7/23/2019 Ejemplo Rto

1/1

wmt 50%

tgt 50%

PRECIOS

wmt tgt Ri wmt Ri tgt PORT

5-Jul-01 26.07 37.4

1-Aug-01 22 33.53 -16.97% -10.92% -13.95%

4-Sep-01 20.07 30.73 -9.18% -8.72% -8.95%1-Oct-01 20.02 30.15 -0.25% -1.91% -1.08%

1-Nov-01 23.35 36.38 15.39% 18.78% 17.08%

3-Dec-01 24.79 39.79 5.98% 8.96% 7.47%

2-Ja-02 23.03 43.04 -7.36% 7.85% 0.24%

4-!e"-02 18.09 40.66 -24.14% -5.69% -14.92%

1-#a$-02 19.17 41.85 5.80% 2.88% 4.34%

1-Ap$-02 20.25 42.36 5.48% 1.21% 3.35%

1-#a-02 22.79 40.29 11.82% -5.01% 3.40%

3-Ju-02 20.52 37.03 -10.49% -8.44% -9.46%

3-Oct-05 50.93 55.37 90.91% 40.23% 65.57%1-Nov-05 52.19 53.31 2.44% -3.79% -0.67%

1-Dec-05 55.31 54.76 5.81% 2.68% 4.24%

3-Ja-06 55.63 54.54 0.58% -0.40% 0.09%

1-!e"-06 58.46 54.29 4.96% -0.46% 2.25%

1-#a$-06 60.23 51.9 2.98% -4.50% -0.76%

3-Ap$-06 65.46 52.99 8.33% 2.08% 5.20%

1-#a-06 60.84 48.92 -7.32% -7.99% -7.66%

1-Ju-06 67.51 48.87 10.40% -0.10% 5.15%

3-Jul-06 67.65 49.17 0.21% 0.61% 0.41%

PROMEDIO 4.54% 1.30% 2.92%

VARIANZA 4.87% 1.26% 2.62%

COVARIANZA 2.066% 1.634%

COEF CORREL 87.52% 94.40%