Entel Cencosud

Fecha Precio Retorno Fecha Precio Retorno

12/16/2022 2701 12/16/2022 1145
12/19/2022 2734 1.23% 12/19/2022 1180 3.05%
12/20/2022 2767 1.20% 12/20/2022 1191 0.89%
12/21/2022 2719 -1.72% 12/21/2022 1198 0.59%
12/22/2022 2845 4.64% 12/22/2022 1198 0.00%
12/23/2022 2881 1.26% 12/23/2022 1178 -1.61%
12/26/2022 2784 -3.38% 12/26/2022 1202 2.00%
12/27/2022 2748 -1.28% 12/27/2022 1193 -0.73%
12/28/2022 2729 -0.71% 12/28/2022 1193 0.00%
12/29/2022 2816 3.20% 12/29/2022 1198 0.37%
12/30/2022 2845 1.03% 12/30/2022 1220 1.82%
Promedio 0.55% Promedio 0.64%

D.S 0.023771 D.S 0.01372677

Var 0.000565 Var 0.00018842

Covarianza 4.48937E-05 Covarianza 1.41779E-05

Correlacion 1.47038E-05 Correlacion 8.04141E-06
Beta 7E-01 Beta 2E-01

Rm 0.20%
Rf 6.00%
Acciones
Entel Cencosud
Rentabilidad 0.55% 0.64%
Riesgo 2.38% 1.37%

Correlacion -0.15241504
Covarianza -4.9732E-05

Portafolio W total Wentel Wcencosud Varp Sd p Rp

1 100% 0% 100% 0.02% 1.37% 0.64%
2 100% 10% 90% 0.01% 1.22% 0.63%
3 100% 20% 80% 0.01% 1.13% 0.62%
4 100% 30% 70% 0.01% 1.11% 0.61%
5 100% 40% 60% 0.01% 1.16% 0.60%
6 100% 50% 50% 0.02% 1.28% 0.59%
7 100% 60% 40% 0.02% 1.45% 0.58%
8 100% 70% 30% 0.03% 1.65% 0.58%
9 100% 80% 20% 0.04% 1.88% 0.57%
10 100% 90% 10% 0.05% 2.12% 0.56%
11 100% 100% 0% 0.06% 2.38% 0.55%
 Ipsa
Fecha Precio Retorno
12/16/2022 5161
12/19/2022 5207 0.89%
12/20/2022 5288 1.56%
12/21/2022 5270 -0.34%
12/22/2022 5222 -0.90%
12/23/2022 5257 0.66%
12/26/2022 5222 -0.66%
12/27/2022 5197 -0.48%
12/28/2022 5215 0.35%
12/29/2022 5249 0.65%
12/30/2022 5262 0.24%
Promedio 0.20%

D.S 0.007786
Var 6E-05

Sr Beta Frontera eficiente

-1.725 2E-01
0.66%
-1.939 3E-01
0.64%
-2.101 3E-01
-2.143 4E-01 0.62%
-2.045 4E-01 0.60%
Rentabilidad

-1.853 5E-01 0.58%

-1.636 5E-01 0.56%
-1.433 6E-01 0.54%
-1.259 6E-01
0.52%
-1.114 7E-01
0.50%
-0.995 7E-01 1.00% 1.20% 1.40% 1.60% 1.80% 2.00% 2.20% 2.40% 2.60%
Riesgo
0.52%
0.50%
1.00% 1.20% 1.40% 1.60% 1.80% 2.00% 2.20% 2.40% 2.60%
Riesgo
2.20% 2.40% 2.60%
2.20% 2.40% 2.60%