Samsung

FTSE 100 Boeing Co Electronics Nestle SA AstraZeneca FTSE 100

Date
(FTSE) (BOEB) Co Ltd DRC (0QR4) PLC (AZN) (FTSE)
Pref (0593q)
1/1/2018 7,533.55 336.21 996 80.8 4,886.50
1/2/2018 7,231.91 336.21 923 75.46 4,775.00 -4.004%
1/3/2018 7,056.61 336.21 948 75.38 4,895.50 -2.424%
1/4/2018 7,509.30 336.21 987 76.41 5,103.00 6.415%
1/5/2018 7,678.20 336.21 939 75.3 5,466.00 2.249%
1/6/2018 7,636.93 336.21 841 76.41 5,253.00 -0.537%
1/7/2018 7,748.76 336.21 853 81.16 5,865.00 1.464%
1/8/2018 7,432.42 336.21 882 81.06 5,795.00 -4.082%
1/9/2018 7,510.20 336.21 849 81.06 5,963.00 1.046%
1/10/2018 7,128.10 336.21 782 84.53 5,990.00 -5.088%
1/11/2018 6,980.24 336.21 750 84.88 6,117.00 -2.074%
1/12/2018 6,728.13 336.21 722 78.97 5,873.00 -3.612%
1/1/2019 6,968.85 336.21 833 86.74 5,532.00 3.578%
1/2/2019 7,074.73 336.21 793 90.15 6,139.00 1.519%
1/3/2019 7,279.19 330 787 95.36 6,135.00 2.890%
1/4/2019 7,418.22 330 790 97.65 5,726.00 1.910%
1/5/2019 7,161.71 330 726 99.55 5,833.00 -3.458%
1/6/2019 7,425.63 330 832 101.06 6,438.00 3.685%
1/7/2019 7,586.78 330 787 105.28 7,061.00 2.170%
1/8/2019 7,207.18 330 759 111 7,318.00 -5.003%
1/9/2019 7,408.21 379 829 108.28 7,261.00 2.789%
1/10/2019 7,248.38 342.13 865 105.32 7,501.00 -2.157%
1/11/2019 7,346.53 367.33 869 103.92 7,458.00 1.354%
1/12/2019 7,542.44 326.85 970 104.94 7,607.00 2.667%
1/1/2020 7,286.01 318.5 972 106.38 7,424.00 -3.400%
1/2/2020 6,580.61 273.85 945 98.85 6,794.00 -9.682%
1/3/2020 5,671.96 157.38 831 100.12 7,216.00 -13.808%
1/4/2020 5,901.21 143.7 885 102.88 8,322.00 4.042%
1/5/2020 6,076.60 149.07 862 103.31 8,580.00 2.972%
1/6/2020 6,169.74 182.89 967 105 8,421.00 1.533%
1/7/2020 5,897.76 159.31 1,024.00 108.7 8,530.00 -4.408%
1/8/2020 5,963.57 175.63 1,018.00 108.68 8,340.00 1.116%
1/9/2020 5,866.10 166.43 1,098.00 109.86 8,457.00 -1.634%
1/10/2020 5,577.27 144.55 1,124.00 102.88 7,766.00 -4.924%
1/11/2020 6,266.19 211.73 1,366.00 101.62 7,805.00 12.352%
1/12/2020 6,460.52 218.38 1,670.00 104.8 7,324.00 3.101%
1/1/2021 6,407.46 204.43 1,644.00 100.62 7,491.00 -0.821%
1/2/2021 6,483.43 214.15 1,628.00 95.46 6,945.00 1.186%
1/3/2021 6,713.63 257.6 1,630.00 105.62 7,247.00 3.551%
1/4/2021 6,969.81 233.5 1,650.00 109 7,715.00 3.816%
1/5/2021 7,022.61 250 1,630.00 111 8,046.00 0.758%
1/6/2021 7,037.47 244.5 1,628.00 116 8,683.00 0.212%
1/7/2021 7,032.30 230 1,574.00 114 8,268.00 -0.073%
 1/8/2021 7,119.70 219.5 1,510.00 116 8,514.00 1.243%
1/9/2021 7,086.42 223.5 1,458.00 112.5 8,958.00 -0.467%
1/10/2021 7,237.57 209.65 1,374.00 119.5 9,094.00 2.133%
1/11/2021 7,059.45 195.79 1,360.00 119.5 8,276.00 -2.461%
1/12/2021 7,384.54 203.77 1,506.00 128 8,678.00 4.605%
1/1/2022 7,464.37 193.24 1,400.00 119.1 8,617.00 1.081%
1/2/2022 7,458.25 206.77 1,374.00 118.5 9,059.00 -0.082%
1/3/2022 7,515.68 195.15 1,290.00 120.5 10,132.00 0.770%
1/4/2022 7,544.55 154.55 1,174.00 126.28 10,688.00 0.384%
1/5/2022 7,607.66 131.98 1,210.00 116.35 10,454.00 0.836%
1/6/2022 7,169.28 135.45 1,010.00 111.83 10,800.00 -5.762%
1/7/2022 7,423.43 158.54 1,076.00 118.3 10,844.00 3.545%
1/8/2022 7,284.15 161.72 1,016.00 115.1 10,644.00 -1.876%
1/9/2022 6,893.81 125.08 821 106.45 9,944.00 -5.359%
1/10/2022 7,094.53 142.81 936 107.88 10,254.00 2.912%
1/11/2022 7,369.44 174.28 1,090.00 108.35 10,800.00 3.875%

Rendimiento Esperado 0.044%

Varianza 0.00164
Desviación Estándar 4.052%
Beta 1.00

Portafoli
Fracción
Rentabilidad p
Varianza p
Riesgo p
Beta p

Matriz de Covarianzas
BOEB
BOEB 0.015128758
0593q 0.005204169
0QR4 0.000877848
AZN 3.760314E-05
 Samsung
Boeing Co Electronics Nestle SA AstraZeneca
(BOEB) Co Ltd DRC (0QR4) PLC (AZN)
Pref (0593q)

0.00% -7.33% -6.61% -2.28%

0.00% 2.71% -0.11% 2.52%
0.00% 4.11% 1.37% 4.24%
0.00% -4.86% -1.45% 7.11%
0.00% -10.44% 1.47% -3.90%
0.00% 1.43% 6.22% 11.65%
0.00% 3.40% -0.12% -1.19%
0.00% -3.74% 0.00% 2.90%
0.00% -7.89% 4.28% 0.45%
0.00% -4.09% 0.41% 2.12%
0.00% -3.73% -6.96% -3.99%
0.00% 15.37% 9.84% -5.81%
0.00% -4.80% 3.93% 10.97%
-1.85% -0.76% 5.78% -0.07%
0.00% 0.38% 2.40% -6.67%
0.00% -8.10% 1.95% 1.87%
0.00% 14.60% 1.52% 10.37%
0.00% -5.41% 4.18% 9.68%
0.00% -3.56% 5.43% 3.64%
14.85% 9.22% -2.45% -0.78%
-9.73% 4.34% -2.73% 3.31%
7.37% 0.46% -1.33% -0.57%
-11.02% 11.62% 0.98% 2.00%
-2.55% 0.21% 1.37% -2.41%
-14.02% -2.78% -7.08% -8.49%
-42.53% -12.06% 1.28% 6.21%
-8.69% 6.50% 2.76% 15.33%
3.74% -2.60% 0.42% 3.10%
22.69% 12.18% 1.64% -1.85%
-12.89% 5.89% 3.52% 1.29%
10.24% -0.59% -0.02% -2.23%
-5.24% 7.86% 1.09% 1.40%
-13.15% 2.37% -6.35% -8.17%
46.48% 21.53% -1.22% 0.50%
3.14% 22.25% 3.13% -6.16%
-6.39% -1.56% -3.99% 2.28%
4.75% -0.97% -5.13% -7.29%
20.29% 0.12% 10.64% 4.35%
-9.36% 1.23% 3.20% 6.46%
7.07% -1.21% 1.83% 4.29%
-2.20% -0.12% 4.50% 7.92%
-5.93% -3.32% -1.72% -4.78%
 -4.57% -4.07% 1.75% 2.98%
1.82% -3.44% -3.02% 5.21%
-6.20% -5.76% 6.22% 1.52%
-6.61% -1.02% 0.00% -8.99%
4.08% 10.74% 7.11% 4.86%
-5.17% -7.04% -6.95% -0.70%
7.00% -1.86% -0.50% 5.13%
-5.62% -6.11% 1.69% 11.84%
-20.80% -8.99% 4.80% 5.49%
-14.60% 3.07% -7.86% -2.19%
2.63% -16.53% -3.88% 3.31%
17.05% 6.53% 5.79% 0.41%
2.01% -5.58% -2.70% -1.84%
-22.66% -19.19% -7.52% -6.58%
14.17% 14.01% 1.34% 3.12%
22.04% 16.45% 0.44% 5.32%

-0.351% 0.501% 0.596% 1.521% 5 años

0.01539 0.00720 0.00181 0.00298 3.32%
Rf
12.407% 8.488% 4.250% 5.463% 0.27%
1.96 1.23 0.36 0.34

Portafolio de Inversión Portafolio Weight BOEB 0593q

25% 25% 25% 25% 1 100% 2% 11%
0.567% 2 100% 2% 8%
0.002671529 3 100% 0% 0%
5.169% 4 100% 0% 0%
0.973 5 100% 0% 12%
6 100% 0% 12%
7 100% 0% 13%
8 100% 0% 13%
9 100% 0% 11%
0593q 0QR4 AZN 10 100% 0% 11%
0.005204169 0.000877848 3.760314E-05 11 100% 0% 38%
0.007080457 0.000893694 -3.07651E-05 12 100% 0% 42%
0.000893694 0.001774833 0.000931098 13 100% 0% 45%
-3.07651E-05 0.000931098 0.002933121 14 100% 0% 47%
15 100% 0% 50%
16 100% 0% 52%
17 100% 0% 54%
18 100% 0% 55%
19 100% 0% 57%
20 100% 0% 0%

Frontera Eficiente
1.600%
 Frontera Eficiente
1.600%

1.400%

1.200%

Rendimiento 1.000%

0.800%

0.600%

0.400%

0.200%

0.000%
3.600% 3.800% 4.000% 4.200% 4.400% 4.600% 4.800% 5.000% 5.200% 5.400

Riesgo
 anual
mensual Bono Inglés de Reino Unido

0QR4 AZN Rp Var p Riesgo p Beta p Ratio Sharpe Ratio Treynor

57% 30% 0.843% ### 3.747% 0.486 0.15 0.0117
75% 15% 0.716% ### 3.835% 0.456 0.12 0.0097
77% 23% 0.805% ### 3.923% 0.356 0.14 0.0149
88% 12% 0.711% ### 4.011% 0.358 0.11 0.0123
27% 61% 1.147% ### 4.098% 0.454 0.21 0.0193
24% 65% 1.183% ### 4.186% 0.452 0.22 0.0201
18% 68% 1.216% ### 4.274% 0.464 0.22 0.0203
15% 72% 1.246% ### 4.362% 0.464 0.22 0.0210
14% 75% 1.276% ### 4.450% 0.448 0.23 0.0224
11% 78% 1.304% ### 4.538% 0.447 0.23 0.0231
0% 62% 1.131% ### 4.625% 0.682 0.19 0.0126
0% 58% 1.092% ### 4.713% 0.716 0.17 0.0115
0% 55% 1.062% ### 4.801% 0.742 0.16 0.0107
0% 53% 1.037% ### 4.889% 0.764 0.16 0.0100
0% 50% 1.014% ### 4.977% 0.784 0.15 0.0095
0% 48% 0.993% ### 5.065% 0.802 0.14 0.0090
0% 46% 0.974% ### 5.152% 0.818 0.14 0.0086
0% 45% 0.955% ### 5.240% 0.834 0.13 0.0082
0% 43% 0.938% ### 5.328% 0.849 0.12 0.0078
0% 100% 1.521% ### 5.416% 0.344 0.23 0.0362

1.669%
ente
ente ###

Frontera Eficiente

5.000% 5.200% 5.400% 5.600%

atio Treynor Riesgo p (Aux)
3.7471%
3.8350%
3.9228%
4.0106%
4.0984%
4.1863%
4.2741%
4.3619%
4.4497%
4.5376%
4.6254%
4.7132%
4.8010%
4.8889%
4.9767%
5.0645%
5.1524%
5.2402%
5.3280%
5.4158%