PORTAFOLIOS CONTABLES SOBRE

RIESGO Y RENDIMIENTO
DOCENTE: Willy Giancarlo Torres Malabrigo

CURSO: Finanzas

ALUMNOS:
• Susana Bautista Rodríguez N00017064
• Jhenifer Del Aguilar Villanueva N00208209
• Diego Fernando Cruzado Rengifo N00280888
• Analy Nicoll García Monja N00023629
• Angie Karina Villegas Meléndez N00037687
PORTAFOLIO A
 HMC FOX AMX SKY WMG UVV EWBC DELL DANONE MBGn TOTAL

PROPORCION DE
INVERSION 10% 10% 10% 10% 10% 10% 10% 10% 10% 10% 100%

PORTAFOLIO

RENDIMIENTO ESPERADO 0.07%

VARIANZA 0.01%

RIESGO(DES EST) 1.18%

COEFICIENTE DE VARIACION 16.63

PORTAFOLIO B
 DANON
HMC FOX AMX SKY WMG UVV EWBC DELL MBGn TOTAL
E

PROPORCION DE
INVERSION -2% 12% 11% 11% 12% 11% 11% 11% 10% 11% 100%

PORTAFOLIO

RENDIMIENTO ESPERADO 0.08%

VARIANZA 0.00014822

RIESGO(DES EST) 1.22%

COEFICIENTE DE VARIACION 15.15

 PORTAFOLIO C
  HMC FOX AMX SKY WMG UVV EWBC DELL DANONE MBGn

RENDIMIENTO ESPERADO 0.00% 0.03% 0.09% 0.23% 0.03% 0.04% 0.16% 0.05% -0.02% 0.10%
VARIANZA 0.00025829 0.0004169 0.00026923 0.00110752 0.00067378 0.00027651 0.00066573 0.00045892 0.00018403 0.00043374
RIESGO(DES EST) 1.61% 2.04% 1.64% 3.33% 2.60% 1.66% 2.58% 2.14% 1.36% 2.08%
COEFICIENTE DE VARIACION -1771.83 62.25 19.21 14.54 97.66 38.02 16.20 40.78 -88.64 21.53

MATRIZ DE COVARIANZA

  HMC FOX AMX SKY WMG UVV EWBC DELL DANONE MBGn

HMC 0.000258 0.000112 0.000074 0.000197 0.000130 0.000081 0.000218 0.000126 0.000019 - 0.000004
FOX 0.000112 0.000416 0.000088 0.000205 0.000095 0.000088 0.000223 0.000139 0.000023 0.000029
AMX 0.000074 0.000088 0.000269 0.000096 0.000083 0.000077 0.000117 0.000080 0.000005 0.000025
SKY 0.000197 0.000205 0.000096 0.001105 0.000316 0.000095 0.000310 0.000292 - 0.000020 - 0.000007
WMG 0.000130 0.000095 0.000083 0.000316 0.000672 0.000057 0.000198 0.000164 0.000042 0.000005
UVV 0.000081 0.000088 0.000077 0.000095 0.000057 0.000276 0.000181 0.000100 0.000067 0.000017
EWBC 0.000218 0.000223 0.000117 0.000310 0.000198 0.000181 0.000664 0.000248 0.000006 0.000034
DELL 0.000126 0.000139 0.000080 0.000292 0.000164 0.000100 0.000248 0.000458 0.000022 0.000035
DANONE 0.000019 0.000023 0.000005 - 0.000020 0.000042 0.000067 0.000006 0.000022 0.000184 0.000104
MBGn - 0.000004 0.000029 0.000025 - 0.000007 0.000005 0.000017 0.000034 0.000035 0.000104 0.000433
 HMC FOX AMX SKY WMG UVV EWBC DELL DANO MBGn TOTAL

PROPORCION DE 20.90% 6.80% 20.42% 0.00% 4.83% 18.25% 0.00% 3.43% 5.58% 19.79% 100%
INVERSION

PORTAFOLIO

RENDIMIENTO ESPERADO 0.05%

VARIANZA 9.9412E-05

RIESGO(DES EST) 1.00%

COEFICIENTE DE VARIACION 20.42

 PORTAFOLIO D
  HMC FOX AMX SKY WMG UVV EWBC DELL HEMS MBGn

RENDIMIENTO ESPERADO 0.00% 0.03% 0.09% 0.23% 0.03% 0.04% 0.16% 0.05% -0.02% 0.10%
0.0002582 0.0002692 0.0011075 0.0006737 0.0002765 0.0006657 0.0004589 0.0001840
VARIANZA 9 0.0004169 3 2 8 1 3 2 3 0.00043374
RIESGO(DES EST) 1.61% 2.04% 1.64% 3.33% 2.60% 1.66% 2.58% 2.14% 1.36% 2.08%

COEFICIENTE DE VARIACION -1771.83 62.25 19.21 14.54 97.66 38.02 16.20 40.78 -88.64 21.53

MATRIZ DE COVARIANZA

  HMC FOX AMX SKY WMG UVV EWBC DELL DANONE MBGn

HMC 0.000258 0.000112 0.000074 0.000197 0.000130 0.000081 0.000218 0.000126 0.000019 - 0.000004

FOX 0.000112 0.000416 0.000088 0.000205 0.000095 0.000088 0.000223 0.000139 0.000023 0.000029

AMX 0.000074 0.000088 0.000269 0.000096 0.000083 0.000077 0.000117 0.000080 0.000005 0.000025

SKY 0.000197 0.000205 0.000096 0.001105 0.000316 0.000095 0.000310 0.000292 - 0.000020 - 0.000007

WMG 0.000130 0.000095 0.000083 0.000316 0.000672 0.000057 0.000198 0.000164 0.000042 0.000005

UVV 0.000081 0.000088 0.000077 0.000095 0.000057 0.000276 0.000181 0.000100 0.000067 0.000017

EWBC 0.000218 0.000223 0.000117 0.000310 0.000198 0.000181 0.000664 0.000248 0.000006 0.000034

DELL 0.000126 0.000139 0.000080 0.000292 0.000164 0.000100 0.000248 0.000458 0.000022 0.000035

DANO 0.000019 0.000023 0.000005 - 0.000020 0.000042 0.000067 0.000006 0.000022 0.000184 0.000104

MBGn - 0.000004 0.000029 0.000025 - 0.000007 0.000005 0.000017 0.000034 0.000035 0.000104 0.000433
 HMC FOX AMX SKY WMG UVV EWBC DELL DANONE MBGn TOTAL

PROPORCION DE
INVERSION 0.00% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 100%

PORTAFOLIO

RENDIMIENTO ESPERADO 0.23%

VARIANZA 0.00110532

RIESGO(DES EST) 3.32%

COEFICIENTE DE VARIACION 14.52

 RESUMEN

  PORTAFOLIO A PORTAFOLIO B PORTAFOLIO C PORTAFOLIO D

RENDIMIENTO ESPERADO 0.07% 0.08% 0.05% 0.23%

VARIANZA 0.000139 0.0001482 9.94125E-05 0.001105323

RIESGO(DES EST) 1.18% 1.22% 1.00% 3.32%

COEFICIENTE DE VARIACION 16.63 15.15 20.42 14.52

 PORTAFOLIO A PORTAFOLIO B PORTAFOLIO C PORTAFOLIO D
 

HMC 10.00% 1.15% 20.90% 0.00%

FOX 10.00% 11.46% 6.80% 0.00%

AMX 10.00% 11.22% 20.42% 0.00%

SKY 10.00% 11.19% 0.00% 100.00%

WMG 10.00% 11.66% 4.83% 0.00%

UVV 10.00% 11.32% 18.25% 0.00%

EWBC 10.00% 11.20% 0.00% 0.00%

DELL 10.00% 11.34% 3.43% 0.00%

DANONE 10.00% 8.21% 5.58% 0.00%

MBGn 10.00% 11.23% 19.79% 0.00%

GRACIAS