Analisis de Cartera

ANALISIS DE CARTERA
1. HALLANDO
LA
RENTABILIDAD
DIARIA
DE
CADA
EMPRESA,
RENTABILIDAD PROMEDIO O ESPERADA,RIESGOS,RANGOS .

EMPRESA: UNIN ANDINA DE CEMENTOS S.A.A. -UNACEM S.A.A.
EMPRESA ASIGNADA: COMPAA MINERA MILPO S.A.A.
La tabla muestra un resumen de la rentabilidad y el riesgo de la empresa A y

B: La empresa A tiene una rentabilidad esperada mayor que la empresa B pero
el riesgo se comporta de forma inversa. Por ello es recomendable reducir el
riesgo de la inversin que es mejor invertir en la empresa B.
UNIN ANDINA DE
CEMENTOS S.A.A.
-UNACEM S.A.A.
Fecha
cotizacin
Cierre "A"
COMPAA MINERA
MILPO S.A.A.
Rentabilidad
"A"
Cierre "B"
01/12/2016
2.56
3.12
30/11/2016
2.61
3.2
1.95%
Rentabilidad
"B"
2.56%
29/11/2016
2.58
3.03
28/11/2016
2.6
3.03
25/11/2016
2.6
3.03
24/11/2016
2.6
3.02
23/11/2016
2.65
3.03
22/11/2016
2.55
3.03
21/11/2016
2.5
3.02
16/11/2016
2.51
15/11/2016
2.52
2.97
14/11/2016
2.55
11/11/2016
2.6
10/11/2016
2.6
09/11/2016
2.55
3.02
08/11/2016
2.6
07/11/2016
2.65
04/11/2016
2.65
3.01
03/11/2016
2.63
02/11/2016
2.63
3.02
31/10/2016
2.69
3.07
28/10/2016
2.61
3.02
27/10/2016
2.66
2.9
26/10/2016
2.69
2.9
25/10/2016
2.69
2.9
24/10/2016
2.75
2.85
21/10/2016
2.75
2.9
20/10/2016
2.75
2.95
19/10/2016
2.75
2.83
18/10/2016
2.79
2.75
17/10/2016
2.83
2.75
14/10/2016
2.84
2.72
13/10/2016
2.86
2.75
12/10/2016
2.9
2.78
11/10/2016
2.9
2.79
10/10/2016
2.9
2.7
07/10/2016
2.89
2.9
06/10/2016
2.83
2.72
05/10/2016
2.83
2.72
04/10/2016
2.83
2.69
03/10/2016
2.85
2.68
30/09/2016
2.8
2.68
29/09/2016
2.8
2.68
28/09/2016
2.8
2.67
27/09/2016
2.76
2.66
26/09/2016
2.76
2.65
-1.15%
0.78%
0.00%
0.00%
1.92%
-3.77%
-1.96%
0.40%
0.40%
1.19%
1.96%
0.00%
-1.92%
1.96%
1.92%
0.00%
-0.75%
0.00%
2.28%
-2.97%
1.92%
1.13%
0.00%
2.23%
0.00%
0.00%
0.00%
1.45%
1.43%
0.35%
0.70%
1.40%
0.00%
0.00%
-0.34%
-2.08%
0.00%
0.00%
0.71%
-1.75%
0.00%
0.00%
-1.43%
0.00%
-5.31%
0.00%
0.00%
-0.33%
0.33%
0.00%
-0.33%
-0.66%
-1.00%
1.01%
0.00%
0.00%
0.67%
-0.66%
0.00%
0.33%
-0.33%
0.67%
1.66%
-1.63%
-3.97%
0.00%
0.00%
-1.72%
1.75%
1.72%
-4.07%
-2.83%
0.00%
-1.09%
1.10%
1.09%
0.36%
-3.23%
7.41%
-6.21%
0.00%
-1.10%
-0.37%
0.00%
0.00%
-0.37%
-0.37%
-0.38%
23/09/2016
2.78
2.7
22/09/2016
2.81
2.75
20/09/2016
2.75
2.7
19/09/2016
2.75
2.72
16/09/2016
2.66
2.71
15/09/2016
2.72
2.7
14/09/2016
2.71
2.7
13/09/2016
2.75
2.67
12/09/2016
2.8
2.78
09/09/2016
2.85
2.77
08/09/2016
2.85
2.71
07/09/2016
2.87
2.68
06/09/2016
2.87
2.75
05/09/2016
2.9
2.77
02/09/2016
2.88
2.8
01/09/2016
2.9
2.8
31/08/2016
2.9
2.7
29/08/2016
2.95
2.71
26/08/2016
2.89
2.7
25/08/2016
2.89
2.72
24/08/2016
2.89
2.73
23/08/2016
2.89
2.65
22/08/2016
2.89
2.62
19/08/2016
2.92
2.6
18/08/2016
2.85
2.57
17/08/2016
2.79
2.6
16/08/2016
2.79
2.52
15/08/2016
2.77
2.37
12/08/2016
2.79
2.4
11/08/2016
2.8
2.25
10/08/2016
2.8
2.25
09/08/2016
2.79
2.25
08/08/2016
2.77
2.25
05/08/2016
2.8
2.25
04/08/2016
2.76
2.25
03/08/2016
2.79
2.27
02/08/2016
2.83
2.29
01/08/2016
2.8
2.2
27/07/2016
2.8
2.24
26/07/2016
2.75
2.19
25/07/2016
2.7
2.2
22/07/2016
2.77
2.2
21/07/2016
2.8
2.2
20/07/2016
2.8
2.26
0.72%
1.08%
-2.14%
0.00%
-3.27%
2.26%
-0.37%
1.48%
1.82%
1.79%
0.00%
0.70%
0.00%
1.05%
-0.69%
0.69%
0.00%
1.72%
-2.03%
0.00%
0.00%
0.00%
0.00%
1.04%
-2.40%
-2.11%
0.00%
-0.72%
0.72%
0.36%
0.00%
-0.36%
-0.72%
1.08%
-1.43%
1.09%
1.43%
-1.06%
0.00%
-1.79%
-1.82%
2.59%
1.08%
0.00%
1.89%
1.85%
-1.82%
0.74%
-0.37%
-0.37%
0.00%
-1.11%
4.12%
-0.36%
-2.17%
-1.11%
2.61%
0.73%
1.08%
0.00%
-3.57%
0.37%
-0.37%
0.74%
0.37%
-2.93%
-1.13%
-0.76%
-1.15%
1.17%
-3.08%
-5.95%
1.27%
-6.25%
0.00%
0.00%
0.00%
0.00%
0.00%
0.89%
0.88%
-3.93%
1.82%
-2.23%
0.46%
0.00%
0.00%
2.73%
19/07/2016
2.85
2.19
18/07/2016
2.85
2.14
14/07/2016
2.7
2.06
12/07/2016
2.63
2.07
11/07/2016
2.55
2.09
08/07/2016
2.55
2.16
07/07/2016
2.55
2.18
06/07/2016
2.55
2.18
05/07/2016
2.52
2.18
01/07/2016
2.5
2.18
30/06/2016
2.53
2.18
28/06/2016
2.5
2.25
27/06/2016
2.48
2.26
24/06/2016
2.55
2.34
23/06/2016
2.55
2.36
21/06/2016
2.55
2.39
20/06/2016
2.6
2.36
17/06/2016
2.6
2.4
16/06/2016
2.59
2.45
15/06/2016
2.58
2.35
14/06/2016
2.44
2.25
13/06/2016
2.49
2.24
10/06/2016
2.6
2.22
08/06/2016
2.6
2.18
07/06/2016
2.7
2.18
06/06/2016
2.7
2.2
03/06/2016
2.66
2.2
01/06/2016
2.66
2.28
31/05/2016
2.66
2.3
30/05/2016
2.65
2.35
27/05/2016
2.65
2.45
26/05/2016
2.61
2.5
25/05/2016
2.63
2.46
24/05/2016
2.63
2.35
23/05/2016
2.61
2.26
20/05/2016
2.61
2.25
19/05/2016
2.65
2.1
18/05/2016
2.69
2.17
17/05/2016
2.7
2.24
13/05/2016
2.75
2.3
12/05/2016
2.75
2.37
11/05/2016
2.7
2.45
10/05/2016
2.7
2.54
09/05/2016
2.73
2.45
1.79%
0.00%
-5.26%
-2.59%
-3.04%
0.00%
0.00%
0.00%
-1.18%
-0.79%
1.20%
-1.19%
-0.80%
2.82%
0.00%
0.00%
1.96%
0.00%
-0.38%
-0.39%
-5.43%
2.05%
4.42%
0.00%
3.85%
0.00%
-1.48%
0.00%
0.00%
-0.38%
0.00%
-1.51%
0.77%
0.00%
-0.76%
0.00%
1.53%
1.51%
0.37%
1.85%
0.00%
-1.82%
0.00%
1.11%
-3.10%
-2.28%
-3.74%
0.49%
0.97%
3.35%
0.93%
0.00%
0.00%
0.00%
0.00%
3.21%
0.44%
3.54%
0.85%
1.27%
-1.26%
1.69%
2.08%
-4.08%
-4.26%
-0.44%
-0.89%
-1.80%
0.00%
0.92%
0.00%
3.64%
0.88%
2.17%
4.26%
2.04%
-1.60%
-4.47%
-3.83%
-0.44%
-6.67%
3.33%
3.23%
2.68%
3.04%
3.38%
3.67%
-3.54%
06/05/2016
2.75
2.41
04/05/2016
2.85
2.41
02/05/2016
2.94
2.37
29/04/2016
2.85
2.38
28/04/2016
2.66
2.41
27/04/2016
2.7
2.4
26/04/2016
2.65
2.37
25/04/2016
2.7
2.35
22/04/2016
2.8
2.36
21/04/2016
2.85
2.36
20/04/2016
2.8
2.3
19/04/2016
2.75
2.32
18/04/2016
2.6
2.02
15/04/2016
2.5
1.79
14/04/2016
2.46
1.95
13/04/2016
2.55
1.95
12/04/2016
2.5
2.02
11/04/2016
2.35
2.1
08/04/2016
2.08
07/04/2016
1.89
2.05
06/04/2016
1.98
2.14
05/04/2016
2.1
2.16
04/04/2016
2.2
2.25
01/04/2016
2.25
2.16
31/03/2016
2.25
1.87
30/03/2016
2.25
1.82
28/03/2016
2.17
1.8
23/03/2016
2.24
1.76
22/03/2016
2.15
1.84
21/03/2016
2.18
1.84
18/03/2016
2.05
1.8
17/03/2016
1.86
1.85
16/03/2016
1.8
1.81
15/03/2016
1.85
1.89
14/03/2016
1.85
1.75
11/03/2016
1.83
1.67
10/03/2016
1.78
1.63
09/03/2016
1.7
1.56
08/03/2016
1.66
1.65
07/03/2016
1.65
1.68
04/03/2016
1.56
1.6
03/03/2016
1.5
1.59
02/03/2016
1.5
1.53
01/03/2016
1.5
1.51
0.73%
3.64%
3.16%
-3.06%
-6.67%
1.50%
-1.85%
1.89%
3.70%
1.79%
-1.75%
-1.79%
-5.45%
-3.85%
-1.60%
3.66%
-1.96%
-6.00%
-14.89%
-5.50%
4.76%
6.06%
4.76%
2.27%
0.00%
0.00%
-3.56%
3.23%
-4.02%
1.40%
-5.96%
-9.27%
-3.23%
2.78%
0.00%
-1.08%
-2.73%
-4.49%
-2.35%
-0.60%
-5.45%
-3.85%
0.00%
0.00%
-1.63%
0.00%
-1.66%
0.42%
1.26%
-0.41%
-1.25%
-0.84%
0.43%
0.00%
-2.54%
0.87%
-12.93%
-11.39%
8.94%
0.00%
3.59%
3.96%
-0.95%
-1.44%
4.39%
0.93%
4.17%
-4.00%
-13.43%
-2.67%
-1.10%
-2.22%
4.55%
0.00%
-2.17%
2.78%
-2.16%
4.42%
-7.41%
-4.57%
-2.40%
-4.29%
5.77%
1.82%
-4.76%
-0.63%
-3.77%
-1.31%
29/02/2016
1.4
1.47
25/02/2016
1.35
1.44
24/02/2016
1.35
1.44
23/02/2016
1.35
1.45
22/02/2016
1.35
1.45
18/02/2016
1.34
1.45
16/02/2016
1.34
1.5
15/02/2016
1.35
1.56
12/02/2016
1.35
1.58
11/02/2016
1.35
1.58
10/02/2016
1.4
1.6
09/02/2016
1.4
1.5
05/02/2016
1.35
1.43
04/02/2016
1.3
1.45
03/02/2016
1.3
1.45
02/02/2016
1.3
1.46
01/02/2016
1.35
1.45
29/01/2016
1.45
1.56
22/01/2016
1.54
1.6
19/01/2016
1.54
1.6
18/01/2016
1.54
1.6
14/01/2016
1.54
1.5
13/01/2016
1.57
1.7
12/01/2016
1.57
1.7
11/01/2016
1.6
1.64
08/01/2016
1.6
1.64
07/01/2016
1.65
1.64
05/01/2016
1.73
1.65
31/12/2015
1.7
1.65
30/12/2015
1.64
1.65
29/12/2015
1.6
1.65
28/12/2015
1.6
1.7
22/12/2015
1.62
1.72
17/12/2015
1.62
1.79
16/12/2015
1.6
1.79
15/12/2015
1.65
1.79
11/12/2015
1.7
1.8
10/12/2015
1.69
1.8
07/12/2015
1.73
1.8
04/12/2015
1.73
1.8
03/12/2015
1.7
1.8
30/11/2015
1.7
1.8
27/11/2015
1.7
1.8
26/11/2015
1.72
1.8
-6.67%
-3.57%
0.00%
0.00%
0.00%
-0.74%
0.00%
0.75%
0.00%
0.00%
3.70%
0.00%
-3.57%
-3.70%
0.00%
0.00%
3.85%
7.41%
6.21%
0.00%
0.00%
0.00%
1.95%
0.00%
1.91%
0.00%
3.12%
4.85%
-1.73%
-3.53%
-2.44%
0.00%
1.25%
0.00%
-1.23%
3.12%
3.03%
-0.59%
2.37%
0.00%
-1.73%
0.00%
0.00%
1.18%
-2.65%
-2.04%
0.00%
0.69%
0.00%
0.00%
3.45%
4.00%
1.28%
0.00%
1.27%
-6.25%
-4.67%
1.40%
0.00%
0.69%
-0.68%
7.59%
2.56%
0.00%
0.00%
-6.25%
13.33%
0.00%
-3.53%
0.00%
0.00%
0.61%
0.00%
0.00%
0.00%
3.03%
1.18%
4.07%
0.00%
0.00%
0.56%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
25/11/2015
1.73
1.8
19/11/2015
1.75
1.81
17/11/2015
1.8
1.8
16/11/2015
1.83
1.8
13/11/2015
1.83
1.8
10/11/2015
1.85
1.83
09/11/2015
1.81
1.8
06/11/2015
1.79
1.8
05/11/2015
1.78
1.82
03/11/2015
1.77
1.85
30/10/2015
1.75
1.8
29/10/2015
1.76
1.8
28/10/2015
1.75
1.8
27/10/2015
1.75
1.79
26/10/2015
1.75
1.79
23/10/2015
1.76
1.8
22/10/2015
1.77
1.8
20/10/2015
1.77
1.8
19/10/2015
1.74
1.8
16/10/2015
1.75
1.8
15/10/2015
1.84
1.8
14/10/2015
1.8
1.83
13/10/2015
1.8
1.88
12/10/2015
1.83
1.93
07/10/2015
1.8
1.96
05/10/2015
1.8
1.96
02/10/2015
1.8
1.97
01/10/2015
1.83
1.97
30/09/2015
1.87
1.95
29/09/2015
1.85
1.99
28/09/2015
1.85
1.8
25/09/2015
1.85
1.65
24/09/2015
1.89
1.67
23/09/2015
1.9
1.55
22/09/2015
1.9
1.62
18/09/2015
1.93
1.76
17/09/2015
1.81
16/09/2015
1.93
1.92
15/09/2015
1.9
1.93
14/09/2015
1.9
2.15
11/09/2015
1.9
2.2
10/09/2015
1.9
2.25
09/09/2015
1.85
2.3
08/09/2015
1.88
2.25
0.58%
1.16%
2.86%
1.67%
0.00%
1.09%
-2.16%
-1.10%
-0.56%
-0.56%
-1.13%
0.57%
-0.57%
0.00%
0.00%
0.57%
0.57%
0.00%
-1.69%
0.57%
5.14%
-2.17%
0.00%
1.67%
-1.64%
0.00%
0.00%
1.67%
2.19%
-1.07%
0.00%
0.00%
2.16%
0.53%
0.00%
1.58%
3.63%
-3.50%
-1.55%
0.00%
0.00%
0.00%
-2.63%
1.62%
0.00%
0.56%
-0.55%
0.00%
0.00%
1.67%
-1.64%
0.00%
1.11%
1.65%
-2.70%
0.00%
0.00%
-0.56%
0.00%
0.56%
0.00%
0.00%
0.00%
0.00%
0.00%
1.67%
2.73%
2.66%
1.55%
0.00%
0.51%
0.00%
-1.02%
2.05%
-9.55%
-8.33%
1.21%
-7.19%
4.52%
8.64%
2.84%
6.08%
0.52%
11.40%
2.33%
2.27%
2.22%
-2.17%
07/09/2015
1.91
2.27
04/09/2015
1.92
2.25
01/09/2015
1.98
2.25
31/08/2015
2.3
28/08/2015
2.52
27/08/2015
1.9
2.53
26/08/2015
1.8
2.54
25/08/2015
1.78
2.54
24/08/2015
1.74
2.52
21/08/2015
1.81
2.51
20/08/2015
1.95
2.51
19/08/2015
2.55
18/08/2015
2.03
2.72
17/08/2015
2.04
2.64
14/08/2015
2.03
2.68
13/08/2015
2.22
2.68
12/08/2015
2.23
2.7
11/08/2015
2.27
2.69
10/08/2015
2.32
2.75
07/08/2015
2.32
2.69
06/08/2015
2.33
2.7
05/08/2015
2.38
2.7
03/08/2015
2.4
2.65
30/07/2015
2.4
2.62
24/07/2015
2.4
2.65
22/07/2015
2.45
2.6
21/07/2015
2.45
2.59
20/07/2015
2.5
2.59
17/07/2015
2.51
2.55
16/07/2015
2.51
2.53
15/07/2015
2.45
2.55
14/07/2015
2.51
2.65
13/07/2015
2.5
2.1
08/07/2015
2.5
2.14
07/07/2015
2.5
2.16
06/07/2015
2.5
2.14
03/07/2015
2.51
2.14
02/07/2015
2.5
2.12
01/07/2015
2.47
2.1
30/06/2015
2.46
2.13
26/06/2015
2.42
2.17
25/06/2015
2.42
2.2
24/06/2015
2.45
2.18
22/06/2015
2.5
2.23
1.60%
0.52%
3.13%
1.01%
0.00%
-5.00%
-5.26%
-1.11%
-2.25%
4.02%
7.73%
2.56%
1.50%
0.49%
-0.49%
9.36%
0.45%
1.79%
2.20%
0.00%
0.43%
2.15%
0.84%
0.00%
0.00%
2.08%
0.00%
2.04%
0.40%
0.00%
-2.39%
2.45%
-0.40%
0.00%
0.00%
0.00%
0.40%
-0.40%
-1.20%
-0.40%
-1.63%
0.00%
1.24%
2.04%
0.89%
-0.88%
0.00%
2.22%
9.57%
0.40%
0.40%
0.00%
-0.79%
-0.40%
0.00%
1.59%
6.67%
-2.94%
1.52%
0.00%
0.75%
-0.37%
2.23%
-2.18%
0.37%
0.00%
-1.85%
-1.13%
1.15%
-1.89%
-0.38%
0.00%
-1.54%
-0.78%
0.79%
3.92%
-20.75%
1.90%
0.93%
-0.93%
0.00%
-0.93%
-0.94%
1.43%
1.88%
1.38%
-0.91%
2.29%
19/06/2015
2.48
2.17
18/06/2015
2.47
2.16
17/06/2015
2.45
2.15
16/06/2015
2.4
2.16
12/06/2015
2.4
2.15
11/06/2015
2.4
2.18
10/06/2015
2.33
2.12
09/06/2015
2.34
2.12
05/06/2015
2.36
2.14
04/06/2015
2.35
2.13
03/06/2015
2.36
2.11
02/06/2015
2.36
2.11
01/06/2015
2.37
2.04
29/05/2015
2.4
2.02
28/05/2015
2.32
2.04
27/05/2015
2.32
2.05
26/05/2015
2.33
2.06
25/05/2015
2.38
2.05
22/05/2015
2.38
2.02
21/05/2015
2.37
2.01
20/05/2015
2.35
2.01
19/05/2015
2.33
15/05/2015
2.4
14/05/2015
2.42
1.97
13/05/2015
2.42
1.97
12/05/2015
2.42
1.93
11/05/2015
2.42
1.93
08/05/2015
2.46
1.86
07/05/2015
2.46
1.96
06/05/2015
2.45
05/05/2015
2.46
2.01
04/05/2015
2.45
2.02
30/04/2015
2.45
29/04/2015
2.36
28/04/2015
2.32
1.96
27/04/2015
2.31
1.96
24/04/2015
2.28
1.94
20/04/2015
2.35
1.9
17/04/2015
2.31
1.81
16/04/2015
2.3
1.82
15/04/2015
2.32
1.83
14/04/2015
2.35
1.85
08/04/2015
2.35
1.86
07/04/2015
2.38
1.86
-0.80%
-0.40%
-0.81%
-2.04%
0.00%
0.00%
-2.92%
0.43%
0.85%
-0.42%
0.43%
0.00%
0.42%
1.27%
-3.33%
0.00%
0.43%
2.15%
0.00%
-0.42%
-0.84%
-0.85%
3.00%
0.83%
0.00%
0.00%
0.00%
1.65%
0.00%
-0.41%
0.41%
-0.41%
0.00%
-3.67%
-1.69%
-0.43%
-1.30%
3.07%
-1.70%
-0.43%
0.87%
1.29%
0.00%
1.28%
-2.69%
-0.46%
-0.46%
0.47%
-0.46%
1.40%
-2.75%
0.00%
0.94%
-0.47%
-0.94%
0.00%
-3.32%
-0.98%
0.99%
0.49%
0.49%
-0.49%
-1.46%
-0.50%
0.00%
-0.50%
0.00%
-1.50%
0.00%
-2.03%
0.00%
-3.63%
5.38%
2.04%
0.50%
0.50%
-0.99%
0.00%
-2.00%
0.00%
-1.02%
-2.06%
-4.74%
0.55%
0.55%
1.09%
0.54%
0.00%
06/04/2015
2.37
1.87
01/04/2015
2.34
1.85
31/03/2015
2.33
1.83
30/03/2015
2.3
1.8
27/03/2015
2.33
1.83
26/03/2015
2.32
1.83
25/03/2015
2.32
1.84
24/03/2015
2.32
1.81
23/03/2015
2.32
1.8
20/03/2015
2.31
1.88
19/03/2015
2.3
1.96
18/03/2015
2.3
2.02
17/03/2015
2.3
1.98
16/03/2015
2.27
1.95
13/03/2015
2.27
1.88
12/03/2015
2.27
1.85
11/03/2015
2.25
1.88
10/03/2015
2.2
1.91
09/03/2015
2.25
1.91
06/03/2015
2.31
2.02
05/03/2015
2.3
2.05
04/03/2015
2.25
2.06
03/03/2015
2.25
2.03
02/03/2015
2.23
2.1
27/02/2015
2.2
2.04
26/02/2015
2.17
2.01
25/02/2015
2.24
1.96
24/02/2015
2.3
23/02/2015
2.34
1.97
20/02/2015
2.36
19/02/2015
2.37
2.06
18/02/2015
2.45
2.07
17/02/2015
2.5
2.09
16/02/2015
2.53
2.09
13/02/2015
2.52
2.12
12/02/2015
2.46
2.16
11/02/2015
2.46
2.17
10/02/2015
2.46
2.17
09/02/2015
2.45
2.17
06/02/2015
2.51
2.15
05/02/2015
2.52
2.12
04/02/2015
2.55
2.12
03/02/2015
2.5
2.12
02/02/2015
2.54
2.07
-0.42%
-1.27%
-0.43%
-1.29%
1.30%
-0.43%
0.00%
0.00%
0.00%
-0.43%
-0.43%
0.00%
0.00%
-1.30%
0.00%
0.00%
-0.88%
-2.22%
2.27%
2.67%
-0.43%
-2.17%
0.00%
-0.89%
-1.35%
-1.36%
3.23%
2.68%
1.74%
0.85%
0.42%
3.38%
2.04%
1.20%
-0.40%
-2.38%
0.00%
0.00%
-0.41%
2.45%
0.40%
1.19%
-1.96%
1.60%
0.54%
-1.07%
-1.08%
-1.64%
1.67%
0.00%
0.55%
-1.63%
-0.55%
4.44%
4.26%
3.06%
-1.98%
-1.52%
-3.59%
-1.60%
1.62%
1.60%
0.00%
5.76%
1.49%
0.49%
-1.46%
3.45%
-2.86%
-1.47%
-2.49%
2.04%
-1.50%
1.52%
3.00%
0.49%
0.97%
0.00%
1.44%
1.89%
0.46%
0.00%
0.00%
-0.92%
-1.40%
0.00%
0.00%
-2.36%
30/01/2015
2.66
2.04
29/01/2015
2.7
2.25
28/01/2015
2.69
2.3
27/01/2015
2.66
2.3
26/01/2015
2.64
2.3
23/01/2015
2.62
2.33
22/01/2015
2.6
2.33
21/01/2015
2.55
2.35
4.72%
1.50%
-0.37%
-1.12%
-0.75%
-0.76%
-0.76%
-1.92%
-1.45%
10.29%
2.22%
0.00%
0.00%
1.30%
0.00%
0.86%
ANALISIS Y COMENTARIO SOBRE LA RENTABILIDAD Y VARIABILIDAD DE

LOS TITULOS ANALIZADOS SEGN LOS RANGOS ESTIMADOS
2. CALCULANDO LA COVARIANZA
UNIN ANDINA
DE CEMENTOS
S.A.A. -UNACEM
S.A.A.
Fecha
cotizaci
n
01/12/2
016
30/11/2
016
29/11/2
016
28/11/2
016
25/11/2
016
24/11/2
016
23/11/2
016
22/11/2
016
21/11/2
016
16/11/2
016
15/11/2
016
14/11/2
016
11/11/2
016
10/11/2
016
Cierre "A"
COMPAA
MINERA
MILPO S.A.A.
Cierre "B"
Rentabilidad
"A"
Rentabilidad
"B"
Renta "A" Renta "B" Renta

Renta
esperada "A" esperada "B"
Producto
2.56
3.12
2.61
3.2
1.95%
2.56%
1.93%
2.59% 0.05%
2.58
3.03
-1.15%
-5.31%
-1.17%
-5.29% 0.06%
2.6
3.03
0.78%
0.00%
0.75%
0.02% 0.00%
2.6
3.03
0.00%
0.00%
-0.02%
0.02% 0.00%
2.6
3.02
0.00%
-0.33%
-0.02%
-0.31% 0.00%
2.65
3.03
1.92%
0.33%
1.90%
0.35% 0.01%
2.55
3.03
-3.77%
0.00%
-3.80%
0.02% 0.00%
2.5
3.02
-1.96%
-0.33%
-1.99%
-0.31% 0.01%
2.51
0.40%
-0.66%
0.38%
-0.64% 0.00%
2.52
2.97
0.40%
-1.00%
0.37%
-0.98% 0.00%
2.55
1.19%
1.01%
1.17%
1.03% 0.01%
2.6
1.96%
0.00%
1.94%
0.02% 0.00%
2.6
0.00%
0.00%
-0.02%
09/11/2
016
2.55
3.02
-1.92%
0.67%
-1.95%
08/11/2
016
2.6
1.96%
-0.66%
1.94%
0.02% 0.00%
0.69% 0.01%
-0.64% 0.01%
2.65
1.92%
0.00%
1.90%
0.02% 0.00%
2.65
3.01
0.00%
0.33%
-0.02%
0.36% 0.00%
2.63
-0.75%
-0.33%
-0.78%
-0.31% 0.00%
07/11/2
016
04/11/2
016
03/11/2
016
02/11/2
016
31/10/2
016
28/10/2
016
27/10/2
016
26/10/2
016
25/10/2
016
24/10/2
016
21/10/2
016
20/10/2
016
19/10/2
016
18/10/2
016
17/10/2
016
14/10/2
016
13/10/2
016
12/10/2
016
11/10/2
016
10/10/2
016
07/10/2
016
06/10/2
016
05/10/2
016
04/10/2
016
03/10/2
016
30/09/2
016
29/09/2
016
28/09/2
016
27/09/2
016
26/09/2
016
23/09/2
016
22/09/2
016
20/09/2
016
19/09/2
016
16/09/2
016
15/09/2
016
2.63
3.02
0.00%
0.67%
-0.02%
0.69% 0.00%
2.69
3.07
2.28%
1.66%
2.26%
1.68% 0.04%
2.61
3.02
-2.97%
-1.63%
-3.00%
2.66
2.9
1.92%
-3.97%
1.89%
-1.60% 0.05%
-3.95% 0.07%
2.69
2.9
1.13%
0.00%
1.10%
0.02% 0.00%
2.69
2.9
0.00%
0.00%
-0.02%
2.75
2.85
2.23%
-1.72%
2.21%
0.02% 0.00%
-1.70% 0.04%
2.75
2.9
0.00%
1.75%
-0.02%
1.78% 0.00%
2.75
2.95
0.00%
1.72%
-0.02%
1.75% 0.00%
2.75
2.83
0.00%
-4.07%
-0.02%
2.79
2.75
1.45%
-2.83%
1.43%
-4.04% 0.00%
-2.80% 0.04%
2.83
2.75
1.43%
0.00%
1.41%
0.02% 0.00%
2.84
2.72
0.35%
-1.09%
0.33%
-1.07% 0.00%
2.86
2.75
0.70%
1.10%
0.68%
1.13% 0.01%
2.9
2.78
1.40%
1.09%
1.37%
1.11% 0.02%
2.9
2.79
0.00%
0.36%
-0.02%
0.38% 0.00%
2.9
2.7
0.00%
-3.23%
-0.02%
2.89
2.9
-0.34%
7.41%
-0.37%
-3.20% 0.00%
7.43% 0.03%
2.83
2.72
-2.08%
-6.21%
-2.10%
-6.18% 0.13%
2.83
2.72
0.00%
0.00%
-0.02%
0.02% 0.00%
2.83
2.69
0.00%
-1.10%
-0.02%
-1.08% 0.00%
2.85
2.68
0.71%
-0.37%
0.68%
-0.35% 0.00%
2.8
2.68
-1.75%
0.00%
-1.78%
0.02% 0.00%
2.8
2.68
0.00%
0.00%
-0.02%
0.02% 0.00%
2.8
2.67
0.00%
-0.37%
-0.02%
-0.35% 0.00%
2.76
2.66
-1.43%
-0.37%
-1.45%
-0.35% 0.01%
2.76
2.65
0.00%
-0.38%
-0.02%
-0.35% 0.00%
2.78
2.7
0.72%
1.89%
0.70%
1.91% 0.01%
2.81
2.75
1.08%
1.85%
1.05%
1.88% 0.02%
2.75
2.7
-2.14%
-1.82%
-2.16%
-1.79% 0.04%
2.75
2.72
0.00%
0.74%
-0.02%
0.76% 0.00%
2.66
2.71
-3.27%
-0.37%
-3.30%
2.72
2.7
2.26%
-0.37%
2.23%
-0.34% 0.01%
-0.35% 0.01%
14/09/2
016
2.71
2.7
13/09/2
016
2.75
2.67
12/09/2
016
2.8
2.78
09/09/2
016
2.85
2.77
08/09/2
016
2.85
2.71
07/09/2
016
2.87
2.68
2.87
-0.37%
0.00%
-0.39%
1.48%
-1.11%
1.45%
1.82%
4.12%
1.79%
1.79%
-0.36%
1.76%
0.00%
-2.17%
-0.02%
0.70%
-1.11%
0.68%
-2.14% 0.00%
-1.08% 0.01%
2.75
0.00%
2.61%
-0.02%
2.64% 0.00%
2.9
2.77
1.05%
0.73%
1.02%
2.88
2.8
-0.69%
1.08%
-0.71%
0.75% 0.01%
1.11% 0.01%
2.9
2.8
0.69%
0.00%
0.67%
0.02% 0.00%
2.9
2.7
0.00%
-3.57%
-0.02%
-3.55% 0.00%
2.95
2.71
1.72%
0.37%
1.70%
0.39% 0.01%
2.89
2.7
-2.03%
-0.37%
-2.06%
-0.35% 0.01%
2.89
2.72
0.00%
0.74%
-0.02%
0.76% 0.00%
2.89
2.73
0.00%
0.37%
-0.02%
0.39% 0.00%
2.89
2.65
0.00%
-2.93%
-0.02%
-2.91% 0.00%
2.89
2.62
0.00%
-1.13%
-0.02%
19/08/2
016
2.92
2.6
1.04%
-0.76%
1.01%
-1.11% 0.00%
-0.74% 0.01%
18/08/2
016
2.85
2.57
-2.40%
-1.15%
-2.42%
17/08/2
016
2.79
2.6
-2.11%
1.17%
-2.13%
-1.13% 0.03%
1.19% 0.03%
2.79
2.52
0.00%
-3.08%
-0.02%
-3.05% 0.00%
2.77
2.37
-0.72%
-5.95%
-0.74%
-5.93% 0.04%
2.79
2.4
0.72%
1.27%
0.70%
2.8
2.25
0.36%
-6.25%
0.33%
1.29% 0.01%
-6.23% 0.02%
2.8
2.25
0.00%
0.00%
-0.02%
0.02% 0.00%
2.79
2.25
-0.36%
0.00%
-0.38%
0.02% 0.00%
2.77
2.25
-0.72%
0.00%
-0.74%
0.02% 0.00%
2.8
2.25
1.08%
0.00%
1.06%
0.02% 0.00%
2.76
2.25
-1.43%
0.00%
-1.45%
0.02% 0.00%
2.79
2.27
1.09%
0.89%
1.06%
0.91% 0.01%
2.83
2.29
1.43%
0.88%
1.41%
0.90% 0.01%
2.8
2.2
-1.06%
-3.93%
-1.08%
-3.91% 0.04%
06/09/2
016
05/09/2
016
02/09/2
016
01/09/2
016
31/08/2
016
29/08/2
016
26/08/2
016
25/08/2
016
24/08/2
016
23/08/2
016
22/08/2
016
16/08/2
016
15/08/2
016
12/08/2
016
11/08/2
016
10/08/2
016
09/08/2
016
08/08/2
016
05/08/2
016
04/08/2
016
03/08/2
016
02/08/2
016
01/08/2
016
0.02% 0.00%
-1.09% 0.02%
4.14% 0.07%
-0.34% 0.01%
27/07/2
016
26/07/2
016
2.8
2.24
0.00%
1.82%
-0.02%
1.84% 0.00%
2.75
2.19
-1.79%
-2.23%
-1.81%
2.7
2.2
-1.82%
0.46%
-1.84%
-2.21% 0.04%
0.48% 0.01%
2.77
2.2
2.59%
0.00%
2.57%
0.02% 0.00%
2.8
2.2
1.08%
0.00%
1.06%
0.02% 0.00%
2.8
2.26
0.00%
2.73%
-0.02%
2.85
2.19
1.79%
-3.10%
1.76%
2.75% 0.00%
-3.07% 0.05%
2.85
2.14
0.00%
-2.28%
-0.02%
-2.26% 0.00%
2.7
2.06
-5.26%
-3.74%
-5.29%
12/07/2
016
2.63
2.07
-2.59%
0.49%
-2.62%
11/07/2
016
2.55
2.09
-3.04%
0.97%
-3.07%
-3.71% 0.20%
0.51% 0.01%
0.99% 0.03%
2.55
2.16
0.00%
3.35%
-0.02%
3.37% 0.00%
2.55
2.18
0.00%
0.93%
-0.02%
0.95% 0.00%
2.55
2.18
0.00%
0.00%
-0.02%
0.02% 0.00%
2.52
2.18
-1.18%
0.00%
-1.20%
0.02% 0.00%
2.5
2.18
-0.79%
0.00%
-0.82%
0.02% 0.00%
2.53
2.18
1.20%
0.00%
1.18%
2.5
2.25
-1.19%
3.21%
-1.21%
0.02% 0.00%
3.23% 0.04%
2.48
2.26
-0.80%
0.44%
-0.82%
0.47% 0.00%
2.55
2.34
2.82%
3.54%
2.80%
3.56% 0.10%
2.55
2.36
0.00%
0.85%
-0.02%
0.88% 0.00%
2.55
2.39
0.00%
1.27%
-0.02%
20/06/2
016
2.6
2.36
1.96%
-1.26%
1.94%
1.29% 0.00%
-1.23% 0.02%
17/06/2
016
2.6
2.4
0.00%
1.69%
-0.02%
16/06/2
016
2.59
2.45
-0.38%
2.08%
-0.41%
1.72% 0.00%
2.11% 0.01%
2.58
2.35
-0.39%
-4.08%
-0.41%
-4.06% 0.02%
2.44
2.25
-5.43%
-4.26%
-5.45%
13/06/2
016
2.49
2.24
2.05%
-0.44%
2.02%
10/06/2
016
2.6
2.22
4.42%
-0.89%
4.39%
-4.23% 0.23%
-0.42% 0.01%
-0.87% 0.04%
2.6
2.18
0.00%
-1.80%
-0.02%
-1.78% 0.00%
2.7
2.18
2.7
2.2
3.85%
0.00%
0.00%
0.92%
3.82%
-0.02%
0.02% 0.00%
0.94% 0.00%
25/07/2
016
22/07/2
016
21/07/2
016
20/07/2
016
19/07/2
016
18/07/2
016
14/07/2
016
08/07/2
016
07/07/2
016
06/07/2
016
05/07/2
016
01/07/2
016
30/06/2
016
28/06/2
016
27/06/2
016
24/06/2
016
23/06/2
016
21/06/2
016
15/06/2
016
14/06/2
016
08/06/2
016
07/06/2
016
06/06/2
016
03/06/2
016
01/06/2
016
31/05/2
016
2.66
2.2
-1.48%
0.00%
-1.51%
0.02% 0.00%
2.66
2.28
0.00%
3.64%
-0.02%
3.66% 0.00%
2.66
2.3
0.00%
0.88%
-0.02%
30/05/2
016
2.65
2.35
-0.38%
2.17%
-0.40%
0.90% 0.00%
2.20% 0.01%
27/05/2
016
2.65
2.45
0.00%
4.26%
-0.02%
26/05/2
016
2.61
2.5
-1.51%
2.04%
-1.53%
25/05/2
016
2.63
2.46
0.77%
-1.60%
0.74%
4.28% 0.00%
2.06% 0.03%
-1.58% 0.01%
2.63
2.35
0.00%
-4.47%
-0.02%
-4.45% 0.00%
2.61
2.26
-0.76%
-3.83%
-0.78%
-3.81% 0.03%
2.61
2.25
0.00%
-0.44%
-0.02%
2.65
2.1
1.53%
-6.67%
1.51%
-0.42% 0.00%
-6.64% 0.10%
2.69
2.17
1.51%
3.33%
1.48%
3.36% 0.05%
2.7
2.24
0.37%
3.23%
0.35%
3.25% 0.01%
2.75
2.3
1.85%
2.68%
1.83%
2.70% 0.05%
2.75
2.37
0.00%
3.04%
-0.02%
11/05/2
016
2.7
2.45
-1.82%
3.38%
-1.84%
3.07% 0.00%
3.40% 0.06%
10/05/2
016
2.7
2.54
0.00%
3.67%
-0.02%
09/05/2
016
2.73
2.45
1.11%
-3.54%
1.09%
06/05/2
016
2.75
2.41
0.73%
-1.63%
0.71%
04/05/2
016
2.85
2.41
3.64%
0.00%
3.61%
02/05/2
016
2.94
2.37
3.16%
-1.66%
3.13%
29/04/2
016
2.85
2.38
-3.06%
0.42%
-3.09%
28/04/2
016
2.66
2.41
-6.67%
1.26%
-6.69%
27/04/2
016
2.7
2.4
1.50%
-0.41%
1.48%
26/04/2
016
2.65
2.37
-1.85%
-1.25%
-1.88%
25/04/2
016
2.7
2.35
1.89%
-0.84%
1.86%
-1.23% 0.02%
-0.82% 0.02%
2.8
2.36
3.70%
0.43%
3.68%
0.45% 0.02%
2.85
2.36
1.79%
0.00%
1.76%
0.02% 0.00%
2.8
2.3
2.75
2.32
-1.75%
-1.79%
-2.54%
0.87%
-1.78%
-1.81%
-2.52% 0.04%
0.89%
-
24/05/2
016
23/05/2
016
20/05/2
016
19/05/2
016
18/05/2
016
17/05/2
016
13/05/2
016
12/05/2
016
22/04/2
016
21/04/2
016
20/04/2
016
19/04/2
3.70% 0.00%
-3.52% 0.04%
-1.61% 0.01%
0.02% 0.00%
-1.64% 0.05%
0.45% 0.01%
1.28% 0.09%
-0.39% 0.01%
0.02%
016
18/04/2
016
15/04/2
016
2.6
2.02
-5.45% -12.93%
-5.48% -12.91% 0.71%
2.5
1.79
-3.85% -11.39%
14/04/2
016
2.46
1.95
-3.87% -11.36% 0.44%

-1.62%
8.96% 0.15%
13/04/2
016
2.55
1.95
12/04/2
016
2.5
2.02
11/04/2
016
2.35
2.1
2.08
-14.89%
1.89
2.05
1.98
-1.60%
8.94%
3.66%
0.00%
3.63%
-1.96%
3.59%
-1.99%
-6.00%
3.96%
-6.02%
0.02% 0.00%
3.61% 0.07%
3.98% 0.24%
-0.95% -14.92%
-0.93% 0.14%
-5.50%
-1.44%
-5.52%
-1.42% 0.08%
2.14
4.76%
4.39%
4.74%
4.41% 0.21%
2.1
2.16
6.06%
0.93%
6.04%
0.96% 0.06%
2.2
2.25
4.76%
4.17%
4.74%
2.25
2.16
2.27%
-4.00%
2.25%
4.19% 0.20%
-3.98% 0.09%
2.25
1.87
0.00% -13.43%
-0.02% -13.40% 0.00%
2.25
1.82
0.00%
-2.67%
-0.02%
-2.65% 0.00%
2.17
1.8
-3.56%
-1.10%
-3.58%
23/03/2
016
2.24
1.76
3.23%
-2.22%
3.20%
22/03/2
016
2.15
1.84
-4.02%
4.55%
-4.04%
-1.08% 0.04%
-2.20% 0.07%
4.57% 0.18%
2.18
1.84
1.40%
0.00%
1.37%
0.02% 0.00%
2.05
1.8
-5.96%
-2.17%
-5.99%
1.86
1.85
-9.27%
2.78%
-9.29%
-2.15% 0.13%
2.80% 0.26%
1.8
1.81
-3.23%
-2.16%
-3.25%
-2.14% 0.07%
1.85
1.89
2.78%
4.42%
2.75%
4.44% 0.12%
1.85
1.75
0.00%
-7.41%
-0.02%
-7.38% 0.00%
1.83
1.67
-1.08%
-4.57%
-1.11%
-4.55% 0.05%
1.78
1.63
-2.73%
-2.40%
-2.76%
-2.37% 0.07%
1.7
1.56
-4.49%
-4.29%
-4.52%
08/03/2
016
1.66
1.65
-2.35%
5.77%
-2.38%
07/03/2
016
1.65
1.68
-0.60%
1.82%
-0.63%
-4.27% 0.19%
5.79% 0.14%
1.84% 0.01%
1.56
1.6
-5.45%
-4.76%
-5.48%
-4.74% 0.26%
1.5
1.59
-3.85%
-0.63%
-3.87%
-0.60% 0.02%
1.5
1.53
0.00%
-3.77%
-0.02%
-3.75% 0.00%
08/04/2
016
07/04/2
016
06/04/2
016
05/04/2
016
04/04/2
016
01/04/2
016
31/03/2
016
30/03/2
016
28/03/2
016
21/03/2
016
18/03/2
016
17/03/2
016
16/03/2
016
15/03/2
016
14/03/2
016
11/03/2
016
10/03/2
016
09/03/2
016
04/03/2
016
03/03/2
016
02/03/2
016
01/03/2
016
29/02/2
016
25/02/2
016
24/02/2
016
23/02/2
016
22/02/2
016
18/02/2
016
16/02/2
016
15/02/2
016
12/02/2
016
11/02/2
016
10/02/2
016
09/02/2
016
05/02/2
016
04/02/2
016
03/02/2
016
02/02/2
016
01/02/2
016
29/01/2
016
22/01/2
016
19/01/2
016
18/01/2
016
14/01/2
016
13/01/2
016
12/01/2
016
11/01/2
016
08/01/2
016
07/01/2
016
05/01/2
016
31/12/2
015
30/12/2
015
29/12/2
015
28/12/2
015
22/12/2
015
1.5
1.51
0.00%
-1.31%
-0.02%
-1.28% 0.00%
1.4
1.47
-6.67%
-2.65%
-6.69%
-2.63% 0.18%
1.35
1.44
-3.57%
-2.04%
-3.60%
-2.02% 0.07%
1.35
1.44
0.00%
0.00%
-0.02%
0.02% 0.00%
1.35
1.45
0.00%
0.69%
-0.02%
0.72% 0.00%
1.35
1.45
0.00%
0.00%
-0.02%
0.02% 0.00%
1.34
1.45
-0.74%
0.00%
-0.77%
0.02% 0.00%
1.34
1.5
0.00%
3.45%
-0.02%
3.47% 0.00%
1.35
1.56
0.75%
4.00%
0.72%
4.02% 0.03%
1.35
1.58
0.00%
1.28%
-0.02%
1.31% 0.00%
1.35
1.58
0.00%
0.00%
-0.02%
0.02% 0.00%
1.4
1.6
3.70%
1.27%
3.68%
1.29% 0.05%
1.4
1.5
0.00%
-6.25%
-0.02%
-6.23% 0.00%
1.35
1.43
-3.57%
-4.67%
-3.60%
1.3
1.45
-3.70%
1.40%
-3.73%
-4.64% 0.17%
1.42% 0.05%
1.3
1.45
0.00%
0.00%
-0.02%
0.02% 0.00%
1.3
1.46
0.00%
0.69%
-0.02%
1.35
1.45
3.85%
-0.68%
3.82%
0.71% 0.00%
-0.66% 0.03%
1.45
1.56
7.41%
7.59%
7.38%
7.61% 0.56%
1.54
1.6
6.21%
2.56%
6.18%
2.59% 0.16%
1.54
1.6
0.00%
0.00%
-0.02%
0.02% 0.00%
1.54
1.6
0.00%
0.00%
-0.02%
0.02% 0.00%
1.54
1.5
0.00%
-6.25%
-0.02%
-6.23% 0.00%
1.57
1.7
1.95%
13.33%
1.92%
13.36% 0.26%
1.57
1.7
0.00%
0.00%
-0.02%
1.6
1.64
1.91%
-3.53%
1.89%
0.02% 0.00%
-3.51% 0.07%
1.6
1.64
0.00%
0.00%
-0.02%
0.02% 0.00%
1.65
1.64
3.12%
0.00%
3.10%
0.02% 0.00%
1.73
1.65
4.85%
0.61%
4.82%
0.63% 0.03%
1.7
1.65
-1.73%
0.00%
-1.76%
0.02% 0.00%
1.64
1.65
-3.53%
0.00%
-3.55%
0.02% 0.00%
1.6
1.65
-2.44%
0.00%
-2.46%
0.02% 0.00%
1.6
1.7
0.00%
3.03%
-0.02%
3.05% 0.00%
1.62
1.72
1.25%
1.18%
1.23%
1.20% 0.01%
17/12/2
015
16/12/2
015
15/12/2
015
11/12/2
015
10/12/2
015
07/12/2
015
04/12/2
015
03/12/2
015
30/11/2
015
27/11/2
015
26/11/2
015
25/11/2
015
19/11/2
015
1.62
1.79
0.00%
4.07%
-0.02%
4.09% 0.00%
1.6
1.79
-1.23%
0.00%
-1.26%
0.02% 0.00%
1.65
1.79
3.12%
0.00%
3.10%
0.02% 0.00%
1.7
1.8
3.03%
0.56%
3.01%
0.58% 0.02%
1.69
1.8
-0.59%
0.00%
-0.61%
0.02% 0.00%
1.73
1.8
2.37%
0.00%
2.34%
0.02% 0.00%
1.73
1.8
0.00%
0.00%
-0.02%
0.02% 0.00%
1.7
1.8
-1.73%
0.00%
-1.76%
0.02% 0.00%
1.7
1.8
0.00%
0.00%
-0.02%
0.02% 0.00%
1.7
1.8
0.00%
0.00%
-0.02%
0.02% 0.00%
1.72
1.8
1.18%
0.00%
1.15%
0.02% 0.00%
1.73
1.8
0.58%
0.00%
0.56%
0.02% 0.00%
1.75
1.81
1.16%
0.56%
1.13%
1.8
1.8
2.86%
-0.55%
2.83%
0.58% 0.01%
-0.53% 0.01%
1.83
1.8
1.67%
0.00%
1.64%
0.02% 0.00%
1.83
1.8
0.00%
0.00%
-0.02%
0.02% 0.00%
1.85
1.83
1.09%
1.67%
1.07%
1.69% 0.02%
1.81
1.8
-2.16%
-1.64%
-2.19%
-1.62% 0.04%
1.79
1.8
-1.10%
0.00%
-1.13%
05/11/2
015
1.78
1.82
-0.56%
1.11%
-0.58%
03/11/2
015
1.77
1.85
-0.56%
1.65%
-0.59%
0.02% 0.00%
1.13% 0.01%
1.67% 0.01%
1.75
1.8
-1.13%
-2.70%
-1.15%
-2.68% 0.03%
1.76
1.8
0.57%
0.00%
0.55%
0.02% 0.00%
1.75
1.8
-0.57%
0.00%
-0.59%
0.02% 0.00%
1.75
1.79
0.00%
-0.56%
-0.02%
-0.53% 0.00%
1.75
1.79
0.00%
0.00%
-0.02%
0.02% 0.00%
1.76
1.8
0.57%
0.56%
0.55%
0.58% 0.00%
1.77
1.8
0.57%
0.00%
0.54%
0.02% 0.00%
1.77
1.8
0.00%
0.00%
-0.02%
0.02% 0.00%
1.74
1.8
-1.69%
0.00%
-1.72%
0.02% 0.00%
1.75
1.8
0.57%
0.00%
0.55%
0.02% 0.00%
1.84
1.8
5.14%
0.00%
5.12%
1.8
1.83
-2.17%
1.67%
-2.20%
0.02% 0.00%
1.69% 0.04%
17/11/2
015
16/11/2
015
13/11/2
015
10/11/2
015
09/11/2
015
06/11/2
015
30/10/2
015
29/10/2
015
28/10/2
015
27/10/2
015
26/10/2
015
23/10/2
015
22/10/2
015
20/10/2
015
19/10/2
015
16/10/2
015
15/10/2
015
14/10/2
015
13/10/2
015
12/10/2
015
1.8
1.88
0.00%
2.73%
-0.02%
2.76% 0.00%
1.83
1.93
1.67%
2.66%
1.64%
1.8
1.96
-1.64%
1.55%
-1.66%
2.68% 0.04%
1.58% 0.03%
1.8
1.96
0.00%
0.00%
-0.02%
0.02% 0.00%
1.8
1.97
0.00%
0.51%
-0.02%
0.53% 0.00%
1.83
1.97
1.67%
0.00%
1.64%
30/09/2
015
1.87
1.95
2.19%
-1.02%
2.16%
29/09/2
015
1.85
1.99
-1.07%
2.05%
-1.09%
0.02% 0.00%
-0.99% 0.02%
2.08% 0.02%
1.85
1.8
0.00%
-9.55%
-0.02%
-9.52% 0.00%
1.85
1.65
0.00%
-8.33%
-0.02%
-8.31% 0.00%
1.89
1.67
2.16%
1.21%
2.14%
1.9
1.55
0.53%
-7.19%
0.50%
1.24% 0.03%
-7.16% 0.04%
07/10/2
015
05/10/2
015
02/10/2
015
01/10/2
015
28/09/2
015
25/09/2
015
24/09/2
015
23/09/2
015
22/09/2
015
18/09/2
015
17/09/2
015
1.9
1.62
0.00%
4.52%
-0.02%
4.54% 0.00%
1.93
1.76
1.58%
8.64%
1.55%
8.67% 0.13%
1.81
3.63%
2.84%
3.60%
16/09/2
015
1.93
1.92
-3.50%
6.08%
-3.52%
15/09/2
015
1.9
1.93
-1.55%
0.52%
-1.58%
2.86% 0.10%
6.10% 0.22%
0.54% 0.01%
1.9
2.15
0.00%
11.40%
-0.02%
11.42% 0.00%
1.9
2.2
0.00%
2.33%
-0.02%
2.35% 0.00%
1.9
2.25
0.00%
2.27%
-0.02%
09/09/2
015
1.85
2.3
-2.63%
2.22%
-2.66%
08/09/2
015
1.88
2.25
1.62%
-2.17%
1.60%
2.30% 0.00%
2.25% 0.06%
-2.15% 0.03%
1.91
2.27
1.60%
0.89%
1.57%
0.91% 0.01%
1.92
2.25
0.52%
-0.88%
0.50%
-0.86% 0.00%
1.98
2.25
3.13%
0.00%
3.10%
0.02% 0.00%
2.3
1.01%
2.22%
0.99%
2.25% 0.02%
2.52
0.00%
9.57%
-0.02%
27/08/2
015
1.9
2.53
-5.00%
0.40%
-5.02%
26/08/2
015
1.8
2.54
-5.26%
0.40%
-5.29%
9.59% 0.00%
0.42% 0.02%
0.42% 0.02%
1.78
2.54
-1.11%
0.00%
-1.14%
0.02% 0.00%
1.74
2.52
-2.25%
-0.79%
-2.27%
-0.76% 0.02%
14/09/2
015
11/09/2
015
10/09/2
015
07/09/2
015
04/09/2
015
01/09/2
015
31/08/2
015
28/08/2
015
25/08/2
015
24/08/2
015
4.02%
-0.40%
4.00%
-0.37% 0.01%
2.51
7.73%
0.00%
7.71%
0.02% 0.00%
2.55
2.56%
1.59%
2.54%
1.62% 0.04%
2.03
2.72
1.50%
6.67%
1.48%
17/08/2
015
2.04
2.64
0.49%
-2.94%
0.47%
14/08/2
015
2.03
2.68
-0.49%
1.52%
-0.51%
6.69% 0.10%
-2.92% 0.01%
1.54% 0.01%
2.22
2.68
9.36%
0.00%
9.34%
0.02% 0.00%
2.23
2.7
0.45%
0.75%
0.43%
2.27
2.69
1.79%
-0.37%
1.77%
0.77% 0.00%
-0.35% 0.01%
2.32
2.75
2.20%
2.23%
2.18%
2.25% 0.05%
2.32
2.69
0.00%
-2.18%
-0.02%
-2.16% 0.00%
2.33
2.7
0.43%
0.37%
0.41%
0.40% 0.00%
2.38
2.7
2.15%
0.00%
2.12%
2.4
2.65
0.84%
-1.85%
0.82%
0.02% 0.00%
-1.83% 0.01%
2.4
2.62
0.00%
-1.13%
-0.02%
-1.11% 0.00%
2.4
2.65
0.00%
1.15%
-0.02%
2.45
2.6
2.08%
-1.89%
2.06%
1.17% 0.00%
-1.86% 0.04%
2.45
2.59
0.00%
-0.38%
-0.02%
-0.36% 0.00%
2.5
2.59
2.04%
0.00%
2.02%
17/07/2
015
2.51
2.55
0.40%
-1.54%
0.38%
0.02% 0.00%
-1.52% 0.01%
16/07/2
015
2.51
2.53
0.00%
-0.78%
-0.02%
15/07/2
015
2.45
2.55
-2.39%
0.79%
-2.41%
-0.76% 0.00%
0.81% 0.02%
2.51
2.65
2.45%
3.92%
2.42%
3.95% 0.10%
2.5
2.1
2.5
2.14
0.00%
1.90%
-0.02%
1.93% 0.00%
2.5
2.16
0.00%
0.93%
-0.02%
0.96% 0.00%
2.5
2.14
0.00%
-0.93%
-0.02%
-0.90% 0.00%
2.51
2.14
0.40%
0.00%
0.38%
0.02% 0.00%
2.5
2.12
-0.40%
-0.93%
-0.42%
-0.91% 0.00%
2.47
2.1
-1.20%
-0.94%
-1.22%
30/06/2
015
2.46
2.13
26/06/2
2.42
2.17
-0.40%
-1.63%
1.43%
1.88%
-0.43%
-1.65%
-0.92% 0.01%
1.45% 0.01%
1.90%
-
21/08/2
015
20/08/2
015
19/08/2
015
18/08/2
015
13/08/2
015
12/08/2
015
11/08/2
015
10/08/2
015
07/08/2
015
06/08/2
015
05/08/2
015
03/08/2
015
30/07/2
015
24/07/2
015
22/07/2
015
21/07/2
015
20/07/2
015
14/07/2
015
13/07/2
015
08/07/2
015
07/07/2
015
06/07/2
015
03/07/2
015
02/07/2
015
01/07/2
015
1.81
2.51
1.95
-0.40% -20.75%
-0.42% -20.73% 0.09%
0.03%
015
25/06/2
015
2.42
2.2
24/06/2
015
2.45
2.18
2.5
0.00%
1.38%
-0.02%
1.24%
-0.91%
1.22%
1.41% 0.00%
-0.89% 0.01%
2.23
2.04%
2.29%
2.02%
2.32% 0.05%
2.48
2.17
-0.80%
-2.69%
-0.82%
-2.67% 0.02%
2.47
2.16
-0.40%
-0.46%
-0.43%
-0.44% 0.00%
2.45
2.15
-0.81%
-0.46%
-0.83%
2.4
2.16
-2.04%
0.47%
-2.07%
-0.44% 0.00%
0.49% 0.01%
2.4
2.15
0.00%
-0.46%
-0.02%
-0.44% 0.00%
2.4
2.18
0.00%
1.40%
-0.02%
1.42% 0.00%
2.33
2.12
-2.92%
-2.75%
-2.94%
-2.73% 0.08%
2.34
2.12
0.43%
0.00%
0.40%
0.02% 0.00%
2.36
2.14
0.85%
0.94%
0.83%
0.97% 0.01%
2.35
2.13
-0.42%
-0.47%
-0.45%
-0.44% 0.00%
2.36
2.11
0.43%
-0.94%
0.40%
-0.92% 0.00%
2.36
2.11
0.00%
0.00%
-0.02%
01/06/2
015
2.37
2.04
0.42%
-3.32%
0.40%
29/05/2
015
2.4
2.02
1.27%
-0.98%
1.24%
28/05/2
015
2.32
2.04
-3.33%
0.99%
-3.36%
0.02% 0.00%
-3.29% 0.01%
-0.96% 0.01%
1.01% 0.03%
2.32
2.05
0.00%
0.49%
-0.02%
0.51% 0.00%
2.33
2.06
0.43%
0.49%
0.41%
2.38
2.05
2.15%
-0.49%
2.12%
0.51% 0.00%
-0.46% 0.01%
2.38
2.02
0.00%
-1.46%
-0.02%
-1.44% 0.00%
2.37
2.01
-0.42%
-0.50%
-0.44%
-0.47% 0.00%
2.35
2.01
-0.84%
0.00%
-0.87%
0.02% 0.00%
2.33
-0.85%
-0.50%
-0.88%
-0.47% 0.00%
2.4
3.00%
0.00%
2.98%
2.42
1.97
0.83%
-1.50%
0.81%
0.02% 0.00%
-1.48% 0.01%
2.42
1.97
0.00%
0.00%
-0.02%
0.02% 0.00%
2.42
1.93
0.00%
-2.03%
-0.02%
-2.01% 0.00%
2.42
1.93
0.00%
0.00%
-0.02%
2.46
1.86
1.65%
-3.63%
1.63%
0.02% 0.00%
-3.60% 0.06%
22/06/2
015
19/06/2
015
18/06/2
015
17/06/2
015
16/06/2
015
12/06/2
015
11/06/2
015
10/06/2
015
09/06/2
015
05/06/2
015
04/06/2
015
03/06/2
015
02/06/2
015
27/05/2
015
26/05/2
015
25/05/2
015
22/05/2
015
21/05/2
015
20/05/2
015
19/05/2
015
15/05/2
015
14/05/2
015
13/05/2
015
12/05/2
015
11/05/2
015
08/05/2
015
07/05/2
015
2.46
1.96
06/05/2
015
2.45
2.46
0.00%
5.38%
-0.02%
-0.41%
2.04%
-0.43%
5.40% 0.00%
2.06% 0.01%
2.01
0.41%
0.50%
0.38%
0.52% 0.00%
2.45
2.02
-0.41%
0.50%
-0.43%
0.52% 0.00%
2.45
0.00%
-0.99%
-0.02%
-0.97% 0.00%
2.36
-3.67%
0.00%
-3.70%
0.02% 0.00%
2.32
1.96
-1.69%
-2.00%
-1.72%
-1.98% 0.03%
2.31
1.96
-0.43%
0.00%
-0.46%
0.02% 0.00%
2.28
1.94
-1.30%
-1.02%
-1.32%
2.35
1.9
3.07%
-2.06%
3.05%
-1.00% 0.01%
-2.04% 0.06%
2.31
1.81
-1.70%
-4.74%
-1.73%
-4.71% 0.08%
2.3
1.82
-0.43%
0.55%
-0.46%
0.58% 0.00%
2.32
1.83
0.87%
0.55%
0.85%
0.57% 0.00%
2.35
1.85
1.29%
1.09%
1.27%
1.12% 0.01%
2.35
1.86
0.00%
0.54%
-0.02%
0.56% 0.00%
2.38
1.86
1.28%
0.00%
1.25%
0.02% 0.00%
2.37
1.87
-0.42%
0.54%
-0.44%
0.56% 0.00%
2.34
1.85
-1.27%
-1.07%
-1.29%
-1.05% 0.01%
2.33
1.83
-0.43%
-1.08%
-0.45%
-1.06% 0.00%
2.3
1.8
-1.29%
-1.64%
-1.31%
-1.62% 0.02%
2.33
1.83
1.30%
1.67%
1.28%
1.69% 0.02%
2.32
1.83
-0.43%
0.00%
-0.45%
0.02% 0.00%
2.32
1.84
0.00%
0.55%
-0.02%
0.57% 0.00%
2.32
1.81
0.00%
-1.63%
-0.02%
-1.61% 0.00%
2.32
1.8
0.00%
-0.55%
-0.02%
20/03/2
015
2.31
1.88
-0.43%
4.44%
-0.46%
19/03/2
015
2.3
1.96
-0.43%
4.26%
-0.46%
-0.53% 0.00%
4.47% 0.02%
4.28% 0.02%
2.3
2.02
0.00%
3.06%
-0.02%
3.08% 0.00%
05/05/2
015
04/05/2
015
30/04/2
015
29/04/2
015
28/04/2
015
27/04/2
015
24/04/2
015
20/04/2
015
17/04/2
015
16/04/2
015
15/04/2
015
14/04/2
015
08/04/2
015
07/04/2
015
06/04/2
015
01/04/2
015
31/03/2
015
30/03/2
015
27/03/2
015
26/03/2
015
25/03/2
015
24/03/2
015
23/03/2
015
18/03/2
015
17/03/2
015
16/03/2
015
13/03/2
015
12/03/2
015
2.3
1.98
0.00%
-1.98%
-0.02%
-1.96% 0.00%
2.27
1.95
-1.30%
-1.52%
-1.33%
-1.49% 0.02%
2.27
1.88
0.00%
-3.59%
-0.02%
-3.57% 0.00%
2.27
1.85
0.00%
-1.60%
-0.02%
11/03/2
015
2.25
1.88
-0.88%
1.62%
-0.91%
-1.57% 0.00%
1.65% 0.01%
-2.22%
1.60%
-2.25%
1.62% 0.04%
1.91
2.27%
0.00%
2.25%
0.02% 0.00%
2.31
2.02
2.67%
5.76%
2.64%
05/03/2
015
2.3
2.05
-0.43%
1.49%
-0.46%
04/03/2
015
2.25
2.06
-2.17%
0.49%
-2.20%
5.78% 0.15%
1.51% 0.01%
0.51% 0.01%
03/03/2
015
2.25
2.03
0.00%
-1.46%
-0.02%
02/03/2
015
2.23
2.1
-0.89%
3.45%
-0.91%
-1.43% 0.00%
3.47% 0.03%
2.2
2.04
-1.35%
-2.86%
-1.37%
-2.83% 0.04%
2.17
2.01
-1.36%
-1.47%
-1.39%
25/02/2
015
2.24
1.96
3.23%
-2.49%
3.20%
-1.45% 0.02%
-2.46% 0.08%
24/02/2
015
2.3
2.68%
2.04%
2.65%
23/02/2
015
2.34
1.97
1.74%
-1.50%
1.71%
2.06% 0.05%
-1.48% 0.03%
2.36
0.85%
1.52%
0.83%
1.55% 0.01%
2.37
2.06
0.42%
3.00%
0.40%
3.02% 0.01%
2.45
2.07
3.38%
0.49%
3.35%
0.51% 0.02%
2.5
2.09
2.04%
0.97%
2.02%
0.99% 0.02%
2.53
2.09
1.20%
0.00%
1.18%
13/02/2
015
2.52
2.12
-0.40%
1.44%
-0.42%
12/02/2
015
2.46
2.16
-2.38%
1.89%
-2.41%
0.02% 0.00%
1.46% 0.01%
1.91% 0.05%
2.46
2.17
0.00%
0.46%
-0.02%
0.49% 0.00%
2.46
2.17
0.00%
0.00%
-0.02%
0.02% 0.00%
2.45
2.17
-0.41%
0.00%
-0.43%
06/02/2
015
2.51
2.15
2.45%
-0.92%
2.42%
05/02/2
015
2.52
2.12
0.40%
-1.40%
0.37%
0.02% 0.00%
-0.90% 0.02%
-1.37% 0.01%
2.55
2.12
1.19%
0.00%
1.17%
0.02% 0.00%
2.5
2.12
-1.96%
0.00%
-1.99%
02/02/2
015
2.54
2.07
1.60%
-2.36%
1.58%
30/01/2
015
2.66
2.04
4.72%
-1.45%
4.70%
0.02% 0.00%
-2.33% 0.04%
-1.43% 0.07%
29/01/2
015
2.7
2.25
1.50%
10.29%
1.48%
28/01/2
015
2.69
2.3
-0.37%
2.22%
-0.39%
10/03/2
015
09/03/2
015
06/03/2
015
27/02/2
015
26/02/2
015
20/02/2
015
19/02/2
015
18/02/2
015
17/02/2
015
16/02/2
015
11/02/2
015
10/02/2
015
09/02/2
015
04/02/2
015
03/02/2
015
2.2
1.91
2.25
10.32% 0.15%
2.25% 0.01%
27/01/2
015
26/01/2
015
2.66
2.3
-1.12%
0.00%
-1.14%
0.02% 0.00%
2.64
2.3
-0.75%
0.00%
-0.78%
23/01/2
015
2.62
2.33
-0.76%
1.30%
-0.78%
0.02% 0.00%
1.33% 0.01%
22/01/2
015
2.6
2.33
-0.76%
0.00%
-0.79%
21/01/2
015
2.55
2.35
-1.92%
0.86%
-1.95%
0.02% 0.00%
0.88% 0.02%
3. CALCULANDO L RENTABILIDAD ESPERADA Y EL RIESGO DE LA

CARTERA
GRAFICO:
Rent Cartera
Rent Cartera
0.030%
0.020%
0.010%
0.000%
-0.010%
-0.020%
-0.030%
ANALISIS Y COMENTARIO RESPECTO A LA MAXIMA RENTABILIDAD

OBTENIDA Y AL MINIMO RIESGO ASOCIDO A LA CARTERA
4. CONCLUSIONES

Analisis de Cartera

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Analisis de Cartera

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ANALISIS DE CARTERA

RENTABILIDAD PROMEDIO O ESPERADA,RIESGOS,RANGOS .

La tabla muestra un resumen de la rentabilidad y el riesgo de la empresa A y

ANALISIS Y COMENTARIO SOBRE LA RENTABILIDAD Y VARIABILIDAD DE

Renta "A" Renta "B" Renta

-5.48% -12.91% 0.71%

-3.87% -11.36% 0.44%

-0.02% -13.40% 0.00%

-0.42% -20.73% 0.09%

3. CALCULANDO L RENTABILIDAD ESPERADA Y EL RIESGO DE LA

ANALISIS Y COMENTARIO RESPECTO A LA MAXIMA RENTABILIDAD

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