10

Fecha BBVA ACS TELEFONICA AIG

30-dic-2016 0.61% 0.15% 0.46% -0.85%
29-dic-2016 -0.61% 0.45% -0.08% -1.01%
28-dic-2016 -0.47% -1.04% -0.46% -0.85%
27-dic-2016 -0.25% 0.52% -0.21% -1.44%
23-dic-2016 0.25% -0.99% 1.43% 0.87%
22-dic-2016 -0.17% -0.02% -1.23% -0.80%
21-dic-2016 -0.92% -0.08% -1.05% -0.60%
07-ene-2016 -1.28% -2.77% -0.77% -3.87%
06-ene-2016 -2.14% -0.77% -0.72% -1.19%
05-ene-2016 0.67% 0.19% 0.51% 3.01%
04-ene-2016 -2.06% -4.42% -3.03% -2.16% Nª días cotización: 257
Rent. Esperada (diaria) 0.01% 0.06% -0.03% -0.13%
Rent. Esperada (anual) 3.59% 15.22% -8.86% -33.88%
Varianza (diaria) 0.0007 0.0004 0.0005 0.0010
Desviación típica (diaria) 2.56% 1.96% 2.14% 3.16%
Desviación típica (anual)
VOLATILIDAD
41.06% 31.49% 34.23% 50.69%

COMPOSICIÓN
35.0% 40.0% 20.0% 5.0%
CARTERA (wi)

Rent. Esperada (diaria) 0.02%

Rent. Esperada (anual) 3.88%

MATRIZ DE VARIANZA-COVARIANZA
0.0007 0.0003 0.0004 0.0005 35.0%
0.0003 0.0004 0.0003 0.0004 40.0%
0.0004 0.0003 0.0005 0.0004 20.0%
0.0005 0.0004 0.0004 0.0010 5.0%

Varianza (diaria) 0.0004 Desv. Típica (diaria) 2.0%

Desv. Típica (anual)
32.2%
VOLATILIDAD
 10

Mes ALFA BETA GAMMA DELTA

Mes 1 3.62% -7.99% 1.23% 4.65%
Mes 2 6.71% 2.47% 1.47% 4.77%
Mes 3 6.98% 7.98% 2.32% 8.19%
Mes 4 -2.22% -4.36% 1.89% 2.21%
Mes 5 7.33% -7.89% 4.14% 1.69%
Mes 6 -6.50% 2.55% 1.19% -4.78%
Mes 7 -4.70% 7.23% 4.28% -5.89%
Mes 8 2.60% 5.63% 1.23% -4.63%
Mes 9 1.66% -1.36% 1.47% -4.77%
Mes 10 -9.63% 1.89% -2.63% 4.55%
Mes 11 -7.11% 3.96% -2.68% 6.78%
Mes 12 12.60% 1.63% -1.00% 3.66%
Rendto mensual 2016 0.95% 0.98% 1.08% 1.37%
Rendto anual 2016 11.34% 11.74% 12.91% 16.43%
Desv. tip. mensual 2016 6.65% 5.14% 2.13% 4.82%
Volatilidad 2016 23.04% 17.82% 7.37% 16.69%

ALFA BETA GAMMA DELTA

CARTERA (wi) 30.0% 30.0% 30.0% 10.0% 100%

MATRIZ DE VARIANZA-COVARIANZA
0.00442 -0.00067 0.00045 0.00076 30.0%
-0.00067 0.00265 -0.00016 -0.00027 30.0%
0.00045 -0.00016 0.00045 -0.00043 30.0%
0.00076 -0.00027 -0.00043 0.00232 10.0%

Rentabilidad esperada 12.44%

Varianza (mensual) 0.0006

Desv. Típ. (mensual) 2.52%
Volatilidad 8.73%

Rentabilidad Volatilidad
esperada
CARTERA actual 30.0% 30.0% 30.0% 10.0% 12.44% 8.73%
CARTERA alternativa 1 10.0% 30.0% 50.0% 10.0% 12.75% 6.30%
CARTERA alternativa 2 10.0% 30.0% 20.0% 40.0% 13.81% 8.18%
 10

Fecha BBVA ACS TELEFONICA AIG

30-Dec-17 0.61% 0.15% 0.56% -0.75%
4-Jan-17 -2.06% -4.42% -2.93% -2.06%
Rendto diario 2017 0.07% 0.09% 0.12% 0.11%
Rendto anual 2017 17.08% 23.73% 30.44% 28.68%
Desv. tip. diaria 2017 2.36% 1.85% 1.89% 2.45%
Volatilidad 2017 37.71% 29.61% 30.19% 39.15%

CARTERA (wi) 20.0% 25.0% 30.0% 25.0% 100%

MATRIZ DE VARIANZA-COVARIANZA
0.00056 0.00027 0.00032 0.00030 20.0%
0.00027 0.00034 0.00022 0.00024 25.0%
0.00032 0.00022 0.00036 0.00026 30.0%
0.00030 0.00024 0.00026 0.00060 25.0%

Rentabilidad cartera 2017 25.65%

Varianza (diaria) cartera 2017 0.0003
Desv. Típ. (diaria) cartera
2017 1.77%
Volatilidad cartera 2017 28.25%

Rentabilidad Volatilidad
esperada
CARTERA actual 20.0% 25.0% 30.0% 25.0% 25.65% 28.25%
CARTERA alternativa 1 10.0% 30.0% 50.0% 10.0% 26.91% 27.35%
CARTERA alternativa 2 0.0% 30.0% 40.0% 30.0% 27.90% 27.75%
 10

Mes AA BB CC
Trimestre 1 2015 11.58% -25.57% 14.88%
Trimestre 2 2015 21.47% 7.90% 15.26%
Trimestre 3 2015 22.34% 25.54% 26.21%
Trimestre 4 2015 -7.10% -13.95% 7.07%
Trimestre 1 2016 23.46% -25.25% 5.41%
Trimestre 2 2016 -20.80% 8.16% -15.30%
Trimestre 3 2016 -15.04% 23.14% -18.85%
Trimestre 4 2016 8.32% 18.02% -14.82%
Trimestre 1 2017 5.31% -4.35% -15.26%
Trimestre 2 2017 -30.82% 6.05% 14.56%
Trimestre 3 2017 -22.75% 12.67% 21.70%
Trimestre 4 2017 40.32% 5.22% 11.71%
Rent. trimestral 3.02% 3.13% 4.38%
Rent. Anual 12.10% 12.52% 17.53%
Desv. tip. trimestral 21.28% 16.46% 15.42%
Volatilidad 42.56% 32.93% 30.83%

AA BB CC
CARTERA (wi) 30.0% 30.0% 40.0% 100%

MATRIZ DE VARIANZA-COVARIANZA
0.04529 -0.00682 0.00775 30.0%
-0.00682 0.02710 -0.00273 30.0%
0.00775 -0.00273 0.02376 40.0%

Rentabilidad esperada 14.40%

Varianza (trimestral) 0.0103

Desv. Típ. (trimestral) 10.15%
Volatilidad 20.29%

Rentabilidad Volatilidad
esperada
CARTERA actual 30.0% 30.0% 40.0% 14.40% 20.29%
CARTERA alternativa 1 10.0% 50.0% 40.0% 14.48% 19.88%
CARTERA alternativa 2 20.0% 30.0% 50.0% 14.94% 20.11%

Rentabilidad
esperada Volatilidad

Cartera 1 cuestionario 60.0% 30.0% 10.0% 12.77% 26.30%

Cartera 2 cuestionario 20.0% 40.0% 40.0% 14.44% 19.21%
Cartera 3 cuestionario 10.0% 60.0% 30.0% 13.98% 20.99%
 10

Trimestre X Y Z
Trimestre 1 2015 11.58% -25.57% 1.88%
Trimestre 2 2015 -21.47% 7.90% 15.26%
Trimestre 3 2015 22.34% 25.54% 6.21%
Trimestre 4 2015 -7.10% -13.95% 7.07%
Trimestre 1 2016 23.46% -25.25% 5.41%
Trimestre 2 2016 -20.80% 8.16% -15.30%
Trimestre 3 2016 -15.04% 23.14% -18.85%
Trimestre 4 2016 8.32% 18.02% -14.82%
Trimestre 1 2017 5.31% -4.35% -15.26%
Trimestre 2 2017 -30.82% 6.05% 14.56%
Trimestre 3 2017 -22.75% 12.67% 1.70%
Trimestre 4 2017 40.32% 5.22% 1.71%
Trimestre 1 2018 12.74% -28.12% 16.37%
Trimestre 2 2018 -24.69% 9.09% 17.55%
Trimestre 3 2018 18.99% 21.71% -22.28%
Trimestre 4 2018 -8.52% -16.74% 8.49%
Trimestre 1 2019 11.74% -27.12% 16.37%
Trimestre 2 2019 23.69% 10.09% 17.55%
Trimestre 3 2019 17.99% 22.71% 2.28%
Trimestre 4 2019 -9.52% -15.74% 8.49%
Rent. trimestral 1.79% 0.67% 2.72%
Rent. Anual 7.15% 2.68% 10.88%
Desv. tip. trimestral 19.75% 18.15% 12.77%
Volatilidad 39.49% 36.30% 25.55%

X Y Z
CARTERA (wi) 17.00% 31.00% 52.00% 100%

MATRIZ DE VARIANZA-COVARIANZA
0.03899 -0.00309 -0.00180 17.0%
-0.00309 0.03294 -0.00979 31.0%
-0.00180 -0.00979 0.01632 52.0%

Rentabilidad esperada 7.70%

Varianza (trimestral) 0.0049

Desv. Típ. (trimestral) 7.00%
Volatilidad 14.00%

Rentabilidad Volatilidad
esperada
CARTERA actual 20.0% 40.0% 40.0% 6.86% 14.86%
CARTERA alternativa 1 10.0% 40.0% 50.0% 7.23% 14.69%

CARTERA alternativa 2 20.0% 30.0% 50.0% 7.67% 14.05%

Rentabilidad Volatilidad
esperada
Cartera 1 cuestionario 52.0% 17.0% 31.0% 7.55% 20.88%
Cartera 2 cuestionario 31.0% 17.0% 52.0% 8.33% 16.09%
Cartera 3 cuestionario 17.0% 31.0% 52.0% 7.70% 14.00%
Fecha Santander AIG Endesa ACS Ibex-35
2019-01-03 -1.92% 0.04% -0.34% -0.80% -0.31%
2019-01-04 4.09% 2.52% 4.65% 0.81% 2.52%
2019-01-07 0.27% -0.96% 0.33% 0.27% 0.44%
2019-01-08 1.83% 0.61% 0.10% 0.35% 0.81%
2019-01-09 1.97% -1.07% -0.14% -0.66% -0.27%
2019-01-10 -2.32% 0.54% -1.53% 1.47% 0.38%
2019-01-11 -0.22% 0.14% -0.49% -0.66% 0.23%
2019-01-14 0.70% -0.68% -0.63% 0.13% -0.66%
2019-01-15 -1.66% 0.32% 0.15% 1.67% 0.36%
2019-01-16 -1.42% 2.55% 4.80% -0.09% 0.71%
2019-01-17 1.13% -0.81% -3.69% 0.74% -0.05%
2019-01-18 2.72% 1.10% 3.15% 0.60% 1.80%
2019-01-21 1.35% 1.29% -1.79% -0.21% -0.17%
2019-01-22 -0.73% 1.59% -1.39% 0.43% -0.18%
2019-01-23 -1.08% 1.16% 2.53% 0.77% 1.01%
2019-01-24 0.57% 1.24% -1.99% 0.93% 0.23%
2019-01-25 -0.04% -0.20% 4.40% -1.43% 0.38%
2019-01-28 -3.47% -1.93% -3.10% -0.47% -1.34%
2019-01-29 13.03% 0.24% -0.72% 1.50% 0.63%
2019-01-30 -0.99% 0.68% -1.01% 1.14% -0.52%
2019-01-31 -0.56% 1.38% -2.83% 1.37% -0.16%
2019-02-01 6.06% 0.17% -9.09% -0.66% -0.41%
2019-02-04 -3.62% -0.56% -4.80% 0.08% -0.49%
2019-02-05 2.45% 1.07% -0.12% 0.66% 1.30%
2019-02-06 -0.42% -1.02% 2.94% -0.04% 0.10%
2019-02-07 -0.12% -0.67% -3.76% -1.27% -1.79%
2019-02-08 -1.74% -1.04% 0.23% -0.46% -0.91%
2019-02-11 2.25% 0.07% 0.91% 0.38% 0.90%
2019-02-12 1.16% 1.22% 1.41% 0.96% 0.52%
2019-02-13 -0.46% -0.17% 2.16% -2.39% -0.01%
2019-02-14 2.15% 0.67% 1.14% -0.21% -0.33%
2019-02-15 2.70% 2.13% 5.01% 0.04% 1.91%
2019-02-18 -1.28% 0.20% -1.01% 0.47% 0.35%
2019-02-19 0.22% 0.03% 0.68% 0.38% -0.21%
2019-02-20 0.44% 0.06% 0.44% -0.17% 0.49%
2019-02-21 0.59% 0.91% 0.19% 0.08% 0.11%
2019-02-22 -1.68% 0.26% -1.00% 0.38% 0.15%
2019-02-25 0.15% 0.13% 0.17% -0.08% 0.00%
2019-02-26 0.71% 1.15% 0.82% -0.04% 0.25%
2019-02-27 -1.77% -1.46% 3.08% -0.38% -0.17%
2019-02-28 0.98% 0.90% 1.72% 0.34% 0.72%
2019-03-01 -0.71% -0.61% -0.05% -0.38% -0.11%
2019-03-04 0.56% 0.90% -0.05% -0.25% -0.09%
2019-03-05 -1.60% 1.24% -0.09% 0.21% -0.02%
2019-03-06 1.17% -0.31% 1.39% 0.55% 0.42%
2019-03-07 -0.34% -0.19% -7.25% 2.80% -0.50%
2019-03-08 -2.10% 0.00% -3.19% -0.24% -1.30%
2019-03-11 0.92% -0.44% 1.98% -0.78% 0.47%
2019-03-12 0.53% 0.73% 1.03% 0.90% -0.11%
2019-03-13 0.98% -0.28% 1.51% -0.12% 0.34%
2019-03-14 0.37% 0.63% 0.71% -0.12% 0.19%
2019-03-15 -0.60% 1.50% 0.40% 0.74% 1.44%
2019-03-18 1.50% 1.02% 2.60% -1.26% 0.72%
2019-03-19 3.62% 1.59% 0.45% 0.78% 0.88%
2019-03-20 1.28% -2.47% -3.15% 0.24% -0.91%
2019-03-21 -0.07% -0.09% -3.14% 0.77% -0.53%
2019-03-22 -3.38% -1.51% -2.19% -0.48% -1.67%
2019-03-25 -0.29% 0.19% -0.33% 0.65% -0.21%
2019-03-26 1.61% 0.22% -3.42% 0.44% 0.03%
2019-03-27 1.73% 1.72% 1.03% 0.44% 0.51%
2019-03-28 0.46% 0.21% -1.70% -0.12% -0.60%
2019-03-29 -0.07% -1.65% 2.05% -0.36% 0.72%
2019-04-01 1.30% 0.12% 4.14% 0.28% 1.10%
2019-04-02 -0.28% 0.59% -0.82% 0.76% 0.23%
2019-04-03 3.45% 1.30% 3.51% 0.28% 1.33%
2019-04-04 0.74% -0.98% 2.11% 0.59% 0.49%
2019-04-05 0.37% 0.15% -1.05% -0.08% -0.25%
2019-04-08 -0.73% -2.09% -2.44% -0.35% -0.76%
2019-04-09 1.98% 0.00% 0.17% 0.36% -0.32%
2019-04-10 0.13% 2.11% -0.53% 0.71% -0.01%
2019-04-11 -2.56% 0.71% 3.54% -0.70% 0.41%
2019-04-12 -1.86% -0.06% 2.57% -0.98% 0.24%
2019-04-15 4.37% 0.98% 0.24% 0.00% 0.30%
2019-04-16 1.71% -0.61% 0.77% -1.79% 0.00%
2019-04-17 -0.36% -3.41% 3.00% 0.16% 0.55%
2019-04-18 0.55% 0.32% -0.73% 0.36% 0.34%
2019-04-23 0.39% 0.06% -2.15% 0.28% -0.57%
2019-04-24 0.45% 0.79% -2.61% -0.64% -0.74%
2019-04-25 0.93% 0.34% -0.18% 1.54% 0.47%
2019-04-26 0.35% 1.21% 4.21% 0.24% 0.05%
2019-04-29 0.32% 0.03% 2.61% -0.60% 0.12%
2019-04-30 0.92% 1.57% -0.38% 1.20% 0.56%
2019-05-02 -3.13% 0.24% 2.90% 0.51% -1.59%
2019-05-03 1.65% -0.30% -2.63% 0.59% -0.09%
2019-05-06 -1.46% -0.21% -1.64% -0.08% -0.84%
2019-05-07 -2.51% -0.30% 0.88% 1.88% -1.03%
2019-05-08 2.48% 0.09% 2.38% -0.42% -0.09%
2019-05-09 -3.35% 0.33% -2.23% -1.39% -1.43%
2019-05-10 -0.13% -0.76% 1.02% 1.41% 0.25%
2019-05-13 -4.01% -0.09% -1.25% 0.96% -0.78%
2019-05-14 1.50% 1.13% 1.02% 0.15% 0.89%
2019-05-15 0.51% 0.88% 0.10% 0.84% 0.54%
2019-05-16 0.61% 0.66% 2.21% 1.85% 1.39%
2019-05-17 -0.58% -0.80% 0.38% -0.19% -0.26%
2019-05-20 -2.87% -1.05% -1.50% -0.04% -0.87%
2019-05-21 2.53% 1.67% 0.05% -0.33% 0.43%
2019-05-22 1.23% 0.15% -2.71% -0.11% -0.07%
2019-05-23 -4.60% -1.34% -0.49% -0.97% -1.28%
2019-05-24 1.67% 0.81% -0.15% 0.72% 0.66%
2019-05-27 0.35% 0.06% 0.15% 0.15% 0.46%
2019-05-28 0.90% 0.24% -0.39% -2.77% -0.27%
2019-05-29 -2.72% -1.46% -0.79% -1.04% -1.21%
2019-05-30 0.92% 1.30% 1.39% -0.23% 0.85%
2019-05-31 -2.07% -1.43% -2.63% -0.55% -1.68%
2019-06-03 2.04% 1.24% 0.00% 0.82% 0.21%
2019-06-04 0.49% -0.27% 1.89% -0.62% 1.05%
2019-06-05 -0.17% 1.95% -1.54% 0.66% 0.36%
2019-06-06 0.14% 0.53% -5.00% 0.70% 0.20%
2019-06-07 0.94% 1.08% -0.65% -0.12% 0.73%
2019-06-10 0.66% 0.12% 1.91% -0.12% 0.63%
2019-06-11 0.58% 0.46% -0.92% -1.43% -0.13%
2019-06-12 0.41% 0.81% -1.77% 0.63% -0.47%
2019-06-13 1.74% -0.23% -0.09% -0.70% 0.09%
2019-06-14 -0.70% -0.74% -1.31% -0.16% -0.57%
2019-06-17 0.74% -0.14% 0.48% -1.18% -0.68%
2019-06-18 2.21% 2.69% 0.76% 1.27% 1.19%
2019-06-19 -0.39% 0.25% 2.04% -1.30% -0.10%
2019-06-20 1.97% -0.87% -4.53% 0.28% -0.25%
2019-06-21 -1.16% -0.79% -0.60% 0.52% 0.20%
2019-06-24 1.70% 1.28% -0.62% 0.24% -0.38%
2019-06-25 -0.51% -0.03% -0.33% -0.95% -0.36%
2019-06-26 -2.10% -2.62% 0.76% -0.60% -0.03%
2019-06-27 -3.26% -0.35% 0.00% -1.32% -0.10%
2019-06-28 -0.44% 1.31% 1.22% -1.78% 0.56%
2019-07-01 0.62% 0.17% 1.54% 0.12% 0.72%
2019-07-02 0.82% 0.95% -1.73% 1.57% 0.18%
2019-07-03 1.82% 0.51% 2.27% 1.01% 1.22%
2019-07-04 -0.40% 0.23% 2.09% -3.37% 0.07%
2019-07-05 -1.36% -2.37% 0.42% -3.37% -0.70%
2019-07-08 -0.24% 0.09% -2.96% -2.80% -0.54%
2019-07-09 0.68% 0.17% 0.04% 1.06% -0.12%
2019-07-10 -0.34% -0.40% 1.69% -0.74% -0.23%
2019-07-11 0.00% -0.66% 0.43% -0.62% 0.30%
2019-07-12 0.91% 0.73% -0.68% 0.53% 0.14%
2019-07-15 0.10% 1.04% 0.11% 1.02% 0.33%
2019-07-16 1.10% 0.31% 2.19% -1.49% 0.57%
2019-07-17 -0.53% 0.03% -4.65% 1.20% -0.99%
2019-07-18 -2.19% -0.85% 0.28% -0.53% -0.63%
2019-07-19 2.85% -0.34% -2.72% -0.44% -0.60%
2019-07-22 0.46% 0.29% -3.70% 0.27% -0.08%
2019-07-23 2.00% 0.20% 3.79% 1.24% 1.29%
2019-07-24 0.00% -0.20% 0.47% 0.57% 0.52%
2019-07-25 1.09% -1.47% 0.16% 0.69% -0.43%
2019-07-26 -1.91% -0.26% -6.59% -0.69% -0.69%
2019-07-29 0.65% 0.23% -1.81% 0.35% -0.11%
2019-07-30 -17.65% -1.05% -3.37% -2.12% -2.48%
2019-07-31 -0.82% -3.24% -0.55% 1.15% -0.17%
2019-08-01 1.97% 2.04% -0.30% 1.53% 0.75%
2019-08-02 -2.51% -1.49% -2.23% 0.30% -1.56%
2019-08-05 -3.69% -2.36% 1.19% 0.09% -1.35%
2019-08-06 3.26% -0.03% -1.38% -0.30% -0.89%
2019-08-07 1.40% 0.87% 0.31% 0.90% 0.54%
2019-08-08 -0.08% 0.89% 3.18% 0.26% 1.41%
2019-08-09 -1.26% -0.61% -1.38% -0.21% -1.25%
2019-08-12 -1.44% 0.89% -4.40% -0.21% -0.93%
2019-08-13 -0.36% -1.55% 1.30% 0.17% 0.22%
2019-08-14 -2.11% -0.65% -4.78% -0.21% -1.98%
2019-08-15 -0.75% 0.31% 0.77% -0.34% -0.04%
2019-08-16 0.33% 1.02% 5.97% 1.50% 1.78%
2019-08-19 2.17% 0.64% 0.10% 0.93% 0.73%
2019-08-20 -2.94% -0.92% -3.38% -1.30% -1.32%
2019-08-21 1.55% 0.68% -0.19% 0.42% 0.97%
2019-08-22 0.83% -0.52% 3.03% -1.01% 0.17%
2019-08-23 0.25% -0.77% -2.13% 0.21% -0.77%
2019-08-26 0.04% 0.68% 1.22% 0.55% 0.34%
2019-08-27 0.20% 1.08% 0.47% 1.31% 0.57%
2019-08-28 -1.22% -0.52% -0.05% -0.08% 0.21%
2019-08-29 0.99% 0.40% 1.46% -0.54% 0.54%
2019-08-30 1.39% -0.03% 0.23% -0.04% 0.21%
2019-09-02 -0.48% 0.88% -2.67% 0.42% 0.03%
2019-09-03 -0.45% -0.09% -1.58% -0.59% -0.07%
2019-09-04 1.67% 0.33% 0.91% 0.17% 0.54%
2019-09-05 0.60% 0.75% 7.68% -0.21% 1.54%
2019-09-06 -1.16% 0.06% -1.43% -2.36% -0.03%
2019-09-09 1.45% -1.58% 4.36% -1.55% 0.23%
2019-09-10 2.58% 0.88% 2.25% 1.40% 0.75%
2019-09-11 4.11% 0.00% 0.33% 0.78% -0.21%
2019-09-12 0.60% -0.09% -1.10% 0.64% 0.25%
2019-09-13 1.07% -0.87% 7.80% -2.04% 0.61%
2019-09-16 1.06% -1.89% -1.65% 0.91% -0.94%
2019-09-17 0.47% 0.53% -4.19% 2.11% -0.53%
2019-09-18 0.72% 0.83% -1.16% 2.11% 0.31%
2019-09-19 1.00% -0.03% 4.22% 0.33% 1.15%
2019-09-20 -4.32% 0.31% -0.88% 0.12% 0.47%
2019-09-23 -2.15% -1.28% -2.14% 0.12% -0.93%
2019-09-24 1.14% 1.42% 0.28% 0.16% 0.27%
2019-09-25 -1.20% 0.55% 1.65% -2.50% -0.36%
2019-09-26 -1.97% 0.24% -0.02% 1.51% 0.49%
2019-09-27 -0.46% 1.00% 1.94% -0.50% 0.60%
2019-09-30 -3.38% 0.54% -0.20% 1.37% 0.66%
2019-10-01 -1.89% 0.80% -0.49% -0.04% -0.85%
2019-10-02 -2.66% -1.68% -1.56% -3.21% -2.77%
2019-10-03 -2.40% -0.39% 1.01% -0.25% -0.11%
2019-10-04 -0.82% 0.51% -0.43% 0.47% 0.67%
2019-10-07 1.87% -0.69% 0.84% 1.36% 0.92%
2019-10-08 -1.96% -0.66% -2.42% -0.84% -1.15%
2019-10-09 0.22% 1.19% 0.02% -0.30% 0.58%
2019-10-10 0.69% 0.45% 4.63% 0.30% 1.25%
2019-10-11 3.92% 0.96% 6.13% 0.93% 1.86%
2019-10-14 0.95% -0.47% 0.75% 0.79% -0.29%
2019-10-15 0.08% 0.42% 3.19% 0.50% 1.19%
2019-10-16 -2.96% -0.68% 2.10% -0.91% 0.33%
2019-10-17 2.16% 2.09% 0.00% 0.21% -0.50%
2019-10-18 0.12% -1.78% 0.44% 0.33% -0.11%
2019-10-21 1.99% -0.15% 3.77% -0.75% 0.78%
2019-10-22 -0.81% -0.18% -1.98% 0.58% -0.24%
2019-10-23 0.78% -1.64% 0.34% -0.62% 0.05%
2019-10-24 -0.57% -0.33% -2.92% 0.13% 0.07%
2019-10-25 0.73% 0.55% 0.20% -1.54% 0.41%
2019-10-28 1.82% 1.09% -0.59% -0.30% 0.03%
2019-10-29 -2.94% 0.72% 0.79% 0.93% -0.35%
2019-10-30 1.07% -2.38% -1.33% 0.67% -1.23%
2019-10-31 -0.04% 0.30% -1.91% 1.96% -0.29%
2019-11-01 2.56% 1.76% 0.98% -1.64% 0.76%
2019-11-04 1.66% 0.15% 2.53% -0.37% 0.95%
2019-11-05 -8.68% -0.15% 2.21% 0.46% -0.09%
2019-11-06 2.51% -0.60% -1.15% 1.71% -0.10%
2019-11-07 3.70% 0.84% 1.80% -0.37% 0.52%
2019-11-08 1.72% -0.18% -0.72% -1.72% -0.57%
2019-11-11 1.22% 0.60% 0.63% 0.71% -0.06%
2019-11-12 -0.08% -1.54% -2.39% -1.04% -0.87%
2019-11-13 0.04% -1.54% -2.99% 0.08% -1.21%
2019-11-14 4.24% -0.24% -1.59% -0.84% -0.23%
2019-11-15 1.72% 2.24% 1.52% 0.59% 0.96%
2019-11-18 -1.98% 0.33% -0.48% 1.05% -0.04%
2019-11-19 1.42% 0.72% 0.47% -1.37% 0.01%
2019-11-20 -1.77% -0.50% 0.95% 0.13% -0.37%
2019-11-21 -1.99% -1.07% 2.23% -0.29% -0.12%
2019-11-22 -0.96% 0.36% 0.69% -0.68% 0.44%
2019-11-25 8.49% 0.12% -1.56% 0.93% 0.70%
2019-11-26 0.39% 1.47% 0.89% -0.97% 0.05%
2019-11-27 0.39% 0.03% 0.29% 0.43% 0.41%
2019-11-28 1.56% -0.83% -0.64% -0.51% -0.04%
2019-11-29 1.08% -0.54% -1.08% 0.43% -0.07%
2019-12-02 -0.41% -2.01% -0.81% -3.01% -2.09%
2019-12-03 0.03% -0.21% 0.22% 0.04% -0.22%
2019-12-04 -0.10% 0.95% 3.25% 0.48% 1.48%
2019-12-05 -0.42% -0.64% -0.48% -0.78% -0.30%
2019-12-06 1.78% 1.28% 0.53% 0.61% 1.51%
2019-12-09 -0.86% 0.42% 0.48% -0.04% -0.30%
2019-12-10 -1.14% 0.03% -1.40% -1.05% -0.36%
2019-12-11 1.29% 2.34% 1.17% 0.40% 0.77%
2019-12-12 2.86% 0.68% 4.63% -0.83% 0.81%
2019-12-13 1.98% 2.07% -0.18% 0.75% 1.01%
2019-12-16 3.84% -0.26% 0.51% -0.13% 1.22%
2019-12-17 -1.74% 0.29% -0.92% 0.66% -0.67%
2019-12-18 0.06% -0.34% 0.79% -1.31% 0.06%
2019-12-19 1.22% -1.81% 1.56% 0.57% -0.05%
2019-12-20 -0.41% 0.50% -0.51% 0.40% 0.61%
2019-12-23 0.42% 0.73% -3.24% 0.26% -0.16%
2019-12-24 -0.29% 0.29% 0.10% -0.35% 0.02%
2019-12-25 0.00% 0.00% 0.00% 0.00% 0.00%
2019-12-27 0.22% 0.69% 0.00% 0.26% 0.40%
2019-12-30 -0.38% -1.14% -0.24% -0.31% -0.91%
2019-12-31 -0.13% -1.47% -0.48% -1.75% -0.66% Nº sesiones 255
Rent. Esperada (diaria) 0.17% 0.09% 0.05% 0.00% 0.05%
Rent. Esperada (anual) 42.58% 23.28% 12.16% 0.70% 11.83%
Varianza (diaria) 0.0005 0.0001 0.0005 0.0001 0.0001
Desviación típica (diaria) 2.33% 1.04% 2.32% 1.00% 0.78%
Desviación típica (anual) 37.20% 16.67% 36.97% 15.95% 12.45%

Cartera ACTUAL (wi) 25.00% 25.00% 25.00% 25.00% 100.00%

Rdad. Esp. CARTERA (diaria) 0.08%

Rdad. Esp. CARTERA (anual) 19.68%

Santander AIG Endesa ACS

MATRIZ DE VARIANZA-COVARIANZA
Santander 0.00054 0.00007 0.00008 0.00005 25.00%
AIG 0.00007 0.00011 0.00004 0.00003 25.00%
Endesa 0.00008 0.00004 0.00054 -0.00002 25.00%
ACS 0.00005 0.00003 -1.7823E-05 0.00010 25.00%

Varianza CARTERA (diaria) 0.0001 Desv. Típica CARTERA (diaria) 1.1%