PRECIO DE LOS ACTIVOS

periodos tesla ecopetrol Palantir Technologies microsof netflix domino's pizza

1 $ 245.01 $ 11.79 $ 15.18 $ 328.66 $ 439.88 $ 391.14
2 $ 256.49 $ 11.85 $ 15.21 $ 333.55 $ 448.68 $ 389.89
3 $ 251.62 $ 11.93 $ 15.30 $ 332.88 $ 445.76 $ 384.44
4 $ 251.49 $ 11.89 $ 15.21 $ 329.91 $ 443.14 $ 389.35
5 $ 248.50 $ 12.03 $ 15.13 $ 334.27 $ 445.36 $ 387.37
6 $ 273.58 $ 12.00 $ 15.79 $ 337.94 $ 434.69 $ 394.90
7 $ 267.48 $ 12.32 $ 15.59 $ 331.77 $ 412.24 $ 393.59
8 $ 271.30 $ 12.21 $ 15.60 $ 336.06 $ 400.49 $ 396.46
9 $ 276.04 $ 12.55 $ 15.83 $ 338.70 $ 396.94 $ 399.07
10 $ 274.39 $ 12.54 $ 15.33 $ 330.22 $ 394.40 $ 388.48
11 $ 265.28 $ 12.49 $ 15.46 $ 329.06 $ 396.20 $ 384.31
12 $ 266.50 $ 12.67 $ 15.15 $ 328.15 $ 386.30 $ 382.83
13 $ 262.59 $ 12.90 $ 14.74 $ 320.77 $ 384.15 $ 384.84
14 $ 255.70 $ 12.55 $ 14.00 $ 319.53 $ 379.81 $ 378.05
15 $ 244.88 $ 12.57 $ 14.13 $ 317.01 $ 384.80 $ 381.35
16 $ 246.99 $ 12.67 $ 14.22 $ 317.54 $ 379.25 $ 383.11
17 $ 244.12 $ 11.37 $ 13.96 $ 312.14 $ 377.59 $ 379.22
18 $ 240.50 $ 11.55 $ 14.85 $ 313.64 $ 376.36 $ 380.21
19 $ 246.38 $ 11.61 $ 15.77 $ 315.75 $ 377.60 $ 382.31
20 $ 250.22 $ 11.58 $ 16.00 $ 321.80 $ 380.33 $ 378.79
21 $ 251.60 $ 11.20 $ 15.88 $ 313.39 $ 376.75 $ 380.54
22 $ 246.53 $ 10.85 $ 14.90 $ 318.96 $ 376.90 $ 364.18
23 $ 261.16 $ 10.71 $ 15.73 $ 319.36 $ 372.59 $ 361.00
24 $ 260.05 $ 10.91 $ 15.81 $ 327.26 $ 381.51 $ 363.23
25 $ 260.53 $ 11.50 $ 16.61 $ 329.82 $ 385.95 $ 341.56
26 $ 259.67 $ 11.76 $ 17.61 $ 328.39 $ 373.32 $ 350.14
27 $ 263.62 $ 11.90 $ 17.80 $ 332.42 $ 365.93 $ 355.60
28 $ 262.99 $ 12.21 $ 17.92 $ 331.16 $ 361.20 $ 354.05
29 $ 258.87 $ 12.35 $ 17.94 $ 327.16 $ 355.68 $ 350.17
30 $ 251.12 $ 12.47 $ 17.36 $ 327.73 $ 360.82 $ 346.81
verizon communications paypal Periodo Tesla Ecopetrol
$ 34.86 $ 63.57 1_2 -0.04685523 -0.00508906
$ 34.30 $ 63.74 2_3 0.0189871 -0.00675105
$ 34.18 $ 62.80 3_4 0.00051665 0.00335289
$ 33.81 $ 61.65 4_5 0.01188914 -0.0117746
$ 33.45 $ 60.98 5_6 -0.10092555 0.00249377
$ 33.94 $ 61.93 6_7 0.02229695 -0.02666667
$ 34.04 $ 62.81 7_8 -0.01428144 0.00892857
$ 33.86 $ 62.84 8_9 -0.01747143 -0.02784603
$ 34.04 $ 64.44 9_10 0.00597739 0.00079681
$ 33.79 $ 64.21 10_11 0.03320092 0.00398724
$ 33.53 $ 62.94 11_12 -0.00459891 -0.01441153
$ 33.40 $ 62.19 12_13 0.01467167 -0.01815312
$ 33.60 $ 60.86 13_14 0.02623862 0.02713178
$ 33.29 $ 58.62 14_15 0.04231521 -0.00159363
$ 33.28 $ 57.88 15_16 -0.00861647 -0.00795545
$ 33.16 $ 58.86 16_17 0.0116199 0.10260458
$ 32.99 $ 58.93 17_18 0.01482877 -0.01583113
$ 32.40 $ 57.34 18_19 -0.02444906 -0.00519481
$ 33.55 $ 58.18 19_20 -0.01558568 0.00258398
$ 32.41 $ 58.46 20_21 -0.00551515 0.0328152
$ 31.76 $ 58.56 21_22 0.02015103 0.03125
$ 31.98 $ 57.30 22_23 -0.05934369 0.01290323
$ 31.54 $ 58.57 23_24 0.00425027 -0.01867414
$ 31.82 $ 57.77 24_25 -0.0018458 -0.05407883
$ 30.85 $ 57.96 25_26 0.00330096 -0.0226087
$ 31.45 $ 57.72 26_27 -0.01521161 -0.01190476
$ 31.76 $ 58.07 27_28 0.0023898 -0.02605042
$ 31.46 $ 56.36 28_29 0.01566599 -0.01146601
$ 30.91 $ 55.75 29_30 0.02993781 -0.0097166
$ 30.67 $ 57.00
 RENDIMIENTO DE LOS ACTIVOS
Palantir Technologies Microsof Netflix Domino´s Pizza Verizon Communications
-0.00197628458498031 -0.0148786 -0.02000546 0.00319578667485 0.0160642570281125
-0.0059171597633136 0.00200869 0.00650798 0.01397830157224 0.0034985422740524
0.00588235294117646 0.00892213 0.0058776 -0.0127718239517 0.010825043885313
0.00525969756738988 -0.01321573 -0.0050097 0.00508539874149 0.0106477373558119
-0.0436219431592861 -0.01097915 0.02395815 -0.0194387794615 -0.0146487294469356
0.012666244458518 0.01825768 0.051646 0.00331729551785 -0.00294637595757223
-0.00064143681847337 -0.01293064 0.02850281 -0.0072918519271 0.00528789659224441
-0.0147435897435898 -0.00785574 0.00886414 -0.0065832618675 -0.00531600708800944
0.0315855969677827 0.02503691 0.00639895 0.02653669782244 0.00734430082256169
-0.00848010437051538 0.00351281 -0.00456389 0.01073414332784 0.00769458419650778
0.0200517464424321 0.00276545 0.02498738 0.00385105773985 0.00387712496272003
0.0270627062706271 0.02248972 0.00556562 -0.0052503722279 -0.00598802395209589
0.0502035278154681 0.0038657 0.01129767 0.01764369608149 0.00922619047619054
-0.00928571428571434 0.00788658 -0.01313815 -0.0087290041 0.000300390507659898
-0.00636942675159235 -0.00167187 0.01442308 -0.0046151829028 0.00360576923076937
0.0182841068917018 0.01700573 0.00437706 0.01015374174519 0.00512665862484905
-0.063753581661891 -0.00480554 0.0032575 -0.0026106218026 0.0178842073355563
-0.061952861952862 -0.00672746 -0.00329472 -0.0055232634597 -0.0354938271604938
-0.0145846544071021 -0.01916073 -0.00722987 0.00920718788418 0.0339791356184799
0.00749999999999995 0.02613424 0.00941288 -0.0046199741281 0.0200555384140696
0.0617128463476071 -0.01777338 -0.00039814 0.04299153834025 -0.0069269521410579
-0.0557046979865772 -0.00125408 0.01143539 0.00873194574112 0.0137585991244528
-0.00508582326764145 -0.02473697 -0.02394052 -0.0061772853186 -0.00887761572606218
-0.0506008855154965 -0.00782253 -0.01163796 0.05965916912149 0.0304839723444374
-0.0602046959662854 0.0043357 0.03272445 -0.0251200374751 -0.019448946515397
-0.0107893242475867 -0.01227199 0.01979535 -0.015593762495 -0.00985691573926875
-0.00674157303370792 0.00379039 0.01292597 0.00435883014623 0.00944584382871539
-0.0011160714285714 0.01207875 0.01528239 0.01095890410959 0.0174825174825175
0.0323299888517281 -0.00174227 -0.01445119 0.00959533940657 0.00776447751536714
 Rendimiento Esperad
Paypal Tesla Ecopetrol Palantir Technologies
-0.00267422 r -0.13% -0.23% -0.51%
0.01474741 RI 2.95% 2.73% 3.24%
0.0183121
0.0108678
-0.01557888 PROPORCION
-0.01420959 Tesla Ecopetrol Palantir Technologies
-0.00047763 W 13% 13% 13%
-0.02546149
0.00356921
0.01977885 MATRIZ DE VARIANZAS - COVARIANZAS
0.01191611 MA
0.02138607 Tesla Ecopetrol
0.03680578 Tesla 0.000839 0.000013
0.01262368 Ecopetrol 0.000013 0.000719
-0.01693158 Palantir tecnologies 0.000431 0.000313
-0.00118926 Microsof 0.000133 0.000080
0.02698116 Netflix -0.000069 -0.000014
-0.01464946 Domino´s pizza 0.000140 0.000014
-0.00481265 Verizon Communications 0.000054 0.000011
-0.00171057 Paypal 0.000251 0.000029
0.02151639
-0.02216405
0.01365887
-0.0032889
0.00414079
-0.00606376
0.02944722
0.01082328
-0.02242152
Rendimiento Esperado (R) y Riesgo individual (RI)
Microsof Netflix Domino´s pizza Verizon Communications
0.00% 0.67% 0.40% 0.43%
1.35% 1.65% 1.75% 1.44%

PROPORCIONES INVERTIDAS (W)

Microsof Netflix Domino´s pizza Verizon Communications
13% 13% 13% 13%

MATRIZ DE VARIANZAS - COVARIANZAS

Palantir Technologies Microsof Netflix Domino´s pizza
0.000431 0.000133 -0.000069 0.000140
0.000313 0.000080 -0.000014 0.000014
0.001010 0.000109 -0.000017 0.000165
0.000109 0.000177 0.000077 -0.000004
-0.000017 0.000077 0.000264 -0.000087
0.000165 -0.000004 -0.000087 0.000295
0.000051 0.000014 -0.000058 0.000115
0.000168 0.000029 -0.000035 0.000046
 Portafolio
Paypal RE (p) 0.1237%
0.36% Var (p) 0.000121
1.68% RI (p) 1.1015%

Paypal TOTAL
13% 100%

Verizon Communications Paypal

0.000054 0.000251
0.000011 0.000029
0.000051 0.000168
0.000014 0.000029
-0.000058 -0.000035
0.000115 0.000046
0.000202 0.000036
0.000036 0.000271

0
 PRECIO DE LOS ACTIVOS
periodos tesla ecopetrol Palantir Technologies microsof netflix
1 $ 245.01 $ 11.79 $ 15.18 $ 328.66 $ 439.88
2 $ 256.49 $ 11.85 $ 15.21 $ 333.55 $ 448.68
3 $ 251.62 $ 11.93 $ 15.30 $ 332.88 $ 445.76
4 $ 251.49 $ 11.89 $ 15.21 $ 329.91 $ 443.14
5 $ 248.50 $ 12.03 $ 15.13 $ 334.27 $ 445.36
6 $ 273.58 $ 12.00 $ 15.79 $ 337.94 $ 434.69
7 $ 267.48 $ 12.32 $ 15.59 $ 331.77 $ 412.24
8 $ 271.30 $ 12.21 $ 15.60 $ 336.06 $ 400.49
9 $ 276.04 $ 12.55 $ 15.83 $ 338.70 $ 396.94
10 $ 274.39 $ 12.54 $ 15.33 $ 330.22 $ 394.40
11 $ 265.28 $ 12.49 $ 15.46 $ 329.06 $ 396.20
12 $ 266.50 $ 12.67 $ 15.15 $ 328.15 $ 386.30
13 $ 262.59 $ 12.90 $ 14.74 $ 320.77 $ 384.15
14 $ 255.70 $ 12.55 $ 14.00 $ 319.53 $ 379.81
15 $ 244.88 $ 12.57 $ 14.13 $ 317.01 $ 384.80
16 $ 246.99 $ 12.67 $ 14.22 $ 317.54 $ 379.25
17 $ 244.12 $ 11.37 $ 13.96 $ 312.14 $ 377.59
18 $ 240.50 $ 11.55 $ 14.85 $ 313.64 $ 376.36
19 $ 246.38 $ 11.61 $ 15.77 $ 315.75 $ 377.60
20 $ 250.22 $ 11.58 $ 16.00 $ 321.80 $ 380.33
21 $ 251.60 $ 11.20 $ 15.88 $ 313.39 $ 376.75
22 $ 246.53 $ 10.85 $ 14.90 $ 318.96 $ 376.90
23 $ 261.16 $ 10.71 $ 15.73 $ 319.36 $ 372.59
24 $ 260.05 $ 10.91 $ 15.81 $ 327.26 $ 381.51
25 $ 260.53 $ 11.50 $ 16.61 $ 329.82 $ 385.95
26 $ 259.67 $ 11.76 $ 17.61 $ 328.39 $ 373.32
27 $ 263.62 $ 11.90 $ 17.80 $ 332.42 $ 365.93
28 $ 262.99 $ 12.21 $ 17.92 $ 331.16 $ 361.20
29 $ 258.87 $ 12.35 $ 17.94 $ 327.16 $ 355.68
30 $ 251.12 $ 12.47 $ 17.36 $ 327.73 $ 360.82
ACTIVOS
domino's pizza verizon communications paypal Periodo Tesla
$ 391.14 $ 34.86 $ 63.57 1_2 0.04685523
$ 389.89 $ 34.30 $ 63.74 2_3 -0.0189871
$ 384.44 $ 34.18 $ 62.80 3_4 -0.00051665
$ 389.35 $ 33.81 $ 61.65 4_5 -0.01188914
$ 387.37 $ 33.45 $ 60.98 5_6 0.10092555
$ 394.90 $ 33.94 $ 61.93 6_7 -0.02229695
$ 393.59 $ 34.04 $ 62.81 7_8 0.01428144
$ 396.46 $ 33.86 $ 62.84 8_9 0.01747143
$ 399.07 $ 34.04 $ 64.44 9_10 -0.00597739
$ 388.48 $ 33.79 $ 64.21 10_11 -0.03320092
$ 384.31 $ 33.53 $ 62.94 11_12 0.00459891
$ 382.83 $ 33.40 $ 62.19 12_13 -0.01467167
$ 384.84 $ 33.60 $ 60.86 13_14 -0.02623862
$ 378.05 $ 33.29 $ 58.62 14_15 -0.04231521
$ 381.35 $ 33.28 $ 57.88 15_16 0.00861647
$ 383.11 $ 33.16 $ 58.86 16_17 -0.0116199
$ 379.22 $ 32.99 $ 58.93 17_18 -0.01482877
$ 380.21 $ 32.40 $ 57.34 18_19 0.02444906
$ 382.31 $ 33.55 $ 58.18 19_20 0.01558568
$ 378.79 $ 32.41 $ 58.46 20_21 0.00551515
$ 380.54 $ 31.76 $ 58.56 21_22 -0.02015103
$ 364.18 $ 31.98 $ 57.30 22_23 0.05934369
$ 361.00 $ 31.54 $ 58.57 23_24 -0.00425027
$ 363.23 $ 31.82 $ 57.77 24_25 0.0018458
$ 341.56 $ 30.85 $ 57.96 25_26 -0.00330096
$ 350.14 $ 31.45 $ 57.72 26_27 0.01521161
$ 355.60 $ 31.76 $ 58.07 27_28 -0.0023898
$ 354.05 $ 31.46 $ 56.36 28_29 -0.01566599
$ 350.17 $ 30.91 $ 55.75 29_30 -0.02993781
$ 346.81 $ 30.67 $ 57.00
 RENDIMIENTO DE LOS ACTIVOS
Ecopetrol Palantir Technologies Microsof Netflix Domino´s Pizza
0.00508906 0.00197628458498031 0.0148786 0.02000546 -0.00319578667484788
0.00675105 0.0059171597633136 -0.00200869 -0.00650798 -0.0139783015722383
-0.00335289 -0.00588235294117646 -0.00892213 -0.0058776 0.0127718239517221
0.0117746 -0.00525969756738988 0.01321573 0.0050097 -0.00508539874149228
-0.00249377 0.0436219431592861 0.01097915 -0.02395815 0.0194387794614967
0.02666667 -0.012666244458518 -0.01825768 -0.051646 -0.00331729551785263
-0.00892857 0.000641436818473367 0.01293064 -0.02850281 0.00729185192713231
0.02784603 0.0147435897435898 0.00785574 -0.00886414 0.00658326186752765
-0.00079681 -0.0315855969677827 -0.02503691 -0.00639895 -0.0265366978224371
-0.00398724 0.00848010437051538 -0.00351281 0.00456389 -0.0107341433278419
0.01441153 -0.0200517464424321 -0.00276545 -0.02498738 -0.00385105773984548
0.01815312 -0.0270627062706271 -0.02248972 -0.00556562 0.0052503722278818
-0.02713178 -0.0502035278154681 -0.0038657 -0.01129767 -0.0176436960814883
0.00159363 0.00928571428571434 -0.00788658 0.01313815 0.0087290040999868
0.00795545 0.00636942675159235 0.00167187 -0.01442308 0.00461518290284513
-0.10260458 -0.0182841068917018 -0.01700573 -0.00437706 -0.0101537417451906
0.01583113 0.063753581661891 0.00480554 -0.0032575 0.00261062180264741
0.00519481 0.061952861952862 0.00672746 0.00329472 0.00552326345966709
-0.00258398 0.0145846544071021 0.01916073 0.00722987 -0.00920718788417771
-0.0328152 -0.00749999999999995 -0.02613424 -0.00941288 0.00461997412814488
-0.03125 -0.0617128463476071 0.01777338 0.00039814 -0.0429915383402534
-0.01290323 0.0557046979865772 0.00125408 -0.01143539 -0.00873194574111705
0.01867414 0.00508582326764145 0.02473697 0.02394052 0.00617728531855961
0.05407883 0.0506008855154965 0.00782253 0.01163796 -0.0596591691214933
0.0226087 0.0602046959662854 -0.0043357 -0.03272445 0.0251200374751141
0.01190476 0.0107893242475867 0.01227199 -0.01979535 0.0155937624950021
0.02605042 0.00674157303370792 -0.00379039 -0.01292597 -0.00435883014623175
0.01146601 0.0011160714285714 -0.01207875 -0.01528239 -0.010958904109589
0.0097166 -0.0323299888517281 0.00174227 0.01445119 -0.00959533940657399
 Re
Verizon Communications Paypal Tesla
-0.0160642570281125 0.00267422 r 0.13%
-0.0034985422740524 -0.01474741 RI 2.95%
-0.010825043885313 -0.0183121
-0.0106477373558119 -0.0108678
0.0146487294469356 0.01557888
0.00294637595757223 0.01420959 Tesla
-0.00528789659224441 0.00047763 W 0%
0.00531600708800944 0.02546149
-0.00734430082256169 -0.00356921
-0.00769458419650778 -0.01977885
-0.00387712496272003 -0.01191611 Tesla
0.00598802395209589 -0.02138607 Tesla 0.000839
-0.00922619047619054 -0.03680578 Ecopetrol 0.000013
-0.000300390507659898 -0.01262368 Palantir tecnologies 0.000431
-0.00360576923076937 0.01693158 Microsof 0.000133
-0.00512665862484905 0.00118926 Netflix -0.000069
-0.0178842073355563 -0.02698116 Domino´s pizza 0.000140
0.0354938271604938 0.01464946 Verizon Communications 0.000054
-0.0339791356184799 0.00481265 Paypal 0.000251
-0.0200555384140696 0.00171057
0.0069269521410579 -0.02151639
-0.0137585991244528 0.02216405
0.00887761572606218 -0.01365887
-0.0304839723444374 0.0032889
0.019448946515397 -0.00414079
0.00985691573926875 0.00606376
-0.00944584382871539 -0.02944722
-0.0174825174825175 -0.01082328
-0.00776447751536714 0.02242152
 Rendimiento Esperado (R) y Riesgo individual (RI)
Ecopetrol Palantir Technologies Microsof Netflix Domino´s pizza
0.23% 0.51% 0.00% -0.67% -0.40%
2.73% 3.24% 1.35% 1.65% 1.75%

PROPORCIONES INVERTIDAS (W)

Ecopetrol Palantir Technologies Microsof Netflix Domino´s pizza
5% 0% 11% 30% 16%

MATRIZ DE VARIANZAS - COVARIANZAS

Ecopetrol Palantir Technologies Microsof Netflix Domino´s pizza
0.000013 0.000431 0.000133 -0.000069 0.000140
0.000719 0.000313 0.000080 -0.000014 0.000014
0.000313 0.001010 0.000109 -0.000017 0.000165
0.000080 0.000109 0.000177 0.000077 -0.000004
-0.000014 -0.000017 0.000077 0.000264 -0.000087
0.000014 0.000165 -0.000004 -0.000087 0.000295
0.000011 0.000051 0.000014 -0.000058 0.000115
0.000029 0.000168 0.000029 -0.000035 0.000046
 Portafolio
Verizon Communications Paypal RE (p) -0.4013%
-0.43% -0.36% Var (p) 0.000053
1.44% 1.68% RI (p) 0.7312%

Verizon Communications Paypal TOTAL

22% 16% 100%

Verizon Communications Paypal

0.000054 0.000251
0.000011 0.000029
0.000051 0.000168
0.000014 0.000029
-0.000058 -0.000035
0.000115 0.000046
0.000202 0.000036
0.000036 0.000271