BIMBOA.MX CX COST.

MX ^MXX
Date Adj Close Adj Close Adj Close Adj Close
6/1/2016 53.6497 5.852952 2929.2146 45966.48828
7/1/2016 52.402683 7.256901 3135.455078 46660.67188
8/1/2016 50.152439 7.864015 3043.792236 47541.32031
9/1/2016 47.920944 7.531999 2961.522461 47245.80078
10/1/2016 47.733421 8.233974 2781.359863 48009.28125
11/1/2016 44.39555 7.408679 3071.134521 45315.96094
12/1/2016 44.076763 7.617375 3330.748779 45642.89844
1/1/2017 43.345436 8.78417 3388.553955 47001.05859
2/1/2017 44.461182 8.025279 3530.573975 46856.78906
3/1/2017 43.682968 8.603934 3159.742188 48541.55859
4/1/2017 43.2048 8.746226 3379.040283 49261.32813
5/1/2017 40.595848 8.158845 3350.123535 48788.44141
6/1/2017 43.02047 9.293387 2863.404053 49857.48828
7/1/2017 42.463844 9.57949 2809.369385 51011.87109
8/1/2017 40.888317 9.184866 2790.939453 51210.48047
9/1/2017 41.482677 8.957957 2990.80249 50346.05859
10/1/2017 41.812878 8.000995 3067.566162 48625.53125
11/1/2017 40.992092 7.487984 3422.475098 47092.44141
12/1/2017 41.048695 7.399194 3659.308105 49354.42188
1/1/2018 42.831791 8.178576 3615.436279 50456.17188
2/1/2018 41.614761 6.461963 3607.459961 47437.92969
3/1/2018 37.529697 6.531022 3427.579834 46124.85156
4/1/2018 41.067562 6.126533 3685.762939 48358.16016
5/1/2018 35.907001 5.879892 3912.353516 44662.55078
6/1/2018 36.804741 6.471828 4234.870605 47663.19922
7/1/2018 37.727474 7.349865 4044.510498 49698.01172
8/1/2018 37.813095 6.994705 4388.466797 49547.67969
9/1/2018 37.965294 6.945376 4380.05957 49504.16016
10/1/2018 36.195927 4.972258 4683.301758 43942.55078
11/1/2018 37.099636 5.070914 4795.023438 41732.78125
12/1/2018 37.242329 4.755215 3891.257324 41640.26953
1/1/2019 35.967625 5.366882 4014.574707 43987.94141
2/1/2019 36.367157 4.784812 4177.177734 42823.80859
3/1/2019 38.60265 4.577634 4646.620605 43281.28125
4/1/2019 40.162735 4.538172 4624.669922 44597.32031
5/1/2019 37.622833 4.064624 4650.611816 42749.16016
6/1/2019 38.481785 4.183011 5086.161621 43161.17188
7/1/2019 35.088318 3.512151 5488.52002 40863.08984
8/1/2019 33.713623 3.699597 5884.690918 42622.5
9/1/2019 34.598042 3.867312 5604.893555 43011.26953
10/1/2019 34.357712 3.719328 5715.673828 43337.28125
11/1/2019 32.492741 3.679866 5856.230957 42820.17969
12/1/2019 33.530975 3.729194 5557.02002 43541.01953
1/1/2020 32.497551 4.04 5824.126465 44108.30859
2/1/2020 28.541702 3.28 5466.209473 41324.30859
 3/1/2020 33.146442 2.12 6808.445313 34554.53125
4/1/2020 34.213512 2.12 7303.596191 36470.10938
5/1/2020 33.329094 2.4 6809.805664 36122.73047
6/1/2020 37.520126 2.88 6973.43457 37716.42969
7/1/2020 39.100124 3.06 7257.952637 37019.67969
8/1/2020 39.421974 3.21 7556.200195 36840.73047
9/1/2020 40.348518 3.8 7873.793457 37458.69141
10/1/2020 39.977905 4.15 7648.675781 36987.85938
11/1/2020 41.704197 4.6 7888.38916 41778.87109
12/1/2020 42.172348 5.17 7434.058594 44066.87891
1/1/2021 37.56889 5.73 7278.51416 42985.73047
2/1/2021 38.329628 6.61 6941.382324 44592.91016
3/1/2021 41.840744 6.97 7220.163574 47246.26172
4/1/2021 39.539013 7.89 7578.185059 48009.71875
5/1/2021 39.782841 8.24 7631.450195 49778.80859

Correlación entre las acciones

BIMBOA.MX CX COST.MX
BIMBOA.MX 1
CX 0.25910077919806 1
COST.MX 0.13197990240709 0.42526845949591 1

Indice beta (b)

BIMBOA.MX CX COST.MX
0.32 1.95 -0.38
Rendimiento promedio anual
1.34%
de mercado
Tasa de interés 0.29%
BIMBOA.MX CX COST.MX
Rendimiento requerido por
0.63% 2.33% -0.11%
acción para el CAPM
Ponderadores (Wj)
Cartera BIMBOA.MX CX * Los ponderadores están optimizados con solv
BIMBOA.MX - CX 35% 65%
BIMBOA.MX COST.MX
BIMBOA.MX - COST.MX 79% 21%
CX COST.MX
CX - COST.MX 33% 67%

BIMBOA.MX - CX BIMBOA.MX - COST.MX

s m s
0% 0%
 5% 5%
10% 10%
15% 15%
20% 20%
25% 25%
30% 30%
35% 35%
40% 40%
45% 45%
50% 50%
55% 55%
60% 60%
65% 65%
70% 70%
75% 75%
80% 80%
85% 85%
90% 90%
95% 95%
100% 100%

BIMBOA.MX - CX BIM
1200.00% 1200.00%

1000.00% 1000.00%

800.00% 800.00%

600.00% 600.00%

400.00% 400.00%

200.00% 200.00%

0.00% 0.00%
0.00% 200.00% 400.00% 600.00% 800.00% 1000.00% 1200.00% 0.00% 200.00%

Conclusión Mejores carteras Peores carteras

BIMBOA.MX - COST.MX BIMBOA.MX - CX
BIMBOA.MX CX COST.MX ^MXX

-2.35% 21.50% 6.80%

-4.39% 8.03% -2.97% 1.87%
-4.55% -4.31% -2.74% -0.62%
-0.39% 8.91% -6.28% 1.60%
-7.25% -10.56% 9.91% -5.77%
-0.72% 2.78% 8.12% 0.72%
-1.67% 14.25% 1.72% 2.93%
2.54% -9.04% 4.11% -0.31%
-1.77% 6.96% -11.10% 3.53%
-1.10% 1.64% 6.71% 1.47%
-6.23% -6.95% -0.86% -0.96%
5.80% 13.02% -15.70% 2.17%
-1.30% 3.03% -1.91% 2.29%
-3.78% -4.21% -0.66% 0.39%
1.44% -2.50% 6.92% -1.70%
0.79% -11.30% 2.53% -3.48%
-1.98% -6.63% 10.95% -3.20%
0.14% -1.19% 6.69% 4.69%
4.25% 10.01% -1.21% 2.21%
-2.88% -23.56% -0.22% -6.17%
-10.33% 1.06% -5.11% -2.81%
9.01% -6.39% 7.26% 4.73%
-13.43% -4.11% 5.97% -7.95%
2.47% 9.59% 7.92% 6.50%
2.48% 12.72% -4.60% 4.18%
0.23% -4.95% 8.16% -0.30%
0.40% -0.71% -0.19% -0.09%
-4.77% -33.42% 6.69% -11.92%
2.47% 1.96% 2.36% -5.16%
0.38% -6.43% -20.88% -0.22%
-3.48% 12.10% 3.12% 5.48%
1.10% -11.48% 3.97% -2.68%
5.97% -4.43% 10.65% 1.06%
3.96% -0.87% -0.47% 3.00%
-6.53% -11.02% 0.56% -4.23%
2.26% 2.87% 8.95% 0.96%
-9.23% -17.48% 7.61% -5.47%
-4.00% 5.20% 6.97% 4.22%
2.59% 4.43% -4.87% 0.91%
-0.70% -3.90% 1.96% 0.76%
-5.58% -1.07% 2.43% -1.20%
3.15% 1.33% -5.24% 1.67%
-3.13% 8.01% 4.69% 1.29%
-12.98% -20.84% -6.34% -6.52%
 14.96% -43.64% 21.96% -17.89%
3.17% 0.00% 7.02% 5.40%
-2.62% 12.41% -7.00% -0.96%
11.84% 18.23% 2.37% 4.32%
4.12% 6.06% 4.00% -1.86%
0.82% 4.79% 4.03% -0.48%
2.32% 16.87% 4.12% 1.66%
-0.92% 8.81% -2.90% -1.26%
4.23% 10.29% 3.09% 12.18%
1.12% 11.68% -5.93% 5.33%
-11.56% 10.28% -2.11% -2.48%
2.00% 14.29% -4.74% 3.67%
8.76% 5.30% 3.94% 5.78%
-5.66% 12.40% 4.84% 1.60%
0.61% 4.34% 0.70% 3.62%
m -0.51% 0.58% 1.62% 0.11% m
s 5.43% 12.00% 6.80% 4.68% s
s2 0.29% 1.44% 0.46% 0.22% s2

dores están optimizados con solver para minimizar el riesgo

MBOA.MX - COST.MX CX - COST.MX

m s m
0%
 5%
10%
15%
20%
25%
30%
35%
40%
45%
50%
55%
60%
65%
70%
75%
80%
85%
90%
95%
100%

BIMBOA.MX - COST.MX CX - COST.MX

1200.00% 1200.00%

1000.00% 1000.00%

800.00% 800.00%

600.00% 600.00%

400.00% 400.00%

200.00% 200.00%

0.00% 0.00%
0.00% 200.00% 400.00% 600.00% 800.00% 1000.00% 1200.00% 0.00% 200.00% 400.00% 600.00% 800.00%
BIMBOA.MX BIMBOA.MX CX
CX COST.MX COST.MX

13.18% -0.44% 11.60%

3.70% -4.09% 0.62%
-4.40% -4.17% -3.25%
5.67% -1.62% -1.32%
-9.41% -3.66% 3.23%
1.56% 1.13% 6.37%
8.70% -0.96% 5.81%
-5.00% 2.87% -0.18%
3.92% -3.72% -5.21%
0.68% 0.53% 5.06%
-6.70% -5.11% -2.85%
10.50% 1.31% -6.33%
1.52% -1.43% -0.29%
-4.06% -3.13% -1.82%
-1.13% 2.59% 3.84%
-7.08% 1.16% -1.98%
-5.01% 0.72% 5.21%
-0.73% 1.51% 4.12%
8.01% 3.11% 2.45%
-16.35% -2.33% -7.83%
-2.91% -9.24% -3.10%
-1.02% 8.64% 2.81%
-7.36% -9.38% 2.68%
7.11% 3.61% 8.47%
9.15% 1.00% 1.05%
-3.15% 1.89% 3.88%
-0.32% 0.28% -0.36%
-23.43% -2.38% -6.39%
2.14% 2.44% 2.23%
-4.05% -4.06% -16.17%
6.67% -2.10% 6.05%
-7.09% 1.70% -1.07%
-0.80% 6.94% 5.73%
0.82% 3.03% -0.60%
-9.46% -5.05% -3.22%
2.66% 3.66% 6.97%
-14.60% -5.71% -0.57%
1.99% -1.70% 6.39%
3.79% 1.03% -1.84%
-2.78% -0.14% 0.05%
-2.64% -3.91% 1.29%
1.96% 1.39% -3.10%
4.12% -1.50% 5.77%
-18.10% -11.59% -11.07%
-23.21% 16.42% 0.56%
1.10% 3.97% 4.73%
7.17% -3.53% -0.67%
16.00% 9.87% 7.55%
5.39% 4.10% 4.67%
3.40% 1.49% 4.27%
11.80% 2.70% 8.28%
5.42% -1.34% 0.92%
8.18% 3.99% 5.44%
8.00% -0.36% -0.19%
2.67% -9.59% 1.93%
10.00% 0.59% 1.47%
6.51% 7.76% 4.38%
6.10% -3.46% 7.31%
3.04% 0.63% 1.89%
11.85% -3.64% 75.68%
8.51% 5.50% 10.28%
0.72% 0.30% 1.06%
 CX - COST.MX

200.00% 400.00% 600.00% 800.00% 1000.00% 1200.00%