fecha cinepolis cinemex netflix cinepolis cinemex

6/1/2014 40.209999 15.63 59.925713

7/1/2014 41.349998 17.58 65.175713 0.02795668 0.11756975
8/1/2014 38.98 16.1 60.251431 -0.05902368 -0.08794262
9/1/2014 40.919998 14.66 68.35714 0.0485702 -0.09369658
10/1/2014 41.330002 14.54 64.098572 0.00996978 -0.00821922
11/1/2014 42.450001 15.95 56.175713 0.02673826 0.09255536
12/1/2014 43.790001 14.24 49.285713 0.03107857 -0.11340392
1/1/2015 44.560001 14.4 49.151428 0.01743111 0.0111733
2/1/2015 45.490002 14.4 62.842857 0.02065595 0
3/1/2015 49.869999 15.19 67.714287 0.09192703 0.05340911
4/1/2015 50.110001 15.09 59.642857 0.00480101 -0.00660504
5/1/2015 48.59 15.25 79.855713 -0.03080286 0.01054723
6/1/2015 49.330002 16.049999 88.837143 0.01511471 0.05112928
7/1/2015 46.880001 16.120001 94.805717 -0.05094129 0.00435201
8/1/2015 47.580002 15.5 114.599998 0.01482138 -0.03922078
9/1/2015 47.470001 12.95 109.349998 -0.00231459 -0.17974424
10/1/2015 47.509998 13.45 102.910004 0.00084222 0.03788332
11/1/2015 50.740002 14.19 109.199997 0.06577442 0.05355839
12/1/2015 50.459999 15.92 124.470001 -0.00553367 0.11503869
1/1/2016 46.889999 15.46 109 -0.07337651 -0.02932014
2/1/2016 48.939999 15.56 91.790001 0.04279063 0.00644748
3/1/2016 49.669998 14.95 94.580002 0.01480605 -0.03999222
4/1/2016 50.5 15.08 102.93 0.01657225 0.00865806
5/1/2016 49.59 14.29 90.410004 -0.01818414 -0.05380937
6/1/2016 51.509998 14.6 101.5 0.03798672 0.02146154
7/1/2016 51.75 15.42 95 0.00464851 0.05464384
8/1/2016 50.700001 15.63 91.230003 -0.0204985 0.01352678
9/1/2016 49.709999 15.02 97.809998 -0.01971983 -0.0398095
10/1/2016 50.610001 14.73 98 0.0179431 -0.01949642
11/1/2016 51.029999 13.97 124.980003 0.00826447 -0.05297406
12/1/2016 50.650002 15.42 117.519997 -0.00747441 0.09875319
1/1/2017 51.209999 14.84 124.959999 0.01099554 -0.03833913
2/1/2017 52.490002 14.22 141.199997 0.02468791 -0.04267681
3/1/2017 50.18 13.07 142.839996 -0.04500617 -0.0843299
4/1/2017 50.419998 12.65 146.699997 0.00477134 -0.03266231
5/1/2017 53.650002 11.95 151.910004 0.06209362 -0.05692594
6/1/2017 51.02 7.28 163.520004 -0.05026379 -0.49560042
7/1/2017 53.060001 7.44 149.800003 0.03920565 0.02173999
8/1/2017 49.25 7.17 182.490005 -0.074514 -0.03696519
9/1/2017 38.68 5.41 175.550003 -0.2415867 -0.28165656
10/1/2017 39.049999 6.97 182.110001 0.00952018 0.25336613
11/1/2017 39 6.79 197.240005 -0.0012812 -0.02616428
12/1/2017 38.5 6.25 186.990005 -0.0129034 -0.08286948
 1/1/2018 37.400002 6.91 196.100006 -0.02898748 0.10038817
2/1/2018 31.389999 6.7 266.410004 -0.17518142 -0.03086211
3/1/2018 32.889999 7.55 292.75 0.04667929 0.11944004
4/1/2018 31.299999 5.2 291.940002 -0.04955056 -0.37288894
5/1/2018 30 5.72 310.359985 -0.04242068 0.09531018
6/1/2018 28.66 7.46 353.880005 -0.04569496 0.26558661
7/1/2018 29.17 8.37 385.450012 0.01763836 0.11509847
8/1/2018 29.16 8.25 335.869995 -0.00034288 -0.01444068
9/1/2018 32.849998 9.09 366.470001 0.11915378 0.09696171
10/1/2018 35.099998 10.63 375.850006 0.06624939 0.15650528
11/1/2018 36.279999 9.01 304.589996 0.03306552 -0.16534512
12/1/2018 26.07 6.95 293.190002 -0.33048137 -0.25959341
1/1/2019 25.389999 6.41 259.279999 -0.02642987 -0.08088239
2/1/2019 28.389999 6.91 337.179993 0.11168158 0.07511037
3/1/2019 25.790001 7.8 362.26001 -0.09605008 0.1211541
4/1/2019 24.450001 7.06 359 -0.0533566 -0.09967868
5/1/2019 25.620001 6.97 374 0.04674308 -0.01282983
6/1/2019 23.41 6.52 343.559998 -0.09021005 -0.06674085
7/1/2019 23.02 6.64 373.5 -0.01679988 0.01823759
8/1/2019 23.68 7.14 324.25 0.02826741 0.07260081
9/1/2019 24.709999 8.18 290.820007 0.04257717 0.13597937
10/1/2019 24.280001 8.22 267.350006 -0.01755497 0.00487806
11/1/2019 22.639999 8.42 288.700012 -0.0699348 0.02403962
12/1/2019 25.32 6.69 314.390015 0.11187639 -0.22999595
1/1/2020 33.82 7.3 326.100006 0.28945775 0.08726047
2/1/2020 33.759998 7.38 347.23999 -0.00177573 0.01089929
3/1/2020 33.150002 7.62 373.109985 -0.01823383 0.03200273
4/1/2020 11.75 3.13 376.049988 -1.03718954 -0.88974337
5/1/2020 16.040001 3.17 415.100006 0.31123242 0.01269858
7/1/2021 148.080002 2.77 418.829987 2.22266702 -0.13488427
8/1/2021 157 2.97 454 0.05849312 0.06971463
9/1/2021 156.839996 2.47 490.859985 -0.00101965 -0.1843438
10/1/2021 151.350006 3.5 532.599976 -0.03563108 0.34854482
11/1/2021 161.199997 2.75 506.029999 0.06305074 -0.24116206
12/1/2021 162.470001 1.99 478.869995 0.00784756 -0.32346627
1/1/2022 172.199997 3.51 492.339996 0.0581632 0.5674814
2/1/2022 173.149994 3.8 539 0.00550166 0.07938503
3/1/2022 163.070007 4.39 536.789978 -0.05997864 0.14432816
4/1/2022 167.889999 4.87 545.570007 0.0291294 0.10376471
5/1/2022 173 4.57 529.929993 0.0299826 -0.06358073
6/1/2022 168.179993 4.3 512.650024 -0.0282568 -0.06089818
7/1/2022 166.740005 4.88 504.01001 -0.00859905 0.1265302
8/1/2022 174.550003 5.11 525.719971 0.04577551 0.04605418
9/1/2022 170.919998 3.51 519 -0.02101565 -0.37558337
10/1/2022 163.520004 2.57 569 -0.04426027 -0.31171014
11/1/2022 180.940002 3.59 604.23999 0.10123016 0.3342463
12/1/2022 185.479996 3.18 689.059998 0.02478154 -0.12127101
1/1/2023 180.589996 2.88 649.47998 -0.02671779 -0.0990909
2/1/2023 170.880005 2.81 605.609985 -0.05526766 -0.02460581
3/1/2023 172.320007 2.67 432.959991 0.00839167 -0.05110601
3/22/2023 177.839996 2.97 391.600006 0.03153099 0.10648348
4/1/2022 164.149506 2.55 376.799988 -0.08010661 -0.15246859
5/1/2022 122.401001 2.23 191.710007 -0.29347509 -0.13409177
 netflix Cinepolis
max 2.2227
0.08398122 min -103.7%
-0.07856058 Promedio 1.172%
0.1262197 Desvest 26.60%
-0.06432393 IC 95%
-0.13193758 Num DE Desvest 1.64485362695147
-0.13085027 VaR 44.9%
-0.00272834
0.24573138 Posición 3,000,000
0.07465991 Máxima pérdida 1347846.7885172
-0.1269228
0.29184703 Cinepolis
0.10658342 Cinepolis 1
0.06502487 cinemex 0.226167816390745
0.18961807 netflix 0.0792009899851199
-0.04689406
-0.06069887 E(Rn) Volatilidad
0.05932618 cinepolis 1.172% 1.64485362695147
0.1308837 cinemex -2.050% 1.64485362695147
-0.13271685 netflix 1.224% 1.64485362695147
-0.17184451
0.02994269
0.08460309 Máxima pérdida $ 1,347,846.79
-0.12969422
0.11570387 Varianza $ 5,523,725,126,665.51
-0.06618191 Covarianza $ 2,350,260.65
-0.04049307 0.23503
0.06964298
0.00194068
0.24318627 $ 2,350,260.65
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 0.06009102
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 Cinemex Netflix
0.567481 0.30641
-89.0% -67.6%
-2.050% 1.224%
17.77% 12.98%
95% 95%
1.644853626951 1.644853626951
27.2% 22.6%

5,000,000 2,000,000 $ 10,000,000.00

1359133.375446 451481.6929714 $ 3,158,461.86

Cinemex Netflix
0.374234274102 0.307543739194
1 0.261341812193
0.261341812193 1

Posición VaR Máxima Pérdida % de Portafolio

3,000,000 44.9% $ 1,347,846.79 30%
5,000,000 27.2% $ 1,359,133.38 50%
2,000,000 22.6% $ 451,481.69 20%
10,000,000

$ 1,359,133.38 $ 451,481.69