Académique Documents
Professionnel Documents
Culture Documents
Portafolios
Acción
Rentabilidad
Ponderación
Varianza
Rentabilidad ALFA
(a) R alfa : 13.95%
Varianza ALFA
VAR alfa : 0.0020905
Riesgo ALFA
(b) D.Est. alfa : 4.57%
s eficiente es OMEGA, que posee un menor riesgo y uan rentabilidad similar al portfolio ALFA.
GRAMONC1 (Y) (X - Xm) (X - Xm)^2 (Y - Ym) (Y - Ym)^2
5% 4.00% 0.00160 2.600% 0.000676
2% -1.00% 0.00010 -0.400% 0.000016
-10% -12.00% 0.01440 -12.400% 0.015376
5% 3.00% 0.00090 2.600% 0.000676
10% 6.00% 0.00360 7.600% 0.005776
2.40% 0.02060 0.022520
Varianza (X) 0.00515 Varianza (Y) 0.00563
Des.Estand. (X) 7.18% Des.Estand. (Y) 7.50%
0.35
0.65
0.0006685
a portafolio : 0.0033137
Años 0 1 2 3 4
Inversión -55,000 -35,000
Ingresos 10,000 35,000 35,000
Egresos -3,000 -12,000 -12,000
Venta Negocio 25,000
FLUJO -55,000 -35,000 7,000 23,000 48,000
Factor= 1/(1+R)^n 1 0.9443 0.8917 0.8420 0.7951
10/27/2016 0.62
10/26/2016 0.62
10/25/2016 0.62
10/24/2016 0.62
10/21/2016 0.62
10/20/2016 0.63
10/19/2016 0.64
10/18/2016 0.62
10/17/2016 0.6
10/14/2016 0.6
10/13/2016 0.6
10/12/2016 0.6
10/11/2016 0.6
10/10/2016 0.61
10/7/2016 0.61
10/6/2016 0.59
10/5/2016 0.6
10/4/2016 0.6
10/3/2016 0.62
9/30/2016 0.62
9/29/2016 0.62
9/28/2016 0.62
9/27/2016 0.62
9/26/2016 0.63
9/23/2016 0.63
9/22/2016 0.64
9/21/2016 0.64
9/20/2016 0.64
9/19/2016 0.64
9/16/2016 0.64
9/15/2016 0.63
9/14/2016 0.64
9/13/2016 0.63
9/12/2016 0.64
9/9/2016 0.64
9/8/2016 0.66
9/7/2016 0.67
9/6/2016 0.67
9/5/2016 0.66
9/2/2016 0.65
9/1/2016 0.64
8/31/2016 0.65
8/29/2016 0.62
8/26/2016 0.63
8/25/2016 0.63
8/24/2016 0.63
8/23/2016 0.66
8/22/2016 0.65
8/19/2016 0.66
8/18/2016 0.67
8/17/2016 0.66
8/16/2016 0.67
8/15/2016 0.67
8/12/2016 0.68
8/11/2016 0.69
8/10/2016 0.68
8/9/2016 0.68
8/8/2016 0.68
8/5/2016 0.67
8/4/2016 0.68
8/3/2016 0.67
8/2/2016 0.68
8/1/2016 0.68
7/27/2016 0.67
7/26/2016 0.67
7/25/2016 0.66
7/22/2016 0.66
7/21/2016 0.68
7/20/2016 0.65
7/19/2016 0.68
7/18/2016 0.68
7/15/2016 0.69
7/14/2016 0.67
7/13/2016 0.67
7/12/2016 0.68
7/11/2016 0.66
7/8/2016 0.66
7/7/2016 0.65
7/6/2016 0.65
7/5/2016 0.65
7/4/2016 0.66
7/1/2016 0.63
6/30/2016 0.6
6/28/2016 0.56
6/27/2016 0.55
6/24/2016 0.56
6/23/2016 0.59
6/22/2016 0.56
6/21/2016 0.56
6/20/2016 0.58
6/17/2016 0.58
6/16/2016 0.59
6/15/2016 0.6
6/14/2016 0.59
6/13/2016 0.59
6/10/2016 0.59
9
Covarianza: Sumatoria
PRECIO Rentabilidad Varianza Covarianza
ACTIVO2=Y ACTIVO2=Y (Yi-Y)^2 (Xi-X)*(Yi-Y) de (Xi-X)*(Yi-Y)/(n-1)
-0.19244%
(para comprobar)
32.00
Rotación de Existencias 0
Rotacion de Cuestas por Cobrar 147
Rotación de Cuentas por Pagar 2,805
Ciclo de Conversión de Efectivo -2,658
3/20/2017
Cobro a Cliente
35.00
Dic Ene Feb Mar
% Ventas 120,000 115,000 85,000 80,000
65% Compras 78,000 74,750 55,250 52,000
23% 1.00%
1.00%
Abr
80,000
52,000
Abr
32,000
24,000
25,500
-
54,335
135,835
20,800
22,100
10,400
53,300
10,000
20,000
35,000
17,535
10,000
27,535
17,361
174
-0
10,000
-
Set Oct Nov Dic
% Ventas 80,000 70,000 110,000 250,000
85% Compras 68,000 59,500 93,500 212,500
Ene
67,500
87,500
22,000
5,000
182,000
0
31,875
31,875
60,000
20,000
10,000
20,000
141,875
40,125
10,000
0
50,125
37,898
2,227
10,000
184,786.37