Académique Documents
Professionnel Documents
Culture Documents
-2.51% 0.14%
-2.59% -0.31%
-4.08% -1.58% Beta por pendiente de la recta
-0.63% 0.04%
-4.27% -0.44%
1.88% -0.45% Beta por fórmula de covarianza:
0.54% 0.12%
-0.79% 0.45%
-0.13% -1.72% Covar(Ri;Rm)
-0.51% -0.35% Var (Rm)
0.11% 0.15% Beta
-1.34% -0.68%
-2.82% 0.55%
1.51% 1.64% Tasa libre de riesgo
-3.17% 0.02% E(Rm)
-2.12% 0.24%
0.93% 0.15%
0.60% 1.32%
3.01% 3.14% E(Ri)
0.80% 0.04%
-3.64% -2.00%
0.14% -1.17%
2.72% 2.11%
-0.95% -0.27%
-1.96% -0.14%
-0.63% -0.06%
0.76% 0.73%
-0.61% -0.67%
1.25% 0.45%
0.76% 0.34%
2.01% 0.94% El rendimiento esperado del portafoli
4.93% 0.65%
0.48% 0.79%
-0.05% -0.34%
2.20% -0.02%
-1.87% -1.02%
-0.38% -1.02%
0.75% 0.41%
2.26% 0.49%
0.08% 0.11%
1.77% 0.78%
-0.30% 0.59%
-0.63% 1.34%
2.54% 0.55%
1.28% -0.01%
-2.79% -0.45%
0.19% -0.21%
4.80% 0.57%
3.04% 0.15%
-1.44% 0.44%
0.67% -0.14%
0.26% 0.26%
1.69% 0.96%
0.67% 1.66%
2.24% 0.10%
0.21% 0.00%
-0.27% -1.71%
-2.26% -0.36%
-0.27% -0.02%
1.86% 0.86%
-0.25% 0.74%
-2.15% -0.23%
-0.70% 0.25%
-1.36% 0.07%
0.90% -0.75%
-1.75% -0.94%
1.78% 0.17%
-0.95% 0.94%
2.23% -0.09%
3.89% 0.77%
-1.36% 0.09%
-1.19% -0.17%
-0.74% 0.29%
3.10% 0.08%
6.21% 0.62%
1.44% -0.12%
-3.56% 0.03%
-2.51% -0.36%
-2.99% -0.48%
0.50% -0.01%
1.33% 0.68%
-0.68% 1.08%
-0.82% -0.51%
-2.11% 0.05%
0.41% -0.07%
0.32% 0.12%
0.88% 0.21%
-0.14% -0.28%
-2.42% -0.42%
1.75% 0.47%
3.24% -0.12%
1.54% 0.37%
-0.92% -0.31%
0.60% -0.25%
-0.17% -0.41%
-3.50% -0.25%
4.48% -0.71%
6.92% 0.04%
1.35% 0.24%
-3.33% 0.16%
-0.23% 0.08%
-1.02% -0.16%
-0.64% -0.13%
1.01% 0.06%
-0.16% -0.38%
-1.40% -0.13%
3.01% -0.28%
0.78% 0.95%
6.35% 0.80%
0.30% 0.68%
-0.96% -0.05%
-1.53% -0.92%
0.68% -0.54%
-1.68% -0.34%
1.70% -0.03%
0.69% 0.47%
0.46% 0.13%
-0.16% 0.34%
-0.59% 0.10%
0.02% 0.21%
-1.05% 0.11%
3.35% 0.72%
-1.96% -1.42%
-1.14% -0.73%
1.41% 1.08%
-0.29% 0.44%
1.92% 0.84%
1.56% -0.01%
0.51% -0.28%
-1.82% -0.58%
1.65% 0.07%
-0.85% 0.68%
0.80% 0.23%
1.85% 0.64%
-3.31% -0.29%
0.39% 0.67%
-0.13% 0.58%
-2.37% 0.33%
-0.76% 0.67%
0.71% -0.75%
-1.23% 0.31%
0.61% 0.54%
1.17% 0.02%
-0.31% 0.10%
0.74% -0.04%
0.50% -0.18%
-1.94% -0.53%
-0.60% 0.02%
-0.59% -0.71%
-0.04% 0.21%
0.20% 0.46%
-0.21% 0.10%
0.19% 0.45%
-0.35% 0.22%
-0.53% -0.34%
-0.68% 0.42%
0.85% 0.21%
2.02% 0.24%
-1.72% -0.91%
1.60% 0.27%
1.29% 0.09%
1.70% 0.29%
0.83% 0.30%
-1.05% -0.29%
3.97% -0.16%
0.48% -0.25%
-1.25% 0.31%
2.35% -0.35%
-1.72% -0.52%
2.77% 0.04%
4.00% 0.47%
-0.03% -0.24%
-1.98% 0.09%
0.76% -0.46%
-1.43% -0.21%
-0.55% -0.33%
-1.05% -0.61%
-0.52% -0.09%
-1.49% 0.03%
-0.78% 0.04%
-1.42% -0.46%
-1.72% 0.36%
1.06% 0.29%
-0.24% 0.63%
-1.63% -0.15%
3.98% -0.11%
-0.27% -0.90%
3.84% 0.28%
-2.36% -0.29%
1.79% -0.92%
2.77% 0.54%
-0.78% 0.65%
1.67% 0.54%
-0.17% -0.19%
-0.15% -0.04%
-0.08% 0.68%
-0.34% 0.21%
-1.40% 0.32%
0.18% 0.38%
-0.55% 0.26%
2.32% 1.21%
3.77% 1.29%
0.87% -0.50%
0.98% 0.56%
-0.84% 0.40%
0.17% 0.87%
-1.22% -0.41%
0.58% 0.17%
0.89% -0.30%
-2.48% -0.62%
0.16% -0.49%
0.18% -0.68%
0.01% 0.90%
-0.31% 1.22%
-1.15% -0.18%
-2.70% -1.89%
0.00% -1.51%
-1.93% -1.11%
2.24% 1.19%
-0.80% 0.71%
0.49% 0.08%
2.33% 0.00%
1.76% 1.14%
0.15% -0.40%
-1.75% 0.12%
0.80% -0.60%
0.68% 0.34%
-0.19% -0.19%
-2.15% -0.68%
4.09% 0.79%
-0.71% -0.23%
-0.36% 0.13%
2.38% 0.08%
2.05% 0.19%
2.15% 0.24%
1.73% 1.04%
-2.14% -0.61%
-2.40% 0.71%
-1.61% -1.00%
-6.64% -0.12%
2.30% -0.29%
3.36% -0.23%
0.25% -0.23%
-0.67% -0.98%
-0.42% -0.83%
-0.78% -1.83%
-1.53% 0.14%
2.92% -0.16%
-1.02% 1.41%
0.49% 0.71%
0.52% 0.58%
1.30% -0.06%
1.56% 0.47%
1.18% -0.11%
-0.49% 0.18%
0.59% -0.23%
1.90% 0.31%
0.84% 0.85%
-1.27% 0.59%
0.59% 0.00%
-1.16% -0.29%
0.64% 0.21%
4.01% 0.85%
1.88% -0.03%
-0.08% -0.18%
0.69% 0.01%
2.05% 0.40%
-0.53% 0.47%
-1.46% 0.36%
-0.68% -0.83%
-1.84% -1.54%
-0.08% -0.24%
1.29% 0.11%
3.16% 0.52%
-2.54% 0.85%
0.22% -0.35%
-0.14% 0.25%
0.75% 0.22%
-1.48% 0.68%
0.00% 0.37%
3.05% 1.07%
0.57% -0.35%
-2.11% 0.27%
-1.75% 0.21%
-2.20% -0.32%
0.51% 0.13%
0.89% 0.41%
-0.54% 0.05%
-0.78% -0.38%
-1.88% -0.35%
-0.79% 0.06%
1.32% 0.31%
2.55% 0.92%
5.02% 0.46%
-1.63% 0.22%
1.00% 0.85%
0.25% 0.20%
0.69% -0.18%
0.36% -0.01%
-0.26% 0.15%
1.31% 1.51%
-1.15% -0.33%
0.55% 0.47%
-0.32% 1.49%
1.85% 0.78%
-0.85% 0.21%
-1.48% 0.20%
0.69% 0.39%
0.31% 0.80%
0.34% 0.71%
-1.70% -0.04%
1.39% 2.30%
1.08% -0.29%
1.24% -0.74%
-0.63% -0.74%
-0.38% 0.17%
0.27% 0.71%
1.00% 0.98%
5.10% 0.51%
-0.85% -0.19%
1.87% 0.25%
-0.31% -0.50%
-1.26% -0.25%
0.15% -0.11%
-2.18% 0.04%
-0.08% -0.47%
0.09% -0.67%
-0.11% 0.09%
2.52% 0.83%
1.04% 0.39%
-0.76% -0.33%
-2.67% -1.42%
1.10% 0.25%
-1.27% 1.73%
-0.36% -0.48%
-1.58% -0.03%
1.45% -0.20%
-0.36% -0.42%
-0.16% -0.32%
0.06% 0.37%
0.43% -0.10%
-0.02% 0.65%
-0.54% 0.80%
1.92% -0.32%
-2.93% -0.45%
2.39% -1.62%
2.20% 0.39%
-0.97% 0.19%
1.02% 0.65%
1.75% 0.77%
2.60% 0.02%
0.54% 0.29%
-0.50% 0.08%
-0.21% 0.22%
-2.55% -0.93%
0.49% 0.68%
-0.32% 0.22%
-0.60% -0.05%
0.42% 0.31%
-1.32% -0.44%
-0.30% -0.63%
-0.17% -0.27%
-1.86% 0.08%
2.57% 0.65%
-0.92% -0.03%
-3.19% -0.63%
-0.38% -0.28%
-1.88% -0.24%
-0.84% -0.60%
-2.74% -0.90%
0.14% 0.09%
1.68% 0.19%
0.43% -0.14%
0.60% -0.26%
-0.72% -0.36%
-0.58% 0.36%
3.03% 0.77%
1.78% 1.10%
-0.19% 0.25%
-0.97% -0.34%
2.71% 0.47%
1.07% 0.97%
-0.57% -0.14%
2.22% 1.27%
-0.40% 0.59%
0.87% 0.28%
1.11% 0.93%
0.41% -0.14%
0.78% -0.05%
1.20% -0.04%
0.37% -0.50%
-0.37% 0.21%
1.65% 0.25%
-0.05% 0.17%
1.89% 0.15%
2.82% 0.53%
0.10% -0.23%
0.41% 0.25%
0.32% 0.39%
1.06% -0.44%
2.28% 0.62%
0.05% 0.67%
-1.70% -0.32%
-0.29% -0.74%
-2.20% -0.57%
-0.58% -0.47%
2.00% 0.60%
3.30% 0.93%
-0.08% 0.01%
-0.62% 0.10%
0.63% -0.28%
1.72% 0.25%
0.29% 0.26%
3.67% 0.48%
2.35% 0.45%
-1.65% -0.10%
-0.75% -0.16%
-0.27% -0.13%
-0.15% -0.06%
3.68% 0.40%
-0.78% -0.50%
-0.83% -0.29%
0.85% -1.02%
2.09% 0.59%
-1.79% -0.37%
6.28% 1.18%
0.59% 0.33%
4.72% -0.12%
1.87% -0.05%
5.27% 0.81%
-1.52% 0.76%
2.29% 0.89%
-4.89% 0.04%
-4.32% -0.53%
0.54% 0.05%
4.66% 0.67%
0.32% 0.19%
0.89% 0.61%
0.43% 0.55%
1.76% 0.91%
3.93% 0.56%
-1.37% -0.21%
-0.08% 0.85%
-0.39% -0.15%
-3.50% -0.21%
0.51% -0.56%
3.25% 0.47%
2.14% 0.46%
-1.17% -0.04%
1.30% 0.63%
-2.46% -0.74%
0.81% 0.85%
0.98% 0.65%
2.60% -0.43%
-2.60% -0.74%
1.52% 0.39%
0.57% 1.67%
-1.03% -0.37%
-3.00% -1.36%
0.68% -0.47%
0.45% 0.76%
1.63% -0.66%
-0.07% -0.09%
-3.48% -0.76%
-0.08% -0.90%
1.58% -1.07%
-0.68% -0.53%
-3.38% -0.66%
1.19% 0.77%
3.35% 1.45%
-7.19% -5.86%
5.50% 2.42%
-1.77% -1.35%
-1.91% -1.84%
1.27% 0.12%
-2.75% -0.16%
1.11% 0.57%
-4.17% -0.96%
4.40% -0.18%
0.19% 0.42%
-2.36% -0.20%
-1.03% -1.78%
-2.06% -0.75%
3.38% -0.02%
-0.47% 2.69%
-0.97% 0.42%
2.79% 1.89%
-3.96% -0.31%
1.29% 2.25%
5.66% 6.90%
2.49% -0.14%
1.35% -1.06%
-0.73% -1.41%
0.91% 1.59%
-1.51% -0.41%
-1.13% -0.34%
0.91% 0.99%
0.05% 0.25%
1.87% 0.98%
-0.10% -0.04%
0.81% 0.33%
2.12% 1.07%
-0.13% 0.18%
-0.53% 0.07%
-0.68% -0.56%
1.75% 0.70%
-1.70% 0.27%
1.61% 0.22%
-5.13% 0.70%
-1.76% 0.92%
-1.85% 0.29%
-0.33% -0.48%
-3.32% -0.48%
-0.86% -0.03%
2.53% 0.23%
-2.67% 0.76%
-0.39% 0.42%
1.64% -0.35%
-0.19% -0.07%
-0.98% 0.07%
-3.63% -0.57%
-3.07% -1.62%
2.54% -0.60%
4.02% 0.94%
-2.21% -1.72%
-0.45% -1.81%
1.59% 0.14%
-1.88% -1.02%
1.84% 1.09%
0.15% 1.25%
-1.67% -0.15%
1.12% 0.13%
0.44% 0.79%
1.25% 0.58%
0.59% 0.34%
2.27% 0.29%
-9.02% -1.27%
0.97% -0.49%
-4.54% -0.69%
-6.24% -1.34%
1.79% 0.32%
-1.77% -0.13%
2.68% 0.17%
3.39% 0.03%
2.13% 0.48%
1.63% 1.09%
-0.56% 0.29%
-0.72% -0.39%
-1.00% -0.23%
-2.21% -0.56%
-0.30% 0.17%
-2.47% -0.36%
0.47% -0.60%
-1.19% -0.13%
0.79% -0.35%
1.46% -0.47%
-2.12% -0.79%
1.26% 0.62%
-2.53% -0.25%
3.55% 1.38%
-1.34% -0.71%
1.87% 0.58%
1.51% 0.15%
4.13% 1.16%
-0.52% -0.43%
0.69% 0.89%
1.78% -0.48%
-0.48% 0.14%
1.01% 0.31%
-1.29% 0.00%
-0.29% -0.32%
1.07% 0.36%
2.06% 1.02%
2.94% 0.12%
1.38% -0.14%
-0.36% 0.27%
-1.89% -0.53%
0.19% -0.16%
0.01% 0.26%
0.17% 0.19%
0.95% 0.36%
1.13% -0.28%
-0.70% -0.96%
0.85% -0.32%
-1.96% 0.42%
-0.26% -0.02%
1.77% 0.34%
3.47% 0.82%
1.18% -0.13%
-1.48% -0.12%
3.71% 0.26%
1.09% 0.30%
-5.08% -0.67%
0.26% -0.38%
-3.66% -0.30%
-1.17% -0.68%
-4.82% -0.63%
1.75% -0.01%
0.18% -0.12%
-0.62% -1.36%
0.89% -0.17%
1.95% -0.54%
-1.51% 0.30%
4.19% 1.59%
-1.51% -0.64%
-1.72% -0.47%
-0.23% -0.54%
0.51% 1.01%
-0.59% -0.03%
-1.41% 0.41%
-0.50% -0.18%
0.16% -0.17%
-1.22% -0.98%
-0.42% -0.42%
-2.55% -0.23%
-1.10% -0.32%
0.73% -0.59%
3.10% -0.19%
-2.29% -1.67%
1.59% 0.13%
-1.61% -0.31%
0.78% -0.36%
1.35% 0.83%
-2.41% -0.87%
-1.11% -0.22%
3.49% 0.44%
1.24% 0.34%
0.14% 0.77%
-1.02% -0.04%
-0.24% -0.48%
0.20% -0.26%
0.29% 0.41%
0.16% 0.87%
-1.23% 0.48%
-0.24% -0.12%
0.68% 1.10%
-2.31% -0.42%
-0.13% 0.79%
-0.44% 0.14%
-0.39% -0.28%
-0.80% -1.34%
-1.29% 0.25%
3.61% 0.96%
-0.58% -0.66%
1.37% -0.23%
1.55% 0.36%
-3.86% -0.73%
0.09% -0.70%
2.11% -0.18%
-0.18% -0.46%
-1.06% -0.51%
-1.22% -0.68%
-0.56% 0.78%
-0.56% -0.30%
-0.01% -0.26%
-0.42% -0.03%
0.81% 0.19%
-0.72% 0.44%
-2.37% -0.10%
-0.30% -0.17%
-1.70% 0.41%
-0.81% 0.19%
1.13% 0.12%
-0.94% -1.00%
4.07% 0.49%
-0.60% -0.65%
-0.67% -1.21%
-0.85% -0.69%
1.82% 0.62%
2.15% 0.94%
-0.54% -0.27%
0.51% 0.16%
1.23% 0.96%
1.83% 1.86%
1.51% -0.11%
3.53% 1.71%
-0.13% 0.29%
-1.64% -1.39%
-2.02% -0.47%
-0.51% -0.50%
-1.89% -0.19%
-1.05% -0.75%
1.52% 0.28%
1.04% 0.47%
0.36% 0.36%
0.25% -0.31%
-2.36% -1.24%
1.53% 1.28%
-1.13% -0.37%
-3.02% -1.42%
-1.09% -1.22%
-0.51% -0.46%
-1.00% -0.01%
-1.68% -0.06%
-1.88% -0.43%
2.05% -0.01%
-0.80% 0.07%
-1.49% -0.16%
2.84% 0.52%
0.25% 0.02%
0.99% -0.34%
-0.17% -1.18%
0.93% -0.94%
3.20% 1.76%
5.25% 2.87%
-0.44% -0.55%
-0.86% -0.01%
-1.34% 0.12%
-0.42% -0.90%
-1.50% -0.53%
-0.52% -0.45%
-0.11% 0.11%
0.75% 0.78%
-1.29% 0.29%
-1.26% -0.51%
-3.86% -1.24%
2.77% 0.55%
-0.90% -0.22%
-0.04% 0.46%
-0.16% -0.14%
-1.55% -0.10%
1.80% -0.27%
2.63% 0.83%
0.47% -0.86%
3.80% 0.78%
0.10% -0.05%
-1.44% -0.14%
-1.81% -0.40%
-0.65% -0.52%
-0.74% -1.17%
0.19% 0.73%
0.63% 0.92%
-0.06% 0.81%
-1.08% 0.08%
-2.51% -1.14%
-0.66% 0.23%
1.41% -0.14%
-6.06% -1.11%
1.28% 0.20%
-3.57% -0.64%
0.55% 0.64%
0.11% 0.16%
2.30% 0.69%
-1.06% 0.39%
-4.12% 0.07%
3.05% 1.17%
0.95% 0.02%
3.81% 0.66%
0.60% 0.77%
0.14% 0.64%
1.48% 1.04%
0.56% 0.08%
-0.42% 0.31%
0.07% 0.84%
1.23% 0.31%
0.00% 0.79%
-0.62% -0.39%
-0.45% -1.04%
-1.02% 0.03%
0.02% 0.22%
-0.06% 0.50%
-1.55% 0.08%
-0.16% -0.55%
0.00% -0.51%
0.18% 0.32%
-0.90% 0.88%
1.07% 0.37%
-0.41% -0.12%
0.44% -0.73%
-0.22% 0.01%
-1.60% -0.88%
-0.87% -0.07%
-2.57% 0.18%
1.32% 0.03%
2.60% -0.19%
0.00% 0.44%
-1.09% -0.55%
-0.74% 0.30%
2.11% 0.45%
2.40% 0.53%
1.82% 0.82%
0.94% -0.08%
-1.10% -0.08%
0.00% -1.88%
-5.38% -1.58%
-4.29% -0.24%
-1.85% -0.64%
0.79% -0.21%
-0.31% 0.50%
-1.32% 0.01%
-0.20% 0.35%
0.97% 0.46%
2.06% -0.19%
2.98% 0.45%
0.41% -0.24%
0.79% 0.44%
-2.21% 0.01%
0.00% -0.35%
-2.97% -1.14%
1.70% 0.31%
-1.20% -0.98%
0.12% -0.32%
-1.22% -0.05%
-0.16% -0.32%
0.95% 0.77%
1.16% 0.87%
0.00% -0.05%
-1.78% -0.92%
-1.30% 0.28%
1.48% 1.16%
-0.04% -0.54%
-0.07% 0.38%
-0.45% 0.13%
0.04% -0.07%
-1.52% -0.45%
-1.53% -0.28%
-0.46% -0.14%
0.54% 0.55%
3.08% 0.27%
-1.37% -0.26%
-2.77% -0.52%
-0.81% -0.33%
-0.85% -0.30%
-1.00% -0.60%
2.50% 0.41%
-1.17% -0.42%
-0.26% 0.33%
2.07% -0.88%
-0.40% -0.18%
-0.20% -0.16%
-1.66% -0.89%
-2.37% -0.36%
0.12% -0.30%
1.64% 0.10%
-1.42% -1.60%
0.64% 0.98%
-0.59% -0.27%
-1.31% -0.55%
-3.00% -1.05%
0.44% -0.23%
0.44% 0.13%
-6.25% -0.55%
-2.69% -0.25%
-2.40% -0.64%
-1.21% -1.07%
2.72% 1.63%
3.16% 1.18%
0.72% 0.86%
2.79% 0.73%
2.27% -0.16%
-2.88% -0.96%
-0.23% -0.61%
-0.92% 0.49%
2.41% 1.37%
3.21% 1.00%
-2.76% -0.03%
1.01% 0.08%
-2.46% -0.25%
0.64% -0.67%
-0.28% 0.31%
-1.28% -0.14%
-0.36% 0.54%
-0.33% -0.01%
-1.99% 0.61%
-1.22% 0.15%
1.08% -0.29%
1.85% -0.19%
-1.86% -0.07%
-1.19% -0.15%
-2.36% -1.05%
0.94% 0.90%
0.49% 0.00%
0.15% 0.41%
-1.84% -0.18%
-1.74% -0.25%
-0.09% 0.38%
1.10% 0.03%
2.45% -0.13%
0.93% 0.16%
-2.31% -0.51%
0.73% -0.19%
3.18% 0.23%
0.90% -0.41%
-0.05% -0.68%
-0.94% -0.57%
-0.85% 0.47%
0.00% -0.23%
-1.06% 0.39%
0.95% 0.01%
-1.08% -0.57%
-4.84% -0.63%
-1.97% -1.12%
-1.37% -2.15%
-2.05% -0.05%
3.17% 0.69%
5.89% 2.07%
0.24% 0.05%
-4.15% -1.74%
-0.67% 0.37%
-3.12% -1.33%
1.14% 0.37%
-0.60% -0.24%
-1.53% -0.21%
-1.94% 0.16%
-7.01% -0.95%
-2.60% -1.91%
-0.66% -0.69%
1.33% -0.25%
1.98% 0.10%
3.13% 1.79%
1.71% 2.39%
-1.12% -0.64%
-2.27% -1.09%
1.10% 0.75%
2.94% 1.27%
-0.02% 0.09%
0.12% 0.80%
4.30% 0.40%
5.36% 1.57%
-0.46% 0.36%
0.14% 0.60%
1.74% 1.30%
1.54% 0.06%
-0.43% -0.94%
-2.91% -0.49%
2.08% 0.11%
1.82% 0.40%
-1.35% 1.46%
-0.15% -0.80%
0.15% -0.32%
-1.47% -0.42%
-2.03% -0.42%
-0.06% 0.79%
-0.53% 0.21%
-0.48% -0.19%
-1.13% -0.17%
1.68% 0.47%
4.93% 1.59%
-2.22% -0.10%
1.44% 0.51%
0.43% -0.14%
0.35% 0.43%
-0.26% 0.39%
-5.35% -4.61%
3.09% 0.80%
0.76% -1.65%
0.91% 2.13%
-1.75% -1.42%
2.49% 0.37%
0.00% -1.64%
-2.33% -2.80%
7.11% 1.21%
-1.24% -1.49%
-2.16% -2.76%
1.48% 1.60%
-4.30% 0.39%
2.78% -1.52%
-5.79% -1.63%
-3.51% -2.90%
3.51% 1.96%
-0.21% 8.07%
-2.41% -0.97%
1.34% -0.46%
-3.70% -0.12%
2.20% -0.87%
-1.08% -0.30%
0.00% -1.65%
-2.17% -1.91%
7.77% 0.73%
-1.29% -1.69%
-0.26% 0.45%
0.52% -0.82%
0.44% -0.19%
1.62% 3.38%
-1.42% 1.94%
0.41% -0.24%
-0.41% 0.52%
1.97% 0.24%
1.51% 0.53%
1.08% 0.64%
2.17% 1.45%
0.25% -0.18%
1.81% -1.26%
-1.55% -1.57%
-1.75% 0.29%
0.08% -0.36%
1.95% -0.21%
0.61% -0.24%
-0.12% -0.87%
-1.77% -0.10%
-2.05% 0.02%
1.69% 2.89%
0.18% 0.73%
2.51% 0.92%
2.42% 0.59%
-0.61% -0.07%
-1.77% -0.23%
2.95% 2.00%
7.29% -0.75%
3.67% -0.74%
-1.32% -0.78%
2.70% 0.20%
-2.41% -0.25%
-1.19% -1.34%
-2.14% -2.54%
-2.53% -0.51%
3.50% -0.39%
-2.79% -0.24%
-1.93% -1.71%
0.92% 0.19%
0.58% 0.08%
0.67% -0.50%
-1.33% 0.46%
0.46% 0.16%
8.91% 1.96%
-3.89% 0.13%
2.76% 0.52%
-3.32% -0.27%
-0.36% -1.26%
2.52% 0.71%
2.95% 0.16%
0.16% -0.17%
-1.10% -0.08%
1.15% -0.53%
-3.50% -1.89%
2.41% -0.54%
7.13% 0.37%
-2.07% -0.08%
-4.13% -2.25%
-1.32% -1.56%
-3.44% -1.46%
-2.80% -0.80%
-5.07% -3.30%
7.20% 3.91%
0.87% 0.13%
3.69% 1.79%
-1.48% -0.97%
-5.05% -2.19%
-7.83% -4.58%
1.35% 0.86%
-4.84% -2.23%
-6.01% -6.33%
-0.53% 0.96%
-15.99% -14.11%
3.25% 1.21%
-13.69% -12.09%
6.15% 7.14%
-5.79% -0.14%
-0.71% -5.83%
13.30% -0.11%
14.98% 7.89%
2.15% 2.93%
-5.38% 0.43%
6.79% 2.72%
3.39% 5.16%
-5.96% -1.90%
2.86% 4.03%
-1.52% 3.24%
0.74% 2.02%
0.59% -0.98%
1.82% 1.30%
0.50% 1.66%
-0.52% 0.97%
2.09% 1.57%
-3.06% -1.66%
-3.14% -1.36%
3.05% 0.45%
-1.66% -1.87%
-3.54% -2.55%
4.45% 0.70%
-0.77% 1.90%
-2.39% -1.84%
3.63% 3.59%
4.45% 2.34%
-0.51% 2.92%
1.28% -0.93%
-5.67% -3.12%
0.50% 1.79%
-0.39% 1.08%
2.05% 0.87%
-2.11% -4.53%
3.08% -0.17%
-3.09% -2.02%
-2.72% -3.48%
1.68% 1.02%
-0.28% -0.54%
4.81% 3.89%
0.91% -0.88%
-1.81% 0.67%
-1.64% -0.84%
2.20% 0.75%
3.49% -0.47%
4.48% 0.95%
-1.45% -2.95%
-3.21% -0.29%
0.91% 1.05%
3.09% 1.75%
2.01% 2.22%
0.19% 1.35%
4.21% 3.81%
4.80% 2.64%
-0.95% -0.33%
-2.19% -1.51%
-6.58% -2.94%
0.77% 0.95%
-3.65% -2.23%
6.00% 1.20%
-0.10% 1.44%
0.09% -0.15%
2.58% 0.90%
-2.01% -0.70%
-0.50% 0.83%
-0.96% 0.11%
0.29% 0.05%
1.23% -1.17%
0.00% -0.80%
0.09% 1.97%
3.93% 3.49%
-0.13% 0.58%
2.38% 1.96%
-2.15% -0.62%
-0.54% -1.69%
-2.81% -3.67%
1.86% -0.07%
4.84% 2.13%
3.57% 1.59%
-2.98% -3.33%
1.78% -1.16%
-1.00% -1.76%
-1.92% -0.95%
2.86% 1.48%
0.09% 1.00%
-0.43% 0.77%
1.97% 1.19%
-0.76% -0.17%
-0.59% -1.78%
-1.74% -0.75%
-0.22% 1.61%
-0.43% -1.76%
2.26% -0.51%
2.68% 0.16%
0.87% 0.93%
0.98% 0.51%
2.97% -0.12%
1.28% 0.41%
1.52% 0.91%
-2.31% -0.78%
1.21% 0.30%
0.79% 0.60%
-0.41% -0.43%
-0.14% -0.86%
Falabella CAP BCI CCU Banco Chile
1.11 0.23 0.54 0.44 0.60
de covarianza:
1.93% www.larrainvial.cl
4.94% https://pages.stern.nyu.edu/~adamodar/
Xi BETA
CCU 70% 0.4
Falabella 5% 1.11
BCI 25% 0.54
E(Rp) 3.42%
1.20
1.00
0.80
Portafolio Beta
0.60
CCU 0.44
0.40
Falabella 1.11
BCI 0.54 0.20
0.00
CCU Fal
0.60
0.40
0.20
0.00
CCU Fal
Ripley SQM-M
0.33 0.31
Ripley SQM-M
0.00015 0.00017
0.00015 0.00015
1.0 1.1
Ripley SQM-M
2.9% 2.9%
Beta
Falabella BCI
Beta
Falabella BCI
Beta
Xi
CCU Falabella BCI
BCI
25%
Falabella
5%
CCU
70%
Falabella
5%
CCU
70%