Precios US$ Rentabilidades mensuales %

Date google facebook amazon Date google

12/1/2016 771.820007 115.050003 768.659973
1/1/2017 796.789978 130.320007 823.47998 1/1/2017 3%
2/1/2017 823.210022 135.539993 845.039978 2/1/2017 3%
3/1/2017 829.559998 142.050003 886.539978 3/1/2017 1%
4/1/2017 905.960022 150.25 924.98999 4/1/2017 9%
5/1/2017 964.859985 151.460007 994.619995 5/1/2017 7%
6/1/2017 908.72998 150.979996 968 6/1/2017 -6%
7/1/2017 930.5 169.25 987.780029 7/1/2017 2%
8/1/2017 939.330017 171.970001 980.599976 8/1/2017 1%
9/1/2017 959.109985 170.869995 961.349976 9/1/2017 2%
10/1/2017 1016.64002 180.059998 1105.28003 10/1/2017 6%
11/1/2017 1021.40997 177.179993 1176.75 11/1/2017 0%
12/1/2017 1046.40002 176.460007 1169.46997 12/1/2017 2%
1/1/2018 1169.93994 186.889999 1450.89002 1/1/2018 12%
2/1/2018 1104.72998 178.320007 1512.44995 2/1/2018 -6%
3/1/2018 1031.79004 159.789993 1447.33997 3/1/2018 -7%
4/1/2018 1017.33002 172 1566.13001 4/1/2018 -1%
5/1/2018 1084.98999 191.779999 1629.62 5/1/2018 7%
6/1/2018 1115.65002 194.320007 1699.80005 6/1/2018 3%
7/1/2018 1217.26001 172.580002 1777.43994 7/1/2018 9%
8/1/2018 1218.18994 175.729996 2012.70996 8/1/2018 0%
9/1/2018 1193.46997 164.460007 2003 9/1/2018 -2%
10/1/2018 1076.77002 151.789993 1598.01001 10/1/2018 -10%
11/1/2018 1037.60999 134.820007 1516.72998 11/1/2018 -4%
Date google facebook amazon Apple
Rent. Esperada 1.4%
Riesgo 5.4%
Riesgo relativo 3.79
Desempeño 26%

PORTAFOLIO W
google 0.0%
facebook 0.0%
amazon 100.0%
Total 100.0%

Rent. Esperada 3.33%

Riesgo 8.35%
Riesgo relativo 2.51
Desempeño 40%
Rentabilidades mensuales %
facebook amazon

13% 7%
4% 3%
5% 5%
6% 4%
1% 8%
0% -3%
12% 2%
2% -1%
-1% -2%
5% 15%
-2% 6%
0% -1%
6% 24%
-5% 4%
-10% -4%
8% 8%
11% 4%
1% 4%
-11% 5%
2% 13%
-6% 0%
-8% -20%
-11% -5%
Pfizer Netflix
0.9% 3.3%
7.1% 8.3%
7.63 2.51
13% 40%

MATRIZ DE COVARIANZAS
Apple Pfizer Netflix
Apple 0.0017811615 0.00303345
Pfizer 0.0017811615 0.00285033
Netflix 0.0030334491 0.0028503325

MATRIZ DE RIESGOS
Apple Pfizer Netflix
Apple 0 0 0
Pfizer 0 0 0
Netflix 0 0 0.00696886
VARIANZA 0.0069688558