Académique Documents
Professionnel Documents
Culture Documents
Parcial Segundo Corte
Parcial Segundo Corte
Asignatura:
Riesgo Financieros
Presenta
Docente
German Adolfo Jimenez
NRC
3833
Date AMAZON TESLA COCA-COLA JPM AAPLE
11/1/2020 3311.37 429.95 49.45 102.96 118.69
10/1/2020 3036.15 388.04 48.06 98.04 108.86
9/1/2020 3148.73 429.01 49.37 96.27 115.81
8/1/2020 3450.96 498.32 49.53 100.19 129.04
7/1/2020 3164.68 286.15 47.24 96.64 106.26
6/1/2020 2758.82 215.96 44.68 94.06 91.20
5/1/2020 2442.37 167.00 46.68 97.31 79.49
4/1/2020 2474.00 156.38 45.89 95.76 73.45
3/1/2020 1949.72 104.80 44.25 90.03 63.57
2/1/2020 1883.75 133.60 53.49 116.11 68.34
1/1/2020 2008.72 130.11 58.40 132.36 77.38
12/1/2019 1847.84 83.67 55.35 139.40 73.41
11/1/2019 1800.80 65.99 53.40 131.76 66.81
10/1/2019 1776.66 62.98 54.43 124.92 62.19
9/1/2019 1735.91 48.17 54.44 117.69 55.99
8/1/2019 1776.29 45.12 55.04 109.86 52.19
7/1/2019 1866.78 48.32 52.63 116.00 53.26
6/1/2019 1893.63 44.69 50.92 111.80 49.48
5/1/2019 1775.07 37.03 49.13 105.96 43.77
4/1/2019 1926.52 47.74 49.06 116.05 50.17
3/1/2019 1780.75 55.97 46.86 101.23 47.49
2/1/2019 1639.83 63.98 45.34 104.36 43.29
1/1/2019 1718.73 61.40 48.13 103.50 41.61
12/1/2018 1501.97 66.56 47.35 97.62 39.44
11/1/2018 1690.17 70.10 50.40 111.19 44.65
10/1/2018 1598.01 67.46 47.88 109.02 54.72
9/1/2018 2003.00 52.95 46.19 112.84 56.44
8/1/2018 2012.71 60.33 44.57 114.58 56.91
7/1/2018 1777.44 59.63 46.63 114.95 47.57
6/1/2018 1699.80 68.59 43.86 104.20 46.28
5/1/2018 1629.62 56.95 43.00 107.01 46.72
4/1/2018 1566.13 58.78 43.21 108.78 41.31
3/1/2018 1447.34 53.23 43.43 109.97 41.95
2/1/2018 1512.45 68.61 43.22 115.50 44.53
1/1/2018 1450.89 70.86 47.59 115.67 41.86
12/1/2017 1169.47 62.27 45.88 106.94 42.31
11/1/2017 1176.75 61.77 45.77 104.52 42.96
10/1/2017 1105.28 66.31 45.98 100.61 42.26
9/1/2017 961.35 68.22 45.01 95.51 38.53
8/1/2017 980.60 71.18 45.55 90.89 41.00
7/1/2017 987.78 64.69 45.84 91.80 37.18
6/1/2017 968.00 72.32 44.85 91.40 36.01
5/1/2017 994.62 68.20 45.47 82.15 38.19
4/1/2017 924.99 62.81 43.15 87.00 35.91
3/1/2017 886.54 55.66 42.44 87.84 35.92
2/1/2017 845.04 50.00 41.96 90.62 34.25
1/1/2017 823.48 50.39 41.57 84.63 30.34
12/1/2016 768.66 42.74 42.00 85.49 28.96
11/1/2016 750.57 37.88 40.35 80.17 27.63
10/1/2016 789.82 39.55 42.40 69.26 28.39
9/1/2016 837.31 40.81 42.32 66.59 28.26
8/1/2016 769.16 42.40 43.43 67.50 26.53
7/1/2016 758.81 46.96 43.63 63.97 26.05
6/1/2016 715.62 42.46 45.33 62.14 23.90
5/1/2016 722.79 44.65 44.60 65.27 24.97
4/1/2016 659.59 48.15 44.80 63.20 23.43
3/1/2016 593.64 45.95 46.39 59.22 27.25
2/1/2016 552.52 38.39 43.13 56.30 24.17
1/1/2016 587.00 38.24 42.92 59.50 24.33
12/1/2015 675.89 48.00 42.96 66.03 26.32
RETORNOS MENSUALES
Probabilidades AMAZON TESLA COCA-COLA JPM AAPLE
1/59 9.06% 10.80% 2.89% 5.02% 9.03%
1/59 -3.58% -9.55% -2.65% 1.84% -6.00%
1/59 -8.76% -13.91% -0.32% -3.91% -10.25%
1/59 9.05% 74.15% 4.85% 3.67% 21.44%
1/59 14.71% 32.50% 5.73% 2.74% 16.51%
1/59 12.96% 29.32% -4.28% -3.34% 14.74%
1/59 -1.28% 6.79% 1.72% 1.62% 8.22%
1/59 26.89% 49.21% 3.71% 6.36% 15.54%
1/59 3.50% -21.56% -17.27% -22.46% -6.98%
1/59 -6.22% 2.68% -8.41% -12.28% -11.68%
1/59 8.71% 55.52% 5.51% -5.05% 5.40%
1/59 2.61% 26.79% 3.65% 5.80% 9.88%
1/59 1.36% 4.77% -1.89% 5.48% 7.43%
1/59 2.35% 30.74% -0.02% 6.14% 11.07%
1/59 -2.27% 6.76% -1.09% 7.13% 7.30%
1/59 -4.85% -6.62% 4.58% -5.29% -2.02%
1/59 -1.42% 8.12% 3.36% 3.76% 7.64%
1/59 6.68% 20.68% 3.64% 5.51% 13.05%
1/59 -7.86% -22.43% 0.14% -8.69% -12.76%
1/59 8.19% -14.71% 4.69% 14.64% 5.64%
1/59 8.59% -12.51% 3.35% -3.00% 9.70%
1/59 -4.59% 4.19% -5.80% 0.83% 4.03%
1/59 14.43% -7.75% 1.65% 6.02% 5.52%
1/59 -11.13% -5.04% -6.05% -12.20% -11.67%
1/59 5.77% 3.90% 5.26% 1.99% -18.40%
1/59 -20.22% 27.40% 3.66% -3.39% -3.05%
1/59 -0.48% -12.23% 3.63% -1.52% -0.83%
1/59 13.24% 1.18% -4.42% -0.32% 19.62%
1/59 4.57% -13.07% 6.32% 10.32% 2.80%
1/59 4.31% 20.45% 2.00% -2.63% -0.94%
1/59 4.05% -3.12% -0.49% -1.63% 13.08%
1/59 8.21% 10.43% -0.51% -1.08% -1.50%
1/59 -4.30% -22.42% 0.49% -4.79% -5.81%
1/59 4.24% -3.18% -9.18% -0.15% 6.38%
1/59 24.06% 13.80% 3.73% 8.16% -1.06%
1/59 -0.62% 0.81% 0.24% 2.32% -1.52%
1/59 6.47% -6.84% -0.46% 3.89% 1.66%
1/59 14.97% -2.81% 2.16% 5.34% 9.68%
1/59 -1.96% -4.16% -1.19% 5.08% -6.02%
1/59 -0.73% 10.03% -0.63% -0.99% 10.27%
1/59 2.04% -10.55% 2.21% 0.44% 3.27%
1/59 -2.68% 6.04% -1.36% 11.26% -5.72%
1/59 7.53% 8.58% 5.38% -5.57% 6.34%
1/59 4.34% 12.85% 1.67% -0.96% -0.01%
1/59 4.91% 11.32% 1.14% -3.07% 4.87%
1/59 2.62% -0.77% 0.94% 7.08% 12.89%
1/59 7.13% 17.90% -1.02% -1.01% 4.77%
1/59 2.41% 12.82% 4.09% 6.64% 4.80%
1/59 -4.97% -4.21% -4.83% 15.75% -2.66%
1/59 -5.67% -3.09% 0.19% 4.01% 0.43%
1/59 8.86% -3.76% -2.56% -1.35% 6.55%
1/59 1.36% -9.70% -0.46% 5.52% 1.81%
1/59 6.04% 10.60% -3.75% 2.94% 9.01%
1/59 -0.99% -4.91% 1.64% -4.80% -4.27%
1/59 9.58% -7.28% -0.45% 3.28% 6.53%
1/59 11.11% 4.78% -3.43% 6.72% -13.99%
1/59 7.44% 19.72% 7.56% 5.19% 12.72%
1/59 -5.87% 0.38% 0.49% -5.38% -0.67%
1/59 -13.15% -20.34% -0.09% -9.89% -7.52%
AMAZON TESLA COCA-COLA JPM AAPLE
RETORNO ESPERADO 3.06% 5.25% 0.33% 0.98% 2.95%
JPM AAPLE
0.433%
0.192% 0.741%
JPM AAPLE
1
0.3389260659 1
Amazon & Coca-Cola Amazon & JPM Amazon & Ap
Coca-Cola Combinaciòn Amazon Jpm Combinaciòn Amazon
2.56% 0.15% 6.00% 4.04% 0.24% 6.00%
-2.99% 0.20% -6.64% 0.86% -0.06% -6.64%
-0.66% 0.08% -11.82% -4.89% 0.58% -11.82%
4.51% 0.27% 5.98% 2.69% 0.16% 5.98%
5.40% 0.63% 11.65% 1.76% 0.21% 11.65%
-4.62% -0.46% 9.89% -4.32% -0.43% 9.89%
1.39% -0.06% -4.34% 0.64% -0.03% -4.34%
3.37% 0.80% 23.83% 5.39% 1.28% 23.83%
-17.61% -0.08% 0.44% -23.44% -0.10% 0.44%
-8.74% 0.81% -9.28% -13.26% 1.23% -9.28%
5.18% 0.29% 5.64% -6.03% -0.34% 5.64%
3.32% -0.01% -0.45% 4.82% -0.02% -0.45%
-2.23% 0.04% -1.70% 4.50% -0.08% -1.70%
-0.35% 0.00% -0.72% 5.16% -0.04% -0.72%
-1.42% 0.08% -5.34% 6.15% -0.33% -5.34%
4.25% -0.34% -7.91% -6.27% 0.50% -7.91%
3.03% -0.14% -4.48% 2.78% -0.12% -4.48%
3.31% 0.12% 3.62% 4.53% 0.16% 3.62%
-0.19% 0.02% -10.92% -9.67% 1.06% -10.92%
4.36% 0.22% 5.12% 13.66% 0.70% 5.12%
3.02% 0.17% 5.53% -3.98% -0.22% 5.53%
-6.13% 0.47% -7.65% -0.15% 0.01% -7.65%
1.31% 0.15% 11.37% 5.04% 0.57% 11.37%
-6.38% 0.91% -14.20% -13.18% 1.87% -14.20%
4.93% 0.13% 2.70% 1.01% 0.03% 2.70%
3.33% -0.77% -23.28% -4.36% 1.02% -23.28%
3.30% -0.12% -3.55% -2.50% 0.09% -3.55%
-4.75% -0.48% 10.17% -1.30% -0.13% 10.17%
5.98% 0.09% 1.50% 9.34% 0.14% 1.50%
1.67% 0.02% 1.24% -3.60% -0.04% 1.24%
-0.82% -0.01% 0.99% -2.61% -0.03% 0.99%
-0.84% -0.04% 5.14% -2.06% -0.11% 5.14%
0.15% -0.01% -7.37% -5.77% 0.42% -7.37%
-9.52% -0.11% 1.18% -1.13% -0.01% 1.18%
3.39% 0.71% 21.00% 7.18% 1.51% 21.00%
-0.09% 0.00% -3.68% 1.34% -0.05% -3.68%
-0.79% -0.03% 3.40% 2.91% 0.10% 3.40%
1.82% 0.22% 11.91% 4.36% 0.52% 11.91%
-1.52% 0.08% -5.03% 4.10% -0.21% -5.03%
-0.97% 0.04% -3.79% -1.97% 0.07% -3.79%
1.87% -0.02% -1.02% -0.54% 0.01% -1.02%
-1.70% 0.10% -5.74% 10.28% -0.59% -5.74%
5.04% 0.23% 4.46% -6.55% -0.29% 4.46%
1.34% 0.02% 1.27% -1.93% -0.02% 1.27%
0.81% 0.01% 1.85% -4.05% -0.07% 1.85%
0.61% 0.00% -0.45% 6.10% -0.03% -0.45%
-1.36% -0.06% 4.07% -1.98% -0.08% 4.07%
3.76% -0.02% -0.65% 5.66% -0.04% -0.65%
-5.17% 0.42% -8.03% 14.77% -1.19% -8.03%
-0.14% 0.01% -8.74% 3.03% -0.26% -8.74%
-2.89% -0.17% 5.80% -2.33% -0.13% 5.80%
-0.79% 0.01% -1.70% 4.54% -0.08% -1.70%
-4.08% -0.12% 2.97% 1.97% 0.06% 2.97%
1.30% -0.05% -4.06% -5.77% 0.23% -4.06%
-0.78% -0.05% 6.52% 2.30% 0.15% 6.52%
-3.76% -0.30% 8.05% 5.74% 0.46% 8.05%
7.23% 0.32% 4.38% 4.21% 0.18% 4.38%
0.16% -0.01% -8.94% -6.36% 0.57% -8.94%
-0.43% 0.07% -16.21% -10.87% 1.76% -16.21%
0.1431%
0.8522% 0.114428965
0.0187%
0.0452% 0.05036001494
0.0456%
0.1082% 0.060866386628
0.0933%
0.1854% 0.073685637926
0.0660%
0.0452% 0.101463759146
0.0566%
0.1082% 0.103618230912
0.2047%
0.1854% 0.120288464752
0.0285%
0.1082% 0.045868612372
0.0245%
0.1854% 0.052887030682
0.0480%
0.1854% 0.062419564147
AAPLE
0.741%
AAPLE
1
AMAZON TESLA COCA-COLA JPM AAPLE
RETORNO ESPERADO 3.06% 5.25% 0.33% 0.98% 2.95%
VARIANZA (VARP) 0.68% 3.41% 0.18% 0.43% 0.74%
DESVIACIÓN ESTÁNDAR 8.27% 18.46% 4.25% 6.58% 8.61%
0.433%
0.192% 0.741%