Base de riesgo y Combinaciones

Asignatura:
Riesgo Financieros

Presenta

Karen Julieth Amaya Daza

ID: 150116

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%

VARIANZA (VARP) 0.68% 3.41% 0.18% 0.43% 0.74%

DESVIACIÓN ESTÁNDAR 8.27% 18.46% 4.25% 6.58% 8.61%

MÁXIMO RETORNO 26.89% 74.15% 7.56% 15.75% 21.44%

MÍNIMO RETORNO -20.22% -22.43% -17.27% -22.46% -18.40%

COEFICIENTE DE VARIACIÓN 2.70 3.52 12.77 6.72 2.92

DESEMPEÑO 0.37 0.28 0.08 0.15 0.34

 Date AMAZON TESLA COCA-COLA JPM
Probabilidades
11/1/2020 AMAZON TESLA COCA-COLA JPM
10/1/2020 1/59 9.06% 10.80% 2.89% 5.02%
9/1/2020 1/59 -3.58% -9.55% -2.65% 1.84%
8/1/2020 1/59 -8.76% -13.91% -0.32% -3.91%
7/1/2020 1/59 9.05% 74.15% 4.85% 3.67%
6/1/2020 1/59 14.71% 32.50% 5.73% 2.74%
5/1/2020 1/59 12.96% 29.32% -4.28% -3.34%
4/1/2020 1/59 -1.28% 6.79% 1.72% 1.62%
3/1/2020 1/59 26.89% 49.21% 3.71% 6.36%
2/1/2020 1/59 3.50% -21.56% -17.27% -22.46%
1/1/2020 1/59 -6.22% 2.68% -8.41% -12.28%
12/1/2019 1/59 8.71% 55.52% 5.51% -5.05%
11/1/2019 1/59 2.61% 26.79% 3.65% 5.80%
10/1/2019 1/59 1.36% 4.77% -1.89% 5.48%
9/1/2019 1/59 2.35% 30.74% -0.02% 6.14%
8/1/2019 1/59 -2.27% 6.76% -1.09% 7.13%
7/1/2019 1/59 -4.85% -6.62% 4.58% -5.29%
6/1/2019 1/59 -1.42% 8.12% 3.36% 3.76%
5/1/2019 1/59 6.68% 20.68% 3.64% 5.51%
4/1/2019 1/59 -7.86% -22.43% 0.14% -8.69%
3/1/2019 1/59 8.19% -14.71% 4.69% 14.64%
2/1/2019 1/59 8.59% -12.51% 3.35% -3.00%
1/1/2019 1/59 -4.59% 4.19% -5.80% 0.83%
12/1/2018 1/59 14.43% -7.75% 1.65% 6.02%
11/1/2018 1/59 -11.13% -5.04% -6.05% -12.20%
10/1/2018 1/59 5.77% 3.90% 5.26% 1.99%
9/1/2018 1/59 -20.22% 27.40% 3.66% -3.39%
8/1/2018 1/59 -0.48% -12.23% 3.63% -1.52%
7/1/2018 1/59 13.24% 1.18% -4.42% -0.32%
6/1/2018 1/59 4.57% -13.07% 6.32% 10.32%
5/1/2018 1/59 4.31% 20.45% 2.00% -2.63%
4/1/2018 1/59 4.05% -3.12% -0.49% -1.63%
3/1/2018 1/59 8.21% 10.43% -0.51% -1.08%
2/1/2018 1/59 -4.30% -22.42% 0.49% -4.79%
1/1/2018 1/59 4.24% -3.18% -9.18% -0.15%
12/1/2017 1/59 24.06% 13.80% 3.73% 8.16%
11/1/2017 1/59 -0.62% 0.81% 0.24% 2.32%
10/1/2017 1/59 6.47% -6.84% -0.46% 3.89%
9/1/2017 1/59 14.97% -2.81% 2.16% 5.34%
8/1/2017 1/59 -1.96% -4.16% -1.19% 5.08%
7/1/2017 1/59 -0.73% 10.03% -0.63% -0.99%
6/1/2017 1/59 2.04% -10.55% 2.21% 0.44%
5/1/2017 1/59 -2.68% 6.04% -1.36% 11.26%
4/1/2017 1/59 7.53% 8.58% 5.38% -5.57%
 3/1/2017 1/59 4.34% 12.85% 1.67% -0.96%
2/1/2017 1/59 4.91% 11.32% 1.14% -3.07%
1/1/2017 1/59 2.62% -0.77% 0.94% 7.08%
12/1/2016 1/59 7.13% 17.90% -1.02% -1.01%
11/1/2016 1/59 2.41% 12.82% 4.09% 6.64%
10/1/2016 1/59 -4.97% -4.21% -4.83% 15.75%
9/1/2016 1/59 -5.67% -3.09% 0.19% 4.01%
8/1/2016 1/59 8.86% -3.76% -2.56% -1.35%
7/1/2016 1/59 1.36% -9.70% -0.46% 5.52%
6/1/2016 1/59 6.04% 10.60% -3.75% 2.94%
5/1/2016 1/59 -0.99% -4.91% 1.64% -4.80%
4/1/2016 1/59 9.58% -7.28% -0.45% 3.28%
3/1/2016 1/59 11.11% 4.78% -3.43% 6.72%
2/1/2016 1/59 7.44% 19.72% 7.56% 5.19%
1/1/2016 1/59 -5.87% 0.38% 0.49% -5.38%
12/1/2015 1/59 -13.15% -20.34% -0.09% -9.89%
AMAZON TESLA COCA-COLA JPM
RETORNO ESPERADO 3.06% 5.25% 0.33% 0.98%

AMAZON TESLA COCA-COLA

AMAZON 0.684%
TESLA 0.572% 3.409%
COOVARIANZA COCA-COLA 0.075% 0.264% 0.181%
JPM 0.182% 0.226% 0.114%
AAPLE 0.373% 0.819% 0.098%

AMAZON TESLA COCA-COLA

AMAZON 1
TESLA 0.3748753168 1
COEFICIENTE DE
CORRELACIÒN COCA-COLA 0.2125368134 0.3362403798 1
JPM 0.3353509070 0.1864017346 0.4066687345
AAPLE 0.5240752460 0.5149746496 0.2680853124
AAPLE Amazon & Tesla Amazon & Coca-Cola
AAPLE Amazon Tesla Combinaciòn Amazon
9.03% 6.00% 5.55% 0.333% 6.00%
-6.00% -6.64% -14.80% 0.982% -6.64%
-10.25% -11.82% -19.15% 2.264% -11.82%
21.44% 5.98% 68.90% 4.122% 5.98%
16.51% 11.65% 27.25% 3.175% 11.65%
14.74% 9.89% 24.07% 2.382% 9.89%
8.22% -4.34% 1.55% -0.067% -4.34%
15.54% 23.83% 43.97% 10.476% 23.83%
-6.98% 0.44% -26.80% -0.118% 0.44%
-11.68% -9.28% -2.57% 0.238% -9.28%
5.40% 5.64% 50.27% 2.837% 5.64%
9.88% -0.45% 21.54% -0.097% -0.45%
7.43% -1.70% -0.48% 0.008% -1.70%
11.07% -0.72% 25.50% -0.183% -0.72%
7.30% -5.34% 1.52% -0.081% -5.34%
-2.02% -7.91% -11.87% 0.939% -7.91%
7.64% -4.48% 2.88% -0.129% -4.48%
13.05% 3.62% 15.44% 0.558% 3.62%
-12.76% -10.92% -27.67% 3.023% -10.92%
5.64% 5.12% -19.96% -1.022% 5.12%
9.70% 5.53% -17.76% -0.982% 5.53%
4.03% -7.65% -1.06% 0.081% -7.65%
5.52% 11.37% -12.99% -1.477% 11.37%
-11.67% -14.20% -10.29% 1.461% -14.20%
-18.40% 2.70% -1.34% -0.036% 2.70%
-3.05% -23.28% 22.15% -5.158% -23.28%
-0.83% -3.55% -17.48% 0.620% -3.55%
19.62% 10.17% -4.07% -0.414% 10.17%
2.80% 1.50% -18.31% -0.275% 1.50%
-0.94% 1.24% 15.20% 0.189% 1.24%
13.08% 0.99% -8.37% -0.083% 0.99%
-1.50% 5.14% 5.19% 0.267% 5.14%
-5.81% -7.37% -27.67% 2.039% -7.37%
6.38% 1.18% -8.42% -0.099% 1.18%
-1.06% 21.00% 8.55% 1.796% 21.00%
-1.52% -3.68% -4.44% 0.163% -3.68%
1.66% 3.40% -12.09% -0.411% 3.40%
9.68% 11.91% -8.05% -0.959% 11.91%
-6.02% -5.03% -9.40% 0.473% -5.03%
10.27% -3.79% 4.78% -0.181% -3.79%
3.27% -1.02% -15.79% 0.161% -1.02%
-5.72% -5.74% 0.79% -0.046% -5.74%
6.34% 4.46% 3.33% 0.149% 4.46%
 -0.01% 1.27% 7.61% 0.097% 1.27%
4.87% 1.85% 6.08% 0.112% 1.85%
12.89% -0.45% -6.02% 0.027% -0.45%
4.77% 4.07% 12.65% 0.515% 4.07%
4.80% -0.65% 7.58% -0.049% -0.65%
-2.66% -8.03% -9.46% 0.760% -8.03%
0.43% -8.74% -8.33% 0.728% -8.74%
6.55% 5.80% -9.01% -0.522% 5.80%
1.81% -1.70% -14.95% 0.254% -1.70%
9.01% 2.97% 5.36% 0.159% 2.97%
-4.27% -4.06% -10.15% 0.412% -4.06%
6.53% 6.52% -12.53% -0.817% 6.52%
-13.99% 8.05% -0.46% -0.037% 8.05%
12.72% 4.38% 14.47% 0.634% 4.38%
-0.67% -8.94% -4.86% 0.435% -8.94%
-7.52% -16.21% -25.58% 4.148% -16.21%
AAPLE
2.95% Covarianza 0.572% Covarianza

Coeficiente de Correlaciòn 0.3748753168 Coeficiente de Correlaciòn

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%

Covarianza 0.0748% Covarianza 0.1825% Covarianza

eficiente de Correlaciòn 0.2125368134 Coeficiente de Correlaciòn 0.335350907 Coeficiente de Correlaciò

Amazon & Apple Tesla & Coca-Cola
Apple Combinaciòn Tesla Coca-Cola Combinaciòn
6.08% 0.36% 5.55% 2.56% 0.14%
-8.96% 0.59% -14.80% -2.99% 0.44%
-13.21% 1.56% -19.15% -0.66% 0.13%
18.48% 1.11% 68.90% 4.51% 3.11%
13.56% 1.58% 27.25% 5.40% 1.47%
11.78% 1.17% 24.07% -4.62% -1.11%
5.26% -0.23% 1.55% 1.39% 0.02%
12.58% 3.00% 43.97% 3.37% 1.48%
-9.93% -0.04% -26.80% -17.61% 4.72%
-14.63% 1.36% -2.57% -8.74% 0.22%
2.45% 0.14% 50.27% 5.18% 2.60%
6.92% -0.03% 21.54% 3.32% 0.71%
4.48% -0.08% -0.48% -2.23% 0.01%
8.11% -0.06% 25.50% -0.35% -0.09%
4.34% -0.23% 1.52% -1.42% -0.02%
-4.97% 0.39% -11.87% 4.25% -0.50%
4.69% -0.21% 2.88% 3.03% 0.09%
10.10% 0.37% 15.44% 3.31% 0.51%
-15.71% 1.72% -27.67% -0.19% 0.05%
2.69% 0.14% -19.96% 4.36% -0.87%
6.75% 0.37% -17.76% 3.02% -0.54%
1.08% -0.08% -1.06% -6.13% 0.06%
2.56% 0.29% -12.99% 1.31% -0.17%
-14.62% 2.08% -10.29% -6.38% 0.66%
-21.36% -0.58% -1.34% 4.93% -0.07%
-6.00% 1.40% 22.15% 3.33% 0.74%
-3.78% 0.13% -17.48% 3.30% -0.58%
16.67% 1.70% -4.07% -4.75% 0.19%
-0.16% 0.00% -18.31% 5.98% -1.10%
-3.90% -0.05% 15.20% 1.67% 0.25%
10.12% 0.10% -8.37% -0.82% 0.07%
-4.46% -0.23% 5.19% -0.84% -0.04%
-8.76% 0.65% -27.67% 0.15% -0.04%
3.43% 0.04% -8.42% -9.52% 0.80%
-4.02% -0.84% 8.55% 3.39% 0.29%
-4.48% 0.16% -4.44% -0.09% 0.00%
-1.29% -0.04% -12.09% -0.79% 0.10%
6.73% 0.80% -8.05% 1.82% -0.15%
-8.98% 0.45% -9.40% -1.52% 0.14%
7.31% -0.28% 4.78% -0.97% -0.05%
0.32% 0.00% -15.79% 1.87% -0.30%
-8.68% 0.50% 0.79% -1.70% -0.01%
3.39% 0.15% 3.33% 5.04% 0.17%
 -2.96% -0.04% 7.61% 1.34% 0.10%
1.92% 0.04% 6.08% 0.81% 0.05%
9.93% -0.04% -6.02% 0.61% -0.04%
1.82% 0.07% 12.65% -1.36% -0.17%
1.84% -0.01% 7.58% 3.76% 0.28%
-5.61% 0.45% -9.46% -5.17% 0.49%
-2.52% 0.22% -8.33% -0.14% 0.01%
3.60% 0.21% -9.01% -2.89% 0.26%
-1.14% 0.02% -14.95% -0.79% 0.12%
6.05% 0.18% 5.36% -4.08% -0.22%
-7.22% 0.29% -10.15% 1.30% -0.13%
3.57% 0.23% -12.53% -0.78% 0.10%
-16.95% -1.36% -0.46% -3.76% 0.02%
9.77% 0.43% 14.47% 7.23% 1.05%
-3.62% 0.32% -4.86% 0.16% -0.01%
-10.48% 1.70% -25.58% -0.43% 0.11%

Covarianza 0.3732% Covarianza 0.2641%

eficiente de Correlaciòn 0.524075246 Coeficiente de Correlaciòn 0.3362403798

 Tesla & JPM Tesla & Apple
Tesla JPM Combinaciòn Tesla Apple Combinaciòn
5.55% 4.04% 0.22% 5.55% 6.08% 0.34%
-14.80% 0.86% -0.13% -14.80% -8.96% 1.33%
-19.15% -4.89% 0.94% -19.15% -13.21% 2.53%
68.90% 2.69% 1.86% 68.90% 18.48% 12.74%
27.25% 1.76% 0.48% 27.25% 13.56% 3.70%
24.07% -4.32% -1.04% 24.07% 11.78% 2.84%
1.55% 0.64% 0.01% 1.55% 5.26% 0.08%
43.97% 5.39% 2.37% 43.97% 12.58% 5.53%
-26.80% -23.44% 6.28% -26.80% -9.93% 2.66%
-2.57% -13.26% 0.34% -2.57% -14.63% 0.38%
50.27% -6.03% -3.03% 50.27% 2.45% 1.23%
21.54% 4.82% 1.04% 21.54% 6.92% 1.49%
-0.48% 4.50% -0.02% -0.48% 4.48% -0.02%
25.50% 5.16% 1.32% 25.50% 8.11% 2.07%
1.52% 6.15% 0.09% 1.52% 4.34% 0.07%
-11.87% -6.27% 0.74% -11.87% -4.97% 0.59%
2.88% 2.78% 0.08% 2.88% 4.69% 0.13%
15.44% 4.53% 0.70% 15.44% 10.10% 1.56%
-27.67% -9.67% 2.68% -27.67% -15.71% 4.35%
-19.96% 13.66% -2.73% -19.96% 2.69% -0.54%
-17.76% -3.98% 0.71% -17.76% 6.75% -1.20%
-1.06% -0.15% 0.00% -1.06% 1.08% -0.01%
-12.99% 5.04% -0.66% -12.99% 2.56% -0.33%
-10.29% -13.18% 1.36% -10.29% -14.62% 1.50%
-1.34% 1.01% -0.01% -1.34% -21.36% 0.29%
22.15% -4.36% -0.97% 22.15% -6.00% -1.33%
-17.48% -2.50% 0.44% -17.48% -3.78% 0.66%
-4.07% -1.30% 0.05% -4.07% 16.67% -0.68%
-18.31% 9.34% -1.71% -18.31% -0.16% 0.03%
15.20% -3.60% -0.55% 15.20% -3.90% -0.59%
-8.37% -2.61% 0.22% -8.37% 10.12% -0.85%
5.19% -2.06% -0.11% 5.19% -4.46% -0.23%
-27.67% -5.77% 1.60% -27.67% -8.76% 2.42%
-8.42% -1.13% 0.09% -8.42% 3.43% -0.29%
8.55% 7.18% 0.61% 8.55% -4.02% -0.34%
-4.44% 1.34% -0.06% -4.44% -4.48% 0.20%
-12.09% 2.91% -0.35% -12.09% -1.29% 0.16%
-8.05% 4.36% -0.35% -8.05% 6.73% -0.54%
-9.40% 4.10% -0.39% -9.40% -8.98% 0.84%
4.78% -1.97% -0.09% 4.78% 7.31% 0.35%
-15.79% -0.54% 0.09% -15.79% 0.32% -0.05%
0.79% 10.28% 0.08% 0.79% -8.68% -0.07%
3.33% -6.55% -0.22% 3.33% 3.39% 0.11%
 7.61% -1.93% -0.15% 7.61% -2.96% -0.23%
6.08% -4.05% -0.25% 6.08% 1.92% 0.12%
-6.02% 6.10% -0.37% -6.02% 9.93% -0.60%
12.65% -1.98% -0.25% 12.65% 1.82% 0.23%
7.58% 5.66% 0.43% 7.58% 1.84% 0.14%
-9.46% 14.77% -1.40% -9.46% -5.61% 0.53%
-8.33% 3.03% -0.25% -8.33% -2.52% 0.21%
-9.01% -2.33% 0.21% -9.01% 3.60% -0.32%
-14.95% 4.54% -0.68% -14.95% -1.14% 0.17%
5.36% 1.97% 0.11% 5.36% 6.05% 0.32%
-10.15% -5.77% 0.59% -10.15% -7.22% 0.73%
-12.53% 2.30% -0.29% -12.53% 3.57% -0.45%
-0.46% 5.74% -0.03% -0.46% -16.95% 0.08%
14.47% 4.21% 0.61% 14.47% 9.77% 1.41%
-4.86% -6.36% 0.31% -4.86% -3.62% 0.18%
-25.58% -10.87% 2.78% -25.58% -10.48% 2.68%

Covarianza 0.2265% Covarianza 0.8187%

Coeficiente de Correlaciòn 0.1864017346 Coeficiente de Correlaciòn 0.5149746496

 Coca-Cola & JPM Coca-Cola & Apple
Coca-Cola JPM Combinaciòn Coca-Cola Apple
2.56% 4.04% 0.10% 2.56% 6.08%
-2.99% 0.86% -0.03% -2.99% -8.96%
-0.66% -4.89% 0.03% -0.66% -13.21%
4.51% 2.69% 0.12% 4.51% 18.48%
5.40% 1.76% 0.10% 5.40% 13.56%
-4.62% -4.32% 0.20% -4.62% 11.78%
1.39% 0.64% 0.01% 1.39% 5.26%
3.37% 5.39% 0.18% 3.37% 12.58%
-17.61% -23.44% 4.13% -17.61% -9.93%
-8.74% -13.26% 1.16% -8.74% -14.63%
5.18% -6.03% -0.31% 5.18% 2.45%
3.32% 4.82% 0.16% 3.32% 6.92%
-2.23% 4.50% -0.10% -2.23% 4.48%
-0.35% 5.16% -0.02% -0.35% 8.11%
-1.42% 6.15% -0.09% -1.42% 4.34%
4.25% -6.27% -0.27% 4.25% -4.97%
3.03% 2.78% 0.08% 3.03% 4.69%
3.31% 4.53% 0.15% 3.31% 10.10%
-0.19% -9.67% 0.02% -0.19% -15.71%
4.36% 13.66% 0.60% 4.36% 2.69%
3.02% -3.98% -0.12% 3.02% 6.75%
-6.13% -0.15% 0.01% -6.13% 1.08%
1.31% 5.04% 0.07% 1.31% 2.56%
-6.38% -13.18% 0.84% -6.38% -14.62%
4.93% 1.01% 0.05% 4.93% -21.36%
3.33% -4.36% -0.15% 3.33% -6.00%
3.30% -2.50% -0.08% 3.30% -3.78%
-4.75% -1.30% 0.06% -4.75% 16.67%
5.98% 9.34% 0.56% 5.98% -0.16%
1.67% -3.60% -0.06% 1.67% -3.90%
-0.82% -2.61% 0.02% -0.82% 10.12%
-0.84% -2.06% 0.02% -0.84% -4.46%
0.15% -5.77% -0.01% 0.15% -8.76%
-9.52% -1.13% 0.11% -9.52% 3.43%
3.39% 7.18% 0.24% 3.39% -4.02%
-0.09% 1.34% 0.00% -0.09% -4.48%
-0.79% 2.91% -0.02% -0.79% -1.29%
1.82% 4.36% 0.08% 1.82% 6.73%
-1.52% 4.10% -0.06% -1.52% -8.98%
-0.97% -1.97% 0.02% -0.97% 7.31%
1.87% -0.54% -0.01% 1.87% 0.32%
-1.70% 10.28% -0.17% -1.70% -8.68%
5.04% -6.55% -0.33% 5.04% 3.39%
 1.34% -1.93% -0.03% 1.34% -2.96%
0.81% -4.05% -0.03% 0.81% 1.92%
0.61% 6.10% 0.04% 0.61% 9.93%
-1.36% -1.98% 0.03% -1.36% 1.82%
3.76% 5.66% 0.21% 3.76% 1.84%
-5.17% 14.77% -0.76% -5.17% -5.61%
-0.14% 3.03% 0.00% -0.14% -2.52%
-2.89% -2.33% 0.07% -2.89% 3.60%
-0.79% 4.54% -0.04% -0.79% -1.14%
-4.08% 1.97% -0.08% -4.08% 6.05%
1.30% -5.77% -0.08% 1.30% -7.22%
-0.78% 2.30% -0.02% -0.78% 3.57%
-3.76% 5.74% -0.22% -3.76% -16.95%
7.23% 4.21% 0.30% 7.23% 9.77%
0.16% -6.36% -0.01% 0.16% -3.62%
-0.43% -10.87% 0.05% -0.43% -10.48%

Covarianza 0.11% Covarianza

Coeficiente de Correlaciòn 0.4066687345 Coeficiente de Correlaciòn

Cola & Apple JPM & Apple
Combinaciòn JPM Apple Combinaciòn
0.16% 4.04% 6.08% 0.25%
0.27% 0.86% -8.96% -0.08%
0.09% -4.89% -13.21% 0.65%
0.83% 2.69% 18.48% 0.50%
0.73% 1.76% 13.56% 0.24%
-0.54% -4.32% 11.78% -0.51%
0.07% 0.64% 5.26% 0.03%
0.42% 5.39% 12.58% 0.68%
1.75% -23.44% -9.93% 2.33%
1.28% -13.26% -14.63% 1.94%
0.13% -6.03% 2.45% -0.15%
0.23% 4.82% 6.92% 0.33%
-0.10% 4.50% 4.48% 0.20%
-0.03% 5.16% 8.11% 0.42%
-0.06% 6.15% 4.34% 0.27%
-0.21% -6.27% -4.97% 0.31%
0.14% 2.78% 4.69% 0.13%
0.33% 4.53% 10.10% 0.46%
0.03% -9.67% -15.71% 1.52%
0.12% 13.66% 2.69% 0.37%
0.20% -3.98% 6.75% -0.27%
-0.07% -0.15% 1.08% 0.00%
0.03% 5.04% 2.56% 0.13%
0.93% -13.18% -14.62% 1.93%
-1.05% 1.01% -21.36% -0.22%
-0.20% -4.36% -6.00% 0.26%
-0.12% -2.50% -3.78% 0.09%
-0.79% -1.30% 16.67% -0.22%
-0.01% 9.34% -0.16% -0.01%
-0.06% -3.60% -3.90% 0.14%
-0.08% -2.61% 10.12% -0.26%
0.04% -2.06% -4.46% 0.09%
-0.01% -5.77% -8.76% 0.51%
-0.33% -1.13% 3.43% -0.04%
-0.14% 7.18% -4.02% -0.29%
0.00% 1.34% -4.48% -0.06%
0.01% 2.91% -1.29% -0.04%
0.12% 4.36% 6.73% 0.29%
0.14% 4.10% -8.98% -0.37%
-0.07% -1.97% 7.31% -0.14%
0.01% -0.54% 0.32% 0.00%
0.15% 10.28% -8.68% -0.89%
0.17% -6.55% 3.39% -0.22%
 -0.04% -1.93% -2.96% 0.06%
0.02% -4.05% 1.92% -0.08%
0.06% 6.10% 9.93% 0.61%
-0.02% -1.98% 1.82% -0.04%
0.07% 5.66% 1.84% 0.10%
0.29% 14.77% -5.61% -0.83%
0.00% 3.03% -2.52% -0.08%
-0.10% -2.33% 3.60% -0.08%
0.01% 4.54% -1.14% -0.05%
-0.25% 1.97% 6.05% 0.12%
-0.09% -5.77% -7.22% 0.42%
-0.03% 2.30% 3.57% 0.08%
0.64% 5.74% -16.95% -0.97%
0.71% 4.21% 9.77% 0.41%
-0.01% -6.36% -3.62% 0.23%
0.04% -10.87% -10.48% 1.14%

0.098% Covarianza 0.192%

0.2680853124 Coeficiente de Correlaciòn 0.3389260659

Premisas
Portafolio esta dividido en partes (50% activo 1 y 50% activo 2)

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%

Retorno Esperado del Portafolio

Portafolio Amazon & Tesla

Wamazon 50%
Wtesla 50%

Retorno esperado del Portafolio Amazon & Tesla 4.15%

Riesgo del Portafolio Amazon & Tesla 0.114428965

Riesgo del Portafolio Amazon & Tesla Wa*Wa*Oaa Wa*Wt*Oat 0.1710%

Wt*Wa*Ota Wt*Wt*Ott 0.1431%

Portafolio Amazon & Coca-Cola

Wamazon 50%
Wcoca-cola 50%

Retorno esperado del Portafolio Amazon & Coca-Cola 1.70%

Riesgo del Portafolio Amazon & Coca-Cola 0.050360015

Riesgo del Portafolio Amazon & Coca-Cola Wa*Wa*Oaa Wa*Wc*Oac 0.1710%

Wc*Wa*Oca Wc*Wc*Occ 0.0187%

Portafolio Amazon & Jpm

Wamazon 50%
Wjpm 50%

Retorno esperado del Portafolio Amazon & Jpm 2.02%

Riesgo del Portafolio Amazon & Jpm 0.060866387

 Riesgo del Portafolio Amazon & Jpm Wa*Wa*Oaa Wa*Wj*Oaj 0.1710%
Wj*Wa*Oja Wj*Wj*Ojj 0.0456%

Portafolio Amazon & Apple

Wamazon 50%
Wapple 50%

Retorno esperado del Portafolio Amazon & Apple 3.01%

Riesgo del Portafolio Amazon & Apple 0.073685638

Riesgo del Portafolio Amazon & Apple Wa*Wa*Oaa Wa*Wa*Oaa 0.1710%

Wa*Wa*Oaa Wa*Wa*Oaa 0.0933%

Portafolio Tesla & Coca-Cola

Wtesla 50%
Wcoca-cola 50%

Retorno esperado del Portafolio Tesla & Coca-Cola 2.79%

Riesgo del Portafolio Tesla & Coca-Cola 0.101463759

Riesgo del Portafolio Tesla & Coca-Cola Wt*Wt*Ott Wt*Wc*Otc 0.8522%

Wc*Wt*Oct Wc*Wc*Occ 0.0660%

Portafolio Tesla & Jpm

Wtesla 50%
Wjpm 50%

Retorno esperado del Portafolio Tesla & Jpm 3.11%

Riesgo del Portafolio Tesla & Jpm 0.103618231

Riesgo del Portafolio Tesla & Jpm Wt*Wt*Ott Wt*Wj*Otj 0.8522%

Wj*Wt*Ojt Wj*Wj*Ojj 0.0566%

Portafolio Tesla & Apple

Wtesla 50%
Wapple 50%
 Retorno esperado del Portafolio Tesla & Apple 4.10%

Riesgo del Portafolio Tesla & Apple 0.120288465

Riesgo del Portafolio Tesla & Apple Wt*Wt*Ott Wt*Wa*Oat 0.8522%

Wa*Wt*Oat Wa*Wa*Oaa 0.2047%

Portafolio Coca-Cola & Jpm

Wcoca-Cola 50%
Wjpm 50%

Retorno esperado del Portafolio Coca-Cola & Jpm 0.66%

Riesgo del Portafolio Coca-Cola & Jpm 0.045868612

Riesgo del Portafolio Coca-Cola & Jpm Wc*Wc*Occ Wc*Wj*Ocj 0.0452%

Wj*Wc*Ojc Wj*Wj*Ojj 0.0285%

Portafolio Coca-Cola & Apple

Wcoca-cola 50%
Wapple 50%

Retorno esperado del Portafolio Coca-Cola & Apple 1.64%

Riesgo del Portafolio Coca-Cola & Apple 0.052887031

Riesgo del Portafolio Coca-Cola & Apple Wc*Wc*Occ Wc*Wa*Oca 0.0452%

Wa*Wc*Oac Wa*Wa*Oaa 0.0245%

Portafolio Jpm & Apple

Wjpm 50%
Wapple 50%

Retorno esperado del Portafolio Jpm & Apple 1.97%

Riesgo del Portafolio Jpm & Apple 0.062419564

Riesgo del Portafolio Jpm & Apple Wj*Wj*Ojj Wj*Wa*Oja 0.1082%

Wa*Wj*Oaj Wa*Wa*Oaa 0.0480%
 AMAZON TESLA COCA-COLA JPM
AMAZON 0.684%
TESLA 0.572% 3.409%
COOVARIANZA COCA-COLA 0.075% 0.264% 0.181%
JPM 0.182% 0.226% 0.114% 0.433%
AAPLE 0.373% 0.819% 0.098% 0.192%

AMAZON TESLA COCA-COLA JPM

AMAZON 1
COEFICIENTE TESLA 0.374875317 1
DE COCA-COLA 0.212536813 0.336240380 1
CORRELACIÒN JPM 0.335350907 0.186401735 0.406668734 1
AAPLE 0.524075246 0.514974650 0.268085312 0.338926066

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