Precios mensuales desde octubre de 2005 a octubre de 2013

Fecha
10-2013
09-2013
08-2013
07-2013
06-2013
05-2013
04-2013
03-2013
02-2013
01-2013
12-2012
11-2012
10-2012
09-2012
08-2012
07-2012
06-2012
05-2012
04-2012
03-2012
02-2012
01-2012
12-2011
11-2011
10-2011
09-2011
08-2011
07-2011
06-2011
05-2011
04-2011
03-2011
02-2011
01-2011
12-2010
11-2010
10-2010
09-2010

Copec
Concha toro Enersis
Entel
Falabella
7413.33
945.56
171.80
7891.60
5098.02
7200.00
975.00
161.60
8143.60
4830.00
6785.59
929.90
161.35
8001.00
5051.67
6662.00
937.00
154.95
8595.70
5303.73
6649.00
996.00
167.00
8560.00
5682.00
6620.00
962.00
170.00
9080.00
5670.00
6671.10
924.99
177.27
9130.00
5336.00
6845.00
964.60
182.25
9970.00
5613.32
7260.00
971.20
177.10
9972.00
5510.00
7312.20
945.00
187.81
10291.10
5496.65
6790.00
923.00
175.00
9825.00
4910.00
6510.00
945.00
164.10
9825.00
4790.00
6912.83
960.00
163.23
9747.08
4910.70
6980.00
925.00
154.25
9750.00
4790.00
6777.97
925.00
156.65
9380.00
4368.69
7020.00
925.00
162.10
9738.81
4730.00
7287.10
899.00
187.20
9262.22
4611.64
6837.30
882.01
179.40
8885.00
4587.00
7800.00
1014.00
199.50
9810.00
4710.00
8180.00
1105.00
198.25
9790.00
4730.00
8208.00
1077.00
195.06
9801.00
4770.10
7355.00
1014.00
177.80
8999.99
4210.00
6965.00
992.52
180.51
9748.00
4037.00
6712.00
990.00
182.00
10190.00
4400.00
7500.00
961.00
196.05
9615.90
4600.00
6278.00
920.00
179.45
9940.00
4145.00
7201.00
955.00
183.50
10070.00
4300.00
8071.73
1048.00
200.89
9184.00
4441.00
8800.00
1220.20
215.99
9450.00
4898.35
8655.00
1190.00
203.00
9010.00
5195.00
8860.00
1170.00
196.70
9275.00
5020.00
8399.00
1108.71
200.00
7732.30
4850.00
8000.00
990.00
193.00
8010.00
4590.00
8260.00
1134.00
200.25
8240.00
4805.00
9000.00
1128.02
216.00
8050.00
5240.00
9450.00
1193.00
232.50
8250.00
4674.43
9198.99
1190.00
222.00
7770.00
4890.00
9026.00
1157.00
227.00
7841.01
4750.00

08-2010
07-2010
06-2010
05-2010
04-2010
03-2010
02-2010
01-2010
12-2009
11-2009
10-2009
09-2009
08-2009
07-2009
06-2009
05-2009
04-2009
03-2009
02-2009
01-2009
12-2008
11-2008
10-2008
09-2008
08-2008
07-2008
06-2008
05-2008
04-2008
03-2008
02-2008
01-2008
12-2007
11-2007
10-2007
09-2007
08-2007
07-2007
06-2007
05-2007
04-2007
03-2007
02-2007

8738.00
8520.00
8550.00
8440.40
8293.00
7802.83
8330.00
8245.66
7625.00
7050.00
7200.00
7035.00
6600.00
6888.90
6528.50
7142.27
5800.00
5278.00
4806.99
5047.02
4800.00
5000.00
5590.00
6185.00
6230.00
6805.00
6802.00
7275.00
7579.00
8100.10
7781.00
8047.58
8900.00
8947.48
8841.50
8280.00
8161.86
8317.00
7759.99
7670.92
7637.99
7150.00
6850.00

1177.00
1240.00
1155.00
1080.02
1135.00
1180.00
1220.00
1225.00
1100.00
990.00
1130.00
1144.00
1102.00
1129.90
1029.00
1040.00
950.00
970.50
1030.00
1028.59
951.00
1117.84
920.00
975.00
1020.00
880.00
908.00
912.00
925.00
815.00
920.00
884.87
1100.00
1110.01
1324.00
1190.00
1240.00
1262.82
1305.00
1060.00
960.00
910.00
835.00

221.40
216.03
219.00
205.60
207.50
210.44
227.00
241.02
231.00
189.01
188.70
201.38
192.98
207.50
197.00
190.15
180.73
177.00
171.50
181.50
166.50
172.91
182.80
177.00
178.90
182.27
164.50
185.00
174.00
155.50
144.00
133.81
159.50
176.00
194.94
181.00
189.75
186.00
214.00
195.00
198.00
175.42
168.50

8091.50
7410.00
7330.00
7087.00
7270.00
7110.00
7500.00
7536.19
7249.00
6950.00
7052.00
7150.00
7070.00
7416.44
7180.00
7180.00
6937.00
6850.00
6451.00
6800.00
6950.00
6790.00
7010.86
6875.00
6747.00
6757.00
7190.00
7390.00
7891.00
7785.00
8105.00
7400.00
7750.00
7725.00
8851.00
8550.00
8950.00
8720.00
8900.00
9000.00
8340.00
7749.00
6870.00

4187.74
4075.00
3560.00
3386.00
3295.00
3099.35
2962.89
2950.01
2995.00
2460.00
2615.00
2430.73
2320.00
2240.00
2081.66
2190.00
1965.00
1812.00
1800.00
1793.20
1689.00
1590.10
1760.00
1920.00
1988.79
2125.00
2250.00
2640.00
2500.00
2365.00
2420.00
2530.00
2440.00
2730.00
2960.00
2480.00
2530.00
2671.00
2725.00
2509.50
2590.00
2300.00
2160.00

01-2007
12-2006
11-2006
10-2006
09-2006
08-2006
07-2006
06-2006
05-2006
04-2006
03-2006
02-2006
01-2006
12-2005
11-2005
10-2005
09-2005
08-2005
07-2005
06-2005
05-2005
04-2005
03-2005
02-2005
01-2005
12-2004
11-2004
10-2004
09-2004
08-2004
07-2004
06-2004
05-2004
04-2004
03-2004
02-2004
01-2004
12-2003
11-2003
10-2003

6925.00
6870.00
5840.00
5735.00
5400.00
5000.00
4860.00
4900.00
4710.00
4950.00
4975.00
4930.00
4510.00
4490.00
4600.00
4720.00
4890.00
4700.00
4750.00
4650.00
4750.00
4455.00
4990.00
4749.00
4475.00
4400.00
4652.32
4531.50
4404.00
4535.00
4700.00
4620.00
4400.00
4405.00
4620.00
4715.00
4280.00
4265.00
4260.00
4400.00

960.00
795.00
800.00
819.20
810.00
780.00
725.00
711.00
691.34
717.00
780.00
755.00
774.60
735.00
740.00
820.00
910.00
910.00
1030.00
900.00
881.44
872.00
900.00
875.00
830.00
792.00
870.00
795.00
680.00
680.00
645.00
600.00
570.00
540.00
549.20
565.00
485.00
510.00
560.00
605.00

172.00
169.75
160.90
145.72
143.00
134.00
127.25
122.00
123.25
126.00
125.50
127.75
127.00
111.50
119.40
118.00
120.60
116.00
117.75
122.00
108.00
101.50
98.40
100.75
93.50
94.50
88.93
92.00
88.00
82.75
76.49
75.01
77.00
77.00
77.56
84.80
77.00
86.00
78.00
84.25

7050.00
5870.00
5740.00
5391.72
5210.00
5190.00
5400.00
5240.00
5400.00
5800.00
5700.00
5395.00
5200.00
4950.00
5000.00
4800.00
5000.00
4801.00
5700.00
5060.00
5645.00
5310.00
5100.00
4590.00
4710.00
4300.00
4300.00
4404.20
4250.00
4350.00
3750.00
3600.00
3684.55
3550.00
3350.00
3445.00
3400.00
3670.00
3750.00
3975.00

2230.00
1875.00
1799.00
1695.00
1680.00
1560.00
1610.00
1645.00
1560.00
1695.00
1615.00
1520.00
1408.00
1349.25
1350.00
1360.00
1430.00
1360.10
1455.00
1330.00
1235.00
1215.00
1290.00
1295.00
1290.00
1350.00
1410.00
1370.00
1310.00
1415.00
1449.90
1241.81
1190.00
1175.00
1180.00
1220.00
1025.00
1049.90
1020.00
1120.00

Ipsa
1,516.0
1,458.3
1,484.8
1,408.9
1,543.1
1,458.9
1,430.6
1,428.8
1,483.0
1,520.9
1,631.4
1,707.0
1,768.2
1,790.5
1,796.5
1,809.9
1,895.2
1,961.7
1,957.0
1,968.8
2,056.8
2,175.1
2,086.3
2,152.8
2,072.6
2,027.6
1,964.5
2,118.5
2,166.8
2,182.0
2,201.6
2,156.5
2,126.0
2,131.6
2,206.4
2,280.5
2,380.3
2,559.7

2,693.4
2,895.3
2,811.6
2,929.0
3,161.2
3,279.5
3,470.2
3,340.4
3,310.1
3,249.0
3,451.2
3,204.5
3,051.8
2,788.3
2,836.8
2,902.0
2,989.4
3,048.9
2,999.9
3,014.8
2,895.2
2,753.3
2,489.6
2,406.3
2,376.4
2,549.5
2,468.6
2,478.9
2,670.8
3,100.4
3,090.5
3,226.2
3,175.2
3,372.9
3,314.5
3,255.3
3,581.4
3,809.0
3,827.4
3,763.1
3,865.5
3,886.9
4,065.3

4,364.2
4,525.0
4,795.4
4,912.5
4,957.0
4,927.5
4,673.1
4,444.6
4,624.5
4,822.5
4,847.9
4,795.3
4,426.0
4,288.4
3,888.6
4,327.3
4,161.3
4,177.5
4,260.8
4,535.6
4,671.3
4,585.8
4,318.2
4,400.1
4,227.6
4,155.7
4,230.4
4,266.4
4,140.0
4,301.4
4,552.4
4,558.5
4,432.1
4,292.1
4,191.3
4,029.7
3,732.5
3,628.7
3,823.9
3,912.4

Rentabilidades

Fecha
10-2013
09-2013
08-2013
07-2013
06-2013
05-2013
04-2013
03-2013
02-2013
01-2013
12-2012
11-2012
10-2012
09-2012
08-2012
07-2012
06-2012
05-2012
04-2012
03-2012
02-2012
01-2012
12-2011
11-2011
10-2011
09-2011
08-2011
07-2011
06-2011
05-2011
04-2011
03-2011
02-2011
01-2011
12-2010
11-2010
10-2010
09-2010
08-2010
07-2010

Copec

Concha toro Enersis

-30%
-51%
-20%
-2%
-5%
10%
36%
103%
9%
-59%
-40%
106%
12%
-30%
52%
57%
-53%
386%
77%
4%
-73%
-48%
-36%
279%
-88%
419%
293%
182%
-18%
32%
-47%
-44%
47%
180%
80%
-28%
-20%
-32%
-26%

44%
-43%
10%
108%
-34%
-38%
65%
9%
-28%
-25%
33%
21%
-36%
0%
0%
-29%
-20%
433%
180%
-27%
-51%
-23%
-3%
-30%
-41%
57%
205%
521%
-26%
-18%
-48%
-74%
410%
-6%
96%
-3%
-29%
23%
87%

Entel
-52%
-2%
-38%
146%
24%
65%
39%
-29%
102%
-57%
-54%
-6%
-49%
20%
51%
463%
-40%
258%
-7%
-18%
-67%
20%
10%
144%
-65%
31%
196%
139%
-52%
-31%
22%
-35%
56%
148%
142%
-43%
31%
-26%
-26%

Falabella
46%
-19%
136%
-5%
103%
7%
188%
0%
46%
-43%
0%
-9%
0%
-37%
57%
-45%
-39%
228%
-2%
1%
-64%
161%
70%
-50%
49%
17%
-67%
41%
-44%
42%
-89%
53%
40%
-24%
34%
-51%
12%
46%
-65%

-48%
71%
79%
129%
-3%
-52%
84%
-20%
-3%
-74%
-26%
35%
-26%
-67%
159%
-26%
-6%
37%
5%
11%
-78%
-40%
181%
70%
-71%
55%
47%
224%
103%
-34%
-34%
-48%
73%
183%
-75%
72%
-29%
-78%
-28%

06-2010
05-2010
04-2010
03-2010
02-2010
01-2010
12-2009
11-2009
10-2009
09-2009
08-2009
07-2009
06-2009
05-2009
04-2009
03-2009
02-2009
01-2009
12-2008
11-2008
10-2008
09-2008
08-2008
07-2008
06-2008
05-2008
04-2008
03-2008
02-2008
01-2008
12-2007
11-2007
10-2007
09-2007
08-2007
07-2007
06-2007
05-2007
04-2007
03-2007
02-2007
01-2007
12-2006
11-2006
10-2006

4%
-14%
-19%
-52%
119%
-11%
-61%
-61%
29%
-24%
-54%
67%
-48%
194%
-92%
-68%
-67%
79%
-45%
63%
281%
237%
9%
188%
-1%
124%
63%
122%
-38%
50%
235%
7%
-13%
-54%
-16%
25%
-56%
-13%
-5%
-55%
-40%
14%
-9%
-86%
-20%

-57%
-55%
81%
59%
49%
5%
-73%
-72%
389%
16%
-36%
35%
-67%
14%
-66%
29%
104%
-2%
-61%
596%
-90%
101%
72%
-83%
46%
5%
19%
-78%
328%
-37%
1262%
11%
729%
-72%
64%
24%
48%
-92%
-70%
-47%
-64%
433%
-90%
8%
33%

18%
-53%
12%
18%
148%
105%
-40%
-91%
-2%
118%
-40%
139%
-46%
-35%
-46%
-22%
-32%
97%
-64%
57%
95%
-32%
14%
25%
-71%
309%
-52%
-74%
-60%
-59%
723%
226%
241%
-59%
76%
-21%
438%
-67%
20%
-77%
-38%
28%
-15%
-47%
-70%

-12%
-33%
36%
-23%
90%
6%
-37%
-40%
19%
18%
-13%
78%
-32%
0%
-34%
-14%
-51%
88%
30%
-24%
47%
-21%
-20%
2%
111%
39%
120%
-15%
62%
-66%
74%
-4%
412%
-34%
73%
-27%
28%
14%
-60%
-59%
-76%
36%
-89%
-24%
-53%

-80%
-45%
-28%
-52%
-42%
-5%
20%
-91%
108%
-58%
-43%
-34%
-59%
84%
-73%
-62%
-8%
-4%
-51%
-52%
238%
184%
53%
121%
99%
581%
-48%
-49%
32%
70%
-35%
285%
164%
-88%
27%
92%
27%
-63%
46%
-76%
-53%
47%
-88%
-39%
-51%

09-2006
08-2006
07-2006
06-2006
05-2006
04-2006
03-2006
02-2006
01-2006
12-2005
11-2005
10-2005
09-2005
08-2005
07-2005
06-2005
05-2005
04-2005
03-2005
02-2005
01-2005
12-2004
11-2004
10-2004
09-2004
08-2004
07-2004
06-2004
05-2004
04-2004
03-2004
02-2004
01-2004
12-2003
11-2003
10-2003

-51%
-60%
-29%
10%
-38%
82%
6%
-10%
-66%
-5%
34%
36%
53%
-38%
14%
-23%
29%
-54%
290%
-45%
-51%
-18%
95%
-27%
-29%
42%
54%
-19%
-44%
1%
77%
28%
-69%
-4%
-1%
47%

-13%
-36%
-58%
-21%
-29%
55%
175%
-32%
36%
-47%
8%
243%
249%
0%
342%
-80%
-22%
-12%
46%
-29%
-47%
-43%
209%
-66%
-85%
0%
-47%
-58%
-46%
-48%
22%
41%
-84%
83%
207%
153%

-20%
-54%
-46%
-40%
13%
30%
-5%
24%
-7%
-79%
127%
-13%
30%
-37%
20%
53%
-77%
-53%
-31%
33%
-59%
14%
-52%
50%
-41%
-52%
-61%
-21%
37%
0%
9%
192%
-69%
277%
-69%
152%

-34%
-5%
61%
-30%
43%
136%
-19%
-48%
-36%
-45%
13%
-39%
63%
-39%
684%
-76%
272%
-52%
-38%
-72%
36%
-66%
0%
33%
-35%
32%
-83%
-39%
32%
-36%
-50%
40%
-15%
150%
30%
101%

-10%
-59%
46%
29%
-47%
171%
-44%
-52%
-60%
-40%
1%
9%
83%
-45%
125%
-66%
-59%
-18%
105%
5%
-5%
73%
69%
-29%
-42%
152%
34%
-84%
-40%
-14%
5%
49%
-88%
33%
-29%
207%

PROMEDIO
23%
50%
27%
18%
17%
VARIANZA
93%
331%
141%
92%
92%
DESVIACION
96%
182%
119%
96%
96%
DESEMPEO 0.23528267 0.27397277 0.23027985 0.18360349 0.17560722

Ipsa
-37%
24%
-47%
198%
-49%
-21%
-1%
56%
35%
132%
72%
53%
16%
4%
9%
74%
51%
-3%
7%
69%
96%
-39%
46%
-37%
-23%
-32%
147%
31%
9%
11%
-22%
-16%
3%
51%
49%
67%
139%
84%
138%

-30%
63%
150%
55%
97%
-37%
-10%
-20%
106%
-59%
-44%
-66%
23%
31%
43%
27%
-18%
6%
-38%
-45%
-70%
-34%
-14%
132%
-32%
5%
145%
499%
-4%
67%
-17%
106%
-19%
-19%
214%
109%
6%
-18%
38%
7%
71%
134%
54%
101%
34%

11%
-7%
-47%
-45%
61%
65%
6%
-12%
-62%
-32%
-69%
261%
-37%
5%
27%
112%
42%
-20%
-51%
25%
-38%
-19%
24%
11%
-30%
58%
98%
2%
-29%
-32%
-25%
-38%
-60%
-29%
87%
32%

28%
60%
77%
0.35882615

COVARIANZAS

Copec
Copec
Concha toro
Enersis
Entel
Falabella
Ipsa

Concha toro
93%
57%
43%
10%
39%
3%

Enersis

331%
111%
65%
33%
0.75%

Entel

141%
24%
35%
-5%

92%
22%
-7%

CORRELACION

Copec
Copec
Concha toro
Enersis
Entel
Falabella
Ipsa

Concha toro
100%
32%
38%
11%
42%
4%

100%
52%
37%
19%
0.53%

Enersis

Entel

100%
21%
31%
-6%

100%
24%
-10%

Falabella

Ipsa

92%
0.48%

Falabella

100%
0.66%

60%

Ipsa

100%

CONSTRUIR Y ANALIZAR UNA CARTERA COMPUESTA POR 2 AC

CARTERA COPEC-CONCHATORO

Rentabilidad
%COPEC
%CONCHATORO
promedio
1
100%
0%
23%
2
90%
10%
25%
3
80%
20%
28%
4
70%
30%
31%
5
60%
40%
34%
6
50%
50%
36%
7
40%
60%
39%
8
30%
70%
42%
9
20%
80%
44%
10
10%
90%
47%
11
0%
100%
50%

Copec
PROMEDIO
VARIANZA

Concha toro
23%
93%

50%
331%

CARTERA COMPUESTA POR 2 ACCIONES

A COPEC-CONCHATORO

Varianza
93%
78%
73%
75%
86%
106%
134%
171%
216%
269%
331%

Desviacion
96%
89%
85%
87%
93%
103%
116%
131%
147%
164%
182%

Desempeo
0.235
0.287
0.330
0.355
0.361
0.352
0.337
0.319
0.302
0.287
0.274

Construir y analizar una cartera compue

CARTERA COPEC-CONCHATORO-ENERS

Rentabilidad Varianza
%COPEC
%CONCHATORO
%ENERSIS
promedio
1
100%
0%
0%
23%
93%
2
90%
10%
0%
25%
89%
3
80%
10%
10%
26%
95%
4
70%
20%
10%
29%
99%
5
60%
30%
10%
31%
110%
6
50%
30%
20%
32%
120%
7
40%
40%
20%
34%
139%
8
30%
50%
20%
37%
164%
9
20%
50%
30%
38%
179%
10
10%
50%
40%
38%
194%
11
0%
60%
40%
41%
229%
12
0%
70%
30%
43%
251%
13
0%
80%
20%
45%
276%
14
0%
60%
40%
41%
229%
15
0%
50%
50%
39%
209%
16
0%
40%
60%
36%
191%
17
0%
30%
70%
34%
175%
18
0%
20%
80%
32%
161%
19
0%
10%
90%
30%
150%
20
0%
0%
100%
27%
141%
Copec
PROMEDIO
VARIANZA

Concha toro Enersis

23%
50%
93%
331%

27%
141%

r una cartera compuesta por 3,acciones

CONCHATORO-ENERSIS

Desviacion
96%
94%
97%
100%
105%
110%
118%
128%
134%
139%
151%
159%
166%
151%
145%
138%
132%
127%
122%
119%

Desempeo
0.235
0.270
0.265
0.287
0.299
0.290
0.292
0.291
0.282
0.274
0.270
0.272
0.273
0.270
0.267
0.263
0.258
0.250
0.241
0.230

CONSTRUIR Y ANALIZAR UNA CARTERA C

CARTERA COPEC-CONCHATORO

%COPEC
%CONCHATORO
%ENERSIS
% Entel
1
100%
0%
0%
0%
2
90%
10%
0%
0%
3
80%
10%
10%
0%
4
70%
10%
10%
10%
5
60%
20%
10%
10%
6
50%
20%
20%
10%
7
40%
20%
20%
20%
8
30%
30%
20%
20%
9
20%
30%
30%
20%
10
10%
30%
30%
30%
11
20%
40%
30%
10%
12
20%
50%
30%
0%
13
0%
40%
40%
20%
14
0%
60%
30%
10%
15
0%
70%
20%
10%
16
0%
80%
10%
10%
17
0%
90%
10%
0%
18
0%
100%
0%
0%
19
0%
0%
10%
90%
20
10%
0%
10%
80%
21
10%
0%
20%
70%
22
10%
0%
30%
60%
23
10%
0%
40%
50%
24
10%
0%
50%
40%
25
10%
0%
60%
30%
26
10%
0%
70%
20%
27
10%
0%
80%
10%
28
10%
0%
90%
0%
29
0%
0%
100%
0%
30
0%
0%
0%
100%

Copec
PROMEDIO
VARIANZA

Concha toro
23%
93%

Enersis
50%
331%

Entel
27%
141%

18%
92%

ALIZAR UNA CARTERA COMPUESTA POR 4 ACCIONES

RA COPEC-CONCHATORO-ENERSIS-Entel
Rentabilidad Varianza
Desviacion Desempeo
promedio
23%
93%
96%
0.235
25%
78%
89%
0.287
26%
66%
81%
0.317
25%
57%
75%
0.337
28%
58%
76%
0.369
29%
56%
75%
0.380
28%
55%
74%
0.377
31%
72%
85%
0.363
31%
81%
90%
0.346
31%
88%
94%
0.326
34%
104%
102%
0.338
38%
133%
115%
0.327
34%
129%
114%
0.303
40%
182%
135%
0.295
42%
210%
145%
0.291
44%
243%
156%
0.285
48%
290%
170%
0.280
50%
331%
182%
0.274
19%
80%
90%
0.207
19%
67%
82%
0.234
20%
60%
77%
0.259
21%
57%
75%
0.279
22%
57%
76%
0.291
23%
61%
78%
0.293
24%
69%
83%
0.288
25%
81%
90%
0.277
26%
96%
98%
0.264
27%
115%
107%
0.250
27%
141%
119%
0.230
18%
92%
96%
0.184

CONSTRUIR Y ANALIZAR UNA CARTERA COMPUESTA POR 5 AC

CARTERA COPEC-CONCHATORO-ENERSIS-Entel-Fa

%COPEC
%CONCHATORO
%ENERSIS
% ENTEL
1
100%
0%
0%
0%
2
90%
10%
0%
0%
3
90%
5%
5%
0%
4
80%
15%
5%
0%
5
80%
15%
5%
0%
6
70%
20%
10%
0%
7
70%
20%
15%
10%
8
60%
10%
10%
10%
9
60%
20%
20%
0%
10
50%
30%
10%
5%
11
40%
20%
20%
10%
12
40%
30%
20%
5%
13
30%
30%
20%
10%
14
20%
40%
25%
5%
15
20%
40%
20%
10%
16
10%
50%
20%
10%
17
10%
50%
15%
15%
18
10%
50%
15%
10%
19
0%
60%
20%
10%
20
0%
70%
20%
10%
21
0%
80%
20%
0%
22
0%
90%
10%
0%
23
0%
100%
0%
0%
24
0%
0%
10%
20%
25
0%
0%
20%
30%
26
0%
0%
30%
40%
27
0%
0%
40%
50%
28
0%
0%
50%
50%
29
0%
0%
60%
30%
30
0%
0%
70%
20%
31
0%
0%
80%
10%
32
0%
0%
90%
10%
33
0%
0%
100%
0%
34
0%
0%
0%
10%

35
36
37
38
39
40
41
42
43
44

Copec
PROMEDIO
VARIANZA

23%
93%

0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

Concha toro Enersis

50%
331%

0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

0%
0%
0%
0%
0%
0%
0%
0%
0%
0%

20%
30%
40%
50%
60%
70%
80%
90%
100%
0%

18%
92%

Falabella
17%
92%

Entel
27%
141%

A COMPUESTA POR 5 ACCIONES

ATORO-ENERSIS-Entel-Falabella
Rentabilidad Varianza
Desviacion Desempeo
%FALABELLA promedio
0%
23%
93%
96%
0.235
0%
25%
89%
94%
0.270
0%
24%
86%
93%
0.262
0%
27%
86%
93%
0.291
0%
27%
86%
93%
0.291
0%
29%
87%
93%
0.307
0%
32%
100%
100%
0.317
10%
25%
63%
79%
0.311
0%
29%
85%
92%
0.315
5%
31%
89%
94%
0.326
10%
28%
71%
84%
0.332
5%
31%
91%
95%
0.327
10%
31%
86%
93%
0.331
10%
34%
112%
106%
0.320
10%
33%
107%
104%
0.323
10%
36%
134%
116%
0.311
10%
36%
131%
114%
0.311
15%
36%
129%
114%
0.313
10%
39%
168%
130%
0.300
10%
44%
217%
147%
0.297
0%
45%
253%
159%
0.285
0%
48%
290%
170%
0.280
0%
50%
331%
182%
0.274
70%
18%
60%
78%
0.232
50%
19%
51%
71%
0.269
30%
20%
50%
70%
0.288
10%
21%
59%
77%
0.279
0%
22%
73%
85%
0.264
10%
23%
74%
86%
0.271
10%
24%
86%
93%
0.262
10%
25%
101%
101%
0.251
0%
26%
119%
109%
0.241
0%
27%
141%
119%
0.230
90%
17%
79%
89%
0.190

80%
70%
60%
50%
40%
30%
20%
10%
0%
100%

17%
17%
17%
17%
17%
17%
17%
18%
18%
17%

69%
61%
57%
55%
56%
60%
66%
76%
136%
92%

83%
78%
75%
74%
75%
77%
81%
87%
117%
96%

0.205
0.218
0.228
0.233
0.232
0.225
0.215
0.202
0.151
0.176