03 Lección 1 Portafolio de 2-3 y 8 Activos (2).xlsx

03 Lección 1 Portafolio de 2-3 y 8 Activos (2).xlsx -...

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Precios de los Activos Ret Fecha PFE MSFT PHM Probabilidad 1 8/1/2013 28.21 33.4 15.39 1/23 2 7/1/2013 29.23 31.62 16.58 1/23 3 6/3/2013 27.78 34.3 18.91 1/23 4 5/1/2013 27.01 34.66 21.53 1/23 5 4/1/2013 28.6 32.64 20.93 1/23 6 3/1/2013 28.39 28.21 20.18 1/23 7 2/1/2013 26.92 27.41 19.12 1/23 8 1/2/2013 26.84 26.85 20.68 1/23 9 12/3/2012 24.46 26.12 18.11 1/23 10 11/1/2012 24.4 26.03 16.76 1/23 11 10/1/2012 24.04 27.68 17.29 1/23 12 9/4/2012 24.02 28.87 15.45 1/23 13 8/1/2012 23.06 29.9 13.64 1/23 14 7/2/2012 23.02 28.4 11.27 1/23 15 6/1/2012 22.03 29.48 10.67 1/23 16 5/1/2012 20.94 28.13 9.33 1/23 17 4/2/2012 21.72 30.65 9.81 1/23 18 3/1/2012 21.48 30.88 8.82 1/23 19 2/1/2012 20.04 30.39 8.79 1/23 20 1/3/2012 20.08 28.09 7.43 1/23 21 12/1/2011 20.31 24.69 6.29 1/23 22 11/1/2011 18.84 24.33 6.09 1/23 23 10/3/2011 17.9 25.14 5.16 1/23 24 9/1/2011 16.43 23.5 3.94 Retorno Esperado Varianza Desv. Estandar Coeficiente de Variac. Indice de Desempeño Máximo Mínimo
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tornos Mensuales Cálculo de Varianza de PHM PFE MSFT PHM Difer. Con el Prom. Cuadr. De diferenc. -3.49% 5.63% -7.18% -13.86% 1.92% 5.22% -7.81% -12.32% -19.00% 3.61% 2.85% -1.04% -12.17% -18.85% 3.55% -5.56% 6.19% 2.87% -3.81% 0.15% 0.74% 15.70% 3.72% -2.96% 0.09% 5.46% 2.92% 5.54% -1.14% 0.01% 0.30% 2.09% -7.54% -14.22% 2.02% 9.73% 2.79% 14.19% 7.51% 0.56% 0.25% 0.35% 8.05% 1.37% 0.02% 1.50% -5.96% -3.07% -9.75% 0.95% 0.08% -4.12% 11.91% 5.23% 0.27% 4.16% -3.44% 13.27% 6.59% 0.43% 0.17% 5.28% 21.03% 14.35% 2.06% 4.49% -3.66% 5.62% -1.06% 0.01% 5.21% 4.80% 14.36% 7.68% 0.59% -3.59% -8.22% -4.89% -11.57% 1.34% 1.12% -0.74% 11.22% 4.54% 0.21% 7.19% 1.61% 0.34% -6.34% 0.40% -0.20% 8.19% 18.30% 11.62% 1.35% -1.13% 13.77% 18.12% 11.44% 1.31% 7.80% 1.48% 3.28% -3.40% 0.12% 5.25% -3.22% 18.02% 11.34% 1.29% 8.95% 6.98% 30.96% 24.28% 5.90% 2.46% 1.72% 6.68% Varianza 0.16% 0.37% 1.22% Desv. Estandar 4.00% 6.08% 11.07% 162.72% 353.36% 165.62% 0.61 0.28 0.60 9.73% 15.70% 30.96% -5.56% -8.22% -12.32%
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M Distribución de Frecuencias Cuadr. x Probab. rango PFE MSFT PHM 0.08% -15% 0 0 0 0.16% -10% 0 0 2 0.15% -5% 1 3 2 0.01% 0% 4 6 2 0.00% 5% 10 7 4 0.00% 10% 8 5 3 0.09% 15% 0 1 5 0.02% 20% 0 1 3 0.00% 25% 0 0 1 0.04% 30% 0 0 0 0.01% 35% 0 0 1 0.02% 0.09% 0.00% 0.03% 0.06% 0.01% 0.02% 0.06% 0.06% 0.01% 0.06% 0.26% 1.22% 11.07% -20% -10% 0% 10% 20% 30% 0 2 4 6 8 10 12 Distribución de Frecuencias PFE MSFT PHM
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Precios de los Activos Fecha PFE MSFT PHM Probabilidad 1 8/1/2013 28.21 33.4 15.39 1/23 2 7/1/2013 29.23 31.62 16.58 1/23 3 6/3/2013 27.78 34.3 18.91 1/23 4 5/1/2013 27.01 34.66 21.53 1/23 5 4/1/2013 28.6 32.64 20.93 1/23 6 3/1/2013 28.39 28.21 20.18 1/23 7 2/1/2013 26.92 27.41 19.12 1/23 8 1/2/2013 26.84 26.85 20.68 1/23 9 12/3/2012 24.46 26.12 18.11 1/23 10 11/1/2012 24.4 26.03 16.76 1/23 11 10/1/2012 24.04 27.68 17.29 1/23 12 9/4/2012 24.02 28.87 15.45 1/23 13 8/1/2012 23.06 29.9 13.64 1/23 14 7/2/2012 23.02 28.4 11.27 1/23 15 6/1/2012 22.03 29.48 10.67 1/23 16 5/1/2012 20.94 28.13 9.33 1/23 17 4/2/2012 21.72 30.65 9.81 1/23 18 3/1/2012 21.48 30.88 8.82 1/23 19 2/1/2012 20.04 30.39 8.79 1/23 20 1/3/2012 20.08 28.09 7.43 1/23 21 12/1/2011 20.31 24.69 6.29 1/23 22 11/1/2011 18.84 24.33 6.09 1/23 23 10/3/2011 17.9 25.14 5.16 1/23 24 9/1/2011 16.43 23.5 3.94 Retorno Esperado Varianza Desv. Estandar Coeficiente de Variac.
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  • Fall '19
  • BAC, Covarianza, PFE, PHM

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