Análisis de Inversiones 2010-2012 - Alicorp.la Pampilla

8/16/2019 Análisis de Inversiones 2010-2012 - Alicorp.la Pampilla

1/23

Precio fecha actual

Fecha cotización Apertura Cierre Máxima Mínima Promedio

12/31/200 2!" 2!"# 2!"# 2!" 2!"3

1/2/2010 2!"2

2/2$/2010 2!" 2!"3 2!"3 2!" 2!"3

3/31/2010 3!3 3!3 3!3 3!2# 3!2%

&/30/2010 3!&" 3!&% 3!#3 3!&" 3!#2

#/31/2010 3!3 3!3

$/30/2010 3!&1 3!&1 3!&1 3!&1 3!&1

"/30/2010 3!# 3!#2 3!#2 3!# 3!#1

%/31/2010 3!" 3!" 3!" 3!" 3!"

/30/2010 &!"% &!%1 # &!"$ &!"

10/2/2010 #!2& #!3 #!3 #!2& #!2

11/30/2010 $!2 #!"# $!2 #!"# #!%"

12/31/2010 $!2# $!3 $!3 $!2# $!3

1/31/2011 $!1# $!3 $!3 $!11 $!2&

2/2%/2011 #!"# #!"2 #!"# #!"2 #!"#

3/31/2011 #!3# #!& #!# #!3# #!&2

&/2/2011 #! #!3 #!## #!3 #!&"

#/31/2011 #!&1 #!& #!&2 #!& #!&

$/30/2011 #!& #!& #!& #!& #!&

"/2"/2011 $!0# #!" $!0# #!" $

%/31/2011 #!33 #!33 #!3# #!33 #!33

/30/2011 #!# #!# #!#1 #!# #!#

10/31/2011 $ $ $ $ $

11/30/2011 #!%# #!3 #!# #!" #!"&

12/30/2011 #!# $ $ #!# #!%

1/31/2012 $ #!# $!2 #!# $

2/2/2012 $!## $!#& $!## $!#& $!#&

3/30/2012 $!"$ " " $!"$ $!"

&/30/2012 "!1" "!1& "!1" "!1& "!1$

#/31/2012 $!%# $!"# $! $!"# $!""

$/2%/2012 " " " " ""/31/2012 $!"% $!"% $!% $!"% $!"

%/31/2012 $!"" $!"3 $!%& $!"3 $!"%

/2%/2012 $!3 " " $!3 $!#

10/31/2012 "!3# "!3# "!3# "!3# "!3#

11/30/2012 %!1# %!02 %!1# %!02 %!03

12/31/2012 %!2$ %!3 %!3 %!2$ %!2"


2/23

Cantidad Monto

'e(ociada 'e(ociado )*/!+

22$,0$2!00 $1",""#!2"

120,#%!00 32,%"#!3#

&&$,!00 1,&$2,$3"!3

1,2"0,&3"!00 &,&"&,0%1!$

"& 2,&"2!$0

11,"0&!00 3,10!$&

1,#3$,322!00 #,31,2%%!%&

313,0"&!00 1,1#%,3"3!%0

$22,3&%!00 2,",#$#!3"

%%,$%!00 &$%,#1!#"

2,022,&&!00 11,%",0#!$0

&2#,##&!00 2,$",2%"!%0

3"#,&3"!00 2,3&1,01!0#

%",000!00 #00,0$0!00

%$0,&&!00 &,$$",0%2!00

2$$,%&&!00 1,&$0,001!20

&3,3%#!00 2,$$$,03%!2

211,&$1!00 1,1&1,%%!&0

131,$0!00 "%,#3#!&"

1,2&3,1"0!00 $,$2$,%31!10

330,"%1!00 1,%20,0#2!&2

2#,0"#!00 1#0,"!#0

%$$,"!00 &,%0,3&%!10

2,&32,$#"!00 1&,##$,"3!"%

2",%20!00 1$$,"%%!10

$,$2!00 ",#$#!&3

1,32%,3"$!00 ,01#,032!00

%&,&20!00 $0&,%$&!00

33,21"!00 $,320,#0#!

2$,2$"!00 1%3,%$!0021,&00!00 1,&%,3%"!1&

&0#,0"!00 2,"#2,2%2!2

,&1&!00 $#,&3$!"0

$2,030!00 #,20!#0

"3%,&$$!00 #,2$,%0&!"%

&0,20!00 333,2%"!00


3/23

Precio fecha actual


12/31/200 2!$1 2!$& 2!$& 2!$1 2!$3

1/2/2010 2!$# 2!$ 2!$# 2!$ 2!$1

2/2$/2010 2!&% 2! 2!&% 2! 2!&$

3/31/2010 2! 2! 2! 2! 2!

&/30/2010 3!0% 3!0$ 3!0% 3!0# 3!0"

#/31/2010 2!"%

$/30/2010 2!"3 2!"2 2!"3 2!" 2!"2

"/30/2010 2!3 2!31 2!31 2!3 2!3

%/31/2010 2!&% 2!# 2!# 2!&% 2!&%

/30/2010 3!31 3!3$ 3!& 3!31 3!3#

10/2/2010 3!%# 3!%# 3!%# 3!%# 3!%#

11/30/2010 &!1 &!21 &!22 &!1 &!2

12/31/2010 &!2 &!2# &!2# &!2 &!23

1/31/2011 &!& &!# &!# &!& &!&3

2/2%/2011 &!& &!3# &!## &!3# &!3#

3/31/2011 3!%# 3!% 3!%% 3!"$ 3!%

&/2/2011 3!1% 3!1# 3!2& 3!1 3!1#

#/31/2011 3!2# 3!2 3!3 3!2 3!22

$/30/2011 2!$ 2!$2 2!$2 2!## 2!#

"/2"/2011 2!% 2!% 2!%1 2!"" 2!"

%/31/2011 2!"3 2!" 2!"# 2!$ 2!"2

/30/2011 2!&% 2!&$ 2!&% 2! 2!&"

10/31/2011 2!& 2!&3 2!&3 2!& 2!&1

11/30/2011 2!3$ 2!&" 2!&" 2!3$ 2!&3

12/30/2011 2!2% 2!2% 2!3 2!2% 2!2%

1/31/2012 2!#" 2!#% 2!$ 2!#$ 2!#%

2/2/2012 2!"% 2!%3 2!%3 2!"# 2!"%

3/30/2012 3!0 3!0 3!0 3!0# 3!0$

&/30/2012 2!3 2!2 2!3 2!2 2!3

#/31/2012 2!$2 2!$2 2!$# 2!$1 2!$3

$/2%/2012 2!2# 2!2% 2!2% 2!2# 2!2"

"/31/2012 2!1# 2!1& 2!1# 2!0 2!11

%/31/2012 2!1% 2!21 2!21 2!1% 2!2

/2%/2012 2!3$ 2!3# 2!3$ 2!32 2!3&

10/31/2012 2!1$ 2!1# 2!1% 2!1& 2!1$

11/30/2012 2!13 2!12 2!13 2!1 2!12

12/31/2012 2!1% 2!2 2!2 2!1% 2!2


4/23

Cantidad Monto


31,%#"!00 %3,%#%!#2

#1,0""!00 133,1%!3

10",1&0!00 2$3,#31!&1

22,$&0!00 $#,$#$!00

1#%,%3$!00 &%",011!2%

%,&3!00 2&3,1#3!&

1,23,02"!00 2,%&,%#"!10

"&2,2$0!00 1,%&3,#&3!10

"",0"$!00 3,2"$,#!&3

,%&1!00 3",%3!#

#,&%",&2"!00 23,0#3,012!30

1%0,%$"!00 "$&,1"#!&%

"#0,""!00 3,32,#%!"0

#,"!00 2,3"&,2&!30

&13,0!00 1,#"1,032!20

1,0#,2!00 $,00",3"2!3"

%0%,3$3!00 2,#,00!0#

"1,&00!00 2,0&$,%30!#

1,012,$"&!00 2,%23,#&&!&&

1,%3$,%02!00 &,0,2#%!0#

2,#33,3%$!00 $,2$#,1""!#$

&31,#3!00 1,0&1,22!"3

&,"33,#1!00 11,&,&#!0%

$22,"%0!00 1,&21,12"!&0

32,3$1!00 1,012,&02!"2

3,$21,&"!00 10,0$2,%"$!0

1,"&1,10#!00 #,32,#"1!2#

&00,#%0!00 1,1"3,#&0!30

1,&"%,311!00 3,%%&,0#!

1,#12,$"3!00 3,&3,2%$!2

&%",10!00 1,02$,%$1!$2

"1$,"13!00 1,#",0$"!%

$#$,0%&!00 1,#3$,$%$!10

2,0#",1&%!00 &,,$#0!%%

3$",0#!00 "%0,22!3&

1&%,$#2!00 32$,#%%!3%


5/23

Precio fecha actual


12/31/200 2!2% 2!33 2!33 2!2% 2!31

1/2/2010 2!1# 2!0% 2!1# 2!0% 2!1

2/2$/2010 1!% 1!# 1!% 1!& 1!$

3/31/2010 1!3 1!% 1! 1!3 1!#

&/30/2010 2!0# 2!02 2!0# 2 2!01

#/31/2010 1!"& 1!"2 1!"& 1!"2 1!"3

$/30/2010 1!#$ 1!#$ 1!#$ 1!## 1!#$

"/30/2010 1!& 1!& 1!& 1!3% 1!&

%/31/2010 1!#" 1!#" 1!#" 1!## 1!#$

/30/2010 1!%# 1!%2 1!%# 1!%1 1!%3

10/2/2010 1!"2 1!"2 1!"2 1!"1 1!"2

11/30/2010 1!#$ 1!$ 1!$ 1!#$ 1!#%

12/31/2010 1!$" 1!$% 1!" 1!$$ 1!$%

1/31/2011 1!%% 1!2 1!& 1!%% 1!2

2/2%/2011 2 2 2!0# 1!% 2

3/31/2011 1!3 1!2 1!3 1!1 1!1

&/2/2011 1!#" 1!#& 1!$ 1!#2 1!##

#/31/2011 1!" 1!%& 1!%# 1!" 1!%3

$/30/2011 0!%# 0!%# 0!%" 0!%# 0!%#

"/2"/2011 0!3 0!2 0!& 0! 0!1

%/31/2011 0!%1 0!%3 0!%& 0!%1 0!%3

/30/2011 0!"& 0!"& 0!"& 0!"& 0!"&

10/31/2011 0!%$ 0!%" 0!%% 0!%$ 0!%"

11/30/2011 0!%2 0!%& 0!%# 0!%2 0!%&

12/30/2011 0!% 0!% 0!% 0!% 0!%

1/31/2012 1!01 1 1!02 1 1!01

2/2/2012 1!01 1!01 1!01 1!01 1!01

3/30/2012 1!0# 1!0$ 1!0% 1!0# 1!0"

&/30/2012 1!0& 1!03 1!0& 1!02 1!03

#/31/2012 0!$% 0!$" 0!$% 0!$" 0!$%

$/2%/2012 0!$3 0!$2 0!$3 0!$ 0!$1

"/31/2012 0!#" 0!#$ 0!#" 0!## 0!#$

%/31/2012 0!$ 0!$ 0!$ 0!# 0!$

/2%/2012 0!$$ 0!$$ 0!$$ 0!$$ 0!$$

10/31/2012 0!$" 0!$$ 0!$" 0!$$ 0!$$

11/30/2012 0!$2 0!$1 0!$2 0!$1 0!$2

12/31/2012 0!$3 0!$3 0!$3 0!$3 0!$3


6/23

Cantidad Monto


2#,%#0!00 #,%03!00

31,$00!00 $$,&"!00

1$2,33$!00 31",&%"!#$

2,%&$,%3!00 #,##%,2&$!0"

2$0,"&!00 #2#,333!"2

12,&30!00 333,0%%!20

"%,%00!00 122,"$$!10

222,000!00 310,$$0!00

1,100,%3!00 1,"21,3#%!3

1,0#0,%$"!00 1,1",&1!3

2&0,3%0!00 &13,&1%!$0

1,""3,#0$!00 2,%0,3%0!&

2"$,132!00 &$3,1#!#%

1,0#1,%!00 2,01",$21!01

1,02,3#!00 3,%00,&3"!10

22,0"!00 &&0,13#!&&

1,322,&3%!00 2,0&$,$0#!%$

%$$,21&!00 1,#%%,&30!$0

2,##&,0&3!00 2,1"$,2#!2#

1,1&,#$!00 1,0&,30#!$

1,23,#3"!00 1,0"","%%!3$

2#,%%!00 1,231!12

1,&&%,13%!00 1,2#$,$!0%

2,30,321!00 2,#,#$&!21

%",&1$!00 "",%00!2&

&3%,%3!00 &&2,32$!0

"2%,"1%!00 "3$,00#!1%

2,&",&!00 2,$$#,"3!"%

"1,2"1!00 1,000,0!13

33",%#$!00 22%,#0!22

3,%$,!00 2,3%0,%03!&$

1,1",2!00 $##,"13!12

1"",1$"!00 10#,"2&!0$

$&0,01#!00 &22,&0!0

2",32"!00 1%#,$0#!%2

330,#&2!00 203,$31!$2

",#00!00 &,"2#!00


7/23

Precio fecha actual


12/31/200 $!# $!#% $!#% $!# $!#$

1/2/2010 "!2 "!1 "!2 "!0$ "!1

2/2$/2010 "!$ "!$# "!"2 "!$ "!$"

3/31/2010 "!$2 "!$2 "!"# "!## "!$3

&/30/2010 "!& "!3# "!&% "!3# "!3$

#/31/2010 $!2# $!1 $!2# $!1 $!22

$/30/2010 #!%$ #!# #!# #!%$ #!

"/30/2010 $ $!02 $!0# #! $!01

%/31/2010 "!1 "!1 "!1 "!1 "!1

/30/2010 %!% %!%3 %!%3 %!"" %!%

10/2/2010 !&% !$ !$ !&$ !#1

11/30/2010 12!"& 13!" 13!" 12!"& 13!13

12/31/2010 1$!$ 1$!$ 1$!$ 1$!## 1$!#%

1/31/2011 1$!## 1$!#% 1$!#% 1$!3# 1$!

2/2%/2011 1" 1"!1 1"!1 1$!%# 1"!0#

3/31/2011 1$!3# 1$!3 1$!# 1$!3 1$!3&

&/2/2011 12!11 12!$ 13!1 12!11 12!"&

#/31/2011 1#!2# 1$!& 1$!& 1#!2# 1$!12

$/30/2011 13!$1 13!$2 13!$# 13!$ 13!$2

"/2"/2011 1"!2 1$!$ 1"!2 1$!$ 1$!"&

%/31/2011 1# 1#!& 1#!& 1# 1#!32

/30/2011 13! 13!&% 13!# 13!3 13!&&

10/31/2011 1&!## 1&!# 1&!## 1&!3 1&!3"

11/30/2011 1& 1&!#1 1&!$ 1& 1&!#

12/30/2011 1# 1#!1# 1#!1# 1# 1#!12

1/31/2012 1$ 1$ 1$ 1#!%# 1#!

2/2/2012 1% 1% 1%!1 1% 1%!02

3/30/2012 1% 1"!# 1%!# 1" 1"!$

&/30/2012 1#! 1#!" 1#!1 1#!" 1#!""

#/31/2012 13!% 13!"2 1& 13!"2 13!$

$/2%/2012 13 13 13 12!# 12!

"/31/2012 12!% 13!1# 13!1# 12!" 12!

%/31/2012 13!# 13!#2 13!" 13!# 13!$#

/2%/2012 1&!% 1&!% 1&!% 1&!% 1&!%

10/31/2012 1&!"$ 1&!& 1&!"$ 1& 1&!33

11/30/2012 1&!3# 1&!3# 1&!3# 1&!3# 1&!32

12/31/2012 1&! 1&! 1&! 1&! 1&!


8/23

Cantidad Monto


11,200!00 "3,&$$!00

"0,3&1!00 &,&!"0

1%,0%3!00 13%,$#!$0

3&,#&!00 2$$,%&!32

&,"0"!00 3$#,%01!%0

1&,$0%!00 0,%20!00

1,"#0!00 11$,$13!2%

20$,#!00 1,2&&,132!03

0,#23!00 $&2,"13!30

"1,$13!00 $30,1#&!%$

"1,0$$!00 $"$,0$#!0%

&&$,"$2!00 #,%$%,0"%!31

11$,"23!00 1,3#,"00!#

&%,3$!00 "$,11!2#

1",0"0!00 3,3#,1!%

%$,$%!00 1,&21,232!$

1$$,2$"!00 2,11%,$$$!#%

1",&11!00 3,1%2,#$%!3#

2%,3$$!00 3%$,3$#!"%

2$,0&0!00 &3#,%3!20

3#%,0"!00 #,&%,&&3!%1

#%,200!00 "%1,$"!%

11,"1!00 1$%,3%0!21

#,2$0!00 1,3%1,1#"!1&

#,"#0!00 %$,$2!#0

,"1"!00 1##,3&1!#

3",$%#!00 $",00"!0#

%",01&!00 1,#31,0"1!30

112,&%1!00 1,""3,%12!#"

133,#$!00 1,%"0,2&$!1"

21,1"0!00 2"#,0"0!

32,"0#!00 &21,"%!&&

1%,%0!00 2#,0%&!3#

20,$%2!00 30$,0&!3#

22,2$1!00 31%,""!%0

2,1"!00 31,20!00

$00 %,$"0!00


9/23

PRECIO DE ACCIONES

F-C.A - CAC' A4C5P F-55-65* 4A PAMP44A CA*A 75A'-

12/31/200 2!"# 2!$& 2!33 $!#%

1/2/2010 2!"2 2!$ 2!0% "!1

2/2$/2010 2!"3 2! 1!# "!$#

3/31/2010 3!3 2! 1!% "!$2

&/30/2010 3!&% 3!0$ 2!02 "!3#

#/31/2010 3!3 2!"% 1!"2 $!1

$/30/2010 3!&1 2!"2 1!#$ #!#

"/30/2010 3!#2 2!31 1!& $!02

%/31/2010 3!" 2!# 1!#" "!1

/30/2010 &!%1 3!3$ 1!%2 %!%3

10/2/2010 #!3 3!%# 1!"2 !$

11/30/2010 #!"# &!21 1!$ 13!"

12/31/2010 $!3 &!2# 1!$% 1$!$

1/31/2011 $!3 &!# 1!2 1$!#%

2/2%/2011 #!"2 &!3# 2 1"!1

3/31/2011 #!& 3!% 1!2 1$!3

&/2/2011 #!3 3!1# 1!#& 12!$

#/31/2011 #!& 3!2 1!%& 1$!&

$/30/2011 #!& 2!$2 0!%# 13!$2

"/2"/2011 #!" 2!% 0!2 1$!$

%/31/2011 #!33 2!" 0!%3 1#!&

/30/2011 #!# 2!&$ 0!"& 13!&%

10/31/2011 $ 2!&3 0!%" 1&!#

11/30/2011 #!3 2!&" 0!%& 1&!#1

12/30/2011 $ 2!2% 0!% 1#!1#

1/31/2012 #!# 2!#% 1 1$

2/2/2012 $!#& 2!%3 1!01 1%

3/30/2012 " 3!0 1!0$ 1"!#

&/30/2012 "!1& 2!2 1!03 1#!"

#/31/2012 $!"# 2!$2 0!$" 13!"2

$/2%/2012 " 2!2% 0!$2 13

"/31/2012 $!"% 2!1& 0!#$ 13!1#

%/31/2012 $!"3 2!21 0!$ 13!#2

/2%/2012 " 2!3# 0!$$ 1&!%

10/31/2012 "!3# 2!1# 0!$$ 1&!&

11/30/2012 %!02 2!12 0!$1 1&!3#

12/31/2012 %!3 2!2 0!$3 1&!


10/23

RENTABILIDAD DE LA ACCION

F-C.A - CAC' A4C5P F-55-65* 4A PAMP44A CA*A 75A'-

12/31/200

1/2/2010 -1.09% -1.52% -10.73% 7.90%

2/2$/2010 0.37% -5.77% -6.25% 7.75%3/31/2010 20.88% 18.37% 1.54% -0.39%

&/30/2010 5.45% 5.52% 2.02% -3.54%

#/31/2010 -5.17% -9.15% -14.85% -15.78%

$/30/2010 3.33% -2.16% -9.30% -3.88%

"/30/2010 3.23% -15.07% -10.26% 1.18%

%/31/2010 5.11% 8.23% 12.14% 17.94%

/30/2010 30.00% 34.40% 15.92% 24.37%

10/2/2010 10.19% 14.58% -5.49% 8.72%

11/30/2010 8.49% 9.35% -6.98% 42.71%

12/31/2010 9.57% 0.95% 5.00% 21.17%1/31/2011 0.00% 5.88% 14.29% -0.12%

2/2%/2011 -9.21% -3.33% 4.17% 3.68%

3/31/2011 -5.59% -12.64% -4.00% -5.18%

&/2/2011 -1.85% -17.11% -19.79% -22.70%

#/31/2011 1.89% 1.59% 19.48% 30.16%

$/30/2011 0.00% -18.13% -53.80% -16.95%

"/2"/2011 10.56% 6.87% 8.24% 21.88%

%/31/2011 -10.72% -3.57% -9.78% -7.23%

/30/2011 3.19% -8.89% -10.84% -12.47%

10/31/2011 9.09% -1.22% 17.57% 7.57%11/30/2011 -1.17% 1.65% -3.45% 0.07%

12/30/2011 1.18% -7.69% 5.95% 4.41%

1/31/2012 -0.83% 13.16% 12.36% 5.61%

2/2/2012 9.92% 9.69% 1.00% 12.50%

3/30/2012 7.03% 9.19% 4.95% -2.78%

&/30/2012 2.00% -5.50% -2.83% -10.29%

#/31/2012 -5.46% -10.27% -34.95% -12.61%

$/2%/2012 3.70% -12.98% -7.46% -5.25%

"/31/2012 -3.14% -6.14% -9.68% 1.15%

%/31/2012 -0.74% 3.27% 7.14% 2.81%/2%/2012 4.01% 6.33% 10.00% 9.47%

10/31/2012 5.00% -8.51% 0.00% -2.09%

11/30/2012 9.12% -1.40% -7.58% -0.97%

12/31/2012 3.49% 3.77% 3.28% 0.70%

PROMEDIO 3.38% 0.05% -2.31% 3.04%

RENT. ANUAL 40.60% 0.58% -27.66% 36.50%


11/23

VARIANZAS

5P 8 F-55-65* A4C5P 8 4A PAMP44A

0.00070 0.00377 -0.00218 0.00132 -0.00076 -0.00409

0.00175 0.00119 -0.00142 0.00230 -0.00274 -0.00186

0.03205 0.00672 -0.00601 0.00704 -0.00629 -0.00132

0.00113 0.00090 -0.00136 0.00237 -0.00360 -0.00285

0.00787 0.01073 0.01611 0.01154 0.01732 0.02362

0.00001 0.00004 0.00003 0.00154 0.00153 0.00484

0.00024 0.00013 0.00003 0.01202 0.00282 0.00148

0.00141 0.00250 0.00258 0.01181 0.01218 0.02152

0.09143 0.04852 0.05676 0.06262 0.07325 0.03887

0.00989 -0.00217 0.00386 -0.00464 0.00825 -0.00181

0.00475 -0.00239 0.02026 -0.00435 0.03690 -0.01853

0.00056 0.00452 0.01120 0.00066 0.00163 0.01324

-0.00197 -0.00561 0.00107 0.00968 -0.00184 -0.00525

0.00426 -0.00815 -0.00080 -0.00219 -0.00022 0.00041

0.01140 0.00152 0.00738 0.00215 0.01043 0.00139

0.00898 0.00916 0.01348 0.03000 0.04416 0.04501

-0.00023 -0.00326 -0.00406 0.00335 0.00417 0.05908

0.00615 0.01743 0.00677 0.09359 0.03633 0.10296

0.00489 0.00756 0.01351 0.00719 0.01285 0.01986

0.00511 0.01055 0.01449 0.00271 0.00372 0.00768

0.00017 0.00017 0.00030 0.00763 0.01386 0.01324-0.00072 0.01134 0.00258 -0.00252 -0.00057 0.00899

-0.00073 0.00052 0.00135 -0.00018 -0.00047 0.00034

0.00171 -0.00182 -0.00030 -0.00639 -0.00106 0.00113

-0.00553 -0.00618 -0.00108 0.01922 0.00337 0.00377

0.00630 0.00216 0.00618 0.00319 0.00912 0.00313

0.00334 0.00265 -0.00212 0.00663 -0.00532 -0.00422

0.00077 0.00007 0.00184 0.00029 0.00740 0.00070

0.00913 0.02888 0.01385 0.03370 0.01616 0.05110

-0.00042 -0.00017 -0.00027 0.00672 0.01080 0.00428

0.00404 0.00481 0.00123 0.00456 0.00117 0.00139

-0.00133 -0.00389 0.00009 0.00304 -0.00007 -0.00022

A4C5P 8 CA*A75A'-

F-55-65* 8 4APAMP44A

F-55-65* 8 CA*A75A'-

4A PAMP44A 8 CA*A75A'-


12/23

0.00039 0.00077 0.00040 0.00774 0.00404 0.00791

-0.00138 0.00037 -0.00083 -0.00197 0.00440 -0.00118

-0.00083 -0.00302 -0.00230 0.00076 0.00058 0.00211

0.00004 0.00006 -0.00003 0.00208 -0.00087 -0.00131

0.00587 0.00401 0.00493 0.00958 0.00893 0.01130

TRIZ DE VARIANZAS COVARIANZAS

VAR ! COV ALICORP "ERREROS LA PAMPILLA CASA #RANDE

CORP 0.00596 0.00587 0.00401 0.00493

RREROS 0.00587 0.01182 0.00958 0.00893

PAMPILLA 0.00401 0.00958 0.02058 0.01130

SA #RANDE 0.00493 0.00893 0.01130 0.01840

TRIZ DE COE"ICIENTE DE CORRELACION

ALICORP "ERREROS LA PAMPILLA CASA #RANDE

CORP 1.00 0.70 0.36 0.47

RREROS 0.70 1.00 0.61 0.61

PAMPILLA 0.36 0.61 1.00 0.58

SA #RANDE 0.47 0.61 0.58 1.00

OE"ICIENTEDE

RRELACION


13/23

PORTA"OLIO DE ACCIONES

ALICORP "ERREROS LA PAMPILLA

ALICORP 1.00 0.70 0.36

"ERREROS 0.70 1.00 0.61

LA PAMPILLA 0.36 0.61 1.00CASA #RANDE 0.47 0.61 0.58

3.38%

-2.31%

W Alicorp = 50.00%

W La Pampilla = 50.00%

0.539%

COE"ICIENTE DECORRELACION

$ & '1$1 ( )2$2

r Alicorp =

r La Pampilla =


14/23

CASA #RANDE

0.47

0.61

0.581.00


15/23

ANALISIS DE SENSIBILIDAD

' A*+,$ ' L P/+** R ALP V$ ALP D S ALP

1% 99% -2.25% 0.02025 0.14231

2% 98% -2.19% 0.01993 0.14116

3% 97% -2.13% 0.01960 0.14001

4% 96% -2.08% 0.01929 0.138875% 95% -2.02% 0.01897 0.13773

6% 94% -1.96% 0.01866 0.13660

7% 93% -1.91% 0.01835 0.13547

8% 92% -1.85% 0.01805 0.13434

9% 91% -1.79% 0.01775 0.13322

10% 90% -1.74% 0.01745 0.13211

11% 89% -1.68% 0.01716 0.13100

12% 88% -1.62% 0.01687 0.12989

13% 87% -1.57% 0.01659 0.12879

14% 86% -1.51% 0.01630 0.1276915% 85% -1.45% 0.01603 0.12660

16% 84% -1.39% 0.01575 0.12551

17% 83% -1.34% 0.01548 0.12443

18% 82% -1.28% 0.01522 0.12335

19% 81% -1.22% 0.01495 0.12228

20% 80% -1.17% 0.01469 0.12122

21% 79% -1.11% 0.01444 0.12016

22% 78% -1.05% 0.01419 0.11911

23% 77% -1.00% 0.01394 0.11806

24% 76% -0.94% 0.01369 0.11702

25% 75% -0.88% 0.01345 0.11599

26% 74% -0.83% 0.01322 0.11496

27% 73% -0.77% 0.01298 0.11394

28% 72% -0.71% 0.01275 0.11293

29% 71% -0.66% 0.01253 0.11193

30% 70% -0.60% 0.01231 0.11093

31% 69% -0.54% 0.01209 0.10994

32% 68% -0.48% 0.01187 0.10896

33% 67% -0.43% 0.01166 0.10799

34% 66% -0.37% 0.01145 0.10702

35% 65% -0.31% 0.01125 0.10607

36% 64% -0.26% 0.01105 0.10512

37% 63% -0.20% 0.01085 0.10418

38% 62% -0.14% 0.01066 0.10325

39% 61% -0.09% 0.01047 0.10233

40% 60% -0.03% 0.01029 0.10143

41% 59% 0.03% 0.01011 0.10053

42% 58% 0.08% 0.00993 0.09964


16/23

43% 57% 0.14% 0.00975 0.09876

44% 56% 0.20% 0.00958 0.09790

45% 55% 0.25% 0.00942 0.09704

46% 54% 0.31% 0.00925 0.09620

47% 53% 0.37% 0.00909 0.09537

48% 52% 0.43% 0.00894 0.09455

49% 51% 0.48% 0.00879 0.0937450% 50% 0.54% 0.00864 0.09295

51% 49% 0.60% 0.00849 0.09217

52% 48% 0.65% 0.00835 0.09140

53% 47% 0.71% 0.00822 0.09065

54% 46% 0.77% 0.00808 0.08991

55% 45% 0.82% 0.00795 0.08919

56% 44% 0.88% 0.00783 0.08848

57% 43% 0.94% 0.00771 0.08779

58% 42% 0.99% 0.00759 0.08711

59% 41% 1.05% 0.00747 0.0864560% 40% 1.11% 0.00736 0.08580

61% 39% 1.17% 0.00725 0.08517

62% 38% 1.22% 0.00715 0.08456

63% 37% 1.28% 0.00705 0.08397

64% 36% 1.34% 0.00695 0.08339

65% 35% 1.39% 0.00686 0.08284

66% 34% 1.45% 0.00677 0.08230

67% 33% 1.51% 0.00669 0.08178

68% 32% 1.56% 0.00661 0.08128

69% 31% 1.62% 0.00653 0.08080

70% 30% 1.68% 0.00645 0.08034

71% 29% 1.73% 0.00638 0.07990

72% 28% 1.79% 0.00632 0.07948

73% 27% 1.85% 0.00625 0.07909

74% 26% 1.90% 0.00620 0.07871

75% 25% 1.96% 0.00614 0.07836

76% 24% 2.02% 0.00609 0.07803

77% 23% 2.08% 0.00604 0.07772

78% 22% 2.13% 0.00600 0.07743

79% 21% 2.19% 0.00596 0.07717

80% 20% 2.25% 0.00592 0.07693

81% 19% 2.30% 0.00588 0.07671

82% 18% 2.36% 0.00586 0.07652

83% 17% 2.42% 0.00583 0.07635

84% 16% 2.47% 0.00581 0.07620

85% 15% 2.53% 0.00579 0.07608

86% 14% 2.59% 0.00577 0.07599

87% 13% 2.64% 0.00576 0.07591


17/23

88% 12% 2.70% 0.00576 0.07586

89% 11% 2.76% 0.00575 0.07584

89.49% 10.51% 2.79% 0.00575 0.07584

90% 10% 2.81% 0.00575 0.07584

91% 9% 2.87% 0.00576 0.07586

92% 8% 2.93% 0.00576 0.07591

93% 7% 2.99% 0.00577 0.0759994% 6% 3.04% 0.00579 0.07608

95% 5% 3.10% 0.00581 0.07621

96% 4% 3.16% 0.00583 0.07635

97% 3% 3.21% 0.00586 0.07652

98% 2% 3.27% 0.00589 0.07671

99% 1% 3.33% 0.00592 0.07693

VAR Minima 0.00575


18/23

DATOS

W Alicorp 89.49%

W La Pampilla 10.51%

3.38%

-2.31%VAR A*+,$ 0.00596

VAR L P/+** 0.02058

COV ALP 0.00401

$ A*+,$

$ L P/+**


19/23


20/23

!"# #! #l p$n"o # par"ia& para #ciir '$# com(inaci)n # ri#!*o + r#n"a(ili


21/23

VARMinALP 0.00575

,#!Min ALP 0.07584


22/23


23/23

a #!"amo! i!p$#!"o! a ac#p"ar

Análisis de Inversiones 2010-2012 - Alicorp.la Pampilla

Documents

Transcript of Análisis de Inversiones 2010-2012 - Alicorp.la Pampilla