ADMINISTRACIÓN FINANCIERA II

INTEGRANTES:
FLAVIO BUENO
JUAN PABLO CARRIÓN
SARA COLLAGUAZO
CREISTINA GARCIA
AÑO FECHA NIKE MICROSOFT TOYOTA DISNEY Fecha
1/1/2015 43.315117 36.649212 111.472206 85.811996 1/1/2015
2/1/2015 45.601788 39.778904 117.112862 98.189468 2/1/2015
3/1/2015 47.383072 37.147564 121.023247 98.953621 3/1/2015
4/1/2015 46.679379 44.43821 121.985527 102.566872 4/1/2015
5/1/2015 48.015911 42.811974 120.993988 104.123466 5/1/2015
6/1/2015 51.294159 40.598217 117.361267 107.680107 6/1/2015
2015
7/1/2015 54.713139 42.943081 117.106819 113.208443 7/1/2015
8/1/2015 53.06538 40.018902 103.874588 96.672958 8/1/2015
9/1/2015 58.39328 40.967751 104.260696 96.976608 9/1/2015
10/1/2015 62.536987 48.724419 109.093712 107.926804 10/1/2015
11/1/2015 63.133583 50.307217 110.695152 107.670609 11/1/2015
12/1/2015 59.659039 51.69931 109.467384 99.709427 12/1/2015
1/1/2016 59.47897 51.335884 106.789413 91.505531 1/1/2016
2/1/2016 59.076126 47.412769 92.616661 91.219032 2/1/2016
3/1/2016 58.961014 51.835869 94.591782 94.838394 3/1/2016
4/1/2016 56.680031 46.805256 93.971634 98.610527 4/1/2016
5/1/2016 53.102673 49.742905 95.551689 94.752434 5/1/2016
6/1/2016 53.083443 48.361279 92.391579 93.415482 6/1/2016
2016
7/1/2016 53.527855 53.568832 103.119316 91.629677 7/1/2016
8/1/2016 55.591812 54.306023 111.463112 90.862045 8/1/2016
9/1/2016 50.779133 54.777634 107.240395 89.322998 9/1/2016
10/1/2016 48.664623 56.983955 108.495216 89.159462 10/1/2016
11/1/2016 48.557949 57.307293 111.187424 95.344551 11/1/2016
12/1/2016 50.158115 59.494389 109.939812 100.25029 12/1/2016

1/1/2017 51.487579 61.897533 108.579636 107.255653 1/1/2017

2/1/2017 55.633839 61.256058 106.140701 106.712822 2/1/2017
3/1/2017 54.242023 63.438282 101.891327 109.911591 3/1/2017
4/1/2017 54.098602 65.942688 103.247269 112.053802 4/1/2017

5/1/2017 51.735882 67.271942 102.674408 104.628792 5/1/2017

2017
6/1/2017 57.603638 66.775978 100.268417 102.990623 6/1/2017
7/1/2017 57.848957 70.428162 107.734612 106.557732 7/1/2017
8/1/2017 51.735878 72.433472 107.868279 98.825287 8/1/2017
9/1/2017 50.969952 72.546715 113.778214 96.257004 9/1/2017
10/1/2017 54.056664 81.01001 120.16758 95.514832 10/1/2017
11/1/2017 59.394489 81.974182 122.435249 102.360344 11/1/2017
12/1/2017 61.488342 83.726814 123.239609 104.987228 12/1/2017
1/1/2018 67.284828 92.996078 133.657364 106.973671 1/1/2018
2/1/2018 66.111145 91.782364 130.439972 101.54969 2/1/2018
3/1/2018 65.529236 89.755013 126.340698 98.872147 3/1/2018
4/1/2018 67.65654 91.967659 129.13945 98.763863 4/1/2018
5/1/2018 71.029961 97.199356 126.171753 97.91729 5/1/2018
2018
 6/1/2018 78.825455 97.393494 126.999947 103.173927 6/1/2018
2018
7/1/2018 76.297691 104.771339 129.987366 111.787338 7/1/2018
8/1/2018 81.54557 110.944244 122.336418 111.157776 8/1/2018
9/1/2018 84.252518 113.393768 122.602623 116.039909 9/1/2018
10/1/2018 74.625931 105.898293 117.050003 113.946152 10/1/2018
11/1/2018 74.70549 109.943474 121.480003 114.601067 11/1/2018
12/1/2018 73.949738 101.138069 116.080002 108.806023 12/1/2018
RN RM RT RD INDICE Rendimiento Riesgo
0.00% 0.00% 0.00% 0.00% Nike 1.26% 0.05340359
5.28% 8.54% 5.06% 14.42% Microsof 2.32% 0.061246204
3.91% -6.61% 3.34% 0.78% Toyota 0.19% 0.044864906
-1.49% 19.63% 0.80% 3.65% Disney 0.63% 0.051236007
2.86% -3.66% -0.81% 1.52%
6.83% -5.17% -3.00% 3.42% PORTAFOLIO
6.67% 5.78% -0.22% 5.13% 0.783%
-3.01% -6.81% -11.30% -14.61% 3.65%
10.04% 2.37% 0.37% 0.31%
7.10% 18.93% 4.64% 11.29% FRONTERA
0.95% 3.25% 1.47% -0.24% PORTAFOLIO Rendimiento Riesgo
-5.50% 2.77% -1.11% -7.39% MV 0.716% 3.65%
-0.30% -0.70% -2.45% -8.23% 1 1.49% 4.062%
-0.68% -7.64% -13.27% -0.31% 2 1.83% 4.473%
-0.19% 9.33% 2.13% 3.97% 3 2.01% 4.885%
-3.87% -9.70% -0.66% 3.98% 4 2.13% 5.297%
-6.31% 6.28% 1.68% -3.91% 5 2.23% 5.708%
-0.04% -2.78% -3.31% -1.41% x 2.318% 6.12%
0.84% 10.77% 11.61% -1.91%
3.86% 1.38% 8.09% -0.84% PASO 0.412%
-8.66% 0.87% -3.79% -1.69%
-4.16% 4.03% 1.17% -0.18%
-0.22% 0.57% 2.48% 6.94% Nike Microsof
3.30% 3.82% -1.12% 5.15% % de inversión 25% 25%
Rendimiento
2.65% 4.04% -1.24% 6.99% esperado 1.26% 2.58%
8.05% -1.04% -2.25% -0.51% Varianza 0.003349998 0.001890288
-2.50% 3.56% -4.00% 3.00% Volatilidad 5.788% 4.348%
-0.26% 3.95% 1.33% 1.95% riesgo 0.05340359 0.061246204
Coeficiente de
-4.37% 2.02% -0.55% -6.63% variación 4.229667585 2.371763057
11.34% -0.74% -2.34% -1.57%
0.43% 5.47% 7.45% 3.46%
-10.57% 2.85% 0.12% -7.26%
-1.48% 0.16% 5.48% -2.60%
6.06% 11.67% 5.62% -0.77%
9.87% 1.19% 1.89% 7.17%
3.53% 2.14% 0.66% 2.57%
9.43% 11.07% 8.45% 1.89%
-1.74% -1.31% -2.41% -5.07%
-0.88% -2.21% -3.14% -2.64%
3.25% 2.47% 2.22% -0.11%
4.99% 5.69% -2.30% -0.86%
 10.97% 0.20% 0.66% 5.37%
-3.21% 7.58% 2.35% 8.35%
6.88% 5.89% -5.89% -0.56%
3.32% 2.21% 0.22% 4.39%
-11.43% -6.61% -4.53% -1.80%
0.11% 3.82% 3.78% 0.57%
-1.01% -8.01% -4.45% -5.06%
 MATRIZ DE VARIANZA - COVARIANZA PESOS
Nike Microsof Toyota Disney INDICE
Nike 0.002851943 0.000635201 0.000539433 0.001188466 Nike
Microsof 0.000635201 0.003751098 0.001550519 0.000860336 Microsof
Toyota 0.000539433 0.001550519 0.00201286 0.000860336 Toyota
Disney 0.001188466 0.001241784 0.000860336 0.002625128 Disney
TOTAL

FRONTERA
2.500%

2.000%

1.500%

1.000%

0.500%

0.000%
3.00% 3.50% 4.00% 4.50% 5.00% 5.50% 6.00% 6.50%

Toyota Disney
25% 25% Partimos de ina inversión de 25% en cada acción

0.85% 0.59%
0.00181794 0.0016461
4.264% 4.057% Disney es la empresa que presentamenos volatilidad pero no por mucho, puesto que las empresas e
0.04486491 0.051236 varian mucho conforme cambie la demanda y el crecimiento del consumo.

5.26386297 8.6642044 La empresa menos riesgosa es Toyota, y la segunda menos volatil.

 PESOS
%
29%
9% Terminamos con una inversión en la que es
aconsejable invertir el 40% de nuestros ingresos en la
40% emprsa TOYOTA, y solamente el 9% en Microsof.
22%
100%

% 6.50%

or mucho, puesto que las empresas escogidas son acciones que

el consumo.