Meta Platforms, Inc Com A

En Dollar US

Fecha Num Operac Cant Tit Volumen$ Cierre Apertura Mínimo Máximo
11/1/2019 - 21385884 4140734860.1 193.62 192.85 189.91 194.11
11/4/2019 - 16282688 3170565007.4 194.72 194.55 193.8119 197.3672
11/15/2021 - 24927345 8663748028.2 347.56 344.34 343.2 353.65
11/16/2021 - 18078622 6200244201.1 342.96 343.83 340.87 346.65
515
Economatica

Promedio Rendimiento
-
- 0.005665154
- 0.019377467
- -0.01332349
Tesla, Inc Com
En Dollar US

Fecha Num Operac Cant Tit Volumen$ Cierre Apertura Mínimo Máximo
11/1/2019 - 31782195 1991535903.1 62.662 63.264 61.96 63.296
11/4/2019 - 43775465 2779479374.7 63.494 62.96 61.852 64.388
11/15/2021 - 34352781 34812764738 1013.39 1017.63 978.6 1031.98
11/16/2021 - 26304436 27744077782 1054.73 1003.31 1002.18 1057.1999
515
Economatica

Promedio Rendimiento
-
- 0.01319021
- -0.01957254
- 0.039983664
Cisco Systems, Inc Com
En Dollar US

Fecha Num Operac Cant Tit Volumen$ Cierre Apertura Mínimo Máximo
11/1/2019 - 24263239 1141100130.2 44.172187523 44.003125355 43.805886159 44.599539114
11/4/2019 - 14931441 708944818.68 44.594842942 44.613627628 44.44456546 44.965840477
11/5/2019 - 18730693 894577897.68 44.857828537 44.698158712 44.388211404 45.008106019
11/15/2021 - 19006486 1088501453.2 57.27 56.9287 56.83 57.7
11/16/2021 - 20703856 1180119792 57 57.24 56.925 58.08
515
Economatica

Promedio Rendimiento
-
- 0.009522874
- 0.005879899
- 0.00788855
- -0.00472566
Texas Instruments Inc Com
En Dollar US

Fecha Num Operac Cant Tit Volumen$ Cierre Apertura Mínimo Máximo
11/1/2019 - 4323902 510393392.08 112.03052663 113.12197957 111.86918141 113.50161538
11/4/2019 - 5125428 620023025.16 114.81135891 113.81481492 113.39721553 115.22421285
11/15/2021 - 2892062 547264892.26 189.23 191.22 188.5 191.91
11/16/2021 - 3120679 588310405.08 188.52 189.1 188.16 190.25
515
Economatica

Promedio Rendimiento
-
-0.024519031
- -0.00448183
- -0.0037591
 Fecha CSCO FB TSLA TXN
11/4/2019 0.00952287 0.00566515 0.01319021 0.02451903
11/5/2019 0.0058799 -0.00205634 -0.00078779 -0.00921819
11/15/2021 0.00788855 0.01937747 -0.01957254 -0.00448183
11/16/2021 -0.00472566 -0.01332349 0.03998366 -0.0037591

CSCO FB TSLA TXN

Precio 57 342.96 1054.73 188.52
Rendimiento 12.500% 28.030% 138.418% 25.515%
Riesgo 32.325% 37.814% 72.705% 35.281%
37.814%
72.705%
35.281%

Coeficiente de variación 2.59 1.35 0.53 1.38

CSCO FB TSLA TXN

CSCO 1 0.49016306 0.25674602 0.65451996
FB 0.49016306 1 0.38406831 0.59489401
TSLA 0.25674602 0.38406831 1 0.39813984
TXN 0.65451996 0.59489401 0.39813984 1

Matriz de Varianzas y Covarianzas

CSCO FB TSLA TXN
CSCO 0.10448811 0.05991439 0.06033974 0.07464490
FB 0.05991439 0.14299286 0.10559223 0.07936711
TSLA 0.06033974 0.10559223 0.52860665 0.10212821
TXN 0.07464490 0.07936711 0.10212821 0.12447656

Monto Wi Rendimiento Riesgo Wi*rendimiento

CSCO $ 2,500.00 13.74% 12.50% 32.32% 0.0172
FB $ 3,800.00 20.88% 28.03% 37.81% 0.0585
TSLA $ 6,400.00 35.16% 138.42% 72.71% 0.4867
TXN $ 5,500.00 30.22% 25.52% 35.28% 0.0771
$18,200.00 100%

Rendimiento del portafolio 0.6395

0.6395
0.6395

Varianza del portafolio 0.14762821

Riesgo del portafolio 0.38422417

CSCO FB TSLA TXN

CSCO 27.31% 41.68% 77.91% 33.07%
FB 41.68%
TSLA 77.91%
TXN 33.07%

PINFRA PE&OLES AC AXTELCPO

PINFRA 1 -0.12402781 -0.06460173 0.02908128
PE&OLES -0.12402781 1 -0.07834882 -0.05224499
AC -0.06460173 -0.07834882 1 -0.10841062
AXTELCPO 0.02908128 -0.05224499 -0.10841062 1

Matriz de Varianzas y Covarianzas

CSCO FB TSLA TXN
CSCO 0.07459185 -0.01411958 -0.01374669 0.00262622
FB -0.01411958 0.17374576 -0.02544473 -0.00720068
TSLA -0.01374669 -0.02544473 0.60703879 -0.02792876
TXN 0.00262622 -0.00720068 -0.02792876 0.10933100

Monto Wi Rendimiento Riesgo Wi*rendimiento

CSCO $ 2,500.00 13.74% 7.06% 27.31% 0.0097
FB $ 3,800.00 20.88% 29.00% 41.68% 0.0606
TSLA $ 6,400.00 35.16% 146.20% 77.91% 0.5141
TXN $ 5,500.00 30.22% 22.73% 33.07% 0.0687
$18,200.00 100%

Rendimiento del portafolio 0.6531

0.6531
0.6531

Varianza del portafolio 0.08152974

Riesgo del portafolio 0.31358564

CSCO
No. de sim. Rendi Sim Precios Sim Media Des Estandar2ª Rend Sim
1 -0.13199011 49.4765639 -0.13199011 0.13199011 0.025557973457
2 0.12729468 64.2557968 -0.00234771 0.18334203 -0.24900881259
199 -0.14755194 48.5895395 0.12205101 0.29633265 -0.03792944853
200 -0.46660808 30.4033393 0.11910772 0.29850354 -0.25575046057
 PORTAFOLIO1
0.014538834
-0.00268441
-0.00310762
0.00949324

0.10448811
0.14299286
0.52860665
0.12447656

VaR individual parametrico

CSCO 563.46
FB 1,001.91
TSLA 3,244.41
TXN 1,353.00

6,162.78 VaR por activos individuales

4,875.80 VaR del portafolio

Nivel de confianza 95% Percentil

No. Desv. Estandar 1.65 Horizonte de tiempo
Horizonte de tiempo 45
0.074591849
0.17374576
0.607038789
0.109331004

VaR individual parametrico

CSCO 248.14
FB 575.63
TSLA 1,812.14
TXN 660.90

3,296.82 VaR por activos individuales

2,074.11 VaR del portafolio

Nivel de confianza 90%

No. Desv. Estandar 1.29
Horizonte de tiempo 20

FB
No. de sim. Rendi Sim Precios Sim Media Des Estandar 2ª Rend Sim No. de sim.
1 0.491172318 511.4124583 0.491172318 0.491172318 1.003572422 1
2 0.645203888 564.2391254 0.568188103 0.371713832 0.766604314 2
199 0.275175948 437.3343432 0.292118017 0.369843909 0.158754072 199
200 0.281632012 439.5485147 0.292065587 0.369843909 0.157444348 200
 VaR individual historico
CSCO -184.18
FB -237.41
TSLA -869.82
TXN -326.10

-9569.32 VaR no parametrico por activos individuales

-8050.48 VaR no parametrico del portafolio

Percentil 99%
Horizonte de tiempo 35
ndividuales

TSLA TXN
Rendi Sim Precios Sim Media Des Estandar 2ª Rend Sim No. de sim. Rendi Sim
1.458141759 2592.675857 1.458141759 1.458141759 0.09277271 1 0.841931797
1.079210537 2193.00573 1.268676148 0.719648275 2.798868547 2 0.74213477
0.826198528 1926.146374 1.412426003 0.718421745 1.649039048 199 0.270916534
0.828396066 1928.464183 1.409505854 0.718421745 0.870185862 200 -0.27156045
 TXN
Precios Sim Media Des Estandar 2ª Rend Sim
347.2409823 0.841931797 0.841931797 0.709896296
328.4272469 0.792033284 0.070567154 0.750746275
239.593185 0.269519285 0.326595459 0.386711363
137.3254235 0.266813886 0.328012846 0.417777707