Total Datos 24

Precios ajustados
Fecha Acciones Apple Acciones Baba Acciones Tesla Acciones Netflix
6/1/2020 364,799,988 215,699,997 1,079,810,059 455,040,009
5/1/2020 317,940,002 207,389,999 835,000,000 419,730,011
4/1/2020 293,799,988 202,669,998 781,880,005 419,850,006
3/1/2020 254,289,993 194,479,996 524,000,000 375,500,000
2/1/2020 273,359,985 208,000,000 667,989,990 369,029,999
1/1/2020 309,510,010 206,589,996 650,570,007 345,089,996
12/1/2019 293,649,994 212,100,006 418,329,987 323,570,007
11/1/2019 267,250,000 200,000,000 329,940,002 314,660,004
10/1/2019 248,759,995 176,669,998 314,920,013 287,410,004
9/1/2019 223,970,001 167,229,996 240,869,995 267,619,995
8/1/2019 208,740,005 175,029,999 225,610,001 293,750,000
7/1/2019 213,039,993 173,110,001 241,610,001 322,989,990
6/1/2019 197,919,998 168,990,005 223,460,007 367,320,007
5/1/2019 175,070,007 149,259,995 185,160,004 343,279,999
4/1/2019 200,669,998 185,570,007 238,690,002 370,540,009
3/1/2019 189,949,997 182,449,997 279,859,985 356,559,998
2/1/2019 173,149,994 183,029,999 319,880,005 358,100,006
1/1/2019 166,440,002 168,490,005 307,019,989 339,500,000
12/1/2018 157,740,005 137,070,007 332,799,988 267,660,004
11/1/2018 178,580,002 160,860,001 350,480,011 286,130,005
10/1/2018 218,860,001 142,279,999 337,320,007 301,779,999
9/1/2018 225,740,005 164,759,995 264,769,989 374,130,005
8/1/2018 227,630,005 175,009,995 301,660,004 367,679,993
7/1/2018 190,289,993 187,229,996 298,140,015 337,450,012
 Retornos Mensuales
Probabilidad Accion Apple Accion Baba Accion Tesla Accion Netflix

1/23 14.74% 4.01% 29.32% 8.41%

1/23 8.22% 2.33% 6.79% -0.03%
1/23 15.54% 4.21% 49.21% 11.81%
1/23 -6.98% -6.50% -21.56% 1.75%
1/23 -11.68% 0.68% 2.68% 6.94%
1/23 5.40% -2.60% 55.52% 6.65%
1/23 9.88% 6.05% 26.79% 2.83%
1/23 7.43% 13.21% 4.77% 9.48%
1/23 11.07% 5.64% 30.74% 7.39%
1/23 7.30% -4.46% 6.76% -8.90%
1/23 -2.02% 1.11% -6.62% -9.05%
1/23 7.64% 2.44% 8.12% -12.07%
1/23 13.05% 13.22% 20.68% 7.00%
1/23 -12.76% -19.57% -22.43% -7.36%
1/23 5.64% 1.71% -14.71% 3.92%
1/23 9.70% -0.32% -12.51% -0.43%
1/23 4.03% 8.63% 4.19% 5.48%
1/23 5.52% 22.92% -7.75% 26.84%
1/23 -11.67% -14.79% -5.04% -6.46%
1/23 -18.40% 13.06% 3.90% -5.19%
1/23 -3.05% -13.64% 27.40% -19.34%
1/23 -0.83% -5.86% -12.23% 1.75%
1/23 19.62% -6.53% 1.18% 8.96%

3.36% 1.09% 7.62% 1.76%

Retorno Esperado
3.36% 1.09% 7.62% 1.76%

Varianza 0.98% 0.93% 4.22% 0.91%

Desviacion
9.88% 9.66% 20.55% 9.53%
Estandar

Maximo Retorno 19.62% 22.92% 55.52% 26.84%

Minimo Retorno -18.40% -19.57% -22.43% -19.34%

Coef. De variaciòn 2.94 8.90 2.70 5.42

Desempeño 0.34 0.11 0.37 0.18
 Retornos Mensuales
Fecha Probabilidad
Accion Apple Accion Baba Accion Tesla Accion Netflix
6/1/2020
5/1/2020 1/23 14.74% 4.01% 29.32% 8.41%
4/1/2020 1/23 8.22% 2.33% 6.79% -0.03%
3/1/2020 1/23 15.54% 4.21% 49.21% 11.81%
2/1/2020 1/23 -6.98% -6.50% -21.56% 1.75%
1/1/2020 1/23 -11.68% 0.68% 2.68% 6.94%
12/1/2019 1/23 5.40% -2.60% 55.52% 6.65%
11/1/2019 1/23 9.88% 6.05% 26.79% 2.83%
10/1/2019 1/23 7.43% 13.21% 4.77% 9.48%
9/1/2019 1/23 11.07% 5.64% 30.74% 7.39%
8/1/2019 1/23 7.30% -4.46% 6.76% -8.90%
7/1/2019 1/23 -2.02% 1.11% -6.62% -9.05%
6/1/2019 1/23 7.64% 2.44% 8.12% -12.07%
5/1/2019 1/23 13.05% 13.22% 20.68% 7.00%
4/1/2019 1/23 -12.76% -19.57% -22.43% -7.36%
3/1/2019 1/23 5.64% 1.71% -14.71% 3.92%
2/1/2019 1/23 9.70% -0.32% -12.51% -0.43%
1/1/2019 1/23 4.03% 8.63% 4.19% 5.48%
12/1/2018 1/23 5.52% 22.92% -7.75% 26.84%
11/1/2018 1/23 -11.67% -14.79% -5.04% -6.46%
10/1/2018 1/23 -18.40% 13.06% 3.90% -5.19%
9/1/2018 1/23 -3.05% -13.64% 27.40% -19.34%
8/1/2018 1/23 -0.83% -5.86% -12.23% 1.75%
7/1/2018 1/23 19.62% -6.53% 1.18% 8.96%

Retorno esperado 3.36% 1.09% 7.62% 1.76%

Accion Apple Accion Baba Accion Tesla Accion Netflix

Accion Apple 0.0097682342
Accion Baba 0.0031643721 0.0093231021
Accion Tesla 0.0091729472 0.0038880462 0.04222429137
Accion Netflix 0.0040555407 0.0057763844 0.00288758155 0.0090825698519

Accion Apple Accion Baba Accion Tesla Accion Netflix

Accion Apple 1
Accion Baba 0.3315883736 1
Accion Tesla 0.4516683715 0.1959611665 1
Accion Netflix 0.4305626537 0.6277279921 0.14745133224 1
 PORTAFOLIO 1 (APPLE Y BABA) PORTAFOLIO 2 (APPLE Y TESLA)
Accion Apple Accion Baba APPLE*BABA Accion Apple Accion Tesla
11.37% 2.92% 0.332% 11.37% 21.70%
4.85% 1.24% 0.060% 4.85% -0.82%
12.17% 3.13% 0.381% 12.17% 41.60%
-10.34% -7.59% 0.784% -10.34% -29.17%
-15.04% -0.40% 0.061% -15.04% -4.94%
2.04% -3.68% -0.075% 2.04% 47.90%
6.51% 4.96% 0.323% 6.51% 19.17%
4.07% 12.12% 0.493% 4.07% -2.85%
7.70% 4.56% 0.351% 7.70% 23.12%
3.93% -5.54% -0.218% 3.93% -0.85%
-5.38% 0.02% -0.001% -5.38% -14.24%
4.27% 1.35% 0.058% 4.27% 0.50%
9.69% 12.13% 1.175% 9.69% 13.07%
-16.12% -20.65% 3.330% -16.12% -30.04%
2.28% 0.62% 0.014% 2.28% -22.33%
6.34% -1.40% -0.089% 6.34% -20.13%
0.67% 7.54% 0.050% 0.67% -3.43%
2.15% 21.84% 0.470% 2.15% -15.36%
-15.03% -15.87% 2.387% -15.03% -12.66%
-21.77% 11.97% -2.607% -21.77% -3.72%
-6.41% -14.73% 0.945% -6.41% 19.78%
-4.20% -6.94% 0.291% -4.20% -19.85%
16.26% -7.61% -1.238% 16.26% -6.44%

0.316%
Covarianza Covarianza
0.316%

Coeficiente de Correlaciòn 0.332 Coeficiente de Correlaciòn

O 2 (APPLE Y TESLA) PORTAFOLIO 3 (APPLE Y NETFLIX) PORTAFOLIO 4 (BABA Y
APPLE*TESLA Accion Apple Accion Netflix APPLE*NETFLIX Accion Baba
2.47% 11.37% 6.66% 0.76% 2.92%
-0.04% 4.85% -1.79% -0.09% 1.24%
5.06% 12.17% 10.05% 1.22% 3.13%
3.02% -10.34% 0.00% 0.00% -7.59%
0.74% -15.04% 5.18% -0.78% -0.40%
0.98% 2.04% 4.89% 0.10% -3.68%
1.25% 6.51% 1.07% 0.07% 4.96%
-0.12% 4.07% 7.72% 0.31% 12.12%
1.78% 7.70% 5.64% 0.43% 4.56%
-0.03% 3.93% -10.65% -0.42% -5.54%
0.77% -5.38% -10.81% 0.58% 0.02%
0.02% 4.27% -13.83% -0.59% 1.35%
1.27% 9.69% 5.25% 0.51% 12.13%
4.84% -16.12% -9.11% 1.47% -20.65%
-0.51% 2.28% 2.16% 0.05% 0.62%
-1.28% 6.34% -2.19% -0.14% -1.40%
-0.02% 0.67% 3.72% 0.02% 7.54%
-0.33% 2.15% 25.08% 0.54% 21.84%
1.90% -15.03% -8.21% 1.23% -15.87%
0.81% -21.77% -6.94% 1.51% 11.97%
-1.27% -6.41% -21.10% 1.35% -14.73%
0.83% -4.20% 0.00% 0.00% -6.94%
-1.05% 16.26% 7.20% 1.17% -7.61%

0.92% 0.41%
Covarianza Covarianza
0.92% 0.41%

0.452 Coeficiente de Correlaciòn 0.431 Coeficiente de Correlaciòn

 PORTAFOLIO 4 (BABA Y TESLA) PORTAFOLIO 5 (BABA Y NETFLIX)
Accion Tesla BABA*TESLA Accion Baba Accion Netflix BABA*NETFLIX
21.70% 0.63% 2.92% 6.66% 0.19%
-0.82% -0.01% 1.24% -1.79% -0.02%
41.60% 1.30% 3.13% 10.05% 0.31%
-29.17% 2.21% -7.59% 0.00% 0.00%
-4.94% 0.02% -0.40% 5.18% -0.02%
47.90% -1.76% -3.68% 4.89% -0.18%
19.17% 0.95% 4.96% 1.07% 0.05%
-2.85% -0.35% 12.12% 7.72% 0.94%
23.12% 1.05% 4.56% 5.64% 0.26%
-0.85% 0.05% -5.54% -10.65% 0.59%
-14.24% 0.00% 0.02% -10.81% 0.00%
0.50% 0.01% 1.35% -13.83% -0.19%
13.07% 1.59% 12.13% 5.25% 0.64%
-30.04% 6.20% -20.65% -9.11% 1.88%
-22.33% -0.14% 0.62% 2.16% 0.01%
-20.13% 0.28% -1.40% -2.19% 0.03%
-3.43% -0.26% 7.54% 3.72% 0.28%
-15.36% -3.36% 21.84% 25.08% 5.48%
-12.66% 2.01% -15.87% -8.21% 1.30%
-3.72% -0.45% 11.97% -6.94% -0.83%
19.78% -2.91% -14.73% -21.10% 3.11%
-19.85% 1.38% -6.94% 0.00% 0.00%
-6.44% 0.49% -7.61% 7.20% -0.55%

0.39% 0.58%
Covarianza Covarianza
0.39% 0.58%

iente de Correlaciòn 0.196 Coeficiente de Correlaciòn 0.628

 PORTAFOLIO 6 (TESLA Y NETFLIX)
Accion Tesla Accion Netflix TESLA*NETFLIX
21.70% 6.66% 1.44%
-0.82% -1.79% 0.01%
41.60% 10.05% 4.18%
-29.17% 0.00% 0.00%
-4.94% 5.18% -0.26%
47.90% 4.89% 2.34%
19.17% 1.07% 0.21%
-2.85% 7.72% -0.22%
23.12% 5.64% 1.30%
-0.85% -10.65% 0.09%
-14.24% -10.81% 1.54%
0.50% -13.83% -0.07%
13.07% 5.25% 0.69%
-30.04% -9.11% 2.74%
-22.33% 2.16% -0.48%
-20.13% -2.19% 0.44%
-3.43% 3.72% -0.13%
-15.36% 25.08% -3.85%
-12.66% -8.21% 1.04%
-3.72% -6.94% 0.26%
19.78% -21.10% -4.17%
-19.85% 0.00% 0.00%
-6.44% 7.20% -0.46%

0.29%
Covarianza
0.29%

Coeficiente de Correlaciòn 0.147

 RETORNO APPLE RETORNO BABA RETORNO TESLA
Retorno esperado 3.36% 1.09% 7.62%
VARIANZA APPLE VARIANZA BABA VARIANZA TESLA
Varianza 0.98% 0.93% 4.22%
DESVIACION APPLE DESVIACION BABA RETORNO TESLA
Desviacion Estandar 9.88% 9.66% 20.55%

Wa 50% apple
Wb 50% baba
100%

RETORNO ESPERADO DEL PORTAFOLIO BABA Y APPLE

2.23%
CALCULADO A PARTIR DE LA CORRELACION
7.97%
 COEFICIENTE DE CORRELACION
RETORNO NETFLIX Accion Apple Accion Baba Accion Tesla
1.76% Accion Apple 1
VARIANZA NETFLIX Accion Baba 0.33158837 1
0.91% Accion Tesla 0.45166837 0.19596117 1
RETORNO NETFLIX Accion Netflix 0.43056265 0.62772799 0.14745133
9.53%

FOLIO BABA Y APPLE

CORRELACION
RELACION
Accion Netflix