NÚMERO FECHA CARSO TV AZTECA HERDEZ QUALITAS BACHOCBIMBO FEMSA
1 08.05.2019 69.37 1.53 39.81 52.75 85.85 39.87 120.89
2 07.05.2019 69.00 1.57 40.26 51.34 86.30 39.64 121.03
3 06.05.2019 67.66 1.57 40.37 52.27 87.22 39.70 123.05
4 03.05.2019 70.01 1.66 40.94 51.93 86.66 40.14 122.05
5 02.05.2019 71.76 1.61 41.16 50.97 86.73 40.48 121.56
6 30.04.2019 73.31 1.63 41.90 50.38 87.16 41.30 121.07
7 29.04.2019 71.34 1.67 40.11 50.58 86.21 41.37 120.38
8 26.04.2019 69.43 1.71 39.22 50.71 87.09 41.44 120.83
9 25.04.2019 71.29 1.76 40.02 50.43 85.96 42.09 121.07
10 24.04.2019 72.05 1.79 40.17 50.90 87.10 42.44 120.19
11 23.04.2019 71.07 1.76 38.33 50.46 81.42 41.94 119.05
12 18.04.2019 68.21 1.88 39.86 51.10 81.02 41.84 119.18
13 17.04.2019 68.87 1.93 40.07 50.87 81.33 41.61 119.29
14 16.04.2019 69.08 2.02 40.13 51.18 80.02 43.04 120.53
15 15.04.2019 70.91 2.06 40.15 50.59 80.37 42.43 121.75
16 12.04.2019 71.03 2.04 40.44 50.10 81.23 43.03 123.30
17 11.04.2019 70.84 2.07 40.63 50.13 79.81 42.89 122.98
18 10.04.2019 69.81 2.04 40.28 50.44 79.75 42.59 121.85
19 09.04.2019 73.51 2.06 40.63 50.29 77.68 42.22 120.93
20 08.04.2019 70.81 2.03 40.88 50.09 78.67 41.80 122.71
CUERVO CHEDRAUI CARSO TV AZTECA HERDEZ QUALITAS BACHOCO
30.66 33.28 0.53623188 -2.5477707 -1.1177347 2.74639657 -0.5214368
30.66 33.55 1.98049069 0 -0.2724796 -1.7792233 -1.0548039
30.91 33.75 -3.3566633 -5.4216867 -1.3922814 0.65472752 0.64620355
31.17 34.39 -2.4386845 3.10559006 -0.5344995 1.88346086 -0.0807103
32.04 34.83 -2.1143091 -1.2269939 -1.7661098 1.17109964 -0.4933456
32.37 34.81 2.76142417 -2.3952096 4.4627275 -0.3954132 1.10196033
32.44 34.36 2.7509722 -2.3391813 2.26925038 -0.2563597 -1.010449
32.05 34.83 -2.6090616 -2.8409091 -1.9990005 0.55522506 1.31456491
32.19 34.92 -1.054823 -1.6759777 -0.373413 -0.9233792 -1.3088404
31.91 35.08 1.37892219 1.70454545 4.80041743 0.8719778 6.97617293
31.62 35.19 4.19293359 -6.3829787 -3.8384345 -1.2524462 0.49370526
31.56 35.74 -0.9583273 -2.5906736 -0.5240829 0.45213289 -0.3811632
30.97 35.99 -0.3039954 -4.4554455 -0.1495141 -0.6057054 1.63709073
30.57 36.60 -2.5807361 -1.9417476 -0.0498132 1.16623839 -0.4354859
30.10 36.87 -0.1689427 0.98039216 -0.7171118 0.97804391 -1.0587221
29.80 37.03 0.26821005 -1.4492754 -0.4676348 -0.0598444 1.77922566
30.06 37.09 1.47543332 1.47058824 0.86891758 -0.6145916 0.07523511
30.13 37.29 -5.0333288 -0.9708738 -0.8614324 0.29827003 2.66477858
29.79 37.46 3.81302076 1.47783251 -0.611546 0.39928129 -1.2584213
RENTABILIDAD
29.78 37.55 PROMEDIO -0.076907 -1.4473566 -0.1196724 0.27841532 0.4781873
DESVIACIÓN
ESTANDAR 2.56254407 2.49058396 2.05854199 1.10082627 1.94774027
COVARIANZA
CARSO TV AZTECA HERDEZ QUALITAS BACHOCO
CARSO 6.22101989
TV AZTECA 0.12850335 5.87653435
HERDEZ 1.42398896 1.78466664 4.01456382
QUALITAS -1.1346176 0.64339536 -0.1036651 1.14803855
BACHOCO -0.4814662 0.2546907 1.71025162 0.11932869 3.59402414
BIMBO 0.72373492 0.79711596 0.61123186 0.10807515 0.35582085
FEMSA -0.6088717 -0.0346255 0.3818503 0.10897312 0.7206184
CUERVO 0.13771801 -0.7074767 0.43234891 -0.1870234 0.21070602
CHEDRAUI 0.23811615 0.59786838 0.61960154 -0.0032174 0.14993403
CARSO TV AZTECA HERDEZ QUALITAS BACHOCO
CARSO 1
TV AZTECA 0.02125314 1
HERDEZ 0.28494212 0.36743226 1
QUALITAS -0.4245614 0.24770744 -0.0482876 1
BACHOCO -0.1018227 0.05541942 0.45024649 0.05874571 1
BIMBO 0.24145454 0.2736198 0.25384783 0.08393329 0.15618077
FEMSA -0.2970491 -0.0173808 0.23190345 0.12375832 0.46253874
CUERVO 0.04960493 -0.2621902 0.19385638 -0.1568132 0.09985076
CHEDRAUI 0.13619041 0.35183045 0.44114544 -0.0042836 0.11282315
BIMBO FEMSA CUERVO CHEDRAUI
0.580222 -0.1156738 0 -0.804769
-0.1511335 -1.6416091 -0.8087997 -0.5925926
-1.0961634 0.81933634 -0.8341354 -1.8610061
-0.8399209 0.40309312 -2.7153558 -1.2632788
-1.9854722 0.40472454 -1.0194625 0.05745475
-0.1692047 0.57318491 -0.215783 1.3096624
-0.1689189 -0.3724241 1.21684867 -1.3494114
-1.5443098 -0.1982324 -0.4349177 -0.257732
-0.8246937 0.73217406 0.87746788 -0.4561003
1.1921793 0.95758085 0.91714105 -0.3125888
0.23900574 -0.1090787 0.19011407 -1.538892
0.55275174 -0.0922123 1.90506942 -0.6946374
-3.3224907 -1.0287895 1.30847236 -1.6666667
1.43766203 -1.0020534 1.56146179 -0.7323027
-1.394376 -1.2570965 1.00671141 -0.4320821
0.32641641 0.26020491 -0.8649368 -0.1617687
0.7043907 0.92736972 -0.2323266 -0.5363368
0.87636191 0.76077069 1.14132259 -0.4538174
1.00478469 -1.4505745 0.03357958 -0.2396804
-0.2412058 -0.0752266 0.15960376 -0.6308708
1.23467853 0.84432041 1.14360394 0.72019826
CARTERA 1
BIMBO FEMSA CUERVO CHEDRAUI qualitas
bachoco
cuervo
SUMA
1.44419787 MATRIZ DE RIESGO
0.11613298 0.67535712 qualitas
0.2697565 -0.189388 1.23899682 bachoco
0.17854984 0.0795247 -0.0431395 0.49138629 cuervo
Suma
Desviación
estándar
Rentabilidad
BIMBO FEMSA CUERVO CHEDRAUI
1
0.11759138 1
0.20166173 -0.2070383 1
0.21195058 0.13804598 -0.0552877 1
1 5000000
PREMISA MISMO % DE INVERSION
44.5% 2226163.518639
14.2% 711102.3790697
41.3% 2062734.102291
1.00 5000000
MATRIZ DE RIESGO
0.23
0.07
0.21
0.51
0.71494349
0.13 SOLVER
1
CARTERA 1 PREMISA MISMO % DE INVERSION
#REF! 33.3% 12.3% 33.3%
#REF! 33.3% 50.1% 33.3%
#REF! 33.3% 37.6% 33.3%
SUMA 1.00 100.0% 1.00
MATRIZ DE RIESGO
#REF! #REF!
#REF! #REF!
#REF! #REF!
Suma #REF!
Desviación estándar #REF!
Rentabilidad #REF! SOLVER
NÚMERO FECHA CARSO TV AZTECA HERDEZ QUALITAS BACHOCBIMBO FEMSA
1 08.05.2019 69.37 1.53 39.81 52.75 85.85 39.87 120.89
2 07.05.2019 69.00 1.57 40.26 51.34 86.30 39.64 121.03
3 06.05.2019 67.66 1.57 40.37 52.27 87.22 39.70 123.05
4 03.05.2019 70.01 1.66 40.94 51.93 86.66 40.14 122.05
5 02.05.2019 71.76 1.61 41.16 50.97 86.73 40.48 121.56
6 30.04.2019 73.31 1.63 41.90 50.38 87.16 41.30 121.07
7 29.04.2019 71.34 1.67 40.11 50.58 86.21 41.37 120.38
8 26.04.2019 69.43 1.71 39.22 50.71 87.09 41.44 120.83
9 25.04.2019 71.29 1.76 40.02 50.43 85.96 42.09 121.07
10 24.04.2019 72.05 1.79 40.17 50.90 87.10 42.44 120.19
11 23.04.2019 71.07 1.76 38.33 50.46 81.42 41.94 119.05
12 18.04.2019 68.21 1.88 39.86 51.10 81.02 41.84 119.18
13 17.04.2019 68.87 1.93 40.07 50.87 81.33 41.61 119.29
14 16.04.2019 69.08 2.02 40.13 51.18 80.02 43.04 120.53
15 15.04.2019 70.91 2.06 40.15 50.59 80.37 42.43 121.75
16 12.04.2019 71.03 2.04 40.44 50.10 81.23 43.03 123.30
17 11.04.2019 70.84 2.07 40.63 50.13 79.81 42.89 122.98
18 10.04.2019 69.81 2.04 40.28 50.44 79.75 42.59 121.85
19 09.04.2019 73.51 2.06 40.63 50.29 77.68 42.22 120.93
20 08.04.2019 70.81 2.03 40.88 50.09 78.67 41.80 122.71
CUERVO CHEDRAUI CARSO TV AZTECA HERDEZ QUALITAS BACHOCO
30.66 33.28 0.53623188 -2.5477707 -1.1177347 2.74639657 -0.5214368
30.66 33.55 1.98049069 0 -0.2724796 -1.7792233 -1.0548039
30.91 33.75 -3.3566633 -5.4216867 -1.3922814 0.65472752 0.64620355
31.17 34.39 -2.4386845 3.10559006 -0.5344995 1.88346086 -0.0807103
32.04 34.83 -2.1143091 -1.2269939 -1.7661098 1.17109964 -0.4933456
32.37 34.81 2.76142417 -2.3952096 4.4627275 -0.3954132 1.10196033
32.44 34.36 2.7509722 -2.3391813 2.26925038 -0.2563597 -1.010449
32.05 34.83 -2.6090616 -2.8409091 -1.9990005 0.55522506 1.31456491
32.19 34.92 -1.054823 -1.6759777 -0.373413 -0.9233792 -1.3088404
31.91 35.08 1.37892219 1.70454545 4.80041743 0.8719778 6.97617293
31.62 35.19 4.19293359 -6.3829787 -3.8384345 -1.2524462 0.49370526
31.56 35.74 -0.9583273 -2.5906736 -0.5240829 0.45213289 -0.3811632
30.97 35.99 -0.3039954 -4.4554455 -0.1495141 -0.6057054 1.63709073
30.57 36.60 -2.5807361 -1.9417476 -0.0498132 1.16623839 -0.4354859
30.10 36.87 -0.1689427 0.98039216 -0.7171118 0.97804391 -1.0587221
29.80 37.03 0.26821005 -1.4492754 -0.4676348 -0.0598444 1.77922566
30.06 37.09 1.47543332 1.47058824 0.86891758 -0.6145916 0.07523511
30.13 37.29 -5.0333288 -0.9708738 -0.8614324 0.29827003 2.66477858
29.79 37.46 3.81302076 1.47783251 -0.611546 0.39928129 -1.2584213
RENTABILIDAD
29.78 37.55 PROMEDIO -0.076907 -1.4473566 -0.1196724 0.27841532 0.4781873
DESVIACIÓN
ESTANDAR 2.56254407 2.49058396 2.05854199 1.10082627 1.94774027
COVARIANZA
CARSO TV AZTECA HERDEZ QUALITAS BACHOCO
CARSO 6.22101989
TV AZTECA 0.12850335 5.87653435
HERDEZ 1.42398896 1.78466664 4.01456382
QUALITAS -1.1346176 0.64339536 -0.1036651 1.14803855
BACHOCO -0.4814662 0.2546907 1.71025162 0.11932869 3.59402414
BIMBO 0.72373492 0.79711596 0.61123186 0.10807515 0.35582085
FEMSA -0.6088717 -0.0346255 0.3818503 0.10897312 0.7206184
CUERVO 0.13771801 -0.7074767 0.43234891 -0.1870234 0.21070602
CHEDRAUI 0.23811615 0.59786838 0.61960154 -0.0032174 0.14993403
CARSO TV AZTECA HERDEZ QUALITAS BACHOCO
CARSO 1
TV AZTECA 0.02125314 1
HERDEZ 0.28494212 0.36743226 1
QUALITAS -0.4245614 0.24770744 -0.0482876 1
BACHOCO -0.1018227 0.05541942 0.45024649 0.05874571 1
BIMBO 0.24145454 0.2736198 0.25384783 0.08393329 0.15618077
FEMSA -0.2970491 -0.0173808 0.23190345 0.12375832 0.46253874
CUERVO 0.04960493 -0.2621902 0.19385638 -0.1568132 0.09985076
CHEDRAUI 0.13619041 0.35183045 0.44114544 -0.0042836 0.11282315
BIMBO FEMSA CUERVO CHEDRAUI
0.580222 -0.1156738 0 -0.804769
-0.1511335 -1.6416091 -0.8087997 -0.5925926
-1.0961634 0.81933634 -0.8341354 -1.8610061
-0.8399209 0.40309312 -2.7153558 -1.2632788
-1.9854722 0.40472454 -1.0194625 0.05745475
-0.1692047 0.57318491 -0.215783 1.3096624
-0.1689189 -0.3724241 1.21684867 -1.3494114
-1.5443098 -0.1982324 -0.4349177 -0.257732
-0.8246937 0.73217406 0.87746788 -0.4561003
1.1921793 0.95758085 0.91714105 -0.3125888
0.23900574 -0.1090787 0.19011407 -1.538892
0.55275174 -0.0922123 1.90506942 -0.6946374
-3.3224907 -1.0287895 1.30847236 -1.6666667
1.43766203 -1.0020534 1.56146179 -0.7323027
-1.394376 -1.2570965 1.00671141 -0.4320821
0.32641641 0.26020491 -0.8649368 -0.1617687
0.7043907 0.92736972 -0.2323266 -0.5363368
0.87636191 0.76077069 1.14132259 -0.4538174
1.00478469 -1.4505745 0.03357958 -0.2396804
-0.2412058 -0.0752266 0.15960376 -0.6308708
1.23467853 0.84432041 1.14360394 0.72019826
CARTERA 1
BIMBO FEMSA CUERVO CHEDRAUI qualitas
bachoco
cuervo
SUMA
1.44419787 MATRIZ DE RIESGO
0.11613298 0.67535712 qualitas
0.2697565 -0.189388 1.23899682 bachoco
0.17854984 0.0795247 -0.0431395 0.49138629 cuervo
Suma
Desviación
estándar
Rentabilidad
BIMBO FEMSA CUERVO CHEDRAUI
1
0.11759138 1
0.20166173 -0.2070383 1
0.21195058 0.13804598 -0.0552877 1
1 5000000
PREMISA MISMO % DE INVERSION
44.5% 2226163.518639
14.2% 711102.3790697
41.3% 2062734.102291
1.00 5000000
MATRIZ DE RIESGO
0.23
0.07
0.21
0.51
0.71494349
0.13 SOLVER
1
CARTERA 1 PREMISA MISMO % DE INVERSION
#REF! 33.3% 12.3% 33.3%
#REF! 33.3% 50.1% 33.3%
#REF! 33.3% 37.6% 33.3%
SUMA 1.00 100.0% 1.00
MATRIZ DE RIESGO
#REF! #REF!
#REF! #REF!
#REF! #REF!
Suma #REF!
Desviación estándar #REF!
Rentabilidad #REF! SOLVER
