600000 700000 1200000

SCOTIAC1 LUSURC1 CORAREC1

14.04.2021 132.03 732.23 3333.42
15.04.2021 134.5 738.85 3379.09
16.04.2021 134.16 739.78 3399.44 r%=
19.04.2021 134.84 714.63 3372.01
20.04.2021 133.11 718.99 3334.69
21.04.2021 133.5 744.12 3362.02
22.04.2021 131.94 719.69 3309.04 r%=
23.04.2021 134.32 729.4 3340.88
26.04.2021 134.72 738.2 3409.11
27.04.2021 134.39 704.74 3417.43
28.04.2021 133.58 694.4 3464.43 r%=
29.04.2021 133.48 677 3508.43
30.04.2021 131.46 709.44 3541.9
03.05.2021 132.43 723.78 3575.37
04.05.2021 134.2 738.12 3628.84
05.05.2021 135.97 752.46 3662.31
06.05.2021 137.74 766.8 3695.78
07.05.2021 139.51 781.14 3729.25
10.05.2021 141.96 795.48 3762.72
11.05.2021 144.41 814.82 3816.19
12.05.2021 148.86 834.16 3853.66
13.05.2021 151.64 853.5 3807.21
X Y Z

1.- La cotizacion promedio (Media aritmetica)

Xmedia= 3002.75 Ymedia=

136.488636363636

2.- La medidas de volatilidad denominada Varianza

Cotización (X) (xi-x) (xi-x)^2

132.03 -4.46 19.879
134.50 -1.99 3.955
134.16 -2.33 5.423
134.84 -1.65 2.718
133.11 -3.38 11.415
133.50 -2.99 8.932
131.94 -4.55 20.690
134.32 -2.17 4.703
134.72 -1.77 3.128
 134.39 -2.10 4.404
133.58 -2.91 8.460
133.48 -3.01 9.052
131.46 -5.03 25.287
132.43 -4.06 16.473
134.20 -2.29 5.238
135.97 -0.52 0.269
137.74 1.25 1.566
139.51 3.02 9.129
141.96 5.47 29.936
144.41 7.92 62.748
148.86 12.37 153.051
151.64 15.15 229.564
0.00 636.019

2
Sx= 28.9099390495868

3.- La medidas de volatilidad (denominada desviación estándar)

DSx= 28.9099390495868
5.37679635559938

4.- El coeficiente de variación:

CVx= 5.37679635559938
136.488636363636

CVx= 0.039393729022791

5.- Calcular la covarianza:

Datos Indice X
Cotización Promedio
Desviación estándar

xi yi zi
132.03 732.23 3333.42
134.50 738.85 3379.09
134.16 739.78 3399.44
134.84 714.63 3372.01
 133.11 718.99 3334.69
133.50 744.12 3362.02
131.94 719.69 3309.04
134.32 729.40 3340.88
134.72 738.20 3409.11
134.39 704.74 3417.43
133.58 694.40 3464.43
133.48 677.00 3508.43
131.46 709.44 3541.90
132.43 723.78 3575.37
134.20 738.12 3628.84
135.97 752.46 3662.31
137.74 766.80 3695.78
139.51 781.14 3729.25
141.96 795.48 3762.72
144.41 814.82 3816.19
148.86 834.16 3853.66
151.64 853.50 3807.21

Sxy= 218.574889

6.- Calcular la correlación:

Rxy= 218.57488946281
5.37679635559938 * 43.8288933

Rxy= 0.927504818443062

Ryz= 6052.97244876033
43.8288933

Ryz= 0.77386242

7.- El valor esperado de la cartera:

Valores Pesos
 SCOTIAC1 600000 0.24
LUSURC1 700000 0.28
CORAREC1 1200000 0.48
2500000 1

RE= 0.24 136.488636363636 +

RE= 1937.10409090909

8.- La desviacion estándar de la cartera:

2 2 2
DS C= 0.240000 5.376796 + 0.280000

DS C= 0.0576 28.9099390495868 + 0.0784

DS C= 1.6652124892562 + 150.604196
0.5
DS C= 9325.022669759

DS C= 96.5661569586312 96.5661569586312

CV CARTERA 96.5661569586312
1937.10409090909

CV CARTERA 0.049850783657843
 n= 22

r%=((S/P)-1)*100%=

151.64 -1 = 14.85268%
132.03

853.5 -1 = 16.56174%
732.23

3807.21 -1 = 14.21333%
3333.42

16421.73 Zmedia= 77703.22

746.442272727 3531.96454545455

Cotización (Y) (yi-y) (yi-y)^2

732.23 -14.21 201.9886960744
738.85 -7.59 57.6426051653
739.78 -6.66 44.3858778926
714.63 -31.81 1012.0206960744
718.99 -27.45 753.6272778926
744.12 -2.32 5.3929506198
719.69 -26.75 715.6840960744
729.40 -17.04 290.4390597107
738.20 -8.24 67.9350597107
 704.74 -41.70 1739.0795506198
694.40 -52.04 2708.3981506198
677.00 -69.44 4822.2292415289
709.44 -37.00 1369.1681869835
723.78 -22.66 513.5786051653
738.12 -8.32 69.2602233471
752.46 6.02 36.2130415289
766.80 20.36 414.4370597107
781.14 34.70 1203.9322778926
795.48 49.04 2404.6986960744
814.82 68.38 4675.5135869835
834.16 87.72 7694.3996778926
853.50 107.06 11461.3569688017
0.00 42261.3815863636

2
Sy= 1920.971890289

DSy= 1920.971890289
43.82889332722

CVy= 43.82889332722
746.4422727273

CVy= 0.058717056802

Datos Accion Y
136.49 Cotización Promedio
5.38 Desviación estándar

zi (xi - x) (yi-y)
3333.42 -4.459 -14.2123
3379.09 -1.989 -7.5923
3399.44 -2.329 -6.6623
3372.01 -1.649 -31.8123
3334.69 -3.379 -27.4523
3362.02 -2.989 -2.3223
3309.04 -4.549 -26.7523
3340.88 -2.169 -17.0423
3409.11 -1.769 -8.2423
3417.43 -2.099 -41.7023
3464.43 -2.909 -52.0423
3508.43 -3.009 -69.4423
3541.90 -5.029 -37.0023
3575.37 -4.059 -22.6623
3628.84 -2.289 -8.3223
3662.31 -0.519 6.0177
3695.78 1.251 20.3577
3729.25 3.021 34.6977
3762.72 5.471 49.0377
3816.19 7.921 68.3777
3853.66 12.371 87.7177
3807.21 15.151 107.0577
0.00 0.00

Sxz= 774.501951652893

Cuadro de Correlació

Valores Pesos
SCOTIAC1 600000 0.24
LUSURC1 700000 0.28
CORAREC1 1200000 0.48
2500000 1

6052.97244876033
* 178.461457966
 0.28 746.4422727273 + 0.48

2 2 2
43.828893 + 0.480000 178.461458

1920.97189029 + 0.2304 31848.4919793388

+ 7.337893E+03
Cotización (Z) (zi-z) (zi-z)^2
3333.42 -198.54 39419.9365297523
3379.09 -152.87 23370.6266479341
3399.44 -132.52 17562.7551479341
3372.01 -159.95 25585.4566115704
3334.69 -197.27 38917.2462842978
3362.02 -169.94 28881.1485297523
3309.04 -222.92 49695.3529661160
3340.88 -191.08 36513.3035115705
3409.11 -122.85 15093.2393388431
 3417.43 -114.53 13118.1621024795
3464.43 -67.53 4560.9148297522
3508.43 -23.53 553.8748297521
3541.90 9.94 98.7132570248
3575.37 43.41 1884.0334842975
3628.84 96.88 9384.8536933883
3662.31 130.35 16989.9375206610
3695.78 163.82 26835.5031479337
3729.25 197.29 38921.5505752063
3762.72 230.76 53248.0798024789
3816.19 284.23 80784.1090115699
3853.66 321.70 ###
3807.21 275.25 75760.0602479335
0.00 ###

2
Sz= 31848.4919793388

DSz= 31848.4919793388
178.461457965968

CVz= 178.461457965968
3531.96454545455

CVz= 0.05052753380428

Accion Y Datos Accion Z

746.442 Cotización Promedio
43.8289 Desviación estándar

(yi-y) (zi-z) (xi - x) ·(yi -y)

-14.2123 -198.545 63.3674
-7.5923 -152.875 15.0983
-6.6623 -132.525 15.5140
-31.8123 -159.955 52.4469
 -27.4523 -197.275 92.7512
-2.3223 -169.945 6.9404
-26.7523 -222.925 121.6864
-17.0423 -191.085 36.9585
-8.2423 -122.855 14.5776
-41.7023 -114.535 87.5179
-52.0423 -67.535 151.3720
-69.4423 -23.535 208.9265
-37.0023 9.935 186.0710
-22.6623 43.405 91.9779
-8.3223 96.875 19.0467
6.0177 130.345 -3.1210
20.3577 163.815 25.4749
34.6977 197.285 104.8345
49.0377 230.755 268.3032
68.3777 284.225 541.6448
87.7177 321.695 1085.1879
107.0577 275.245 1622.0706
0.00 0.00 4808.65

Syz= 6052.97244876033

Cuadro de Correlación
Des. Est. Corelaciones
Renta o Riesgo SCOTIAC1 LUSURC1 CORAREC1
14.85268% 5.37680 1 0.92750482 0.807150447243212
16.56174% 43.82889 0.92750482 1 0.773862417132391
14.21333% 178.46146 0.7738624171324 1

Rxz= 774.501951652893
5.37679635559938 * 178.46145796597

Rxz= 0.81
3531.96454545

+ 2 0.24 0.28 218.575

+ 29.3764651438016

+ 1834.86070903141
 Datos Accion Z
Promedio 3531.965
estándar 178.4615

(yi - y)*(zi-z) (xi - x) ·(zi -z)

2821.769 885.2379
1160.665 304.0119
882.915 308.6015
5088.518 263.7069
5415.635 666.5190
394.658 507.9024
5963.738 1014.0027
3256.515 414.3929
1012.601 217.2850
4776.351 240.3664
3514.651 196.4334
1634.292 70.8069
-367.634 -49.9618
-983.666 -176.1670
-806.224 -221.7127
784.383 -67.6019
3334.910 204.9927
6845.357 596.0711
11315.723 1262.5470
19434.691 2251.4532
28218.394 3979.8114
29467.153 4170.3440
133165.39 17039.04
+ 2 0.24 0.48 774.5019517 + 2 0.28

+ 178.44525 + 1627.03899
 0.5
0.48 ###