Precio por Mes

Fecha IBM MCD JPM AAPL 1810.HK 000793.SZ 3M

9/1/2021 126.37 237.14 159.14 140.71 21.35 2.38 170.61
10/1/2021 113.79 241.51 165.17 148.97 21.35 2.30 173.78
11/1/2021 111.41 240.57 155.35 164.38 19.28 2.47 165.38
12/1/2021 128.86 265.12 154.88 176.84 18.90 2.94 174.17
1/1/2022 128.78 256.59 145.34 174.06 16.38 2.55 162.79
2/1/2022 118.11 242.07 139.52 164.44 14.66 2.86 145.75
3/1/2022 126.86 245.92 134.13 174.11 13.94 2.84 147.39
4/1/2022 129.00 247.79 117.44 157.20 12.20 2.36 142.78
5/1/2022 135.47 250.82 131.07 148.42 12.14 2.50 147.80
6/1/2022 139.43 245.52 111.62 136.53 13.64 2.67 129.41
7/1/2022 129.16 263.37 114.35 162.28 12.34 2.44 143.24
8/1/2022 133.25 265.44 122.46 172.95 12.12 2.41 151.43
 Rentabilidad Mensual
BMY NIKE PEP Probabilidad IBM MCD
57.36 144.28 146.40 0.1 3% 1%
57.07 166.20 158.37 0.1 -7% 7%
52.41 168.14 156.58 0.1 3% -2%
60.93 165.58 170.23 0.1 5% 1%
63.41 147.37 171.20 0.1 2% 1%
67.70 135.90 161.55 0.1 7% 2%
71.99 133.92 165.14 0.1 -8% -6%
74.75 124.39 170.52 0.1 0% -3%
74.93 118.56 166.59 0.1 16% 10%
76.47 101.95 165.51 0.1 -2% 0%
73.78 114.92 174.96 0.1 -10% 2%
74.53 116.32 179.28 Rentabilidad 2.01% 1.16%
Varianza 0.52% 0.18%
Desviacion Estandar 7.18% 4.25%
Coef Variación 3.58 3.66
Desempeño 0.28 0.27
Rentabilidad Historica 0.74% 1.12%
JPM AAPL 1810.HK 000793.SZ 3M BMY NIKE
7% 7% -2% -1% 6% 1% 1%
2% 19% -10% -9% 11% -4% 13%
-15% -8% 12% 7% -12% 2% -14%
12% -6% 0% 6% 4% 0% -5%
-12% -10% -12% -17% -3% 4% -7%
-4% 6% -5% -1% 1% 6% -1%
-4% -6% -11% 12% -10% 7% -8%
-6% -2% -13% -13% -7% 4% -11%
0% 8% -2% 19% 5% 16% -2%
-6% 10% -10% 7% -5% -8% 1%
4% 6% 0% -3% 2% 0% 15%
-2.93% 2.09% -5.82% 1.18% -1.23% 3.21% -3.61%
0.58% 0.73% 0.51% 1.08% 0.48% 0.36% 0.75%
7.62% 8.53% 7.16% 10.40% 6.91% 5.98% 8.65%
-2.59 4.07 -1.23 8.83 -5.63 1.86 -2.40
-0.39 0.25 -0.81 0.11 -0.18 0.54 -0.42
-2.06% 2.25% -4.76% 0.66% -0.84% 2.58% -1.57%
PEP Grupos IBM MCD JPM AAPL 1810.HK
2% 20% 1.0 7.0 0.0 0.0 0.0
6% 25% 0.0 0.0 0.0 0.0 0.0
-1% 20% 0.0 0.0 0.0 0.0 0.0
-2% 15% 0.0 4.0 4.0 6.0 0.0
3% 10% 2.0 0.0 0.0 0.0 0.0
2% 5% 3.0 0.0 0.0 0.0 0.0
-6% 0% 2.0 0.0 0.0 0.0 0.0
1% -5% 3.0 0.0 7.0 0.0 0.0
9% -10% 0.0 0.0 0.0 0.0 0.0
-1% -15% 0.0 0.0 0.0 0.0 10.0
8% -20% 0.0 0.0 0.0 5.0 1.0
1.47% 0.0 0.0 0.0 0.0 0.0
0.18%
4.21%
2.86
0.35
1.95%
000793.SZ 3M 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 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0
0.0 0.0 3.0 4.0 7.0
0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0
6.0 0.0 0.0 0.0 0.0
0.0 5.0 8.0 0.0 4.0
5.0 6.0 0.0 7.0 0.0
0.0 0.0 0.0 0.0 0.0
 IBM MCD JPM AAPL 1810.HK 000793.SZ 3M
IBM 0.00515592
MCD 0.00129305 0.00180713
JPM -9.2E-05 0.00115676 0.0058001
AAPL -0.00069084 0.00224715 0.00259804 0.00727073
1810.HK 0.00142401 0.00027053 0.00021851 -0.00103705 0.00512454
000793.SZ 0.00260501 0.00060188 0.00124192 0.00036601 0.00322076 0.01082089
3M 0.00083945 0.00238355 0.00385511 0.00405481 -0.00040219 -0.0007821 0.00476966
BMY 0.00263106 0.00062965 -0.00048351 -0.00135397 0.00031843 0.0021396 -9.018E-05
NIKE -0.00251559 0.00200316 0.00365202 0.00577922 -0.00054911 -0.00110497 0.00431608
PEP 0.00056944 0.00144181 0.00057562 0.001891 0.00027169 -0.00079115 0.00188663
Covarianza
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 0.01 0.00 0.00 0.00 0.00 0.00 0.00

MCD 0.00 0.00 0.00 0.00 0.00 0.00 0.00
JPM 0.00 0.00 0.01 0.00 0.00 0.00 0.00
AAPL 0.00 0.00 0.00 0.01 0.00 0.00 0.00
1810.HK 0.00 0.00 0.00 0.00 0.01 0.00 0.00
000793.SZ 0.00 0.00 0.00 0.00 0.00 0.01 0.00
3M 0.00 0.00 0.00 0.00 0.00 0.00 0.00
BMY 0.00 0.00 0.00 0.00 0.00 0.00 0.00
NIKE 0.00 0.00 0.00 0.01 0.00 0.00 0.00
PEP 0.00 0.00 0.00 0.00 0.00 0.00 0.00
 BMY NIKE PEP

0.00357167
-0.00185838 0.00748391
0.00057299 0.00227298 0.00176894

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%

0.00 0.00 0.00

0.00 0.00 0.00
0.00 0.00 0.00
0.00 0.01 0.00
0.00 0.00 0.00
0.00 0.00 0.00
0.00 0.00 0.00
0.00 0.00 0.00
0.00 0.01 0.00
0.00 0.00 0.00