Ejercicio 15-02-2023 - Portafolio Mark

FECHA AMAZON FECHA MICROSOFT FECHA GE FECHA MCDONALD´S
8/8/2022 139.410004 8/8/2022 279.726257 8/8/2022 75.18 8/8/2022 255.401978

8/9/2022 137.830002 8/9/2022 281.702057 8/9/2022 74.93 8/9/2022 258.644226
8/10/2022 142.690002 8/10/2022 288.547516 8/10/2022 77.139999 8/10/2022 259.937134
8/11/2022 140.639999 8/11/2022 286.412048 8/11/2022 78.900002 8/11/2022 257.868469
8/12/2022 143.550003 8/12/2022 291.291718 8/12/2022 79.93 8/12/2022 260.752686
8/15/2022 143.179993 8/15/2022 292.848389 8/15/2022 79.809998 8/15/2022 263.994965
8/16/2022 144.779999 8/16/2022 292.089996 8/16/2022 81.07 8/16/2022 264.840332
8/17/2022 142.100006 8/17/2022 291.320007 8/17/2022 79.919998 8/17/2022 265.367432
8/18/2022 142.300003 8/18/2022 290.170013 8/18/2022 79.209999 8/18/2022 265.128723
8/19/2022 138.229996 8/19/2022 286.149994 8/19/2022 77.720001 8/19/2022 265.088959
8/22/2022 133.220001 8/22/2022 277.75 8/22/2022 74.779999 8/22/2022 261.518524
8/23/2022 133.619995 8/23/2022 276.440002 8/23/2022 76.099998 8/23/2022 259.121643
8/24/2022 133.800003 8/24/2022 275.790009 8/24/2022 76.739998 8/24/2022 259.43988
8/25/2022 137.279999 8/25/2022 278.850006 8/25/2022 78.139999 8/25/2022 261.130615
8/26/2022 130.75 8/26/2022 268.089996 8/26/2022 75.269997 8/26/2022 255.551178
8/29/2022 129.789993 8/29/2022 265.230011 8/29/2022 76.050003 8/29/2022 254.268188
8/30/2022 128.729996 8/30/2022 262.970001 8/30/2022 75.129997 8/30/2022 252.110016
8/31/2022 126.769997 8/31/2022 261.470001 8/31/2022 73.440002 8/31/2022 252.279999
9/1/2022 127.82 9/1/2022 260.399994 9/1/2022 73.080002 9/1/2022 256.470001
9/2/2022 127.510002 9/2/2022 256.059998 9/2/2022 72.43 9/2/2022 254.509995
9/6/2022 126.110001 9/6/2022 253.25 9/6/2022 72.160004 9/6/2022 254.389999
9/7/2022 129.479996 9/7/2022 258.089996 9/7/2022 73.580002 9/7/2022 258.420013
9/8/2022 129.820007 9/8/2022 258.519989 9/8/2022 73.769997 9/8/2022 260.079987
FECHA COCA-COLA AMAZON
8/8/2022 62.970001 AMAZON
8/9/2022 63.049999 -0.0113334908
8/10/2022 63.650002 0.0352608280
8/11/2022 63.220001 -0.0143668300
8/12/2022 63.700001 0.0206911549
8/15/2022 64.5 -0.0025775687
8/16/2022 65.029999 0.0111747875
8/17/2022 64.879997 -0.0185107958
8/18/2022 65.220001 0.0014074384
8/19/2022 65.169998 -0.0286015946
8/22/2022 64.199997 -0.0362439061
8/23/2022 64.269997 0.0030025071
8/24/2022 64.360001 0.0013471636
8/25/2022 64.669998 0.0260089381
8/26/2022 63.110001 -0.0475670094
8/29/2022 62.73 -0.0073423098
8/30/2022 62.150002 -0.0081670164
8/31/2022 61.709999 -0.0152256588
9/1/2022 62 0.0082827406
9/2/2022 61.150002 -0.0024252699
9/6/2022 61.18 -0.0109795387
9/7/2022 62.310001 0.0267226625
9/8/2022 62.119999 0.0026259732
AMAZON
RETORNO ESPERADO -0.3037127047%
VARIANZA 0.0392253303%
DESVIACIÓN ESTANDAR 1.9805385698%
1.9805385698%
DESEMPEÑO -15.33485433%
W a AMAZON 0%
W b MICROSOFT 0%
W c GE 0%
W d MCDONALD´S 49%
W e COCA COLA 51%
TOTAL 100%
AMAZON
AMAZON 0.0000000000
MICROSOFT 0.0000000000
GE 0.0000000000
MCDONALD´S 0.0000000000
COCA COLA 0.0000000000
AMAZON
AMAZON Wa*Wa*Cov(a,a)
MICROSOFT Wa*Wb*Cov(a,b)
GE Wa*Wc*Cov(a,c)
MCDONALD´S Wa*Wd*Cov(a,d)
COCA COLA Wa*We*Cov(a,e)
AMAZON
AMAZON 0.00039225
GE 0.00029630
MCDONALD 0.00012508
COCA COLA 0.00014844
MICROSOFT GE MCDONALD COCA COLA
0.0070633341 -0.0033253525 0.0126946863 0.0012704145
0.0243003515 0.0294941812 0.0049987893 0.0095163047
-0.0074007499 0.0228156990 -0.0079583281 -0.0067557107
0.0170372372 0.0130544737 0.0111848378 0.0075925339
0.0053440277 -0.0015013387 0.0124343072 0.0125588538
-0.0025897120 0.0157875208 0.0032022088 0.0082170388
-0.0026361362 -0.0141852967 0.0019902558 -0.0023066585
-0.0039475284 -0.0088838716 -0.0008995414 0.0052405058
-0.0138540125 -0.0188107312 -0.0001499800 -0.0007666820
-0.0293552129 -0.0378281261 -0.0134688182 -0.0148841649
-0.0047164644 0.0176517654 -0.0091652437 0.0010903427
-0.0023512986 0.0084099871 0.0012281375 0.0014004046
0.0110953874 0.0182434328 0.0065168663 0.0048166096
-0.0385870890 -0.0367289741 -0.0213664606 -0.0241224223
-0.0106680034 0.0103627744 -0.0050204817 -0.0060212485
-0.0085209437 -0.0120973828 -0.0084877783 -0.0092459429
-0.0057040727 -0.0224942775 0.0006742414 -0.0070796941
-0.0040922744 -0.0049019607 0.0166085382 0.0046994167
-0.0166666517 -0.0088943895 -0.0076422427 -0.0137096452
-0.0109739827 -0.0037276819 -0.0004714785 0.0004905642
0.0191115341 0.0196784634 0.0158418728 0.0184701046
0.0016660584 0.0025821554 0.0064235505 -0.0030493018
MICROSOFT GE MCDONALD´S COCA COLA

-0.3474827386% -0.0695405903% 0.0871269936% -0.0571744413%
0.0203319604% 0.0327844606% 0.0091720461% 0.0091329606%
1.4259018333% 1.8106479665% 0.9577079965% 0.9556652465%
1.4259018333% 1.8106479665% 0.9577079965% 0.9556652465%
-24.36933107% -3.84064664% 9.09744869% -5.98268500%
RIESGO 0.9168445939%
RETORNO 0.014031667%
DESEMPEÑO 1.530430293393410%

0.0000000000 0.0000000000 0.0000000000 0.0000000000
0.0000000000 0.0000000000 0.0000000000 0.0000000000
0.0000000000 0.0000000000 0.0000000000 0.0000000000
0.0000000000 0.0000000000 0.0000223336 0.0000191463
0.0000000000 0.0000000000 0.0000191463 0.0000234342

Wb*Wa*Cov(b,a) Wc*Wa*Cov(c,a) Wd*Wa*Cov(d,a) We*Wa*Cov(e,a)
Wb*Wb*Cov(b,b) Wc*Wb*Cov(c,b) Wd*Wb*Cov(d,b) We*Wb*Cov(e,b)
Wb*Wc*Cov(b,c) Wc*Wc*Cov(c,c) Wd*Wc*Cov(d,c) We*Wc*Cov(e,c)
Wb*Wd*Cov(b,d) Wc*Wd*Cov(c,d) Wd*Wd*Cov(d,d) We*Wd*Cov(e,d)
Wb*We*Cov(b,e) Wc*We*Cov(c,e) Wd*We*Cov(d,e) We*We*Cov(e,e)

0.00024763 0.00029630 0.00012508 0.00014844
0.00020332 0.00019615 0.00010992 0.00011662
0.00019615 0.00032784 0.00007779 0.00011607
0.00010992 0.00007779 0.00009172 0.00007660
0.00011662 0.00011607 0.00007660 0.00009133
8/8/2022 139.410004 8/8/2022 279.726257 8/8/2022 75.18 8/8/2022 255.401978
8/9/2022 137.830002 8/9/2022 281.702057 8/9/2022 74.93 8/9/2022 258.644226
8/10/2022 142.690002 8/10/2022 288.547516 8/10/2022 77.139999 8/10/2022 259.937134
8/11/2022 140.639999 8/11/2022 286.412048 8/11/2022 78.900002 8/11/2022 257.868469
8/12/2022 143.550003 8/12/2022 291.291718 8/12/2022 79.93 8/12/2022 260.752686
8/15/2022 143.179993 8/15/2022 292.848389 8/15/2022 79.809998 8/15/2022 263.994965
8/16/2022 144.779999 8/16/2022 292.089996 8/16/2022 81.07 8/16/2022 264.840332
8/17/2022 142.100006 8/17/2022 291.320007 8/17/2022 79.919998 8/17/2022 265.367432
8/18/2022 142.300003 8/18/2022 290.170013 8/18/2022 79.209999 8/18/2022 265.128723
8/19/2022 138.229996 8/19/2022 286.149994 8/19/2022 77.720001 8/19/2022 265.088959
8/22/2022 133.220001 8/22/2022 277.75 8/22/2022 74.779999 8/22/2022 261.518524
8/23/2022 133.619995 8/23/2022 276.440002 8/23/2022 76.099998 8/23/2022 259.121643
8/24/2022 133.800003 8/24/2022 275.790009 8/24/2022 76.739998 8/24/2022 259.43988
8/25/2022 137.279999 8/25/2022 278.850006 8/25/2022 78.139999 8/25/2022 261.130615
8/26/2022 130.75 8/26/2022 268.089996 8/26/2022 75.269997 8/26/2022 255.551178
8/29/2022 129.789993 8/29/2022 265.230011 8/29/2022 76.050003 8/29/2022 254.268188
8/30/2022 128.729996 8/30/2022 262.970001 8/30/2022 75.129997 8/30/2022 252.110016
8/31/2022 126.769997 8/31/2022 261.470001 8/31/2022 73.440002 8/31/2022 252.279999
9/1/2022 127.82 9/1/2022 260.399994 9/1/2022 73.080002 9/1/2022 256.470001
9/2/2022 127.510002 9/2/2022 256.059998 9/2/2022 72.43 9/2/2022 254.509995
9/6/2022 126.110001 9/6/2022 253.25 9/6/2022 72.160004 9/6/2022 254.389999
9/7/2022 129.479996 9/7/2022 258.089996 9/7/2022 73.580002 9/7/2022 258.420013
9/8/2022 129.820007 9/8/2022 258.519989 9/8/2022 73.769997 9/8/2022 260.079987
8/8/2022 62.970001 AMAZON
8/9/2022 63.049999 -0.0113334908
8/10/2022 63.650002 0.0352608280
8/11/2022 63.220001 -0.0143668300
8/12/2022 63.700001 0.0206911549
8/15/2022 64.5 -0.0025775687
8/16/2022 65.029999 0.0111747875
8/17/2022 64.879997 -0.0185107958
8/18/2022 65.220001 0.0014074384
8/19/2022 65.169998 -0.0286015946
8/22/2022 64.199997 -0.0362439061
8/23/2022 64.269997 0.0030025071
8/24/2022 64.360001 0.0013471636
8/25/2022 64.669998 0.0260089381
8/26/2022 63.110001 -0.0475670094
8/29/2022 62.73 -0.0073423098
8/30/2022 62.150002 -0.0081670164
8/31/2022 61.709999 -0.0152256588
9/1/2022 62 0.0082827406
9/2/2022 61.150002 -0.0024252699
9/6/2022 61.18 -0.0109795387
9/7/2022 62.310001 0.0267226625
9/8/2022 62.119999 0.0026259732
AMAZON
VARIANZA 0.0392253303%
1.9805385698%
DESEMPEÑO -15.33485433%
W a AMAZON 0%
W b MICROSOFT 0%
W c GE 0%
W d MCDONALD´S 100%
W e COCA COLA 0%
TOTAL 100%
AMAZON
AMAZON 0.0000000000
GE 0.0000000000
MCDONALD´S 0.0000000000
COCA COLA 0.0000000000
AMAZON
GE Wa*Wc*Cov(a,c)
AMAZON
AMAZON 0.00039225
GE 0.00029630
MCDONALD 0.00012508
0.0070633341 -0.0033253525 0.0126946863 0.0012704145
0.0243003515 0.0294941812 0.0049987893 0.0095163047
-0.0074007499 0.0228156990 -0.0079583281 -0.0067557107
0.0170372372 0.0130544737 0.0111848378 0.0075925339
0.0053440277 -0.0015013387 0.0124343072 0.0125588538
-0.0025897120 0.0157875208 0.0032022088 0.0082170388
-0.0026361362 -0.0141852967 0.0019902558 -0.0023066585
-0.0039475284 -0.0088838716 -0.0008995414 0.0052405058
-0.0138540125 -0.0188107312 -0.0001499800 -0.0007666820
-0.0293552129 -0.0378281261 -0.0134688182 -0.0148841649
-0.0047164644 0.0176517654 -0.0091652437 0.0010903427
-0.0023512986 0.0084099871 0.0012281375 0.0014004046
0.0110953874 0.0182434328 0.0065168663 0.0048166096
-0.0385870890 -0.0367289741 -0.0213664606 -0.0241224223
-0.0106680034 0.0103627744 -0.0050204817 -0.0060212485
-0.0085209437 -0.0120973828 -0.0084877783 -0.0092459429
-0.0057040727 -0.0224942775 0.0006742414 -0.0070796941
-0.0040922744 -0.0049019607 0.0166085382 0.0046994167
-0.0166666517 -0.0088943895 -0.0076422427 -0.0137096452
-0.0109739827 -0.0037276819 -0.0004714785 0.0004905642
0.0191115341 0.0196784634 0.0158418728 0.0184701046
0.0016660584 0.0025821554 0.0064235505 -0.0030493018

-0.3474827386% -0.0695405903% 0.0871269936% -0.0571744413%
0.0203319604% 0.0327844606% 0.0091720461% 0.0091329606%
1.4259018333% 1.8106479665% 0.9577079965% 0.9556652465%
1.4259018333% 1.8106479665% 0.9577079965% 0.9556652465%
-24.36933107% -3.84064664% 9.09744869% -5.98268500%
RIESGO 0.9577079965%
RETORNO 0.087126994%
DESEMPEÑO 9.097448689819210%

0.0000000000 0.0000000000 0.0000000000 0.0000000000
0.0000000000 0.0000000000 0.0000000000 0.0000000000
0.0000000000 0.0000000000 0.0000000000 0.0000000000
0.0000000000 0.0000000000 0.0000917205 0.0000000000
0.0000000000 0.0000000000 0.0000000000 0.0000000000


0.00024763 0.00029630 0.00012508 0.00014844
0.00020332 0.00019615 0.00010992 0.00011662
0.00019615 0.00032784 0.00007779 0.00011607
0.00010992 0.00007779 0.00009172 0.00007660
0.00011662 0.00011607 0.00007660 0.00009133
8/8/2022 139.410004 8/8/2022 279.726257 8/8/2022 75.18 8/8/2022 255.401978
8/9/2022 137.830002 8/9/2022 281.702057 8/9/2022 74.93 8/9/2022 258.644226
8/10/2022 142.690002 8/10/2022 288.547516 8/10/2022 77.139999 8/10/2022 259.937134
8/11/2022 140.639999 8/11/2022 286.412048 8/11/2022 78.900002 8/11/2022 257.868469
8/12/2022 143.550003 8/12/2022 291.291718 8/12/2022 79.93 8/12/2022 260.752686
8/15/2022 143.179993 8/15/2022 292.848389 8/15/2022 79.809998 8/15/2022 263.994965
8/16/2022 144.779999 8/16/2022 292.089996 8/16/2022 81.07 8/16/2022 264.840332
8/17/2022 142.100006 8/17/2022 291.320007 8/17/2022 79.919998 8/17/2022 265.367432
8/18/2022 142.300003 8/18/2022 290.170013 8/18/2022 79.209999 8/18/2022 265.128723
8/19/2022 138.229996 8/19/2022 286.149994 8/19/2022 77.720001 8/19/2022 265.088959
8/22/2022 133.220001 8/22/2022 277.75 8/22/2022 74.779999 8/22/2022 261.518524
8/23/2022 133.619995 8/23/2022 276.440002 8/23/2022 76.099998 8/23/2022 259.121643
8/24/2022 133.800003 8/24/2022 275.790009 8/24/2022 76.739998 8/24/2022 259.43988
8/25/2022 137.279999 8/25/2022 278.850006 8/25/2022 78.139999 8/25/2022 261.130615
8/26/2022 130.75 8/26/2022 268.089996 8/26/2022 75.269997 8/26/2022 255.551178
8/29/2022 129.789993 8/29/2022 265.230011 8/29/2022 76.050003 8/29/2022 254.268188
8/30/2022 128.729996 8/30/2022 262.970001 8/30/2022 75.129997 8/30/2022 252.110016
8/31/2022 126.769997 8/31/2022 261.470001 8/31/2022 73.440002 8/31/2022 252.279999
9/1/2022 127.82 9/1/2022 260.399994 9/1/2022 73.080002 9/1/2022 256.470001
9/2/2022 127.510002 9/2/2022 256.059998 9/2/2022 72.43 9/2/2022 254.509995
9/6/2022 126.110001 9/6/2022 253.25 9/6/2022 72.160004 9/6/2022 254.389999
9/7/2022 129.479996 9/7/2022 258.089996 9/7/2022 73.580002 9/7/2022 258.420013
9/8/2022 129.820007 9/8/2022 258.519989 9/8/2022 73.769997 9/8/2022 260.079987
8/8/2022 62.970001 AMAZON
8/9/2022 63.049999 -0.0113334908
8/10/2022 63.650002 0.0352608280
8/11/2022 63.220001 -0.0143668300
8/12/2022 63.700001 0.0206911549
8/15/2022 64.5 -0.0025775687
8/16/2022 65.029999 0.0111747875
8/17/2022 64.879997 -0.0185107958
8/18/2022 65.220001 0.0014074384
8/19/2022 65.169998 -0.0286015946
8/22/2022 64.199997 -0.0362439061
8/23/2022 64.269997 0.0030025071
8/24/2022 64.360001 0.0013471636
8/25/2022 64.669998 0.0260089381
8/26/2022 63.110001 -0.0475670094
8/29/2022 62.73 -0.0073423098
8/30/2022 62.150002 -0.0081670164
8/31/2022 61.709999 -0.0152256588
9/1/2022 62 0.0082827406
9/2/2022 61.150002 -0.0024252699
9/6/2022 61.18 -0.0109795387
9/7/2022 62.310001 0.0267226625
9/8/2022 62.119999 0.0026259732
AMAZON
VARIANZA 0.0392253303%
DESEMPEÑO -15.33485433%
W a AMAZON 20%
W b MICROSOFT 20%
W c GE 20%
W d MCDONALD´S 20%
W e COCA COLA 20%
TOTAL 100%
AMAZON
AMAZON 0.0000156901
GE 0.0000118520
MCDONALD´S 0.0000050033
COCA COLA 0.0000059377
AMAZON
GE Wa*Wc*Cov(a,c)
AMAZON
AMAZON 0.00039225
GE 0.00029630
MCDONALD 0.00012508
0.0070633341 -0.0033253525 0.0126946863 0.0012704145
0.0243003515 0.0294941812 0.0049987893 0.0095163047
-0.0074007499 0.0228156990 -0.0079583281 -0.0067557107
0.0170372372 0.0130544737 0.0111848378 0.0075925339
0.0053440277 -0.0015013387 0.0124343072 0.0125588538
-0.0025897120 0.0157875208 0.0032022088 0.0082170388
-0.0026361362 -0.0141852967 0.0019902558 -0.0023066585
-0.0039475284 -0.0088838716 -0.0008995414 0.0052405058
-0.0138540125 -0.0188107312 -0.0001499800 -0.0007666820
-0.0293552129 -0.0378281261 -0.0134688182 -0.0148841649
-0.0047164644 0.0176517654 -0.0091652437 0.0010903427
-0.0023512986 0.0084099871 0.0012281375 0.0014004046
0.0110953874 0.0182434328 0.0065168663 0.0048166096
-0.0385870890 -0.0367289741 -0.0213664606 -0.0241224223
-0.0106680034 0.0103627744 -0.0050204817 -0.0060212485
-0.0085209437 -0.0120973828 -0.0084877783 -0.0092459429
-0.0057040727 -0.0224942775 0.0006742414 -0.0070796941
-0.0040922744 -0.0049019607 0.0166085382 0.0046994167
-0.0166666517 -0.0088943895 -0.0076422427 -0.0137096452
-0.0109739827 -0.0037276819 -0.0004714785 0.0004905642
0.0191115341 0.0196784634 0.0158418728 0.0184701046
0.0016660584 0.0025821554 0.0064235505 -0.0030493018

-0.3474827386% -0.0695405903% 0.0871269936% -0.0571744413%
0.0203319604% 0.0327844606% 0.0091720461% 0.0091329606%
1.4259018333% 1.8106479665% 0.9577079965% 0.9556652465%
1.4259018333% 1.8106479665% 0.9577079965% 0.9556652465%
-24.36933107% -3.84064664% 9.09744869% -5.98268500%
RIESGO 1.2849379553%
RETORNO -0.138156696%
DESEMPEÑO -10.75201302%

0.0000099051 0.0000118520 0.0000050033 0.0000059377
0.0000081328 0.0000078461 0.0000043969 0.0000046648
0.0000078461 0.0000131138 0.0000031114 0.0000046426
0.0000043969 0.0000031114 0.0000036688 0.0000030639
0.0000046648 0.0000046426 0.0000030639 0.0000036532


0.00024763 0.00029630 0.00012508 0.00014844
0.00020332 0.00019615 0.00010992 0.00011662
0.00019615 0.00032784 0.00007779 0.00011607
0.00010992 0.00007779 0.00009172 0.00007660
0.00011662 0.00011607 0.00007660 0.00009133

Ejercicio 15-02-2023 - Portafolio Mark

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FECHA AMAZON FECHA MICROSOFT FECHA GE FECHA MCDONALD´S

8/8/2022 139.410004 8/8/2022 279.726257 8/8/2022 75.18 8/8/2022 255.401978

MICROSOFT GE MCDONALD´S COCA COLA

MICROSOFT GE MCDONALD COCA COLA

MICROSOFT GE MCDONALD COCA COLA

MICROSOFT GE MCDONALD COCA COLA

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MICROSOFT GE MCDONALD COCA COLA

MICROSOFT GE MCDONALD COCA COLA

MICROSOFT GE MCDONALD COCA COLA

MICROSOFT GE MCDONALD´S COCA COLA

MICROSOFT GE MCDONALD COCA COLA

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MICROSOFT GE MCDONALD COCA COLA

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