2. Utilizando el coeficiente de variación, ¿qué activo sería preferible?

(no incluya al mercado)

PARAMETROS (BF-A) (CHRW) (CZR) (CPT) (CPB)

ERJ 1.40% 0.53% 2.99% 0.83% 0.48%
SJ 7.40% 6.73% 21.77% 6.38% 6.28%
CV 5.28 12.62 7.28 7.71 13.12

Lo más recomendable seria invertir en Brown-Forman Corporation (BF-A)

ya que su coeficiente de variacion es el menor, 5.28,por lo que presenta menor riesgo.

3. La matriz de varianzas y covarianzas para los 5 activos y el mercado

(BF-A) (CHRW) (CZR) (CPT) (CPB) (^GSPC)

(BF-A) 0.0054692 0.0023332 0.0063271 0.0010145 0.0000883 0.0006660
(CHRW) 0.0023332 0.0045290 0.0057963 0.0011161 0.0010964 0.0013582
(CZR) 0.0063271 0.0057963 0.0473970 0.0071532 0.0012074 0.0010847
(CPT) 0.0010145 0.0011161 0.0071532 0.0040759 0.0005573 0.0004728
(CPB) 0.0000883 0.0010964 0.0012074 0.0005573 0.0039457 0.0004523
(^GSPC) 0.0006660 0.0013582 0.0010847 0.0004728 0.0004523 0.0028007

4. Las betas de los 5 activos

BETA
(BF-A) (CHRW) (CZR) (CPT) (CPB)
0.237802 0.484960 0.387287 0.168826 0.161494
 RENDIMIENTO
(BF-A) (CHRW) (CZR) (CPT) (CPB) (^GSPC)
-4.57% -3.52% 15.96% -5.27% 5.86% -0.97%
-4.27% -15.63% -25.19% -7.05% -6.47% -5.32%
-2.53% 3.12% -5.62% -8.92% 2.88% 4.05%
7.36% 9.76% 19.30% 5.66% 2.71% 2.76%
7.14% -6.58% -23.66% -6.28% 0.29% -0.27%
1.14% 2.22% -24.31% -8.54% 2.30% -2.12%
-0.22% -0.92% -14.32% -5.08% 5.95% -0.48%
2.79% 11.41% -8.11% 0.66% -0.89% -3.48%
-2.55% -7.62% 10.57% 3.14% 2.79% -2.94%
-5.96% -1.72% -18.59% -9.97% 1.52% -0.43%
3.23% 13.19% 3.84% 8.15% 7.76% 7.46%
2.56% -1.96% -17.71% 1.29% 1.84% -1.75%
2.44% 12.12% -2.51% 11.22% -4.45% 10.11%
-5.33% -3.40% 10.48% -1.71% 0.19% -7.29%
-1.03% 1.00% 16.33% 0.44% -3.77% -2.89%
-4.89% -4.29% -15.80% 13.30% -4.10% -1.76%
-6.00% -3.45% -3.44% 5.81% -6.33% -3.78%
5.12% -0.06% 9.82% 4.07% 2.69% 7.04%
12.38% 2.29% 11.88% 10.44% -5.01% -6.45%
-4.39% 5.04% -6.41% 5.53% 10.53% -1.30%
0.71% 6.18% 32.75% 1.96% -4.73% 1.84%
-9.78% -8.35% -5.22% 3.12% -0.50% -1.69%
-0.35% -0.11% 9.03% 1.10% -3.34% -2.00%
17.50% 6.26% 51.99% 7.14% 7.96% -3.29%
-8.41% -13.02% -20.05% 4.62% -3.51% -2.78%
3.31% 3.96% 22.40% -2.16% -8.06% 0.16%
5.12% 4.89% 47.50% 0.14% 6.88% 9.18%
10.17% 19.27% -22.49% 0.49% -0.12% 14.30%
-3.00% -2.55% 12.97% -0.38% -2.65% -11.26%
4.64% 14.43% 65.39% 3.97% 2.77% -4.33%
10.72% 7.88% 48.89% 12.23% 8.28% -1.81%
-12.46% -3.92% -71.30% -25.23% 2.30% -5.22%
-8.68% -4.60% -16.06% -5.74% -6.08% -6.55%
2.67% -7.04% 0.23% 6.76% -2.08% 4.08%
-1.61% 1.76% 11.46% -4.89% 6.12% 2.85%
2.65% 1.60% 19.52% -2.47% 1.32% -9.71%
4.31% -10.24% 12.29% 3.77% -1.30% -3.58%
3.79% 0.34% 3.53% 2.55% 4.27% 1.13%
7.89% 0.91% -14.65% 4.38% 9.78% -2.54%
-2.66% -0.12% -2.06% 0.12% 3.17% -4.07%
11.77% 5.93% -6.30% 1.00% 10.36% -4.98%
-5.91% -1.69% -0.41% 2.69% -5.31% -0.55%
2.55% -6.89% 5.74% -0.05% 1.47% -2.17%
3.79% -3.21% -3.15% 3.48% 5.86% -2.22%
 4.83% 4.16% 3.41% 1.18% 2.73% -2.82%
-0.47% 3.80% 28.75% 11.04% 7.40% 4.99%
-2.45% -8.92% -17.67% -7.47% -15.84% -6.47%
4.83% 3.71% 20.49% 5.42% 5.77% 0.84%
-8.45% -8.64% -24.90% -2.72% 2.13% -4.18%
-3.50% 1.92% 1.14% -1.57% -7.15% 5.55%
-1.18% 4.17% 12.14% 2.67% -2.74% 3.24%
9.34% 10.24% 9.59% 2.47% 0.89% -3.45%
-11.03% -3.34% -13.50% 3.56% 20.51% 9.64%
2.90% -5.47% 11.60% 3.04% -16.84% -0.01%
2.32% -1.31% 22.73% 2.41% -5.84% 9.16%
-1.97% 0.37% -3.23% 5.61% 0.60% -8.35%
31.96% 2.08% -1.30% -7.91% -6.83% 4.43%
2.94% 3.21% 4.22% -5.21% -3.24% 10.30%
11.49% 2.82% 8.33% 0.85% -2.41% -2.19%

0.0745886 0.0678756 0.2195773 0.0643906 0.0633542 0.0533759

0.0006775 0.0013816 0.0011034 0.0004810 0.0004601 0.0028490
Var M

17.02% 38.14% 9.41% 13.99% 13.61% 1

PERIODO
0
-1
-2
-3
-4
-5
-6
-7
-8
-9
-10
-11
-12
-13
-14
-15
-16
-17
-18
-19
-20
-21
-22
-23
-24
-25
-26
-27
-28
-29
-30
-31
-32
-33
-34
-35
-36
-37
-38
-39
-40
-41
-42
-43
 -44
-45
-46
-47
-48
-49
-50
-51
-52
-53
-54
-55
-56
-57
-58

Desv. Est.
Cov x M.

Corr x M
 Brown-Forman Corporation (BF-A) FECHA PERIODO
PARAMETROS (BF-A) 10/1/2022 0
ERJ (Rendimiento Esperado) 1.40% 9/1/2022 -1
SJ (Desviacion Estandar) 7.40% 8/1/2022 -2
CV (Coeficiente de Variacion) 5.28 7/1/2022 -3
6/1/2022 -4
5/1/2022 -5
4/1/2022 -6
3/1/2022 -7
2/1/2022 -8
1/1/2022 -9
12/1/2021 -10
11/1/2021 -11
10/1/2021 -12
9/1/2021 -13
8/1/2021 -14
7/1/2021 -15
6/1/2021 -16
5/1/2021 -17
4/1/2021 -18
3/1/2021 -19
2/1/2021 -20
1/1/2021 -21
12/1/2020 -22
11/1/2020 -23
10/1/2020 -24
9/1/2020 -25
8/1/2020 -26
7/1/2020 -27
6/1/2020 -28
5/1/2020 -29
4/1/2020 -30
3/1/2020 -31
2/1/2020 -32
1/1/2020 -33
12/1/2019 -34
11/1/2019 -35
10/1/2019 -36
9/1/2019 -37
8/1/2019 -38
7/1/2019 -39
6/1/2019 -40
5/1/2019 -41
4/1/2019 -42
3/1/2019 -43
2/1/2019 -44
1/1/2019 -45
12/1/2018 -46
11/1/2018 -47
10/1/2018 -48
9/1/2018 -49
8/1/2018 -50
7/1/2018 -51
6/1/2018 -52
5/1/2018 -53
4/1/2018 -54
3/1/2018 -55
2/1/2018 -56
1/1/2018 -57
12/1/2017 -58
11/1/2017 -59
PRECIO BF-A RENDIMIENTO VARIANZA
64.30 -4.57% 0.00356596168
67.38 -4.27% 0.00321146809
70.38 -2.53% 0.00154396701
72.21 7.36% 0.00355150154
67.26 7.14% 0.00329736971
62.77 1.14% 6.9829E-06
62.07 -0.22% 0.0002628051
62.20 2.79% 0.0001913671
60.52 -2.55% 0.00156498249
62.10 -5.96% 0.00541921676
66.04 3.23% 0.0003336305
63.97 2.56% 0.00013446622
62.38 2.44% 0.00010747055
60.89 -5.33% 0.00453471238
64.32 -1.03% 0.00059207761
64.99 -4.89% 0.00396393099
68.34 -6.00% 0.00547852
72.70 5.12% 0.00137930985
69.16 12.38% 0.01204424708
61.54 -4.39% 0.00334864136
64.36 0.71% 4.7733784E-05
63.91 -9.78% 0.0125138674
70.84 -0.35% 0.00030777652
71.09 17.50% 0.02590908438
60.51 -8.41% 0.00963250981
66.06 3.31% 0.00036388451
63.95 5.12% 0.00138504998
60.83 10.17% 0.00769245612
55.21 -3.00% 0.00193675038
56.92 4.64% 0.00104658669
54.40 10.72% 0.00868420202
49.13 -12.46% 0.01920155797
56.12 -8.68% 0.01016837059
61.46 2.67% 0.00016182101
59.86 -1.61% 0.00090970437
60.84 2.65% 0.00015703913
59.27 4.31% 0.00084548649
56.82 3.79% 0.00056882164
54.74 7.89% 0.00420950988
50.74 -2.66% 0.00165196937
52.13 11.77% 0.01074165077
46.64 -5.91% 0.00534351901
49.57 2.55% 0.00013269538
48.34 3.79% 0.00057187934
46.57 4.83% 0.00117305727
44.43 -0.47% 0.00035203509
44.64 -2.45% 0.00148207037
45.76 4.83% 0.00117582458
43.65 -8.45% 0.00970404748
47.68 -3.50% 0.00239820038
49.40 -1.18% 0.00066789743
50.00 9.34% 0.00630690974
45.72 -11.03% 0.01546522982
51.39 2.90% 0.00022576197
49.94 2.32% 8.3908791E-05
48.81 -1.97% 0.00113475366
49.79 31.96% 0.09337732887
37.73 2.94% 0.00023809058
36.65 11.49% 0.01017858002
32.88
1.40% 0.55%
 C.H. Robinson Worldwide, Inc. (CHRW) FECHA PERIODO
PARAMETROS (CHRW) 10/1/2022 0
ERJ (Rendimiento Esperado) 0.53% 9/1/2022 -1
SJ (Desviacion Estandar) 6.73% 8/1/2022 -2
CV (Coeficiente de Variacion) 12.62 7/1/2022 -3
6/1/2022 -4
5/1/2022 -5
4/1/2022 -6
3/1/2022 -7
2/1/2022 -8
1/1/2022 -9
12/1/2021 -10
11/1/2021 -11
10/1/2021 -12
9/1/2021 -13
8/1/2021 -14
7/1/2021 -15
6/1/2021 -16
5/1/2021 -17
4/1/2021 -18
3/1/2021 -19
2/1/2021 -20
1/1/2021 -21
12/1/2020 -22
11/1/2020 -23
10/1/2020 -24
9/1/2020 -25
8/1/2020 -26
7/1/2020 -27
6/1/2020 -28
5/1/2020 -29
4/1/2020 -30
3/1/2020 -31
2/1/2020 -32
1/1/2020 -33
12/1/2019 -34
11/1/2019 -35
10/1/2019 -36
9/1/2019 -37
8/1/2019 -38
7/1/2019 -39
6/1/2019 -40
5/1/2019 -41
4/1/2019 -42
3/1/2019 -43
2/1/2019 -44
1/1/2019 -45
12/1/2018 -46
11/1/2018 -47
10/1/2018 -48
9/1/2018 -49
8/1/2018 -50
7/1/2018 -51
6/1/2018 -52
5/1/2018 -53
4/1/2018 -54
3/1/2018 -55
2/1/2018 -56
1/1/2018 -57
12/1/2017 -58
11/1/2017 -59
PRECIO CHRW RENDIMIENTO VARIANZA
92.47 -3.52% 0.00164481462
95.85 -15.63% 0.02612078488
113.60 3.12% 0.00066728213
110.17 9.76% 0.00850943927
100.37 -6.58% 0.00506004539
107.44 2.22% 2.8558E-04
105.11 -0.92% 0.00021092294
106.08 11.41% 0.01182744922
95.22 -7.62% 0.0066409663
103.07 -1.72% 0.00050756331
104.87 13.19% 0.01601274889
92.65 -1.96% 0.00062116966
94.50 12.12% 0.01343459371
84.28 -3.40% 0.00154534865
87.25 1.00% 2.1596799E-05
86.39 -4.29% 0.00232973132
90.26 -3.45% 0.00158903325
93.49 -0.06% 3.5421982E-05
93.55 2.29% 0.00030863024
91.45 5.04% 0.00203212876
87.06 6.18% 0.00319161158
81.99 -8.35% 0.00788882425
89.46 -0.11% 4.0930647E-05
89.56 6.26% 0.00328498066
84.28 -13.02% 0.0183694893
96.89 3.96% 0.00117230794
93.21 4.89% 0.00189533278
88.86 19.27% 0.03510113339
74.51 -2.55% 0.00095160195
76.46 14.43% 0.01930821392
66.82 7.88% 0.00539272752
61.94 -3.92% 0.00198208813
64.46 -4.60% 0.00263212577
67.57 -7.04% 0.0057341901
72.69 1.76% 0.00014964556
71.43 1.60% 0.00011370511
70.31 -10.24% 0.01160341342
78.33 0.34% 3.6141984E-06
78.06 0.91% 1.401054E-05
77.36 -0.12% 4.2485448E-05
77.45 5.93% 0.00290954042
73.11 -1.69% 0.00049493647
74.37 -6.89% 0.00550446676
79.87 -3.21% 0.00140392799
82.52 4.16% 0.00131556613
79.23 3.80% 0.00106634823
76.33 -8.92% 0.0089451706
83.81 3.71% 0.00100696331
80.81 -8.64% 0.00842176015
88.46 1.92% 0.00019090591
86.80 4.17% 0.00132567524
83.32 10.24% 0.00942934359
75.58 -3.34% 0.00150176442
78.19 -5.47% 0.00359874635
82.71 -1.31% 0.00033850763
83.81 0.37% 2.5106947E-06
83.49 2.08% 0.00023840022
81.79 3.21% 0.00071839926
79.25 2.82% 0.00052101402
77.08
0.53% 0.45%
 Caesars Entertainment, Inc. (CZR) FECHA PERIODO
PARAMETROS (CZR) 10/1/2022 0
ERJ (Rendimiento Esperado) 2.99% 9/1/2022 -1
SJ (Desviacion Estandar) 21.77% 8/1/2022 -2
CV (Coeficiente de Variacion) 7.28 7/1/2022 -3
6/1/2022 -4
5/1/2022 -5
4/1/2022 -6
3/1/2022 -7
2/1/2022 -8
1/1/2022 -9
12/1/2021 -10
11/1/2021 -11
10/1/2021 -12
9/1/2021 -13
8/1/2021 -14
7/1/2021 -15
6/1/2021 -16
5/1/2021 -17
4/1/2021 -18
3/1/2021 -19
2/1/2021 -20
1/1/2021 -21
12/1/2020 -22
11/1/2020 -23
10/1/2020 -24
9/1/2020 -25
8/1/2020 -26
7/1/2020 -27
6/1/2020 -28
5/1/2020 -29
4/1/2020 -30
3/1/2020 -31
2/1/2020 -32
1/1/2020 -33
12/1/2019 -34
11/1/2019 -35
10/1/2019 -36
9/1/2019 -37
8/1/2019 -38
7/1/2019 -39
6/1/2019 -40
5/1/2019 -41
4/1/2019 -42
3/1/2019 -43
2/1/2019 -44
1/1/2019 -45
12/1/2018 -46
11/1/2018 -47
10/1/2018 -48
9/1/2018 -49
8/1/2018 -50
7/1/2018 -51
6/1/2018 -52
5/1/2018 -53
4/1/2018 -54
3/1/2018 -55
2/1/2018 -56
1/1/2018 -57
12/1/2017 -58
11/1/2017 -59
PRECIO CZR RENDIMIENTO VARIANZA
37.41 15.96% 0.01683639239
32.26 -25.19% 0.07937781378
43.12 -5.62% 0.00741906631
45.69 19.30% 0.02659020334
38.30 -23.66% 0.07101208781
50.17 -24.31% 7.4499E-02
66.28 -14.32% 0.02996771828
77.36 -8.11% 0.01232353163
84.19 10.57% 0.00575185208
76.14 -18.59% 0.04657612241
93.53 3.84% 7.2747024E-05
90.07 -17.71% 0.04286046705
109.46 -2.51% 0.0030251266
112.28 10.48% 0.00561099066
101.63 16.33% 0.01781201287
87.36 -15.80% 0.03529185403
103.75 -3.44% 0.00413705758
107.45 9.82% 0.00466984057
97.84 11.88% 0.00790772194
87.45 -6.41% 0.00883425716
93.44 32.75% 0.08855145533
70.39 -5.22% 0.00674487112
74.27 9.03% 0.0036477245
68.12 51.99% 0.24007246749
44.82 -20.05% 0.05307717813
56.06 22.40% 0.03768729052
45.80 47.50% 0.19816288874
31.05 -22.49% 0.06492204328
40.06 12.97% 0.00996769085
35.46 65.39% 0.38941645862
21.44 48.89% 0.21068429526
14.40 -71.30% 0.55192782283
50.18 -16.06% 0.0362804134
59.78 0.23% 0.00075833874
59.64 11.46% 0.00716946287
53.51 19.52% 0.02733552995
44.77 12.29% 0.00865161955
39.87 3.53% 2.9486654E-05
38.51 -14.65% 0.03111118179
45.12 -2.06% 0.00255087471
46.07 -6.30% 0.00863633873
49.17 -0.41% 0.00115168143
49.37 5.74% 0.00075704793
46.69 -3.15% 0.00377169142
48.21 3.41% 1.7809802E-05
46.62 28.75% 0.06635996659
36.21 -17.67% 0.04266563135
43.98 20.49% 0.03064115047
36.50 -24.90% 0.07776096502
48.60 1.14% 0.00033999596
48.05 12.14% 0.00836643512
42.85 9.59% 0.00435897903
39.10 -13.50% 0.02717261606
45.20 11.60% 0.00742424156
40.50 22.73% 0.03896176931
33.00 -3.23% 0.00386179924
34.10 -1.30% 0.00184126811
34.55 4.22% 0.00015244386
33.15 8.33% 0.00285669191
30.60
2.99% 4.74%
 Camden Property Trust (CPT) FECHA PERIODO
PARAMETROS (CPT) 10/1/2022 0
ERJ (Rendimiento Esperado) 0.83% 9/1/2022 -1
SJ (Desviacion Estandar) 6.38% 8/1/2022 -2
CV (Coeficiente de Variacion) 7.71 7/1/2022 -3
6/1/2022 -4
5/1/2022 -5
4/1/2022 -6
3/1/2022 -7
2/1/2022 -8
1/1/2022 -9
12/1/2021 -10
11/1/2021 -11
10/1/2021 -12
9/1/2021 -13
8/1/2021 -14
7/1/2021 -15
6/1/2021 -16
5/1/2021 -17
4/1/2021 -18
3/1/2021 -19
2/1/2021 -20
1/1/2021 -21
12/1/2020 -22
11/1/2020 -23
10/1/2020 -24
9/1/2020 -25
8/1/2020 -26
7/1/2020 -27
6/1/2020 -28
5/1/2020 -29
4/1/2020 -30
3/1/2020 -31
2/1/2020 -32
1/1/2020 -33
12/1/2019 -34
11/1/2019 -35
10/1/2019 -36
9/1/2019 -37
8/1/2019 -38
7/1/2019 -39
6/1/2019 -40
5/1/2019 -41
4/1/2019 -42
3/1/2019 -43
2/1/2019 -44
1/1/2019 -45
12/1/2018 -46
11/1/2018 -47
10/1/2018 -48
9/1/2018 -49
8/1/2018 -50
7/1/2018 -51
6/1/2018 -52
5/1/2018 -53
4/1/2018 -54
3/1/2018 -55
2/1/2018 -56
1/1/2018 -57
12/1/2017 -58
11/1/2017 -59
PRECIO CPT RENDIMIENTO VARIANZA
112.27 -5.27% 0.00372009862
118.52 -7.05% 0.00620666109
127.51 -8.92% 0.00950811767
140.00 5.66% 0.00233422807
132.50 -6.28% 0.00505150965
141.38 -8.54% 8.7782E-03
154.58 -5.08% 0.00349177309
162.85 0.66% 2.823541E-06
161.79 3.14% 0.00053247483
156.87 -9.97% 0.01166728635
174.24 8.15% 0.00536563081
161.11 1.29% 2.1668131E-05
159.05 11.22% 0.01080349196
143.00 -1.71% 0.0006457081
145.50 0.44% 1.545352E-05
144.87 13.30% 0.01555562979
127.86 5.81% 0.00248615176
120.83 4.07% 0.00104902065
116.11 10.44% 0.00923986625
105.13 5.53% 0.0022111403
99.62 1.96% 0.00012762662
97.71 3.12% 0.00052464541
94.76 1.10% 7.5450066E-06
93.72 7.14% 0.00398945042
87.47 4.62% 0.00143646411
83.61 -2.16% 0.00089010481
85.45 0.14% 4.6928044E-05
85.33 0.49% 1.1373459E-05
84.91 -0.38% 0.00014650505
85.24 3.97% 0.00098966358
81.98 12.23% 0.01300109291
73.05 -25.23% 0.06790915226
97.70 -5.74% 0.00431004457
103.64 6.76% 0.00352229293
97.08 -4.89% 0.00326484948
102.07 -2.47% 0.00108496967
104.65 3.77% 0.00086508331
100.84 2.55% 0.00029634108
98.34 4.38% 0.00125981195
94.21 0.12% 5.0619986E-05
94.10 1.00% 2.8330156E-06
93.17 2.69% 0.00034756599
90.73 -0.05% 7.703635E-05
90.78 3.48% 0.0007012927
87.73 1.18% 1.2086816E-05
86.71 11.04% 0.0104274893
78.09 -7.47% 0.00688875549
84.39 5.42% 0.00210579203
80.06 -2.72% 0.00125687386
82.29 -1.57% 0.00057391116
83.60 2.67% 0.00033836365
81.43 2.47% 0.00026987373
79.47 3.56% 0.00074454732
76.74 3.04% 0.00049117786
74.47 2.41% 0.00024939821
72.72 5.61% 0.00228448786
68.86 -7.91% 0.00764191119
74.78 -5.21% 0.00364187636
78.88 0.85% 6.9208439E-08
78.21
0.83% 0.41%
 Campbell Soup Company (CPB) FECHA PERIODO
PARAMETROS (CPB) 10/1/2022 0
ERJ (Rendimiento Esperado) 0.48% 9/1/2022 -1
SJ (Desviacion Estandar) 6.28% 8/1/2022 -2
CV (Coeficiente de Variacion) 13.12 7/1/2022 -3
6/1/2022 -4
5/1/2022 -5
4/1/2022 -6
3/1/2022 -7
2/1/2022 -8
1/1/2022 -9
12/1/2021 -10
11/1/2021 -11
10/1/2021 -12
9/1/2021 -13
8/1/2021 -14
7/1/2021 -15
6/1/2021 -16
5/1/2021 -17
4/1/2021 -18
3/1/2021 -19
2/1/2021 -20
1/1/2021 -21
12/1/2020 -22
11/1/2020 -23
10/1/2020 -24
9/1/2020 -25
8/1/2020 -26
7/1/2020 -27
6/1/2020 -28
5/1/2020 -29
4/1/2020 -30
3/1/2020 -31
2/1/2020 -32
1/1/2020 -33
12/1/2019 -34
11/1/2019 -35
10/1/2019 -36
9/1/2019 -37
8/1/2019 -38
7/1/2019 -39
6/1/2019 -40
5/1/2019 -41
4/1/2019 -42
3/1/2019 -43
2/1/2019 -44
1/1/2019 -45
12/1/2018 -46
11/1/2018 -47
10/1/2018 -48
9/1/2018 -49
8/1/2018 -50
7/1/2018 -51
6/1/2018 -52
5/1/2018 -53
4/1/2018 -54
3/1/2018 -55
2/1/2018 -56
1/1/2018 -57
12/1/2017 -58
11/1/2017 -59
PRECIO CPB RENDIMIENTO VARIANZA
49.50 5.86% 0.00289301774
46.76 -6.47% 0.00482960546
49.99 2.88% 0.00057471335
48.59 2.71% 0.00049585871
47.31 0.29% 3.4780658E-06
47.18 2.30% 3.3341E-04
46.11 5.95% 0.00298879633
43.53 -0.89% 0.00018719586
43.92 2.79% 0.00053354572
42.73 1.52% 0.00010814371
42.09 7.76% 0.00530312111
39.05 1.84% 0.0001843651
38.35 -4.45% 0.00242794393
40.14 0.19% 8.236716E-06
40.06 -3.77% 0.00180519676
41.63 -4.10% 0.00209807848
43.41 -6.33% 0.00463358408
46.34 2.69% 0.00048686054
45.13 -5.01% 0.00301583769
47.51 10.53% 0.01010707993
42.98 -4.73% 0.00271399331
45.12 -0.50% 9.5082192E-05
45.34 -3.34% 0.00145723874
46.91 7.96% 0.00559075261
43.45 -3.51% 0.00159464106
45.04 -8.06% 0.00728980352
48.98 6.88% 0.00410211992
45.83 -0.12% 3.5954369E-05
45.88 -2.65% 0.00097768973
47.13 2.77% 0.00052516643
45.86 8.28% 0.00607908241
42.36 2.30% 0.00033352492
41.40 -6.08% 0.00430162653
44.08 -2.08% 0.00065684036
45.02 6.12% 0.00318217713
42.43 1.32% 7.0720428E-05
41.87 -1.30% 0.00031641933
42.42 4.27% 0.00143486911
40.69 9.78% 0.00865419027
37.06 3.17% 0.00072401554
35.92 10.36% 0.00975465481
32.55 -5.31% 0.00335350975
34.38 1.47% 9.7992022E-05
33.88 5.86% 0.00289354113
32.01 2.73% 0.00050795967
31.16 7.40% 0.00478516721
29.01 -15.84% 0.02663610859
34.47 5.77% 0.00279576775
32.59 2.13% 0.00027248265
31.91 -7.15% 0.00581712442
34.37 -2.74% 0.00103756477
35.34 0.89% 1.6753368E-05
35.03 20.51% 0.04013039659
29.07 -16.84% 0.02997900922
34.95 -5.84% 0.00399465693
37.12 0.60% 1.5689101E-06
36.89 -6.83% 0.00534785082
39.60 -3.24% 0.00138479387
40.93 -2.41% 0.00083666898
41.94
0.48% 0.39%
 S&P 500 (^GSPC) FECHA PERIODO
PARAMETROS (^GSPC) 10/1/2022 0
ERJ (Rendimiento Esperado) -0.41% 9/1/2022 -1
SJ (Desviacion Estandar) 5.29% 8/1/2022 -2
CV (Coeficiente de Variacion) -12.84 7/1/2022 -3
6/1/2022 -4
5/1/2022 -5
4/1/2022 -6
3/1/2022 -7
2/1/2022 -8
1/1/2022 -9
12/1/2021 -10
11/1/2021 -11
10/1/2021 -12
9/1/2021 -13
8/1/2021 -14
7/1/2021 -15
6/1/2021 -16
5/1/2021 -17
4/1/2021 -18
3/1/2021 -19
2/1/2021 -20
1/1/2021 -21
12/1/2020 -22
11/1/2020 -23
10/1/2020 -24
9/1/2020 -25
8/1/2020 -26
7/1/2020 -27
6/1/2020 -28
5/1/2020 -29
4/1/2020 -30
3/1/2020 -31
2/1/2020 -32
1/1/2020 -33
12/1/2019 -34
11/1/2019 -35
10/1/2019 -36
9/1/2019 -37
8/1/2019 -38
7/1/2019 -39
6/1/2019 -40
5/1/2019 -41
4/1/2019 -42
3/1/2019 -43
2/1/2019 -44
 1/1/2019 -45
12/1/2018 -46
11/1/2018 -47
10/1/2018 -48
9/1/2018 -49
8/1/2018 -50
7/1/2018 -51
6/1/2018 -52
5/1/2018 -53
4/1/2018 -54
3/1/2018 -55
2/1/2018 -56
1/1/2018 -57
12/1/2017 -58
11/1/2017 -59
PRECIO ^GSPC RENDIMIENTO VARIANZA
2647.58 -0.97% 3.1521066E-05
2673.61 -5.32% 0.00240776773
2823.81 4.05% 0.00199338042
2713.83 2.76% 0.0010079861
2640.87 -0.27% 1.9884059E-06
2648.05 -2.12% 2.9001E-04
2705.27 -0.48% 4.8654355E-07
2718.37 -3.48% 0.00093927594
2816.29 -2.94% 0.00063769994
2901.52 -0.43% 2.3839706E-08
2913.98 7.46% 0.00619384094
2711.74 -1.75% 0.00018021675
2760.17 10.11% 0.0110612879
2506.85 -7.29% 0.00473663973
2704.10 -2.89% 0.00061251792
2784.49 -1.76% 0.0001819026
2834.40 -3.78% 0.00113601445
2945.83 7.04% 0.00555481228
2752.06 -6.45% 0.00364377248
2941.76 -1.30% 7.8084466E-05
2980.38 1.84% 0.00050834597
2926.46 -1.69% 0.00016305818
2976.74 -2.00% 0.00025284537
3037.56 -3.29% 0.00082969875
3140.98 -2.78% 0.00056043971
3230.78 0.16% 3.3088753E-05
3225.52 9.18% 0.00920760555
2954.22 14.30% 0.02164857562
2584.59 -11.26% 0.01176015708
2912.43 -4.33% 0.00153653209
3044.31 -1.81% 0.0001941797
3100.29 -5.22% 0.00231381833
3271.12 -6.55% 0.00376449985
3500.31 4.08% 0.00202060625
3363.00 2.85% 0.00106109708
3269.96 -9.71% 0.00864549392
3621.63 -3.58% 0.00100306444
3756.07 1.13% 0.00023665513
3714.24 -2.54% 0.00045396621
3811.15 -4.07% 0.00133878277
3972.89 -4.98% 0.00208778358
4181.17 -0.55% 1.7822984E-06
4204.11 -2.17% 0.00031010159
4297.50 -2.22% 0.00032835633
4395.26 -2.82% 0.00057849982
4522.68 4.99% 0.00292318835
4307.54 -6.47% 0.00366638123
4605.38 0.84% 0.00015688323
4567.00 -4.18% 0.0014189342
4766.18 5.55% 0.00355517603
4515.55 3.24% 0.00133205888
4373.94 -3.45% 0.00092514372
4530.41 9.64% 0.0101124608
4131.93 -0.01% 1.6551037E-05
4132.15 9.16% 0.00916408919
3785.38 -8.35% 0.00630212363
4130.29 4.43% 0.00234669035
3955.00 10.30% 0.01147867727
3585.62 -2.19% 0.0003149052
3665.78
-0.41% 0.28%
 Grafico Beta
80.00%

60.00%

40.00%

20.00%

0.00%
-15.00% -10.00% -5.00% 0.00% 5.00% 10.00% 15.00% 20.00% 25.00% 30.00% 35.00%

-20.00%

-40.00%

-60.00%

-80.00%

(CHRW) (CZR) (CPT) (CPB) (^GSPC)