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Date SAMSUNG APPLE SONY AMAZON NETFLIX UBER

6/21/2021 79,547.81 132.10 96.91 3,453.96 497.00 48.12


6/22/2021 79,647.38 133.78 97.70 3,505.44 508.82 49.05
6/23/2021 79,746.93 133.50 96.14 3,503.82 512.74 50.51
6/24/2021 80,842.09 133.21 96.77 3,449.08 518.06 50.82
6/25/2021 81,240.32 132.91 98.25 3,401.46 527.07 51.73
6/28/2021 81,539.00 134.58 98.47 3,443.89 533.03 51.11
6/29/2021 81,000.00 136.13 99.88 3,448.14 533.50 50.76
6/30/2021 80,700.00 136.76 97.22 3,440.16 528.21 50.12
7/1/2021 80,100.00 137.06 98.25 3,432.97 533.54 50.59
7/2/2021 80,000.00 139.75 101.65 3,510.98 533.98 51.71
7/5/2021 80,400.00 141.81 101.08 3,675.74 541.64 50.80
7/6/2021 81,200.00 144.35 100.74 3,696.58 535.96 48.68
7/7/2021 80,800.00 143.03 99.34 3,731.41 530.76 47.55
7/8/2021 79,900.00 144.89 102.04 3,719.34 535.98 49.07
7/9/2021 79,400.00 144.28 104.30 3,718.55 537.31 48.41
7/12/2021 79,700.00 145.42 104.28 3,677.36 540.68 48.08
7/13/2021 79,800.00 148.93 104.57 3,681.68 547.95 47.15
7/14/2021 79,500.00 148.26 102.87 3,631.20 542.95 46.42
7/15/2021 80,600.00 146.17 101.50 3,573.63 530.31 46.19
7/16/2021 79,800.00 142.24 98.45 3,549.59 532.28 45.56
7/19/2021 79,000.00 145.93 99.08 3,573.19 531.05 46.32
7/20/2021 79,000.00 145.18 100.46 3,585.20 513.63 47.52
7/21/2021 78,500.00 146.58 99.53 3,638.03 511.77 47.57
7/22/2021 79,700.00 148.34 100.66 3,656.64 515.41 47.46
7/23/2021 79,300.00 148.77 99.29 3,699.82 516.49 46.81
7/26/2021 78,800.00 146.55 99.63 3,626.39 518.91 45.82
7/27/2021 78,500.00 144.76 103.13 3,630.32 519.30 46.14
7/28/2021 79,200.00 145.42 105.86 3,599.92 514.25 44.69
7/29/2021 79,000.00 145.64 104.30 3,327.59 517.57 43.46
7/30/2021 78,500.00 145.30 104.40 3,331.48 515.15 43.49
8/2/2021 79,300.00 147.14 103.68 3,366.24 510.82 42.79
8/3/2021 81,400.00 146.73 102.26 3,354.72 517.35 41.81
8/4/2021 82,900.00 146.84 102.84 3,375.99 524.89 43.07
8/5/2021 82,100.00 146.14 102.62 3,344.94 520.55 44.28
8/6/2021 81,500.00 146.09 102.63 3,341.87 519.97 43.25
8/9/2021 81,500.00 145.60 100.88 3,320.68 515.84 43.50
8/10/2021 80,200.00 145.86 101.76 3,292.11 512.40 43.08
8/11/2021 78,500.00 148.89 100.20 3,303.50 510.72 42.73
8/12/2021 77,000.00 149.10 101.94 3,293.97 515.92 42.22
8/13/2021 74,400.00 151.12 100.25 3,298.99 517.92 41.50
8/17/2021 74,200.00 150.19 98.48 3,241.96 518.91 41.00
8/18/2021 73,900.00 146.36 98.31 3,201.22 521.87 40.88
8/19/2021 73,100.00 146.70 96.61 3,187.75 543.71 39.86
8/20/2021 72,700.00 148.19 97.64 3,199.95 546.88 39.95
8/23/2021 73,300.00 149.71 101.32 3,265.87 553.33 41.00
8/24/2021 75,600.00 149.62 104.11 3,305.78 553.41 40.17
8/25/2021 75,700.00 148.36 105.35 3,299.18 547.58 41.55
8/26/2021 74,600.00 147.54 101.65 3,316.00 550.12 40.62
8/27/2021 74,300.00 148.60 103.25 3,349.63 558.92 40.69
8/30/2021 74,600.00 153.12 102.46 3,421.57 566.18 39.59
8/31/2021 76,700.00 151.83 103.46 3,470.79 569.19 39.14
9/1/2021 76,800.00 152.51 104.78 3,479.00 582.07 40.62
9/2/2021 76,000.00 153.65 105.42 3,463.12 588.55 41.40
9/3/2021 76,600.00 154.30 108.25 3,478.05 590.53 40.32
9/6/2021 77,300.00 156.69 108.36 3,509.29 606.71 40.95
9/7/2021 76,100.00 155.11 107.84 3,525.50 606.05 40.07
9/8/2021 76,300.00 154.07 109.95 3,484.16 597.54 40.35
9/9/2021 75,300.00 148.97 110.32 3,469.15 598.72 39.89
9/10/2021 75,300.00 149.55 111.11 3,457.17 589.29 40.07
9/13/2021 76,300.00 148.12 111.28 3,450.00 577.76 39.01
9/14/2021 76,600.00 149.03 111.69 3,475.79 582.87 38.48
9/15/2021 77,000.00 148.79 112.29 3,488.24 586.50 39.52
9/16/2021 76,100.00 146.06 110.70 3,462.52 589.35 39.75
9/17/2021 77,200.00 142.94 108.56 3,355.73 575.43 39.79
REND. SAMSUNG REND. APPLE REND. SONY REND. AMAZON REND. NETFLIX REND. UBER

0.00 0.01 0.01 0.01 0.02 0.02


0.00 -0.00 -0.02 -0.00 0.01 0.03
0.01 -0.00 0.01 -0.02 0.01 0.01 R
0.00 -0.00 0.02 -0.01 0.02 0.02 RI
0.00 0.01 0.00 0.01 0.01 -0.01
-0.01 0.01 0.01 0.00 0.00 -0.01
-0.00 0.00 -0.03 -0.00 -0.01 -0.01
-0.01 0.00 0.01 -0.00 0.01 0.01
-0.00 0.02 0.03 0.02 0.00 0.02 W
0.01 0.01 -0.01 0.05 0.01 -0.02
0.01 0.02 -0.00 0.01 -0.01 -0.04
-0.00 -0.01 -0.01 0.01 -0.01 -0.02
-0.01 0.01 0.03 -0.00 0.01 0.03
-0.01 -0.00 0.02 -0.00 0.00 -0.01
0.00 0.01 -0.00 -0.01 0.01 -0.01
0.00 0.02 0.00 0.00 0.01 -0.02
-0.00 -0.00 -0.02 -0.01 -0.01 -0.02
0.01 -0.01 -0.01 -0.02 -0.02 -0.00
-0.01 -0.03 -0.03 -0.01 0.00 -0.01
-0.01 0.03 0.01 0.01 -0.00 0.02
- -0.01 0.01 0.00 -0.03 0.03
-0.01 0.01 -0.01 0.01 -0.00 0.00
0.02 0.01 0.01 0.01 0.01 -0.00
-0.01 0.00 -0.01 0.01 0.00 -0.01
-0.01 -0.01 0.00 -0.02 0.00 -0.02
-0.00 -0.01 0.04 0.00 0.00 0.01
0.01 0.00 0.03 -0.01 -0.01 -0.03
-0.00 0.00 -0.01 -0.08 0.01 -0.03
-0.01 -0.00 0.00 0.00 -0.00 0.00
0.01 0.01 -0.01 0.01 -0.01 -0.02
0.03 -0.00 -0.01 -0.00 0.01 -0.02
0.02 0.00 0.01 0.01 0.01 0.03
-0.01 -0.00 -0.00 -0.01 -0.01 0.03
-0.01 -0.00 0.00 -0.00 -0.00 -0.02
- -0.00 -0.02 -0.01 -0.01 0.01
-0.02 0.00 0.01 -0.01 -0.01 -0.01
-0.02 0.02 -0.02 0.00 -0.00 -0.01
-0.02 0.00 0.02 -0.00 0.01 -0.01
-0.03 0.01 -0.02 0.00 0.00 -0.02
-0.00 -0.01 -0.02 -0.02 0.00 -0.01
-0.00 -0.03 -0.00 -0.01 0.01 -0.00
-0.01 0.00 -0.02 -0.00 0.04 -0.02
-0.01 0.01 0.01 0.00 0.01 0.00
0.01 0.01 0.04 0.02 0.01 0.03
0.03 -0.00 0.03 0.01 0.00 -0.02
0.00 -0.01 0.01 -0.00 -0.01 0.03
-0.01 -0.01 -0.04 0.01 0.00 -0.02
-0.00 0.01 0.02 0.01 0.02 0.00
0.00 0.03 -0.01 0.02 0.01 -0.03
0.03 -0.01 0.01 0.01 0.01 -0.01
0.00 0.00 0.01 0.00 0.02 0.04
-0.01 0.01 0.01 -0.00 0.01 0.02
0.01 0.00 0.03 0.00 0.00 -0.03
0.01 0.02 0.00 0.01 0.03 0.02
-0.02 -0.01 -0.00 0.00 -0.00 -0.02
0.00 -0.01 0.02 -0.01 -0.01 0.01
-0.01 -0.03 0.00 -0.00 0.00 -0.01
- 0.00 0.01 -0.00 -0.02 0.00
0.01 -0.01 0.00 -0.00 -0.02 -0.03
0.00 0.01 0.00 0.01 0.01 -0.01
0.01 -0.00 0.01 0.00 0.01 0.03
-0.01 -0.02 -0.01 -0.01 0.00 0.01
0.01 -0.02 -0.02 -0.03 -0.02 0.00
RENDIMIENTO ESPERADO Y RIESGO INDIVIDUAL
SAMSUNG APPLE SONY AMAZON NETFLIX UBER
-0.04% 0.13% 0.19% -0.03% 0.24% -0.28%
1.17% 1.26% 1.62% 1.53% 1.27% 1.93%
-3.47% 10.53% 11.90% -2.22% 19.02% -14.62%

PROPORCIONES INVERTIDAS
SAMSUNG APPLE SONY AMAZON NETFLIX UBER TOTAL
0% 12% 27% 0% 61% 0% 100%

MATRIZ DE VARIANZA-COVARIANZA
SAMSUNG APPLE SONY AMAZON NETFLIX UBER
SAMSUNG 0.000135654 -7.8689E-07 4.06726E-05 1.77215E-05 -5.8882E-06 -1.9098E-06
APPLE -7.86889E-07 0.00015709 4.02931E-05 8.19528E-05 4.63693E-05 4.97073E-06
SONY 4.067262E-05 4.02931E-05 0.00025955 5.68365E-05 1.66527E-05 0.00010583
AMAZON 1.772151E-05 8.19528E-05 5.68365E-05 0.00023085 3.80337E-05 2.51583E-05
NETFLIX -5.88818E-06 4.63693E-05 1.66527E-05 3.80337E-05 0.00015762 2.23585E-05
UBER -1.90975E-06 4.97073E-06 0.00010583 2.51583E-05 2.23585E-05 0.00036823

PORTAFOLIO
RE(P) 0.21%
VAR(P) 9.432677E-05
RI(P) 0.97%
RE(P)/RI(P) 22.09%

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