Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Actividad 12 - Cesar Augusto Brito
Actividad 12 - Cesar Augusto Brito
1 DQ
2 SQM
3 DVAX
4 MTDR
5 PDCE
6 IRWD
7 EPM
8 LRCX
9 CTRA
10 SMLR
11 CIVI
12 EGRX
13 FANG
14 YRD
15 PXD
16 SIMO
17 NOG
18 MBUU
19 GPOR
20 ESTE
21 BLDR
22 ASC
23 DHI
24 INVA
25 CPE
26 EGLE
27 LEN
28 MXL
29 GRBK
30 OLN
31 AVGO
32 AR
33 STNG
34 SBLK
35 REI
36 WLK
37 EQT
38 TMHC
39 TNK
40 CCS
41 BLD
42 TOL
43
# Ticker
1 DVAX
2 YRD
3 DQ
4 ESTE
5 EGRX
6 EPM
7 NOG
8 PDCE
9 CIVI
10 SQM
11 GPOR
12 IRWD
13 FANG
14 MBUU
15 MTDR
16 SIMO
17 SMLR
18 CTRA
19 PXD
20 LRCX
# Ticker
1 DVAX
2 YRD
3 DQ
4 ESTE
5 EGRX
6 EPM
7 NOG
8 PDCE
9 CIVI
10 SQM
43.03% 0.2279 1.42
31.24% 46.79% 0.26
40.85% 30.94% 0.36
22.95% 29.44% 0.5
19.96% 21.96% 0.25
65.99% 24.77% 0.86
52.09% 68.04% -0.11
58.33% 28.37% 0.28
19.68% 17.57% 0.78
16.59% 43.23% 0.77
24.54% 16.01% 0.92
15.07% 16.11% 1.29
19.51% 30.50% 1.08
15.94% 20.70% 1.42
29.82% 20.95% 0.91
55.21% 37.72% 0.45
44.71% 27.74% -0.13
59.16% 35.39% 0.32
17.99% 20.46% 1.21
65.98% 45.48% -1.12
47.49% 38.23% 1.37
54.48% 19.18% 1.5
20.43% 24.21% 0.81
15.64% 20.85% 1.29
23.51% 30.35% -0.96
41.79% 25.35% 1.23
43.05% 18.51% 1.31
16.54% 22.27% -0.19
23.79% 33.90% 0.84
60.97% 23.43% -0.94
44.90% 38.68% -1.09
49.28% 23.71% 0.93
23.41% 15.12% 1.13
17.60% 31.80% 0.2
64.07% 19.03% 1.16
34.27% 20.93% 0.48
35.77% 23.07% 0.66
31.73% 33.59% 0.09
51.56% 15.63% 1.81
42.85% 21.29% -2.17
38.21% 40.06% 0.26
30.35% 30.76% -2.45
Company Name
Dynavax Technologies Corporation
Yiren Digital Ltd.
Daqo New Energy Corp.
Earthstone Energy, Inc.
Eagle Pharmaceuticals, Inc.
Evolution Petroleum Corporation
Northern Oil and Gas, Inc.
PDC Energy, Inc.
Civitas Resources, Inc.
Sociedad Química y Minera de Chile S.A.
13.25
17.3
14.25
8.8
8.83
7.6
6.69
12.1
9.88
12.8
12.05
5.8
6.2
10.78
12.53
6.4
6.67
8.47
3.16
2.47
5.8
3.11
6.55
3.79
10.38
6.42
3.53
11.14
7.1
7.42
-21.9
4.1
2.77
7.75
3.05
6.74
4.63
4.84
4.36
0.23
5.5
10.89
CALIDAD?
NET PUESTO EBIT PUESTO
DEBT/EBITDA MEAN FORWARD MARGIN % ROIC
-1.12 2.47 2 3
-0.11 6.69 9 1
-1.09 -21.9 13 6
0.32 8.47 5 9
0.45 6.4 7 8
-0.94 7.42 4 24
0.26 5.5 20 5
0.26 17.3 24 2
0.28 12.1 6 18
-2.45 10.89 27 14
-0.13 6.67 16 19
0.09 4.84 27 11
0.86 7.6 1 21
-2.17 0.23 20 29
0.36 14.25 24 13
-0.96 10.38 37 16
1.37 5.8 15 7
0.2 7.75 47 12
0.84 7.1 38 10
0.93 4.1 15 23
0.77 12.8 51 4
0.66 4.63 32 25
0.5 8.8 45 17
1.16 3.05 5 36
1.23 6.42 29 20
0.48 6.74 35 31
0.25 8.83 51 28
-0.19 11.14 59 27
0.81 6.55 51 22
1.08 6.2 54 15
1.42 13.25 27 26
0.91 12.53 43 30
1.5 3.11 14 35
1.31 3.53 26 37
1.81 4.36 17 41
0.78 9.88 53 38
0.92 12.05 44 40
1.21 3.16 55 34
1.13 2.77 49 42
1.29 3.79 61 32
1.42 10.78 60 33
1.29 5.8 62 39
PUESTO EBIT
NET DEBT/EBITDA MEAN FORWARD MARGIN % PUESTO ROIC
-1.09 -21.9 13 6
-2.17 0.23 17 29
-1.12 2.47 2 3
0.93 4.1 11 23
0.09 4.84 23 11
0.26 5.5 20 5
1.37 5.8 12 7
0.45 6.4 7 8
-0.13 6.67 14 19
-0.11 6.69 9 1
0.84 7.1 28 10
-0.94 7.42 4 24
0.86 7.6 1 21
0.2 7.75 37 12
0.32 8.47 5 9
-0.96 10.38 29 16
-2.45 10.89 25 14
0.28 12.1 6 18
0.36 14.25 19 13
0.26 17.3 24 2
PUESTO
Net PUESTO
Debt/EBITD PROMEDIO
A CALIDAD
3 2.7
9 6.3
4 7.7
16 10.0
18 11.0
6 11.3
13 12.7
13 13.0
15 13.0
1 14.0
8 14.3
10 16.0
26 16.0
2 17.0
17 18.0
5 19.3
38 20.0
11 23.3
25 24.3
29 22.3
22 25.7
21 26.0
20 27.3
32 24.3
34 27.7
19 28.3
12 30.3
7 31.0
24 32.3
30 33.0
39 30.7
27 33.3
41 30.0
37 33.3
42 33.3
23 38.0
28 37.3
33 40.7
31 40.7
35 42.7
39 44.0
35 45.3
DVAX
RENTABILIDAD DIARIA 0.23%
VARIANZA DIARIA 0.32%
RIESGO 5.69%
Z -0.0411929157
POS. PERDIDA 48.36%
ACCIÓN
DQ
CIVI
SQM
PDCE
ESTE
DVAX
NOG
EPM
YRD
EGRX
MÁX
MÍN
VARIACIONES
YRD DQ ESTE EGRX EPM NOG PDCE
4.5% -0.8%
5.0% 1.5%
-4.1% 2.7%
-6.6% 0.2%
-0.7% -2.2%
-0.5% 1.6%
-3.0% 8.7%
-3.4% 3.5%
-1.7% -0.8%
-1.8% 2.2%
-1.9% -3.1%
-4.8% -2.8%
-5.2% -2.2%
-1.6% 2.1%
-4.2% -1.4%
-2.8% -4.3%
3.5% 2.3%
6.9% -0.6%
1.1% -0.6%
-1.7% -1.1%
0.6% 1.9%
-0.1% 8.8%
5.9% -2.8%
-0.8% 0.1%
-0.8% -2.7%
-4.7% -1.1%
-2.4% 3.8%
-1.3% 3.5%
1.1% -1.8%
-0.7% -0.6%
1.3% -1.0%
3.3% 1.9%
3.3% 7.0%
-1.2% -3.5%
-6.0% -4.1%
-5.7% -2.6%
-3.7% -2.1%
-9.8% -5.0%
13.0% -1.1%
17.2% 3.8%
-4.4% 1.7%
3.6% 1.2%
-6.7% -2.9%
-12.0% -3.9%
-33.0% -9.6%
12.9% 2.9%
-7.9% -5.7%
-3.9% -10.4%
4.3% 4.6%
3.6% -14.8%
2.4% -0.5%
-17.7% -16.6%
14.3% 7.8%
-2.3% -6.3%
0.5% 2.2%
19.1% 20.7%
3.6% 11.4%
-10.0% 2.6%
-14.8% -5.6%
-8.9% 4.7%
23.0% 0.9%
2.7% -7.6%
17.9% 5.6%
3.1% -4.1%
-3.3% 4.9%
1.8% -0.5%
8.4% 3.0%
4.1% 0.6%
-1.3% -1.2%
-8.6% 1.6%
-0.4% -3.7%
-7.9% -1.7%
9.1% 4.0%
-6.1% -3.9%
-7.0% -4.0%
16.5% 5.5%
1.5% -2.4%
2.4% -0.2%
-1.7% 3.8%
2.1% 5.0%
9.0% 0.0%
7.2% -2.3%
-3.3% -5.3%
3.7% 2.5%
-1.5% 0.8%
-3.8% -1.3%
3.1% 2.8%
0.6% 2.2%
-2.4% 0.2%
-1.4% -3.9%
-6.4% -1.7%
0.9% 1.7%
2.3% -1.8%
8.8% 7.3%
-8.4% 0.4%
1.8% 0.0%
-2.4% 1.3%
2.6% -2.8%
1.4% 6.1%
1.4% 1.6%
-1.9% 1.0%
3.0% -3.6%
10.9% 2.4%
0.7% 5.2%
-0.4% 1.2%
0.7% 2.2%
3.0% 4.1%
12.1% 5.9%
-5.6% -1.7%
-0.2% -2.0%
-6.8% -10.2%
1.3% 2.0%
0.5% -3.8%
-3.2% 7.4%
-5.1% -2.3%
-2.1% -1.5%
-3.0% 1.3%
-2.9% -2.4%
-1.3% -0.5%
-5.7% -0.7%
0.2% 3.0%
-8.9% -1.9%
5.7% 1.6%
-0.2% -0.8%
2.2% 0.7%
4.4% 5.1%
-2.2% 2.7%
-1.8% -1.2%
0.7% 0.7%
-3.8% -3.4%
3.7% 1.6%
-0.8% 5.0%
4.4% 3.6%
4.2% -1.8%
2.5% -0.2%
2.7% 1.2%
1.0% -1.4%
8.3% 0.5%
-0.2% 3.1%
0.6% -0.1%
0.2% -0.7%
-1.6% 2.3%
-3.3% -0.5%
0.7% 0.3%
-1.5% -1.7%
1.1% 0.6%
-0.1% -0.9%
2.4% 0.9%
1.6% 2.2%
4.9% 1.0%
-0.1% -0.8%
8.8% 0.8%
-5.2% 2.4%
-0.4% 1.5%
-0.7% -2.2%
2.6% 0.8%
-0.6% -0.5%
2.8% 1.2%
-1.0% -1.0%
-2.2% 0.1%
-3.4% -0.7%
5.4% 1.8%
0.4% -1.1%
-4.9% 1.1%
1.8% -2.5%
0.2% 1.6%
-1.4% -2.9%
-1.3% 6.2%
-2.7% 2.2%
0.4% -4.9%
-0.4% 0.2%
-4.7% -1.3%
3.9% 1.8%
-5.2% -3.5%
2.3% 1.1%
3.5% 4.8%
0.9% 1.2%
5.6% 0.4%
-0.2% 1.3%
-0.1% 0.1%
-4.3% -4.4%
-3.8% -0.1%
-3.4% -11.8%
0.5% 1.7%
3.9% 2.2%
3.8% 2.6%
-0.2% 1.5%
-3.9% 3.4%
-2.9% -2.6%
2.0% 3.0%
5.6% 9.1%
-2.5% -2.5%
2.7% 2.5%
4.9% 0.0%
-0.7% 0.3%
0.0% -0.5%
0.0% -2.0%
0.1% -0.4%
1.9% -0.7%
-1.3% 0.9%
-3.0% 0.1%
-0.3% 1.0%
-2.1% 4.7%
3.7% 1.4%
-0.1% 0.3%
-3.6% -2.3%
-1.7% 2.4%
-6.9% -4.2%
0.9% 3.7%
-1.8% -0.2%
2.4% 2.4%
0.2% 0.2%
-3.1% -2.1%
-1.2% 10.2%
-7.5% 0.5%
22.6% 1.6%
9.9% 0.8%
0.3% -0.3%
-5.6% 0.2%
8.1% 3.5%
9.0% 4.5%
3.2% -0.4%
-2.7% -0.1%
-1.2% -1.5%
-0.6% 1.0%
3.8% 4.9%
-1.6% 1.7%
2.6% 0.5%
-3.2% -0.4%
-8.8% -2.2%
0.3% -0.6%
0.7% -1.9%
2.6% -1.8%
8.8% 4.9%
-5.6% -0.3%
2.6% 1.4%
-2.2% -1.8%
3.6% 0.3%
-4.3% -1.9%
-6.6% -1.1%
2.0% 2.3%
-0.6% 0.1%
-2.0% 1.7%
-4.8% -0.7%
-2.1% 0.9%
-3.3% 4.3%
4.9% -0.5%
-1.6% -3.3%
-3.7% 2.8%
-1.3% -1.9%
3.3% 1.9%
-2.3% -0.2%
3.7% 4.1%
12.1% 7.7%
4.2% 4.3%
4.2% 3.6%
-3.2% -4.0%
-0.2% 0.4%
5.6% 4.8%
-5.9% -2.0%
-2.4% -1.7%
-2.2% -2.4%
-0.3% 2.8%
4.4% -0.2%
-3.9% -1.4%
-1.3% -0.7%
-3.1% -1.1%
-5.3% -2.4%
-0.9% -3.2%
4.6% 1.0%
-1.6% -4.9%
3.5% 2.1%
3.8% 2.3%
5.2% -1.6%
-0.4% -2.9%
1.6% 3.1%
6.3% 4.9%
0.4% -2.7%
2.5% -0.1%
-2.2% 1.4%
3.3% 4.4%
3.3% 1.4%
0.3% -3.2%
-1.2% -4.7%
1.4% 6.1%
7.9% 3.2%
-2.2% -2.2%
7.6% 2.2%
3.6% -5.4%
0.4% -2.2%
1.0% 2.3%
0.7% 2.3%
6.2% -2.9%
4.4% -7.3%
9.6% 1.1%
-2.5% -2.4%
-7.9% 5.2%
0.5% 4.8%
2.4% 5.1%
-4.4% -1.2%
-3.6% 0.2%
-0.3% -3.0%
-1.1% 1.1%
-5.6% -3.9%
3.4% 1.4%
0.8% -0.8%
-4.8% -3.7%
9.1% -0.2%
1.8% 1.2%
5.4% -0.2%
-5.4% -2.5%
0.8% 4.4%
3.0% -0.6%
7.1% 2.3%
-3.3% -0.8%
-7.8% 0.0%
1.9% -2.0%
0.4% 1.4%
-4.8% 0.1%
-1.8% -1.9%
0.9% -1.3%
2.8% 3.6%
-0.8% 0.8%
-3.8% 1.8%
-0.2% 1.0%
-7.2% -3.1%
1.6% -1.1%
-1.5% -1.0%
1.8% 1.4%
2.5% 4.1%
3.8% -1.8%
3.9% -0.9%
1.1% -2.5%
-3.0% -0.1%
2.1% -0.3%
7.9% 0.2%
6.6% 3.6%
-2.3% -2.6%
-1.3% 3.5%
6.8% 0.6%
-0.2% -3.7%
-0.9% -3.4%
-0.6% -0.8%
3.9% 2.4%
3.5% -10.2%
0.4% -1.6%
1.6% -8.2%
-0.6% -2.3%
-0.6% 1.5%
1.0% 0.4%
-2.0% -1.5%
3.5% 0.5%
-0.7% 2.0%
-0.8% 1.7%
4.9% 2.6%
0.9% 3.5%
0.6% -2.2%
3.2% 1.5%
0.3% -0.2%
0.3% 2.5%
0.1% 1.7%
1.7% -0.7%
4.3% 1.3%
-5.0% -1.4%
3.9% -0.8%
-1.6% -2.1%
-3.5% -3.6%
-0.6% -3.9%
3.2% 2.6%
0.0% 3.2%
-1.1% 2.5%
2.1% 1.2%
0.2% 1.1%
-5.8% -0.2%
0.9% 0.6%
1.0% -0.1%
5.3% 0.1%
0.0% 1.8%
-4.2% -5.0%
-2.4% -0.8%
-0.1% 0.6%
0.7% 4.8%
-0.2% 5.5%
-2.3% -0.9%
-5.2% -2.2%
-4.4% 0.8%
-3.8% -3.9%
-5.5% -0.4%
1.8% 1.0%
2.2% 2.6%
-3.2% 2.1%
-1.6% -5.4%
6.0% 0.9%
-4.2% -2.5%
2.5% 2.0%
1.1% 3.1%
-1.8% -3.0%
-2.2% -0.2%
1.0% 1.9%
-4.5% -0.1%
2.1% 2.3%
2.0% 1.5%
-1.3% 1.7%
4.0% 5.5%
-3.4% -1.5%
1.5% 0.4%
-4.1% 1.9%
-4.4% -5.5%
-0.4% -4.6%
-4.9% -0.9%
-1.5% -1.2%
0.7% 3.6%
8.4% 2.6%
3.4% -0.8%
1.8% 3.3%
-0.6% -2.0%
7.3% 0.8%
-3.8% 0.9%
1.2% 0.2%
1.3% 0.6%
3.7% 3.2%
1.1% -0.6%
0.6% -1.9%
2.9% -1.0%
2.5% 3.4%
0.2% 3.2%
0.7% -2.7%
-2.3% 2.0%
3.7% 3.4%
-2.1% -1.8%
-0.6% -1.6%
-0.4% -2.7%
1.1% 0.3%
2.5% 1.0%
1.2% 2.4%
1.0% -1.0%
3.3% -3.1%
-1.0% -1.4%
1.9% 1.6%
0.2% -0.1%
2.4% 0.6%
1.5% -2.3%
-1.0% 2.3%
-3.7% -4.1%
5.6% -0.3%
1.0% -0.1%
-1.1% 2.5%
1.9% 1.3%
-0.4% -0.4%
2.0% 1.8%
3.3% 0.0%
0.2% 1.8%
0.3% -1.0%
2.2% 0.2%
-0.8% -2.5%
2.1% -1.9%
2.4% 0.4%
2.5% 6.7%
-4.5% -4.3%
-2.9% 0.3%
3.5% 1.7%
-0.1% 3.6%
0.0% 7.7%
-4.0% 0.0%
-0.5% 8.1%
9.0% -2.4%
1.0% 2.6%
-1.6% -0.9%
-4.6% -2.2%
1.5% 2.7%
-0.3% -0.1%
1.3% -0.8%
-0.4% -2.4%
-2.0% 0.3%
-1.9% -1.7%
-4.6% -0.6%
-2.2% 7.1%
5.7% -0.8%
1.0% -1.4%
-6.1% -1.8%
4.0% -0.7%
-3.2% -2.8%
-4.1% -2.4%
2.7% -0.9%
-1.5% -4.4%
12.4% -2.1%
2.8% 3.3%
0.5% 0.9%
-2.0% -2.4%
2.7% 0.3%
-3.3% -3.1%
-3.0% -2.8%
-0.9% 2.0%
-5.3% 2.1%
-2.6% -0.9%
-4.3% -15.3%
3.2% 3.7%
0.2% 0.5%
-2.5% 1.5%
5.6% 2.4%
-0.8% -0.1%
0.0% -0.1%
-1.0% 1.1%
-1.7% -2.6%
5.0% 0.6%
6.6% -3.2%
-3.8% -2.9%
5.9% 2.9%
-1.2% 1.8%
-0.5% -3.2%
3.5% 7.3%
-1.4% 7.2%
-1.0% -0.1%
2.8% 1.8%
-1.7% -0.2%
-1.4% 1.8%
-2.9% -2.6%
-6.2% -2.4%
1.9% -2.4%
3.5% 0.4%
-1.5% -2.6%
0.1% -1.0%
1.0% -0.8%
3.1% 5.8%
1.2% 4.7%
0.1% -3.5%
-1.1% -3.6%
4.8% 1.0%
-3.7% 4.4%
-5.5% 1.9%
1.5% 3.9%
0.2% 6.5%
-0.1% 2.9%
-4.8% -0.2%
-3.0% 2.0%
-2.7% 0.8%
-0.7% -4.8%
-1.8% -2.4%
-0.2% -1.7%
-1.0% -1.0%
2.2% 1.8%
1.4% 5.8%
6.3% 2.8%
7.6% -3.3%
6.4% 2.9%
-3.6% 11.8%
3.4% 6.2%
-3.0% -7.8%
-0.1% 1.3%
0.5% 2.8%
1.9% 3.3%
-2.9% -3.5%
-1.1% -6.0%
1.3% 0.6%
0.8% 3.1%
0.9% 3.0%
1.6% 2.6%
-0.3% 4.2%
-2.8% -0.3%
2.2% -0.1%
3.6% 4.7%
9.8% 1.1%
-4.8% -2.7%
-0.1% 1.0%
-0.4% 2.7%
-2.5% 0.1%
3.3% 3.7%
-0.3% 0.4%
-3.0% -3.6%
0.1% -1.0%
2.4% 0.8%
1.8% -0.2%
0.2% -4.6%
0.5% 1.2%
2.0% 2.6%
1.3% -2.4%
0.4% 1.2%
-3.1% 2.0%
3.8% 1.2%
-2.9% -8.6%
-4.9% -1.4%
-0.9% -4.1%
-2.6% -4.2%
1.9% 2.9%
1.1% 1.3%
-2.5% -0.8%
-1.7% -1.0%
5.4% 2.5%
6.4% 7.2%
0.5% 0.0%
-2.6% -1.7%
-8.1% -5.4%
1.9% -0.2%
0.9% 1.5%
-1.8% 1.1%
5.8% 9.4%
2.2% -0.3%
4.1% 7.7%
-6.0% 0.4%
0.8% 5.6%
4.0% 0.2%
5.3% 6.3%
0.9% -1.2%
4.3% 0.8%
3.0% 6.0%
3.7% 5.8%
-0.9% -6.3%
4.8% -5.1%
-3.9% 3.1%
3.6% -0.8%
4.9% 0.5%
0.3% -2.1%
-0.1% -3.0%
-2.6% -2.5%
-1.0% 0.2%
-7.2% -3.6%
-3.5% 0.7%
-2.7% 0.7%
-5.6% -5.9%
-9.5% 2.1%
4.1% 3.7%
-8.8% -3.3%
-5.1% -4.3%
-0.3% 3.1%
5.6% 3.7%
3.7% -5.9%
-7.1% -3.2%
-4.9% -0.9%
1.4% 1.4%
-7.0% 0.0%
-3.9% -1.6%
6.5% 7.0%
0.2% -3.0%
-3.7% -4.4%
-1.7% -1.6%
-0.4% 2.2%
-2.0% -2.1%
2.8% 4.6%
3.6% 0.9%
5.8% 3.9%
4.2% -0.5%
-3.8% 3.7%
-2.6% -1.5%
4.9% 5.3%
0.9% -1.9%
5.1% 3.6%
0.6% 0.3%
2.4% 1.1%
-1.9% -0.3%
1.2% 0.1%
-3.4% -3.2%
-0.8% -0.2%
2.2% -2.1%
1.0% 3.5%
2.4% 1.4%
0.6% 3.8%
6.6% 0.7%
2.0% 6.8%
-3.4% 2.5%
0.6% -5.1%
1.3% -1.2%
3.0% -10.0%
-1.5% -4.2%
0.2% 4.1%
5.5% 5.8%
0.0% 2.8%
-1.2% 3.9%
-0.9% -1.0%
5.8% 0.2%
-8.3% -2.5%
3.2% -2.6%
-5.0% -2.0%
2.6% 3.7%
-5.6% 2.4%
-2.2% 1.8%
2.2% 5.4%
6.0% -0.1%
0.9% -2.1%
-3.4% -0.2%
3.3% 4.6%
-3.6% -7.9%
-2.6% -0.4%
1.2% 2.8%
0.0% -2.2%
-1.6% -1.0%
-2.3% -5.2%
-9.7% -4.4%
-3.1% -2.3%
2.0% 2.6%
7.8% 1.2%
-0.9% -4.8%
-0.2% 0.0%
8.3% 1.9%
1.5% 5.4%
1.9% -4.4%
3.2% 0.9%
-1.8% -4.2%
-1.1% 2.0%
-0.5% -1.2%
0.4% -8.4%
6.6% 3.9%
-6.2% -4.3%
0.7% 6.0%
2.8% 2.0%
3.2% 0.9%
-2.9% -1.3%
2.9% 5.7%
0.1% -2.4%
-1.6% 5.4%
3.4% 0.7%
-1.2% -0.6%
1.1% -1.7%
0.0% -1.6%
-0.6% 0.1%
-2.2% -2.4%
1.9% 3.1%
1.8% 2.5%
-0.1% 1.4%
1.2% 9.3%
-7.8% -3.6%
4.0% 4.4%
4.2% 3.0%
-3.1% -5.4%
2.2% -2.4%
-3.0% -2.6%
-1.8% -9.2%
-0.7% -0.4%
-2.0% 9.5%
4.6% -1.7%
-0.6% 2.3%
0.6% -6.8%
-5.0% -1.7%
2.1% 3.9%
1.6% 4.9%
-2.2% -2.1%
0.5% 2.8%
-5.6% -4.7%
-4.5% -1.2%
0.0% 1.5%
-5.5% -4.1%
-0.4% -0.1%
3.0% 1.6%
1.6% 1.0%
-3.9% -4.1%
1.2% -5.7%
-2.3% 0.5%
-0.2% -1.6%
1.0% 1.6%
3.3% -1.1%
-4.1% -2.5%
5.3% -0.1%
0.2% -5.3%
-4.1% -1.4%
1.8% 2.9%
0.9% 1.2%
-5.3% -3.8%
-0.5% 1.8%
0.0% 0.4%
2.1% 1.5%
1.7% 2.8%
0.1% -2.4%
-0.1% 5.6%
3.5% 0.8%
3.1% -1.6%
-0.1% 1.0%
0.2% 0.3%
5.5% -0.8%
0.1% 2.2%
1.8% 5.0%
0.6% 2.9%
1.4% -0.5%
2.8% 1.5%
-0.3% 0.8%
-5.3% 1.1%
3.3% 2.0%
-3.2% -1.0%
-1.9% 1.2%
2.8% -0.7%
-2.3% -2.1%
3.9% 0.2%
-0.9% -2.2%
-3.2% -1.4%
5.8% 1.3%
-0.7% 1.4%
1.8% 0.3%
-1.7% -0.5%
-1.7% 1.5%
-3.7% -9.9%
-1.7% -2.4%
0.4% -1.2%
13.1% 5.3%
-1.8% -0.9%
2.0% 3.0%
-0.2% -0.6%
2.2% -0.7%
1.6% -2.4%
0.2% 4.4%
2.1% -3.6%
-2.3% -2.8%
-0.4% 0.3%
-3.2% -4.6%
-2.9% -1.9%
-3.3% -1.6%
-2.2% 1.4%
-6.1% -7.9%
6.3% 1.2%
-4.2% 1.9%
2.9% 3.6%
3.1% 5.7%
-2.2% -1.0%
-1.1% 0.0%
1.6% -0.1%
2.8% 0.1%
0.1% 1.8%
1.9% 1.0%
0.1% -2.3%
1.3% -0.4%
7.1% -3.6%
-3.5% -3.8%
1.7% -1.8%
-2.4% -0.6%
2.6% 1.1%
1.1% 2.8%
0.1% 0.5%
1.3% 0.0%
0.4% 3.4%
-1.6% 4.0%
-0.9% 0.8%
-1.3% -3.6%
-0.7% -2.6%
-1.6% -18.6%
2.1% 6.1%
-3.8% -1.4%
-2.3% -2.7%
0.8% 3.8%
2.5% 0.7%
-0.9% -3.9%
-3.4% -0.2%
-1.4% 0.6%
-0.1% -2.4%
3.6% 6.4%
1.1% 1.9%
-0.3% 2.1%
-1.1% 1.3%
-1.5% -0.1%
0.3% 0.5%
1.2% 2.4%
-2.7% 0.2%
3.4% -1.2%
2.7% 0.2%
-0.1% -2.3%
LA MÁS OPCIONADA
MATRIZ DE COVARIANZAS
Ai Aj COVARIANZA CORRELACIÓN % INV Ai % INV Aj
VARDVAX VARYRD #REF! #REF! 0.00% 10.36%
VARDVAX VARDQ #REF! #REF! 0.00% 9.79%
VARDVAX VARESTE #REF! #REF! 0.00% 0.49%
VARDVAX VAREGRX #REF! #REF! 0.00% 36.61%
VARDVAX VAREPM #REF! #REF! 0.00% 3.78%
VARDVAX VARNOG #REF! #REF! 0.00% 2.48%
VARDVAX VARPDCE #REF! #REF! 0.00% 33.91%
VARDVAX VARCIVI #REF! #REF! 0.00% 0.50%
VARDVAX VARSQM #REF! #REF! 0.00% 2.08%
VARYRD VARDQ 0.00078840517 0.24464704655 10.36% 9.79%
VARYRD VARESTE 0.00040809679 0.13643702662 10.36% 0.49%
VARYRD VAREGRX 0.00020914426 0.12399213699 10.36% 36.61%
VARYRD VAREPM 0.00027918503 0.11755538216 10.36% 3.78%
VARYRD VARNOG 0.00040935351 0.14256249171 10.36% 2.48%
VARYRD VARPDCE 0.0003529787 0.12314174755 10.36% 33.91%
VARYRD VARCIVI 0.00018110185 0.07353882977 10.36% 0.50%
VARYRD VARSQM 0.00033879727 0.16962508791 10.36% 2.08%
VARDQ VARESTE 0.0006530273 0.22486278748 9.79% 0.49%
VARDQ VAREGRX 0.00031365972 0.1915244085 9.79% 36.61%
VARDQ VAREPM 0.0004470437 0.19387310147 9.79% 3.78%
VARDQ VARNOG 0.00065877101 0.23629712104 9.79% 2.48%
VARDQ VARPDCE 0.00074443718 0.26748661868 9.79% 33.91%
VARDQ VARCIVI 0.00052283033 0.21866123814 9.79% 0.50%
VARDQ VARSQM 0.00070265923 0.36233654193 9.79% 2.08%
VARESTE VAREGRX 0.0003442322 0.22646203965 0.49% 36.61%
VARESTE VAREPM 0.00113292467 0.52935518026 0.49% 3.78%
VARESTE VARNOG 0.00159994268 0.61831092497 0.49% 2.48%
VARESTE VARPDCE 0.00162734422 0.62998757192 0.49% 33.91%
VARESTE VARCIVI 0.00135238163 0.60938090375 0.49% 0.50%
VARESTE VARSQM 0.00072634554 0.40354242448 0.49% 2.08%
VAREGRX VAREPM 0.00019233236 0.159359374 36.61% 3.78%
VAREGRX VARNOG 0.00026032738 0.17840272076 36.61% 2.48%
VAREGRX VARPDCE 0.00033001472 0.22655048433 36.61% 33.91%
VAREGRX VARCIVI 0.00017252766 0.13785656053 36.61% 0.50%
VAREGRX VARSQM 0.00017360492 0.17103582171 36.61% 2.08%
VAREPM VARNOG 0.00119553788 0.58189841023 3.78% 2.48%
VAREPM VARPDCE 0.0010502934 0.51208791138 3.78% 33.91%
VAREPM VARCIVI 0.00093734659 0.53195036335 3.78% 0.50%
VAREPM VARSQM 0.00058468924 0.40912155723 3.78% 2.08%
VARNOG VARPDCE 0.00180403267 0.7275027709 2.48% 33.91%
VARNOG VARCIVI 0.00148716136 0.69804812908 2.48% 0.50%
VARNOG VARSQM 0.00067152095 0.38863614429 2.48% 2.08%
VARPDCE VARCIVI 0.00160671019 0.7554659262 33.91% 0.50%
VARPDCE VARSQM 0.00071530447 0.41469101064 33.91% 2.08%
VARCIVI VARSQM 0.00057837841 0.39028582471 0.50% 2.08%
PONDERACIÓN DE LA INVERSIÓN
Ai % INV RENTABILIDAD VARIANZA RIESGO %INV^2
VARDVAX 0.00% 0.23% 0.32% 5.69% 0.00%
VARYRD 10.36% 0.04% 0.33% 5.76% 1.07%
VARDQ 9.79% 0.30% 0.31% 5.60% 0.96%
VARESTE 0.49% 0.22% 0.27% 5.19% 0.00%
VAREGRX 36.61% -0.08% 0.09% 2.93% 13.40%
VAREPM 3.78% 0.13% 0.17% 4.12% 0.14%
VARNOG 2.48% 0.16% 0.25% 4.99% 0.06%
VARPDCE 33.91% 0.24% 0.25% 4.98% 11.50%
VARCIVI 0.50% 0.22% 0.18% 4.28% 0.00%
VARSQM 2.08% 0.17% 0.12% 3.47% 0.04%
SUMA 100%
PORTAFOLIO
RENTABILIDAD PORTAF. 0.10%
VARIANZA PORTAF. #REF!
RIESGO PORTAF. #REF!
CONJUNTO EFICIENTE
RIESGO RENTABILIDAD VARDVAX VARYRD VARDQ VARESTE
5.60% 0.30% 0.00% 0.00% 100.00% 0.00%
4.40% 0.25% 0.00% 0.00% 20.99% 0.00%
3.62% 0.20% 0.00% 6.15% 20.91% 0.49%
3.28% 0.15% 0.00% 8.88% 10.48% 0.49%
2.82% 0.10% 0.00% 10.36% 9.79% 0.49%
2.24% 0.05% 5.14% 7.90% 0.25% 0.00%
CONJUNTO EFICIENTE
0.35%
0.30%
0.25%
0.20%
0.15%
0.10%
0.05%
0.00%
2.00% 2.50% 3.00% 3.50% 4.00% 4.50% 5.00% 5.50% 6.0
VARDVAX VARYRD VARDQ VARESTE VAREGRX VAREPM VARNOG VARPDCE
VARDVAX
VARYRD
VARDQ
VARESTE
VAREGRX
VAREPM
VARNOG
VARPDCE
VARCIVI
VARSQM
NJUNTO EFICIENTE
VAREGRX VAREPM VARNOG VARPDCE VARCIVI VARSQM
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 79.01% 0.00% 0.00%
10.03% 3.25% 2.29% 54.42% 0.50% 1.96%
21.89% 3.65% 2.43% 49.63% 0.50% 2.05%
36.61% 3.78% 2.48% 33.91% 0.50% 2.08%
45.91% 9.30% 0.00% 0.00% 9.71% 21.81%
IENTE