ACTIVIDAD EXCEL DESICIONES DE INVERSIÓN

Presentado Por:

DANIEL RODRIGUEZ LOZANO– ID. 640136

GRUPO 2

Presentado a:

NESTOR MORENO GUTIERREZ

CORPORACIÓN UNIVERSITARIA MINUTO DE DIOS

ESPECIALIZACIÓN EN GERENCIA FINANCIERA

BOGOTÁ D.C, AGOSTO 2022

SICIONES DE INVERSIÓN

LOZANO– ID. 640136

O GUTIERREZ

TARIA MINUTO DE DIOS

ERENCIA FINANCIERA

GOSTO 2022
 Precio por Mes
Fecha IBM MCD JPM AAPL 1810.HK 000793.SZ 3M BMY
9/1/2021 126.37 237.14 159.14 140.71 21.35 2.38 170.61 57.36
10/1/2021 113.79 241.51 165.17 148.97 21.35 2.30 173.78 57.07
11/1/2021 111.41 240.57 155.35 164.38 19.28 2.47 165.38 52.41
12/1/2021 128.86 265.12 154.88 176.84 18.90 2.94 174.17 60.93
1/1/2022 128.78 256.59 145.34 174.06 16.38 2.55 162.79 63.41
2/1/2022 118.11 242.07 139.52 164.44 14.66 2.86 145.75 67.70
3/1/2022 126.86 245.92 134.13 174.11 13.94 2.84 147.39 71.99
4/1/2022 129.00 247.79 117.44 157.20 12.20 2.36 142.78 74.75
5/1/2022 135.47 250.82 131.07 148.42 12.14 2.50 147.80 74.93
6/1/2022 139.43 245.52 111.62 136.53 13.64 2.67 129.41 76.47
7/1/2022 129.16 263.37 114.35 162.28 12.34 2.44 143.24 73.78
8/1/2022 133.25 265.44 122.46 172.95 12.12 2.41 151.43 74.53

Rentabilidad Mensual
Probabilidad IBM MCD JPM AAPL 1810.HK 000793.SZ 3M BMY
0.1 3% 1% 7% 7% -2% -1% 6% 1%
0.1 -7% 7% 2% 19% -10% -9% 11% -4%
0.1 3% -2% -15% -8% 12% 7% -12% 2%
0.1 5% 1% 12% -6% 0% 6% 4% 0%
0.1 2% 1% -12% -10% -12% -17% -3% 4%
0.1 7% 2% -4% 6% -5% -1% 1% 6%
0.1 -8% -6% -4% -6% -11% 12% -10% 7%
0.1 0% -3% -6% -2% -13% -13% -7% 4%
0.1 16% 10% 0% 8% -2% 19% 5% 16%
0.1 -2% 0% -6% 10% -10% 7% -5% -8%
0.1 -10% 2% 4% 6% 0% -3% 2% 0%

Activos individuales
Rentabilidad 2.01% 1.16% -2.93% 2.09% -5.82% 1.18% -1.23% 3.21%
Varianza 0.52% 0.18% 0.58% 0.73% 0.51% 1.08% 0.48% 0.36%
Desviacion Estandar 7.18% 4.25% 7.62% 8.53% 7.16% 10.40% 6.91% 5.98%
Coef Variación 3.58 3.66 -2.59 4.07 -1.23 8.83 -5.63 1.86
Desempeño 0.28 0.27 -0.39 0.25 -0.81 0.11 -0.18 0.54
Rentabilidad Historica 0.74% 1.12% -2.06% 2.25% -4.76% 0.66% -0.84% 2.58%
Proporciones 0% 0% 0% 40% 0% 0% 0% 60%

Matriz Correlaciones
IBM MCD JPM AAPL 1810.HK 000793.SZ 3M BMY
IBM 1
MCD 0.42 1
 JPM -0.02 0.36 1
AAPL -0.11 0.62 0.40 1
1810.HK 0.28 0.09 0.04 -0.17 1
000793.SZ 0.35 0.14 0.16 0.04 0.43 1
3M 0.17 0.81 0.73 0.69 -0.08 -0.11 1
BMY 0.61 0.25 -0.11 -0.27 0.07 0.34 -0.02 1
NIKE -0.40 0.54 0.55 0.78 -0.09 -0.12 0.72 -0.36
PEP 0.19 0.81 0.18 0.53 0.09 -0.18 0.65 0.23

Matriz Markowitz
IBM MCD JPM AAPL 1810.HK 000793.SZ 3M BMY
IBM 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%
MCD 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%
JPM 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%
AAPL 0.000% 0.000% 0.000% 0.065% 0.000% 0.000% 0.000% -0.028%
1810.HK 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%
000793.SZ 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%
3M 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%
BMY 0.000% 0.000% 0.000% -0.028% 0.000% 0.000% 0.000% 0.187%
NIKE 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%
PEP 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%

Varianza 0.196%
Desviación Estándar 4.425%
Retorno Esperado 2.763%
Indice de Desempeño 62.438%

Al correr el proceso se llega a la conclusión de que la mejor opción como portafolio entre estas 10 acciones, son las siguie
opción AAPL (apple) dado que presentan una desviacion estandar y un menor riesgo a lo que se pueda generar con las d
portafolio entre estas dos acciones dejando un mayor peso en la de BMY donde existe un menor riesgo, su variación hist
frente a las demas acciones revisadas y comparadas en el eje
NIKE PEP Grupos IBM MCD JPM AAPL 1810.HK 000793.SZ 3M
144.28 146.40 20% 0 0 0 0 0 0 0
166.20 158.37 25% 0 0 0 0 0 0 0
168.14 156.58 20% 1 7 0 0 0 0 0
165.58 170.23 15% 0 0 0 0 0 0 0
147.37 171.20 10% 2 0 0 0 0 0 0
135.90 161.55 5% 3 0 0 0 0 0 0
133.92 165.14 0% 2 0 0 0 0 0 0
124.39 170.52 -5% 3 0 0 0 0 0 0
118.56 166.59 -10% 0 4 4 6 0 6 0
101.95 165.51 -15% 0 0 0 5 1 5 6
114.92 174.96 -20% 0 0 7 0 10 0 5
116.32 179.28 0 0 0 0 0 0 0
12

NIKE PEP 10
1% 2%
13% 6% 8
-14% -1%
-5% -2% 6

-7% 3%
4
-1% 2%
-8% -6%
2
-11% 1%
-2% 9% 0
1% -1% Grupos -0.2 -0.15 -0.1 -0.05 0 0.05 0.1 0.15 0
15% 8%
Grafico de Dispersión
4.00%
-3.61% 1.47% 8; 3.21%
0.75% 0.18% 2.00% 1; 2.01% 4; 2.09%
2; 1.16% 6; 1.18% 10
8.65% 4.21%
-2.40 2.86 0.00%
0 2 4 6 8 10
-0.42 0.35 7; -1.23%
-1.57% 1.95% -2.00%
0% 0% 3; -2.93%
9; -3.61%
-4.00%

-6.00% 5; -5.82%

-8.00%

Matriz Covarianza
NIKE PEP IBM MCD JPM AAPL 1810.HK 000793.SZ 3M
IBM 0.52%
MCD 0.13% 0.18%
 JPM -0.01% 0.12% 0.58%
AAPL -0.07% 0.22% 0.26% 0.73%
1810.HK 0.14% 0.03% 0.02% -0.10% 0.51%
000793.SZ 0.26% 0.06% 0.12% 0.04% 0.32% 1.08%
3M 0.08% 0.24% 0.39% 0.41% -0.04% -0.08% 0.48%
BMY 0.26% 0.06% -0.05% -0.14% 0.03% 0.21% -0.01%
1 NIKE -0.25% 0.20% 0.37% 0.58% -0.05% -0.11% 0.43%
0.62 1 PEP 0.06% 0.14% 0.06% 0.19% 0.03% -0.08% 0.19%

NIKE PEP Simulador Proporción

0.000% 0.000% 0%
0.000% 0.000% 0%
0.000% 0.000% 0%
0.000% 0.000% 30%
0.000% 0.000% 0%
0.000% 0.000% 0%
0.000% 0.000% 0%
0.000% 0.000% 70%
0.000% 0.000% 0%
0.000% 0.000% 0%

estas 10 acciones, son las siguientes: en primera opción BMY (Bristol - Myers Squibb) y en segunda
que se pueda generar con las demas acciones, no obstante, considero que se puede diversificar el
n menor riesgo, su variación historica evidencia que no cuenta con caidas tan elevadas y constantes
evisadas y comparadas en el ejercicio.
 BMY NIKE PEP
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
3 4 7
0 7 0
8 0 4
0 0 0

0.1 0.15 0.2 0.25

8; 3.21%

10; 1.47%

8 10 12
1.23%

9; -3.61%

BMY NIKE PEP

 0.36%
-0.19% 0.75%
0.06% 0.23% 0.18%
 Matriz Covarianza
IBM MCD JPM AAPL 1810.HK 000793.SZ 3M
IBM 0.52%
MCD 0.13% 0.18%
JPM -0.01% 0.12% 0.58%
AAPL -0.07% 0.22% 0.26% 0.73%
1810.HK 0.14% 0.03% 0.02% -0.10% 0.51%
000793.SZ 0.26% 0.06% 0.12% 0.04% 0.32% 1.08%
3M 0.08% 0.24% 0.39% 0.41% -0.04% -0.08% 0.48%
BMY 0.26% 0.06% -0.05% -0.14% 0.03% 0.21% -0.01%
NIKE -0.25% 0.20% 0.37% 0.58% -0.05% -0.11% 0.43%
PEP 0.06% 0.14% 0.06% 0.19% 0.03% -0.08% 0.19%

Datos Matriz
IBM MCD JPM AAPL 1810.HK 000793.SZ 3M
10/1/2021 -10.0% 1.8% 3.8% 5.9% 0.0% -3.4% 1.9%
11/1/2021 -2.1% -0.4% -5.9% 10.3% -9.7% 7.4% -4.8%
12/1/2021 15.7% 10.2% -0.3% 7.6% -2.0% 19.0% 5.3%
1/1/2022 -0.1% -3.2% -6.2% -1.6% -13.3% -13.3% -6.5%
2/1/2022 -8.3% -5.7% -4.0% -5.5% -10.5% 12.2% -10.5%
3/1/2022 7.4% 1.6% -3.9% 5.9% -4.9% -0.7% 1.1%
4/1/2022 1.7% 0.8% -12.4% -9.7% -12.5% -16.9% -3.1%
5/1/2022 5.0% 1.2% 11.6% -5.6% -0.5% 5.9% 3.5%
6/1/2022 2.9% -2.1% -14.8% -8.0% 12.4% 6.8% -12.4%
7/1/2022 -7.4% 7.3% 2.4% 18.9% -9.5% -8.6% 10.7%
8/1/2022 3.2% 0.8% 7.1% 6.6% -1.8% -1.2% 5.7%

IBM 0.005 0.001 0.000 -0.001 0.001 0.003 0.001

MCD 0.001 0.002 0.001 0.002 0.000 0.001 0.002
JPM 0.000 0.001 0.006 0.003 0.000 0.001 0.004
AAPL -0.001 0.002 0.003 0.007 -0.001 0.000 0.004
1810.HK 0.001 0.000 0.000 -0.001 0.005 0.003 0.000
000793.SZ 0.003 0.001 0.001 0.000 0.003 0.011 -0.001
3M 0.001 0.002 0.004 0.004 0.000 -0.001 0.005
BMY 0.003 0.001 0.000 -0.001 0.000 0.002 0.000
NIKE -0.003 0.002 0.004 0.006 -0.001 -0.001 0.004
PEP 0.001 0.001 0.001 0.002 0.000 -0.001 0.002
BMY NIKE PEP

0.36%
-0.19% 0.75%
0.06% 0.23% 0.18%

BMY NIKE PEP

-0.5% 15.2% 8.2%
-8.2% 1.2% -1.1%
16.3% -1.5% 8.7%
4.1% -11.0% 0.6%
6.8% -7.8% -5.6%
6.3% -1.5% 2.2%
3.8% -7.1% 3.3%
0.2% -4.7% -2.3%
2.1% -14.0% -0.6%
-3.5% 12.7% 5.7%
1.0% 1.2% 2.5%

0.003 -0.003 0.001

0.001 0.002 0.001
0.000 0.004 0.001
-0.001 0.006 0.002
0.000 -0.001 0.000
0.002 -0.001 -0.001
0.000 0.004 0.002
0.004 -0.002 0.001
-0.002 0.007 0.002
0.001 0.002 0.002
 Matriz Correlaciones
IBM MCD JPM AAPL 1810.HK 000793.SZ 3M
IBM 1.0000
MCD 0.4236 1.0000
JPM -0.0168 0.3573 1.0000
AAPL -0.1128 0.6199 0.4001 1.0000
1810.HK 0.2770 0.0889 0.0401 -0.1699 1.0000
000793.SZ 0.3488 0.1361 0.1568 0.0413 0.4325 1.0000
3M 0.1693 0.8119 0.7330 0.6886 -0.0814 -0.1089 1.0000
BMY 0.6131 0.2478 -0.1062 -0.2657 0.0744 0.3442 -0.0218
NIKE -0.4050 0.5447 0.5543 0.7835 -0.0887 -0.1228 0.7224
PEP 0.1886 0.8064 0.1797 0.5273 0.0902 -0.1808 0.6495

Datos Matriz
IBM MCD JPM AAPL 1810.HK 000793.SZ 3M
10/1/2021 -10.0% 1.8% 3.8% 5.9% 0.0% -3.4% 1.9%
11/1/2021 -2.1% -0.4% -5.9% 10.3% -9.7% 7.4% -4.8%
12/1/2021 15.7% 10.2% -0.3% 7.6% -2.0% 19.0% 5.3%
1/1/2022 -0.1% -3.2% -6.2% -1.6% -13.3% -13.3% -6.5%
2/1/2022 -8.3% -5.7% -4.0% -5.5% -10.5% 12.2% -10.5%
3/1/2022 7.4% 1.6% -3.9% 5.9% -4.9% -0.7% 1.1%
4/1/2022 1.7% 0.8% -12.4% -9.7% -12.5% -16.9% -3.1%
5/1/2022 5.0% 1.2% 11.6% -5.6% -0.5% 5.9% 3.5%
6/1/2022 2.9% -2.1% -14.8% -8.0% 12.4% 6.8% -12.4%
7/1/2022 -7.4% 7.3% 2.4% 18.9% -9.5% -8.6% 10.7%
8/1/2022 3.2% 0.8% 7.1% 6.6% -1.8% -1.2% 5.7%

IBM 1.000 0.424 -0.017 -0.113 0.277 0.349 0.169

MCD 0.424 1.000 0.357 0.620 0.089 0.136 0.812
JPM -0.017 0.357 1.000 0.400 0.040 0.157 0.733
AAPL -0.113 0.620 0.400 1.000 -0.170 0.041 0.689
1810.HK 0.277 0.089 0.040 -0.170 1.000 0.433 -0.081
000793.SZ 0.349 0.136 0.157 0.041 0.433 1.000 -0.109
3M 0.169 0.812 0.733 0.689 -0.081 -0.109 1.000
BMY 0.613 0.248 -0.106 -0.266 0.074 0.344 -0.022
NIKE -0.405 0.545 0.554 0.783 -0.089 -0.123 0.722
PEP 0.189 0.806 0.180 0.527 0.090 -0.181 0.650
BMY NIKE PEP

1.0000
-0.3594 1.0000
0.2280 0.6247 1.0000

BMY NIKE PEP

-0.5% 15.2% 8.2%
-8.2% 1.2% -1.1%
16.3% -1.5% 8.7%
4.1% -11.0% 0.6%
6.8% -7.8% -5.6%
6.3% -1.5% 2.2%
3.8% -7.1% 3.3%
0.2% -4.7% -2.3%
2.1% -14.0% -0.6%
-3.5% 12.7% 5.7%
1.0% 1.2% 2.5%

0.613 -0.405 0.189

0.248 0.545 0.806
-0.106 0.554 0.180
-0.266 0.783 0.527
0.074 -0.089 0.090
0.344 -0.123 -0.181
-0.022 0.722 0.650
1.000 -0.359 0.228
-0.359 1.000 0.625
0.228 0.625 1.000