fec trm ln(p1/p0)

12/02/19 3,132.61 Frec Absol

13/02/19 3,131.10 -0.05% Marca de ClaseXi Hi Probabi
14/02/19 3,135.56 0.14% -2.33% 1 0.3%
15/02/19 3,155.27 0.63% -1.41% 6 2.1%
18/02/19 3,141.40 -0.44% -0.49% 43 14.8%
19/02/19 3,141.40 0.00% 0.42% 160 55.2%
20/02/19 3,118.36 -0.74% 1.34% 67 23.1%
21/02/19 3,112.18 -0.20% 2.26% 10 3.4%
22/02/19 3,119.42 0.23% 3.18% 0 0.0%
25/02/19 3,110.29 -0.29% 4.10% 1 0.3%
26/02/19 3,101.41 -0.29% 5.01% 0 0.0%
27/02/19 3,095.29 -0.20% 5.93% 2 0.7%
28/02/19 3,072.01 -0.75%
01/03/19 3,077.35 0.17% 290 100.0%
04/03/19 3,091.49 0.46% P=50%
05/03/19 3,093.79 0.07% P=84% 180
06/03/19 3,099.12 0.17% 160
140
07/03/19 3,106.16 0.23% P=15% 120
100
08/03/19 3,120.04 0.45% 80
11/03/19 3,162.40 1.35% 60
40
12/03/19 3,168.35 0.19% 20
13/03/19 3,153.20 -0.48% 0

2.26%
-2.33%

-0.49%

0.42%

1.34%

3.18%

4.10%
-1.41%
14/03/19 3,145.53 -0.24%
15/03/19 3,144.42 -0.04%
18/03/19 3,123.28 -0.67% -Infinito 0
19/03/19 3,102.25 -0.68% Z -4d
20/03/19 3,095.39 -0.22% Probabilidad
21/03/19 3,092.39 -0.10% Probabilidad de que el dólar suba
22/03/19 3,126.19 1.09%
26/03/19 3,126.19 0.00%
27/03/19 3,145.55 0.62%
28/03/19 3,186.43 1.29%
29/03/19 3,190.94 0.14%
01/04/19 3,174.79 -0.51%
02/04/19 3,146.81 -0.89%
03/04/19 3,143.36 -0.11%
04/04/19 3,128.47 -0.47%
05/04/19 3,132.78 0.14%
08/04/19 3,126.20 -0.21%
09/04/19 3,115.22 -0.35%
10/04/19 3,105.20 -0.32%
11/04/19 3,095.66 -0.31%
12/04/19 3,113.91 0.59%
15/04/19 3,109.32 -0.15%
16/04/19 3,136.69 0.88%
17/04/19 3,160.48 0.76%
22/04/19 3,160.48 0.00%
23/04/19 3,149.99 -0.33%
24/04/19 3,177.94 0.88%
25/04/19 3,213.23 1.10%
26/04/19 3,237.98 0.77%
29/04/19 3,227.79 -0.32%
30/04/19 3,233.97 0.19%
02/05/19 3,233.97 0.00%
03/05/19 3,262.17 0.87%
06/05/19 3,240.44 -0.67%
07/05/19 3,254.03 0.42%
08/05/19 3,288.81 1.06%
09/05/19 3,290.12 0.04%
10/05/19 3,293.62 0.11%
13/05/19 3,274.30 -0.59%
14/05/19 3,299.01 0.75%
15/05/19 3,285.14 -0.42%
16/05/19 3,295.51 0.32%
17/05/19 3,290.27 -0.16%
20/05/19 3,313.72 0.71%
21/05/19 3,342.21 0.86%
22/05/19 3,344.45 0.07%
23/05/19 3,340.96 -0.10%
24/05/19 3,368.76 0.83%
27/05/19 3,358.84 -0.29%
28/05/19 3,358.84 0.00%
29/05/19 3,362.48 0.11%
30/05/19 3,375.29 0.38%
31/05/19 3,377.16 0.06%
04/06/19 3,377.16 0.00%
05/06/19 3,306.37 -2.12%
06/06/19 3,296.87 -0.29%
07/06/19 3,288.69 -0.25%
10/06/19 3,274.72 -0.43%
11/06/19 3,257.06 -0.54%
12/06/19 3,249.56 -0.23%
13/06/19 3,264.47 0.46%
14/06/19 3,266.72 0.07%
17/06/19 3,270.70 0.12%
18/06/19 3,286.63 0.49%
19/06/19 3,264.98 -0.66%
20/06/19 3,248.91 -0.49%
21/06/19 3,191.17 -1.79%
25/06/19 3,191.17 0.00%
26/06/19 3,187.15 -0.13%
27/06/19 3,177.94 -0.29%
28/06/19 3,205.67 0.87%
02/07/19 3,205.67 0.00%
03/07/19 3,211.06 0.17%
04/07/19 3,206.92 -0.13%
05/07/19 3,206.92 0.00%
08/07/19 3,217.18 0.32%
09/07/19 3,207.66 -0.30%
10/07/19 3,223.67 0.50%
11/07/19 3,212.91 -0.33%
12/07/19 3,197.50 -0.48%
15/07/19 3,190.33 -0.22%
16/07/19 3,190.66 0.01%
17/07/19 3,199.72 0.28%
18/07/19 3,189.21 -0.33%
19/07/19 3,183.01 -0.19%
22/07/19 3,169.51 -0.43%
23/07/19 3,177.76 0.26%
24/07/19 3,188.01 0.32%
25/07/19 3,194.67 0.21%
26/07/19 3,213.09 0.57%
29/07/19 3,233.26 0.63%
30/07/19 3,262.81 0.91%
31/07/19 3,296.85 1.04%
01/08/19 3,291.79 -0.15%
02/08/19 3,329.23 1.13%
05/08/19 3,365.78 1.09%
06/08/19 3,431.28 1.93%
08/08/19 3,431.28 0.00%
09/08/19 3,394.61 -1.07%
12/08/19 3,382.71 -0.35%
13/08/19 3,436.26 1.57%
14/08/19 3,407.76 -0.83%
15/08/19 3,449.27 1.21%
16/08/19 3,441.40 -0.23%
20/08/19 3,441.40 0.00%
21/08/19 3,420.99 -0.59%
22/08/19 3,385.28 -1.05%
23/08/19 3,376.99 -0.25%
26/08/19 3,399.95 0.68%
27/08/19 3,432.85 0.96%
28/08/19 3,457.89 0.73%
29/08/19 3,477.53 0.57%
30/08/19 3,464.15 -0.39%
02/09/19 3,427.29 -1.07%
03/09/19 3,427.29 0.00%
04/09/19 3,438.61 0.33%
05/09/19 3,401.04 -1.10%
06/09/19 3,377.39 -0.70%
09/09/19 3,361.70 -0.47%
10/09/19 3,368.80 0.21%
11/09/19 3,373.75 0.15%
12/09/19 3,372.48 -0.04%
13/09/19 3,359.20 -0.39%
16/09/19 3,356.15 -0.09%
17/09/19 3,364.43 0.25%
18/09/19 3,380.92 0.49%
19/09/19 3,377.79 -0.09%
20/09/19 3,377.72 0.00%
23/09/19 3,402.32 0.73%
24/09/19 3,437.78 1.04%
25/09/19 3,438.66 0.03%
26/09/19 3,451.02 0.36%
27/09/19 3,435.71 -0.44%
30/09/19 3,462.01 0.76%
01/10/19 3,477.45 0.44%
02/10/19 3,491.29 0.40%
03/10/19 3,497.34 0.17%
04/10/19 3,467.60 -0.85%
07/10/19 3,430.28 -1.08%
08/10/19 3,445.76 0.45%
09/10/19 3,452.57 0.20%
10/10/19 3,454.56 0.06%
11/10/19 3,431.46 -0.67%
15/10/19 3,431.46 0.00%
16/10/19 3,451.33 0.58%
17/10/19 3,459.55 0.24%
18/10/19 3,465.35 0.17%
21/10/19 3,428.63 -1.07%
22/10/19 3,442.78 0.41%
23/10/19 3,430.30 -0.36%
24/10/19 3,409.29 -0.61%
25/10/19 3,387.72 -0.63%
28/10/19 3,395.25 0.22%
29/10/19 3,382.19 -0.39%
30/10/19 3,380.90 -0.04%
31/10/19 3,389.94 0.27%
01/11/19 3,339.19 -1.51%
05/11/19 3,339.19 0.00%
06/11/19 3,318.47 -0.62%
07/11/19 3,319.64 0.04%
08/11/19 3,341.01 0.64%
12/11/19 3,341.01 0.00%
13/11/19 3,384.21 1.28%
14/11/19 3,441.89 1.69%
15/11/19 3,452.67 0.31%
18/11/19 3,421.26 -0.91%
19/11/19 3,447.74 0.77%
20/11/19 3,434.49 -0.39%
21/11/19 3,445.95 0.33%
22/11/19 3,440.66 -0.15%
25/11/19 3,410.77 -0.87%
26/11/19 3,433.94 0.68%
27/11/19 3,469.01 1.02%
28/11/19 3,502.92 0.97%
29/11/19 3,502.92 0.00%
02/12/19 3,522.48 0.56%
03/12/19 3,508.39 -0.40%
04/12/19 3,506.67 -0.05%
05/12/19 3,478.57 -0.80%
06/12/19 3,459.97 -0.54%
09/12/19 3,462.97 0.09%
10/12/19 3,418.48 -1.29%
11/12/19 3,418.61 0.00%
12/12/19 3,387.73 -0.91%
13/12/19 3,372.23 -0.46%
16/12/19 3,374.29 0.06%
17/12/19 3,364.24 -0.30%
18/12/19 3,347.86 -0.49%
19/12/19 3,329.98 -0.54%
20/12/19 3,322.38 -0.23%
23/12/19 3,325.47 0.09%
24/12/19 3,305.84 -0.59%
26/12/19 3,305.84 0.00%
27/12/19 3,281.40 -0.74%
30/12/19 3,294.05 0.38%
31/12/19 3,277.14 -0.51%
02/01/20 3,277.14 0.00%
03/01/20 3,262.05 -0.46%
07/01/20 3,262.05 0.00%
08/01/20 3,264.26 0.07%
09/01/20 3,254.42 -0.30%
10/01/20 3,253.89 -0.02%
13/01/20 3,272.62 0.57%
14/01/20 3,288.05 0.47%
15/01/20 3,278.83 -0.28%
16/01/20 3,296.74 0.54%
17/01/20 3,313.40 0.50%
20/01/20 3,313.40 0.00%
21/01/20 3,313.40 0.00%
22/01/20 3,313.40 0.00%
23/01/20 3,337.77 0.73%
24/01/20 3,353.76 0.48%
27/01/20 3,366.01 0.36%
28/01/20 3,398.40 0.96%
29/01/20 3,392.60 -0.17%
30/01/20 3,395.10 0.07%
31/01/20 3,411.45 0.48%
03/02/20 3,423.24 0.35%
04/02/20 3,401.56 -0.64%
05/02/20 3,368.87 -0.97%
06/02/20 3,355.44 -0.40%
07/02/20 3,378.43 0.68%
10/02/20 3,408.35 0.88%
11/02/20 3,440.96 0.95%
12/02/20 3,432.89 -0.23%
13/02/20 3,394.80 -1.12%
14/02/20 3,385.11 -0.29%
17/02/20 3,378.29 -0.20%
18/02/20 3,378.29 0.00%
19/02/20 3,410.24 0.94%
20/02/20 3,400.98 -0.27%
21/02/20 3,403.50 0.07%
24/02/20 3,398.05 -0.16%
25/02/20 3,431.60 0.98%
26/02/20 3,425.22 -0.19%
27/02/20 3,441.88 0.49%
28/02/20 3,507.11 1.88%
02/03/20 3,539.86 0.93%
03/03/20 3,512.17 -0.79%
04/03/20 3,455.56 -1.62%
05/03/20 3,458.45 0.08%
06/03/20 3,522.41 1.83%
09/03/20 3,584.58 1.75%
10/03/20 3,803.60 5.93%
11/03/20 3,780.39 -0.61%
12/03/20 3,835.15 1.44%
13/03/20 4,034.66 5.07%
Chart Title
4,500.00
4,000.00
16/03/20 3,941.92 -2.33% Chart Title
17/03/20 4,099.93 3.93% 4,500.00
18/03/20 4,044.55 -1.36% 4,000.00
19/03/20 4,128.38 2.05%
3,500.00
20/03/20 4,079.96 -1.18%
3,000.00
24/03/20 4,079.96 0.00%
25/03/20 4,104.90 0.61% 2,500.00
26/03/20 4,086.34 -0.45% 2,000.00
27/03/20 3,995.83 -2.24% 1,500.00
30/03/20 4,042.80 1.17%
1,000.00
31/03/20 4,064.81 0.54%
500.00
01/04/20 4,054.54 -0.25%
02/04/20 4,081.06 0.65% -
1 13 25 37 49 61 73 85 97 1091211331451571
03/04/20 4,065.50 -0.38%
06/04/20 4,008.78 -1.40%
07/04/20 3,978.38 -0.76%
08/04/20 3,886.79 -2.33%
13/04/20 3,886.79 0.00%
14/04/20 3,870.31 -0.42%
15/04/20 3,858.21 -0.31%
16/04/20 3,920.83 1.61%
17/04/20 3,942.92 0.56%
 =suma(xi * Pi)
m d Metodologías para cálculo de Volatilidad
0.0% 0.00%
0.0% 0.00%
-0.1% 0.00% VaR = Nominal * d * Z*√*√t
0.2% 0.00%
0.3% 0.00% Value at Risk
0.1% 0.00%
0.0% 0.00% d Metodologías
0.0% 0.00% Volatilidad Histórica
0.0% 0.00% Volatilidad Condicional
0.0% 0.00% EWMA = Exponential Weighted Moving Average
Garch
0.6% 0.88% Desv Est Condicional Egarch
13.90% Vol anual = vol dia * raiz (252)
vol dia = vol anual / raiz (252) Varianza = Mejor medida de riesgo

d2= Suma( xi - m)^2 / n-1

Rentabilidades Z = Dispersión

-0.31% Z = (x - m)/d
0.6% -
2.26%

5.93%
1.34%

3.18%

4.10%

5.01%

1.44%

Infinito
+4d
Spot R
que el dólar suba 3,886.79 > 0% 0% - 0.65

Rent Z
33.21 3850 -0.95% - 1.73

36.79 3920 0.85% 0.32

Chart Title
 Chart Title

73 85 97 109121133145157169181193205217229241253265277
d Moving Average

Probabilidad

- 1 15.87%
50%
1 84.13%

68.27%

25.88%
Complemento 74.12%

4.2%
58.6%
62.7%
fec trm ln(p1/p0)
01/01/2020 3,678.91736 Frec Absol
02/01/2020 3,671.05222 -0.21% Marca de ClaseXi Hi Probabi
03/01/2020 3,638.82074 -0.88% -2.63% 1 0.9%
04/01/2020 3,642.40503 0.10% -1.75% 5 4.6%
05/01/2020 3,642.40503 0.00% -0.87% 7 6.5%
06/01/2020 3,650.56015 0.22% 0.01% 44 40.7%
07/01/2020 3,634.90231 -0.43% 0.89% 34 31.5%
08/01/2020 3,630.18354 -0.13% 1.77% 12 11.1%
09/01/2020 3,613.70796 -0.45% 2.65% 2 1.9%
10/01/2020 3,616.69873 0.08% 3.52% 1 0.9%
11/01/2020 3,637.51713 0.57% 4.40% 0 0.0%
12/01/2020 3,637.51713 0.00% 5.28% 2 1.9%
13/01/2020 3,644.06237 0.18%
14/01/2020 3,657.29801 0.36% 108 100.0%
15/01/2020 3,656.87909 -0.01% P=50%
16/01/2020 3,673.55738 0.46% P=84% 180
17/01/2020 3,676.54864 0.08% 160
140
18/01/2020 3,684.72639 0.22% P=15% 120
19/01/2020 3,684.72639 100
0.00% 80
20/01/2020 3,680.74146 -0.11% 60
40
21/01/2020 3,685.72262 0.14% 20
22/01/2020 3,708.47990 0.62% 0

2.26%
-2.33%

-0.49%

0.42%

1.34%

3.18%

4.10%
-1.41%
23/01/2020 3,687.23451 -0.57%
24/01/2020 3,697.85577 0.29%
25/01/2020 3,711.36262 0.36% -Infinito 0
26/01/2020 3,711.36262 0.00% Z -4d
27/01/2020 3,707.32341 -0.11% Probabilidad
28/01/2020 3,738.91968 0.85% Probabilidad de que el dólar suba
29/01/2020 3,731.86000 -0.19%
30/01/2020 3,746.83236 0.40%
31/01/2020 3,780.91003 0.91%
01/02/2020 3,793.97689 0.35%
02/02/2020 3,793.97689 0.00%
03/02/2020 3,785.76111 -0.22%
04/02/2020 3,755.32224 -0.81%
05/02/2020 3,706.76766 -1.30%
06/02/2020 3,683.93757 -0.62%
07/02/2020 3,704.44849 0.56%
08/02/2020 3,737.25577 0.88%
09/02/2020 3,737.25577 0.00%
10/02/2020 3,723.62237 -0.37%
11/02/2020 3,756.49603 0.88%
12/02/2020 3,740.82023 -0.42%
13/02/2020 3,683.35800 -1.55%
14/02/2020 3,671.82881 -0.31%
15/02/2020 3,664.43116 -0.20%
16/02/2020 3,664.43116 0.00%
17/02/2020 3,659.36372 -0.14%
18/02/2020 3,656.66109 -0.07%
19/02/2020 3,681.01305 0.66%
20/02/2020 3,674.75889 -0.17%
21/02/2020 3,693.81855 0.52%
22/02/2020 3,687.90366 -0.16%
23/02/2020 3,687.90366 0.00%
24/02/2020 3,689.60269 0.05%
25/02/2020 3,728.77656 1.06%
26/02/2020 3,722.18657 -0.18%
27/02/2020 3,781.59355 1.58%
28/02/2020 3,852.91104 1.87%
29/02/2020 3,888.89019 0.93%
01/03/2020 3,888.89019 0.00%
02/03/2020 3,940.92613 1.33%
03/03/2020 3,926.25484 -0.37%
04/03/2020 3,850.18495 -1.96%
05/03/2020 3,870.00555 0.51%
06/03/2020 3,984.55019 2.92%
07/03/2020 4,054.87689 1.75%
08/03/2020 4,054.87689 0.00%
09/03/2020 4,093.59036 0.95%
10/03/2020 4,315.56456 5.28%
11/03/2020 4,263.90188 -1.20%
12/03/2020 4,250.49674 -0.31%
13/03/2020 4,466.36862 4.95%
14/03/2020 4,363.70544 -2.33%
15/03/2020 4,363.70544 0.00%
16/03/2020 4,391.69307 0.64%
17/03/2020 4,498.85318 2.41%
18/03/2020 4,382.26992 -2.63%
19/03/2020 4,418.60511 0.83%
20/03/2020 4,440.52979 0.49%
21/03/2020 4,361.47724 -1.80%
22/03/2020 4,361.47724 0.00%
23/03/2020 4,390.44495 0.66%
24/03/2020 4,405.54080 0.34%
25/03/2020 4,447.24866 0.94%
26/03/2020 4,505.18985 1.29%
27/03/2020 4,418.98839 -1.93%
28/03/2020 4,470.93252 1.17%
29/03/2020 4,470.93252 0.00%
30/03/2020 4,459.61268 -0.25%
31/03/2020 4,460.72249 0.02%
01/04/2020 4,429.58495 -0.70%
02/04/2020 4,434.07169 0.10%
03/04/2020 4,390.74000 -0.98%
04/04/2020 4,329.48240 -1.40%
05/04/2020 4,329.48240 0.00%
06/04/2020 4,323.46923 -0.14%
07/04/2020 4,329.67095 0.14%
08/04/2020 4,248.37797 -1.90%
09/04/2020 4,252.14826 0.09%
10/04/2020 4,252.14826 0.00%
11/04/2020 4,252.14826 0.00%
12/04/2020 4,252.14826 0.00%
13/04/2020 4,237.37845 -0.35%
14/04/2020 4,245.73007 0.20%
15/04/2020 4,207.76382 -0.90%
16/04/2020 4,254.49263 1.10%
17/04/2020 4,293.83988 0.92%
18/04/2020 4,326.66234 0.76%
 Chart Title
4,500.00
4,000.00
 Chart Title
4,500.00
4,000.00
3,500.00
3,000.00
2,500.00
2,000.00
1,500.00
1,000.00
500.00
-
1 13 25 37 49 61 73 85 97 1091211331451571
 =suma(xi * Pi)
m d Metodologías para cálculo de Volatilidad
0.0% 0.00%
-0.1% 0.00%
-0.1% 0.00% VaR = Nominal * d * Z*√*√t
0.0% 0.00%
0.3% 0.00% Value at Risk
0.2% 0.00%
0.0% 0.00% d Metodologías
0.0% 0.00% Volatilidad Histórica
0.0% 0.00% Volatilidad Condicional
0.1% 0.00% EWMA = Exponential Weighted Moving Average
Garch
0.50% 1.17% Desv Est Condicional Egarch
18.53% Vol anual = vol dia * raiz (252)
vol dia = vol anual / raiz (252) Varianza = Mejor medida de riesgo

d2= Suma( xi - m)^2 / n-1

Rentabilidades Z = Dispersión

-0.67% Z = (x - m)/d
0.5% -
2.26%

5.93%
1.34%

3.18%

4.10%

5.01%

1.67%

Infinito
+4d
Spot R
que el dólar suba 4,326.66 > 0% 0% - 0.43

Rent Z
4,290.66 -0.84% - 1.14

4,359.66 0.76% 0.22

Chart Title
 Chart Title

73 85 97 109121133145157169181193205217229241253265277
d Moving Average

Probabilidad

- 1 15.87%
50%
1 84.13%

68.27%

33.49%
Complemento 66.51%

12.7%
46.2%
58.9%