NASDAQ

EMPRESA Alexion Pharmaceutical Adobe Inc. Broadcom Inc.

ETIQUETA ALXN ADBE AVGO
DATE Adj. Close Retorno Adj. Close Retorno Adj. Close
6/1/2019 120.139999 5.53% 302.109985 10.90% 279.049988
5/1/2019 113.68 -18.02% 270.899994 -6.55% 251.639999
4/1/2019 136.130005 0.70% 289.25 8.20% 318.399994
3/1/2019 135.179993 -0.11% 266.48999 1.51% 298.047607
2/1/2019 135.330002 9.59% 262.5 5.75% 272.922028
1/1/2019 122.959999 23.34% 247.820007 9.11% 265.875
12/1/2018 97.360001 -23.50% 226.240005 -10.34% 249.400604
11/1/2018 123.150002 9.43% 250.889999 2.07% 232.85434
10/1/2018 112.07 -21.54% 245.759995 -9.39% 219.201431
9/1/2018 139.009995 12.86% 269.950012 2.41% 240.192078
8/1/2018 122.239998 -8.41% 263.51001 7.41% 213.226089
7/1/2018 132.960007 6.86% 244.679993 0.36% 215.893478
6/1/2018 124.150002 6.68% 243.809998 -2.22% 234.647644
5/1/2018 116.129997 -1.28% 249.279999 11.77% 243.767029
4/1/2018 117.629997 5.39% 221.600006 2.52% 221.863098
3/1/2018 111.459999 -5.23% 216.080002 3.27% 226.242386
2/1/2018 117.449997 -1.58% 209.130005 4.58% 236.620819
1/1/2018 119.32 -0.23% 199.759995 13.10% 238.128159
12/1/2017 119.589996 8.53% 175.240005 -3.49% 245.01973
11/1/2017 109.809998 -8.59% 181.470001 3.54% 265.0867
10/1/2017 119.660004 -15.91% 175.160004 16.05% 251.705566
9/1/2017 140.289993 -1.50% 149.179993 -3.93% 230.38205
8/1/2017 142.410004 3.63% 155.160004 5.75% 239.434357
7/1/2017 137.339996 12.11% 146.490005 3.51% 234.295547
6/1/2017 121.669998 21.60% 141.440002 -0.30% 220.429077
5/1/2017 98.029999 -26.50% 141.860001 5.89% 226.510849
4/1/2017 127.779999 5.25% 133.740005 2.74% 208.851913
3/1/2017 121.239998 -7.93% 130.130005 9.50% 206.167114
2/1/2017 131.25 0.44% 118.339996 4.28% 198.606262
1/1/2017 130.679993 6.59% 113.379997 9.65% 187.844086
12/1/2016 122.349998 -0.20% 102.949997 0.14% 165.495987
11/1/2016 122.589996 -6.25% 102.809998 -4.47% 159.616516
10/1/2016 130.5 6.29% 107.510002 -0.95% 159.419891
9/1/2016 122.540001 -2.67% 108.540001 5.91% 161.031387
8/1/2016 125.860001 -2.15% 102.309998 4.45% 164.671646
7/1/2016 128.600006 9.66% 97.860001 2.14% 151.193268
6/1/2016 116.760002 -25.65% 95.790001 -3.77% 144.59523
5/1/2016 150.899994 8.01% 99.470001 5.42% 143.627625
4/1/2016 139.279999 0.04% 94.220001 0.45% 135.616211
 3/1/2016 139.220001 -1.13% 93.800003 9.68% 143.283386
2/1/2016 140.800003 -3.58% 85.150002 -4.57% 124.243874
1/1/2016 145.929993 -26.78% 89.129997 -5.26% 124.002762
12/1/2015 190.75 6.67% 93.940002 2.68% 134.198807
11/1/2015 178.440002 1.38% 91.459999 3.11% 120.607887
10/1/2015 176 11.81% 88.660004 7.54% 113.840141
9/1/2015 156.389999 -9.62% 82.220001 4.54% 115.217079
8/1/2015 172.190002 -13.68% 78.57 -4.26% 116.10186
7/1/2015 197.440002 8.82% 81.989998 1.20% 115.336906
6/1/2015 180.770004 9.83% 81.010002 2.40% 122.171509
5/1/2015 163.839996 -3.24% 79.089996 3.91% 136.086166
4/1/2015 169.229996 -2.38% 76.059998 2.83% 107.420464
3/1/2015 173.300003 -4.00% 73.940002 -6.75% 116.35955
2/1/2015 180.369995 -1.58% 79.099998 12.04% 116.94603
1/1/2015 183.240005 -0.97% 70.129997 -3.60% 94.27523
12/1/2014 185.029999 -5.20% 72.699997 -1.34% 91.845306
11/1/2014 194.899994 1.83% 73.68 4.95% 85.280365
10/1/2014 191.360001 14.33% 70.120003 1.34% 78.751945
9/1/2014 165.820007 -2.07% 69.190002 -3.84% 79.147614
8/1/2014 169.289993 6.28% 71.900002 3.76% 74.680763
7/1/2014 158.990005 #DIV/0! 69.25 #DIV/0! 63.117947
Broadcom Inc. Gilead Sciences Comcast Corporation
AVGO GILD CMCSA
Retorno Adj. Close Retorno Adj. Close Retorno
10.34% 66.46698 7.50% 43.68 6.33%
-23.53% 61.662735 -4.38% 41 -5.47%
6.61% 64.426414 1.01% 43.303223 8.51%
8.81% 63.779667 -0.02% 39.771717 3.33%
2.62% 63.789474 -7.39% 38.46854 5.58%
6.40% 68.685036 12.11% 36.379482 7.69%
6.86% 60.852882 -13.99% 33.685253 -13.60%
6.04% 69.988113 5.37% 38.592117 2.79%
-9.14% 66.330132 -11.66% 37.52961 7.43%
11.91% 74.536293 1.94% 34.843304 -4.37%
-1.24% 73.107552 -2.74% 36.398018 3.91%
-8.33% 75.134834 10.21% 35.003498 8.67%
-3.81% 67.840096 4.98% 32.097954 5.10%
9.42% 64.545784 -6.92% 30.503328 -0.10%
-1.95% 69.171242 -3.58% 30.534704 -8.49%
-4.49% 71.689995 -4.33% 33.238956 -5.80%
-0.64% 74.866081 -6.24% 35.223373 -15.69%
-2.85% 79.687248 16.36% 41.208469 6.01%
-7.87% 67.661446 -4.29% 38.805527 6.47%
5.18% 70.627083 -0.24% 36.373528 4.52%
8.85% 70.797073 -7.15% 34.765636 -6.58%
-3.85% 76.045029 -3.27% 37.129658 -5.39%
2.17% 78.569847 9.54% 39.184917 0.39%
6.10% 71.41774 8.04% 39.030533 4.26%
-2.72% 65.903557 8.69% 37.402046 -6.88%
8.12% 60.419353 -5.49% 40.064014 6.60%
1.29% 63.827187 1.69% 37.503719 4.17%
3.74% 62.757698 -3.70% 35.972561 0.45%
5.57% 65.123131 -2.76% 35.809879 -0.77%
12.67% 66.943405 1.81% 36.087402 9.61%
3.62% 65.743965 -2.88% 32.780182 -0.66%
0.12% 67.662743 0.09% 32.998562 12.56%
-1.01% 67.598495 -6.59% 29.104565 -7.06%
-2.24% 72.201416 0.94% 31.232559 1.64%
8.54% 71.526108 -1.38% 30.724102 -2.16%
4.46% 72.520798 -4.29% 31.393864 3.11%
0.67% 75.699348 -4.27% 30.432217 2.94%
5.74% 79.002457 -1.31% 29.549915 4.99%
-5.50% 80.046043 -3.57% 28.112032 -0.53%
 14.26% 82.958405 5.15% 28.26009 5.64%
0.19% 78.795113 4.99% 26.710135 4.45%
-7.90% 74.95697 -19.39% 25.547148 -1.28%
10.68% 90.991447 -4.61% 25.877321 -7.56%
5.77% 95.280708 -2.03% 27.908802 -2.00%
-1.20% 97.231995 10.04% 28.47138 9.61%
-0.76% 87.947487 -6.77% 25.86158 0.97%
0.66% 94.109833 -11.49% 25.611511 -10.25%
-5.76% 105.565651 1.03% 28.375898 4.52%
-10.79% 104.48848 4.20% 27.120661 2.83%
23.65% 100.195786 11.06% 26.363047 1.20%
-7.99% 89.700531 2.40% 26.047377 3.16%
-0.50% 87.576492 -5.36% 25.238026 -5.02%
21.55% 92.395752 -1.25% 26.538584 11.87%
2.61% 93.555939 10.63% 23.567837 -8.75%
7.42% 84.122696 -6.23% 25.72286 1.69%
7.96% 89.530968 -11.01% 25.292746 3.01%
-0.50% 99.954834 5.08% 24.543362 3.71%
5.81% 95.001709 -1.04% 23.64934 -1.73%
16.82% 95.99234 16.12% 24.0627 1.83%
#DIV/0! 81.704163 #DIV/0! 23.627357 #DIV/0!
 Mattel Inc. Electronic Art Inc Mondelez International
MAT EA MDLZ
Adj. Close Retorno Adj. Close Retorno Adj. Close Retorno
11.32 13.91% 93.190002 0.12% 55.459999 8.68%
9.85 -21.31% 93.080002 -1.67% 50.849998 0.00%
12.19 -6.43% 94.650002 -7.12% 50.849998 2.37%
13 -10.37% 101.629997 5.93% 49.658478 5.69%
14.42 19.71% 95.779999 3.77% 46.912941 1.93%
11.84 16.99% 92.239998 15.61% 46.017654 15.11%
9.99 -33.03% 78.910004 -6.33% 39.562939 -11.66%
13.9 2.33% 84.07 -7.90% 44.455185 6.90%
13.58 -14.51% 90.980003 -28.09% 41.490189 -1.70%
15.7 1.73% 120.489998 6.06% 42.203445 0.56%
15.43 -2.81% 113.410004 -12.69% 41.967678 -1.53%
15.87 -3.41% 128.75 -9.10% 42.616058 6.18%
16.42 5.64% 141.020004 7.44% 40.061787 4.31%
15.52 4.75% 130.910004 10.40% 38.371376 -0.58%
14.8 11.82% 117.980003 -2.73% 38.596115 -4.95%
13.15 -18.99% 121.239998 -2.01% 40.555809 -5.07%
15.9 0.38% 123.699997 -2.60% 42.664753 -1.13%
15.84 2.95% 126.959999 18.93% 43.150684 4.18%
15.38 -17.11% 105.059998 -1.22% 41.384117 1.44%
18.25 25.66% 106.349998 -11.74% 40.7943 1.82%
14.12 -9.20% 119.599998 1.30% 40.059441 2.42%
15.48 -3.77% 118.059998 -2.87% 39.101719 0.00%
16.07535 -21.05% 121.5 4.00% 39.101719 -7.94%
19.841463 -7.27% 116.739998 9.92% 42.332947 2.34%
21.337997 -4.52% 105.720001 -6.95% 41.355286 -7.58%
22.324757 2.16% 113.330002 17.83% 44.610847 3.41%
21.847273 -13.30% 94.82 5.75% 43.117115 4.86%
24.955784 1.01% 89.519997 3.43% 41.070606 -1.93%
24.704998 -1.85% 86.5 3.61% 41.871426 -0.82%
25.165876 -4.99% 83.43 5.76% 42.21463 0.31%
26.452494 -12.42% 78.760002 -0.61% 42.084019 7.23%
29.950241 0.13% 79.239998 0.91% 39.150578 -8.59%
29.912296 4.05% 78.519997 -8.40% 42.663116 2.78%
28.726431 -7.85% 85.400002 5.01% 41.492352 -2.52%
31.072403 -0.75% 81.230003 6.23% 42.550919 2.34%
31.306871 6.47% 76.32 0.74% 41.567955 -3.01%
29.34668 -0.63% 75.760002 -1.30% 42.83733 2.27%
29.532806 2.51% 76.75 21.58% 41.877232 3.50%
28.80097 -7.82% 61.849998 -6.66% 40.43708 7.27%
31.144697 4.60% 66.110001 2.87% 37.601097 -1.02%
29.743582 16.44% 64.239998 -0.48% 37.985355 -6.15%
25.234486 1.53% 64.550003 -6.26% 40.393993 -3.58%
24.850344 10.45% 68.720001 1.36% 41.866238 2.67%
22.385471 1.13% 67.790001 -6.12% 40.764492 -5.57%
22.133345 15.46% 72.07 6.18% 43.098698 10.15%
18.963717 -8.97% 67.75 0.87% 38.937931 -1.16%
20.742756 0.94% 67.160004 -6.33% 39.393616 -6.33%
20.547989 -10.15% 71.550003 7.32% 41.969639 9.62%
22.743551 1.01% 66.5 5.79% 38.119354 -1.09%
22.515957 -8.71% 62.759998 7.73% 38.536297 8.06%
24.566032 20.90% 58.09 -1.25% 35.552727 6.55%
19.933731 -12.75% 58.82 2.83% 33.297153 -2.33%
22.644968 -2.18% 57.18 4.14% 34.081375 4.71%
23.143986 -14.02% 54.860001 15.42% 32.512932 -2.65%
26.628487 -0.70% 47.02 6.80% 33.385433 -7.60%
26.81673 1.53% 43.93 6.98% 36.02282 10.59%
26.408745 1.36% 40.970001 14.02% 32.402149 3.28%
26.051756 -10.71% 35.610001 -6.07% 31.356409 -5.45%
28.99728 -2.66% 37.84 11.88% 33.113171 0.47%
29.779171 #DIV/0! 33.599998 #DIV/0! 32.95763 #DIV/0!
QUALCOMM Incorporated Tesla Inc
QCOM TSLA
Adj. Close Retorno Adj. Close Retorno
72.081139 8.49% 219.619995 17.07%
66.214767 -25.39% 185.160004 -25.39%
85.349861 42.38% 238.690002 -15.91%
55.863857 6.60% 279.859985 -13.37%
52.29829 7.52% 319.880005 4.10%
48.507423 -12.83% 307.019989 -8.06%
55.147617 -2.34% 332.799988 -5.18%
56.455811 -7.65% 350.480011 3.83%
60.942429 -12.66% 337.320007 24.22%
69.169556 4.72% 264.769989 -13.04%
65.981392 6.96% 301.660004 1.17%
61.544865 13.28% 298.140015 -14.00%
53.891369 -2.46% 342.950012 18.60%
55.234837 13.05% 284.730011 -3.17%
48.477791 -8.27% 293.899994 9.93%
52.65937 -15.11% 266.130005 -25.39%
61.247612 -4.88% 343.059998 -3.23%
64.30999 6.40% 354.309998 12.93%
60.324188 -2.72% 311.350006 0.81%
61.987347 26.28% 308.850006 -7.09%
47.66317 -1.61% 331.529999 -2.85%
48.438717 0.28% 341.100006 -4.25%
48.305443 -1.74% 355.899994 9.55%
49.155655 -3.75% 323.470001 -11.15%
51.031693 -2.67% 361.609985 5.87%
52.410069 6.36% 341.01001 8.23%
49.179623 -6.48% 314.070007 12.09%
52.474129 2.44% 278.299988 10.73%
51.208355 5.55% 249.990005 -0.77%
48.443035 -19.91% 251.929993 16.46%
59.114464 -3.62% 213.690002 12.07%
61.29158 -0.86% 189.399994 -4.30%
61.822372 0.32% 197.729996 -3.14%
61.624451 9.10% 204.029999 -3.84%
56.261921 0.78% 212.009995 -10.21%
55.824814 15.55% 234.789993 10.08%
47.787388 -1.53% 212.279999 -5.03%
48.525826 8.35% 223.229996 -7.56%
44.638107 -1.22% 240.759995 4.67%
45.185925 1.62% 229.770004 17.99%
44.459381 11.35% 191.929993 0.38%
39.688679 -9.76% 191.199997 -22.74%
43.759098 3.41% 240.009995 4.15%
42.291145 -19.71% 230.259995 10.68%
51.505219 10.07% 206.929993 -18.27%
46.573132 -4.33% 248.399994 -0.27%
48.633759 -12.93% 249.059998 -6.64%
55.346889 3.46% 266.149994 -0.79%
53.463223 -10.67% 268.26001 6.73%
59.481354 2.44% 250.800003 10.39%
58.047249 -1.37% 226.050003 18.02%
58.848267 -4.47% 188.770004 -7.44%
61.538616 14.92% 203.339996 -0.13%
53.009266 -17.40% 203.600006 -8.84%
63.083256 2.53% 222.410004 -9.48%
61.510059 -7.41% 244.520004 1.16%
66.243553 4.88% 241.699997 -0.40%
63.087887 -1.21% 242.679993 -10.56%
63.856823 3.18% 269.700012 18.88%
61.85973 #DIV/0! 223.300003 #DIV/0!
 DATE ALXN ADBE AVGO GILD CMCSA MAT
6/16/2019 0% 0% 0% 0% 0% 0%
6/1/2019 5.53% 10.90% 10.34% 7.50% 6.33% 13.91%
5/1/2019 -18.02% -6.55% -23.53% -4.38% -5.47% -21.31%
4/1/2019 0.70% 8.20% 6.61% 1.01% 8.51% -6.43%
3/1/2019 -0.11% 1.51% 8.81% -0.02% 3.33% -10.37%
2/1/2019 9.59% 5.75% 2.62% -7.39% 5.58% 19.71%
1/1/2019 23.34% 9.11% 6.40% 12.11% 7.69% 16.99%
12/1/2018 -23.50% -10.34% 6.86% -13.99% -13.60% -33.03%
11/1/2018 9.43% 2.07% 6.04% 5.37% 2.79% 2.33%
10/1/2018 -21.54% -9.39% -9.14% -11.66% 7.43% -14.51%
9/1/2018 12.86% 2.41% 11.91% 1.94% -4.37% 1.73%
8/1/2018 -8.41% 7.41% -1.24% -2.74% 3.91% -2.81%
7/1/2018 6.86% 0.36% -8.33% 10.21% 8.67% -3.41%
6/1/2018 6.68% -2.22% -3.81% 4.98% 5.10% 5.64%
5/1/2018 -1.28% 11.77% 9.42% -6.92% -0.10% 4.75%
4/1/2018 5.39% 2.52% -1.95% -3.58% -8.49% 11.82%
3/1/2018 -5.23% 3.27% -4.49% -4.33% -5.80% -18.99%
2/1/2018 -1.58% 4.58% -0.64% -6.24% -15.69% 0.38%
1/1/2018 -0.23% 13.10% -2.85% 16.36% 6.01% 2.95%
12/1/2017 8.53% -3.49% -7.87% -4.29% 6.47% -17.11%
11/1/2017 -8.59% 3.54% 5.18% -0.24% 4.52% 25.66%
10/1/2017 -15.91% 16.05% 8.85% -7.15% -6.58% -9.20%
9/1/2017 -1.50% -3.93% -3.85% -3.27% -5.39% -3.77%
8/1/2017 3.63% 5.75% 2.17% 9.54% 0.39% -21.05%
7/1/2017 12.11% 3.51% 6.10% 8.04% 4.26% -7.27%
6/1/2017 21.60% -0.30% -2.72% 8.69% -6.88% -4.52%
5/1/2017 -26.50% 5.89% 8.12% -5.49% 6.60% 2.16%
4/1/2017 5.25% 2.74% 1.29% 1.69% 4.17% -13.30%
3/1/2017 -7.93% 9.50% 3.74% -3.70% 0.45% 1.01%
2/1/2017 0.44% 4.28% 5.57% -2.76% -0.77% -1.85%
1/1/2017 6.59% 9.65% 12.67% 1.81% 9.61% -4.99%
12/1/2016 -0.20% 0.14% 3.62% -2.88% -0.66% -12.42%
11/1/2016 -6.25% -4.47% 0.12% 0.09% 12.56% 0.13%
10/1/2016 6.29% -0.95% -1.01% -6.59% -7.06% 4.05%
9/1/2016 -2.67% 5.91% -2.24% 0.94% 1.64% -7.85%
8/1/2016 -2.15% 4.45% 8.54% -1.38% -2.16% -0.75%
7/1/2016 9.66% 2.14% 4.46% -4.29% 3.11% 6.47%
6/1/2016 -25.65% -3.77% 0.67% -4.27% 2.94% -0.63%
5/1/2016 8.01% 5.42% 5.74% -1.31% 4.99% 2.51%
4/1/2016 0.04% 0.45% -5.50% -3.57% -0.53% -7.82%
3/1/2016 -1.13% 9.68% 14.26% 5.15% 5.64% 4.60%
 2/1/2016 -3.58% -4.57% 0.19% 4.99% 4.45% 16.44%
1/1/2016 -26.78% -5.26% -7.90% -19.39% -1.28% 1.53%
12/1/2015 6.67% 2.68% 10.68% -4.61% -7.56% 10.45%
11/1/2015 1.38% 3.11% 5.77% -2.03% -2.00% 1.13%
10/1/2015 11.81% 7.54% -1.20% 10.04% 9.61% 15.46%
9/1/2015 -9.62% 4.54% -0.76% -6.77% 0.97% -8.97%
8/1/2015 -13.68% -4.26% 0.66% -11.49% -10.25% 0.94%
7/1/2015 8.82% 1.20% -5.76% 1.03% 4.52% -10.15%
6/1/2015 9.83% 2.40% -10.79% 4.20% 2.83% 1.01%
5/1/2015 -3.24% 3.91% 23.65% 11.06% 1.20% -8.71%
4/1/2015 -2.38% 2.83% -7.99% 2.40% 3.16% 20.90%
3/1/2015 -4.00% -6.75% -0.50% -5.36% -5.02% -12.75%
2/1/2015 -1.58% 12.04% 21.55% -1.25% 11.87% -2.18%
1/1/2015 -0.97% -3.60% 2.61% 10.63% -8.75% -14.02%
12/1/2014 -5.20% -1.34% 7.42% -6.23% 1.69% -0.70%
11/1/2014 1.83% 4.95% 7.96% -11.01% 3.01% 1.53%
10/1/2014 14.33% 1.34% -0.50% 5.08% 3.71% 1.36%
9/1/2014 -2.07% -3.84% 5.81% -1.04% -1.73% -10.71%
8/1/2014 6.28% 3.76% 16.82% 16.12% 1.83% -2.66%

Retorno Prom -0.467% 2.46% 2.48% -0.34% 1.02% -1.61%

Desviacion E 10.75% 5.56% 7.91% 7.19% 6.05% 10.93%
Varianza 1.16% 0.31% 0.63% 0.52% 0.37% 1.19%

DATE ALXN ADBE AVGO GILD CMCSA MAT

Fecha Mes Retornos en Exceso
6/16/2019 0.4670% -2.4551% -2.4773% 0.3440% -1.0241% 1.6121%
6/1/2019 5.9940% 8.4490% 7.8618% 7.8465% 5.3077% 15.5220%
5/1/2019 -17.5553% -9.0093% -26.0082% -4.0404% -6.4896% -19.7024%
4/1/2019 1.1673% 5.7404% 4.1282% 1.3529% 7.4830% -4.8213%
3/1/2019 0.3561% -0.9466% 6.3294% 0.3286% 2.3074% -8.7546%
2/1/2019 10.0527% 3.2997% 0.1387% -7.0503% 4.5594% 21.3253%
1/1/2019 23.8113% 6.6555% 3.9193% 12.4512% 6.6703% 18.6020%
12/1/2018 -23.0318% -12.7969% 4.3874% -13.6426% -14.6229% -31.4184%
11/1/2018 9.8949% -0.3892% 3.5649% 5.7121% 1.7676% 3.9411%
10/1/2018 -21.0752% -11.8433% -11.6221% -11.3202% 6.4028% -12.8942%
9/1/2018 13.3229% -0.0406% 9.4313% 2.2794% -5.3895% 3.3468%
8/1/2018 -7.9392% 4.9589% -3.7205% -2.3913% 2.8825% -1.1996%
7/1/2018 7.3228% -2.0989% -10.8073% 10.5571% 7.6414% -1.7949%
6/1/2018 7.1450% -4.6739% -6.2901% 5.3219% 4.0715% 7.2491%
5/1/2018 -0.8164% 9.3152% 6.9379% -6.5770% -1.1269% 6.3623%
4/1/2018 5.8548% 0.0674% -4.4320% -3.2326% -9.5100% 13.4326%
3/1/2018 -4.7677% 0.8141% -6.9625% -3.9910% -6.8229% -17.3777%
2/1/2018 -1.1127% 2.1288% -3.1123% -5.8969% -16.7175% 1.9901%
1/1/2018 0.2409% 10.6409% -5.3303% 16.7033% 4.9840% 4.5591%
12/1/2017 8.9987% -5.9485% -10.3491% -3.9457% 5.4480% -15.4976%
11/1/2017 -8.1233% 1.0839% 2.7024% 0.1036% 3.4970% 27.2693%
10/1/2017 -15.4388% 13.5995% 6.3748% -6.8068% -7.6028% -7.5836%
9/1/2017 -1.0329% -6.3854% -6.3313% -2.9222% -6.4117% -2.1618%
8/1/2017 4.0920% 3.2949% -0.3077% 9.8882% -0.6294% -19.4366%
7/1/2017 12.5817% 1.0530% 3.6234% 8.3794% 3.2377% -5.6595%
6/1/2017 22.0709% -2.7516% -5.1990% 9.0323% -7.8995% -2.9086%
5/1/2017 -26.0367% 3.4392% 5.6394% -5.1430% 5.5797% 3.7741%
4/1/2017 5.7208% 0.2813% -1.1835% 2.0338% 3.1442% -11.6909%
3/1/2017 -7.4662% 7.0421% 1.2590% -3.3559% -0.5709% 2.6221%
2/1/2017 0.9022% 1.8266% 3.0939% -2.4128% -1.7961% -0.2363%
1/1/2017 7.0535% 7.1950% 10.1892% 2.1520% 8.5878% -3.3741%
12/1/2016 0.2710% -2.3190% 1.1400% -2.5328% -1.6881% -10.8066%
11/1/2016 -5.7858% -6.9252% -2.3540% 0.4390% 11.5328% 1.7388%
10/1/2016 6.7605% -3.4086% -3.4831% -6.2434% -8.0807% 5.6573%
9/1/2016 -2.2063% 3.4560% -4.7127% 1.2837% 0.6172% -6.2382%
8/1/2016 -1.6867% 1.9918% 6.0621% -1.0371% -3.1806% 0.8603%
7/1/2016 10.1256% -0.3172% 1.9848% -3.9456% 2.0869% 8.0779%
6/1/2016 -25.1827% -6.2249% -1.8059% -3.9269% 1.9180% 0.9798%
5/1/2016 8.4801% 2.9672% 3.2622% -0.9683% 3.9642% 4.1213%
4/1/2016 0.5101% -2.0084% -7.9769% -3.2297% -1.5494% -6.2114%
3/1/2016 -0.6615% 7.2199% 11.7805% 5.4928% 4.6166% 6.2151%
2/1/2016 -3.1117% -7.0233% -2.2831% 5.3377% 3.4276% 18.0522%
1/1/2016 -26.3167% -7.7111% -10.3792% -19.0411% -2.3083% 3.1461%
12/1/2015 7.1381% 0.2203% 8.2005% -4.2622% -8.5817% 12.0580%
11/1/2015 1.8438% 0.6542% 3.2976% -1.6832% -3.0199% 2.7447%
10/1/2015 12.2801% 5.0859% -3.6796% 10.3800% 8.5899% 17.0678%
9/1/2015 -9.1576% 2.0858% -3.2423% -6.4283% -0.0525% -7.3549%
8/1/2015 -13.2166% -6.7158% -1.8163% -11.1431% -11.2740% 2.5555%
7/1/2015 9.2879% -1.2526% -8.2342% 1.3696% 3.5003% -8.5398%
6/1/2015 10.3005% -0.0565% -13.2635% 4.5391% 1.8091% 2.6178%
5/1/2015 -2.7699% 1.4513% 21.1764% 11.4089% 0.1805% -7.1020%
4/1/2015 -1.9096% 0.3717% -10.4707% 2.7404% 2.1324% 22.5072%
3/1/2015 -3.5316% -9.2010% -2.9801% -5.0128% -6.0489% -11.1404%
2/1/2015 -1.1117% 9.5811% 19.0721% -0.9039% 10.8475% -0.5677%
1/1/2015 -0.5051% -6.0542% 0.1340% 10.9723% -9.7739% -12.4126%
12/1/2014 -4.7299% -3.7941% 4.9388% -5.8868% 0.6621% 0.9076%
11/1/2014 2.3000% 2.4972% 5.4868% -10.6694% 1.9835% 3.1451%
10/1/2014 14.7923% -1.1199% -2.9785% 5.4264% 2.6865% 2.9731%
9/1/2014 -1.6041% -6.2971% 3.3319% -0.6934% -2.7569% -9.0996%
EA MDLZ QCOM TSLA
0% 0% 0% 0%
0.12% 8.68% 8.49% 17.07%
-1.67% 0.00% -25.39% -25.39%
-7.12% 2.37% 42.38% -15.91% COEFCIENTE DE CORRELACION RETORNOS
5.93% 5.69% 6.60% -13.37% ALXN ADBE
3.77% 1.93% 7.52% 4.10% ALXN 1 0.28741437
15.61% 15.11% -12.83% -8.06% ADBE 0.28741437 1
-6.33% -11.66% -2.34% -5.18% AVGO 0.12786601 0.4729588
-7.90% 6.90% -7.65% 3.83% GILD 0.59352875 0.32202326
-28.09% -1.70% -12.66% 24.22% CMCSA 0.19135008 0.3116792
6.06% 0.56% 4.72% -13.04% MAT 0.29068121 0.34274186
-12.69% -1.53% 6.96% 1.17% EA 0.31379718 0.40975541
-9.10% 6.18% 13.28% -14.00% MDLZ 0.34277069 0.39742329
7.44% 4.31% -2.46% 18.60% QCOM 0.11021373 0.33993655
10.40% -0.58% 13.05% -3.17% TSLA 0.13765886 0.20571774
-2.73% -4.95% -8.27% 9.93%
-2.01% -5.07% -15.11% -25.39% MATRIZ VARIANZA-COVARIANZA RETORNOS
-2.60% -1.13% -4.88% -3.23% ALXN ADBE
18.93% 4.18% 6.40% 12.93% ALXN 0.01155079 0.00171787
-1.22% 1.44% -2.72% 0.81% ADBE 0.00171787 0.00309279
-11.74% 1.82% 26.28% -7.09% AVGO 0.00108675 0.00208002
1.30% 2.42% -1.61% -2.85% GILD 0.00458513 0.00128726
-2.87% 0.00% 0.28% -4.25% CMCSA 0.00124325 0.00104786
4.00% -7.94% -1.74% 9.55% MAT 0.00341325 0.00208251
9.92% 2.34% -3.75% -11.15% EA 0.00285556 0.00192946
-6.95% -7.58% -2.67% 5.87% MDLZ 0.00196011 0.00117598
17.83% 3.41% 6.36% 8.23% QCOM 0.00129087 0.00206022
5.75% 4.86% -6.48% 12.09% TSLA 0.00167273 0.00129349
3.43% -1.93% 2.44% 10.73%
3.61% -0.82% 5.55% -0.77% COEFICIENTE DE CORRELACION RETORNOS EN EXCESOS
5.76% 0.31% -19.91% 16.46% ALXN ADBE
-0.61% 7.23% -3.62% 12.07% ALXN 1 0.28601589
0.91% -8.59% -0.86% -4.30% ADBE 0.28601589 1
-8.40% 2.78% 0.32% -3.14% AVGO 0.11210867 0.47955018
5.01% -2.52% 9.10% -3.84% GILD 0.59828917 0.32801031
6.23% 2.34% 0.78% -10.21% CMCSA 0.19060519 0.31134438
0.74% -3.01% 15.55% 10.08% MAT 0.29270322 0.34330806
-1.30% 2.27% -1.53% -5.03% EA 0.30578651 0.41023758
21.58% 3.50% 8.35% -7.56% MDLZ -0.2234534 -0.1033785
-6.66% 7.27% -1.22% 4.67% QCOM 0.10778727 0.33923777
2.87% -1.02% 1.62% 17.99% TSLA 0.12323078 0.20407865
 -0.48% -6.15% 11.35% 0.38%
-6.26% -3.58% -9.76% -22.74% MATRIZ VARIANZA-COVARIANZA RETORNOS EN
1.36% 2.67% 3.41% 4.15% ALXN ADBE
-6.12% -5.57% -19.71% 10.68% ALXN 0.01155079 0.0017095
6.18% 10.15% 10.07% -18.27% ADBE 0.0017095 0.00309279
0.87% -1.16% -4.33% -0.27% AVGO 0.00095283 0.00210901
-6.33% -6.33% -12.93% -6.64% GILD 0.00462191 0.00131119
7.32% 9.62% 3.46% -0.79% CMCSA 0.00123841 0.00104674
5.79% -1.09% -10.67% 6.73% MAT 0.00343699 0.00208595
7.73% 8.06% 2.44% 10.39% EA 0.00278267 0.00193174
-1.25% 6.55% -1.37% 18.02% MDLZ -0.0012778 -0.0003059
2.83% -2.33% -4.47% -7.44% QCOM 0.00126245 0.00205599
4.14% 4.71% 14.92% -0.13% TSLA 0.00149741 0.00128318
15.42% -2.65% -17.40% -8.84%
6.80% -7.60% 2.53% -9.48%
6.98% 10.59% -7.41% 1.16%
14.02% 3.28% 4.88% -0.40%
-6.07% -5.45% -1.21% -10.56%
11.88% 0.47% 3.18% 18.88%

1.70% 0.87% 0.25% -0.03%

8.47% 5.32% 10.90% 11.31%
0.72% 0.28% 1.19% 1.28%

EA MDLZ QCOM TSLA

n Exceso
-1.7002% 7.8108% -0.2549% 0.0277%
-1.5821% -0.8674% 8.2340% 17.0955%
-3.3728% 1.5037% -25.6404% -25.3668%
-8.8155% 4.8202% 42.1292% -15.8847%
4.2283% 1.0594% 6.3405% -13.3380%
2.0658% 14.2458% 7.2698% 4.1310%
13.9084% -12.5263% -13.0845% -8.0352%
-8.0344% 6.0351% -2.5993% -5.1485%
-9.5992% -2.5719% -7.9020% 3.8549%
-29.7929% -0.3072% -12.9180% 24.2448%
4.3555% -2.4005% 4.4639% -13.0162%
-14.3865% 5.3134% 6.7058% 1.2014%
-10.8031% 3.4437% 13.0247% -13.9745%
5.7390% -1.4514% -2.7172% 18.6320%
8.6993% -5.8201% 12.7939% -3.1421%
-4.4259% -5.9368% -8.5287% 9.9532%
-3.7089% -1.9999% -15.3629% -25.3643%
-4.3015% 3.3127% -5.1339% -3.1990%
17.2339% 0.5681% 6.1433% 12.9531%
 -2.9206% 0.9504% -2.9746% 0.8339%
-13.4419% 1.5524% 26.0223% -7.0586%
-0.4042% -0.8674% -1.8689% -2.8180%
-4.5723% -8.8073% 0.0206% -4.2197%
2.2963% 1.4691% -1.9996% 9.5820%
8.2153% -8.4451% -4.0004% -11.1183%
-8.6512% 2.5383% -2.9201% 5.8931%
16.1322% 3.9953% 6.1071% 8.2573%
4.0516% -2.7985% -6.7390% 12.1193%
1.7316% -1.6837% 2.1869% 10.7556%
1.9135% -0.5575% 5.2965% -0.7453%
4.0601% 6.3579% -20.1636% 16.4902%
-2.3078% -9.4594% -3.8716% 12.0942%
-0.7874% 1.9152% -1.1172% -4.2764%
-10.0995% -3.3866% 0.0658% -3.1088%
3.3060% 1.4698% 8.8492% -3.8089%
4.5348% -3.8754% 0.5251% -10.1781%
-0.9637% 1.3994% 15.2908% 10.1062%
-2.9985% 2.6321% -1.7883% -5.0020%
19.8839% 6.4040% 8.0960% -7.5321%
-8.3610% -1.8841% -1.4746% 4.6999%
1.1692% -7.0154% 1.3661% 18.0225%
-2.1816% -4.4473% 11.0961% 0.4088%
-7.9602% 1.7994% -10.0182% -22.7084%
-0.3376% -6.4355% 3.1573% 4.1748%
-7.8225% 9.2850% -19.9654% 10.7106%
4.4812% -2.0309% 9.8111% -18.2383%
-0.8255% -7.2017% -4.5843% -0.2377%
-8.0321% 8.7550% -13.1851% -6.6089%
5.6193% -1.9552% 3.2078% -0.7620%
4.0882% 7.1910% -10.9218% 6.7578%
6.0322% 5.6871% 2.1857% 10.4177%
-2.9490% -3.1953% -1.6254% 18.0504%
1.1276% 3.8439% -4.7251% -7.4073%
2.4418% -3.5156% 14.6649% -0.1001%
13.7210% -8.4707% -17.6537% -8.8088%
5.0974% 9.7254% 2.2706% -9.4498%
5.2755% 2.4132% -7.6686% 1.1877%
12.3212% -6.3186% 4.6261% -0.3769%
-7.7742% -0.3966% -1.4663% -10.5290%
ON RETORNOS
AVGO GILD CMCSA MAT EA MDLZ QCOM TSLA
0.12786601 0.59352875 0.19135008 0.29068121 0.31379718 0.34277069 0.11021373 0.13765886
0.4729588 0.32202326 0.3116792 0.34274186 0.40975541 0.39742329 0.33993655 0.20571774
1 0.17827938 0.11873677 0.13937823 0.33098091 0.12975159 0.31282072 0.20844237
0.17827938 1 0.35693691 0.16744602 0.41813342 0.31690595 0.14832077 0.2163841
0.11873677 0.35693691 1 0.28818395 0.18309564 0.42328308 0.37330876 0.21389224
0.13937823 0.16744602 0.28818395 1 0.11499986 0.30969095 0.33139168 0.17892426
0.33098091 0.41813342 0.18309564 0.11499986 1 0.29253502 0.03878675 0.00112944
0.12975159 0.31690595 0.42328308 0.30969095 0.29253502 1 0.1644714 0.08607088
0.31282072 0.14832077 0.37330876 0.33139168 0.03878675 0.1644714 1 -0.0639405
0.20844237 0.2163841 0.21389224 0.17892426 0.00112944 0.08607088 -0.0639405 1

ANZA RETORNOS
AVGO GILD CMCSA MAT EA MDLZ QCOM TSLA
0.00108675 0.00458513 0.00124325 0.00341325 0.00285556 0.00196011 0.00129087 0.00167273
0.00208002 0.00128726 0.00104786 0.00208251 0.00192946 0.00117598 0.00206022 0.00129349
0.00625372 0.00101339 0.00056764 0.00120423 0.00221620 0.00054595 0.00269591 0.00186367
0.00101339 0.00516664 0.00155102 0.00131500 0.00254481 0.00121201 0.00116184 0.00175851
0.00056764 0.00155102 0.00365464 0.00190343 0.00093721 0.00136152 0.00245942 0.00146195
0.00120423 0.00131500 0.00190343 0.01193688 0.00106385 0.00180030 0.00394574 0.00221019
0.00221620 0.00254481 0.00093721 0.00106385 0.00716926 0.00131791 0.00035790 0.00001081
0.00054595 0.00121201 0.00136152 0.00180030 0.00131791 0.00283102 0.00095368 0.00106050
0.00269591 0.00116184 0.00245942 0.00394574 0.00035790 0.00095368 0.01187634 ###
0.00186367 0.00175851 0.00146195 0.00221019 0.00001081 0.00106050 ### 0.01278290

ION RETORNOS EN EXCESOS

AVGO GILD CMCSA MAT EA MDLZ QCOM TSLA
0.11210867 0.59828917 0.19060519 0.29270322 0.30578651 -0.2234534 0.10778727 0.12323078
0.47955018 0.32801031 0.31134438 0.34330806 0.41023758 -0.1033785 0.33923777 0.20407865
1 0.11630436 0.11801499 0.14648324 0.30633965 -0.0351399 0.31363231 0.16557164
0.11630436 1 0.36860504 0.17934031 0.39400728 -0.2553386 0.1445705 0.16259369
0.11801499 0.36860504 1 0.28846518 0.18267271 0.03248514 0.37298898 0.21533027
0.14648324 0.17934031 0.28846518 1 0.11842649 -0.0630544 0.33205629 0.18612349
0.30633965 0.39400728 0.18267271 0.11842649 1 -0.1558741 0.03375656 -0.034193
-0.0351399 -0.2553386 0.03248514 -0.0630544 -0.1558741 1 0.05617549 -0.0166581
0.31363231 0.1445705 0.37298898 0.33205629 0.03375656 0.05617549 1 -0.0733446
0.16557164 0.16259369 0.21533027 0.18612349 -0.034193 -0.0166581 -0.0733446 1
OVARIANZA RETORNOS EN EXCESO
AVGO GILD CMCSA MAT EA MDLZ QCOM TSLA
0.00095283 0.00462191 0.00123841 0.00343699 0.00278267 -0.0012778 0.00126245 0.00149741
0.00210901 0.00131119 0.00104674 0.00208595 0.00193174 -0.0003059 0.00205599 0.00128318
0.00625372 0.0006611 0.00056419 0.00126562 0.00205121 -0.0001479 0.00270291 0.00148037
0.0006611 0.00516664 0.00160172 0.0014084 0.00239798 -0.0009765 0.00113247 0.00132136
0.00056419 0.00160172 0.00365464 0.00190529 0.00093505 0.00010449 0.00245731 0.00147178
0.00126562 0.0014084 0.00190529 0.01193688 0.00109555 -0.0003665 0.00395365 0.00229912
0.00205121 0.00239798 0.00093505 0.00109555 0.00716926 -0.0007022 0.00031148 -0.0003273
-0.0001479 -0.0009765 0.00010449 -0.0003665 -0.0007022 0.00283102 0.00032573 -0.0001002
0.00270291 0.00113247 0.00245731 0.00395365 0.00031148 0.00032573 0.01187634 -0.0009037
0.00148037 0.00132136 0.00147178 0.00229912 -0.0003273 -0.0001002 -0.0009037 0.0127829
What does the market thinks?

Anticipated benchmark returns 1%

Current T-Bill rate 0.44%

ALXN ADBE AVGO GILD CMCSA MAT EA

Market Cap(en 29.69 146.058 109.068 88.22 197.71 3.8 28.28
Benchmark Pr 3.66% 18.02% 13.46% 10.89% 24.40% 0.47% 3.49%

MATRIZ VARIANZA-COVARIANZA RETORNOS EN EXCESO

ALXN ADBE AVGO GILD CMCSA MAT EA
ALXN 0.01155079 0.00170951 0.00095283 0.00462191 0.00123841 0.00343699 0.00278267
ADBE 0.00170951 0.00309279 0.00210901 0.00131119 0.00104674 0.00208595 0.00193174
AVGO 0.00095283 0.00210901 0.00625372 0.0006611 0.00056419 0.00126562 0.00205121
GILD 0.00462191 0.00131119 0.0006611 0.00516664 0.00160172 0.0014084 0.00239798
CMCSA 0.00123841 0.00104674 0.00056419 0.00160172 0.00365464 0.00190529 0.00093505
MAT 0.00343699 0.00208595 0.00126562 0.0014084 0.00190529 0.01193688 0.00109555
EA 0.00278267 0.00193174 0.00205121 0.00239798 0.00093505 0.00109555 0.00716926
MDLZ -0.0012778 -0.0003059 -0.0001479 -0.0009765 0.00010449 -0.0003665 -0.0007022
QCOM 0.00126245 0.00205599 0.00270291 0.00113247 0.00245731 0.00395365 0.00031148
TSLA 0.00149741 0.00128318 0.00148037 0.00132136 0.00147178 0.00229912 -0.0003273

Expect Return of Benchmark

0.17%
MDLZ QCOM TSLA
79.584 88.406 39.533
9.82% 10.91% 4.88%

MDLZ QCOM TSLA Without normalizing factor

-0.0012778 0.00126245 0.00149741 0.198%
-0.0003059 0.00205599 0.00128318 0.171%
-0.0001479 0.00270291 0.00148037 0.197%
-0.0009765 0.00113247 0.00132136 0.171%
0.00010449 0.00245731 0.00147178 0.183%
-0.0003665 0.00395365 0.00229912 0.202%
-0.0007022 0.00031148 -0.0003273 0.150%
0.00283102 0.00032573 -0.0001002 0.008%
0.00032573 0.01187634 -0.0009037 0.293%
-0.0001002 -0.0009037 0.0127829 0.159%
Anticipated benchmark returns 1%
Current T-Bill rate 0.44%
Normalizing factor

ALXN ADBE AVGO GILD CMCSA MAT EA

Market Cap(en 29.69 146.058 109.068 88.22 197.71 3.8 28.28
Benchmark Pr0.03663853 0.18024086 0.13459386 0.10886667 0.2439813 0.00468934 0.03489854

MATRIZ VARIANZA-COVARIANZA RETORNOS EN EXCESO

ALXN ADBE AVGO GILD CMCSA MAT EA
ALXN 0.01155079 0.00170951 0.00095283 0.00462191 0.00123841 0.00343699 0.00278267
ADBE 0.00170951 0.00309279 0.00210901 0.00131119 0.00104674 0.00208595 0.00193174
AVGO 0.00095283 0.00210901 0.00625372 0.0006611 0.00056419 0.00126562 0.00205121
GILD 0.00462191 0.00131119 0.0006611 0.00516664 0.00160172 0.0014084 0.00239798
CMCSA 0.00123841 0.00104674 0.00056419 0.00160172 0.00365464 0.00190529 0.00093505
MAT 0.00343699 0.00208595 0.00126562 0.0014084 0.00190529 0.01193688 0.00109555
EA 0.00278267 0.00193174 0.00205121 0.00239798 0.00093505 0.00109555 0.00716926
MDLZ -0.0012778 -0.0003059 -0.0001479 -0.0009765 0.00010449 -0.0003665 -0.0007022
QCOM 0.00126245 0.00205599 0.00270291 0.00113247 0.00245731 0.00395365 0.00031148
TSLA 0.00149741 0.00128318 0.00148037 0.00132136 0.00147178 0.00229912 -0.0003273

0.562500%

0.00186341 0.00163613 0.00189647 0.00163031 0.00176773 0.00189213 0.00141978 7.9783E-05

0.00167404
3.3601402
MDLZ QCOM TSLA
79.584 88.406 39.533
0.09820954 0.1090962 0.04878515

0.03663853
MDLZ QCOM TSLA 0.18024086
-0.0012778 0.00126245 0.00149741 0.13459386
-0.0003059 0.00205599 0.00128318 0.10886667
-0.0001479 0.00270291 0.00148037 0.2439813
-0.0009765 0.00113247 0.00132136 0.00468934
0.00010449 0.00245731 0.00147178 0.03489854
-0.0003665 0.00395365 0.00229912 0.09820954
-0.0007022 0.00031148 -0.0003273 0.1090962
0.00283102 0.00032573 -0.0001002 0.04878515
0.00032573 0.01187634 -0.0009037
-0.0001002 -0.0009037 0.0127829

0.00281642 0.00150287
What does the market thinks?

Anticipated benchmark returns 1.00%

Current T-Bill rate 0.44%
Normalizing factor 3.3601402

ALXN ADBE AVGO GILD CMCSA MAT EA

Market Cap(en 29.69 146.058 109.068 88.22 197.71 3.8 28.28
Benchmark Pr 3.664% 18.024% 13.459% 10.887% 24.398% 0.469% 3.490%

MATRIZ VARIANZA-COVARIANZA RETORNOS EN EXCESO

ALXN ADBE AVGO GILD CMCSA MAT EA
ALXN 0.01155079 0.00170951 0.00095283 0.00462191 0.00123841 0.00343699 0.00278267
ADBE 0.00170951 0.00309279 0.00210901 0.00131119 0.00104674 0.00208595 0.00193174
AVGO 0.00095283 0.00210901 0.00625372 0.0006611 0.00056419 0.00126562 0.00205121
GILD 0.00462191 0.00131119 0.0006611 0.00516664 0.00160172 0.0014084 0.00239798
CMCSA 0.00123841 0.00104674 0.00056419 0.00160172 0.00365464 0.00190529 0.00093505
MAT 0.00343699 0.00208595 0.00126562 0.0014084 0.00190529 0.01193688 0.00109555
EA 0.00278267 0.00193174 0.00205121 0.00239798 0.00093505 0.00109555 0.00716926
MDLZ -0.0012778 -0.0003059 -0.0001479 -0.0009765 0.00010449 -0.0003665 -0.0007022
QCOM 0.00126245 0.00205599 0.00270291 0.00113247 0.00245731 0.00395365 0.00031148
TSLA 0.00149741 0.00128318 0.00148037 0.00132136 0.00147178 0.00229912 -0.0003273

Expected return of Benchmark

1.00%

Optimal Portfolio
ALXN 2.467%
ADBE 17.348%
AVGO 9.473%
GILD 12.851%
CMCSA 16.644%
MAT 1.148%
EA 4.043%
MDLZ 28.973%
QCOM 3.679%
TSLA 3.374%
MDLZ QCOM TSLA
79.584 88.406 39.533
9.821% 10.910% 4.879%

MDLZ QCOM TSLA With normalizing factor

-0.0012778 0.00126245 0.00149741 1.064%
-0.0003059 0.00205599 0.00128318 0.987%
-0.0001479 0.00270291 0.00148037 1.075%
-0.0009765 0.00113247 0.00132136 0.985%
0.00010449 0.00245731 0.00147178 1.031%
-0.0003665 0.00395365 0.00229912 1.073%
-0.0007022 0.00031148 -0.0003273 0.915%
0.00283102 0.00032573 -0.0001002 0.464%
0.00032573 0.01187634 -0.0009037 1.384%
-0.0001002 -0.0009037 0.0127829 0.942%
What does the market thinks?

Anticipated benchmark returns

Current T-Bill rate
Normalizing factor

ALXN ADBE
Market Cap(en billones de $) 29.69 146.058
Benchmark Proportion 3.66% 18.02%
Beta per company(3Y Monthly) 1.22391933 1.01323717
Menor Beta 0 0
Expect 1%
MATRIZ VARIANZA-COVARIANZA RETORNOS EN EXCESO
ALXN ADBE
ALXN 0.01155079 0.00170951
ADBE 0.00170951 0.00309279
AVGO 0.00095283 0.00210901
GILD 0.00462191 0.00131119
CMCSA 0.00123841 0.00104674
MAT 0.00343699 0.00208595
EA 0.00278267 0.00193174
MDLZ -0.0012778 -0.0003059
QCOM 0.00126245 0.00205599
TSLA 0.00149741 0.00128318

Expected Benchmark returns, no opinions

ALXN 1.064%
ADBE 0.987%
AVGO 1.075%
GILD 0.985%
CMCSA 1.031%
MAT 1.073%
EA 0.915%
MDLZ 0.464%
QCOM 1.384%
TSLA 0.942%
 0.01
0.004375
3.2576882629

AVGO GILD CMCSA

109.068 88.22 197.71
13.46% 10.89% 24.40%
0.8417585709 0.8735275744 0.7998754477
0 0 0

AVGO GILD CMCSA

0.0009528276 0.0046219071 0.0012384054
0.0021090092 0.0013111936 0.001046739
0.0062537221 0.0006611036 0.0005641943
0.0006611036 0.0051666428 0.0016017242
0.0005641943 0.0016017242 0.0036546393
0.0012656179 0.0014084049 0.0019052898
0.0020512074 0.00239798 0.0009350461
-0.0001478569 -0.0009765451 0.0001044909
0.0027029093 0.0011324663 0.0024573083
0.0014803689 0.0013213645 0.0014717772

Analyst opinion Return ajusted for opinions Opinion ajusted optimized portfolio
0% 1.07037% 3.62%
0% 0.99303% 17.79%
0% 1.08140% 13.28%
0% 0.99125% 10.74%
0% 1.03810% 24.08%
0% 1.08363% 0.46%
0% 0.91309% 3.44%
0% 0.46386% 9.69%
0% 1.37979% 10.77%
0.0575% 1.00000% 6.14%
100.00%
MAT EA MDLZ QCOM TSLA
3.8 28.28 79.584 88.406 39.533
0.47% 3.49% 9.82% 10.91% 4.88%
1.05613366 0.97648823 0.66739369 1.23368621 0.57218138
0 0 0 0 1

MAT EA MDLZ QCOM TSLA With normalizing factor

0.00343699 0.00278267 -0.0012778 0.00126245 0.00149741 1.064%
0.00208595 0.00193174 -0.0003059 0.00205599 0.00128318 0.987%
0.00126562 0.00205121 -0.0001479 0.00270291 0.00148037 1.075%
0.0014084 0.00239798 -0.0009765 0.00113247 0.00132136 0.985%
0.00190529 0.00093505 0.00010449 0.00245731 0.00147178 1.031%
0.01193688 0.00109555 -0.0003665 0.00395365 0.00229912 1.073%
0.00109555 0.00716926 -0.0007022 0.00031148 -0.0003273 0.915%
-0.0003665 -0.0007022 0.00283102 0.00032573 -0.0001002 0.464%
0.00395365 0.00031148 0.00032573 0.01187634 -0.0009037 1.384%
0.00229912 -0.0003273 -0.0001002 -0.0009037 0.0127829 0.942%
What does the market thinks?

Anticipated benchmark returns 0.01

Current T-Bill rate 0.004375
Normalizing factor 3.2576882629

ALXN ADBE AVGO

Market Cap(en billones de $) 29.69 146.058 109.068
Benchmark Proportion 3.664% 18.024% 13.459%
Beta per company(3Y Monthly) 1.2239193343 1.0132371667 0.8417585709
Menor Beta 0 0 0
Expect 0.5%
MATRIZ VARIANZA-COVARIANZA RETORNOS EN EXCESO
ALXN ADBE AVGO
ALXN 0.0115507903 0.001709508 0.0009528276
ADBE 0.001709508 0.0030927886 0.0021090092
AVGO 0.0009528276 0.0021090092 0.0062537221
GILD 0.0046219071 0.0013111936 0.0006611036
CMCSA 0.0012384054 0.001046739 0.0005641943
MAT 0.0034369937 0.0020859529 0.0012656179
EA 0.0027826671 0.0019317354 0.0020512074
MDLZ -0.001277805 -0.000305898 -0.0001478569
QCOM 0.0012624515 0.0020559887 0.0027029093
TSLA 0.0014974067 0.0012831795 0.0014803689

Expected Benchmark returns, no opinions Analyst opinion

ALXN 1.064% 0.00%
ADBE 0.987% 0%
AVGO 1.075% 0%
GILD 0.985% 0%
CMCSA 1.031% 0%
MAT 1.073% 0%
EA 0.915% 0%
MDLZ 0.464% 0%
QCOM 1.384% -0.88%
TSLA 0.942% 0%
GILD CMCSA MAT EA MDLZ
88.22 197.71 3.8 28.28 79.584
10.887% 24.398% 0.469% 3.490% 9.821%
0.8735275744 0.7998754477 1.05613366 0.97648823 0.66739369
0 0 0 0 0

GILD CMCSA MAT EA MDLZ

0.0046219071 0.0012384054 0.00343699 0.00278267 -0.0012778
0.0013111936 0.001046739 0.00208595 0.00193174 -0.0003059
0.0006611036 0.0005641943 0.00126562 0.00205121 -0.0001479
0.0051666428 0.0016017242 0.0014084 0.00239798 -0.0009765
0.0016017242 0.0036546393 0.00190529 0.00093505 0.00010449
0.0014084049 0.0019052898 0.01193688 0.00109555 -0.0003665
0.00239798 0.0009350461 0.00109555 0.00716926 -0.0007022
-0.0009765451 0.0001044909 -0.0003665 -0.0007022 0.00283102
0.0011324663 0.0024573083 0.00395365 0.00031148 0.00032573
0.0013213645 0.0014717772 0.00229912 -0.0003273 -0.0001002

Return ajusted for opinions Opinion ajusted optimized portfolio

0.96968% 4.71%
0.83425% 23.15%
0.87359% 17.29%
0.90103% 13.98%
0.84860% 31.34%
0.77904% 0.60%
0.89139% 4.48%
0.44007% 12.61%
0.50000% -14.44%
1.00974% 6.27%
100.00%
QCOM TSLA
88.406 39.533
10.910% 4.879%
1.23368621 0.57218138
1 0

QCOM TSLA With normalizing factor

0.00126245 0.00149741 1.064%
0.00205599 0.00128318 0.987%
0.00270291 0.00148037 1.075%
0.00113247 0.00132136 0.985%
0.00245731 0.00147178 1.031%
0.00395365 0.00229912 1.073%
0.00031148 -0.0003273 0.915%
0.00032573 -0.0001002 0.464%
0.01187634 -0.0009037 1.384%
-0.0009037 0.0127829 0.942%
 CASO 1 CASO 2 CASO 3
Expect Return Optimal Portfolio Expect Return Optimal Portfolio Expect Return
ALXN 1.064% 2.467% 1.070% 3.615% 0.970%
ADBE 0.987% 17.348% 0.993% 17.786% 0.834%
AVGO 1.075% 9.473% 1.081% 13.282% 0.874%
GILD 0.985% 12.851% 0.991% 10.743% 0.901%
CMCSA 1.031% 16.644% 1.038% 24.076% 0.849%
MAT 1.073% 1.148% 1.084% 0.463% 0.779%
EA 0.915% 4.043% 0.913% 3.444% 0.891%
MDLZ 0.464% 28.973% 0.464% 9.691% 0.440%
QCOM 1.384% 3.679% 1.380% 10.765% 0.500%
TSLA 0.942% 3.374% 1.000% 6.135% 1.010%
100% 100%
Optimal Portfolio
4.706%
23.152%
17.289%
13.984%
31.339%
0.602%
4.483%
12.615%
-14.436%
6.266%
100%