Date CUERVO MEGACPO.MKOFL.MX GFNORTEO ASURB.

MX BIMBOA GCARSOA
1/1/2018 $ 32.50 $ 80.17 $ 132.33 $ 106.51 $ 360.89 $ 43.18 $ 66.47
1/8/2018 $ 31.69 $ 78.83 $ 132.88 $ 105.61 $ 351.02 $ 43.22 $ 65.17
1/15/2018 $ 31.99 $ 80.89 $ 135.59 $ 106.37 $ 362.15 $ 43.80 $ 66.02
1/22/2018 $ 33.54 $ 83.79 $ 142.09 $ 115.79 $ 353.77 $ 45.19 $ 67.19
1/29/2018 $ 33.34 $ 82.54 $ 139.96 $ 115.83 $ 354.83 $ 45.93 $ 69.69
2/5/2018 $ 32.37 $ 80.37 $ 131.77 $ 112.27 $ 324.88 $ 44.47 $ 68.60
2/12/2018 $ 32.03 $ 81.38 $ 131.40 $ 112.28 $ 330.04 $ 43.65 $ 66.65
2/19/2018 $ 32.77 $ 81.97 $ 126.57 $ 111.85 $ 335.68 $ 44.06 $ 68.97
2/26/2018 $ 35.15 $ 83.18 $ 125.41 $ 109.30 $ 320.98 $ 42.69 $ 64.68
3/5/2018 $ 36.15 $ 83.79 $ 125.20 $ 115.30 $ 331.67 $ 42.20 $ 65.72
3/12/2018 $ 35.96 $ 84.19 $ 121.08 $ 111.75 $ 323.28 $ 40.92 $ 63.68
3/19/2018 $ 35.73 $ 85.13 $ 118.19 $ 109.98 $ 305.42 $ 41.18 $ 64.07
3/26/2018 $ 36.30 $ 82.29 $ 116.84 $ 107.56 $ 300.00 $ 39.45 $ 63.13
4/2/2018 $ 35.89 $ 83.17 $ 117.53 $ 111.93 $ 303.69 $ 40.46 $ 64.07
4/9/2018 $ 34.47 $ 82.10 $ 119.59 $ 115.26 $ 314.04 $ 41.74 $ 63.86
4/16/2018 $ 34.13 $ 80.69 $ 118.35 $ 111.61 $ 319.61 $ 42.90 $ 63.18
4/23/2018 $ 31.61 $ 84.49 $ 118.06 $ 113.23 $ 326.54 $ 42.93 $ 65.69
4/30/2018 $ 30.55 $ 85.27 $ 115.09 $ 107.98 $ 317.26 $ 40.85 $ 61.67
5/7/2018 $ 30.16 $ 92.29 $ 117.15 $ 108.69 $ 323.87 $ 39.98 $ 62.77
5/14/2018 $ 31.67 $ 86.36 $ 114.72 $ 103.95 $ 322.28 $ 38.90 $ 57.72
5/21/2018 $ 31.48 $ 85.25 $ 112.74 $ 103.64 $ 313.94 $ 37.98 $ 58.23
5/28/2018 $ 31.96 $ 84.52 $ 115.52 $ 103.27 $ 312.17 $ 37.35 $ 61.27
6/4/2018 $ 31.31 $ 84.89 $ 117.89 $ 103.99 $ 310.36 $ 35.73 $ 65.54
6/11/2018 $ 30.87 $ 83.80 $ 117.44 $ 108.73 $ 312.33 $ 36.87 $ 62.74
6/18/2018 $ 29.11 $ 81.06 $ 114.32 $ 111.33 $ 319.89 $ 37.22 $ 63.20
6/25/2018 $ 28.73 $ 81.83 $ 110.82 $ 117.07 $ 315.37 $ 38.69 $ 66.11
7/2/2018 $ 29.64 $ 87.11 $ 114.92 $ 124.65 $ 320.45 $ 40.31 $ 67.32
7/9/2018 $ 28.90 $ 88.66 $ 114.09 $ 119.96 $ 313.54 $ 39.62 $ 68.22
7/16/2018 $ 27.24 $ 86.69 $ 114.65 $ 126.60 $ 330.10 $ 39.85 $ 70.82
7/23/2018 $ 26.05 $ 89.37 $ 114.20 $ 129.82 $ 344.80 $ 39.10 $ 74.01
7/30/2018 $ 26.06 $ 86.94 $ 114.08 $ 125.62 $ 338.67 $ 39.18 $ 74.48
8/6/2018 $ 25.86 $ 85.48 $ 111.94 $ 125.87 $ 341.18 $ 38.80 $ 67.97
8/13/2018 $ 26.10 $ 84.95 $ 116.10 $ 125.88 $ 326.94 $ 39.10 $ 69.41
8/20/2018 $ 26.71 $ 87.19 $ 114.33 $ 132.33 $ 349.82 $ 40.24 $ 72.80
 8/27/2018 $ 27.05 $ 89.87 $ 113.26 $ 130.86 $ 357.92 $ 39.75 $ 70.21
9/3/2018 $ 28.18 $ 89.82 $ 112.72 $ 130.06 $ 363.73 $ 38.81 $ 68.40
9/10/2018 $ 28.83 $ 91.54 $ 111.12 $ 133.67 $ 382.27 $ 39.78 $ 66.55
9/17/2018 $ 29.88 $ 95.11 $ 112.55 $ 129.90 $ 381.84 $ 40.25 $ 62.12
9/24/2018 $ 30.33 $ 96.28 $ 112.59 $ 135.30 $ 382.63 $ 39.91 $ 61.64
10/1/2018 $ 29.62 $ 97.38 $ 116.22 $ 131.82 $ 370.77 $ 38.19 $ 61.94
10/8/2018 $ 29.30 $ 96.97 $ 113.45 $ 131.57 $ 356.66 $ 37.35 $ 60.78
10/15/2018 $ 30.66 $ 97.98 $ 116.26 $ 133.16 $ 363.06 $ 36.78 $ 61.27
10/22/2018 $ 25.93 $ 96.98 $ 114.42 $ 125.96 $ 332.76 $ 38.20 $ 59.32
10/29/2018 $ 24.90 $ 91.25 $ 116.85 $ 118.69 $ 353.59 $ 38.70 $ 59.28
11/5/2018 $ 23.56 $ 96.85 $ 123.66 $ 105.41 $ 307.16 $ 40.66 $ 59.61
11/12/2018 $ 22.40 $ 95.81 $ 123.43 $ 98.24 $ 293.33 $ 38.81 $ 63.86
11/19/2018 $ 22.88 $ 95.45 $ 123.70 $ 96.07 $ 280.09 $ 37.51 $ 59.90
11/26/2018 $ 25.61 $ 93.17 $ 122.58 $ 93.15 $ 273.42 $ 39.00 $ 64.86
12/3/2018 $ 24.67 $ 93.55 $ 121.64 $ 95.84 $ 285.51 $ 39.00 $ 67.93
12/10/2018 $ 24.80 $ 94.35 $ 122.18 $ 91.98 $ 294.16 $ 38.78 $ 65.86
12/17/2018 $ 24.53 $ 90.12 $ 118.14 $ 93.83 $ 304.15 $ 38.64 $ 70.09
12/24/2018 $ 25.67 $ 87.44 $ 119.14 $ 93.68 $ 303.86 $ 38.83 $ 70.10
12/31/2018 $ 27.06 $ 88.75 $ 122.96 $ 95.55 $ 310.83 $ 39.39 $ 74.27
1/7/2019 $ 25.28 $ 88.78 $ 126.18 $ 106.48 $ 329.25 $ 38.59 $ 75.88
54
CALCULOS INDIVIDUALES
 RENDIMIENTOS (SEMA
KIMBERA.MX IPC CUERVO MEGACPO.MKOFL.MX
$ 34.36 $ 49,887.74
$ 34.22 $ 49,135.91 -2.48% -1.67% 0.42%
$ 34.90 $ 49,695.56 0.93% 2.62% 2.03%
$ 35.35 $ 51,065.49 4.86% 3.57% 4.80%
$ 35.47 $ 50,395.83 -0.62% -1.49% -1.50%
$ 33.99 $ 47,799.09 -2.89% -2.62% -5.85%
$ 35.29 $ 48,882.78 -1.06% 1.26% -0.28%
$ 35.38 $ 48,643.43 2.30% 0.72% -3.68%
$ 33.47 $ 47,548.10 7.27% 1.47% -0.91%
$ 34.72 $ 48,556.45 2.85% 0.74% -0.17%
$ 35.22 $ 47,477.58 -0.52% 0.47% -3.29%
$ 34.85 $ 46,515.93 -0.66% 1.12% -2.38%
$ 34.04 $ 46,124.85 1.60% -3.34% -1.14%
$ 33.29 $ 47,926.11 -1.11% 1.07% 0.59%
$ 34.68 $ 48,768.30 -3.97% -1.28% 1.75%
$ 33.81 $ 48,431.58 -0.97% -1.72% -1.04%
$ 33.70 $ 48,284.61 -7.38% 4.71% -0.24%
$ 31.40 $ 46,992.17 -3.36% 0.93% -2.52%
$ 33.72 $ 46,728.92 -1.29% 8.23% 1.79%
$ 34.69 $ 45,666.77 5.01% -6.42% -2.07%
$ 33.26 $ 45,091.99 -0.60% -1.29% -1.73%
$ 32.54 $ 45,013.12 1.52% -0.85% 2.46%
$ 31.75 $ 45,939.54 -2.03% 0.44% 2.05%
$ 31.76 $ 46,938.82 -1.41% -1.28% -0.38%
$ 31.31 $ 46,737.64 -5.70% -3.27% -2.66%
$ 33.55 $ 47,663.20 -1.31% 0.95% -3.06%
$ 34.57 $ 48,981.41 3.17% 6.45% 3.70%
$ 34.49 $ 48,406.01 -2.50% 1.78% -0.72%
$ 33.90 $ 48,908.24 -5.74% -2.22% 0.49%
$ 34.67 $ 49,643.94 -4.37% 3.09% -0.40%
$ 34.21 $ 49,302.57 0.04% -2.72% -0.10%
$ 33.36 $ 48,383.59 -0.77% -1.68% -1.87%
$ 33.18 $ 48,264.63 0.93% -0.62% 3.71%
$ 34.14 $ 49,633.77 2.34% 2.64% -1.53%
$ 33.56 $ 49,547.68 1.27% 3.07% -0.94%
$ 32.67 $ 48,971.14 4.18% -0.06% -0.47%
$ 32.65 $ 49,611.93 2.31% 1.91% -1.42%
$ 33.48 $ 49,344.29 3.64% 3.90% 1.29%
$ 33.30 $ 49,504.16 1.51% 1.23% 0.04%
$ 31.45 $ 48,052.85 -2.34% 1.14% 3.22%
$ 31.55 $ 47,444.05 -1.08% -0.42% -2.38%
$ 31.42 $ 47,437.45 4.64% 1.04% 2.48%
$ 29.29 $ 45,803.33 -15.43% -1.02% -1.59%
$ 29.54 $ 45,446.83 -3.97% -5.91% 2.13%
$ 30.29 $ 44,263.74 -5.38% 6.14% 5.83%
$ 29.91 $ 42,319.27 -4.92% -1.07% -0.19%
$ 29.41 $ 41,144.33 2.14% -0.38% 0.22%
$ 30.09 $ 41,732.78 11.93% -2.39% -0.91%
$ 29.66 $ 41,870.13 -3.67% 0.41% -0.77%
$ 30.01 $ 41,312.17 0.53% 0.86% 0.44%
$ 31.21 $ 41,468.56 -1.09% -4.48% -3.31%
$ 30.97 $ 41,459.15 4.65% -2.97% 0.85%
$ 31.86 $ 42,455.13 5.41% 1.50% 3.21%
$ 30.57 $ 43,556.11 -6.58% 0.03% 2.62%

MAX 11.93% 8.23% 5.83%

MIN -15.43% -6.42% -5.85%
PROMEDIO -0.38% 0.23% -0.06%

Varianza 0.182% 0.080% 0.052%

Desvaiación Estandar 4.261% 2.821% 2.285%

Proporción o porcentaje de inversión 12.50% 12.50% 12.50%

RENDIMIENTOS (SEMANALES)
GFNORTEO ASURB.MX BIMBOA GCARSOA KIMBERA.MX IPC
20%
-0.85% -2.73% 0.09% -1.96% -0.41% -1.51% 18%
0.72% 3.17% 1.33% 1.30% 1.99% 1.14% 16%
8.85% -2.31% 3.19% 1.78% 1.29% 2.76% 14%
0.03% 0.30% 1.62% 3.71% 0.34% -1.31% 12%
-3.08% -8.44% -3.17% -1.56% -4.17% -5.15% 10%
0.01% 1.59% -1.85% -2.85% 3.82% 2.27% 8%
-0.38% 1.71% 0.95% 3.48% 0.26% -0.49% 6%
-2.28% -4.38% -3.13% -6.22% -5.40% -2.25% 4%
5.48% 3.33% -1.14% 1.60% 3.73% 2.12% 2%
-3.07% -2.53% -3.03% -3.09% 1.44% -2.22% 0%
-1.58% -5.52% 0.63% 0.60% -1.05% -2.03% -2%
-2.20% -1.78% -4.19% -1.46% -2.32% -0.84% -4%
4.06% 1.23% 2.56% 1.48% -2.20% 3.91% -6%
2.97% 3.41% 3.16% -0.32% 4.18% 1.76% -8%
-3.17% 1.77% 2.78% -1.07% -2.51% -0.69% -10%
1.46% 2.17% 0.07% 3.96% -0.33% -0.30% -12%
-4.64% -2.84% -4.85% -6.11% -6.82% -2.68% -14%
0.65% 2.08% -2.13% 1.77% 7.39% -0.56% -16%
-4.35% -0.49% -2.70% -8.04% 2.88% -2.27% -18%
-0.30% -2.59% -2.37% 0.89% -4.12% -1.26% -20%
-0.35% -0.56% -1.66% 5.22% -2.16% -0.17%
0.69% -0.58% -4.34% 6.97% -2.43% 2.06%
4.56% 0.64% 3.19% -4.27% 0.03% 2.18%
2.39% 2.42% 0.95% 0.74% -1.42% -0.43%
5.16% -1.41% 3.95% 4.60% 7.15% 1.98%
6.47% 1.61% 4.19% 1.83% 3.04% 2.77%
-3.76% -2.16% -1.71% 1.34% -0.23% -1.17%
5.54% 5.28% 0.58% 3.81% -1.71% 1.04%
2.54% 4.45% -1.88% 4.50% 2.27% 1.50%
-3.24% -1.78% 0.20% 0.63% -1.33% -0.69%
0.20% 0.74% -0.97% -8.73% -2.48% -1.86%
0.01% -4.17% 0.77% 2.12% -0.54% -0.25%
5.12% 7.00% 2.92% 4.88% 2.89% 2.84%
 -1.11% 2.32% -1.22% -3.56% -1.70% -0.17%
-0.61% 1.62% -2.36% -2.57% -2.65% -1.16%
2.78% 5.10% 2.50% -2.70% -0.06% 1.31%
-2.82% -0.11% 1.18% -6.65% 2.54% -0.54%
4.16% 0.21% -0.84% -0.78% -0.54% 0.32%
-2.57% -3.10% -4.31% 0.50% -5.56% -2.93%
-0.19% -3.81% -2.20% -1.88% 0.32% -1.27%
1.21% 1.79% -1.53% 0.80% -0.41% -0.01%
-5.41% -8.35% 3.86% -3.18% -6.78% -3.44%
-5.77% 6.26% 1.31% -0.07% 0.85% -0.78%
-11.19% -13.13% 5.06% 0.55% 2.54% -2.60%
-6.80% -4.50% -4.55% 7.13% -1.25% -4.39%
-2.21% -4.51% -3.35% -6.20% -1.67% -2.78%
-3.04% -2.38% 3.97% 8.29% 2.31% 1.43%
2.89% 4.42% 0.00% 4.73% -1.43% 0.33%
-4.03% 3.03% -0.56% -3.06% 1.18% -1.33%
2.01% 3.40% -0.36% 6.42% 4.00% 0.38%
-0.16% -0.10% 0.49% 0.02% -0.77% -0.02%
2.00% 2.29% 1.44% 5.95% 2.87% 2.40%
11.44% 5.93% -2.03% 2.17% -4.05% 2.59%

11.44% 7.00% 5.06% 8.29% 7.39% 3.91%

-11.19% -13.13% -4.85% -8.73% -6.82% -5.15%
0.08% -0.09% -0.18% 0.33% -0.17% -0.24%

0.162% 0.153% 0.066% 0.158% 0.094% 0.039%

4.022% 3.918% 2.575% 3.971% 3.060% 1.983%

12.50% 12.50% 12.50% 12.50% 12.50%

 distribucion de frecuencias
CUERVO MEGACPO.MKOFL.MX GFNORTEO ASURB.MX BIMBOA GCARSOA KIMBERA.MX
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
1 0 0 1 0 0 0 0
0 1 0 1 0 0 1 0
1 2 0 1 2 0 3 2
6 1 2 7 5 2 6 1
7 6 10 6 10 10 6 11
8 19 10 10 11 14 15 9
13 14 21 9 8 12 8 16
9 7 9 11 9 10 7 7
5 2 1 5 5 5 1 5
2 1 0 1 0 0 4 2
0 0 0 0 2 0 2 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
1 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
53 53 53 53 53 53 53 53
IPC
0 CUERVO 12.50%
0 MEGACPO.MX 12.50% 𝐴=Ṝ^2
0 KOFL.MX 12.50%
0 GFNORTEO 12.50%
0 ASURB.MX 12.50%
0 BIMBOA 12.50%
0 GCARSOA 12.50%
0 KIMBERA.MX 12.50%
10 100.00%
10
22 Char t Title
9 CUERVO MEGACPO.MX KOFL.MX GFNORTEO
2 ASURB.MX BIMBOA GCARSOA KIMBERA.MX

0
0
0
0
0
0
0
0
53
Date CUERVO Probabilidad Rendimientos de Cuervo Promedio (manual)
1/1/2018 $ 32.50 1.887% 0.000%
1/8/2018 $ 31.69 1.887% -2.48% -0.047%
1/15/2018 $ 31.99 1.887% 0.93% 0.018%
1/22/2018 $ 33.54 1.887% 4.86% 0.092%
1/29/2018 $ 33.34 1.887% -0.62% -0.012%
2/5/2018 $ 32.37 1.887% -2.89% -0.055%
2/12/2018 $ 32.03 1.887% -1.06% -0.020%
2/19/2018 $ 32.77 1.887% 2.30% 0.043%
2/26/2018 $ 35.15 1.887% 7.27% 0.137%
3/5/2018 $ 36.15 1.887% 2.85% 0.054%
3/12/2018 $ 35.96 1.887% -0.52% -0.010%
3/19/2018 $ 35.73 1.887% -0.66% -0.012%
3/26/2018 $ 36.30 1.887% 1.60% 0.030%
4/2/2018 $ 35.89 1.887% -1.11% -0.021%
4/9/2018 $ 34.47 1.887% -3.97% -0.075%
4/16/2018 $ 34.13 1.887% -0.97% -0.018%
4/23/2018 $ 31.61 1.887% -7.38% -0.139%
4/30/2018 $ 30.55 1.887% -3.36% -0.063%
5/7/2018 $ 30.16 1.887% -1.29% -0.024%
5/14/2018 $ 31.67 1.887% 5.01% 0.095%
5/21/2018 $ 31.48 1.887% -0.60% -0.011%
5/28/2018 $ 31.96 1.887% 1.52% 0.029%
6/4/2018 $ 31.31 1.887% -2.03% -0.038%
6/11/2018 $ 30.87 1.887% -1.41% -0.027%
6/18/2018 $ 29.11 1.887% -5.70% -0.108%
6/25/2018 $ 28.73 1.887% -1.31% -0.025%
7/2/2018 $ 29.64 1.887% 3.17% 0.060%
7/9/2018 $ 28.90 1.887% -2.50% -0.047%
7/16/2018 $ 27.24 1.887% -5.74% -0.108%
7/23/2018 $ 26.05 1.887% -4.37% -0.082%
7/30/2018 $ 26.06 1.887% 0.04% 0.001%
8/6/2018 $ 25.86 1.887% -0.77% -0.014%
8/13/2018 $ 26.10 1.887% 0.93% 0.018%
8/20/2018 $ 26.71 1.887% 2.34% 0.044%
8/27/2018 $ 27.05 1.887% 1.27% 0.024%
9/3/2018 $ 28.18 1.887% 4.18% 0.079%
9/10/2018 $ 28.83 1.887% 2.31% 0.044%
9/17/2018 $ 29.88 1.887% 3.64% 0.069%
9/24/2018 $ 30.33 1.887% 1.51% 0.028%
10/1/2018 $ 29.62 1.887% -2.34% -0.044%
10/8/2018 $ 29.30 1.887% -1.08% -0.020%
10/15/2018 $ 30.66 1.887% 4.64% 0.088%
10/22/2018 $ 25.93 1.887% -15.43% -0.291%
 10/29/2018 $ 24.90 1.887% -3.97% -0.075%
11/5/2018 $ 23.56 1.887% -5.38% -0.102%
11/12/2018 $ 22.40 1.887% -4.92% -0.093%
11/19/2018 $ 22.88 1.887% 2.14% 0.040%
11/26/2018 $ 25.61 1.887% 11.93% 0.225%
12/3/2018 $ 24.67 1.887% -3.67% -0.069%
12/10/2018 $ 24.80 1.887% 0.53% 0.010%
12/17/2018 $ 24.53 1.887% -1.09% -0.021%
12/24/2018 $ 25.67 1.887% 4.65% 0.088%
12/31/2018 $ 27.06 1.887% 5.41% 0.102%
1/7/2019 $ 25.28 1.887% -6.58% -0.124%
54 1.0
Promedio -0.38% -0.38%
Varianza 0.18%
Desv. 4.26%

la desv es el rieso y la promedio es el rendimiento

El riego va hacer más grande que e l rendimiento
Direncia con el Cuadrado de cuadrado*Pr
promedio diferencia obabilidad
0.38% 0.0014% 0.000027%
-2.10% 0.0442% 0.000833%
1.31% 0.0172% 0.000325%
5.24% 0.2745% 0.005179%
-0.24% 0.0006% 0.000010%
-2.51% 0.0631% 0.001190%
-0.68% 0.0047% 0.000088%
2.68% 0.0720% 0.001359%
7.65% 0.5845% 0.011029%
3.24% 0.1047% 0.001975%
-0.14% 0.0002% 0.000004%
-0.28% 0.0008% 0.000014%
1.98% 0.0391% 0.000738%
-0.73% 0.0053% 0.000101%
-3.59% 0.1291% 0.002436%
-0.59% 0.0035% 0.000066%
-7.00% 0.4896% 0.009238%
-2.98% 0.0888% 0.001675%
-0.91% 0.0082% 0.000155%
5.39% 0.2908% 0.005486%
-0.22% 0.0005% 0.000009%
1.91% 0.0363% 0.000685%
-1.65% 0.0273% 0.000516%
-1.02% 0.0105% 0.000198%
-5.32% 0.2831% 0.005342%
-0.92% 0.0086% 0.000161%
3.55% 0.1259% 0.002375%
-2.12% 0.0448% 0.000845%
-5.36% 0.2877% 0.005428%
-3.99% 0.1591% 0.003001%
0.42% 0.0018% 0.000033%
-0.39% 0.0015% 0.000028%
1.31% 0.0171% 0.000323%
2.72% 0.0739% 0.001393%
1.65% 0.0273% 0.000516%
4.56% 0.2077% 0.003920%
2.69% 0.0722% 0.001362%
4.02% 0.1618% 0.003053%
1.89% 0.0356% 0.000671%
-1.96% 0.0384% 0.000725%
-0.70% 0.0049% 0.000092%
5.02% 0.2522% 0.004759%
-15.05% 2.2641% 0.042718%
-3.59% 0.1290% 0.002434%
-5.00% 0.2501% 0.004719%
-4.54% 0.2064% 0.003894%
2.52% 0.0637% 0.001201%
12.31% 1.5159% 0.028602%
-3.29% 0.1082% 0.002042%
0.91% 0.0082% 0.000155%
-0.71% 0.0050% 0.000095%
5.03% 0.2528% 0.004770%
5.80% 0.3359% 0.006337%
-6.20% 0.3841% 0.007247%

0.38% 9.62% 0.1816%

4.26%
 Activo A Activo B Rendimientos
Date CUERVO MEGACPO.MX CUERVO MEGACPO.MX
1/1/2018 $ 32.50 $ 80.17 0.00% 0.00%
1/8/2018 $ 31.69 $ 78.83 -2.48% -1.67%
1/15/2018 $ 31.99 $ 80.89 0.93% 2.62%
1/22/2018 $ 33.54 $ 83.79 4.86% 3.57%
1/29/2018 $ 33.34 $ 82.54 -0.62% -1.49%
2/5/2018 $ 32.37 $ 80.37 -2.89% -2.62%
2/12/2018 $ 32.03 $ 81.38 -1.06% 1.26%
2/19/2018 $ 32.77 $ 81.97 2.30% 0.72%
2/26/2018 $ 35.15 $ 83.18 7.27% 1.47%
3/5/2018 $ 36.15 $ 83.79 2.85% 0.74%
3/12/2018 $ 35.96 $ 84.19 -0.52% 0.47%
3/19/2018 $ 35.73 $ 85.13 -0.66% 1.12%
3/26/2018 $ 36.30 $ 82.29 1.60% -3.34%
4/2/2018 $ 35.89 $ 83.17 -1.11% 1.07%
4/9/2018 $ 34.47 $ 82.10 -3.97% -1.28%
4/16/2018 $ 34.13 $ 80.69 -0.97% -1.72%
4/23/2018 $ 31.61 $ 84.49 -7.38% 4.71%
4/30/2018 $ 30.55 $ 85.27 -3.36% 0.93%
5/7/2018 $ 30.16 $ 92.29 -1.29% 8.23%
5/14/2018 $ 31.67 $ 86.36 5.01% -6.42%
5/21/2018 $ 31.48 $ 85.25 -0.60% -1.29%
5/28/2018 $ 31.96 $ 84.52 1.52% -0.85%
6/4/2018 $ 31.31 $ 84.89 -2.03% 0.44%
6/11/2018 $ 30.87 $ 83.80 -1.41% -1.28%
6/18/2018 $ 29.11 $ 81.06 -5.70% -3.27%
6/25/2018 $ 28.73 $ 81.83 -1.31% 0.95%
7/2/2018 $ 29.64 $ 87.11 3.17% 6.45%
7/9/2018 $ 28.90 $ 88.66 -2.50% 1.78%
7/16/2018 $ 27.24 $ 86.69 -5.74% -2.22%
7/23/2018 $ 26.05 $ 89.37 -4.37% 3.09%
7/30/2018 $ 26.06 $ 86.94 0.04% -2.72%
8/6/2018 $ 25.86 $ 85.48 -0.77% -1.68%
8/13/2018 $ 26.10 $ 84.95 0.93% -0.62%
8/20/2018 $ 26.71 $ 87.19 2.34% 2.64%
8/27/2018 $ 27.05 $ 89.87 1.27% 3.07%
9/3/2018 $ 28.18 $ 89.82 4.18% -0.06%
9/10/2018 $ 28.83 $ 91.54 2.31% 1.91%
9/17/2018 $ 29.88 $ 95.11 3.64% 3.90%
9/24/2018 $ 30.33 $ 96.28 1.51% 1.23%
10/1/2018 $ 29.62 $ 97.38 -2.34% 1.14%
10/8/2018 $ 29.30 $ 96.97 -1.08% -0.42%
10/15/2018 $ 30.66 $ 97.98 4.64% 1.04%
10/22/2018 $ 25.93 $ 96.98 -15.43% -1.02%
10/29/2018 $ 24.90 $ 91.25 -3.97% -5.91%
11/5/2018 $ 23.56 $ 96.85 -5.38% 6.14%
11/12/2018 $ 22.40 $ 95.81 -4.92% -1.07%
11/19/2018 $ 22.88 $ 95.45 2.14% -0.38%
11/26/2018 $ 25.61 $ 93.17 11.93% -2.39%
12/3/2018 $ 24.67 $ 93.55 -3.67% 0.41%
12/10/2018 $ 24.80 $ 94.35 0.53% 0.86%
12/17/2018 $ 24.53 $ 90.12 -1.09% -4.48%
12/24/2018 $ 25.67 $ 87.44 4.65% -2.97%
12/31/2018 $ 27.06 $ 88.75 5.41% 1.50%
1/7/2019 $ 25.28 $ 88.78 -6.58% 0.03%

PROMEDIO -0.38% 0.23%

RENDIMIENTO -0.07%
VARIANZA 0.1782%

Matriz de covarianza

CUERVO
R˗=𝜋𝑟^2 MEGACPO.MX

Matriz de correlación

CUERVO
MEGACPO.MX

Riesgo del portafolio

Covarianza
0.000655
Riesgo 2.56%

Correlación
0.00065544402219037
Riesgo 2.560%
Direncia con Cuadrado de
el promedio diferencia A*B PROBILIDAD
0.38% -0.23% 0.00%
-2.10% -1.91% 0.04% 1.89%
1.31% 2.39% 0.03% 1.89%
5.24% 3.34% 0.18% 1.89%
-0.24% -1.72% 0.00% 1.89%
-2.51% -2.86% 0.07% 1.89%
-0.68% 1.02% -0.01% 1.89%
2.68% 0.49% 0.01% 1.89%
7.65% 1.24% 0.09% 1.89%
3.24% 0.51% 0.02% 1.89%
-0.14% 0.24% 0.00% 1.89%
-0.28% 0.89% 0.00% 1.89%
1.98% -3.57% -0.07% 1.89%
-0.73% 0.84% -0.01% 1.89%
-3.59% -1.52% 0.05% 1.89%
-0.59% -1.95% 0.01% 1.89%
-7.00% 4.48% -0.31% 1.89%
-2.98% 0.70% -0.02% 1.89%
-0.91% 8.00% -0.07% 1.89%
5.39% -6.66% -0.36% 1.89%
-0.22% -1.53% 0.00% 1.89%
1.91% -1.08% -0.02% 1.89%
-1.65% 0.21% 0.00% 1.89%
-1.02% -1.52% 0.02% 1.89%
-5.32% -3.50% 0.19% 1.89%
-0.92% 0.72% -0.01% 1.89%
3.55% 6.22% 0.22% 1.89%
-2.12% 1.55% -0.03% 1.89%
-5.36% -2.45% 0.13% 1.89%
-3.99% 2.86% -0.11% 1.89%
0.42% -2.95% -0.01% 1.89%
-0.39% -1.91% 0.01% 1.89%
1.31% -0.85% -0.01% 1.89%
2.72% 2.40% 0.07% 1.89%
1.65% 2.84% 0.05% 1.89%
4.56% -0.29% -0.01% 1.89%
2.69% 1.68% 0.05% 1.89%
4.02% 3.67% 0.15% 1.89%
1.89% 1.00% 0.02% 1.89%
-1.96% 0.91% -0.02% 1.89%
-0.70% -0.65% 0.00% 1.89%
5.02% 0.81% 0.04% 1.89%
-15.05% -1.25% 0.19% 1.89%
 -3.59% -6.14% 0.22% 1.89%
-5.00% 5.90% -0.30% 1.89%
-4.54% -1.31% 0.06% 1.89%
2.52% -0.61% -0.02% 1.89%
12.31% -2.62% -0.32% 1.89%
-3.29% 0.18% -0.01% 1.89%
0.91% 0.62% 0.01% 1.89%
-0.71% -4.72% 0.03% 1.89%
5.03% -3.21% -0.16% 1.89%
5.80% 1.27% 0.07% 1.89%
-6.20% -0.20% 0.01% 1.89%
100.00%
COVARIANZA 1E 0.0029%
COVARIANZA 2D 0.0029%

CUERVO MEGACPO.MX
0.1782% 0.0029%
0.0029% 0.0781%

CUERVO MEGACPO.MX Desviación Estandar

1 0.0244 0.0426
0.024 1 0.0282
 PRECIO
CUERVO 50%
MEGACPO.MX 50% Chart Title

-0.07%

50% 50%
t Title

1
2
50%
Date CUERVO MEGACPO.MX KOFL.MX GFNORTEO ASURB.MX BIMBOA GCARSOA
1/1/2018 $ 32.50 $ 80.17 $ 132.33 $ 106.51 $ 360.89 $ 43.18 $ 66.47
1/8/2018 $ 31.69 $ 78.83 $ 132.88 $ 105.61 $ 351.02 $ 43.22 $ 65.17
1/15/2018 $ 31.99 $ 80.89 $ 135.59 $ 106.37 $ 362.15 $ 43.80 $ 66.02
1/22/2018 $ 33.54 $ 83.79 $ 142.09 $ 115.79 $ 353.77 $ 45.19 $ 67.19
1/29/2018 $ 33.34 $ 82.54 $ 139.96 $ 115.83 $ 354.83 $ 45.93 $ 69.69
2/5/2018 $ 32.37 $ 80.37 $ 131.77 $ 112.27 $ 324.88 $ 44.47 $ 68.60
2/12/2018 $ 32.03 $ 81.38 $ 131.40 $ 112.28 $ 330.04 $ 43.65 $ 66.65
2/19/2018 $ 32.77 $ 81.97 $ 126.57 $ 111.85 $ 335.68 $ 44.06 $ 68.97
2/26/2018 $ 35.15 $ 83.18 $ 125.41 $ 109.30 $ 320.98 $ 42.69 $ 64.68
3/5/2018 $ 36.15 $ 83.79 $ 125.20 $ 115.30 $ 331.67 $ 42.20 $ 65.72
3/12/2018 $ 35.96 $ 84.19 $ 121.08 $ 111.75 $ 323.28 $ 40.92 $ 63.68
3/19/2018 $ 35.73 $ 85.13 $ 118.19 $ 109.98 $ 305.42 $ 41.18 $ 64.07
3/26/2018 $ 36.30 $ 82.29 $ 116.84 $ 107.56 $ 300.00 $ 39.45 $ 63.13
4/2/2018 $ 35.89 $ 83.17 $ 117.53 $ 111.93 $ 303.69 $ 40.46 $ 64.07
4/9/2018 $ 34.47 $ 82.10 $ 119.59 $ 115.26 $ 314.04 $ 41.74 $ 63.86
4/16/2018 $ 34.13 $ 80.69 $ 118.35 $ 111.61 $ 319.61 $ 42.90 $ 63.18
4/23/2018 $ 31.61 $ 84.49 $ 118.06 $ 113.23 $ 326.54 $ 42.93 $ 65.69
4/30/2018 $ 30.55 $ 85.27 $ 115.09 $ 107.98 $ 317.26 $ 40.85 $ 61.67
5/7/2018 $ 30.16 $ 92.29 $ 117.15 $ 108.69 $ 323.87 $ 39.98 $ 62.77
5/14/2018 $ 31.67 $ 86.36 $ 114.72 $ 103.95 $ 322.28 $ 38.90 $ 57.72
5/21/2018 $ 31.48 $ 85.25 $ 112.74 $ 103.64 $ 313.94 $ 37.98 $ 58.23
5/28/2018 $ 31.96 $ 84.52 $ 115.52 $ 103.27 $ 312.17 $ 37.35 $ 61.27
6/4/2018 $ 31.31 $ 84.89 $ 117.89 $ 103.99 $ 310.36 $ 35.73 $ 65.54
6/11/2018 $ 30.87 $ 83.80 $ 117.44 $ 108.73 $ 312.33 $ 36.87 $ 62.74
6/18/2018 $ 29.11 $ 81.06 $ 114.32 $ 111.33 $ 319.89 $ 37.22 $ 63.20
6/25/2018 $ 28.73 $ 81.83 $ 110.82 $ 117.07 $ 315.37 $ 38.69 $ 66.11
7/2/2018 $ 29.64 $ 87.11 $ 114.92 $ 124.65 $ 320.45 $ 40.31 $ 67.32
7/9/2018 $ 28.90 $ 88.66 $ 114.09 $ 119.96 $ 313.54 $ 39.62 $ 68.22
7/16/2018 $ 27.24 $ 86.69 $ 114.65 $ 126.60 $ 330.10 $ 39.85 $ 70.82
7/23/2018 $ 26.05 $ 89.37 $ 114.20 $ 129.82 $ 344.80 $ 39.10 $ 74.01
7/30/2018 $ 26.06 $ 86.94 $ 114.08 $ 125.62 $ 338.67 $ 39.18 $ 74.48
8/6/2018 $ 25.86 $ 85.48 $ 111.94 $ 125.87 $ 341.18 $ 38.80 $ 67.97
8/13/2018 $ 26.10 $ 84.95 $ 116.10 $ 125.88 $ 326.94 $ 39.10 $ 69.41
8/20/2018 $ 26.71 $ 87.19 $ 114.33 $ 132.33 $ 349.82 $ 40.24 $ 72.80
8/27/2018 $ 27.05 $ 89.87 $ 113.26 $ 130.86 $ 357.92 $ 39.75 $ 70.21
9/3/2018 $ 28.18 $ 89.82 $ 112.72 $ 130.06 $ 363.73 $ 38.81 $ 68.40
9/10/2018 $ 28.83 $ 91.54 $ 111.12 $ 133.67 $ 382.27 $ 39.78 $ 66.55
9/17/2018 $ 29.88 $ 95.11 $ 112.55 $ 129.90 $ 381.84 $ 40.25 $ 62.12
9/24/2018 $ 30.33 $ 96.28 $ 112.59 $ 135.30 $ 382.63 $ 39.91 $ 61.64
10/1/2018 $ 29.62 $ 97.38 $ 116.22 $ 131.82 $ 370.77 $ 38.19 $ 61.94
10/8/2018 $ 29.30 $ 96.97 $ 113.45 $ 131.57 $ 356.66 $ 37.35 $ 60.78
10/15/2018 $ 30.66 $ 97.98 $ 116.26 $ 133.16 $ 363.06 $ 36.78 $ 61.27
10/22/2018 $ 25.93 $ 96.98 $ 114.42 $ 125.96 $ 332.76 $ 38.20 $ 59.32
10/29/2018 $ 24.90 $ 91.25 $ 116.85 $ 118.69 $ 353.59 $ 38.70 $ 59.28
11/5/2018 $ 23.56 $ 96.85 $ 123.66 $ 105.41 $ 307.16 $ 40.66 $ 59.61
11/12/2018 $ 22.40 $ 95.81 $ 123.43 $ 98.24 $ 293.33 $ 38.81 $ 63.86
11/19/2018 $ 22.88 $ 95.45 $ 123.70 $ 96.07 $ 280.09 $ 37.51 $ 59.90
11/26/2018 $ 25.61 $ 93.17 $ 122.58 $ 93.15 $ 273.42 $ 39.00 $ 64.86
12/3/2018 $ 24.67 $ 93.55 $ 121.64 $ 95.84 $ 285.51 $ 39.00 $ 67.93
12/10/2018 $ 24.80 $ 94.35 $ 122.18 $ 91.98 $ 294.16 $ 38.78 $ 65.86
12/17/2018 $ 24.53 $ 90.12 $ 118.14 $ 93.83 $ 304.15 $ 38.64 $ 70.09
12/24/2018 $ 25.67 $ 87.44 $ 119.14 $ 93.68 $ 303.86 $ 38.83 $ 70.10
12/31/2018 $ 27.06 $ 88.75 $ 122.96 $ 95.55 $ 310.83 $ 39.39 $ 74.27
1/7/2019 $ 25.28 $ 88.78 $ 126.18 $ 106.48 $ 329.25 $ 38.59 $ 75.88
54
KIMBERA.MX IPC CUERVO
$ 34.36 $49,887.74
$ 34.22 $49,135.91 -2.48%
$ 34.90 $49,695.56 0.93%
$ 35.35 $51,065.49 4.86%
$ 35.47 $50,395.83 -0.62%
$ 33.99 $47,799.09 -2.89%
$ 35.29 $48,882.78 -1.06%
$ 35.38 $48,643.43 2.30%
$ 33.47 $47,548.10 7.27%
$ 34.72 $48,556.45 2.85%
$ 35.22 $47,477.58 -0.52%
$ 34.85 $46,515.93 -0.66%
$ 34.04 $46,124.85 1.60%
$ 33.29 $47,926.11 -1.11%
$ 34.68 $48,768.30 -3.97%
$ 33.81 $48,431.58 -0.97%
$ 33.70 $48,284.61 -7.38%
$ 31.40 $46,992.17 -3.36%
$ 33.72 $46,728.92 -1.29%
$ 34.69 $45,666.77 5.01%
$ 33.26 $45,091.99 -0.60%
$ 32.54 $45,013.12 1.52%
$ 31.75 $45,939.54 -2.03%
$ 31.76 $46,938.82 -1.41%
$ 31.31 $46,737.64 -5.70%
$ 33.55 $47,663.20 -1.31%
$ 34.57 $48,981.41 3.17%
$ 34.49 $48,406.01 -2.50%
$ 33.90 $48,908.24 -5.74%
$ 34.67 $49,643.94 -4.37%
$ 34.21 $49,302.57 0.04%
$ 33.36 $48,383.59 -0.77%
$ 33.18 $48,264.63 0.93%
$ 34.14 $49,633.77 2.34%
$ 33.56 $49,547.68 1.27%
$ 32.67 $48,971.14 4.18%
$ 32.65 $49,611.93 2.31%
$ 33.48 $49,344.29 3.64%
$ 33.30 $49,504.16 1.51%
$ 31.45 $48,052.85 -2.34%
$ 31.55 $47,444.05 -1.08%
$ 31.42 $47,437.45 4.64%
$ 29.29 $45,803.33 -15.43%
$ 29.54 $45,446.83 -3.97%
$ 30.29 $44,263.74 -5.38%
$ 29.91 $42,319.27 -4.92%
$ 29.41 $41,144.33 2.14%
$ 30.09 $41,732.78 11.93%
$ 29.66 $41,870.13 -3.67%
$ 30.01 $41,312.17 0.53%
$ 31.21 $41,468.56 -1.09%
$ 30.97 $41,459.15 4.65%
$ 31.86 $42,455.13 5.41%
$ 30.57 $43,556.11 -6.58%
Promedio -0.38%
Var.p 0.18%
Desv.p 4.26%
Letra A
Proporción o % de inversión 11.24%
 RENDIMIENTOS (SEMANALES)
MEGACPO.MX KOFL.MX GFNORTEO

-1.67% 0.42% -0.85%

2.62% 2.03% 0.72%
3.57% 4.80% 8.85%
-1.49% -1.50% 0.03%
-2.62% -5.85% -3.08%
1.26% -0.28% 0.01%
0.72% -3.68% -0.38%
1.47% -0.91% -2.28%
0.74% -0.17% 5.48%
0.47% -3.29% -3.07%
1.12% -2.38% -1.58%
-3.34% -1.14% -2.20%
1.07% 0.59% 4.06%
-1.28% 1.75% 2.97%
-1.72% -1.04% -3.17%
4.71% -0.24% 1.46%
0.93% -2.52% -4.64%
8.23% 1.79% 0.65%
-6.42% -2.07% -4.35%
-1.29% -1.73% -0.30%
-0.85% 2.46% -0.35%
0.44% 2.05% 0.69%
-1.28% -0.38% 4.56%
-3.27% -2.66% 2.39%
0.95% -3.06% 5.16%
6.45% 3.70% 6.47%
1.78% -0.72% -3.76%
-2.22% 0.49% 5.54%
3.09% -0.40% 2.54%
-2.72% -0.10% -3.24%
-1.68% -1.87% 0.20%
-0.62% 3.71% 0.01%
2.64% -1.53% 5.12%
3.07% -0.94% -1.11%
-0.06% -0.47% -0.61%
1.91% -1.42% 2.78%
3.90% 1.29% -2.82%
1.23% 0.04% 4.16%
1.14% 3.22% -2.57%
-0.42% -2.38% -0.19%
1.04% 2.48% 1.21%
-1.02% -1.59% -5.41%
 -5.91% 2.13% -5.77%
6.14% 5.83% -11.19%
-1.07% -0.19% -6.80%
-0.38% 0.22% -2.21%
-2.39% -0.91% -3.04%
0.41% -0.77% 2.89%
0.86% 0.44% -4.03%
-4.48% -3.31% 2.01%
-2.97% 0.85% -0.16%
1.50% 3.21% 2.00%
0.03% 2.62% 11.44%
0.23% -0.06% 0.08%
0.08% 0.05% 0.16%
2.82% 2.29% 4.02%
B C D
17.67% 28.08% 0.00%

COVARIANZA CUERVO MEGACPO.MX

CUERVO 0.182% 0.003%
MEGACPO.MX 0.003% 0.080%
KOFL.MX 0.008% 0.026%
GFNORTEO 0.015% 0.020%
ASURB.MX 0.017% -0.003%
BIMBOA 0.000% 0.011%

GCARSOA -0.008% 0.010%

KIMBERA.MX 0.035% 0.023%
IPC 0.020% 0.013%

COEFICIENTE DE CORRELACIÓN CUERVO MEGACPO.MX

CUERVO 100.000%
MEGACPO.MX 2.439% 100.000%
KOFL.MX 8.259% 39.735%
GFNORTEO 9.020% 17.742%
ASURB.MX 10.239% -2.288%
BIMBOA 0.155% 15.549%
GCARSOA -4.604% 9.340%
KIMBERA.MX 26.757% 27.212%
IPC 24.021% 23.658%

RENDIMIENTO DEL PORTAFOLIO -0.055% -0.031

RIESGO DEL PORTAFOLIO

Matriz de Markowitz Wx*Wy

A CUERVO
B MEGACPO.MX
C KOFL.MX
D GFNORTEO
E ASURB.MX
F BIMBOA
G GCARSOA
H KIMBERA.MX

Markowitz Risk Wx*Wy

A CUERVO
B MEGACPO.MX
C KOFL.MX
D GFNORTEO
E ASURB.MX
F BIMBOA
G GCARSOA
H KIMBERA.MX

Total
Raíz

Coeficiente de variación / minima varianza -58.0645

Indice de desempeño -0.0172
RENDIMIENTOS (SEMANALES)
ASURB.MX BIMBOA GCARSOA KIMBERA.MX

-2.73% 0.09% -1.96% -0.41%

3.17% 1.33% 1.30% 1.99%
-2.31% 3.19% 1.78% 1.29%
0.30% 1.62% 3.71% 0.34%
-8.44% -3.17% -1.56% -4.17%
1.59% -1.85% -2.85% 3.82%
1.71% 0.95% 3.48% 0.26%
-4.38% -3.13% -6.22% -5.40%
3.33% -1.14% 1.60% 3.73%
-2.53% -3.03% -3.09% 1.44%
-5.52% 0.63% 0.60% -1.05%
-1.78% -4.19% -1.46% -2.32%
1.23% 2.56% 1.48% -2.20%
3.41% 3.16% -0.32% 4.18%
1.77% 2.78% -1.07% -2.51%
2.17% 0.07% 3.96% -0.33%
-2.84% -4.85% -6.11% -6.82%
2.08% -2.13% 1.77% 7.39%
-0.49% -2.70% -8.04% 2.88%
-2.59% -2.37% 0.89% -4.12%
-0.56% -1.66% 5.22% -2.16%
-0.58% -4.34% 6.97% -2.43%
0.64% 3.19% -4.27% 0.03%
2.42% 0.95% 0.74% -1.42%
-1.41% 3.95% 4.60% 7.15%
1.61% 4.19% 1.83% 3.04%
-2.16% -1.71% 1.34% -0.23%
5.28% 0.58% 3.81% -1.71%
4.45% -1.88% 4.50% 2.27%
-1.78% 0.20% 0.63% -1.33%
0.74% -0.97% -8.73% -2.48%
-4.17% 0.77% 2.12% -0.54%
7.00% 2.92% 4.88% 2.89%
2.32% -1.22% -3.56% -1.70%
1.62% -2.36% -2.57% -2.65%
5.10% 2.50% -2.70% -0.06%
-0.11% 1.18% -6.65% 2.54%
0.21% -0.84% -0.78% -0.54%
-3.10% -4.31% 0.50% -5.56%
-3.81% -2.20% -1.88% 0.32%
1.79% -1.53% 0.80% -0.41%
-8.35% 3.86% -3.18% -6.78%
 6.26% 1.31% -0.07% 0.85%
-13.13% 5.06% 0.55% 2.54%
-4.50% -4.55% 7.13% -1.25%
-4.51% -3.35% -6.20% -1.67%
-2.38% 3.97% 8.29% 2.31%
4.42% 0.00% 4.73% -1.43%
3.03% -0.56% -3.06% 1.18%
3.40% -0.36% 6.42% 4.00%
-0.10% 0.49% 0.02% -0.77%
2.29% 1.44% 5.95% 2.87%
5.93% -2.03% 2.17% -4.05%
-0.09% -0.18% 0.33% -0.17%
0.15% 0.07% 0.16% 0.09%
3.92% 2.58% 3.97% 3.06%
E F G H
11.78% 25.05% 6.18% 0.00%

KOFL.MX GFNORTEO ASURB.MX BIMBOA

0.008% 0.015% 0.017% 0.000%
0.026% 0.020% -0.003% 0.011%
0.052% 0.011% 0.003% 0.013%
0.011% 0.162% 0.094% 0.022%
0.003% 0.094% 0.153% 0.010%
0.013% 0.022% 0.010% 0.066%

0.017% 0.046% 0.033% 0.021%

0.010% 0.027% 0.036% 0.031%
0.015% 0.062% 0.049% 0.023%

KOFL.MX GFNORTEO ASURB.MX BIMBOA

100.000%
12.361% 100.000%
3.065% 59.496% 100.000%
22.268% 21.519% 9.554% 100.000%
19.255% 28.799% 20.906% 20.559%
14.556% 21.630% 30.359% 38.817%
33.306% 77.323% 63.705% 45.043%
 A B C D
CUERVO MEGACPO.MX KOFL.MX GFNORTEO
1.2630% 1.9857% 3.1557% 0.0000%
1.9857% 3.1221% 4.9616% 0.0000%
3.1557% 4.9616% 7.8850% 0.0000%
0.0000% 0.0000% 0.0000% 0.0000%
1.3235% 2.0809% 3.3069% 0.0000%
2.8155% 4.4267% 7.0350% 0.0000%
0.6948% 1.0924% 1.7360% 0.0000%
0.0000% 0.0000% 0.0000% 0.0000%

A B C D
CUERVO MEGACPO.MX KOFL.MX GFNORTEO
0.0023% 0.0001% 0.0003% 0.0000%
0.0001% 0.0025% 0.0013% 0.0000%
0.0003% 0.0013% 0.0041% 0.0000%
0.0000% 0.0000% 0.0000% 0.0000%
0.0002% -0.0001% 0.0001% 0.0000%
0.0000% 0.0005% 0.0009% 0.0000%
-0.0001% 0.0001% 0.0003% 0.0000%
0.0000% 0.0000% 0.0000% 0.0000%

0.0248%
1.57%
1.8 Riesgo del portafolio
1.57%
IPC
A CUERVO
-1.51% B MEGACPO.MX
1.14% C KOFL.MX
2.76% D GFNORTEO
-1.31% E ASURB.MX
-5.15% F BIMBOA
2.27% G GCARSOA
-0.49% H KIMBERA.MX
-2.25%
2.12%
-2.22%
-2.03%
-0.84%
3.91%
1.76%
-0.69%
-0.30%
-2.68%
-0.56%
-2.27%
-1.26%
-0.17%
2.06%
2.18%
-0.43%
1.98%
2.77%
-1.17%
1.04%
1.50%
-0.69%
-1.86%
-0.25%
2.84%
-0.17%
-1.16%
1.31%
-0.54%
0.32%
-2.93%
-1.27%
-0.01%
-3.44%
 -0.78%
-2.60%
-4.39%
-2.78%
1.43%
0.33%
-1.33%
0.38%
-0.02%
2.40%
2.59%
-0.24% (retorno esperado)
0.04%
1.98% 3.21%

GCARSOA KIMBERA.MX IPC

-0.008% 0.035% 0.020%
0.010% 0.023% 0.013%
0.017% 0.010% 0.015%
0.046% 0.027% 0.062%
0.033% 0.036% 0.049%
0.021% 0.031% 0.023%

0.158% 0.033% 0.031%

0.033% 0.094% 0.027%
0.031% 0.027% 0.039%

GCARSOA KIMBERA.MX IPC

100.000%
27.227% 100.000%
39.756% 45.301% 100.000%
 E F G H
ASURB.MX BIMBOA GCARSOA KIMBERA.MX
1.3235% 2.8155% 0.6948% 0.0000%
2.0809% 4.4267% 1.0924% 0.0000%
3.3069% 7.0350% 1.7360% 0.0000%
0.0000% 0.0000% 0.0000% 0.0000%
1.3869% 2.9504% 0.7281% 0.0000%
2.9504% 6.2766% 1.5489% 0.0000%
0.7281% 1.5489% 0.3822% 0.0000%
0.0000% 0.0000% 0.0000% 0.0000%

E F G H
ASURB.MX BIMBOA GCARSOA KIMBERA.MX
0.0002% 0.0000% -0.0001% 0.0000%
-0.0001% 0.0005% 0.0001% 0.0000%
0.0001% 0.0009% 0.0003% 0.0000%
0.0000% 0.0000% 0.0000% 0.0000%
0.0021% 0.0003% 0.0002% 0.0000%
0.0003% 0.0042% 0.0003% 0.0000%
0.0002% 0.0003% 0.0006% 0.0000%
0.0000% 0.0000% 0.0000% 0.0000%
 11.24%
17.67% Chart Title
28.08%
0.00%
11.78%
25.05%
6.18%
0.00%
100.00%

Porafolio de inversión $2,000,000

Empresas Pesos Invertidos Número de acciones

CUERVO $224,765.02 8,891.02

MEGACPO.MX $353,386.97 3,980.48
KOFL.MX $561,604.44 4,450.82
GFNORTEO $0.00 -
ASURB.MX $235,532.17 715.36
BIMBOA $501,064.03 12,984.30
GCARSOA $123,647.36 1,629.51
KIMBERA.MX $0.00 -
$ 2,000,000.00
〖𝑅 _𝑎𝑛𝑢𝑎𝑙^ =(1
Rendimiento anualizado 2.900% lo que s eva aganar^𝑛−1

Rendimineto Bruto $ 58,009.63 lo que se va a ganar

menos impuestos $ 1,160.19

y menos comisiones
2%

Rendimiento Neto $ 56,849.44

VAR $ - Límite de perdidas

Índice sharpe 0.369488111998702

CAPM -4.95% Para el trabajo tiene que esta
 Tasa libre de Riesgo
Risk Free
cuanto paga de impuestos una inversión en la casa Ct 20 7.85%

Rm-rf=rp
el premio o el rendimiento real que gano mi inversion
Sharp cuantas veces lo que gane el bolsa cubre lo que ga

VaR la maxima pérdida esperad

potafolio en un intervalo de tiem
confinza o probab

F NIVERL DE CONFIANZA
S MONTO TOTAL A INVERTIR
SIGMA DEVIACIÓN
T TIEMPO

ACCIONES 10,000.00
PRECIO $ 30.00 300,000.00
VOLATILIDAD 20%
TIEMPO 252
 NIVEL DE CONFIANZ 95% 1.65

1,571,576.28

VAR 6,236.41

VAR 6,674.18
Chart Title
CUERVO
MEGACPO.MX
KOFL.MX
GFNORTEO
ASURB.MX
BIMBOA
GCARSOA
KIMBERA.MX

𝑎𝑛𝑢𝑎𝑙^ =(1+𝑅_𝑛^ ) 〗
1
$ 157,000.00 esto se gana con CETES

a el trabajo tiene que estar arriba del 25%

 Si el rendimiento anualizado es más alto que el de los cetes, se debe invertir

al que gano mi inversion

ane el bolsa cubre lo que ganaria en deuda

dida esperada qu puede sufrir un

rvalo de tiempo y con un nivel de
nza o probabilidad
 99% 2.33

3.21%
Date CUERVO MEGACPO.MX KOFL.MX GFNORTEO ASURB.MX BIMBOA GCARSOA
1/1/2018 $ 32.50 $ 80.17 $ 132.33 $ 106.51 $ 360.89 $ 43.18 $ 66.47
1/8/2018 $ 31.69 $ 78.83 $ 132.88 $ 105.61 $ 351.02 $ 43.22 $ 65.17
1/15/2018 $ 31.99 $ 80.89 $ 135.59 $ 106.37 $ 362.15 $ 43.80 $ 66.02
1/22/2018 $ 33.54 $ 83.79 $ 142.09 $ 115.79 $ 353.77 $ 45.19 $ 67.19
1/29/2018 $ 33.34 $ 82.54 $ 139.96 $ 115.83 $ 354.83 $ 45.93 $ 69.69
2/5/2018 $ 32.37 $ 80.37 $ 131.77 $ 112.27 $ 324.88 $ 44.47 $ 68.60
2/12/2018 $ 32.03 $ 81.38 $ 131.40 $ 112.28 $ 330.04 $ 43.65 $ 66.65
2/19/2018 $ 32.77 $ 81.97 $ 126.57 $ 111.85 $ 335.68 $ 44.06 $ 68.97
2/26/2018 $ 35.15 $ 83.18 $ 125.41 $ 109.30 $ 320.98 $ 42.69 $ 64.68
3/5/2018 $ 36.15 $ 83.79 $ 125.20 $ 115.30 $ 331.67 $ 42.20 $ 65.72
3/12/2018 $ 35.96 $ 84.19 $ 121.08 $ 111.75 $ 323.28 $ 40.92 $ 63.68
3/19/2018 $ 35.73 $ 85.13 $ 118.19 $ 109.98 $ 305.42 $ 41.18 $ 64.07
3/26/2018 $ 36.30 $ 82.29 $ 116.84 $ 107.56 $ 300.00 $ 39.45 $ 63.13
4/2/2018 $ 35.89 $ 83.17 $ 117.53 $ 111.93 $ 303.69 $ 40.46 $ 64.07
4/9/2018 $ 34.47 $ 82.10 $ 119.59 $ 115.26 $ 314.04 $ 41.74 $ 63.86
4/16/2018 $ 34.13 $ 80.69 $ 118.35 $ 111.61 $ 319.61 $ 42.90 $ 63.18
4/23/2018 $ 31.61 $ 84.49 $ 118.06 $ 113.23 $ 326.54 $ 42.93 $ 65.69
4/30/2018 $ 30.55 $ 85.27 $ 115.09 $ 107.98 $ 317.26 $ 40.85 $ 61.67
5/7/2018 $ 30.16 $ 92.29 $ 117.15 $ 108.69 $ 323.87 $ 39.98 $ 62.77
5/14/2018 $ 31.67 $ 86.36 $ 114.72 $ 103.95 $ 322.28 $ 38.90 $ 57.72
5/21/2018 $ 31.48 $ 85.25 $ 112.74 $ 103.64 $ 313.94 $ 37.98 $ 58.23
5/28/2018 $ 31.96 $ 84.52 $ 115.52 $ 103.27 $ 312.17 $ 37.35 $ 61.27
6/4/2018 $ 31.31 $ 84.89 $ 117.89 $ 103.99 $ 310.36 $ 35.73 $ 65.54
6/11/2018 $ 30.87 $ 83.80 $ 117.44 $ 108.73 $ 312.33 $ 36.87 $ 62.74
6/18/2018 $ 29.11 $ 81.06 $ 114.32 $ 111.33 $ 319.89 $ 37.22 $ 63.20
6/25/2018 $ 28.73 $ 81.83 $ 110.82 $ 117.07 $ 315.37 $ 38.69 $ 66.11
7/2/2018 $ 29.64 $ 87.11 $ 114.92 $ 124.65 $ 320.45 $ 40.31 $ 67.32
7/9/2018 $ 28.90 $ 88.66 $ 114.09 $ 119.96 $ 313.54 $ 39.62 $ 68.22
7/16/2018 $ 27.24 $ 86.69 $ 114.65 $ 126.60 $ 330.10 $ 39.85 $ 70.82
7/23/2018 $ 26.05 $ 89.37 $ 114.20 $ 129.82 $ 344.80 $ 39.10 $ 74.01
7/30/2018 $ 26.06 $ 86.94 $ 114.08 $ 125.62 $ 338.67 $ 39.18 $ 74.48
8/6/2018 $ 25.86 $ 85.48 $ 111.94 $ 125.87 $ 341.18 $ 38.80 $ 67.97
8/13/2018 $ 26.10 $ 84.95 $ 116.10 $ 125.88 $ 326.94 $ 39.10 $ 69.41
8/20/2018 $ 26.71 $ 87.19 $ 114.33 $ 132.33 $ 349.82 $ 40.24 $ 72.80
8/27/2018 $ 27.05 $ 89.87 $ 113.26 $ 130.86 $ 357.92 $ 39.75 $ 70.21
9/3/2018 $ 28.18 $ 89.82 $ 112.72 $ 130.06 $ 363.73 $ 38.81 $ 68.40
9/10/2018 $ 28.83 $ 91.54 $ 111.12 $ 133.67 $ 382.27 $ 39.78 $ 66.55
9/17/2018 $ 29.88 $ 95.11 $ 112.55 $ 129.90 $ 381.84 $ 40.25 $ 62.12
9/24/2018 $ 30.33 $ 96.28 $ 112.59 $ 135.30 $ 382.63 $ 39.91 $ 61.64
10/1/2018 $ 29.62 $ 97.38 $ 116.22 $ 131.82 $ 370.77 $ 38.19 $ 61.94
10/8/2018 $ 29.30 $ 96.97 $ 113.45 $ 131.57 $ 356.66 $ 37.35 $ 60.78
10/15/2018 $ 30.66 $ 97.98 $ 116.26 $ 133.16 $ 363.06 $ 36.78 $ 61.27
10/22/2018 $ 25.93 $ 96.98 $ 114.42 $ 125.96 $ 332.76 $ 38.20 $ 59.32
10/29/2018 $ 24.90 $ 91.25 $ 116.85 $ 118.69 $ 353.59 $ 38.70 $ 59.28
11/5/2018 $ 23.56 $ 96.85 $ 123.66 $ 105.41 $ 307.16 $ 40.66 $ 59.61
11/12/2018 $ 22.40 $ 95.81 $ 123.43 $ 98.24 $ 293.33 $ 38.81 $ 63.86
11/19/2018 $ 22.88 $ 95.45 $ 123.70 $ 96.07 $ 280.09 $ 37.51 $ 59.90
11/26/2018 $ 25.61 $ 93.17 $ 122.58 $ 93.15 $ 273.42 $ 39.00 $ 64.86
12/3/2018 $ 24.67 $ 93.55 $ 121.64 $ 95.84 $ 285.51 $ 39.00 $ 67.93
12/10/2018 $ 24.80 $ 94.35 $ 122.18 $ 91.98 $ 294.16 $ 38.78 $ 65.86
12/17/2018 $ 24.53 $ 90.12 $ 118.14 $ 93.83 $ 304.15 $ 38.64 $ 70.09
12/24/2018 $ 25.67 $ 87.44 $ 119.14 $ 93.68 $ 303.86 $ 38.83 $ 70.10
12/31/2018 $ 27.06 $ 88.75 $ 122.96 $ 95.55 $ 310.83 $ 39.39 $ 74.27
1/7/2019 $ 25.28 $ 88.78 $ 126.18 $ 106.48 $ 329.25 $ 38.59 $ 75.88
54
KIMBERA.MX IPC CUERVO
$ 34.36 $49,887.74
$ 34.22 $49,135.91 -2.48%
$ 34.90 $49,695.56 0.93%
$ 35.35 $51,065.49 4.86%
$ 35.47 $50,395.83 -0.62%
$ 33.99 $47,799.09 -2.89%
$ 35.29 $48,882.78 -1.06%
$ 35.38 $48,643.43 2.30%
$ 33.47 $47,548.10 7.27%
$ 34.72 $48,556.45 2.85%
$ 35.22 $47,477.58 -0.52%
$ 34.85 $46,515.93 -0.66%
$ 34.04 $46,124.85 1.60%
$ 33.29 $47,926.11 -1.11%
$ 34.68 $48,768.30 -3.97%
$ 33.81 $48,431.58 -0.97%
$ 33.70 $48,284.61 -7.38%
$ 31.40 $46,992.17 -3.36%
$ 33.72 $46,728.92 -1.29%
$ 34.69 $45,666.77 5.01%
$ 33.26 $45,091.99 -0.60%
$ 32.54 $45,013.12 1.52%
$ 31.75 $45,939.54 -2.03%
$ 31.76 $46,938.82 -1.41%
$ 31.31 $46,737.64 -5.70%
$ 33.55 $47,663.20 -1.31%
$ 34.57 $48,981.41 3.17%
$ 34.49 $48,406.01 -2.50%
$ 33.90 $48,908.24 -5.74%
$ 34.67 $49,643.94 -4.37%
$ 34.21 $49,302.57 0.04%
$ 33.36 $48,383.59 -0.77%
$ 33.18 $48,264.63 0.93%
$ 34.14 $49,633.77 2.34%
$ 33.56 $49,547.68 1.27%
$ 32.67 $48,971.14 4.18%
$ 32.65 $49,611.93 2.31%
$ 33.48 $49,344.29 3.64%
$ 33.30 $49,504.16 1.51%
$ 31.45 $48,052.85 -2.34%
$ 31.55 $47,444.05 -1.08%
$ 31.42 $47,437.45 4.64%
$ 29.29 $45,803.33 -15.43%
$ 29.54 $45,446.83 -3.97%
$ 30.29 $44,263.74 -5.38%
$ 29.91 $42,319.27 -4.92%
$ 29.41 $41,144.33 2.14%
$ 30.09 $41,732.78 11.93%
$ 29.66 $41,870.13 -3.67%
$ 30.01 $41,312.17 0.53%
$ 31.21 $41,468.56 -1.09%
$ 30.97 $41,459.15 4.65%
$ 31.86 $42,455.13 5.41%
$ 30.57 $43,556.11 -6.58%
Promedio -0.38%
Var.p 0.18%
Desv.p 4.26%
Letra A
Proporción o % de inversión 12.50%
 RENDIMIENTOS (SEMANALES)
MEGACPO.MX KOFL.MX GFNORTEO

-1.67% 0.42% -0.85%

2.62% 2.03% 0.72%
3.57% 4.80% 8.85%
-1.49% -1.50% 0.03%
-2.62% -5.85% -3.08%
1.26% -0.28% 0.01%
0.72% -3.68% -0.38%
1.47% -0.91% -2.28%
0.74% -0.17% 5.48%
0.47% -3.29% -3.07%
1.12% -2.38% -1.58%
-3.34% -1.14% -2.20%
1.07% 0.59% 4.06%
-1.28% 1.75% 2.97%
-1.72% -1.04% -3.17%
4.71% -0.24% 1.46%
0.93% -2.52% -4.64%
8.23% 1.79% 0.65%
-6.42% -2.07% -4.35%
-1.29% -1.73% -0.30%
-0.85% 2.46% -0.35%
0.44% 2.05% 0.69%
-1.28% -0.38% 4.56%
-3.27% -2.66% 2.39%
0.95% -3.06% 5.16%
6.45% 3.70% 6.47%
1.78% -0.72% -3.76%
-2.22% 0.49% 5.54%
3.09% -0.40% 2.54%
-2.72% -0.10% -3.24%
-1.68% -1.87% 0.20%
-0.62% 3.71% 0.01%
2.64% -1.53% 5.12%
3.07% -0.94% -1.11%
-0.06% -0.47% -0.61%
1.91% -1.42% 2.78%
3.90% 1.29% -2.82%
1.23% 0.04% 4.16%
1.14% 3.22% -2.57%
-0.42% -2.38% -0.19%
1.04% 2.48% 1.21%
-1.02% -1.59% -5.41%
 -5.91% 2.13% -5.77%
6.14% 5.83% -11.19%
-1.07% -0.19% -6.80%
-0.38% 0.22% -2.21%
-2.39% -0.91% -3.04%
0.41% -0.77% 2.89%
0.86% 0.44% -4.03%
-4.48% -3.31% 2.01%
-2.97% 0.85% -0.16%
1.50% 3.21% 2.00%
0.03% 2.62% 11.44%
0.23% -0.06% 0.08%
0.08% 0.05% 0.16%
2.82% 2.29% 4.02%
B C D
12.50% 12.50% 12.50%

COVARIANZA CUERVO MEGACPO.MX

CUERVO 0.182% 0.003%
MEGACPO.MX 0.003% 0.080%
KOFL.MX 0.008% 0.026%
GFNORTEO 0.015% 0.020%
ASURB.MX 0.017% -0.003%
BIMBOA 0.000% 0.011%
GCARSOA -0.008% 0.010%
KIMBERA.MX 0.035% 0.023%
IPC 0.020% 0.013%

COEFICIENTE DE CORRELACIÓN CUERVO MEGACPO.MX

CUERVO 100.000%
MEGACPO.MX 2.439% 100.000%
KOFL.MX 8.259% 39.735%
GFNORTEO 9.020% 17.742%
ASURB.MX 10.239% -2.288%
BIMBOA 0.155% 15.549%
GCARSOA -4.604% 9.340%
KIMBERA.MX 26.757% 27.212%
IPC 24.021% 23.658%

RENDIMIENTO DEL PORTAFOLIO -0.031% -0.031

RIESGO DEL PORTAFOLIO

Matriz de Markowitz Wx*Wy

A CUERVO
B MEGACPO.MX
C KOFL.MX
D GFNORTEO
E ASURB.MX
F BIMBOA
G GCARSOA
H KIMBERA.MX

Markowitz Risk Wx*Wy

A CUERVO
B MEGACPO.MX
C KOFL.MX
D GFNORTEO
E ASURB.MX
F BIMBOA
G GCARSOA
H KIMBERA.MX

Total
Raíz

Coeficiente de variación / minima varianza -58.0645 -58.0645

Indice de desempeño -0.0172 -0.0172
RENDIMIENTOS (SEMANALES)
ASURB.MX BIMBOA GCARSOA KIMBERA.MX

-2.73% 0.09% -1.96% -0.41%

3.17% 1.33% 1.30% 1.99%
-2.31% 3.19% 1.78% 1.29%
0.30% 1.62% 3.71% 0.34%
-8.44% -3.17% -1.56% -4.17%
1.59% -1.85% -2.85% 3.82%
1.71% 0.95% 3.48% 0.26%
-4.38% -3.13% -6.22% -5.40%
3.33% -1.14% 1.60% 3.73%
-2.53% -3.03% -3.09% 1.44%
-5.52% 0.63% 0.60% -1.05%
-1.78% -4.19% -1.46% -2.32%
1.23% 2.56% 1.48% -2.20%
3.41% 3.16% -0.32% 4.18%
1.77% 2.78% -1.07% -2.51%
2.17% 0.07% 3.96% -0.33%
-2.84% -4.85% -6.11% -6.82%
2.08% -2.13% 1.77% 7.39%
-0.49% -2.70% -8.04% 2.88%
-2.59% -2.37% 0.89% -4.12%
-0.56% -1.66% 5.22% -2.16%
-0.58% -4.34% 6.97% -2.43%
0.64% 3.19% -4.27% 0.03%
2.42% 0.95% 0.74% -1.42%
-1.41% 3.95% 4.60% 7.15%
1.61% 4.19% 1.83% 3.04%
-2.16% -1.71% 1.34% -0.23%
5.28% 0.58% 3.81% -1.71%
4.45% -1.88% 4.50% 2.27%
-1.78% 0.20% 0.63% -1.33%
0.74% -0.97% -8.73% -2.48%
-4.17% 0.77% 2.12% -0.54%
7.00% 2.92% 4.88% 2.89%
2.32% -1.22% -3.56% -1.70%
1.62% -2.36% -2.57% -2.65%
5.10% 2.50% -2.70% -0.06%
-0.11% 1.18% -6.65% 2.54%
0.21% -0.84% -0.78% -0.54%
-3.10% -4.31% 0.50% -5.56%
-3.81% -2.20% -1.88% 0.32%
1.79% -1.53% 0.80% -0.41%
-8.35% 3.86% -3.18% -6.78%
 6.26% 1.31% -0.07% 0.85%
-13.13% 5.06% 0.55% 2.54%
-4.50% -4.55% 7.13% -1.25%
-4.51% -3.35% -6.20% -1.67%
-2.38% 3.97% 8.29% 2.31%
4.42% 0.00% 4.73% -1.43%
3.03% -0.56% -3.06% 1.18%
3.40% -0.36% 6.42% 4.00%
-0.10% 0.49% 0.02% -0.77%
2.29% 1.44% 5.95% 2.87%
5.93% -2.03% 2.17% -4.05%
-0.09% -0.18% 0.33% -0.17%
0.15% 0.07% 0.16% 0.09%
3.92% 2.58% 3.97% 3.06%
E F G H
12.50% 12.50% 12.50% 12.50%

KOFL.MX GFNORTEO ASURB.MX BIMBOA

0.008% 0.015% 0.017% 0.000%
0.026% 0.020% -0.003% 0.011%
0.052% 0.011% 0.003% 0.013%
0.011% 0.162% 0.094% 0.022%
0.003% 0.094% 0.153% 0.010%
0.013% 0.022% 0.010% 0.066%
0.017% 0.046% 0.033% 0.021%
0.010% 0.027% 0.036% 0.031%
0.015% 0.062% 0.049% 0.023%

KOFL.MX GFNORTEO ASURB.MX BIMBOA

100.000%
12.361% 100.000%
3.065% 59.496% 100.000%
22.268% 21.519% 9.554% 100.000%
19.255% 28.799% 20.906% 20.559%
14.556% 21.630% 30.359% 38.817%
33.306% 77.323% 63.705% 45.043%
 A B C D
CUERVO MEGACPO.MX KOFL.MX GFNORTEO
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%

A B C D
CUERVO MEGACPO.MX KOFL.MX GFNORTEO
0.0028% 0.0000% 0.0001% 0.0002%
0.0000% 0.0012% 0.0004% 0.0003%
0.0001% 0.0004% 0.0008% 0.0002%
0.0002% 0.0003% 0.0002% 0.0025%
0.0003% 0.0000% 0.0000% 0.0015%
0.0000% 0.0002% 0.0002% 0.0003%
-0.0001% 0.0002% 0.0003% 0.0007%
0.0005% 0.0004% 0.0002% 0.0004%

0.0325%
1.80%
1.8 Riesgo del portafolio
1.80%
IPC
A CUERVO 12.50%
-1.51% B MEGACPO.MX 12.50%
1.14% C KOFL.MX 12.50%
2.76% D GFNORTEO 12.50%
-1.31% E ASURB.MX 12.50%
-5.15% F BIMBOA 12.50%
2.27% G GCARSOA 12.50%
-0.49% H KIMBERA.MX 12.50%
-2.25% 100.00%
2.12%
-2.22%
-2.03%
-0.84%
3.91%
1.76%
-0.69%
-0.30%
-2.68%
-0.56%
-2.27%
-1.26%
-0.17%
2.06%
2.18%
-0.43%
1.98%
2.77%
-1.17%
1.04%
1.50%
-0.69%
-1.86%
-0.25%
2.84%
-0.17%
-1.16%
1.31%
-0.54%
0.32%
-2.93%
-1.27%
-0.01%
-3.44%
 -0.78%
-2.60%
-4.39%
-2.78%
1.43%
0.33%
-1.33%
0.38%
-0.02%
2.40%
2.59%
-0.24% (retorno esperado)
0.04%
1.98%

GCARSOA KIMBERA.MX IPC

-0.008% 0.035% 0.020%
0.010% 0.023% 0.013%
0.017% 0.010% 0.015%
0.046% 0.027% 0.062%
0.033% 0.036% 0.049%
0.021% 0.031% 0.023%
0.158% 0.033% 0.031%
0.033% 0.094% 0.027%
0.031% 0.027% 0.039%

GCARSOA KIMBERA.MX IPC

100.000%
27.227% 100.000%
39.756% 45.301% 100.000%
 E F G H
ASURB.MX BIMBOA GCARSOA KIMBERA.MX
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%

E F G H
ASURB.MX BIMBOA GCARSOA KIMBERA.MX
0.0003% 0.0000% -0.0001% 0.0005%
0.0000% 0.0002% 0.0002% 0.0004%
0.0000% 0.0002% 0.0003% 0.0002%
0.0015% 0.0003% 0.0007% 0.0004%
0.0024% 0.0002% 0.0005% 0.0006%
0.0002% 0.0010% 0.0003% 0.0005%
0.0005% 0.0003% 0.0025% 0.0005%
0.0006% 0.0005% 0.0005% 0.0015%
Chart Title
CUERVO
MEGACPO.MX
KOFL.MX
GFNORTEO
ASURB.MX
BIMBOA
GCARSOA
KIMBERA.MX
Date CUERVO MEGACPO.MX KOFL.MX GFNORTEO ASURB.MX BIMBOA GCARSOA
1/1/2018 $ 32.50 $ 80.17 $ 132.33 $ 106.51 $ 360.89 $ 43.18 $ 66.47
1/8/2018 $ 31.69 $ 78.83 $ 132.88 $ 105.61 $ 351.02 $ 43.22 $ 65.17
1/15/2018 $ 31.99 $ 80.89 $ 135.59 $ 106.37 $ 362.15 $ 43.80 $ 66.02
1/22/2018 $ 33.54 $ 83.79 $ 142.09 $ 115.79 $ 353.77 $ 45.19 $ 67.19
1/29/2018 $ 33.34 $ 82.54 $ 139.96 $ 115.83 $ 354.83 $ 45.93 $ 69.69
2/5/2018 $ 32.37 $ 80.37 $ 131.77 $ 112.27 $ 324.88 $ 44.47 $ 68.60
2/12/2018 $ 32.03 $ 81.38 $ 131.40 $ 112.28 $ 330.04 $ 43.65 $ 66.65
2/19/2018 $ 32.77 $ 81.97 $ 126.57 $ 111.85 $ 335.68 $ 44.06 $ 68.97
2/26/2018 $ 35.15 $ 83.18 $ 125.41 $ 109.30 $ 320.98 $ 42.69 $ 64.68
3/5/2018 $ 36.15 $ 83.79 $ 125.20 $ 115.30 $ 331.67 $ 42.20 $ 65.72
3/12/2018 $ 35.96 $ 84.19 $ 121.08 $ 111.75 $ 323.28 $ 40.92 $ 63.68
3/19/2018 $ 35.73 $ 85.13 $ 118.19 $ 109.98 $ 305.42 $ 41.18 $ 64.07
3/26/2018 $ 36.30 $ 82.29 $ 116.84 $ 107.56 $ 300.00 $ 39.45 $ 63.13
4/2/2018 $ 35.89 $ 83.17 $ 117.53 $ 111.93 $ 303.69 $ 40.46 $ 64.07
4/9/2018 $ 34.47 $ 82.10 $ 119.59 $ 115.26 $ 314.04 $ 41.74 $ 63.86
4/16/2018 $ 34.13 $ 80.69 $ 118.35 $ 111.61 $ 319.61 $ 42.90 $ 63.18
4/23/2018 $ 31.61 $ 84.49 $ 118.06 $ 113.23 $ 326.54 $ 42.93 $ 65.69
4/30/2018 $ 30.55 $ 85.27 $ 115.09 $ 107.98 $ 317.26 $ 40.85 $ 61.67
5/7/2018 $ 30.16 $ 92.29 $ 117.15 $ 108.69 $ 323.87 $ 39.98 $ 62.77
5/14/2018 $ 31.67 $ 86.36 $ 114.72 $ 103.95 $ 322.28 $ 38.90 $ 57.72
5/21/2018 $ 31.48 $ 85.25 $ 112.74 $ 103.64 $ 313.94 $ 37.98 $ 58.23
5/28/2018 $ 31.96 $ 84.52 $ 115.52 $ 103.27 $ 312.17 $ 37.35 $ 61.27
6/4/2018 $ 31.31 $ 84.89 $ 117.89 $ 103.99 $ 310.36 $ 35.73 $ 65.54
6/11/2018 $ 30.87 $ 83.80 $ 117.44 $ 108.73 $ 312.33 $ 36.87 $ 62.74
6/18/2018 $ 29.11 $ 81.06 $ 114.32 $ 111.33 $ 319.89 $ 37.22 $ 63.20
6/25/2018 $ 28.73 $ 81.83 $ 110.82 $ 117.07 $ 315.37 $ 38.69 $ 66.11
7/2/2018 $ 29.64 $ 87.11 $ 114.92 $ 124.65 $ 320.45 $ 40.31 $ 67.32
7/9/2018 $ 28.90 $ 88.66 $ 114.09 $ 119.96 $ 313.54 $ 39.62 $ 68.22
7/16/2018 $ 27.24 $ 86.69 $ 114.65 $ 126.60 $ 330.10 $ 39.85 $ 70.82
7/23/2018 $ 26.05 $ 89.37 $ 114.20 $ 129.82 $ 344.80 $ 39.10 $ 74.01
7/30/2018 $ 26.06 $ 86.94 $ 114.08 $ 125.62 $ 338.67 $ 39.18 $ 74.48
8/6/2018 $ 25.86 $ 85.48 $ 111.94 $ 125.87 $ 341.18 $ 38.80 $ 67.97
8/13/2018 $ 26.10 $ 84.95 $ 116.10 $ 125.88 $ 326.94 $ 39.10 $ 69.41
8/20/2018 $ 26.71 $ 87.19 $ 114.33 $ 132.33 $ 349.82 $ 40.24 $ 72.80
8/27/2018 $ 27.05 $ 89.87 $ 113.26 $ 130.86 $ 357.92 $ 39.75 $ 70.21
9/3/2018 $ 28.18 $ 89.82 $ 112.72 $ 130.06 $ 363.73 $ 38.81 $ 68.40
9/10/2018 $ 28.83 $ 91.54 $ 111.12 $ 133.67 $ 382.27 $ 39.78 $ 66.55
9/17/2018 $ 29.88 $ 95.11 $ 112.55 $ 129.90 $ 381.84 $ 40.25 $ 62.12
9/24/2018 $ 30.33 $ 96.28 $ 112.59 $ 135.30 $ 382.63 $ 39.91 $ 61.64
10/1/2018 $ 29.62 $ 97.38 $ 116.22 $ 131.82 $ 370.77 $ 38.19 $ 61.94
10/8/2018 $ 29.30 $ 96.97 $ 113.45 $ 131.57 $ 356.66 $ 37.35 $ 60.78
10/15/2018 $ 30.66 $ 97.98 $ 116.26 $ 133.16 $ 363.06 $ 36.78 $ 61.27
10/22/2018 $ 25.93 $ 96.98 $ 114.42 $ 125.96 $ 332.76 $ 38.20 $ 59.32
10/29/2018 $ 24.90 $ 91.25 $ 116.85 $ 118.69 $ 353.59 $ 38.70 $ 59.28
11/5/2018 $ 23.56 $ 96.85 $ 123.66 $ 105.41 $ 307.16 $ 40.66 $ 59.61
11/12/2018 $ 22.40 $ 95.81 $ 123.43 $ 98.24 $ 293.33 $ 38.81 $ 63.86
11/19/2018 $ 22.88 $ 95.45 $ 123.70 $ 96.07 $ 280.09 $ 37.51 $ 59.90
11/26/2018 $ 25.61 $ 93.17 $ 122.58 $ 93.15 $ 273.42 $ 39.00 $ 64.86
12/3/2018 $ 24.67 $ 93.55 $ 121.64 $ 95.84 $ 285.51 $ 39.00 $ 67.93
12/10/2018 $ 24.80 $ 94.35 $ 122.18 $ 91.98 $ 294.16 $ 38.78 $ 65.86
12/17/2018 $ 24.53 $ 90.12 $ 118.14 $ 93.83 $ 304.15 $ 38.64 $ 70.09
12/24/2018 $ 25.67 $ 87.44 $ 119.14 $ 93.68 $ 303.86 $ 38.83 $ 70.10
12/31/2018 $ 27.06 $ 88.75 $ 122.96 $ 95.55 $ 310.83 $ 39.39 $ 74.27
1/7/2019 $ 25.28 $ 88.78 $ 126.18 $ 106.48 $ 329.25 $ 38.59 $ 75.88
54
KIMBERA.MX IPC CUERVO
$ 34.36 $49,887.74
$ 34.22 $49,135.91 -2.48%
$ 34.90 $49,695.56 0.93%
$ 35.35 $51,065.49 4.86%
$ 35.47 $50,395.83 -0.62%
$ 33.99 $47,799.09 -2.89%
$ 35.29 $48,882.78 -1.06%
$ 35.38 $48,643.43 2.30%
$ 33.47 $47,548.10 7.27%
$ 34.72 $48,556.45 2.85%
$ 35.22 $47,477.58 -0.52%
$ 34.85 $46,515.93 -0.66%
$ 34.04 $46,124.85 1.60%
$ 33.29 $47,926.11 -1.11%
$ 34.68 $48,768.30 -3.97%
$ 33.81 $48,431.58 -0.97%
$ 33.70 $48,284.61 -7.38%
$ 31.40 $46,992.17 -3.36%
$ 33.72 $46,728.92 -1.29%
$ 34.69 $45,666.77 5.01%
$ 33.26 $45,091.99 -0.60%
$ 32.54 $45,013.12 1.52%
$ 31.75 $45,939.54 -2.03%
$ 31.76 $46,938.82 -1.41%
$ 31.31 $46,737.64 -5.70%
$ 33.55 $47,663.20 -1.31%
$ 34.57 $48,981.41 3.17%
$ 34.49 $48,406.01 -2.50%
$ 33.90 $48,908.24 -5.74%
$ 34.67 $49,643.94 -4.37%
$ 34.21 $49,302.57 0.04%
$ 33.36 $48,383.59 -0.77%
$ 33.18 $48,264.63 0.93%
$ 34.14 $49,633.77 2.34%
$ 33.56 $49,547.68 1.27%
$ 32.67 $48,971.14 4.18%
$ 32.65 $49,611.93 2.31%
$ 33.48 $49,344.29 3.64%
$ 33.30 $49,504.16 1.51%
$ 31.45 $48,052.85 -2.34%
$ 31.55 $47,444.05 -1.08%
$ 31.42 $47,437.45 4.64%
$ 29.29 $45,803.33 -15.43%
$ 29.54 $45,446.83 -3.97%
$ 30.29 $44,263.74 -5.38%
$ 29.91 $42,319.27 -4.92%
$ 29.41 $41,144.33 2.14%
$ 30.09 $41,732.78 11.93%
$ 29.66 $41,870.13 -3.67%
$ 30.01 $41,312.17 0.53%
$ 31.21 $41,468.56 -1.09%
$ 30.97 $41,459.15 4.65%
$ 31.86 $42,455.13 5.41%
$ 30.57 $43,556.11 -6.58%
Promedio -0.38%
Var.p 0.18%
Desv.p 4.26%
Letra A
Proporción o % de inversión 12.50%
 RENDIMIENTOS (SEMANALES)
MEGACPO.MX KOFL.MX GFNORTEO

-1.67% 0.42% -0.85%

2.62% 2.03% 0.72%
3.57% 4.80% 8.85%
-1.49% -1.50% 0.03%
-2.62% -5.85% -3.08%
1.26% -0.28% 0.01%
0.72% -3.68% -0.38%
1.47% -0.91% -2.28%
0.74% -0.17% 5.48%
0.47% -3.29% -3.07%
1.12% -2.38% -1.58%
-3.34% -1.14% -2.20%
1.07% 0.59% 4.06%
-1.28% 1.75% 2.97%
-1.72% -1.04% -3.17%
4.71% -0.24% 1.46%
0.93% -2.52% -4.64%
8.23% 1.79% 0.65%
-6.42% -2.07% -4.35%
-1.29% -1.73% -0.30%
-0.85% 2.46% -0.35%
0.44% 2.05% 0.69%
-1.28% -0.38% 4.56%
-3.27% -2.66% 2.39%
0.95% -3.06% 5.16%
6.45% 3.70% 6.47%
1.78% -0.72% -3.76%
-2.22% 0.49% 5.54%
3.09% -0.40% 2.54%
-2.72% -0.10% -3.24%
-1.68% -1.87% 0.20%
-0.62% 3.71% 0.01%
2.64% -1.53% 5.12%
3.07% -0.94% -1.11%
-0.06% -0.47% -0.61%
1.91% -1.42% 2.78%
3.90% 1.29% -2.82%
1.23% 0.04% 4.16%
1.14% 3.22% -2.57%
-0.42% -2.38% -0.19%
1.04% 2.48% 1.21%
-1.02% -1.59% -5.41%
 -5.91% 2.13% -5.77%
6.14% 5.83% -11.19%
-1.07% -0.19% -6.80%
-0.38% 0.22% -2.21%
-2.39% -0.91% -3.04%
0.41% -0.77% 2.89%
0.86% 0.44% -4.03%
-4.48% -3.31% 2.01%
-2.97% 0.85% -0.16%
1.50% 3.21% 2.00%
0.03% 2.62% 11.44%
0.23% -0.06% 0.08%
0.08% 0.05% 0.16%
2.82% 2.29% 4.02%
B C D
12.50% 12.50% 12.50%

COVARIANZA CUERVO MEGACPO.MX

CUERVO 0.182% 0.003%
MEGACPO.MX 0.003% 0.080%
KOFL.MX 0.008% 0.026%
GFNORTEO 0.015% 0.020%
ASURB.MX 0.017% -0.003%
BIMBOA 0.000% 0.011%
GCARSOA -0.008% 0.010%
KIMBERA.MX 0.035% 0.023%
IPC 0.020% 0.013%

COEFICIENTE DE CORRELACIÓN CUERVO MEGACPO.MX

CUERVO 100.000%
MEGACPO.MX 2.439% 100.000%
KOFL.MX 8.259% 39.735%
GFNORTEO 9.020% 17.742%
ASURB.MX 10.239% -2.288%
BIMBOA 0.155% 15.549%
GCARSOA -4.604% 9.340%
KIMBERA.MX 26.757% 27.212%
IPC 24.021% 23.658%

RENDIMIENTO DEL PORTAFOLIO -0.031% -0.031

RIESGO DEL PORTAFOLIO

Matriz de Markowitz Wx*Wy

A CUERVO
B MEGACPO.MX
C KOFL.MX
D GFNORTEO
E ASURB.MX
F BIMBOA
G GCARSOA
H KIMBERA.MX

Markowitz Risk Wx*Wy

A CUERVO
B MEGACPO.MX
C KOFL.MX
D GFNORTEO
E ASURB.MX
F BIMBOA
G GCARSOA
H KIMBERA.MX

Total
Raíz

Coeficiente de variación / minima varianza -58.0645 -58.0645

Indice de desempeño -0.0172 -0.0172
RENDIMIENTOS (SEMANALES)
ASURB.MX BIMBOA GCARSOA KIMBERA.MX

-2.73% 0.09% -1.96% -0.41%

3.17% 1.33% 1.30% 1.99%
-2.31% 3.19% 1.78% 1.29%
0.30% 1.62% 3.71% 0.34%
-8.44% -3.17% -1.56% -4.17%
1.59% -1.85% -2.85% 3.82%
1.71% 0.95% 3.48% 0.26%
-4.38% -3.13% -6.22% -5.40%
3.33% -1.14% 1.60% 3.73%
-2.53% -3.03% -3.09% 1.44%
-5.52% 0.63% 0.60% -1.05%
-1.78% -4.19% -1.46% -2.32%
1.23% 2.56% 1.48% -2.20%
3.41% 3.16% -0.32% 4.18%
1.77% 2.78% -1.07% -2.51%
2.17% 0.07% 3.96% -0.33%
-2.84% -4.85% -6.11% -6.82%
2.08% -2.13% 1.77% 7.39%
-0.49% -2.70% -8.04% 2.88%
-2.59% -2.37% 0.89% -4.12%
-0.56% -1.66% 5.22% -2.16%
-0.58% -4.34% 6.97% -2.43%
0.64% 3.19% -4.27% 0.03%
2.42% 0.95% 0.74% -1.42%
-1.41% 3.95% 4.60% 7.15%
1.61% 4.19% 1.83% 3.04%
-2.16% -1.71% 1.34% -0.23%
5.28% 0.58% 3.81% -1.71%
4.45% -1.88% 4.50% 2.27%
-1.78% 0.20% 0.63% -1.33%
0.74% -0.97% -8.73% -2.48%
-4.17% 0.77% 2.12% -0.54%
7.00% 2.92% 4.88% 2.89%
2.32% -1.22% -3.56% -1.70%
1.62% -2.36% -2.57% -2.65%
5.10% 2.50% -2.70% -0.06%
-0.11% 1.18% -6.65% 2.54%
0.21% -0.84% -0.78% -0.54%
-3.10% -4.31% 0.50% -5.56%
-3.81% -2.20% -1.88% 0.32%
1.79% -1.53% 0.80% -0.41%
-8.35% 3.86% -3.18% -6.78%
 6.26% 1.31% -0.07% 0.85%
-13.13% 5.06% 0.55% 2.54%
-4.50% -4.55% 7.13% -1.25%
-4.51% -3.35% -6.20% -1.67%
-2.38% 3.97% 8.29% 2.31%
4.42% 0.00% 4.73% -1.43%
3.03% -0.56% -3.06% 1.18%
3.40% -0.36% 6.42% 4.00%
-0.10% 0.49% 0.02% -0.77%
2.29% 1.44% 5.95% 2.87%
5.93% -2.03% 2.17% -4.05%
-0.09% -0.18% 0.33% -0.17%
0.15% 0.07% 0.16% 0.09%
3.92% 2.58% 3.97% 3.06%
E F G H
12.50% 12.50% 12.50% 12.50%

KOFL.MX GFNORTEO ASURB.MX BIMBOA

0.008% 0.015% 0.017% 0.000%
0.026% 0.020% -0.003% 0.011%
0.052% 0.011% 0.003% 0.013%
0.011% 0.162% 0.094% 0.022%
0.003% 0.094% 0.153% 0.010%
0.013% 0.022% 0.010% 0.066%
0.017% 0.046% 0.033% 0.021%
0.010% 0.027% 0.036% 0.031%
0.015% 0.062% 0.049% 0.023%

KOFL.MX GFNORTEO ASURB.MX BIMBOA

100.000%
12.361% 100.000%
3.065% 59.496% 100.000%
22.268% 21.519% 9.554% 100.000%
19.255% 28.799% 20.906% 20.559%
14.556% 21.630% 30.359% 38.817%
33.306% 77.323% 63.705% 45.043%
 A B C D
CUERVO MEGACPO.MX KOFL.MX GFNORTEO
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%

A B C D
CUERVO MEGACPO.MX KOFL.MX GFNORTEO
0.0028% 0.0000% 0.0001% 0.0002%
0.0000% 0.0012% 0.0004% 0.0003%
0.0001% 0.0004% 0.0008% 0.0002%
0.0002% 0.0003% 0.0002% 0.0025%
0.0003% 0.0000% 0.0000% 0.0015%
0.0000% 0.0002% 0.0002% 0.0003%
-0.0001% 0.0002% 0.0003% 0.0007%
0.0005% 0.0004% 0.0002% 0.0004%

0.0325%
1.80%
1.8 Riesgo del portafolio
1.80%
IPC
A CUERVO 12.50%
-1.51% B MEGACPO.MX 12.50%
1.14% C KOFL.MX 12.50%
2.76% D GFNORTEO 12.50%
-1.31% E ASURB.MX 12.50%
-5.15% F BIMBOA 12.50%
2.27% G GCARSOA 12.50%
-0.49% H KIMBERA.MX 12.50%
-2.25% 100.00%
2.12%
-2.22%
-2.03%
-0.84%
3.91%
1.76%
-0.69%
-0.30%
-2.68%
-0.56%
-2.27%
-1.26%
-0.17%
2.06%
2.18%
-0.43%
1.98%
2.77%
-1.17%
1.04%
1.50%
-0.69%
-1.86%
-0.25%
2.84%
-0.17%
-1.16%
1.31%
-0.54%
0.32%
-2.93%
-1.27%
-0.01%
-3.44%
 -0.78%
-2.60%
-4.39%
-2.78%
1.43%
0.33%
-1.33%
0.38%
-0.02%
2.40%
2.59%
-0.24% (retorno esperado)
0.04%
1.98%

GCARSOA KIMBERA.MX IPC

-0.008% 0.035% 0.020%
0.010% 0.023% 0.013%
0.017% 0.010% 0.015%
0.046% 0.027% 0.062%
0.033% 0.036% 0.049%
0.021% 0.031% 0.023%
0.158% 0.033% 0.031%
0.033% 0.094% 0.027%
0.031% 0.027% 0.039%

GCARSOA KIMBERA.MX IPC

100.000%
27.227% 100.000%
39.756% 45.301% 100.000%
 E F G H
ASURB.MX BIMBOA GCARSOA KIMBERA.MX
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%
1.5625% 1.5625% 1.5625% 1.5625%

E F G H
ASURB.MX BIMBOA GCARSOA KIMBERA.MX
0.0003% 0.0000% -0.0001% 0.0005%
0.0000% 0.0002% 0.0002% 0.0004%
0.0000% 0.0002% 0.0003% 0.0002%
0.0015% 0.0003% 0.0007% 0.0004%
0.0024% 0.0002% 0.0005% 0.0006%
0.0002% 0.0010% 0.0003% 0.0005%
0.0005% 0.0003% 0.0025% 0.0005%
0.0006% 0.0005% 0.0005% 0.0015%
Chart Title
CUERVO
MEGACPO.MX
KOFL.MX
GFNORTEO
ASURB.MX
BIMBOA
GCARSOA
KIMBERA.MX
Date CUERVO MEGACPO.MKOFL.MX GFNORTEO ASURB.MX BIMBOA GCARSOA
1/1/2018 $ 32.50 $ 80.17 $ 132.33 $ 106.51 $ 360.89 $ 43.18 $ 66.47
1/8/2018 $ 31.69 $ 78.83 $ 132.88 $ 105.61 $ 351.02 $ 43.22 $ 65.17
1/15/2018 $ 31.99 $ 80.89 $ 135.59 $ 106.37 $ 362.15 $ 43.80 $ 66.02
1/22/2018 $ 33.54 $ 83.79 $ 142.09 $ 115.79 $ 353.77 $ 45.19 $ 67.19
1/29/2018 $ 33.34 $ 82.54 $ 139.96 $ 115.83 $ 354.83 $ 45.93 $ 69.69
2/5/2018 $ 32.37 $ 80.37 $ 131.77 $ 112.27 $ 324.88 $ 44.47 $ 68.60
2/12/2018 $ 32.03 $ 81.38 $ 131.40 $ 112.28 $ 330.04 $ 43.65 $ 66.65
2/19/2018 $ 32.77 $ 81.97 $ 126.57 $ 111.85 $ 335.68 $ 44.06 $ 68.97
2/26/2018 $ 35.15 $ 83.18 $ 125.41 $ 109.30 $ 320.98 $ 42.69 $ 64.68
3/5/2018 $ 36.15 $ 83.79 $ 125.20 $ 115.30 $ 331.67 $ 42.20 $ 65.72
3/12/2018 $ 35.96 $ 84.19 $ 121.08 $ 111.75 $ 323.28 $ 40.92 $ 63.68
3/19/2018 $ 35.73 $ 85.13 $ 118.19 $ 109.98 $ 305.42 $ 41.18 $ 64.07
3/26/2018 $ 36.30 $ 82.29 $ 116.84 $ 107.56 $ 300.00 $ 39.45 $ 63.13
4/2/2018 $ 35.89 $ 83.17 $ 117.53 $ 111.93 $ 303.69 $ 40.46 $ 64.07
4/9/2018 $ 34.47 $ 82.10 $ 119.59 $ 115.26 $ 314.04 $ 41.74 $ 63.86
4/16/2018 $ 34.13 $ 80.69 $ 118.35 $ 111.61 $ 319.61 $ 42.90 $ 63.18
4/23/2018 $ 31.61 $ 84.49 $ 118.06 $ 113.23 $ 326.54 $ 42.93 $ 65.69
4/30/2018 $ 30.55 $ 85.27 $ 115.09 $ 107.98 $ 317.26 $ 40.85 $ 61.67
5/7/2018 $ 30.16 $ 92.29 $ 117.15 $ 108.69 $ 323.87 $ 39.98 $ 62.77
5/14/2018 $ 31.67 $ 86.36 $ 114.72 $ 103.95 $ 322.28 $ 38.90 $ 57.72
5/21/2018 $ 31.48 $ 85.25 $ 112.74 $ 103.64 $ 313.94 $ 37.98 $ 58.23
5/28/2018 $ 31.96 $ 84.52 $ 115.52 $ 103.27 $ 312.17 $ 37.35 $ 61.27
6/4/2018 $ 31.31 $ 84.89 $ 117.89 $ 103.99 $ 310.36 $ 35.73 $ 65.54
6/11/2018 $ 30.87 $ 83.80 $ 117.44 $ 108.73 $ 312.33 $ 36.87 $ 62.74
6/18/2018 $ 29.11 $ 81.06 $ 114.32 $ 111.33 $ 319.89 $ 37.22 $ 63.20
6/25/2018 $ 28.73 $ 81.83 $ 110.82 $ 117.07 $ 315.37 $ 38.69 $ 66.11
7/2/2018 $ 29.64 $ 87.11 $ 114.92 $ 124.65 $ 320.45 $ 40.31 $ 67.32
7/9/2018 $ 28.90 $ 88.66 $ 114.09 $ 119.96 $ 313.54 $ 39.62 $ 68.22
7/16/2018 $ 27.24 $ 86.69 $ 114.65 $ 126.60 $ 330.10 $ 39.85 $ 70.82
7/23/2018 $ 26.05 $ 89.37 $ 114.20 $ 129.82 $ 344.80 $ 39.10 $ 74.01
7/30/2018 $ 26.06 $ 86.94 $ 114.08 $ 125.62 $ 338.67 $ 39.18 $ 74.48
8/6/2018 $ 25.86 $ 85.48 $ 111.94 $ 125.87 $ 341.18 $ 38.80 $ 67.97
8/13/2018 $ 26.10 $ 84.95 $ 116.10 $ 125.88 $ 326.94 $ 39.10 $ 69.41
8/20/2018 $ 26.71 $ 87.19 $ 114.33 $ 132.33 $ 349.82 $ 40.24 $ 72.80
8/27/2018 $ 27.05 $ 89.87 $ 113.26 $ 130.86 $ 357.92 $ 39.75 $ 70.21
9/3/2018 $ 28.18 $ 89.82 $ 112.72 $ 130.06 $ 363.73 $ 38.81 $ 68.40
9/10/2018 $ 28.83 $ 91.54 $ 111.12 $ 133.67 $ 382.27 $ 39.78 $ 66.55
9/17/2018 $ 29.88 $ 95.11 $ 112.55 $ 129.90 $ 381.84 $ 40.25 $ 62.12
9/24/2018 $ 30.33 $ 96.28 $ 112.59 $ 135.30 $ 382.63 $ 39.91 $ 61.64
10/1/2018 $ 29.62 $ 97.38 $ 116.22 $ 131.82 $ 370.77 $ 38.19 $ 61.94
10/8/2018 $ 29.30 $ 96.97 $ 113.45 $ 131.57 $ 356.66 $ 37.35 $ 60.78
10/15/2018 $ 30.66 $ 97.98 $ 116.26 $ 133.16 $ 363.06 $ 36.78 $ 61.27
10/22/2018 $ 25.93 $ 96.98 $ 114.42 $ 125.96 $ 332.76 $ 38.20 $ 59.32
10/29/2018 $ 24.90 $ 91.25 $ 116.85 $ 118.69 $ 353.59 $ 38.70 $ 59.28
11/5/2018 $ 23.56 $ 96.85 $ 123.66 $ 105.41 $ 307.16 $ 40.66 $ 59.61
11/12/2018 $ 22.40 $ 95.81 $ 123.43 $ 98.24 $ 293.33 $ 38.81 $ 63.86
11/19/2018 $ 22.88 $ 95.45 $ 123.70 $ 96.07 $ 280.09 $ 37.51 $ 59.90
11/26/2018 $ 25.61 $ 93.17 $ 122.58 $ 93.15 $ 273.42 $ 39.00 $ 64.86
12/3/2018 $ 24.67 $ 93.55 $ 121.64 $ 95.84 $ 285.51 $ 39.00 $ 67.93
12/10/2018 $ 24.80 $ 94.35 $ 122.18 $ 91.98 $ 294.16 $ 38.78 $ 65.86
12/17/2018 $ 24.53 $ 90.12 $ 118.14 $ 93.83 $ 304.15 $ 38.64 $ 70.09
12/24/2018 $ 25.67 $ 87.44 $ 119.14 $ 93.68 $ 303.86 $ 38.83 $ 70.10
12/31/2018 $ 27.06 $ 88.75 $ 122.96 $ 95.55 $ 310.83 $ 39.39 $ 74.27
1/7/2019 $ 25.28 $ 88.78 $ 126.18 $ 106.48 $ 329.25 $ 38.59 $ 75.88
54
KIMBERA.MXIPC CUERVO MEGACPO.MKOFL.MX
$ 34.36 $49,887.74
$ 34.22 $49,135.91 -0.0248185063 -0.0167461 0.00418603902155
$ 34.90 $49,695.56 0.00931100712 0.02623072 0.02033061936825
$ 35.35 $51,065.49 0.04858544208 0.03573588 0.04795007714053
$ 35.47 $50,395.83 -0.0061583772 -0.01485372 -0.01497850549402
$ 33.99 $47,799.09 -0.0289170365 -0.02623774 -0.05853360870494
$ 35.29 $48,882.78 -0.0106349544 0.01255796 -0.00280239742944
$ 35.38 $48,643.43 0.02303435145 0.00722457 -0.03675774618093
$ 33.47 $47,548.10 0.07265073476 0.01470402 -0.00913701771256
$ 34.72 $48,556.45 0.02854748492 0.00742232 -0.00170472438003
$ 35.22 $47,477.58 -0.0051699722 0.00467779 -0.03291166541256
$ 34.85 $46,515.93 -0.006564615 0.01117453 -0.02383811352962
$ 34.04 $46,124.85 0.01596919507 -0.03338328 -0.01142900641671
$ 33.29 $47,926.11 -0.0111111032 0.01071812 0.00590535153681
$ 34.68 $48,768.30 -0.039736895 -0.01284317 0.01752930415126
$ 33.81 $48,431.58 -0.0097033073 -0.01718795 -0.01040148856835
$ 33.70 $48,284.61 -0.0737751873 0.04712174 -0.00238134159517
$ 31.40 $46,992.17 -0.0336030464 0.00927854 -0.02518718819049
$ 33.72 $46,728.92 -0.012878274 0.08228002 0.0178751619271
$ 34.69 $45,666.77 0.05011711276 -0.06423876 -0.02069317169023
$ 33.26 $45,091.99 -0.0059993685 -0.01293542 -0.01726504566332
$ 32.54 $45,013.12 0.0152477446 -0.00850834 0.02464821534848
$ 31.75 $45,939.54 -0.020337923 0.00437769 0.02047253037147
$ 31.76 $46,938.82 -0.0140529548 -0.0128401 -0.00376154405074
$ 31.31 $46,737.64 -0.0570132797 -0.03269696 -0.02659846124844
$ 33.55 $47,663.20 -0.0130539673 0.00949919 -0.0306008120228
$ 34.57 $48,981.41 0.03167417334 0.064524 0.03699095178393
$ 34.49 $48,406.01 -0.0249662289 0.01779363 -0.00720287978401
$ 33.90 $48,908.24 -0.0574394464 -0.02221974 0.00492310628109
$ 34.67 $49,643.94 -0.043685793 0.03091476 -0.00395355629101
$ 34.21 $49,302.57 0.00038387717 -0.02719034 -0.0010354969819
$ 33.36 $48,383.59 -0.0076745206 -0.01679318 -0.01874403717849
$ 33.18 $48,264.63 0.00928070343 -0.00620035 0.03714785742358
$ 34.14 $49,633.77 0.0233716092 0.02636851 -0.01527757150752
$ 33.56 $49,547.68 0.01272931534 0.03073748 -0.00939489702115
$ 32.67 $48,971.14 0.04177453019 -0.00055639 -0.00469847791873
$ 32.65 $49,611.93 0.02306600426 0.01914942 -0.01424949771369
$ 33.48 $49,344.29 0.03642036074 0.03899934 0.01285910699347
$ 33.30 $49,504.16 0.01506027494 0.01230152 0.00043784889223
$ 31.45 $48,052.85 -0.0234091329 0.01142499 0.03220725120411
$ 31.55 $47,444.05 -0.0108035783 -0.00421027 -0.02382572995702
$ 31.42 $47,437.45 0.04641641797 0.01041561 0.02475471821979
$ 29.29 $45,803.33 -0.154272668 -0.01020616 -0.01585021600153
$ 29.54 $45,446.83 -0.0397223293 -0.05908438 0.02127299175116
$ 30.29 $44,263.74 -0.0538153012 0.06136984 0.05826172173939
$ 29.91 $42,319.27 -0.0492359529 -0.01073826 -0.00185997082775
$ 29.41 $41,144.33 0.02142852679 -0.00375745 0.00218745037673
$ 30.09 $41,732.78 0.11931827445 -0.02388684 -0.00905412309751
$ 29.66 $41,870.13 -0.03670445 0.00407862 -0.00766848576165
$ 30.01 $41,312.17 0.00526951763 0.00855152 0.00443933742551
$ 31.21 $41,468.56 -0.0108870166 -0.04483302 -0.03306597642822
$ 30.97 $41,459.15 0.04647366301 -0.02973814 0.00846453367585
$ 31.86 $42,455.13 0.05414877289 0.01498168 0.03206311928876
$ 30.57 $43,556.11 -0.0657796772 0.00033802 0.02618738635481
Promedio -0.380% 0.232% -0.064%

Var.p 0.182% 0.080% 0.052%

Desv.p 4.261% 2.821% 2.285%

Matriz de correlacion
CUERVO MEGACPO.MX
CUERVO 100.00%
MEGACPO.MX 2.44% 100.00%
KOFL.MX 8.26% 39.74%
GFNORTEO 9.02% 17.74%
ASURB.MX 10.24% -2.29%
BIMBOA 0.16% 15.55%
GCARSOA -4.60% 9.34%
KIMBERA.MX 26.76% 27.21%
IPC 24.02% 23.66%

Matriz de covarianza
CUERVO MEGACPO.MX
CUERVO 0.00181552
MEGACPO.MX 2.93147E-05 0.00079562420776
KOFL.MX 8.04119E-05 0.00025611852607
GFNORTEO 0.00015456 0.00020126476288
ASURB.MX 0.00017092 -2.5285754776E-05
BIMBOA 1.70546E-06 0.00011295623823
GCARSOA -7.7899E-05 0.00010461223842
KIMBERA.MX 0.00034887 0.00023487237228
IPC 0.00020293 0.00013231036143

BETA 0.52 0.34

 BETA DE PORTAFOLIO
a b
Participacion en el
ACCION BETA portafolio
CUERVO 0.52 10.0%
MEGACPO.MX 0.34 20.0%
KOFL.MX 0.38 15.0%
GFNORTEO 1.57 15.0%
ASURB.MX 1.26 13.0%
BIMBOA 0.59 11.0%
GCARSOA 0.80 12.0%
KIMBERA.MX 0.70 4.0%
100%
 RENDIMIENTOS (Rj)
GFNORTEO ASURB.MX BIMBOA GCARSOA KIMBERA.MXIPC

-0.00845149 -0.02734601 0.00091876 -0.01957879 -0.00407451 -0.0150703991

0.00724042 0.03171288 0.01330874 0.01301062 0.01987145 0.01138980506
0.088535 -0.02314139 0.03192941 0.01777188 0.01289387 0.02756644106
0.00033432 0.00298889 0.01623879 0.03712391 0.00339471 -0.0131137521
-0.0307512 -0.08440491 -0.03174265 -0.01556309 -0.04172537 -0.0515268501
8.62413E-05 0.01588168 -0.01851027 -0.02845648 0.03824651 0.02267180002
-0.00379316 0.01711657 0.00954331 0.03476326 0.0025503 -0.0048964391
-0.02275873 -0.04380667 -0.03128512 -0.06218719 -0.0539853 -0.0225174938
0.05481279 0.03330793 -0.01138488 0.01600617 0.03734688 0.02120689623
-0.03072537 -0.02529733 -0.03031726 -0.03090791 0.01440092 -0.0222189042
-0.01584967 -0.05523934 0.00630156 0.00603827 -0.01050548 -0.0202547913
-0.02200125 -0.01775865 -0.04190756 -0.01462002 -0.02324238 -0.0084074021
0.04058311 0.01230332 0.02564105 0.01483694 -0.0220329 0.03905178556
0.02974756 0.03407595 0.03161764 -0.00323185 0.04175425 0.0175727055
-0.03165944 0.01773916 0.02779754 -0.01065304 -0.02508648 -0.0069045394
0.01456942 0.02168779 0.00069353 0.03963801 -0.00325348 -0.0030345645
-0.04641421 -0.02842325 -0.04851008 -0.06109286 -0.06824929 -0.0267670696
0.00654356 0.02083014 -0.02130864 0.0177458 0.07388538 -0.0056019969
-0.04354793 -0.00489724 -0.02701346 -0.08042726 0.02876625 -0.0227300845
-0.00297954 -0.02588243 -0.02365044 0.00888289 -0.04122228 -0.0125864224
-0.0035488 -0.00564459 -0.01658773 0.05215031 -0.02164754 -0.0017490288
0.00693545 -0.00580216 -0.04337344 0.06968134 -0.02427784 0.02058106495
0.04557199 0.00637222 0.03190593 -0.04272598 0.00031496 0.0217520957
0.02391243 0.02419045 0.00949287 0.00738636 -0.0141688 -0.004285998
0.05155841 -0.01412992 0.03949484 0.04602199 0.07154264 0.01980328022
0.0647476 0.01610812 0.04187134 0.01825592 0.03040242 0.02765678676
-0.03762537 -0.02156343 -0.01711739 0.01342378 -0.00231409 -0.011747282
0.05535178 0.05281622 0.00580512 0.03813686 -0.01710641 0.01037529315
0.02543451 0.0445319 -0.01882058 0.04500836 0.02271374 0.01504251944
-0.03235252 -0.01777835 0.00204609 0.00630618 -0.01326793 -0.0068763898
0.00199013 0.00741129 -0.00969885 -0.08733338 -0.02484648 -0.0186396057
7.93994E-05 -0.04173747 0.00773193 0.02118342 -0.00539571 -0.0024587043
0.05123932 0.06998227 0.02915611 0.04878398 0.02893306 0.02836737081
-0.0111086 0.02315478 -0.01217699 -0.03560224 -0.01698881 -0.0017345014
-0.00611343 0.01623267 -0.02364777 -0.02574261 -0.02651975 -0.0116360457
0.02775642 0.05097181 0.02499351 -0.02700349 -0.00061206 0.01308503447
-0.02820382 -0.00112484 0.01181501 -0.0665472 0.02542107 -0.0053946828
0.04157051 0.00206895 -0.0084472 -0.00783253 -0.00537637 0.00323991076
-0.02572059 -0.03099604 -0.04309699 0.00499439 -0.0555555 -0.0293169016
-0.00189653 -0.0380559 -0.02199531 -0.01875605 0.00317959 -0.0126693997
0.0120848 0.01794424 -0.01526102 0.00800527 -0.00412041 -0.0001391441
-0.05407033 -0.08345725 0.03860799 -0.03176658 -0.06779118 -0.0344479124
-0.05771671 0.06259762 0.013089 -0.0006696 0.00853534 -0.0077832772
-0.11188809 -0.13131025 0.05064597 0.00552758 0.0253893 -0.0260323964
-0.06802017 -0.04502545 -0.04549924 0.07129767 -0.01254543 -0.0439291579
-0.02208874 -0.04513685 -0.0334966 -0.06204318 -0.01671682 -0.027763745
-0.03039448 -0.02381371 0.0397228 0.08289125 0.02312139 0.01430216878
0.02887809 0.04421767 0 0.04730561 -0.01429046 0.00329112156
-0.04027539 0.03029664 -0.00564105 -0.03055118 0.0118004 -0.0133258971
0.02011306 0.03396108 -0.00361011 0.06423415 0.03998664 0.00378548771
-0.00159866 -0.00095351 0.00491726 0.00017742 -0.00768984 -0.0002269227
0.0199616 0.0229382 0.01442176 0.05948644 0.02873755 0.02402317716
0.11439037 0.05926073 -0.0203097 0.02167766 -0.04048967 0.02593280241
0.080% -0.094% -0.179% 0.329% -0.173% -0.236%
0.162% 0.153% 0.066% 0.158% 0.094% 0.039%
4.022% 3.918% 2.575% 3.971% 3.060% 1.983%

KOFL.MX GFNORTEO ASURB.MX BIMBOA GCARSOA KIMBERA.MX IPC

100.00%
12.36% 100.00%
3.07% 59.50% 100.00%
22.27% 21.52% 9.55% 100.00%
19.25% 28.80% 20.91% 20.56% 100.00%
14.56% 21.63% 30.36% 38.82% 27.23% 100.00%
33.31% 77.32% 63.71% 45.04% 39.76% 45.30% 100.00%

KOFL.MX GFNORTEO ASURB.MX BIMBOA GCARSOA KIMBERA.MX IPC

0.00052218
0.0001136 0.00161748
2.74417E-05 0.00093741 0.0015348
0.00013105 0.00022289 9.64001E-05 0.00066328
0.00017472 0.00045993 0.00032524 0.00021026 0.00157686
0.00010178 0.0002662 0.00036394 0.00030591 0.00033084 0.00093636297
0.00015091 0.00061659 0.00049485 0.00023001 0.00031301 0.00027485131 0.00039313

0.38 1.57 1.26 0.59 0.80 0.70

PORTAFOLIO
a*b
Beta de
portafolio
0.05
0.07
0.06
0.24
0.16
0.06
0.10
0.03
0.76 Va en la misma direccion que el mercado

nombre del instrumento y nombre de la emisora, impimir la que mas nos interese
fibra de educa, imprimirla

imprimir el que se deje, solo la caratula

β=(𝐶𝑂𝑉(𝑀𝑒𝑟𝑐𝑎𝑑𝑜,
𝐸𝑚𝑝𝑟𝑒𝑠𝑎))/(𝑉𝐴𝑅(𝑀𝑒𝑟𝑐
𝑎𝑑𝑜))