Histórico

1. Matriz de precios

Date AmeMov Asur Televisa Walmart

1 1/1/2014 14.99 163.24 78.7 33.72
2 1/2/2014 14.66 159.87 78.28 32.89
3 1/3/2014 14.67 153.96 78.2 32.72
4 1/6/2014 14.55 147.74 77.62 32.33
5 1/7/2014 14.45 153.51 78.96 32.85
6 1/8/2014 14.23 155.96 79.3 32.37
7 1/9/2014 14.09 151.93 79.55 32.71
8 1/10/2014 14.16 153.19 82.44 32.97
9 1/13/2014 14.06 152.07 82.01 32.56
10 1/14/2014 14.23 156.36 82.53 32.74
11 1/15/2014 14.47 157 83.17 32.91
12 1/16/2014 14.35 153.58 81.88 32.43
13 1/17/2014 14.22 153.21 80.03 32.18
14 1/20/2014 14.2 154.07 79.99 32.04
15 1/21/2014 14.18 152.28 78.45 32.09
16 1/22/2014 14.4 153.18 78.47 31.81
17 1/23/2014 14.26 155.26 76.11 31.14
18 1/24/2014 14.03 153.77 77.06 31.26
19 1/27/2014 14.02 150.12 76.84 31.46
20 1/28/2014 13.92 148.89 75.59 31.52
21 1/29/2014 13.9 149.38 75.56 31.39
22 1/30/2014 14.14 149.79 76.51 31.34
23 1/31/2014 14.06 150.85 77.82 31.49
24 2/3/2014 14.06 150.85 77.82 31.49
25 2/4/2014 13.87 148.99 75.43 31
26 2/5/2014 13.56 145.02 75.15 30.88
27 2/6/2014 13.79 146.28 76.84 30.69
28 2/7/2014 13.97 146.52 78.34 29.38
29 2/10/2014 13.76 146.09 78.11 29.27
30 2/11/2014 14.1 146.81 78.15 29.42
31 2/12/2014 13.92 145.8 78.45 29.64
32 2/13/2014 13.78 146.51 76.41 29.69
33 2/14/2014 13.87 146.05 77.13 30.22
34 2/17/2014 13.86 147.07 76.75 30.42
35 2/18/2014 13.6 145.4 75.67 30.06
36 2/19/2014 13.42 144.12 74.24 28.77
37 2/20/2014 13.15 142.48 74.61 28.5
38 2/21/2014 13.14 142.55 76.31 28.31
39 2/24/2014 12.96 144.45 77.6 28.16
40 2/25/2014 12.87 144.4 75.91 27.94
41 2/26/2014 12.78 144.81 75.8 27.61
42 2/27/2014 12.93 146.85 76.14 27.77
43 2/28/2014 12.64 147.8 77.9 27.64
44 3/3/2014 12.75 147.23 78.63 27.68
45 3/4/2014 12.55 146.73 82.94 28.01
46 3/5/2014 12.51 146.5 83.07 28.25
47 3/6/2014 12.54 151.68 83.74 28.66
48 3/7/2014 12.74 154.31 81.79 28.75
49 3/10/2014 12.79 150.45 82.82 28.92
50 3/11/2014 13 152.64 82.82 28.9
51 3/12/2014 13.2 150.46 82.7 28.83
52 3/13/2014 12.89 147.23 82.56 28.45
53 3/14/2014 12.92 147.77 81.69 28.35
54 3/17/2014 12.92 147.77 81.69 28.35
55 3/18/2014 12.98 149.01 83.4 29.18
56 3/19/2014 12.91 148.64 83.54 29.38
57 3/20/2014 13.12 154.28 84.49 29.87
58 3/21/2014 13.18 156.89 83.54 29.54
59 3/24/2014 13.42 157.04 82.15 29.6
60 3/25/2014 12.89 158.27 83.03 30.31
61 3/26/2014 12.7 158.99 85.52 30.9
62 3/27/2014 12.51 159.76 85.46 30.49
63 3/28/2014 12.46 160 85.98 30.42
64 3/31/2014 12.74 160.13 87.07 30.49
65 4/1/2014 13.08 164.36 88.08 30.12
66 4/2/2014 13.23 164.53 90.22 30
67 4/3/2014 13.31 162.25 89.45 29.62
68 4/4/2014 13.3 159.06 88.3 30.24
69 4/7/2014 13.3 156.16 86.23 30.72
70 4/8/2014 13.15 161.79 86.45 31.87
71 4/9/2014 13.15 160.35 87.41 32.29
72 4/10/2014 12.88 160.62 85.51 31.7
73 4/11/2014 12.85 161.05 84.98 31.58
74 4/14/2014 12.95 163.07 84.65 32.19
75 4/15/2014 12.86 164.75 85.37 32.02
76 4/16/2014 12.69 165.24 86.25 32.87
77 4/17/2014 12.69 165.24 86.25 32.87
78 4/18/2014 12.69 165.24 86.25 32.87
79 4/21/2014 12.51 164.12 86.08 32.93
80 4/22/2014 12.64 162.97 85.05 32.48
81 4/23/2014 12.7 164.69 85.15 32.03
82 4/24/2014 12.75 164.02 85.55 32.51
83 4/25/2014 12.82 162.91 84.39 32.59
 84 4/28/2014 12.8 162.13 84.32 32.02
85 4/29/2014 13.01 162.09 85.55 32.33
86 4/30/2014 12.96 160.08 85.82 32.68
87 5/1/2014 12.96 160.08 85.82 32.68
88 5/2/2014 12.92 162.41 85.51 31.85
89 5/5/2014 13.01 162.42 85.79 31.97
90 5/6/2014 13.12 164.05 86.94 32.55
91 5/7/2014 12.96 165.48 86.07 32.93
92 5/8/2014 12.87 161.82 85.46 33
93 5/9/2014 12.73 163.51 85.78 33.07
94 5/12/2014 12.95 164.49 87.08 33.08
95 5/13/2014 12.97 164.8 87.52 32.75
96 5/14/2014 13.04 164.58 86.17 32.91
97 5/15/2014 12.86 163.26 85.19 32.68
98 5/16/2014 13.02 164.27 86.6 32.59
99 5/19/2014 12.5 164.19 87.01 32.41
100 5/20/2014 12.68 165.01 86.15 32.44
101 5/21/2014 12.84 165.98 85.55 32.29
102 5/22/2014 12.84 168.32 86.25 32.59
103 5/23/2014 12.61 168.01 85.62 32.61
104 5/26/2014 12.68 167.92 85.67 32.35
105 5/27/2014 12.59 167.69 85.3 32.51
106 5/28/2014 12.65 165.82 87.14 31.82
107 5/29/2014 12.56 166.02 88 32.22
108 5/30/2014 12.24 165.71 86.85 32.36
109 6/2/2014 12.43 167.06 87.96 32.89
110 6/3/2014 12.54 166.52 87.35 33.53
111 6/4/2014 12.41 166.47 87.62 33.68
112 6/5/2014 12.68 166.62 86.99 34.24
113 6/6/2014 12.96 169.79 89.09 34.88
114 6/9/2014 13.04 169.78 90.74 34.68
115 6/10/2014 13 170.12 88.87 34.94
116 6/11/2014 12.96 169.84 88.88 34.68
117 6/12/2014 12.76 169.93 87.79 34.56
118 6/13/2014 12.79 169.53 89.46 34.54
119 6/16/2014 12.7 169.78 90.26 34.85
120 6/17/2014 12.68 171.37 89.31 34.75
121 6/18/2014 12.56 170.23 88.79 34.66
122 6/19/2014 12.57 169.43 89.86 34.3
123 6/20/2014 12.53 171 88.59 34.54
124 6/23/2014 12.54 171.73 90.08 34.48
125 6/24/2014 12.7 170.59 90.75 34.23
126 6/25/2014 12.72 171.08 90.88 34.14
127 6/26/2014 12.63 170.9 91.15 34.17
128 6/27/2014 13.09 166.37 89.54 33.93
129 6/30/2014 13.24 164.95 89.01 34.29
130 7/1/2014 13.27 164.07 90.67 34.33
131 7/2/2014 13.29 165.02 91.59 34.76
132 7/3/2014 13.33 166.67 92.68 34.77
133 7/4/2014 13.22 167.36 91.94 34.25
134 7/7/2014 13.29 165.84 92.32 34.06
135 7/8/2014 13.26 165.74 89.69 34.3
136 7/9/2014 14.5 162.78 88.98 33.57
137 7/10/2014 14.38 161.37 89.06 32.94
138 7/11/2014 14.69 163.02 90.15 32.92
139 7/14/2014 14.83 164.44 90.61 33.57
140 7/15/2014 15.24 163.55 90.43 33.55
141 7/16/2014 15.43 163.2 90.45 32.95
142 7/17/2014 15.4 162.86 90.99 33.39
143 7/18/2014 15.35 166.33 92.63 33.48
144 7/21/2014 14.96 165.87 91.51 33.51
145 7/22/2014 15.27 163.96 90.33 33.75
146 7/23/2014 15.29 164.13 88.76 33.64
147 7/24/2014 15.39 165.33 88.8 34
148 7/25/2014 15.41 165.27 90.62 34.45
149 7/28/2014 15.53 164.19 91.76 34.36
150 7/29/2014 15.52 165.2 91.98 33.97
151 7/30/2014 15.55 167.71 93.73 33.35
152 7/31/2014 15.47 164.44 94.26 32.41
153 8/1/2014 15.33 163.46 94.08 33.16
154 8/4/2014 15.55 164.55 95.73 33.92
155 8/5/2014 15.3 164.17 94.73 33.09
156 8/6/2014 15.3 164.86 93.87 33.86
157 8/7/2014 14.89 165.96 92.12 33.94
158 8/8/2014 15.12 165.35 91.6 33.67
159 8/11/2014 15.4 169.21 94.22 33.78
160 8/12/2014 15.41 167.87 94.9 34.01
161 8/13/2014 15.39 167.79 95.9 33.43
162 8/14/2014 15.35 168.58 96 33.54
163 8/15/2014 15.35 168.11 96.2 33.48
164 8/18/2014 15.41 169.22 97.59 34.06
165 8/19/2014 15.34 168.71 97.7 34.14
166 8/20/2014 15.5 169.02 97.87 34.15
167 8/21/2014 15.72 169.43 97.34 34.15
168 8/22/2014 15.59 170.58 96.89 33.84
169 8/25/2014 15.62 169.08 97.67 34.13
170 8/26/2014 15.61 168.55 97.67 34.89
171 8/27/2014 15.73 169.22 97.16 35.22
172 8/28/2014 15.75 169.79 95.59 35.38
173 8/29/2014 15.87 167.61 97.29 35.31
174 9/1/2014 15.91 171.47 98.44 34.78
175 9/2/2014 16.27 171.54 97.78 34.95
176 9/3/2014 16.44 172.37 97.51 35.21
177 9/4/2014 16.91 178.38 97.38 35.16
178 9/5/2014 17.04 176.58 97.04 35.03
179 9/8/2014 17.26 176 96.31 34.91
180 9/9/2014 17.04 174.33 95.06 34.35
181 9/10/2014 16.87 174.36 95.53 34.33
182 9/11/2014 16.78 173.35 94.49 34.12
183 9/12/2014 16.94 172.91 93.73 34.54
184 9/15/2014 17.24 172.47 92.56 34.91
185 9/16/2014 17.24 172.47 92.56 34.91
186 9/17/2014 17.35 172.2 93.23 34.4
187 9/18/2014 17.38 172.21 94.04 34.68
188 9/19/2014 16.99 174.02 93.54 34.45
189 9/22/2014 17.08 169.76 91.28 34.11
190 9/23/2014 16.72 167.71 92.24 34.16
191 9/24/2014 16.72 169.3 91.95 34.21
192 9/25/2014 16.7 168.9 91.18 33.37
193 9/26/2014 16.86 169.65 91.31 33.48
194 9/29/2014 16.67 172.28 91.11 33.69
195 9/30/2014 16.83 173.55 91.1 33.49
196 10/1/2014 16.45 170.64 89.76 32.77
197 10/2/2014 16.53 167.57 91.19 32.44
198 10/3/2014 16.66 175.66 92.71 32.75
199 10/6/2014 16.7 178.21 92.55 32.98
200 10/7/2014 16.65 175.12 92.18 32.53
201 10/8/2014 16.52 174.52 93.35 32.61
202 10/9/2014 16.47 170.93 93.61 32.51
203 10/10/2014 16.17 166.89 92.12 32.74
204 10/13/2014 16.14 166.25 89.18 32.31
205 10/14/2014 16.3 164.64 89.54 31.93
206 10/15/2014 16.1 163.12 90.93 32.33
207 10/16/2014 16.04 166.49 89.61 32.37
208 10/17/2014 16.17 166.42 89.58 32.26
209 10/20/2014 16.12 170.67 90.4 31.06
210 10/21/2014 16.25 170.81 92.85 30.89
211 10/22/2014 16.03 172.86 92.11 29.77
212 10/23/2014 16.02 174.92 93.25 29.73
213 10/24/2014 15.9 174.41 89.41 29.79
214 10/27/2014 15.99 174.8 91.89 29.83
215 10/28/2014 15.91 175.22 93.53 30.76
216 10/29/2014 16.02 175.76 94.12 30.85
217 10/30/2014 16.05 177.85 95.5 31.14
218 10/31/2014 16.31 180.02 97.32 30.87
219 11/3/2014 16.48 181.22 97.99 30.93
220 11/4/2014 16.34 181.52 95.24 30.85
221 11/5/2014 16.33 184.02 95.89 31.28
222 11/6/2014 16.29 183.89 95.45 30.84
223 11/7/2014 16.2 184.1 95.04 30.59
224 11/10/2014 16 181.76 96.13 30.35
225 11/11/2014 15.91 181.61 96.07 30.08
226 11/12/2014 15.51 180.3 95.44 29.53
227 11/13/2014 15.79 179.13 96.91 29.9
228 11/14/2014 15.74 177.99 96.88 30
229 11/17/2014 15.74 177.99 96.88 30
230 11/18/2014 15.98 174.28 97.85 29.85
231 11/19/2014 16.11 181.02 100.05 29.9
232 11/20/2014 16.05 184.03 99.95 29.75
233 11/21/2014 16.45 181.08 100.97 30.01
234 11/24/2014 16.57 183.69 101.03 29.55
235 11/25/2014 16.52 186.51 100.27 29.75
236 11/26/2014 16.49 186.85 101.67 29.76
237 11/27/2014 16.57 185.86 102.35 29.8
238 11/28/2014 16.4 185.42 101.29 29.63
239 12/1/2014 16.27 182.02 102.13 28.75
240 12/2/2014 16.06 176.7 101.87 28.88
241 12/3/2014 16.05 180.28 102.45 29.57
242 12/4/2014 15.96 178.01 102.07 29.49
243 12/5/2014 16.12 182.25 104.73 29.81
244 12/8/2014 16.08 182.15 104.68 29.49
245 12/9/2014 15.79 181.07 103.66 28.89
246 12/10/2014 15.55 182.39 99 28.77
247 12/11/2014 15.94 185.07 98.8 28.9
248 12/12/2014 15.94 185.07 98.8 28.9
249 12/15/2014 15.15 178.52 94.37 28.93
250 12/16/2014 15.05 179.06 94.09 28.38
251 12/17/2014 15.48 182.28 95.01 29.8
252 12/18/2014 15.91 190.74 97.73 30.63
253 12/19/2014 15.79 187.68 97.72 29.81
254 12/22/2014 16.08 192.84 99.18 30.24
255 12/23/2014 16.3 199.43 100.55 30.56
256 12/24/2014 16.24 198.81 100.81 30.79
257 12/25/2014 16.24 198.81 100.81 30.79
258 12/26/2014 16.4 197.18 100.22 31.07
259 12/29/2014 16.46 196.03 99.68 31.38
260 12/30/2014 16.31 194 99.22 31.44
261 12/31/2014 16.4 195.04 100.59 31.59
262 1/1/2015 16.4 195.04 100.59 31.59
263 1/2/2015 16.2 191.42 99.94 30.64
264 1/5/2015 16.02 188.86 98.23 29.71
265 1/6/2015 15.94 187.99 97.61 30.01
266 1/7/2015 16.12 190.55 97.53 30.49
267 1/8/2015 16.43 193.48 98.33 30.3
268 1/9/2015 16.63 189.92 98.18 29.79
269 1/12/2015 16.5 189.92 95.21 29.04
270 1/13/2015 16.4 195.03 95.94 28.58
271 1/14/2015 16.44 189.43 93.87 29.09
272 1/15/2015 16.62 186.63 93.98 29.32
273 1/16/2015 16.59 193.18 93.97 29.29
274 1/19/2015 16.6 193.93 93.86 29.32
275 1/20/2015 16.91 199.62 94.7 29.55
276 1/21/2015 17.12 201.64 97.32 29.76
277 1/22/2015 17.32 201.25 100.02 30.39
278 1/23/2015 17.25 196.61 98.69 29.92
279 1/26/2015 16.83 203.31 99.67 30.48
280 1/27/2015 16.64 203.59 99.28 30.35
281 1/28/2015 16.37 200.54 98.18 30.09
282 1/29/2015 16.29 199.94 98.61 29.89
283 1/30/2015 16.03 195.98 97.56 28.84
2. Matriz de rendimientos n= 282 3. Matriz de covarianzas
m= 4

Promedio anual 5.99% 16.33% 19.20% -13.97%

Promedio diario 0.02% 0.06% 0.08% -0.06%
N AmeMov Asur Televisa Walmart
1 -2.23% -2.09% -0.54% -2.49% AmeMov
2 0.07% -3.77% -0.10% -0.52% Asur
3 -0.82% -4.12% -0.74% -1.20% Televisa
4 -0.69% 3.83% 1.71% 1.60% Walmart
5 -1.53% 1.58% 0.43% -1.47%
6 -0.99% -2.62% 0.31% 1.04% 4. Matriz de correlaciones
7 0.50% 0.83% 3.57% 0.79%
8 -0.71% -0.73% -0.52% -1.25%
9 1.20% 2.78% 0.63% 0.55% AmeMov
10 1.67% 0.41% 0.77% 0.52% Asur
11 -0.83% -2.20% -1.56% -1.47% Televisa
12 -0.91% -0.24% -2.29% -0.77% Walmart
13 -0.14% 0.56% -0.05% -0.44%
14 -0.14% -1.17% -1.94% 0.16%
15 1.54% 0.59% 0.03% -0.88%
16 -0.98% 1.35% -3.05% -2.13% 4. Matriz de pesos
17 -1.63% -0.96% 1.24% 0.38%
18 -0.07% -2.40% -0.29% 0.64%
19 -0.72% -0.82% -1.64% 0.19% AmeMov
20 -0.14% 0.33% -0.04% -0.41% Asur
21 1.71% 0.27% 1.25% -0.16% Televisa
22 -0.57% 0.71% 1.70% 0.48% Walmart
23 0.00% 0.00% 0.00% 0.00%
24 -1.36% -1.24% -3.12% -1.57%
25 -2.26% -2.70% -0.37% -0.39%
26 1.68% 0.87% 2.22% -0.62%
27 1.30% 0.16% 1.93% -4.36%
28 -1.51% -0.29% -0.29% -0.38%
29 2.44% 0.49% 0.05% 0.51%
30 -1.28% -0.69% 0.38% 0.75%
31 -1.01% 0.49% -2.63% 0.17%
32 0.65% -0.31% 0.94% 1.77%
33 -0.07% 0.70% -0.49% 0.66%
34 -1.89% -1.14% -1.42% -1.19%
35 -1.33% -0.88% -1.91% -4.39%
36 -2.03% -1.14% 0.50% -0.94%
37 -0.08% 0.05% 2.25% -0.67%
38 -1.38% 1.32% 1.68% -0.53%
39 -0.70% -0.03% -2.20% -0.78%
40 -0.70% 0.28% -0.15% -1.19%
41 1.17% 1.40% 0.45% 0.58%
42 -2.27% 0.64% 2.29% -0.47%
43 0.87% -0.39% 0.93% 0.14%
44 -1.58% -0.34% 5.34% 1.19%
45 -0.32% -0.16% 0.16% 0.85%
46 0.24% 3.47% 0.80% 1.44%
47 1.58% 1.72% -2.36% 0.31%
48 0.39% -2.53% 1.25% 0.59%
49 1.63% 1.45% 0.00% -0.07%
50 1.53% -1.44% -0.14% -0.24%
51 -2.38% -2.17% -0.17% -1.33%
52 0.23% 0.37% -1.06% -0.35%
53 0.00% 0.00% 0.00% 0.00%
54 0.46% 0.84% 2.07% 2.89%
55 -0.54% -0.25% 0.17% 0.68%
56 1.61% 3.72% 1.13% 1.65%
57 0.46% 1.68% -1.13% -1.11%
58 1.80% 0.10% -1.68% 0.20%
59 -4.03% 0.78% 1.07% 2.37%
60 -1.48% 0.45% 2.95% 1.93%
61 -1.51% 0.48% -0.07% -1.34%
62 -0.40% 0.15% 0.61% -0.23%
63 2.22% 0.08% 1.26% 0.23%
64 2.63% 2.61% 1.15% -1.22%
65 1.14% 0.10% 2.40% -0.40%
66 0.60% -1.40% -0.86% -1.27%
67 -0.08% -1.99% -1.29% 2.07%
68 0.00% -1.84% -2.37% 1.57%
69 -1.13% 3.54% 0.25% 3.68%
70 0.00% -0.89% 1.10% 1.31%
71 -2.07% 0.17% -2.20% -1.84%
72 -0.23% 0.27% -0.62% -0.38%
73 0.78% 1.25% -0.39% 1.91%
74 -0.70% 1.02% 0.85% -0.53%
75 -1.33% 0.30% 1.03% 2.62%
76 0.00% 0.00% 0.00% 0.00%
77 0.00% 0.00% 0.00% 0.00%
78 -1.43% -0.68% -0.20% 0.18%
79 1.03% -0.70% -1.20% -1.38%
80 0.47% 1.05% 0.12% -1.40%
81 0.39% -0.41% 0.47% 1.49%
82 0.55% -0.68% -1.37% 0.25%
83 -0.16% -0.48% -0.08% -1.76%
 84 1.63% -0.02% 1.45% 0.96%
85 -0.39% -1.25% 0.32% 1.08%
86 0.00% 0.00% 0.00% 0.00%
87 -0.31% 1.45% -0.36% -2.57%
88 0.69% 0.01% 0.33% 0.38%
89 0.84% 1.00% 1.33% 1.80%
90 -1.23% 0.87% -1.01% 1.16%
91 -0.70% -2.24% -0.71% 0.21%
92 -1.09% 1.04% 0.37% 0.21%
93 1.71% 0.60% 1.50% 0.03%
94 0.15% 0.19% 0.50% -1.00%
95 0.54% -0.13% -1.55% 0.49%
96 -1.39% -0.81% -1.14% -0.70%
97 1.24% 0.62% 1.64% -0.28%
98 -4.08% -0.05% 0.47% -0.55%
99 1.43% 0.50% -0.99% 0.09%
100 1.25% 0.59% -0.70% -0.46%
101 0.00% 1.40% 0.81% 0.92%
102 -1.81% -0.18% -0.73% 0.06%
103 0.55% -0.05% 0.06% -0.80%
104 -0.71% -0.14% -0.43% 0.49%
105 0.48% -1.12% 2.13% -2.15%
106 -0.71% 0.12% 0.98% 1.25%
107 -2.58% -0.19% -1.32% 0.43%
108 1.54% 0.81% 1.27% 1.62%
109 0.88% -0.32% -0.70% 1.93%
110 -1.04% -0.03% 0.31% 0.45%
111 2.15% 0.09% -0.72% 1.65%
112 2.18% 1.88% 2.39% 1.85%
113 0.62% -0.01% 1.84% -0.58%
114 -0.31% 0.20% -2.08% 0.75%
115 -0.31% -0.16% 0.01% -0.75%
116 -1.56% 0.05% -1.23% -0.35%
117 0.23% -0.24% 1.88% -0.06%
118 -0.71% 0.15% 0.89% 0.89%
119 -0.16% 0.93% -1.06% -0.29%
120 -0.95% -0.67% -0.58% -0.26%
121 0.08% -0.47% 1.20% -1.04%
122 -0.32% 0.92% -1.42% 0.70%
123 0.08% 0.43% 1.67% -0.17%
124 1.27% -0.67% 0.74% -0.73%
125 0.16% 0.29% 0.14% -0.26%
126 -0.71% -0.11% 0.30% 0.09%
127 3.58% -2.69% -1.78% -0.70%
128 1.14% -0.86% -0.59% 1.06%
129 0.23% -0.53% 1.85% 0.12%
130 0.15% 0.58% 1.01% 1.24%
131 0.30% 0.99% 1.18% 0.03%
132 -0.83% 0.41% -0.80% -1.51%
133 0.53% -0.91% 0.41% -0.56%
134 -0.23% -0.06% -2.89% 0.70%
135 8.94% -1.80% -0.79% -2.15%
136 -0.83% -0.87% 0.09% -1.89%
137 2.13% 1.02% 1.22% -0.06%
138 0.95% 0.87% 0.51% 1.96%
139 2.73% -0.54% -0.20% -0.06%
140 1.24% -0.21% 0.02% -1.80%
141 -0.19% -0.21% 0.60% 1.33%
142 -0.33% 2.11% 1.79% 0.27%
143 -2.57% -0.28% -1.22% 0.09%
144 2.05% -1.16% -1.30% 0.71%
145 0.13% 0.10% -1.75% -0.33%
146 0.65% 0.73% 0.05% 1.06%
147 0.13% -0.04% 2.03% 1.31%
148 0.78% -0.66% 1.25% -0.26%
149 -0.06% 0.61% 0.24% -1.14%
150 0.19% 1.51% 1.88% -1.84%
151 -0.52% -1.97% 0.56% -2.86%
152 -0.91% -0.60% -0.19% 2.29%
153 1.42% 0.66% 1.74% 2.27%
154 -1.62% -0.23% -1.05% -2.48%
155 0.00% 0.42% -0.91% 2.30%
156 -2.72% 0.67% -1.88% 0.24%
157 1.53% -0.37% -0.57% -0.80%
158 1.83% 2.31% 2.82% 0.33%
159 0.06% -0.80% 0.72% 0.68%
160 -0.13% -0.05% 1.05% -1.72%
161 -0.26% 0.47% 0.10% 0.33%
162 0.00% -0.28% 0.21% -0.18%
163 0.39% 0.66% 1.43% 1.72%
164 -0.46% -0.30% 0.11% 0.23%
165 1.04% 0.18% 0.17% 0.03%
166 1.41% 0.24% -0.54% 0.00%
167 -0.83% 0.68% -0.46% -0.91%
168 0.19% -0.88% 0.80% 0.85%
169 -0.06% -0.31% 0.00% 2.20%
170 0.77% 0.40% -0.52% 0.94%
171 0.13% 0.34% -1.63% 0.45%
172 0.76% -1.29% 1.76% -0.20%
173 0.25% 2.28% 1.18% -1.51%
174 2.24% 0.04% -0.67% 0.49%
175 1.04% 0.48% -0.28% 0.74%
176 2.82% 3.43% -0.13% -0.14%
177 0.77% -1.01% -0.35% -0.37%
178 1.28% -0.33% -0.76% -0.34%
179 -1.28% -0.95% -1.31% -1.62%
180 -1.00% 0.02% 0.49% -0.06%
181 -0.53% -0.58% -1.09% -0.61%
182 0.95% -0.25% -0.81% 1.22%
183 1.76% -0.25% -1.26% 1.07%
184 0.00% 0.00% 0.00% 0.00%
185 0.64% -0.16% 0.72% -1.47%
186 0.17% 0.01% 0.87% 0.81%
187 -2.27% 1.05% -0.53% -0.67%
188 0.53% -2.48% -2.45% -0.99%
189 -2.13% -1.21% 1.05% 0.15%
190 0.00% 0.94% -0.31% 0.15%
191 -0.12% -0.24% -0.84% -2.49%
192 0.95% 0.44% 0.14% 0.33%
193 -1.13% 1.54% -0.22% 0.63%
194 0.96% 0.73% -0.01% -0.60%
195 -2.28% -1.69% -1.48% -2.17%
196 0.49% -1.82% 1.58% -1.01%
197 0.78% 4.71% 1.65% 0.95%
198 0.24% 1.44% -0.17% 0.70%
199 -0.30% -1.75% -0.40% -1.37%
200 -0.78% -0.34% 1.26% 0.25%
201 -0.30% -2.08% 0.28% -0.31%
202 -1.84% -2.39% -1.60% 0.70%
203 -0.19% -0.38% -3.24% -1.32%
204 0.99% -0.97% 0.40% -1.18%
205 -1.23% -0.93% 1.54% 1.24%
206 -0.37% 2.04% -1.46% 0.12%
207 0.81% -0.04% -0.03% -0.34%
208 -0.31% 2.52% 0.91% -3.79%
209 0.80% 0.08% 2.67% -0.55%
210 -1.36% 1.19% -0.80% -3.69%
211 -0.06% 1.18% 1.23% -0.13%
212 -0.75% -0.29% -4.21% 0.20%
213 0.56% 0.22% 2.74% 0.13%
214 -0.50% 0.24% 1.77% 3.07%
215 0.69% 0.31% 0.63% 0.29%
216 0.19% 1.18% 1.46% 0.94%
217 1.61% 1.21% 1.89% -0.87%
218 1.04% 0.66% 0.69% 0.19%
219 -0.85% 0.17% -2.85% -0.26%
220 -0.06% 1.37% 0.68% 1.38%
221 -0.25% -0.07% -0.46% -1.42%
222 -0.55% 0.11% -0.43% -0.81%
223 -1.24% -1.28% 1.14% -0.79%
224 -0.56% -0.08% -0.06% -0.89%
225 -2.55% -0.72% -0.66% -1.85%
226 1.79% -0.65% 1.53% 1.25%
227 -0.32% -0.64% -0.03% 0.33%
228 0.00% 0.00% 0.00% 0.00%
229 1.51% -2.11% 1.00% -0.50%
230 0.81% 3.79% 2.22% 0.17%
231 -0.37% 1.65% -0.10% -0.50%
232 2.46% -1.62% 1.02% 0.87%
233 0.73% 1.43% 0.06% -1.54%
234 -0.30% 1.52% -0.76% 0.67%
235 -0.18% 0.18% 1.39% 0.03%
236 0.48% -0.53% 0.67% 0.13%
237 -1.03% -0.24% -1.04% -0.57%
238 -0.80% -1.85% 0.83% -3.01%
239 -1.30% -2.97% -0.25% 0.45%
240 -0.06% 2.01% 0.57% 2.36%
241 -0.56% -1.27% -0.37% -0.27%
242 1.00% 2.35% 2.57% 1.08%
243 -0.25% -0.05% -0.05% -1.08%
244 -1.82% -0.59% -0.98% -2.06%
245 -1.53% 0.73% -4.60% -0.42%
246 2.48% 1.46% -0.20% 0.45%
247 0.00% 0.00% 0.00% 0.00%
248 -5.08% -3.60% -4.59% 0.10%
249 -0.66% 0.30% -0.30% -1.92%
250 2.82% 1.78% 0.97% 4.88%
251 2.74% 4.54% 2.82% 2.75%
252 -0.76% -1.62% -0.01% -2.71%
253 1.82% 2.71% 1.48% 1.43%
254 1.36% 3.36% 1.37% 1.05%
255 -0.37% -0.31% 0.26% 0.75%
256 0.00% 0.00% 0.00% 0.00%
257 0.98% -0.82% -0.59% 0.91%
258 0.37% -0.58% -0.54% 0.99%
259 -0.92% -1.04% -0.46% 0.19%
260 0.55% 0.53% 1.37% 0.48%
261 0.00% 0.00% 0.00% 0.00%
262 -1.23% -1.87% -0.65% -3.05%
263 -1.12% -1.35% -1.73% -3.08%
264 -0.50% -0.46% -0.63% 1.00%
265 1.12% 1.35% -0.08% 1.59%
266 1.90% 1.53% 0.82% -0.63%
267 1.21% -1.86% -0.15% -1.70%
268 -0.78% 0.00% -3.07% -2.55%
269 -0.61% 2.66% 0.76% -1.60%
270 0.24% -2.91% -2.18% 1.77%
271 1.09% -1.49% 0.12% 0.79%
272 -0.18% 3.45% -0.01% -0.10%
273 0.06% 0.39% -0.12% 0.10%
274 1.85% 2.89% 0.89% 0.78%
275 1.23% 1.01% 2.73% 0.71%
276 1.16% -0.19% 2.74% 2.09%
277 -0.40% -2.33% -1.34% -1.56%
278 -2.46% 3.35% 0.99% 1.85%
279 -1.14% 0.14% -0.39% -0.43%
280 -1.64% -1.51% -1.11% -0.86%
281 -0.49% -0.30% 0.44% -0.67%
282 -1.61% -2.00% -1.07% -3.58%
. Matriz de covarianzas

AmeMov Asur Televisa Walmart AmeMov Asur

0.0187% 0.0040% 0.0047% 0.0031% AmeMov 0.0001874
0.0040% 0.0193% 0.0060% 0.0048% Asur 4.01911E-05 0.00019332
0.0047% 0.0060% 0.0187% 0.0045% Televisa 4.67571E-05 6.02114E-05
0.0031% 0.0048% 0.0045% 0.0177% Walmart 3.1103E-05 4.77614E-05

. Matriz de correlaciones

AmeMov Asur Televisa Walmart

1.37% 0.21115887 0.24950831668 0.17100236 AmeMov
1.39% 0.31634526408 0.25853668 AmeMov 1
1.37% 0.24959206 Asur 0.21115887
1.33% Televisa 0.24950832
Walmart 0.17100236

. Matriz de pesos

%
27% Rendimiento 10.00%
28% Rend Requerido 10.00%
30% Volatilidad 0.92%
15%
100%
 Televisa Walmart

0.0001874
4.53971E-05 0.00017654

Asur Televisa Walmart

1
0.31634526 1
0.25853668 0.24959206 1