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Trabajo Finanzas Con Fronteras Eficientes Excel
Trabajo Finanzas Con Fronteras Eficientes Excel
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1.6140%
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15
Fecha BSANTANDERBCHILE BCI SM-CHILE B CCU
1/31/2017 0:00 35.11 72.1115 32554.1 220.23 7333.4
2/28/2017 0:00 35.76 73.3323 34212.01 225.92 7695.7
3/31/2017 0:00 41.37 74.1898 35427.87 235.94 8318.5
4/28/2017 0:00 39.56 75.0191 36143.14 236.94 8591.7
5/31/2017 0:00 41.55 80.0049 36732.54 260.38 8843.6
6/30/2017 0:00 42.24 80.3496 36200.71 268 8706.4
7/31/2017 0:00 46.01 89.1548 38592.43 279 8661.9
8/31/2017 0:00 45.95 87.5762 39768.29 279.98 8566.9
9/29/2017 0:00 47.59 93.4026 39499.94 291.99 8617
10/31/2017 0:00 50.04 93.4026 41763.83 302.17 9184.4
11/30/2017 0:00 44.3 85.7681 38249.1 265.25 8202.5
12/29/2017 0:00 48.19 94.3306 42211.75 310 9227.5
1/31/2018 0:00 51.29 98.7792 45418.58 329.98 8848.4
2/28/2018 0:00 48.83 96.5597 43733.27 317.53 8388.1
3/29/2018 0:00 50.88 97.0763 44203.93 318.46 8885.1
4/30/2018 0:00 50.92 96.904 45715.59 325.17 8489.2
5/31/2018 0:00 50.65 93.7087 43839.84 324.15 8034.3
6/29/2018 0:00 51.27 96.3205 42896.54 314.52 8175.9
7/31/2018 0:00 52.57 99.26 43475.74 313.92 8672.6
8/31/2018 0:00 52.1 98.12 43288.64 312.99 8969.6
9/28/2018 0:00 52.63 100.17 44352.34 322.75 9168.8
10/31/2018 0:00 51.08 96.41 43760 305.64 8652.1
11/30/2018 0:00 52.09 97.16 43873 308.72 8785.1
12/28/2018 0:00 51.69 99.17 45085 316.74 8915.6
retorno
varianza
desviacion
Covarianzas
riz de Varianza y Covarianza
BCHILE BCI SM-CHILE CCU
0.001630459471 0.00138411531204 0.0022141125 0.001885730041
0.0018114665 0.00125324858592 0.0018735552 0.001296305725
0.001253248586 0.00170567412453 0.0018042471 0.001384115312
0.001873555201 0.00180424709466 0.0029009456 0.00189364768
0.001296305725 0.00138411531204 0.0018936477 0.002817997941
Covarianza de Activos/M°
BSANTANDER BCHILE BCI SM-CHILE B CCU
0.0000273160 0.00005248 0.00063510 0.00017361 0.00071045
0.0063002709 -0.00010887 0.00101479 0.00134872 0.00338822
0.0005688999 0.00002530 -0.00005388 0.00010694 -0.00022016
0.0011853912 0.00185518 0.00007412 0.00288552 0.00074966
0.0000034445 0.00009502 0.00028587 -0.00012974 0.00023999
0.0030139057 0.00395568 0.00218639 0.00107191 -0.00059766
0.0002384787 0.00041741 -0.00020866 0.00016179 0.00025691
0.0002607090 0.00072213 -0.00029894 0.00037424 -0.00003804
0.0009003458 -0.00037362 0.00112121 0.00049813 0.00149076
0.0168472828 0.01204426 0.01240197 0.01775407 0.01477039
0.0064983720 0.00784483 0.00814535 0.01351761 0.01054159
0.0012113500 0.00085749 0.00157151 0.00124146 -0.00134220
0.0035713886 0.00198032 0.00281362 0.00293757 0.00335209
0.0002359348 -0.00008267 -0.00003352 -0.00012497 0.00047624
0.0001962696 0.00019136 -0.00023834 -0.00006184 0.00066206
0.0009210950 0.00197190 0.00233280 0.00078830 0.00264551
0.0000594307 -0.00017430 0.00045897 0.00058741 -0.00011473
0.0000928568 0.00018302 -0.00000843 -0.00019998 0.00057005
0.0003263954 0.00032143 0.00023371 0.00023745 -0.00031857
-0.0000517179 0.00005272 0.00007815 0.00011515 0.00010406
0.0024587471 0.00274311 0.00145304 0.00369896 0.00350040
-0.0000077006 0.00001701 0.00003227 0.00001609 -0.00001884
-0.0000553665 0.00001495 0.00002956 0.00002223 0.00001411
BETA
BSANTANDER 1.0645714219
BCHILE 0.8222807164
BCI 0.808510681
SM-CHILE 1.1172625455
CCU 0.9699833309
CAPM (RF+COV.MDO/ACTIVO*(RpMdo-RF))
BSANTANDER 0.1903176955
BCHILE 0.1482541863
BCI 0.1458636
SM-CHILE 0.1994652753
CCU 0.1738964835
Fecha BSANTANDER BCHILE BCI SM-CHILE B
1/31/2017 0:00 35.11 72.1115 32554.1 220.23
2/1/2017 0:00 34.65 72.037 32805.86 221.2
2/2/2017 0:00 34.93 71.7015 33148.37 219.07
2/3/2017 0:00 35.23 71.9997 33419.65 219.95
2/6/2017 0:00 35.11 72.5402 33558.21 219
2/7/2017 0:00 35.68 72.6521 33889.99 216.72
2/8/2017 0:00 35.51 72.7546 33795.34 217.51
2/9/2017 0:00 35.46 72.3631 34376.92 221.66
2/10/2017 0:00 35.34 71.9717 33967.08 221.5
2/13/2017 0:00 35.54 71.8506 33721.18 222
2/14/2017 0:00 35.05 71.804 33575.78 222.49
2/15/2017 0:00 35.18 72.0649 34476.45 223
2/16/2017 0:00 35.1 72.2141 34267.63 226
2/17/2017 0:00 35.18 71.9437 34245.19 225.11
2/20/2017 0:00 35.24 72.1954 33860.71 222
2/21/2017 0:00 35.49 72.5123 33820.71 222.1
2/22/2017 0:00 35.61 72.6054 33952.44 223
2/23/2017 0:00 35.57 72.708 33882.18 225.6
2/24/2017 0:00 35.5 72.242 33604.08 226.39
2/27/2017 0:00 35.76 72.6521 33747.52 224.98
2/28/2017 0:00 35.76 73.3323 34212.01 225.92
3/1/2017 0:00 36.88 74.4972 34381.8 228.1
3/2/2017 0:00 36.95 74.0592 34530.13 230.21
3/3/2017 0:00 37.41 74.5066 34633.56 232.93
3/6/2017 0:00 37.56 74.842 34568.18 232.94
3/7/2017 0:00 38.04 74.898 34516.46 232
3/8/2017 0:00 37.97 74.4319 34475.48 230.8
3/9/2017 0:00 38.07 73.8449 34161.27 233.28
3/10/2017 0:00 38.08 73.789 34890.2 233.43
3/13/2017 0:00 38.76 75.3638 35389.82 234.22
3/14/2017 0:00 39.1 75.6621 34795.54 234.7
3/15/2017 0:00 38.88 75.8857 34741.88 235.11
3/16/2017 0:00 39.69 76.8737 35584 237.2
3/17/2017 0:00 39.99 76.1094 35224.9 236.6
3/20/2017 0:00 40.01 73.6585 35856.25 234
3/21/2017 0:00 39.31 74.6743 36288.54 236.91
3/22/2017 0:00 40.02 74.9725 36355.87 239.07
3/23/2017 0:00 40.72 75.4105 35069.75 237
3/24/2017 0:00 41.07 76.2306 35247.35 236.5
3/27/2017 0:00 41.26 76.1281 35226.86 238
3/28/2017 0:00 42.38 77.3302 36589.09 238.59
3/29/2017 0:00 42.07 76.2119 36398.8 239.82
3/30/2017 0:00 41.72 75.3732 35908.95 235.82
3/31/2017 0:00 41.37 74.1898 35427.87 235.94
4/3/2017 0:00 41.59 74.6369 35521.55 234.54
4/4/2017 0:00 41.3 75.4292 35938.22 237.26
4/5/2017 0:00 41.41 76.4169 36960.88 237.25
4/6/2017 0:00 41.06 76.1001 38287.98 236.99
4/7/2017 0:00 41 75.5968 38491.93 235.8
4/10/2017 0:00 40.53 75.7087 38125.02 236
4/11/2017 0:00 40.64 75.6249 37933.76 234
4/12/2017 0:00 40.51 75.4384 37991.33 235.9
4/13/2017 0:00 40.66 76.1001 37627.36 235.17
4/17/2017 0:00 41.01 75.8018 37514.16 237
4/18/2017 0:00 40.74 75.7833 37165.79 235.79
4/20/2017 0:00 40.24 75.5689 37427.31 235.52
4/21/2017 0:00 40.79 75.8299 37688.83 237.99
4/24/2017 0:00 39.35 76.6779 37706.39 236.66
4/25/2017 0:00 39.82 76.4822 37561 238.01
4/26/2017 0:00 39.82 76.1561 37331.68 237.89
4/27/2017 0:00 39.09 75.2055 36321.71 237.45
4/28/2017 0:00 39.56 75.0191 36143.14 236.94
5/2/2017 0:00 40.42 76.5474 37029.18 237.87
5/3/2017 0:00 40.34 76.3983 36541.27 239.77
5/4/2017 0:00 40.56 77.265 36440.77 239.26
5/5/2017 0:00 40.28 77.3862 36483.7 240.51
5/8/2017 0:00 40.55 76.6126 36179.25 238.92
5/9/2017 0:00 40.15 76.4356 36170.46 239.88
5/10/2017 0:00 39.81 77.7403 36205.59 240
5/11/2017 0:00 40.16 77.2464 36270.97 240.19
5/12/2017 0:00 40.08 77.731 36350.99 240.45
5/15/2017 0:00 40.52 78.5044 36531.52 242.5
5/16/2017 0:00 40.4 78.5604 36803.77 243.13
5/17/2017 0:00 40.37 77.936 36552.98 244.89
5/18/2017 0:00 39.87 77.5632 36441.74 243.61
5/19/2017 0:00 40.21 78.2528 36398.8 244
5/22/2017 0:00 40.18 79.1568 36654.47 247.79
5/23/2017 0:00 41.34 79.7253 36794.01 246.7
5/24/2017 0:00 41.86 80.8342 37418.53 249.41
5/25/2017 0:00 41.57 80.8528 37401.94 254.4
5/26/2017 0:00 41.72 81.3002 37662.48 256.98
5/29/2017 0:00 41.98 81.0672 37533.68 260.14
5/30/2017 0:00 41.94 81.2444 37168.72 256.8
5/31/2017 0:00 41.55 80.0049 36732.54 260.38
6/1/2017 0:00 41.68 80.9647 37272.16 259.97
6/2/2017 0:00 41.61 80.9647 37370.71 259.5
6/5/2017 0:00 41.53 80.1819 37274.11 257.98
6/6/2017 0:00 41.07 81.0485 37021.38 260
6/7/2017 0:00 40.59 80.4241 36964.78 254.89
6/8/2017 0:00 40.48 80.3125 37176.53 256.66
6/9/2017 0:00 40.61 80.0888 36831.09 259.65
6/12/2017 0:00 41.07 80.0421 36565.67 260
6/13/2017 0:00 42.1 80.6199 36272.93 260.5
6/14/2017 0:00 42.26 81.356 36231.94 261.48
6/15/2017 0:00 42.29 81.2909 36022.14 260.49
6/16/2017 0:00 42.24 81.6077 36735.46 265
6/19/2017 0:00 42.29 80.825 37113.1 264.06
6/20/2017 0:00 42.08 80.2378 36739.36 264.57
6/21/2017 0:00 41.87 80.2844 36069.96 265.19
6/22/2017 0:00 41.84 80.0141 35740.13 266.5
6/23/2017 0:00 41.66 80.1726 36288.54 265.5
6/27/2017 0:00 41.86 80.1633 36084.59 267
6/28/2017 0:00 42.06 80.0888 36287.56 266.96
6/29/2017 0:00 41.97 80.3309 36187.05 265.99
6/30/2017 0:00 42.24 80.3496 36200.71 268
7/3/2017 0:00 42.99 81.0113 36531.52 268.76
7/4/2017 0:00 44.03 82.9683 37073.09 272.32
7/5/2017 0:00 42.69 82.7727 36915.99 273.54
7/6/2017 0:00 42.55 83.2852 36855.48 277.99
7/7/2017 0:00 42.71 83.2293 36781.32 275.49
7/10/2017 0:00 42.93 84.273 36805.72 280
7/11/2017 0:00 42.77 84.7669 36766.69 283.49
7/12/2017 0:00 43.71 86.5375 37424.39 281.59
7/13/2017 0:00 44.12 87.3203 38263.59 281.93
7/14/2017 0:00 43.06 87.7491 38166.98 281.54
7/17/2017 0:00 43.39 88.2243 37868.38 281.34
7/18/2017 0:00 42.83 88.5132 38355.31 280.01
7/19/2017 0:00 42.64 88.2523 37989.38 282.25
7/20/2017 0:00 42.65 88.4387 38194.3 281.89
7/21/2017 0:00 42.08 88.1311 37752.26 282
7/24/2017 0:00 43.26 88.2077 38335.79 279.26
7/25/2017 0:00 43.64 87.4902 38453.87 274.22
7/26/2017 0:00 43.48 86.9352 38722.21 275.26
7/27/2017 0:00 43.77 88.0259 39202.32 274.92
7/28/2017 0:00 45.16 87.8345 39184.75 278.83
7/31/2017 0:00 46.01 89.1548 38592.43 279
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8/2/2017 0:00 47.36 89.4036 38944.7 285.99
8/3/2017 0:00 47.41 88.9539 39232.57 284.6
8/4/2017 0:00 47.43 90.0637 39337.95 284.95
8/7/2017 0:00 48.23 89.6236 40474.78 285
8/8/2017 0:00 48.75 89.4706 40169.35 280.02
8/9/2017 0:00 48.01 89.3748 39527.26 278.01
8/10/2017 0:00 47.45 88.7339 39820.01 276.5
8/11/2017 0:00 47.13 88.7721 39886.36 277.27
8/14/2017 0:00 47.87 89.9967 39369.18 277.77
8/16/2017 0:00 47.29 89.327 39195.48 277.12
8/17/2017 0:00 47.07 90.0924 39053.02 279
8/18/2017 0:00 47.05 90.5516 39130.11 280
8/21/2017 0:00 46.75 89.8628 39077.41 281.05
8/22/2017 0:00 46.39 89.4992 39052.04 279.79
8/23/2017 0:00 46.79 90.5038 39132.06 278.47
8/24/2017 0:00 47.27 90.8195 39166.21 280.33
8/25/2017 0:00 47.43 90.6568 40155.69 280.78
8/28/2017 0:00 46.6 88.466 40003.46 278.49
8/29/2017 0:00 46.34 88.2747 39779.02 279.98
8/30/2017 0:00 46.64 88.4182 39803.42 279.9
8/31/2017 0:00 45.95 87.5762 39768.29 279.98
9/1/2017 0:00 45.75 89.0783 40105.92 280.69
9/4/2017 0:00 45.67 88.1599 39815.13 280.85
9/5/2017 0:00 45.41 88.1216 40002.48 278.97
9/6/2017 0:00 44.76 86.5908 39075.46 275.51
9/7/2017 0:00 44.82 86.1891 39351.62 276.86
9/8/2017 0:00 45.19 85.8159 39232.57 276
9/11/2017 0:00 46.05 86.9352 38860.78 277
9/12/2017 0:00 46.24 87.2223 38814.92 278.99
9/13/2017 0:00 45.99 86.3134 38523.15 277.1
9/14/2017 0:00 45.27 86.1891 38780.77 278.87
9/15/2017 0:00 46.12 87.7293 38439.23 278.52
9/20/2017 0:00 46.45 87.9111 39002.27 279.26
9/21/2017 0:00 47.13 91.2117 39155.48 282
9/22/2017 0:00 47.86 93.1155 39082.29 288
9/25/2017 0:00 47.02 91.8814 39185.73 287.61
9/26/2017 0:00 46.92 92.7998 39273.55 287
9/27/2017 0:00 47.29 93.0964 39635.58 287.64
9/28/2017 0:00 47.38 93.3452 39610.21 287.53
9/29/2017 0:00 47.59 93.4026 39499.94 291.99
10/2/2017 0:00 47.74 94.1583 39727.3 297.54
10/3/2017 0:00 48.55 95.3064 39981.02 303.21
10/4/2017 0:00 48.51 95.1246 40100.07 307.56
10/5/2017 0:00 48.14 94.7419 39903.93 300.4
10/6/2017 0:00 48.39 94.9237 40413.3 305.16
10/10/2017 0:00 48.69 95.8612 40105.92 310.08
10/11/2017 0:00 48.63 95.1341 40758.74 311.34
10/12/2017 0:00 48.72 93.326 40803.63 303.87
10/13/2017 0:00 48.6 92.2737 40969.52 304.34
10/16/2017 0:00 48.77 92.5032 40922.68 295.1
10/17/2017 0:00 48.34 92.3215 41224.2 299.71
10/18/2017 0:00 49.39 92.9624 41202.73 301.7
10/19/2017 0:00 48.26 92.532 41019.28 300.03
10/20/2017 0:00 48.47 92.7041 41221.27 302.45
10/23/2017 0:00 48.83 91.8718 41088.56 301.37
10/24/2017 0:00 48.39 92.0632 41030.02 299
10/25/2017 0:00 48.24 91.4222 41026.11 297.98
10/26/2017 0:00 49.22 92.0727 41107.11 299.94
10/30/2017 0:00 50.65 94.0818 41436.93 303.78
10/31/2017 0:00 50.04 93.4026 41763.83 302.17
11/2/2017 0:00 49.14 92.5798 41256.4 298.03
11/3/2017 0:00 49.13 91.3169 41156.87 298.3
11/6/2017 0:00 49.24 91.9006 41472.06 299.19
11/7/2017 0:00 48.81 92.7998 41088.56 298.62
11/8/2017 0:00 48.88 91.6901 41311.05 299.04
11/9/2017 0:00 48.89 91.1543 40424.04 297.79
11/10/2017 0:00 48.06 91.1256 39395.53 297
11/13/2017 0:00 47.51 89.0496 38812.97 293.3
11/14/2017 0:00 47.22 88.3225 39621.92 296.43
11/15/2017 0:00 47.18 88.1694 39533.8 292.15
11/16/2017 0:00 47.9 88.5138 39642.34 293.29
11/17/2017 0:00 48.01 89.8914 40991.18 294
11/20/2017 0:00 45.32 84.8688 38662.53 278.68
11/21/2017 0:00 46.23 86.1508 39210.16 277.92
11/22/2017 0:00 45.59 86.2273 38172.13 275.02
11/23/2017 0:00 44.54 84.4096 37572.21 271
11/24/2017 0:00 44.76 85.0028 37776.46 265.97
11/27/2017 0:00 45.9 84.8019 37793.23 268.81
11/28/2017 0:00 45.58 85.1845 38482.95 267.54
11/29/2017 0:00 45.04 85.5098 38170.16 266.98
11/30/2017 0:00 44.3 85.7681 38249.1 265.25
12/1/2017 0:00 44.41 85.3854 37737.98 264
12/4/2017 0:00 44.17 85.1845 37039.38 266.5
12/5/2017 0:00 43.21 84.8975 35434.98 264
12/6/2017 0:00 43.66 85.0984 34770.92 266.46
12/7/2017 0:00 43.63 84.0174 34991.95 260.79
12/11/2017 0:00 45.69 87.4614 37059.12 271
12/12/2017 0:00 45.57 87.4328 36964.39 273
12/13/2017 0:00 45.7 87.3849 38242.19 272.93
12/14/2017 0:00 45.29 87.538 38038.93 271.82
12/15/2017 0:00 46.32 88.4182 39167.73 278.94
12/18/2017 0:00 49.77 96.0143 41786.48 312.7
12/19/2017 0:00 50.22 94.6941 40973.42 310.06
12/20/2017 0:00 49.93 94.5219 40046.89 309.42
12/21/2017 0:00 48.35 93.2399 40188.98 305.02
12/22/2017 0:00 48.74 94.3784 41261.54 308.9
12/26/2017 0:00 48.1 94.0627 41647.35 306.7
12/27/2017 0:00 47.82 93.7948 41264.5 309
12/28/2017 0:00 48.23 94.9237 41902.91 311.91
12/29/2017 0:00 48.19 94.3306 42211.75 310
1/2/2018 0:00 48.66 95.8708 42892.59 308.99
1/3/2018 0:00 48.95 95.402 41736.16 309.82
1/4/2018 0:00 49.51 96.1291 42175.24 310.27
1/5/2018 0:00 50.71 97.899 42769.25 314.92
1/8/2018 0:00 49.95 97.0859 42857.07 315.14
1/9/2018 0:00 50.02 98.3678 42996.19 319
1/10/2018 0:00 50.22 96.7892 43098.81 316.61
1/11/2018 0:00 50.77 98.9801 42823.52 324.19
1/12/2018 0:00 50.74 99.2767 42618.28 327.16
1/15/2018 0:00 51.3 97.5929 42542.3 326.12
1/17/2018 0:00 52.37 99.8507 42843.25 324.28
1/18/2018 0:00 52.75 98.7122 43163.93 324.72
1/19/2018 0:00 52.28 100.1855 43220.18 324.78
1/22/2018 0:00 52.13 100.7309 43362.27 324
1/23/2018 0:00 52.33 100.0707 43458.96 329.02
1/24/2018 0:00 51.82 99.4393 43887.2 325.88
1/25/2018 0:00 51.8 98.6644 44297.67 325.58
1/26/2018 0:00 52.15 100.396 45535.02 325.6
1/29/2018 0:00 52.09 100.0995 45715.59 329.83
1/30/2018 0:00 52.28 99.4967 45169.93 329.91
1/31/2018 0:00 51.29 98.7792 45418.58 329.98
2/1/2018 0:00 50.78 98.5975 46256.3 330.5
2/2/2018 0:00 50.1 99.1906 46040.21 334.5
2/5/2018 0:00 48.84 98.7409 45090.99 327.07
2/6/2018 0:00 48.99 97.5833 44122.04 322.8
2/7/2018 0:00 49.2 98.8174 45723.48 325.02
2/8/2018 0:00 48.13 98.1669 44807.8 325.66
2/9/2018 0:00 47.52 96.1769 43442.19 323
2/12/2018 0:00 47.98 96.1483 43543.82 325.51
2/13/2018 0:00 48.05 95.8517 43542.83 318
2/14/2018 0:00 48.23 96.1674 44081.58 321.62
2/15/2018 0:00 48.86 98.0425 44160.52 321
2/16/2018 0:00 48.91 97.9468 44343.06 323.5
2/19/2018 0:00 49.4 98.3104 45388.98 319.91
2/20/2018 0:00 49.51 97.4972 45063.36 321
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2/22/2018 0:00 49.98 99.1141 46208.94 321
2/23/2018 0:00 49.52 98.9514 46533.57 321
2/26/2018 0:00 49.06 97.9564 45081.13 318
2/27/2018 0:00 49.02 96.6553 44593.69 318.71
2/28/2018 0:00 48.83 96.5597 43733.27 317.53
3/1/2018 0:00 48.45 96.043 43463.89 314.35
3/2/2018 0:00 48.66 96.8084 44344.05 314.43
3/5/2018 0:00 48.97 97.0763 44180.25 318.96
3/6/2018 0:00 49.2 96.6649 44040.14 320.49
3/7/2018 0:00 48.92 98.0713 43463.89 320.43
3/8/2018 0:00 49.13 98.4539 44149.66 323.46
3/9/2018 0:00 49.74 98.3966 45181.77 322.8
3/12/2018 0:00 50.17 98.76 45704.73 324.66
3/13/2018 0:00 50.06 98.3008 45263.67 325.38
3/14/2018 0:00 49.97 98.1573 45661.32 322.06
3/15/2018 0:00 50.04 99.4106 44956.8 322.18
3/16/2018 0:00 50.66 100.6447 44213.8 328.83
3/19/2018 0:00 50.41 97.6311 44481.2 325.44
3/20/2018 0:00 50.34 96.464 44474.29 323.05
3/21/2018 0:00 50.02 96.5309 44771.3 323.99
3/22/2018 0:00 49.84 96.397 43777.67 320.29
3/23/2018 0:00 49.45 95.6699 43640.52 325.85
3/26/2018 0:00 48.98 95.0863 42840.29 324.19
3/27/2018 0:00 49.37 94.7419 43010.01 321
3/28/2018 0:00 50.05 95.2203 42758.39 316.16
3/29/2018 0:00 50.88 97.0763 44203.93 318.46
4/2/2018 0:00 50.91 96.6649 44057.9 314.43
4/3/2018 0:00 51.55 97.0284 44770.31 316.34
4/4/2018 0:00 51.45 96.6457 44780.18 316.66
4/5/2018 0:00 51.76 96.818 44397.33 321.09
4/6/2018 0:00 51.28 96.5405 43775.7 316.47
4/9/2018 0:00 51.46 97.4876 44373.65 317.48
4/10/2018 0:00 51.47 97.3728 44840.37 319.98
4/11/2018 0:00 51.95 97.3442 44084.54 321.18
4/12/2018 0:00 52.08 96.3492 44362.8 319.96
4/13/2018 0:00 51.95 96.1195 44490.08 320
4/16/2018 0:00 51.97 96.1579 44159.53 322.99
4/17/2018 0:00 52.14 96.0335 44297.67 321.14
4/18/2018 0:00 52.95 96.4257 45777.75 322.99
4/19/2018 0:00 52.98 97.1241 45367.27 325.49
4/20/2018 0:00 50.85 97.4302 44862.07 320.98
4/23/2018 0:00 50.41 97.5355 45373.2 323.93
4/24/2018 0:00 50.3 96.7319 45293.27 321.64
4/25/2018 0:00 50.28 97.2676 45305.11 322.26
4/26/2018 0:00 50.42 97.2676 45387.01 320.58
4/27/2018 0:00 50.69 97.0571 45352.47 322
4/30/2018 0:00 50.92 96.904 45715.59 325.17
5/2/2018 0:00 50.75 97.0571 44994.29 321.36
5/3/2018 0:00 50.43 96.0239 44574.94 324.63
5/4/2018 0:00 50.59 95.5934 44360.82 321
5/7/2018 0:00 50.79 96.8658 44534.48 324.65
5/8/2018 0:00 51.08 95.9378 44325.3 322.11
5/9/2018 0:00 51.5 96.0526 45116.65 321
5/10/2018 0:00 52 96.885 45058.43 321.36
5/11/2018 0:00 51.98 95.7847 44956.8 320.11
5/14/2018 0:00 52.08 96.4257 45268.6 320.16
5/15/2018 0:00 52.07 95.9761 45056.46 320.87
5/16/2018 0:00 52.31 96.2439 44935.09 320.17
5/17/2018 0:00 52.63 95.8708 44542.38 320.41
5/18/2018 0:00 52.42 95.5647 44375.62 322.1
5/22/2018 0:00 51.79 95.1725 44436.8 319.47
5/23/2018 0:00 51.16 94.8854 44279.91 320.9
5/24/2018 0:00 51.31 94.9428 43952.32 319.71
5/25/2018 0:00 52.29 94.6941 44158.55 318.5
5/28/2018 0:00 51.23 94.8854 43762.87 316.15
5/29/2018 0:00 50.68 93.1729 43590.2 317.06
5/30/2018 0:00 51.61 93.2399 43436.27 318
5/31/2018 0:00 50.65 93.7087 43839.84 324.15
6/1/2018 0:00 50.94 95.6795 43557.63 319
6/4/2018 0:00 51.52 96.5788 43525.07 323
6/5/2018 0:00 51.1 95.4403 43444.16 321.98
6/6/2018 0:00 50.67 95.6317 43186.63 322.03
6/7/2018 0:00 50.32 95.6603 42595.59 320.89
6/8/2018 0:00 50.19 96.4831 43236.95 319.84
6/11/2018 0:00 50.44 96.0048 43056.38 318.2
6/12/2018 0:00 50.53 96.5405 43257.67 319.29
6/13/2018 0:00 50.92 96.2631 43513.23 319.27
6/14/2018 0:00 50.77 96.5597 43297.14 319.84
6/15/2018 0:00 50.51 96.3014 43532.96 315.77
6/18/2018 0:00 50.84 96.1483 42838.32 318.99
6/19/2018 0:00 50.92 96.5501 42868.91 319.48
6/20/2018 0:00 50.91 96.2535 42531.45 316.49
6/21/2018 0:00 51.12 96.2439 41794.37 317
6/22/2018 0:00 50.57 96.5309 42411.07 317.14
6/25/2018 0:00 50.47 95.6507 41446.06 314.19
6/26/2018 0:00 50.66 95.6795 41547.69 315.98
6/27/2018 0:00 50.38 95.2872 41481.58 314.65
6/28/2018 0:00 50.93 95.6125 42185.11 313.44
6/29/2018 0:00 51.27 96.3205 42896.54 314.52
7/3/2018 0:00 51.55 95.1629 42747.54 312.4
7/4/2018 0:00 51.71 94.7228 42793.91 312.87
7/5/2018 0:00 52.09 96.4066 42821.54 312.28
7/6/2018 0:00 51.83 96.2153 42367.65 313.78
7/9/2018 0:00 51.82 96.6553 42863.97 318.63
7/10/2018 0:00 51.44 96.8658 42777.14 317
7/11/2018 0:00 51.78 96.464 42478.16 316.16
7/12/2018 0:00 51.54 95.8708 41986.78 316.59
7/13/2018 0:00 51.25 96.2535 42302.53 315.58
7/17/2018 0:00 51.74 96.4831 42680.44 319.66
7/18/2018 0:00 51.85 96.3109 43057.37 319.67
7/19/2018 0:00 51.87 96.6745 42865.95 317.57
7/20/2018 0:00 52.65 97.2293 43383.97 317.83
7/23/2018 0:00 52.65 98.88 42991.26 317.02
7/24/2018 0:00 52.84 99.79 44217.75 319.99
7/25/2018 0:00 53.1 99.74 43901.01 318.44
7/26/2018 0:00 53 99.95 43259.64 315.25
7/27/2018 0:00 52.78 98.76 42539.34 311.05
7/30/2018 0:00 52.3 98.49 42979.42 314.43
7/31/2018 0:00 52.57 99.26 43475.74 313.92
8/1/2018 0:00 52.52 99.79 43997.71 313.99
8/2/2018 0:00 52.44 99.57 44203.93 316.26
8/3/2018 0:00 52.86 99.75 44598.58 316.24
8/6/2018 0:00 51.85 100.47 43865.85 319.96
8/7/2018 0:00 51.37 100 43624.6 317.19
8/8/2018 0:00 51.41 99.83 43857.88 315.15
8/9/2018 0:00 51.77 100.1 43627.59 317.93
8/10/2018 0:00 50.99 100.15 43698.38 318
8/13/2018 0:00 51.1 99.94 42991.57 314.59
8/14/2018 0:00 51.28 99.9 44139 315.04
8/16/2018 0:00 51.36 99.7 43117.18 315.35
8/17/2018 0:00 51.27 99.13 42871.94 313.33
8/20/2018 0:00 51.24 99.01 42878.92 313.99
8/21/2018 0:00 51.26 98.91 43142.1 313.28
8/22/2018 0:00 50.91 98.43 44295.52 313
8/23/2018 0:00 51.63 98.69 44062.24 311.19
8/24/2018 0:00 51.14 98.65 43578.75 312
8/27/2018 0:00 51.73 98.71 44379.26 311.5
8/28/2018 0:00 51.91 98.95 44369.29 311.7
8/29/2018 0:00 52.3 99.06 43867.85 313.52
8/30/2018 0:00 52.02 98.2 43111.2 315.3
8/31/2018 0:00 52.1 98.12 43288.64 312.99
9/3/2018 0:00 52.06 98.08 42817.11 311.33
9/4/2018 0:00 51.55 97.1 42249.87 310.09
9/5/2018 0:00 50.99 96.57 42476.17 306.54
9/6/2018 0:00 52.01 97.31 42495.11 306.05
9/7/2018 0:00 52.15 99.28 42975.62 312
9/10/2018 0:00 52.69 99.5 42950.7 314.99
9/11/2018 0:00 52.96 99.23 42740.35 314.99
9/12/2018 0:00 52.98 99.25 43765.16 315.02
9/13/2018 0:00 53.74 100.17 44992.36 314.93
9/14/2018 0:00 53.4 99.02 44236.7 313.37
9/20/2018 0:00 54.51 102.29 44675.34 318.55
9/21/2018 0:00 55.23 103.07 45533.68 322.41
9/24/2018 0:00 54.15 100.68 45030.24 318.77
9/25/2018 0:00 54.02 100.28 44350.35 321.78
9/26/2018 0:00 53.76 99.87 44259.63 319
9/27/2018 0:00 53.13 100.03 44029.35 321.78
9/28/2018 0:00 52.63 100.17 44352.34 322.75
10/1/2018 0:00 52.49 101.12 44276.58 323
10/2/2018 0:00 52.2 100.93 44359.32 324.52
10/3/2018 0:00 52.45 101.26 44134.02 325.62
10/4/2018 0:00 52.5 100.67 44336.39 325
10/5/2018 0:00 52.5 99.46 43385.34 322.58
10/8/2018 0:00 52.93 100.05 43750.21 319.4
10/9/2018 0:00 53.06 100.73 43682.42 321.11
10/10/2018 0:00 52.19 99.75 43212.88 318.61
10/11/2018 0:00 51.4 98.27 43172.01 316
10/12/2018 0:00 51.58 98.05 42867.95 316.7
10/16/2018 0:00 51.62 97.85 43001.54 313.78
10/17/2018 0:00 51.88 97.85 42594.8 313.87
10/18/2018 0:00 51.55 97.34 42212.98 309.6
10/19/2018 0:00 51.95 97.83 43760.18 312.87
10/22/2018 0:00 51.53 96.94 43953.58 308.49
10/23/2018 0:00 50.87 97.44 43305.59 307.01
10/24/2018 0:00 50.93 97.19 43036.43 308.62
10/25/2018 0:00 50.71 96.65 43254.75 308.83
10/26/2018 0:00 50.68 96.24 42787 306.17
10/29/2018 0:00 50.58 95.57 42930 304.04
10/30/2018 0:00 50.08 94.62 42721 296.43
10/31/2018 0:00 51.08 96.41 43760 305.64
11/5/2018 0:00 52.68 98.78 44267 311.18
11/6/2018 0:00 52.34 97.87 43749 310.08
11/7/2018 0:00 52.17 97.82 43739 311.99
11/8/2018 0:00 51.92 98.57 44184 312.41
11/9/2018 0:00 51.79 98.84 43882 312
11/12/2018 0:00 51.32 99.03 43627 314.91
11/13/2018 0:00 51.47 97.65 43646 312.32
11/14/2018 0:00 51.45 97.68 43489 312.62
11/15/2018 0:00 52.18 97.77 43645 310
11/16/2018 0:00 52.59 98.62 43959 312
11/19/2018 0:00 52.49 98.6 43967 311
11/20/2018 0:00 51.61 97.39 43382 309
11/21/2018 0:00 51.59 97.23 43421 310.08
11/22/2018 0:00 51.43 97.62 43222 311
11/23/2018 0:00 51.79 98.51 43496 311
11/26/2018 0:00 51.88 98.5 43373 310.73
11/27/2018 0:00 51.81 98.82 43600 315
11/28/2018 0:00 52.67 98.64 43973 310.99
11/29/2018 0:00 52.55 98.83 43930 310.5
11/30/2018 0:00 52.09 97.16 43873 308.72
12/3/2018 0:00 52.54 97.24 43788 309.01
12/4/2018 0:00 52.39 97.95 44132 308.56
12/5/2018 0:00 51.94 96.81 44213 308
12/6/2018 0:00 52.5 97.16 43823 307.16
12/7/2018 0:00 51.81 96.01 43444 310.05
12/10/2018 0:00 51.22 95.57 43019 307
12/11/2018 0:00 51.69 96.81 43992 308
12/12/2018 0:00 52.05 97.98 44175 308.3
12/13/2018 0:00 52.44 98.28 44995 311.5
12/14/2018 0:00 52.46 98.26 45240 313
12/17/2018 0:00 52.15 97.59 44328 312.58
12/18/2018 0:00 52.34 98.27 44480 316
12/19/2018 0:00 51.96 98.85 44734 316.56
12/20/2018 0:00 51.67 98.88 44352 314.99
12/21/2018 0:00 51.65 99.16 44893 311.5
12/24/2018 0:00 50.96 99.21 44495 313.54
12/26/2018 0:00 51.22 98.56 44991 313.5
12/27/2018 0:00 51.1 99.01 44693 315.1
12/28/2018 0:00 51.69 99.17 45085 316.74
1/2/2019 0:00 51.96 99.81 44902 318.49
1/3/2019 0:00 51.69 100.05 45146 322.07
1/4/2019 0:00 51.88 100.43 45053 320.96
1/7/2019 0:00 51.25 100.91 44989 322.89
1/8/2019 0:00 51.48 100.63 44932 325.39
1/9/2019 0:00 51.63 100.56 44875 325
1/10/2019 0:00 51.69 100.39 45460 322.12
1/11/2019 0:00 52.33 101.21 45539 323.78
1/14/2019 0:00 52.29 101 45850 322.61
1/15/2019 0:00 52.48 101.38 45837 324.79
1/16/2019 0:00 53 102.2 46120 324.04
1/17/2019 0:00 52.9 102.6 46170 325
1/18/2019 0:00 52.89 103.51 46600 330
1/21/2019 0:00 52.66 103.68 46542 326.85
1/22/2019 0:00 52.85 103.9 45800 325.78
1/23/2019 0:00 53.99 103 45800 325.01
1/24/2019 0:00 53.55 102.98 46740 327
1/25/2019 0:00 53.49 103 46600 334.07
1/28/2019 0:00 53.59 103.5 46500 334
1/29/2019 0:00 53.5 103.25 46495 336
1/30/2019 0:00 52.8 103.5 46000 336.98
1/31/2019 0:00 52.9 104.04 46741 332.2
0.000066669
493
RF 0.55 Rentabilidad Activo Libre de Riesgo
RM 29% Rentabilidad del portafolio de Mercado
CAPM (RF+COV.MDO/ACTIVO*(RpMdo-RF))
BSANTANDER 0.28351043
BCHILE 0.30663025
BCI 0.25690633
SM-CHILE 0.32245988
CCU 0.30368017
Ítem BSANTANDER CCU r(a,c)
0.4%
0.2%
1.0%
0.8%
0.6%
25% 75% 0.077% 0.8%
30% 70% 0.077% 0.8% 0.4%
35% 65% 0.077% 0.8%
40% 60% 0.078% 0.8% 0.2%
Column C
BSANTANDER-BCHILE
0.9% 0.9% 1.0% 1.0% 1.1% 1.1% 1.2% 1.2%
BSANTANDER-BCI
BCHILE-BCI
BCHILE-SMCHILE
BCI-SM CHILE
BCI-CCU
0.9% 1.0% 1.0% 1.1% 1.1% 1.2% 1.2% 1.3% 1.3% 1.4%
SM-CHILE-CCU