 13.78% 4.32% -2.39%

-2.13% -4.35% -2.07% 0.73% 1.50%
2.84% 2.49% -2.00% -9.22% 3.86%

0.88% 2.54% 1.30% -0.67% -0.87%

0.65% 0.57% 1.66% 1.57% -1.29%
0.37% -2.30% 2.77% 1.15% 0.64%
-1.43% -0.47% -6.98% -1.68% 1.19%
-4.83% -0.70% 3.56% 1.36% -1.51%
4.29% 5.38% 1.44% 1.49% -0.36%
2.15% 3.50% 3.63% -0.36% 1.43%
13.85% 0.32% 2.66% 0.96% 3.17%
-0.27% 1.81% 0.99% 0.85% -0.06%
5.63% 8.28% 7.09% 2.13% -0.79%
-3.14% 0.48% -0.46% 0.10% 0.88%
-2.75% -2.84% -6.58% -0.87% -2.54%
1.94% 1.96% 0.65% 1.65% 1.62%
-0.84% -4.48% -0.91% 1.54% 1.13%
-0.24% -2.26% -9.80% 0.74% -0.69%
3.41% 2.16% 6.30% 2.76% 5.31%
2.81% 2.32% 7.80% -1.00% 1.51%
-1.25% -1.00% 1.88% 2.04% 1.89%
1.73% 1.99% 0.21% -0.62% -0.56%
-0.45% 0.49% 1.42% 0.77% 1.88%
2.82% 2.13% 4.08% 0.25% 1.99%
-2.95% -3.91% -0.78% -1.76% -1.90%
3.86% -4.28% -3.20% 5.27% -0.49%
-5.68% -3.93% -7.53% -4.43% -5.92%
-1.86% 0.65% 1.98% 2.96% -0.57%
-0.34% -2.84% 0.43% 2.76% 7.85%
-0.50% -2.35% -3.17% -0.27% -1.61%
1.95% 3.89% 2.90% 0.91% 2.01%
1.14% 3.96% 1.65% -0.95% 1.80%
-2.21% -2.55% -1.35% -1.03% -0.66%
-2.49% -1.52% 0.32% 0.33% 1.76%
-1.63% 0.00% -4.79% 0.55% 0.90%
0.44% -5.38% 0.89% -1.05% -1.23%
-0.92% 1.60% 1.98% -1.06% 1.64%
0.43% 2.35% 3.47% 1.73% 0.48%
0.49% -3.49% -0.99% -0.89% -0.59%
 MEDIA DE
MEDIA DE DISNEY MEDIA DE FACEBOOK MEDIA DE FORD MEDIA COCA WALMART
0.0040 0.0012 0.0073 0.0032 0.0055

DESVIACION
DESVIACION DISNEY DESVIACION FACEBOOK DESVIACION FORD DESVIACION COCA WALMART
0.0319 0.0331 0.0431 0.0229 0.0227

VARIANZA
VARIANZA DISNEY VARIANZA FACEBOOK VARIANZA FORD VARIANZA DISNEY WALMART
0.00102 0.00109 0.00186 0.00053 0.00052

MATRIZ DE COVARIANZA
DISNEY FACEBOOK FORD COCA
DISNEY 0.001021 0.000475 0.000522 0.000125
FACEBOOK 0.000475 0.001093 0.000690 0.000007
FORD 0.000522 0.000690 0.001857 0.000384
COCA 0.000125 0.000007 0.000384 0.000526
WALMART 0.000257 0.000114 0.000224 0.000055

MATRIZ DE CORRELACCION
DISNEY FACEBOOK FORD COCA
DISNEY 1
FACEBOOK 0.45 1
FORD 0.38 0.48 1
COCA 0.17 0.01 0.39 1
WALMART 0.35 0.15 0.23 0.11

PESOS DE INVERSION
DISNEY FACEBOOK FORD COCA
W 0.17 0.23 0.05 0.25

RIESGO DEL PORTAFOLIO 0.000311

DESVIACION DEL PORTAFOLIO 0.0176
RENDIMIENTO DEL PORTAFOLIO 0.38%
WALMART
0.000257
0.000114
0.000224
0.000055
0.000517

WALMART

WALMART SUMA
0.3 1