Fecha SQM-B Chile Falabella Colbun P.

Arauco CCU Entel

10/9/2023 -0.26% 1.41% -1.18% -0.31% -0.57% -2.43% -1.93%
3/9/2023 -7.88% -5.02% -2.44% -0.48% -1.36% -3.27% -2.19%
08/27/2023 4.13% 5.27% 1.95% 0.71% 2.28% -2.02% 3.15%
08/20/2023 -1.20% -3.23% -2.84% -5.80% -1.20% -0.15% -1.80%
08/13/2023 0.00% 0.12% -0.24% -2.35% -4.14% -3.37% -1.34%
6/8/2023 -2.35% -2.17% -2.98% 2.26% -1.46% -3.67% -1.78%
07/30/2023 -5.01% 1.79% -4.77% 3.11% -3.06% -2.31% -3.55%
07/23/2023 -4.14% 2.61% -3.00% 3.19% 2.27% -0.19% 0.92%
07/16/2023 -2.39% -4.16% 4.43% -4.47% -3.03% -2.27% -1.40%
9/7/2023 1.10% 1.77% 1.15% -2.35% -2.17% -0.82% 2.87%
2/7/2023 -4.25% 6.68% 7.15% 5.51% 0.80% 1.36% -0.41%
06/25/2023 1.66% 2.73% 5.01% 2.83% 2.15% 3.97% 2.09%
06/18/2023 8.94% 0.61% 3.14% -2.76% 4.04% 3.17% 0.70%
11/6/2023 4.07% 2.81% 3.71% 0.00% 2.96% -0.31% 2.55%
4/6/2023 -2.08% -1.96% -1.59% 2.43% 1.71% 3.74% 0.32%
05/28/2023 2.70% -1.68% 1.95% 2.37% -2.84% -0.73% 3.11%
05/21/2023 2.10% -2.85% 2.90% 0.93% 10.84% -0.82% -4.54%
05/14/2023 2.99% 2.69% -2.66% -3.29% -1.29% 1.55% 0.04%
7/5/2023 -6.91% -1.75% -5.04% 4.36% -1.08% -4.55% 3.13%
04/30/2023 1.67% -3.83% 7.46% 7.38% 1.27% -1.51% -2.19%
04/23/2023 8.76% 2.56% 1.69% 2.74% 4.14% 0.59% -4.39%
04/16/2023 -1.41% 1.63% 2.83% 0.96% -0.79% 0.32% 1.23%
9/4/2023 3.15% 8.45% -0.23% 6.41% 2.14% 8.56% 3.82%
2/4/2023 -15.94% 0.96% -3.34% -1.67% -1.41% -3.26% -0.63%
03/26/2023 3.74% 1.13% -0.28% 4.93% 1.85% 2.09% -3.70%
03/19/2023 -4.78% 0.54% -1.53% -1.97% -1.29% 0.83% 7.81%
12/3/2023 -2.37% 0.64% 0.23% 6.06% -0.34% 2.00% -2.00%
5/3/2023 6.09% 3.08% 4.38% 5.30% 6.86% 0.84% 2.53%
02/26/2023 -2.35% -6.53% -5.50% -6.07% -10.08% -4.19% -4.00%
02/19/2023 -12.75% 2.66% -1.65% 1.01% 12.60% -4.46% -2.99%
12/2/2023 1.83% 0.00% 1.08% 5.43% 7.49% 1.56% 2.60%
5/2/2023 2.30% 0.58% -1.27% 1.08% -6.44% 2.76% 3.84%
01/29/2023 -6.08% -2.27% -1.25% -5.00% -1.68% 1.93% 4.80%
01/22/2023 -4.29% 1.25% 3.66% 7.19% 2.45% -2.15% -1.70%
01/15/2023 1.59% 0.66% -0.78% -1.87% -2.85% 0.71% 3.46%
8/1/2023 7.39% 3.23% 0.27% 2.83% -0.46% 3.59% 1.90%
1/1/2023 3.16% -0.31% 2.55% 2.02% 2.15% 6.34% 0.49%
12/25/2022 1.63% 0.49% 5.50% 1.17% 4.21% -0.15% 0.79%
12/18/2022 -1.60% -5.13% 3.63% 0.44% -7.10% -0.50% -2.44%
11/12/2022 -4.57% 1.27% 0.30% 1.51% 6.17% 2.10% -1.24%
4/12/2022 -4.14% 2.85% 6.13% 11.54% 3.14% 6.83% 6.68%
11/27/2022 -4.89% 1.37% -1.90% 0.27% 4.00% 3.18% 6.35%
11/20/2022 -6.86% -1.48% 3.87% -2.54% -4.04% -8.42% 1.28%
11/13/2022 2.05% 0.21% -3.67% 1.60% 3.12% 2.40% -3.66%
6/11/2022 0.40% -0.40% -1.37% -4.97% -1.84% 3.57% -1.42%
10/30/2022 -13.74% 0.31% -7.88% -4.05% 5.67% 4.09% -3.60%
10/23/2022 10.00% -3.10% -6.05% -3.13% 11.15% -1.90% -1.51%
10/16/2022 0.22% 1.05% 0.28% -0.11% 4.17% 0.46% 0.84%
9/10/2022 -1.21% -1.61% 5.63% 6.91% 3.82% 0.84% 0.32%
2/10/2022 13.69% -0.61% -3.77% 9.08% -1.28% 2.64% 9.56%
09/25/2022 -6.76% 3.75% 3.76% -1.24% 0.86% -0.02% -0.65%
09/18/2022 -2.90% -0.14% -8.24% -5.29% -7.93% -4.94% -1.66%
 anualizadas
IPSA Bono 5 años SQM-B Chile Falabella Colbun P. Arauco CCU
-1.19% 2.18% -14% 73% -61% -16% -30% -126%
-2.84% 1.19% -410% -261% -127% -25% -71% -170%
2.28% 1.55% 215% 274% 101% 37% 119% -105%
-2.13% 1.57% -62% -168% -148% -302% -62% -8%
-0.83% 0.35% 0% 6% -12% -122% -215% -175%
-1.41% -1.55% -122% -113% -155% 118% -76% -191%
-1.98% 5.27% -261% 93% -248% 162% -159% -120%
-0.56% 1.48% -215% 136% -156% 166% 118% -10%
-0.73% -0.18% -124% -216% 230% -232% -158% -118%
0.61% -0.91% 57% 92% 60% -122% -113% -43%
2.78% 1.86% -221% 347% 372% 287% 42% 71%
3.17% -1.47% 86% 142% 261% 147% 112% 206%
2.69% 1.11% 465% 32% 163% -144% 210% 165%
1.89% 1.50% 212% 146% 193% 0% 154% -16%
-1.05% -1.30% -108% -102% -83% 126% 89% 194%
0.86% -2.00% 140% -87% 101% 123% -148% -38%
0.66% -3.51% 109% -148% 151% 48% 564% -43%
0.79% -2.56% 155% 140% -138% -171% -67% 81%
-0.78% 0.00% -359% -91% -262% 227% -56% -237%
1.02% 0.86% 87% -199% 388% 384% 66% -79%
2.12% 1.58% 456% 133% 88% 142% 215% 31%
1.21% -1.89% -73% 85% 147% 50% -41% 17%
3.59% -3.00% 164% 439% -12% 333% 111% 445%
-3.51% 3.99% -829% 50% -174% -87% -73% -170%
2.71% 1.94% 194% 59% -15% 256% 96% 109%
-0.95% 1.07% -249% 28% -80% -102% -67% 43%
1.44% 2.75% -123% 33% 12% 315% -18% 104%
2.68% -4.05% 317% 160% 228% 276% 357% 44%
-5.22% -7.34% -122% -340% -286% -316% -524% -218%
-0.84% -1.92% -663% 138% -86% 53% 655% -232%
2.02% 1.79% 95% 0% 56% 282% 389% 81%
0.05% 2.33% 120% 30% -66% 56% -335% 144%
-1.18% 4.53% -316% -118% -65% -260% -87% 100%
1.47% 2.68% -223% 65% 190% 374% 127% -112%
-0.69% 2.76% 83% 34% -41% -97% -148% 37%
2.20% 0.74% 384% 168% 14% 147% -24% 187%
1.54% 1.50% 164% -16% 133% 105% 112% 330%
0.39% -5.17% 85% 25% 286% 61% 219% -8%
-2.39% -1.58% -83% -267% 189% 23% -369% -26%
0.13% -0.87% -238% 66% 16% 79% 321% 109%
1.82% 5.12% -215% 148% 319% 600% 163% 355%
-0.61% -0.91% -254% 71% -99% 14% 208% 165%
-1.85% 1.10% -357% -77% 201% -132% -210% -438%
0.78% -1.44% 107% 11% -191% 83% 162% 125%
1.01% -3.99% 21% -21% -71% -258% -96% 186%
-2.88% -2.20% -714% 16% -410% -211% 295% 213%
2.50% -11.14% 520% -161% -315% -163% 580% -99%
0.51% -2.35% 11% 55% 15% -6% 217% 24%
0.90% -0.87% -63% -84% 293% 359% 199% 44%
3.52% -1.29% 712% -32% -196% 472% -67% 137%
-2.11% -4.53% -352% 195% 196% -64% 45% -1%
-0.67% -0.27% -151% -7% -428% -275% -412% -257%
 rentabilidad
Entel IPSA Bono 5 años SQM-B Chile
-100% -62% 113% rentabilidad -37.75% 18.93%
-114% -148% 62% precio 50890 90
164% 119% 81%
-94% -111% 82% SQM-B Chile
-70% -43% 18% SQM-B 8.868275142745 0.37294444
-93% -73% -81% Chile 0.372944438431 2.24235431
-185% -103% 274% Falabella 1.140874259608 0.59028313
48% -29% 77% Colbun 1.27211731451 1.05218509
-73% -38% -9% P. Arauco 0.726673306667 1.00257515
149% 32% -47% CCU 1.581540632941 0.99560504
-21% 145% 97% Entel 0.997006542745 0.70014234
109% 165% -76% IPSA 2.141711377255 0.79493116
36% 140% 58% Bono 5 años -1.13489183294 0.46286253
133% 98% 78% RIESGO 298% 61%
17% -55% -68% CORRELACIÓN
162% 45% -104%
-236% 34% -183% monto $ 15,000,000
2% 41% -133% % comisión 0.8%
163% -41% 0% comisión $ 120,000
-114% 53% 45% disponible $ 14,880,000
-228% 110% 82%
64% 63% -98% titulos w
199% 187% -156% SQM-B 28 9.58%
-33% -183% 207% Chile 0 0.00%
-192% 141% 101% Falabella 2280 30.90%
406% -49% 56% Colbun 15551 12.74%
-104% 75% 143% P. Arauco 0 0.00%
132% 139% -211% CCU 1242 46.78%
-208% -271% -382% Entel 0 0.00%
-155% -44% -100%
135% 105% 93%
200% 3% 121% total 100.00%
250% -61% 236%
-88% 76% 139% wt 0.095760752688 0
180% -36% 144% wtX #NAME? #NAME?
99% 114% 38% wtXw #NAME?
25% 80% 78% riesgo 1.345573898912
41% 20% -269% rentabilidad portafolio 0.124501636048
-127% -124% -82%
-64% 7% -45%
347% 95% 266%
330% -32% -47%
67% -96% 57%
-190% 41% -75%
-74% 53% -207%
-187% -150% -114%
-79% 130% -579%
44% 27% -122%
17% 47% -45%
497% 183% -67%
-34% -110% -236%
-86% -35% -14%
Falabella Colbun P. Arauco CCU Entel IPSA Bono 5 años maximo
9.19% 53.84% 44.58% 13.61% 20.46% 12.94% -15.49% 53.84%
2016.8 121.88 1120 5605 3000

Falabella Colbun P. Arauco CCU Entel IPSA Bono 5 años

1.14087425960784 1.27211731 0.72667331 1.58154063 0.99700654 2.14171138 -1.13489183
0.59028312862745 1.05218509 1.00257515 0.99560504 0.70014234 0.79493116 0.46286253
3.84558926980392 1.72353021 0.86469754 0.55034668 0.42040301 0.85766481 0.43469907
1.72353021176471 4.45476096 1.51955285 1.18583504 0.87364613 1.19772261 0.86276956
0.86469753882353 1.51955285 5.58344519 1.00047492 -0.28855771 1.06053233 -0.8676325
0.55034668 1.18583504 1.00047492 2.80218035 0.96849162 0.87630227 0.13902117
0.42040301333333 0.87364613 -0.28855771 0.96849162 2.80230671 0.54645299 0.46098597
0.85766481411765 1.19772261 1.06053233 0.87630227 0.54645299 1.04140441 -0.02782932
0.43469906745098 0.86276956 -0.8676325 0.13902117 0.46098597 -0.02782932 2.50282912
107% 113% 85% 126% 100% 146% 107%
Minimo
61.07%
0.61069177

capital por acción

$ 1,424,920
$ -
$ 4,598,304
$ 1,895,356
$ -
$ 6,961,410
$ -

$ 14,879,990

0.30902580645161 0.12737607 0 0.46783669 0

#NAME? #NAME? #NAME? #NAME? #NAME?
 SQM-B Chile Falabella Colbun P. Arauco CCU
SQM-B 8.69773139 0.36577243 1.11893437 1.24765352 0.71269882 1.55112639
Chile 0.36577243 2.19923211 0.57893153 1.03195076 0.98329486 0.97645879
Falabella 1.11893437 0.57893153 3.77163563 1.6903854 0.84806874 0.53976309
Colbun 1.24765352 1.03195076 1.6903854 4.36909248 1.49033068 1.16303052
P. Arauco 0.71269882 0.98329486 0.84806874 1.49033068 5.47607124 0.98123502
CCU 1.55112639 0.97645879 0.53976309 1.16303052 0.98123502 2.74829227
Entel 0.97783334 0.68667806 0.41231834 0.85684524 -0.28300852 0.94986678
IPSA 2.10052462 0.77964402 0.84117126 1.17468948 1.04013748 0.8594503
Bono 5 años -1.11306699 0.45396133 0.42633947 0.84617784 -0.85094726 0.13634769

COEF DE CORRELACIÓN
SQM-B Chile Falabella Colbun P. Arauco CCU
SQM-B 1
Chile 0.08363199 1
Falabella 0.1953605 0.20101423 1
Colbun 0.20239295 0.33291075 0.41641393 1
P. Arauco 0.10326865 0.28334378 0.1866086 0.30468599 1
CCU 0.31725811 0.39717959 0.16765127 0.33563252 0.2529339 1
Entel 0.19999567 0.27930351 0.12806385 0.24726664 -0.07294973 0.34561294
IPSA 0.70474444 0.52019682 0.42857461 0.55607624 0.43980795 0.51297498
Bono 5 años -0.24089029 0.19538189 0.14011727 0.25838483 -0.23209676 0.05249492
 Entel IPSA Bono 5 años
0.97783334 2.10052462 -1.11306699
0.68667806 0.77964402 0.45396133
0.41231834 0.84117126 0.42633947
0.85684524 1.17468948 0.84617784
-0.28300852 1.04013748 -0.85094726
0.94986678 0.8594503 0.13634769
2.7484162 0.53594428 0.45212086
0.53594428 1.0213774 -0.02729414
0.45212086 -0.02729414 2.45469779

Entel IPSA Bono 5 años

1
0.08363199
0.1953605
0.20239295
0.10326865
0.16765127
1 -0.07294973
0.31987866 1 0.31987866
0.17406613 -0.01723762 1 -0.24089029