FECHA S&P500 NFLX GOOG APPL AMZN

Apr 01, 2022 4,131.93 190.36 2,299.33 157.42 2,485.63

Mar 01, 2022 4,530.41 374.59 2,792.99 174.35 3,259.95
Feb 01, 2022 4,373.94 394.52 2,697.82 164.67 3,071.26
Jan 01, 2022 4,515.55 427.14 2,713.97 174.30 2,991.47
Dec 01, 2021 4,766.18 602.44 2,893.59 177.08 3,334.34
Nov 01, 2021 4,567.00 641.90 2,849.04 164.61 3,507.07
Oct 01, 2021 4,605.38 690.31 2,965.41 149.17 3,372.43
Sep 01, 2021 4,307.54 610.34 2,665.31 140.91 3,285.04
Aug 01, 2021 4,522.68 569.19 2,909.24 150.97 3,470.79
Jul 01, 2021 4,395.26 517.57 2,704.42 145.03 3,327.59
Jun 01, 2021 4,297.50 528.21 2,506.32 136.18 3,440.16
May 01, 2021 4,204.11 502.81 2,411.56 123.69 3,223.07
Apr 01, 2021 4,181.17 513.47 2,410.12 130.49 3,467.42
Mar 01, 2021 3,972.89 521.66 2,068.63 121.25 3,094.08
Feb 01, 2021 3,811.15 538.85 2,036.86 120.19 3,092.93
Jan 01, 2021 3,714.24 532.39 1,835.74 130.79 3,206.20
Dec 01, 2020 3,756.07 540.73 1,751.88 131.52 3,256.93
Nov 01, 2020 3,621.63 490.70 1,760.74 117.79 3,168.04
Oct 01, 2020 3,269.96 475.74 1,621.01 107.71 3,036.15
Sep 01, 2020 3,363.00 500.03 1,469.60 114.59 3,148.73
Aug 01, 2020 3,500.31 529.56 1,634.18 127.45 3,450.96
Jul 01, 2020 3,271.12 488.88 1,482.96 104.95 3,164.68
Jun 01, 2020 3,100.29 455.04 1,413.61 90.07 2,758.82
May 01, 2020 3,044.31 419.73 1,428.92 78.29 2,442.37
Apr 01, 2020 2,912.43 419.85 1,348.66 72.35 2,474.00
Mar 01, 2020 2,584.59 375.50 1,162.81 62.62 1,949.72
Feb 01, 2020 2,954.22 369.03 1,339.33 67.16 1,883.75
Jan 01, 2020 3,225.52 345.09 1,434.23 76.04 2,008.72
Dec 01, 2019 3,230.78 323.57 1,337.02 72.14 1,847.84
Nov 01, 2019 3,140.98 314.66 1,304.96 65.46 1,800.80
Oct 01, 2019 3,037.56 287.41 1,260.11 60.93 1,776.66
Sep 01, 2019 2,976.74 267.62 1,219.00 54.86 1,735.91
Aug 01, 2019 2,926.46 293.75 1,188.10 50.93 1,776.29
Jul 01, 2019 2,980.38 322.99 1,216.68 51.98 1,866.78
Jun 01, 2019 2,941.76 367.32 1,080.91 48.29 1,893.63
May 01, 2019 2,752.06 343.28 1,103.63 42.55 1,775.07
Apr 01, 2019 2,945.83 370.54 1,188.48 48.78 1,926.52
Mar 01, 2019 2,834.40 356.56 1,173.31 46.17 1,780.75
Feb 01, 2019 2,784.49 358.10 1,119.92 41.91 1,639.83
Jan 01, 2019 2,704.10 339.50 1,116.37 40.28 1,718.73
Dec 01, 2018 2,506.85 267.66 1,035.61 38.18 1,501.97
Nov 01, 2018 2,760.17 286.13 1,094.43 43.07 1,690.17
Oct 01, 2018 2,711.74 301.78 1,076.77 52.79 1,598.01
Sep 01, 2018 2,913.98 374.13 1,193.47 54.45 2,003.00
Aug 01, 2018 2,901.52 367.68 1,218.19 54.71 2,012.71
Jul 01, 2018 2,816.29 337.45 1,217.26 45.74 1,777.44
Jun 01, 2018 2,718.37 391.43 1,115.65 44.49 1,699.80
May 01, 2018 2,705.27 351.60 1,084.99 44.74 1,629.62
Apr 01, 2018 2,648.05 312.46 1,017.33 39.57 1,566.13
Mar 01, 2018 2,640.87 295.35 1,031.79 40.17 1,447.34
Feb 01, 2018 2,713.83 291.38 1,104.73 42.47 1,512.45
Jan 01, 2018 2,823.81 270.30 1,169.94 39.92 1,450.89
Dec 01, 2017 2,673.61 191.96 1,046.40 40.35 1,169.47
Nov 01, 2017 2,647.58 187.58 1,021.41 40.83 1,176.75
Oct 01, 2017 2,575.26 196.43 1,016.64 40.16 1,105.28
Sep 01, 2017 2,519.36 181.35 959.11 36.62 961.35
Aug 01, 2017 2,471.65 174.71 939.33 38.81 980.60
Jul 01, 2017 2,470.30 181.66 930.50 35.20 987.78
Jun 01, 2017 2,423.41 149.41 908.73 34.08 968.00
 Rendimiento
S&P500 NFLX GOOG APPL AMZN Valores mensuales
-8.8% -49.2% -17.7% -9.7% -23.8% Rendimiento promedio
3.6% -5.1% 3.5% 5.9% 6.1% Varianza
-3.1% -7.6% -0.6% -5.5% 2.7% Desviación
-5.3% -29.1% -6.2% -1.6% -10.3% CV
4.4% -6.1% 1.6% 7.6% -4.9% Covarianza
-0.8% -7.0% -3.9% 10.3% 4.0% Beta
6.9% 13.1% 11.3% 5.9% 2.7%
-4.8% 7.2% -8.4% -6.7% -5.4%
2.9% 10.0% 7.6% 4.1% 4.3%
2.3% -2.0% 7.9% 6.5% -3.3%
2.2% 5.1% 3.9% 10.1% 6.7%
0.5% -2.1% 0.1% -5.2% -7.0%
5.2% -1.6% 16.5% 7.6% 12.1% f(x) = x
4.2% -3.2% 1.6% 0.9% 0.0%
2.6% 1.2% 11.0% -8.1% -3.5%
-1.1% -1.5% 4.8% -0.6% -1.6%
3.7% 10.2% -0.5% 11.6% 2.8%
10.8% 3.1% 8.6% 9.4% 4.3%
-2.8% -4.9% 10.3% -6.0% -3.6%
-3.9% -5.6% -10.1% -10.1% -8.8%
7.0% 8.3% 10.2% 21.4% 9.0% -15.0% -10.0%
5.5% 7.4% 4.9% 16.5% 14.7%
1.8% 8.4% -1.1% 15.0% 13.0%
4.5% 0.0% 6.0% 8.2% -1.3%
12.7% 11.8% 16.0% 15.5% 26.9%
-12.5% 1.8% -13.2% -6.8% 3.5%
-8.4% 6.9% -6.6% -11.7% -6.2%
-0.2% 6.7% 7.3% 5.4% 8.7%
2.9% 2.8% 2.5% 10.2% 2.6%
3.4% 9.5% 3.6% 7.4% 1.4%
2.0% 7.4% 3.4% 11.1% 2.3%
1.7% -8.9% 2.6% 7.7% -2.3%
-1.8% -9.1% -2.3% -2.0% -4.8%
1.3% -12.1% 12.6% 7.6% -1.4%
6.9% 7.0% -2.1% 13.5% 6.7%
-6.6% -7.4% -7.1% -12.8% -7.9%
3.9% 3.9% 1.3% 5.6% 8.2%
1.8% -0.4% 4.8% 10.2% 8.6%
 3.0% 5.5% 0.3% 4.0% -4.6%
7.9% 26.8% 7.8% 5.5% 14.4%
-9.2% -6.5% -5.4% -11.4% -11.1%
1.8% -5.2% 1.6% -18.4% 5.8%
-6.9% -19.3% -9.8% -3.0% -20.2% f(x) = 1
0.4% 1.8% -2.0% -0.5% -0.5%
-15.0% -10.0%
3.0% 9.0% 0.1% 19.6% 13.2%
3.6% -13.8% 9.1% 2.8% 4.6%
0.5% 11.3% 2.8% -0.6% 4.3%
2.2% 12.5% 6.7% 13.1% 4.1%
0.3% 5.8% -1.4% -1.5% 8.2%
-2.7% 1.4% -6.6% -5.4% -4.3%
-3.9% 7.8% -5.6% 6.4% 4.2%
5.6% 40.8% 11.8% -1.1% 24.1%
1.0% 2.3% 2.4% -1.2% -0.6%
2.8% -4.5% 0.5% 1.7% 6.5%
2.2% 8.3% 6.0% 9.7% 15.0%
1.9% 3.8% 2.1% -5.7% -2.0%
0.1% -3.8% 0.9% 10.3% -0.7%
1.9% 21.6% 2.4% 3.3% 2.0%
 S&P500 NFLX GOOG APPL AMZN
1.04% 1.29% 1.85% 3.04% 2.03%
0.23% 1.58% 0.49% 0.76% 0.80%
4.82% 12.56% 6.99% 8.70% 8.93%
4.63 9.76 3.77 2.86 4.40
0.23% 0.30% 0.26% 0.28% 0.29%
1.00 1.27 1.13 1.19 1.23

S&P500/S&P500
15.0%

f(x) = x

10.0%

5.0%

0.0%
-10.0% -5.0% 0.0% 5.0% 10.0% 15.0%

-5.0%

-10.0%

-15.0%

S&P500/NTFLX
60.0%

40.0%

20.0%
 60.0%

40.0%

20.0%

f(x) = 1.27480088191576 x − 0.000374986891300976

0.0%
-10.0% -5.0% 0.0% 5.0% 10.0%

-20.0%

-40.0%

-60.0%
 NFLX GOOG APPL
MPAC 19.57% 17.66% 18.45%

RM 16%
RF 3%
Prima por riesgo 13%

10.0% 15.0%
891300976
10.0% 15.0%
AMZN
18.99%