Documentos de Académico
Documentos de Profesional
Documentos de Cultura
IL
5/17/2014 147.082687 0.561395 964.612854 1.168 30.541107 35.284637
6/16/2014 155.609238 0.638991 990.314331 1.167 32.59103 37.929958
7/16/2014 152.525177 0.603866 1130.977905 0.9768 33.53038 35.492657
8/15/2014 141.730942 0.56131 1056.335327 0.8433 32.347202 36.572929
9/13/2014 150.6203 0.627697 1029.519043 0.8705 33.801113 41.161839
10/13/2014 127.217697 0.547879 953.056213 0.7058 30.802992 35.596844
11/13/2014 138.69223 0.590673 965.920593 0.60076 30.792879 38.836132
12/12/2014 156.606995 0.614079 1020.412109 0.7874 31.254519 39.612854
1/12/2015 159.691101 0.586843 980.488831 0.8456 33.001915 36.197956
2/10/2015 185.452103 0.684296 1126.123413 0.93343 35.913704 35.970299
3/12/2015 199.466446 0.758939 1238.009399 1.0605 36.927921 40.434223
4/11/2015 204.591461 0.742572 1149.182007 1.1348 39.234398 43.010086
5/11/2015 197.801407 0.714936 1179.78479 1.09291 35.593666 42.135242
6/11/2015 197.064362 0.79437 1182.375854 1.0431 34.652237 40.585579
7/10/2015 191.813019 0.821975 1158.577515 0.98918 34.315853 40.065582
8/8/2015 205.954849 0.876952 1173.760986 1.0863 36.860191 41.519428
9/8/2015 177.440872 0.825218 1119.546753 0.9285 34.857677 41.446667
10/8/2015 184.258423 0.78902 1059.595825 1.03438 36.392864 37.848747
11/7/2015 203.928009 0.910003 993.516785 1.122 38.768764 41.140343
12/7/2015 209.041183 0.933779 1025.342407 1.0328 38.087502 37.210766
1/7/2016 188.588486 0.789335 1040.81958 1.023 37.039436 32.823509
2/5/2016 169.333481 0.629024 988.622009 0.833 36.010303 32.749912
3/5/2016 185.962814 0.711143 1050.462402 0.9135 36.944805 33.054665
4/5/2016 168.320068 0.620696 992.900024 0.9545 39.225468 31.210075
5/5/2016 171.958527 0.615304 980.800232 0.962 39.263321 33.251606
6/4/2016 179.334885 0.610272 966.499512 1.04789 39.935215 31.163372
7/4/2016 160.917465 0.535133 889.770386 0.92423 36.484318 30.356819
8/4/2016 172.475342 0.553883 907.120361 1.04152 37.540993 30.824297
9/2/2016 178.489182 0.606524 943.587219 0.9714 39.023045 31.2878
10/1/2016 174.730545 0.551319 978.770691 0.9714 38.060154 30.240534
11/1/2016 162.139038 0.596939 977.487427 0.9714 36.500122 28.532169
12/1/2016 156.970886 0.534803 1025.746826 0.9714 33.456501 28.716679
12/31/2016 173.32103 0.63193 1049.609497 1.027 36.6675 31.790165
1/30/2017 171.300751 0.595538 1091.349365 1.376 34.0564 33.688854
3/2/2017 182.059921 0.586996 1082.450439 1.56 33.501801 33.562195
3/31/2017 193.852692 0.626299 1180.903564 1.6 33.351898 31.318811
4/29/2017 192.302261 0.600116 1243.632202 1.8294 35.673 32.788689
5/30/2017 196.216309 0.625896 1335.869995 1.661 36.928001 30.5567
6/29/2017 184.653992 0.625102 1237.109985 1.661 35.200001 28.480301
7/29/2017 192.639832 0.655188 1258.880005 1.73 35.09 30.01
8/26/2017 188.916382 0.624148 1275.380005 1.73 35.105 27.785
9/28/2017 209.689346 0.621049 1349.619995 1.9264 36.145 29.43
10/28/2017 211.453079 0.587433 1343.619995 2.194 35.985001 30.305
11/27/2017 212.628906 0.573606 1321 2.11987 34.860001 31.08
12/28/2017 221.692581 0.577182 1287.75 2.16 35.985001 31.545
1/26/2018 238.987045 0.581807 1344 2.415 37.470001 32.369999
2/24/2018 225.661011 0.588673 1398.5 1.928 34.049999 31.459999
3/27/2018 214.588623 0.629679 1567 1.745 33.23 23.344999
4/26/2018 220.27179 0.690234 1672.5 1.657 34.279999 24.639999
5/26/2018 221.399994 0.599831 1690 1.3 36.23 23.530001
6/25/2018 202.699997 0.5746 1613 1.329 36.27 25.125
7/26/2018 197.800003 0.5424 1639 1.524 36.77 25.775
8/24/2018 153.949997 0.5243 1564 1.524 36.009998 25.025
9/22/2018 158 0.50515 1603 1.493 31.07 28.155001
10/23/2018 133.300003 0.42945 1397 1.464 31.360001 23.99
11/22/2018 140 0.467 1368 1.343 29.450001 24.764999
12/22/2018 122.550003 0.4257 1191 1.481 27.23 20.735001
c 0.000145627
PonderacionesBETA 0.193049009
_CON.DE 0.258957454
0GA3.IL -1.469795287
0IAX.IL -0.439109513
0KAV.IL -0.159859358
0LNI.IL -2.053984609
0LO8.IL -0.846990752
0ML0.IL -0.421513507
0NQT.IL -1.202962425
0NV2.IL 0.630565221
0O8V.IL 0.571828987
AAL.L 0.329020905
AALB.AS 1.626101048
ABF.L 0.243166419
ABG.MC -0.149897824
ABI.BR 0.169689021
AC.PA 0.552697218
ACA.L -0.239951779
ACA.PA 0.74618103
ACE.MI 2.322559538
ACKB.BR 1.610491892
ACS.MC 0.280321367
ACX.MC -0.170085986
AD.AS 0.675861479
ADM.L -0.118392941
ADS.DE 0.577787933
ZIL2.DE -0.802424668
ZOT.MC -1.520260864
1
Rentabilidad 0.134850228
Varianza 0.021077209
Desv Tít 0.145179919
Ponderaciones
_CON.DE 0
0GA3.IL 0
0IAX.IL 0
0KAV.IL 0
0LNI.IL 0
0LO8.IL 0
0ML0.IL 0
0NQT.IL 0
0NV2.IL 0
0O8V.IL 0
AAL.L 0
AALB.AS 0
ABF.L 0
ABG.MC 0
ABI.BR 0
AC.PA 0
ACA.L 0
ACA.PA 0
ACE.MI 0
ACKB.BR 0.205394802
ACS.MC 0
ACX.MC 0
AD.AS 0.144933727
ADM.L 0.230372202
ADS.DE 0.419299269
ZIL2.DE 0
ZOT.MC 0
1
Rentabilidad 0.011786358 Rentabilidad 0.1414363
Varianza 0.002260427
Desv Tít 0.047543943
Teta 0.22161305
0ML0.IL 0NQT.IL 0NV2.IL 0O8V.IL AAL.L AALB.AS ABF.L
1.079435 10.488581 38.412033 35.17223 1300.02441 22.251974 2805.30396
1.144162 11.147571 40.337887 35.366142 1183.88391 22.987152 2807.79443
1.025047 9.685038 38.443718 31.457918 1302.10571 22.013157 2716.91821
0.945982 9.513189 38.683395 31.27516 1329.74597 19.57818 2629.7898
1.08168 10.067677 39.090458 38.894791 1250.08765 20.261847 2455.53174
0.927925 8.911255 36.818825 37.491764 1170.00781 17.485031 2338.42358
0.964848 9.799829 38.381397 38.294968 1147.24829 20.210337 2852.7644
0.909149 10.301513 41.379597 38.618305 957.585693 21.755613 2898.18701
0.898818 11.353858 44.724277 46.769814 960.957458 21.877363 2933.11621
1.066363 12.110464 48.767872 45.970829 968.544067 24.396629 2840.60107
1.196178 13.77078 47.787437 48.135815 909.537842 27.599566 2824.55225
1.337671 14.502047 51.67775 50.728085 891.72345 28.447126 2848.15308
1.152607 14.34523 45.87735 43.013447 984.211426 26.834013 2717.87573
1.108128 14.63485 43.720779 44.029125 879.071777 26.367666 2931.61597
1.138202 15.024148 45.013 44.321224 752.991516 26.386702 2929.72144
1.173274 14.053931 49.21043 45.132618 717.271606 27.452637 3041.49219
1.003191 11.994049 48.144569 35.659828 630.715149 26.234425 2951.50708
1.081755 11.991345 44.937943 35.276566 607.059998 27.081463 3205.35913
1.038309 11.124165 46.762562 37.538921 470.773895 29.02775 3247.98413
0.991994 10.368877 47.692928 36.297966 330.634888 29.950926 3362.59619
1.004959 9.044766 44.319199 35.48457 215.629486 27.604914 2968.8396
0.960177 9.241858 40.543507 37.624832 325.572327 27.038635 2954.52979
0.908634 9.935287 41.808094 42.035 530.449463 28.266367 3187.30518
0.989616 9.949273 42.278069 40.721783 471.042725 28.275885 3242.63696
0.915778 10.1744 46.050816 45.297211 586.540894 29.24279 2972.65601
0.885457 11.3554 47.147617 46.166653 553.656677 30.452972 2825.18457
0.676046 9.50342 44.605297 44.128925 679.190369 26.449697 2615.52148
0.629681 8.53656 44.070992 44.436741 757.144958 27.892229 2773.48657
0.707518 8.79104 42.965107 44.763462 723.991821 29.402536 3020.48706
0.647374 8.63141 42.636711 45.47237 866.998108 29.383173 2489.14917
0.687946 8.41772 41.871113 44.663555 1006.68903 27.645353 2369.479
0.75276 8.45453 37.602825 41.593712 1081.95569 27.766371 2432.66504
0.834317 9.45075 43.26466 43.788754 1039.39417 29.8382 2653.85986
0.755752 10.14 45.715214 40.100361 1194.40723 31.275894 2350.28516
0.815139 10.8294 46.704983 40.253391 1144.22974 33.541351 2501.10571
0.910859 11.0889 48.400333 39.833195 1092.70801 33.885044 2519.4751
0.901452 11.2803 50.069744 40.331078 991.456604 35.84874 2716.70166
0.92436 11.4434 54.727039 39.593903 946.207214 35.371349 2884.92432
0.96695 12.213 51.285904 41.062008 922.014343 34.229546 2833.8794
0.9695 12.4 51.761761 39.675488 1103.9082 36.035763 2874.64063
0.96355 11.965 51.261623 35.844887 1246.0271 36.81337 3090.09326
1.0005 12.135 52.106514 35.089485 1213.93469 39.771233 3095.91626
1.02805 12.8 56.845676 35.294174 1319.51453 41.454414 3256.04981
1.0305 12.63 62.609394 33.919838 1330.21204 40.883511 2938.69385
1.12905 12.345 64.18264 35.869251 1430.21045 41.857983 2778.00562
1.275 12.305 66.644478 36.220146 1613.5564 42.866905 2799.57861
1.2125 11.745 70.966049 37.521381 1663.60217 40.475018 2593.65527
1.1175 10.91 66.25602 38.57407 1598.23132 40.868748 2375.96484
1.125 10.265 66.474998 40.470001 1584.92065 41.130001 2632.87866
1.114 10.02 64.349998 41.599998 1691.59619 43.389999 2692.69458
1.0895 9.065 60.974998 39.634998 1540.42493 39.970001 2793.07324
0.95425 9.555 64.199997 40.240002 1604.31628 39.860001 2436.55273
0.94325 8.9975 60.724998 42.424999 1535.16614 36.43 2324.27808
0.89575 9.5975 58.299999 43.029999 1716.26709 37.700001 2242.53442
0.85375 8.5625 56.275002 40.384998 1580.97742 30.84 2249.42847
0.82975 8.51 55.599998 38.915001 1655.44519 31.1 2467.0835
0.7945 6.765 50.049999 40.110001 1707.29968 28.059999 2128
EUROSTOXX
0.02261665
-0.02164127
-0.06021249
0.02447279
-0.10318916
0.01587982
-0.00642917
-0.0410017
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0.01006641
0.04474576
0.00478308
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0.03076216
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0.02447962
0.00975619
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-0.06116452
-0.00239134
1
_CON.DE 0GA3.IL 0IAX.IL 0KAV.IL 0LNI.IL 0LO8.IL
5/17/2014 147.082687 0.561395 964.612854 1.168 30.541107 35.284637
6/16/2014 155.609238 0.638991 990.314331 1.167 32.59103 37.929958
7/16/2014 152.525177 0.603866 1130.977905 0.9768 33.53038 35.492657
8/15/2014 141.730942 0.56131 1056.335327 0.8433 32.347202 36.572929
9/13/2014 150.6203 0.627697 1029.519043 0.8705 33.801113 41.161839
10/13/2014 127.217697 0.547879 953.056213 0.7058 30.802992 35.596844
11/13/2014 138.69223 0.590673 965.920593 0.60076 30.792879 38.836132
12/12/2014 156.606995 0.614079 1020.412109 0.7874 31.254519 39.612854
1/12/2015 159.691101 0.586843 980.488831 0.8456 33.001915 36.197956
2/10/2015 185.452103 0.684296 1126.123413 0.93343 35.913704 35.970299
3/12/2015 199.466446 0.758939 1238.009399 1.0605 36.927921 40.434223
4/11/2015 204.591461 0.742572 1149.182007 1.1348 39.234398 43.010086
5/11/2015 197.801407 0.714936 1179.78479 1.09291 35.593666 42.135242
6/11/2015 197.064362 0.79437 1182.375854 1.0431 34.652237 40.585579
7/10/2015 191.813019 0.821975 1158.577515 0.98918 34.315853 40.065582
8/8/2015 205.954849 0.876952 1173.760986 1.0863 36.860191 41.519428
9/8/2015 177.440872 0.825218 1119.546753 0.9285 34.857677 41.446667
10/8/2015 184.258423 0.78902 1059.595825 1.03438 36.392864 37.848747
11/7/2015 203.928009 0.910003 993.516785 1.122 38.768764 41.140343
12/7/2015 209.041183 0.933779 1025.342407 1.0328 38.087502 37.210766
1/7/2016 188.588486 0.789335 1040.81958 1.023 37.039436 32.823509
2/5/2016 169.333481 0.629024 988.622009 0.833 36.010303 32.749912
3/5/2016 185.962814 0.711143 1050.462402 0.9135 36.944805 33.054665
4/5/2016 168.320068 0.620696 992.900024 0.9545 39.225468 31.210075
5/5/2016 171.958527 0.615304 980.800232 0.962 39.263321 33.251606
6/4/2016 179.334885 0.610272 966.499512 1.04789 39.935215 31.163372
7/4/2016 160.917465 0.535133 889.770386 0.92423 36.484318 30.356819
8/4/2016 172.475342 0.553883 907.120361 1.04152 37.540993 30.824297
9/2/2016 178.489182 0.606524 943.587219 0.9714 39.023045 31.2878
10/1/2016 174.730545 0.551319 978.770691 0.9714 38.060154 30.240534
11/1/2016 162.139038 0.596939 977.487427 0.9714 36.500122 28.532169
12/1/2016 156.970886 0.534803 1025.746826 0.9714 33.456501 28.716679
12/31/2016 173.32103 0.63193 1049.609497 1.027 36.6675 31.790165
1/30/2017 171.300751 0.595538 1091.349365 1.376 34.0564 33.688854
3/2/2017 182.059921 0.586996 1082.450439 1.56 33.501801 33.562195
3/31/2017 193.852692 0.626299 1180.903564 1.6 33.351898 31.318811
4/29/2017 192.302261 0.600116 1243.632202 1.8294 35.673 32.788689
5/30/2017 196.216309 0.625896 1335.869995 1.661 36.928001 30.5567
6/29/2017 184.653992 0.625102 1237.109985 1.661 35.200001 28.480301
7/29/2017 192.639832 0.655188 1258.880005 1.73 35.09 30.01
8/26/2017 188.916382 0.624148 1275.380005 1.73 35.105 27.785
9/28/2017 209.689346 0.621049 1349.619995 1.9264 36.145 29.43
10/28/2017 211.453079 0.587433 1343.619995 2.194 35.985001 30.305
11/27/2017 212.628906 0.573606 1321 2.11987 34.860001 31.08
12/28/2017 221.692581 0.577182 1287.75 2.16 35.985001 31.545
1/26/2018 238.987045 0.581807 1344 2.415 37.470001 32.369999
2/24/2018 225.661011 0.588673 1398.5 1.928 34.049999 31.459999
3/27/2018 214.588623 0.629679 1567 1.745 33.23 23.344999
4/26/2018 220.27179 0.690234 1672.5 1.657 34.279999 24.639999
5/26/2018 221.399994 0.599831 1690 1.3 36.23 23.530001
6/25/2018 202.699997 0.5746 1613 1.329 36.27 25.125
7/26/2018 197.800003 0.5424 1639 1.524 36.77 25.775
8/24/2018 153.949997 0.5243 1564 1.524 36.009998 25.025
9/22/2018 158 0.50515 1603 1.493 31.07 28.155001
10/23/2018 133.300003 0.42945 1397 1.464 31.360001 23.99
11/22/2018 140 0.467 1368 1.343 29.450001 24.764999
12/22/2018 122.550003 0.4257 1191 1.481 27.23 20.735001
c 0.00125
Ponderaciones
_CON.DE 0.571489306
0GA3.IL -2.333921905
0IAX.IL -0.898988359
0KAV.IL -0.307955846
0LNI.IL -3.269862314
0LO8.IL -1.415800434
0ML0.IL -0.754854304
0NQT.IL -1.817047871
0NV2.IL 0.974384037
0O8V.IL 0.795572491
AAL.L 0.473596098
AALB.AS 2.453204539
ABF.L 0.330493121
ABG.MC -0.237182781
ABI.BR 0.098546934
AC.PA 0.942212277
ACA.L -0.427750205
ACA.PA 1.183467475
ACE.MI 3.724789239
ACKB.BR 2.463224535
ACS.MC 0.526479826
ACX.MC -0.154693129
AD.AS 1.06782477
ADM.L -0.303619061
ADS.DE 0.999710241
ZIL2.DE -1.230465104
ZOT.MC -2.452853575
1
Rentabilidad 0.211937065 Rent Anual 2.543244784
Varianza 0.052260041
Desv Tít 0.228604551
EUROSTOXX
0.02261665
-0.02164127
-0.06021249
0.02447279
-0.10318916
0.01587982
-0.00642917
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0.05809837
0.01006641
0.04474576
0.00478308
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0.01030108
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0.01168023
0.01767053
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0.04011807
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0.03076216
0.02719432
-0.0595378
0.02097313
0.05207912
-0.01821482
-0.01135857
-0.03391213
0.06958042
0.01601007
0.01749289
0.05130984
0.03990821
0.0393933
-0.00173137
0.02808458
0.00577389
0.02447962
0.00975619
0.00266641
-0.00787628
0.07879943
-0.06712049
-0.04288637
0.05055966
-0.02755277
-0.03199181
0.03311804
-0.02221454
0.01020065
-0.09974695
-0.01481084
-0.06116452
-0.00239134
1