fecha pepsico apple nokia pepsico apple

7/1/2015 93.800003 31.725 6.97

8/1/2015 96.190002 30.375 7 0.02516053 -0.04348511
9/1/2015 91.120003 27.5375 6.11 -0.05414807 -0.09807119
10/1/2015 94.199997 27.2675 6.73 0.0332428 -0.0098532
11/1/2015 102.139999 30.200001 7.45 0.08092426 0.10214644
12/1/2015 100.110001 29.6875 7.39 -0.02007482 -0.01711588
1/1/2016 98.559998 25.6525 7.13 -0.01560411 -0.14608505
2/1/2016 98.529999 24.1175 6.38 -0.00030442 -0.06170331
3/1/2016 98.5 24.4125 6.1 -0.00030451 0.01215758
4/1/2016 101.970001 27.195 5.76 0.03462211 0.10793784
5/1/2016 102.739998 23.4925 5.93 0.00752284 -0.14635191
6/1/2016 100.559998 24.754999 5.67 -0.02144696 0.05234623
7/1/2016 106.230003 23.872499 5.64 0.05485204 -0.03630032
8/1/2016 108.720001 26.102501 5.69 0.0231692 0.08930401
9/1/2016 106.459999 26.535 5.7 -0.02100646 0.01643348
10/1/2016 108.769997 28.1775 5.77 0.02146622 0.06005917
11/1/2016 107.139999 28.365 4.45 -0.01509915 0.0066322
12/1/2016 99.889999 27.592501 4.3 -0.07006681 -0.02761196
1/1/2017 104.940002 28.950001 4.76 0.04931921 0.04802621
2/1/2017 103.610001 31.7575 4.54 -0.01275492 0.09255868
3/1/2017 109.599998 34.4725 5.17 0.0562035 0.08203299
4/1/2017 111.949997 35.927502 5.38 0.02121496 0.04134117
5/1/2017 112.93 36.275002 5.74 0.00871584 0.00962578
6/1/2017 116.800003 38.2925 6.44 0.03369494 0.0541252
7/1/2017 115.550003 36.220001 6.18 -0.01075973 -0.05564257
8/1/2017 116.690002 37.275002 6.5 0.0098175 0.02871143
9/1/2017 115.379997 41.200001 6.26 -0.01128986 0.10011537
10/1/2017 109.910004 38.564999 5.95 -0.04856912 -0.06609318
11/1/2017 109.760002 42.467499 4.92 -0.0013657 0.09639395
12/1/2017 116.5 42.487499 4.95 0.05959509 0.00047084
1/1/2018 119.93 42.540001 4.72 0.02901697 0.00123494
2/1/2018 119.919998 41.7925 5.35 -8.3402E-05 -0.01772794
3/1/2018 109.209999 44.634998 5.77 -0.09355221 0.06580136
4/1/2018 108.620003 41.66 5.45 -0.00541704 -0.06897682
5/1/2018 100.360001 41.602501 6 -0.07909185 -0.00138115
6/1/2018 100.540001 46.997501 5.85 0.00179194 0.12193414
7/1/2018 108.699997 45.955002 5.62 0.0780361 -0.02243173
8/1/2018 114.419998 49.782501 5.46 0.0512841 0.08000084
9/1/2018 111.82 57.102501 5.48 -0.02298544 0.13718438
10/1/2018 112.150002 56.987499 5.6 0.00294684 -0.00201599
11/1/2018 112 54.762501 5.73 -0.00133841 -0.03982626
12/1/2018 120.480003 46.115002 5.63 0.07298492 -0.17186735
1/1/2019 109.150002 38.7225 5.7 -0.09876069 -0.17471749
 2/1/2019 112.949997 41.740002 6.26 0.03422212 0.07503912
3/1/2019 115.860001 43.57 6.12 0.02543736 0.04290889
4/1/2019 122.589996 47.91 5.78 0.05646285 0.09495541
5/1/2019 127.849998 52.470001 5.31 0.04201226 0.09091735
6/1/2019 127.860001 43.900002 5 7.8237E-05 -0.17832723
7/1/2019 131.990005 50.7925 5.04 0.03179028 0.14583434
8/1/2019 128.960007 53.474998 5.43 -0.02322387 0.05146551
9/1/2019 136.350006 51.607498 4.89 0.05572282 -0.03554725
10/1/2019 136.929993 56.267502 5.06 0.00424464 0.08645017
11/1/2019 137.550003 62.384998 3.64 0.00451771 0.10320769
12/1/2019 136.649994 66.817497 3.53 -0.00656464 0.06864015
1/1/2020 136.869995 74.059998 3.84 0.00160867 0.10291057
2/1/2020 142.770004 76.074997 3.93 0.04220344 0.02684411
3/1/2020 132 70.57 3.91 -0.07843305 -0.07511453
4/1/2020 117.269997 61.625 3.04 -0.11832298 -0.13553749
5/1/2020 131.119995 71.5625 3.53 0.11163395 0.14950356
6/1/2020 131.600006 79.4375 4.14 0.00365417 0.10439936
7/1/2020 132.529999 91.279999 4.36 0.00704196 0.13896115
8/1/2020 137.110001 108.199997 4.96 0.0339745 0.17004964
9/1/2020 140.25 132.759995 4.85 0.02264301 0.20456161
10/1/2020 139.440002 117.639999 3.91 -0.00579213 -0.12091384
11/1/2020 135.610001 109.110001 3.38 -0.02785129 -0.07527255
12/1/2020 145.029999 121.010002 4.06 0.06715748 0.10351665
1/1/2021 147.009995 133.520004 3.99 0.01355997 0.09837811
2/1/2021 136.979996 133.75 4.97 -0.07066568 0.00172108
3/1/2021 130.610001 123.75 3.99 -0.04761911 -0.07770898
4/1/2021 141.190002 123.660004 4 0.07789072 -0.0007275
5/1/2021 145.029999 132.039993 4.76 0.0268341 0.06556896
6/1/2021 148.779999 125.080002 5.21 0.02552809 -0.05415131
7/1/2021 148.080002 136.600006 5.39 -0.00471602 0.08810344
8/1/2021 157 146.360001 6.12 0.05849312 0.06901236
9/1/2021 156.839996 152.830002 5.99 -0.00101965 0.04325686
10/1/2021 151.350006 141.899994 5.5 -0.03563108 -0.07420366
11/1/2021 161.199997 148.990005 5.6 0.06305074 0.04875668
12/1/2021 162.470001 167.479996 5.66 0.00784756 0.11698469
1/1/2022 172.199997 177.830002 6.32 0.0581632 0.05996413
2/1/2022 173.149994 174.009995 5.92 0.00550166 -0.02171531
3/1/2022 163.070007 164.699997 5.29 -0.05997864 -0.05498712
4/1/2022 167.889999 174.029999 5.53 0.0291294 0.05510207
5/1/2022 173 156.710007 4.97 0.0299826 -0.10483068
6/1/2022 168.179993 149.899994 5.01 -0.0282568 -0.04442864
7/1/2022 166.740005 136.039993 4.61 -0.00859905 -0.09701946
8/1/2022 174.550003 161.009995 5.22 0.04577551 0.16851754
9/1/2022 170.919998 156.639999 5 -0.02101565 -0.02751627
10/1/2022 163.520004 138.210007 4.36 -0.04426027 -0.12517585
11/1/2022 180.940002 155.080002 4.44 0.10123016 0.11516681
12/1/2022 185.479996 148.210007 5 0.02478154 -0.04531089
1/1/2023 180.589996 130.279999 4.68 -0.02671779 -0.12894426
2/1/2023 170.880005 143.970001 4.74 -0.05526766 0.09991898
3/1/2023 172.320007 146.830002 4.66 0.00839167 0.01967052
3/22/2023 177.839996 159.300003 4.65 0.03153099 0.08151377
4/1/2022 164.149506 159.300004 1.3 -0.08010661 6.2775E-09
5/1/2022 122.401001 159.000004 3.4 -0.29347509 -0.00188501
 nokia pepsico
max 0.11163395
0.00429492 min -29.3%
-0.13598338 Promedio 0.280%
0.09664837 Desvest 5.41%
0.10163889 IC 95%
-0.0080863 Num DE Desvest 1.64485362695147
-0.0358165 VaR 9.2%
-0.11114314
-0.04487933 Posición 5,000,000
-0.0573513 Máxima pérdida 459056.951641501
0.02908674
-0.0448351 pepsico
-0.00530505 pepsico 1
0.00882618 apple 0.3367297823306
0.00175593 nokia -0.0534010380066254
0.01220591
-0.25976798 E(Rn) Volatilidad
-0.03428907 pepsico 0.280% 1.64485362695147
0.10163265 apple 1.697% 1.64485362695147
-0.04732066 nokia -0.756% 1.64485362695147
0.12994568
0.03981569
0.06477084 Máxima pérdida $ 459,056.95
0.11506933
-0.04121027 Varianza $ 1,069,854,820,619.40
0.05048391 Covarianza $ 1,034,337.87
-0.03762199 0.10343
-0.05078897
-0.19008269
0.00607905 $ 1,034,337.87
-0.04757878
0.12528776
0.07557552
-0.05705647
0.09614386
-0.02531781
-0.04011
-0.02888287
0.00365631
0.0216615
0.02294893
-0.01760609
0.01235673
 0.09371401
-0.02261809
-0.05715841
-0.08481185
-0.06015392
0.00796817
0.07453305
-0.10474683
0.03417418
-0.3293828
-0.03068581
0.0841745
0.02316706
-0.00510205
-0.25167986
0.14944036
0.15939792
0.05177627
0.12893368
-0.02242704
-0.21544133
-0.14566166
0.18330726
-0.01739174
0.21962861
-0.21962861
0.00250313
0.17395331
0.09033219
0.03396553
0.12701671
-0.02147068
-0.08534332
0.01801851
0.01065729
0.11029532
-0.06538276
-0.1125182
0.04436957
-0.10676798
0.00801607
-0.08320806
0.12426954
-0.04305949
-0.13696586
 0.01818232
0.11878354
-0.0661398
0.01273903
-0.01702169
-0.00214823
-1.27450296
0.96141117
 apple nokia
0.204562 0.96141
-17.8% -127.5%
1.697% -0.756%
8.70% 19.19%
95% 95%
1.64485362695147 1.64485362695147
16.0% 30.8%

4,600,000 400,000 $ 10,000,000.00

736129.798170542 123236.48048835 $ 1,318,423.23

apple nokia
0.374234274101722 0.307543739193673
1 0.261341812193354
0.261341812193354 1

Posición VaR Máxima Pérdida % de Portafolio

5,000,000 9.2% $ 459,056.95 50%
4,600,000 16.0% $ 736,129.80 46%
400,000 30.8% $ 123,236.48 4%
10,000,000

$ 736,129.80 $ 123,236.48