Cemex, S.A.B. de C.

V
Precio
Fecha Máxima Baja Cierre Volumen Cierre Rentabilidad Diaria
Apertura
11/10/2016 16.41 17.05 15.36 15.48 105058600 15.48 -5.83%
11/9/2016 15.9 16.7 15.51 16.36 158704500 16.36 2.85%
11/8/2016 16.59 17.19 16.59 16.74 56586500 16.74 0.90%
11/7/2016 16.17 16.81 16.17 16.66 82134900 16.66 2.99%
11/4/2016 16.2 16.68 15.79 15.83 71391000 15.83 -2.31%
11/3/2016 16.03 16.59 16.03 16.21 55425700 16.21 1.12%
11/2/2016 16.1 16.1 16.1 16.1 0 16.1 0.00%
11/1/2016 16.41 16.57 15.85 16.1 47153100 16.1 -1.91%
10/31/2016 16.45 16.62 16.32 16.36 51108900 16.36 -0.55%
10/28/2016 16.77 16.97 16.33 16.43 48079100 16.43 -2.05%
10/27/2016 17 17.17 16.46 16.86 41704200 16.86 -0.83%
10/26/2016 16.93 16.94 16.73 16.88 29583500 16.88 -0.30%
10/25/2016 16.91 17 16.79 16.87 19960400 16.87 -0.24%
10/24/2016 17 17.05 16.78 16.94 20839900 16.94 -0.35%
10/21/2016 16.74 17.2 16.66 16.93 43647900 16.93 1.13%
10/20/2016 16.55 16.73 16.32 16.69 35645300 16.69 0.84%
10/19/2016 16.35 16.65 16.17 16.45 38637800 16.45 0.61%
10/18/2016 16.2 16.45 16.1 16.3 41903400 16.3 0.62%
10/17/2016 16.06 16.17 15.9 16.07 16484300 16.07 0.06%
10/14/2016 16.03 16.25 15.9 15.95 25902000 15.95 -0.50%
10/13/2016 15.75 16.11 15.5 16.08 54806700 16.08 2.07%
10/12/2016 15.9 15.91 15.54 15.87 44828200 15.87 -0.19%
10/11/2016 15.93 16.25 15.84 15.95 59991000 15.95 0.13%
10/10/2016 15.67 16.1 15.58 16.02 55818600 16.02 2.21%

Rentabilidad mensual promedio 0.0196%

Varianza 0.0003323951
Riesgo 0.0186238318

VaR = F * S * ơ * √t
F= Valor que determna el nivel de confianza
S= Monto de la cartera a precio de mercado
ơ= Riesgo del activo
t= tiempo medido en dias

Varianza 0.0003323951
Desviacion estandar 0.0182317072
Nivel de confianza 95%
F= 1.64485363
S= $ 150,000.00
t= 5
VaR = $ 10,058.45
 AT&T Inc
Precio
Fecha Máxima Baja Cierre Volumen Cierre
Apertura
11/10/2016 2.25 2.45 2.25 2.45 719800 2.45
11/9/2016 2.15 2.25 2.15 2.25 370700 2.25
11/8/2016 2.3 2.3 2.15 2.2 1111100 2.2
11/7/2016 2.15 2.25 2.15 2.2 270900 2.2
11/4/2016 2.2 2.2 2.13 2.15 489800 2.15
11/3/2016 2.25 2.29 2.2 2.2 281200 2.2
11/2/2016 2.3 2.35 2.25 2.3 412900 2.3
11/1/2016 2.3 2.35 2.25 2.3 240900 2.3
10/31/2016 2.35 2.35 2.3 2.3 266300 2.3
10/28/2016 2.34 2.36 2.32 2.33 231300 2.33
10/27/2016 2.36 2.36 2.33 2.34 157400 2.34
10/26/2016 2.37 2.38 2.35 2.35 276800 2.35
10/25/2016 2.4 2.43 2.38 2.38 169900 2.38
10/24/2016 2.38 2.43 2.36 2.4 208300 2.4
10/21/2016 2.41 2.43 2.36 2.38 293000 2.38
10/20/2016 2.42 2.45 2.4 2.42 145500 2.42
10/19/2016 2.42 2.46 2.41 2.42 270300 2.42
10/18/2016 2.44 2.45 2.41 2.42 170200 2.42
10/17/2016 2.45 2.48 2.41 2.43 157400 2.43
10/14/2016 2.43 2.48 2.42 2.46 236100 2.46
10/13/2016 2.41 2.45 2.41 2.42 177900 2.42
10/12/2016 2.45 2.47 2.41 2.42 171700 2.42
10/11/2016 2.44 2.52 2.43 2.45 276200 2.45
10/10/2016 2.4 2.54 2.4 2.53 296600 2.53

Rentabilidad mensual promedio

Varianza
Riesgo

VaR = F * S * ơ * √t
F= Valor que determna el nivel de confianza
S= Monto de la cartera a precio de mercado
ơ= Riesgo del activo
t= tiempo medido en dias

Varianza
Desviacion estandar
Nivel de confianza
F=
S=
t=
VaR =
 Petroleo Brasileiro S.A
Precio
Rentabilidad Diaria Fecha Máxima Baja Cierre Volumen
Apertura
8.52% 11/10/2016 10.75 11.06 10.12 10.34 42375400
4.55% 11/9/2016 10.9 11.43 10.9 11.32 33800200
-4.45% 11/8/2016 11.15 11.62 11.12 11.43 25052500
2.30% 11/7/2016 11.11 11.43 11.11 11.4 25367700
-2.30% 11/4/2016 10.62 10.78 10.41 10.63 25873700
-2.25% 11/3/2016 10.99 11.05 10.54 10.61 19513500
0.00% 11/2/2016 10.89 11.01 10.52 10.73 25296500
0.00% 11/1/2016 11.61 11.71 10.85 11.09 32681900
-2.15% 10/31/2016 11.93 11.95 11.49 11.67 24290300
-0.43% 10/28/2016 12.06 12.19 11.83 11.87 20797000
-0.85% 10/27/2016 12.41 12.42 12.01 12.08 24321900
-0.85% 10/26/2016 12.01 12.37 11.96 12.16 28420400
-0.84% 10/25/2016 12.25 12.35 11.93 12.18 27543600
0.84% 10/24/2016 12.51 12.56 12.18 12.41 31429800
-1.25% 10/21/2016 11.91 12.19 11.88 12.17 20421400
0.00% 10/20/2016 11.71 12.01 11.65 12.01 23123500
0.00% 10/19/2016 11.89 12.12 11.82 11.88 27412800
-0.82% 10/18/2016 11.73 11.86 11.55 11.77 27611700
-0.82% 10/17/2016 11.2 11.44 11.09 11.41 19300600
1.23% 10/14/2016 11.18 11.27 10.97 11.14 25790900
0.41% 10/13/2016 10.55 11.02 10.4 11 26389400
-1.23% 10/12/2016 10.59 10.79 10.47 10.66 16116000
0.41% 10/11/2016 10.84 10.86 10.4 10.69 24821300
5.28% 10/10/2016 10.75 10.97 10.75 10.87 18247800

0.2204% Rentabilidad mensual promedio

0.0007048314 Varianza
0.0271196659 Riesgo

ơ * √t VaR = F * S * ơ * √t
rmna el nivel de confianza F= Valor que determna el nivel d
artera a precio de mercado S= Monto de la cartera a precio
ơ= Riesgo del activo
t= tiempo medido en dias

0.0007048314 Varianza
 0.0265486617 Desviacion estandar
95% Nivel de confianza
1.64485363 F=
$ 200,000.00 S=
5 t=
$ 19,529.22 VaR =
 Cierre Rentabilidad Diaria

10.34 -3.89%
11.32 3.78%
11.43 2.48%
11.4 2.58%
10.63 0.09%
10.61 -3.52%
10.73 -1.48%
11.09 -4.58%
11.67 -2.20%
11.87 -1.59%
12.08 -2.70%
12.16 1.24%
12.18 -0.57%
12.41 -0.80%
12.17 2.16%
12.01 2.53%
11.88 -0.08%
11.77 0.34%
11.41 1.86%
11.14 -0.36%
11 4.18%
10.66 0.66%
10.69 -1.39%
10.87 1.11%

sual promedio -0.0067%

nza 0.0005448308
o 0.0238436379

= F * S * ơ * √t
alor que determna el nivel de confianza
Monto de la cartera a precio de mercado
iesgo del activo
empo medido en dias

Varianza 0.0005448308
acion estandar 0.0233416103
l de confianza 95%
F= 1.64485363
S= $ 50,000.00
t= 5
VaR = $ 4,292.53