Riesgo en Acciones de la BMV

Sdo inicial
Posicion actual

IPC
32,048.18
16,868.66

AMX
34.90
16.29

GFNORTE
51.81
17.31

TELVISA
50.82
36.60

WALMX
41.31
29.79

FEMSA
36.59
26.10

Media
Desv. Est.-0.24%
1.99%

-0.26%
2.90%

-0.36%
4.01%

-0.10%
2.32%

-0.10%
2.46%

-0.10%
2.78%

Variac minima
Variac maxima

-7.01%
11.01%

-12.85%
12.00%

21.53%
31.03%

-6.75%9.77%

-10.85%
8.80%

-10.37%
-13.40%

16,868.66
32,136.76

16.29
34.90

17.31
51.81

36.19
57.35

28.55
46.76

26.10
49.19

-47.36%

-53.32%

-66.59%

-27.98%

-27.89%-28.67%

Valor minimo
Valor maximo
Variac anual

AMX-GFNORTE
AMX-TELVISA
AMX-WALMX
AMX-FEMSA
GFNORTE-TELVISA
GFNORTE-MALMX
GFNORTE-FEMSA
TELVISA-WALMX
TELVISA-FEMSA
WALMX-FEMSACOVARIANZAS CORRELACION
0.000409
0.35
0.000242
0.36
0.000128
0.18
0.000296
0.37
0.000458
0.49
0.000352
0.36
0.000575
0.52
0.000281
0.49
0.000375
0.58
0.000265
0.39

IPC-AMXIPC-GFNORTE
IPC-TELVISA
IPC-WALMX
IPC-FEMSA

COVARIANZAS CORRELACION BETA
0.000278
0.48
0.000389
0.49
0.000214
0.46
0.000156
0.32
0.000254
0.46

Matriz
AMX
GFNORTE
TELVISA
WALMX
FEMSAAMX
GFNORTE
TELVISA
WALMX
FEMSA
0.00003364
0.00001636
0.00000968
0.00000512
0.00001184
0.00001636 6.43204E-05
0.00001832
0.00001408
0.000023
0.00000968
0.00001832 2.15296E-050.00001124
0.000015
0.00000512
0.00001408
0.00001124 2.42064E-05
0.0000106
0.00001184
0.000023
0.000015
0.0000106 3.09136E-05
0.00044509 Varianza
0.02109716 Desv. Estand.

0.70
0.98
0.540.39
0.64

BETA= COV IPC/ACCION
VARIANZA IPC
TAREA
VAR PORTAFOLIO
10,000,000
Nivel confianza
99%
Horizonte de tiempo
1 dia
Horizonte de tiempo
1 año
% de particip 20% por cada accionAcciones
AMX
GFNORTE
TELVISA
WALMX
FEMSA

Acciones
AMX
GFNORTE
TELVISA
WALMX
FEMSA

precio actual
16.29
17.31
36.60
29.79
26.10
126.09

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