PRODUCTO ACADÉMICO N°3

Asignatura

Docente : FICHERD FREDY UREÑA LÓPEZ

Facultad : Ciencias de la Empresa

Presentado por:
Sabrina Linsey ROSAS NUÑEZ
Julio Ivan Ramirez Rodriguez
Melina Daniela Valencia Bernardo
SILVIA VERONICA LAYME OVIEDO
Jimmy Angel Yauri Mucha

Junio

2023

CASO PORTAFOLIOS DE INVERSIÓN

Usted y su grupo de compañeros deberá elaborar un portafolio de inversión que considere 10 compañías del mundo:
i) 5 empresas peruanas que coticen en la BVL, y ii) 5 compañías que listen en NYSE.
El trabajo consiste en determinar la estructura óptima de alocación de activos de renta variable.
Para ello deberán considerar las siguientes instrucciones:
Considera información diaria de los últimos 365 días en que las acciones hayan presentado cotización.
Para determinar las variaciones en precios utilice un enfoque logarítmico
(ver: https://www.clasesdebolsa.com/index.php?/archives/229-La-paradoja-de-las-variaciones-porcentuales..html)
 Empresas NYSE Simbolo
Apple Inc. AAPL
Microsft Corporation MSFT
Johnson & Johnson JNJ
The Coca-Cola Company KO
Amazon.com Inc. AMZN

Precios Ajustados BVL Precios ajustados NYSE

Fecha AAPL MSFT JNJ KO
29/06/2022 138,403,564 254,371,185 172,135,071 6,107,761
30/06/2022 135,908,463 257,094,849 172,640,823 62,504,791
01/07/2022 138,105,331 260,333,527 174,595,688 61,436,832
05/07/2022 140,719,727 263,661,377 17,325,354 61,563,046
06/07/2022 14,207,164 265,830,414 173,409,149 6,107,761
07/07/2022 145,481,293 265,097,504 173,603,668 61,300,911
08/07/2022 146,167,206 261,977,661 173,389,694 61,106,731
11/07/2022 144,010,086 25,124,144 173,457,794 60,844,597
12/07/2022 144,994,202 250,300,552 171,026,352 60,563,046
13/07/2022 144,626,404 251,647,507 170,627,609 60,368,874
14/07/2022 147,588,715 254,262,253 170,861,008 60,679,554
15/07/2022 14,927,861 251,815,887 173,341,064 59,854,313
18/07/2022 146,197,037 257,045,349 169,450,775 60,708,679
19/07/2022 150,103,699 259,759,094 166,980,469 59,708,675
20/07/2022 152,131,577 262,304,535 166,027,359 59,572,758
21/07/2022 154,427,887 257,867,371 166,610,886 59,796,055
22/07/2022 153,175,354 256,352,051 167,398,666 60,378,578
25/07/2022 15,204,213 249,488,373 16,772,934 61,368,866
26/07/2022 150,700,134 266,167,145 168,915,863 61,174,698
27/07/2022 155,859,329 273,763,733 168,449,051 62,194,111
28/07/2022 156,416 278,052,277 169,421,616 62,300,911
29/07/2022 161,545,364 275,348,419 169,732,834 62,640,713
01/08/2022 160,551,285 272,188,965 169,139,572 61,786,346
02/08/2022 159,060,196 279,765,717 168,176,727 62,058,193
03/08/2022 16,514,389 280,934,448 169,800,919 61,815,475
04/08/2022 16,482,579 280,201,538 167,077,713 6,153,392
05/08/2022 164,596,848 277,636,292 166,416,397 61,135,864
08/08/2022 164,119,019 279,597,321 165,531,326 61,213,531
09/08/2022 164,168,777 286,391,693 165,511,887 61,796,055
10/08/2022 168,469,131 284,272,156 165,988,434 61,378,582
11/08/2022 167,722,534 289,115,356 162,555,267 61,844,601
12/08/2022 171,316,086 290,660,431 160,765,762 62,621,304
15/08/2022 172,401,123 289,907,654 161,534,073 63,135,857
16/08/2022 172,241,852 289,143,433 162,973,495 62,990,227
17/08/2022 173,754,929 288,002,045 1,629,832 63,320,324
18/08/2022 173,356,735 284,012,054 162,195,435 63,271,778
19/08/2022 170,738,739 275,674,805 164,665,741 62,330,036
22/08/2022 166,806,732 274,374,603 164,088,074 62,397,991
23/08/2022 166,468,277 273,729,462 1,626,586 62,485,374
24/08/2022 166,766,907 276,766,632 162,120,087 62,786,339
25/08/2022 169,255,508 266,087,006 16,363,768 61,271,786
26/08/2022 16,287,471 263,248,352 160,837,448 60,902,851
29/08/2022 160,644,928 261,005,249 159,593,979 60,339,748
30/08/2022 158,186,188 259,516,449 159,035,904 59,912,563
31/08/2022 15,650,386 258,454,468 157,968,689 60,194,118
01/09/2022 157,240,494 254,146,866 161,885,086 59,368,877
02/09/2022 155,100,281 251,357,864 159,339,432 59,397,999
06/09/2022 153,826,111 256,161,713 159,770,218 60,495,087
07/09/2022 155,249,619 256,588,501 160,641,647 60,310,619
08/09/2022 153,756,439 2,624,841 161,934,052 60,504,795
09/09/2022 156,653,183 264,657,745 162,247,375 60,679,554
12/09/2022 162,685,577 250,107,285 162,178,833 58,708,679
13/09/2022 153,139,252 250,335,556 157,958,893 5,901,936
14/09/2022 154,602,554 243,546,661 161,219,315 58,217,442
15/09/2022 151,675,949 242,911,453 161,630,524 58,227,219
16/09/2022 15,001,355 2,426,931 16,409,787 58,667,297
19/09/2022 153,776,321 240,638,565 162,805,466 58,579,285
20/09/2022 156,185,318 237,164,703 161,522,827 58,090,305
21/09/2022 153,019,806 239,179,535 159,868,149 57,953,392
22/09/2022 152,044,266 23,614,241 16,270,755 57,307,941
23/09/2022 149,744,781 235,675,919 163,236,267 5,659,404
26/09/2022 150,083,237 234,643,692 162,237,564 55,136,894
27/09/2022 151,068,741 239,268,875 161,493,454 55,723,663
28/09/2022 149,157,471 235,725,555 162,883,789 55,322,704
29/09/2022 141,830,994 231,159,897 16,109,201 54,784,828
30/09/2022 13,757,048 23,894,133 159,946,472 5,540,094
3/10/2022 141,801,132 247,020,523 15,978,981 55,528,076
4/10/2022 145,434,525 24,733,812 162,159,241 54,999,977
5/10/2022 145,733,124 244,946,121 161,659,897 53,816,658
6/10/2022 144,767,563 232,489,914 158,526,764 53,308,121
7/10/2022 139,451,889 227,537,186 156,852,509 53,190,769
10/10/2022 13,978,038 223,725,876 157,058,121 53,278,786
11/10/2022 138,346,939 224,063,324 159,329,636 53,924,232
12/10/2022 137,709,854 232,489,914 159,290,482 54,638,138
13/10/2022 142,338,699 226,852,341 161,699,066 53,767,761
14/10/2022 13,774,968 23,575,531 161,023,499 54,462,105
17/10/2022 141,761,337 236,718,079 163,108,978 55,195,568
18/10/2022 14,309,523 23,471,315 162,541,077 54,726,151
19/10/2022 143,204,727 234,385,635 161,248,672 53,865,559
20/10/2022 142,736,862 24,031,102 161,659,897 54,726,151
21/10/2022 146,599,197 24,540,271 165,184,677 56,300,655
24/10/2022 148,769,241 248,787,216 167,407,242 57,650,227
25/10/2022 151,646,088 229,591,721 167,142,899 58,080,524
26/10/2022 148,669,708 225,055,847 168,611,542 58,217,442
27/10/2022 144,140,442 234,107,727 168,709,457 59,420,319
28/10/2022 155,030,624 23,039,566 171,215,942 58,530,384
31/10/2022 152,641,525 22,646,524 170,334,778 58,325,016
1/11/2022 149,963,776 218,455,551 169,473,145 57,513,317
2/11/2022 144,369,385 212,649,246 166,868,713 57,483,978
3/11/2022 138,247,406 219,735,916 167,152,695 57,953,392
4/11/2022 13,797,818 22,616,748 16,789,679 58,178,322
7/11/2022 138,516,617 227,160,019 169,365,463 58,285,892
8/11/2022 13,909,494 222,832,596 170,207,474 57,474,197
9/11/2022 134,478,378 241,164,597 168,846,512 59,537,674
10/11/2022 146,443,527 245,263,748 17,082,431 59,967,972
11/11/2022 149,265,305 239,745,285 165,713,394 5,939,098
14/11/2022 147,849,442 240,162,155 16,831,781 59,293,186
15/11/2022 149,604,324 240,600,082 168,787,781 59,185,612
16/11/2022 148,357,956 240,550,308 169,835,434 59,371,422
17/11/2022 150,282,364 240,092,468 171,206,177 59,791,943
18/11/2022 150,850,708 240,918,594 172,518,158 60,711,216
21/11/2022 147,580,215 243,884,659 173,405,045 60,975,258
22/11/2022 149,743,912 246,422,745 174,242,676 61,249,088
23/11/2022 150,631,348 246,333,176 174,429,886 61,307,766
25/11/2022 147,679,932 240,629,944 174,656,555 61,317,547
28/11/2022 143,801,239 239,206,635 174,745,239 61,102,398
29/11/2022 140,760,086 253,947,403 1,735,233 6,264,867
30/11/2022 147,600,159 253,499,496 175,405,472 62,825,947
1/12/2022 147,879,349 253,827,972 176,134,689 63,377,483
2/12/2022 147,380,798 249,030,487 176,272,644 62,510,784
5/12/2022 146,204,239 243,974,228 176,174,088 62,481,236
6/12/2022 142,495,041 243,227,753 173,533,157 62,579,723
7/12/2022 140,530,762 246,243,576 174,587,555 62,845,646
8/12/2022 142,235,794 244,272,827 174,617,111 62,185,768
9/12/2022 141,747,223 251,329,697 173,178,406 63,003,227
12/12/2022 14,407,045 255,719,086 175,247,787 63,022,926
13/12/2022 145,047,607 2,560,177 176,597,824 63,022,926
14/12/2022 142,794,174 247,846,039 177,139,801 62,156,223
15/12/2022 136,103,638 243,546,249 174,902,893 61,801,666
16/12/2022 134,119,415 239,326,065 173,109,421 61,890,305
19/12/2022 131,985,641 240,669,754 17,292,218 61,841,061
20/12/2022 131,915,848 24,328,746 173,109,421 62,835,793
21/12/2022 135,056,686 23,707,663 175,090,118 62,382,748
22/12/2022 131,846,039 237,614,105 1,744,496 62,855,495
23/12/2022 131,477,127 235,852,386 174,893,036 63,239,597
27/12/2022 129,652,435 233,433,731 17,484,375 62,609,272
28/12/2022 125,674,026 239,883,453 174,084,991 62,983,528
29/12/2022 129,233,658 23,869,902 174,971,878 6,264,867
30/12/2022 129,552,719 238,460,129 174,075,134 61,998,642
03/01/2023 124,706,833 228,029,114 175,592,682 61,969,093
04/01/2023 125,993,095 221,270,859 17,750,441 61,259,975
05/01/2023 124,656,975 223,878,616 176,193,802 62,441,845
06/01/2023 129,243,622 226,058,365 17,762,265 6,166,378
09/01/2023 129,772,079 227,780,289 173,020,737 61,191,036
10/01/2023 130,350,403 234,667,953 172,606,857 61,072,845
11/01/2023 133,102,386 237,395,126 172,330,948 60,284,939
12/01/2023 133,022,629 238,111,755 17,146,376 60,501,614
13/01/2023 134,368,698 239,226,532 170,902,069 60,747,837
17/01/2023 135,545,273 234,707,748 169,847,672 58,906,097
18/01/2023 134,817,398 230,845,886 167,285,568 58,817,455
19/01/2023 134,877,228 239,097,153 167,058,929 59,172,016
20/01/2023 137,469,666 241,446,106 166,280,441 59,319,748
23/01/2023 140,700,272 24,090,863 165,856,689 59,634,914
24/01/2023 142,116,135 239,485,321 165,856,689 60,009,171
25/01/2023 14,144,809 246,840,775 1,670,392 59,890,987
26/01/2023 143,541,992 247,000,031 166,428,253 59,575,821
27/01/2023 145,506,256 241,575,516 165,777,878 59,723,549
30/01/2023 142,584,778 246,651,672 159,638,672 60,393,276
31/01/2023 143,871,017 251,568,573 161,037,979 60,403,126
01/02/2023 145,007,706 26,336,319 162,516,113 59,368,992
02/02/2023 15,038,208 257,142,395 163,127,075 58,925,793
03/02/2023 154,051,376 255,569,778 162,210,632 59,260,654
06/02/2023 151,289,429 266,309,357 160,978,867 59,162,167
07/02/2023 154,200,943 265,483,246 161,018,265 58,817,455
08/02/2023 151,478,882 262,387,756 16,122,522 58,718,964
09/02/2023 150,431,931 261,870,209 159,047,409 58,718,964
10/02/2023 150,801,407 270,051,788 159,786,484 59,684,158
13/02/2023 153,637,497 270,897,797 160,377,747 58,689,423
14/02/2023 152,988,388 268,732,544 159,678,085 58,689,423
15/02/2023 155,115,448 261,578,156 157,047,012 58,325,016
16/02/2023 153,497,696 257,497,101 155,933,487 59,211,411
17/02/2023 152,339,294 252,118,851 159,188,919 58,896,248
21/02/2023 148,274,902 25,096,138 156,816,818 59,073,524
22/02/2023 148,704,315 254,214,279 156,598,465 59,181,866
23/02/2023 149,193,634 248,676,376 156,548,843 58,935,646
24/02/2023 146,507,355 249,614,334 154,802,017 58,915,943
27/02/2023 147,715,683 248,875,946 154,464,569 58,610,626
28/02/2023 14,720,639 245,732,819 152,112,305 57,970,451
01/03/2023 145,109,283 250,562,256 15,142,749 58,817,455
02/03/2023 145,708,466 254,733,124 15,130,838 58,541,687
03/03/2023 150,821,381 256,309,692 152,866,623 59,447,784
06/03/2023 153,617,523 253,595,612 154,395,096 59,103,073
07/03/2023 15,139,061 253,146,606 152,936,096 59,132,622
08/03/2023 152,658,844 251,769,623 15,181,456 58,561,382
09/03/2023 150,381,989 248,047,745 150,107,452 58,315,163
10/03/2023 148,294,876 253,366,119 15,047,467 58,906,097
13/03/2023 150,262,161 260,221,161 151,913,803 59,122,768
14/03/2023 152,379,227 264,860,992 152,767,365 59,516,727
15/03/2023 152,778,687 275,597,534 153,194,153 59,844,231
16/03/2023 155,634,735 278,820,465 152,876,541 59,566,349
17/03/2023 154,785,904 2,716,362 151,238,907 60,141,964
20/03/2023 157,182,587 2,731,828 152,737,595 59,864,079
21/03/2023 159,059,982 271,696,075 152,737,595 59,596,119
22/03/2023 157,612 277,054,352 149,918,869 59,467,102
23/03/2023 158,710,464 279,958,008 149,998,276 60,439,697
24/03/2023 160,028,656 27,577,713 151,506,882 60,886,295
27/03/2023 158,061,371 274,629,669 152,152,023 60,955,765
28/03/2023 157,432,236 279,898,132 150,683,105 61,392,441
29/03/2023 160,547,943 283,430,389 152,161,942 61,382,515
30/03/2023 162,135,742 287,671,112 152,281,036 61,561,153
31/03/2023 164,672,226 286,603,485 153,839,279 6,192,836
03/04/2023 165,940,475 286,553,558 15,567,543 61,739,796
04/04/2023 16,540,123 283,719,757 157,303,162 62,325,336
05/04/2023 163,533,798 290,963,928 164,369,827 62,365,032
06/04/2023 164,432,556 288,758,759 163,913,269 62,216,167
10/04/2023 161,806,183 282,213,043 163,089,493 62,107,002
11/04/2023 160,577,896 282,871,613 163,039,871 62,216,167
12/04/2023 15,987,886 289,207,764 16,269,249 62,672,691
13/04/2023 165,331,314 285,515,869 164,866,089 62,573,444
14/04/2023 164,981,812 288,170,044 164,598,099 62,980,347
17/04/2023 16,500,177 287,740,967 164,429,382 63,079,594
18/04/2023 166,240,067 287,820,831 159,804,276 63,198,685
19/04/2023 167,398,468 285,485,901 161,312,897 63,476,566
20/04/2023 1,664,198 285,136,688 162,355,042 63,565,891
21/04/2023 164,792,068 281,155,365 161,471,695 63,466,644
24/04/2023 165,101,639 274,819,244 162,454,269 63,367,397
25/04/2023 163,543,793 294,725,708 163,943,039 63,069,668
26/04/2023 163,533,798 30,416,507 161,402,222 63,198,685
27/04/2023 168,177,383 306,589,783 161,779,373 63,665,134
28/04/2023 169,445,618 304,893,494 162,474,136 63,814,003
01/05/2023 169,355,743 304,743,805 162,374,893 63,526,192
02/05/2023 16,830,719 303,736,023 163,794,174 63,168,911
03/05/2023 167,218,704 304,743,805 161,650,345 63,238,384
04/05/2023 165,560,989 309,972,382 160,915,894 6,353,611
05/05/2023 173,330,261 307,976,746 161,461,761 63,436,871
08/05/2023 173,260,345 306,330,353 161,094,543 62,910,877
09/05/2023 171,532,745 311,628,754 159,843,979 63,020,046
10/05/2023 173,320,267 309,433,533 160,439,484 63,377,323
11/05/2023 17,351,001 308,296,051 159,784,439 63,625,435
12/05/2023 172,570,007 308,784,973 159,576,004 63,456,718
15/05/2023 172,070,007 311,059,998 158,355,209 62,742,161
16/05/2023 172,070,007 314 158,146,774 62,672,691
17/05/2023 172,690,002 318,519,989 157,799,408 62,325,336
18/05/2023 175,050,003 318,339,996 157,293,213 6,235,511
19/05/2023 175,160,004 321,179,993 157,720,001 61,045,086
22/05/2023 174,199,997 31,526,001 156,869,995 60,935,921
23/05/2023 171,559,998 313,850,006 156,809,998 60,419,849
24/05/2023 171,839,996 325,920,013 156,660,004 599,534
25/05/2023 172,990,005 332,890,015 154,410,004 59,804,531
26/05/2023 175,429,993 331,209,991 154,350,006 59,328,159
30/05/2023 177,300,003 328,390,015 154,369,995 59,209,068
31/05/2023 177,250,004 332,579,987 155,059,998 59,546,501
01/06/2023 180,089,996 335,399,994 154,539,993 60,697,731
02/06/2023 180,949,997 335,940,002 156,970,001 60,290,829
05/06/2023 179,580,002 333,679,993 158,320,007 59,854,156
06/06/2023 179,210,007 323,380,005 158,179,993 59,764,839
07/06/2023 177,820,007 32,526,001 158,520,004 599,137
08/06/2023 180,570,007 326,790,009 160,259,995 60,012,947
09/06/2023 180,960,007 331,850,006 160,009,995 5,975,491
12/06/2023 183,789,993 334,290,009 159,899,994 59,993,099
13/06/2023 183,309,998 337,339,996 160,740,005 60,400,002
14/06/2023 183,949,997 348,100,006 161,559,998 61,230,003
15/06/2023 186,009,995 342,329,987 163,729,996 61,669,998
16/06/2023 184,919,998 338,049,988 164,229,996 61,259,998
20/06/2023 185,009,995 333,559,998 164,130,005 61,430,003
21/06/2023 183,960,007 339,709,991 163,880,005 61,849,998
22/06/2023 187 335,019,989 165,619,995 61,200,001
23/06/2023 186,679,993 328,600,006 165,479,996 61,220,001
26/06/2023 185,270,004 334,570,007 163,630,005 61,090,001
27/06/2023 188,059,998 335,850,006 163,289,993 60,520,004
28/06/2023 189,250,004 335,049,988 162,960,007 60,020,004
29/06/2023 189,589,996 335,476,875 164,100,006 60,100,004

Rendimiento Promedio
AAPL MSFT JNJ KO
13% 11% -2% 91%

Riesgo
AAPL MSFT JNJ KO
18544% 17224% 13181% 9545%
E Rendimiento con enfoque Logarítmico
AMZN AAPL MSFT JNJ KO AMZN
108,919,998
106,209,999 -182% 107% 29% 23257% -252%
109,559,998 160% 125% 113% -172% 311%
113,500,001 188% 127% -23103% 21% 353%
114,330,002 -22930% 82% 23035% -23105% 73%
116,330,002 23263% -28% 11% 23062% 173%
115,540,001 47% -118% -12% -32% -68%
111,750,004 -149% -23444% 4% -43% -334%
109,220,001 68% 22988% -141% -46% -229%
110,400,002 -25% 54% -23% -32% 107%
110,629,997 203% 103% 14% 51% 21%
113,550,003 -22912% -97% 144% -137% 261%
113,760,002 22817% 206% -227% 142% 18%
118,209,999 264% 105% -147% -166% 384%
122,769,997 134% 98% -57% -23% 378%
124,629,997 150% -171% 35% 37% 150%
122,419,998 -81% -59% 47% 97% -179%
121,139,999 -23100% -271% -23006% 163% -105%
114,809,998 22937% 647% 23096% -32% -537%
120,970,001 337% 281% -28% 165% 523%
122,279,999 -69042% 155% 58% 17% 108%
134,949,997 69400% -98% 18% 54% 986%
135,389,999 -62% -115% -35% -137% 33%
134,160,004 -93% 275% -57% 44% -91%
139,520,004 -22651% 42% 96% -39% 392%
142,570,007 -19% -26% -162% -23072% 216%
140,800,003 23012% -92% -40% 22961% -125%
139,410,004 -29% 70% -53% 13% -99%
137,830,002 3% 240% -1% 95% -114%
142,690,002 259% -74% 29% -68% 347%
140,639,999 -44% 169% -209% 76% -145%
143,550,003 212% 53% -111% 125% 205%
143,179,993 63% -26% 48% 82% -26%
144,779,999 -9% -26% 89% -23% 111%
142,100,006 87% -40% -46051% 52% -187%
142,300,003 -23% -140% 46003% -8% 14%
138,229,996 -152% -298% 151% -150% -290%
133,220,001 -233% -47% -35% 11% -369%
133,619,995 -20% -24% -46139% 14% 30%
133,800,003 18% 110% 46019% 48% 13%
137,279,999 148% -394% -22933% -244% 257%
130,750,003 -23410% -107% 22853% -60% -487%
129,789,993 22888% -86% -78% -93% -74%
128,729,996 -154% -57% -35% -71% -82%
126,769,997 -23133% -41% -67% 47% -153%
127,820,002 23073% -168% 245% -138% 82%
127,510,002 -137% -110% -159% 5% -24%
126,110,001 -82% 189% 27% 183% -110%
129,479,996 92% 17% 54% -31% 264%
129,820,007 -97% -45825% 80% 32% 26%
133,270,004 187% 46134% 19% 29% 262%
136,449,997 378% -565% -4% -330% 236%
126,820,004 -605% 9% -264% -22973% -732%
128,550,003 95% -275% 204% 22889% 135%
126,279,999 -191% -26% 25% 2% -178%
123,529,999 -23136% -46061% -22874% 75% -220%
124,660,004 23274% 45967% 22947% -15% 91%
122,190,002 155% -145% -79% -84% -200%
118,540,001 -205% 85% -103% -24% -303%
117,309,998 -64% -23154% -22850% -112% -104%
113,779,999 -152% 23006% 23058% -23151% -306%
115,150,002 23% -44% -61% 22765% 120%
114,410,004 65% 195% -46% 106% -64%
118,010,002 -127% -149% 86% -72% 310%
114,800,003 -504% -196% -23136% -98% -276%
113 -23331% -22695% 22954% -22914% -138313%
115,879,997 23329% 23358% -23036% 23049% 138407%
121,089,996 253% -23013% 23173% -96% 440%
120,949,997 21% 22929% -31% -217% -12%
120,300,003 -66% -522% -196% -95% -54%
114,559,998 -374% -215% -106% -22% -489%
113,669,998 -23002% -169% 13% 17% -78%
112,209,999 22923% 15% 144% 120% -129%
112,900,002 -46% 369% -2% 132% 61%
112,529,999 331% -245% 150% -161% -33%
106,900,002 -23354% -22641% -42% 128% -513%
113,790,001 23313% 23067% 129% 134% 625%
116,360,001 -22932% -23111% -35% -85% 223%
115,070,003 23034% 23012% -80% -159% -111%
115,250,003 -33% -22776% 25% 159% 16%
119,320,006 267% 210% 216% 284% 347%
119,820,004 147% 23163% 134% 237% 42%
120,599,998 192% -803% -16% 74% 65%
115,660,004 -198% -200% 87% 24% -418%
110,959,999 -309% 394% 6% 205% -415%
103,410,004 728% -23186% 147% -151% -705%
102,440,002 -155% -172% -52% -35% -94%
96,790,001 -177% 22666% -51% -140% -567%
92,120,003 -380% -269% -155% -5% -495%
89,300,003 -433% 328% 17% 81% -311%
90,980,003 -23045% -22737% -22981% 39% 186%
90,529,999 23065% 23070% 23113% 18% -50%
89,980,003 -22984% -192% 50% -140% -61%
86,139,999 22688% 791% -80% 353% -436%
96,629,997 852% 169% -22909% 72% 1149%
100,790,001 191% -228% 22722% -23123% 421%
98,489,998 -95% 17% -22870% 23009% -231%
98,940,002 118% 18% 23054% -18% 46%
97,120,003 -84% -2% 62% 31% -186%
94,849,998 129% -19% 80% 71% -237%
94,139,999 38% 34% 76% 153% -75%
92,459,999 -219% 122% 51% 43% -180%
93,199,997 146% 104% 48% 45% 80%
94,129,997 59% -4% 11% 10% 99%
93,410,004 -198% -234% 13% 2% -77%
93,949,997 -266% -59% 5% -35% 58%
92,419,998 -214% 598% -46122% -22776% -164%
96,540,001 475% -18% 46160% 23054% 436%
95,500,004 19% 13% 41% 87% -108%
94,129,997 -34% -191% 8% -138% -144%
91,010,002 -80% -205% -6% -5% -337%
88,250,003 -257% -31% -151% 16% -308%
88,459,999 -139% 123% 61% 42% 24%
90,349,998 121% -80% 2% -106% 211%
89,089,996 -34% 285% -83% 131% -140%
90,550,003 -22863% 173% 119% 3% 163%
92,489,998 23093% -46040% 77% 0% 212%
91,580,002 -157% 45727% 31% -138% -99%
88,449,997 -480% -175% -127% -57% -348%
87,860,001 -147% -175% -103% 14% -67%
84,919,998 -160% 56% -23037% -8% -340%
85,190,002 -5% -22918% 23037% 160% 32%
86,769,997 235% -259% 114% -72% 184%
83,790,001 -241% 23048% -46088% 75% -349%
85,250,004 -28% -74% 46077% 61% 173%
83,040,001 -140% -103% -23029% -100% -263%
81,820,004 -312% 273% 22982% 60% -148%
84,180,003 279% -23075% 51% -23079% 284%
84,170,003 25% 23016% -51% 22922% -1%
85,820,005 -381% -447% 87% -5% 194%
85,139,999 103% -301% -22918% -115% -80%
83,120,003 -107% 117% 22952% 191% -240%
86,080,002 361% 97% -22945% -23151% 350%
 87,360,001 41% 76% 22763% 22949% 148%
89,870,003 44% 298% -24% -19% 283%
95,089,996 209% 116% -16% -130% 565%
95,269,997 -6% 30% -23076% 36% 19%
98,120,003 101% 47% 22993% 41% 295%
96,050,003 87% -191% -62% -308% -213%
95,459,999 -54% -166% -152% -15% -62%
93,680,003 4% 351% -14% 60% -188%
97,250,006 190% 98% -47% 25% 374%
97,519,997 232% -23048% -26% 53% 28%
96,320,004 100% 22967% 0% 63% -124%
97,180,003 -23073% 303% -45981% -20% 89%
99,220,001 23173% 6% 46015% -53% 208%
102,239,998 136% -222% -39% 25% 300%
100,550,003 -203% 208% -377% 112% -167%
103,129,997 90% 197% 87% 2% 253%
105,150,002 79% -22568% 91% -173% 194%
112,910,004 -22662% 22787% 38% -75% 712%
103,389,999 23267% -61% -56% 57% -881%
102,180,005 -181% 412% -76% -17% -118%
102,110,001 191% -31% 2% -58% -7%
100,050,003 -178% -117% -23013% -17% -204%
98,239,998 -69% -20% 22890% 0% -183%
97,610,001 25% 308% 46% 163% -64%
99,540,001 186% 31% 37% -168% 196%
99,699,997 -42% -80% -44% 0% 16%
101,160,004 138% -270% -166% -62% 145%
98,150,002 -105% -157% -71% 151% -302%
97,199,997 -76% -211% 207% -53% -97%
94,580,002 -270% -23072% -150% 30% -273%
95,790,001 29% 23155% -14% 18% 127%
95,820,004 33% -220% -3% -42% 3%
93,500,002 -182% 38% -112% -3% -245%
93,760,002 82% -30% -22% -52% 28%
94,230,003 -23060% -127% -153% -110% 50%
92,169,998 22882% 195% -23071% 145% -221%
92,129,997 41% 165% -8% -47% -4%
94,900,002 345% 62% 23128% 154% 296%
93,750,004 184% -106% 99% -58% -122%
93,550,003 -23172% -18% -95% 5% -21%
93,919,998 23109% -55% -23099% -97% 39%
92,250,004 -150% -149% 22913% -42% -179%
90,730,003 -140% 212% -23001% 101% -166%
92,430,005 132% 267% 23121% 37% 186%
94,879,997 140% 177% 56% 66% 262%
96,199,997 26% 397% 28% 55% 138%
100,040,001 185% 116% -21% -47% 391%
98,949,997 -55% -46313% -108% 96% -110%
 97,709,999 154% 57% 99% -46% -126%
100,610,001 119% 45997% 0% -45% 292%
98,699,997 -69169% 195% -186% -22% -192%
98,709,999 69147% 104% 5% 162% 1%
98,129,997 83% -23176% 100% 74% -59%
98,040,001 -124% 22984% 42% 11% -9%
97,239,998 -40% 190% -97% 71% -82%
100,250,004 196% 125% 98% -2% 305%
102,345,002 98% 149% 8% 29% 207%
103,290,001 155% -37% 102% -22966% 92%
102,410,004 77% -2% -22907% 22995% -86%
103,949,997 -23058% -99% 23130% 94% 149%
101,099,998 22912% 252% 439% 6% -278%
102,059,998 55% -76% -28% -24% 95%
102,169,998 -161% -229% -50% -18% 11%
99,919,998 -76% 23% -3% 18% -223%
97,830,002 -23069% 222% -23047% 73% -211%
102,400,002 23361% -128% 23159% -16% 457%
102,510,002 -21% 93% -16% 65% 11%
102,739,998 -23025% -15% -10% 16% 22%
102,300,003 23101% 3% -285% 19% -43%
104,300,003 69% -81% 94% 44% 194%
103,809,998 -46110% -12% 64% 14% -47%
106,959,999 45953% -141% -55% -16% 299%
106,209,999 19% -228% 61% -16% -70%
102,570,005 -95% 699% 91% -47% -349%
104,980,003 -1% -22711% -156% 20% 232%
109,820,004 280% 23105% 23% 74% 451%
105,449,997 75% -55% 43% 23% -406%
102,050,003 -5% -5% -6% -45% -328%
103,629,997 -23088% -33% 87% -56% 154%
103,650,002 22961% 33% -132% 11% 2%
104,340,005 -100% 170% -46% -22979% 66%
105,660,004 459% -65% 34% 23010% 126%
105,830,002 -4% -54% -23% -83% 16%
106,620,003 -100% 171% -78% 17% 74%
110,190,002 104% -71% 37% 57% 329%
112,180,002 -23015% -37% -41% 39% 179%
110,260,002 22972% 16% -13% -27% -173%
111,199,997 -29% 73% -77% -113% 85%
113,400,002 0% -138061% -13% -11% 196%
115,500,004 36% 138298% -22% -56% 183%
118,150,002 136% -6% -32% -23021% 227%
116,250,004 6% 89% 27% 22814% -162%
115,010,002 -55% -23212% -54% -18% -107%
114,989,998 -153% 22981% -4% -85% -2%
116,750,004 16% 377% -10% -46129% 152%
115,560,004 67% 212% -145% 46027% -102%
 120,110,001 140% -51% -4% -80% 386%
121,660,004 106% -86% 1% -20% 128%
120,580,002 -3% 127% 45% 57% -89%
122,769,997 159% 84% -34% 191% 180%
124,250,004 48% 16% 156% -67% 120%
125,300,003 -76% -68% 86% -73% 84%
126,610,001 -21% -314% -9% -15% 104%
121,230,003 -78% -22968% 21% -46027% -434%
124,250,003 153% 23073% 109% 46068% 246%
123,430,006 22% 154% -16% -23069% -66%
126,570,004 155% 73% -7% 23066% 251%
126,660,004 -26% 91% 52% 68% 7%
126,419,998 35% 314% 51% 136% -19%
127,110,001 111% -167% 133% 72% 54%
125,489,998 -59% -126% 30% -67% -128%
125,779,999 5% -134% -6% 28% 23%
124,830,002 -57% 183% -15% 68% -76%
130,149,994 -137991% -139% 106% -106% 417%
129,330,002 138138% -193% -8% 3% -63%
127,330,002 -76% 180% -112% -21% -156%
129,179,993 149% 38% -21% -94% 144%
129,039,993 63% -24% -20% -83% -11%
127,900,002 18% 13% 70% 13% -89%

o
AMZN
6%

AMZN
12378%
Sustentar los motivos por los cuales seleccionaron los instrumentos que
componen su portafolio de inversión (5 puntos)
2. Presentar la matriz de variación de precios (2 punto)
4. Describir la estructura de inversión por cada activo para lograr el
máximo rendimiento (3 puntos)
5.Describir la estructura de inversión por cada activo para lograr el mínimo riesgo (3
puntos)
l mínimo riesgo (3
6. Presente una gráfica con dos ejes donde muestre la relación riesgo rendimiento por c
portafolio simulado, considerando 10000 portafolios mediante el método de Montecarl
puntos)
go rendimiento por cada
étodo de Montecarlo (4