PRECIO

ACCION
PROMEDIO 134 56 3,159 PROMEDIO 1.59%
Moda 140 61 2,980 Max 0.06
Mediana 133 54 3,145 Min -4%
media geomatrica 1.02 1.02 1.01 VARIANZA 0.09%
media aritmetica 0.02 0.03 0.01 DESV. ESTANDAR 3.0%
VAR 82.98 60.67 23,703.55 COVARIANZA -0.025%
DESVEST 9.11 7.79 153.96 INDICE DE DESEMPEÑO 54%
COEF VAR 6.8% 14.0% 4.9%
MEDIAS DE LA FORMA 0.101 0.980 0.340
Percentil 25 129 50 3,052
Percentil 50 133 54 3,145
Percentil 75 140 60 3,266
COVAR 40 850 1,066
COEFICIENTE RELACION 0.60 0.76 0.81

RETORNO DE LA
Precio
Precio Precio del PRECIO
AÑO Barril
Acción dólar ACCION
Petroleo
15 150.00 64 3426
14 147.00 61 3380 2.0%
13 146.00 59 3350 0.7%
12 140.00 75 3310 4.2%
11 132.00 59 3222 5.9%
10 128.00 54 3210 3.1%
9 130.00 57 3145 -1.6%
8 135.00 61 3130 -3.8%
7 138.00 50 3050 -2.2%
6 140.00 49 3060 -1.4%
5 133.00 53 3054 5.1%
4 132.00 48 3150 0.8%
3 125.00 51 2980 5.4%
2 121.00 49 2940 3.3%
1 120.00 45 2980 0.8%
 PRECIO BARRIL PRECIO DEL
CORRELACIÓN
PETROLEO DÓLAR
2.52% 1.00% ACCION-PETROLEO - 0.072
24% 6% PETROLEO-DÓLAR - 0.069
-24% -3% DÓLAR-ACCION 0.313
1.38% 0.04%
11.8% 1.9%
-0.016% 0.018%
21% 51%

RETORNO DE LA ACCION INDICE

PRECIO PRECIO
PRECIO BARRIL PRECIO DEL PRECIO
BARRIL DEL
PETROLEO DÓLAR ACCION
PETROLEO DÓLAR

4.8% 1.4% 1.02 1.05 1.01

3.3% 0.9% 1.01 1.03 1.01
-24.0% 1.2% 1.04 0.76 1.01
24.0% 2.7% 1.06 1.24 1.03
8.9% 0.4% 1.03 1.09 1.00
-5.4% 2.0% 0.98 0.95 1.02
-6.8% 0.5% 0.96 0.93 1.00
19.9% 2.6% 0.98 1.20 1.03
2.0% -0.3% 0.99 1.02 1.00
-7.8% 0.2% 1.05 0.92 1.00
9.9% -3.1% 1.01 1.10 0.97
-6.1% 5.5% 1.05 0.94 1.06
4.0% 1.4% 1.03 1.04 1.01
8.5% -1.4% 1.01 1.09 0.99
 Variacion
PRECIO PRECIO
PRECIO
BARRIL DEL
ACCION
PETROLEO DÓLAR

-2.0% -4.7% -1.3%

-0.7% -3.3% -0.9%
-4.1% 27.1% -1.2%
-5.7% -21.3% -2.7%
-3.0% -8.5% -0.4%
1.6% 5.6% -2.0%
3.8% 7.0% -0.5%
2.2% -18.0% -2.6%
1.4% -2.0% 0.3%
-5.0% 8.2% -0.2%
-0.8% -9.4% 3.1%
-5.3% 6.3% -5.4%
-3.2% -3.9% -1.3%
-0.8% -8.2% 1.4%
 CONTRATO A FORWARD

Monto del crédito (en dólares) 20,000,000

Fecha de cumplimiento 14-Oct-19
Precio 3,147.5
Tipo de contrato compra

LIQUIDACION DEL CONTRATO

Valor de la Valor de mercado Valor total de la

Precio del mercado Valor del derecho Valor del contrato
obligación de las divisas operación cubierta

3,000 60,000,000,000 62,950,000,000 -2,950,000,000 60,000,000,000 62,950,000,000

3,010 60,200,000,000 62,950,000,000 -2,750,000,000 60,200,000,000 62,950,000,000
3,020 60,400,000,000 62,950,000,000 -2,550,000,000 60,400,000,000 62,950,000,000
3,030 60,600,000,000 62,950,000,000 -2,350,000,000 60,600,000,000 62,950,000,000
3,040 60,800,000,000 62,950,000,000 -2,150,000,000 60,800,000,000 62,950,000,000
3,050 61,000,000,000 62,950,000,000 -1,950,000,000 61,000,000,000 62,950,000,000
3,060 61,200,000,000 62,950,000,000 -1,750,000,000 61,200,000,000 62,950,000,000
3,070 61,400,000,000 62,950,000,000 -1,550,000,000 61,400,000,000 62,950,000,000
3,080 61,600,000,000 62,950,000,000 -1,350,000,000 61,600,000,000 62,950,000,000
3,090 61,800,000,000 62,950,000,000 -1,150,000,000 61,800,000,000 62,950,000,000
3,100 62,000,000,000 62,950,000,000 -950,000,000 62,000,000,000 62,950,000,000
3,110 62,200,000,000 62,950,000,000 -750,000,000 62,200,000,000 62,950,000,000
3,120 62,400,000,000 62,950,000,000 -550,000,000 62,400,000,000 62,950,000,000
3,130 62,600,000,000 62,950,000,000 -350,000,000 62,600,000,000 62,950,000,000
3,100 62,000,000,000 62,950,000,000 -950,000,000 62,000,000,000 62,950,000,000
3,110 62,200,000,000 62,950,000,000 -750,000,000 62,200,000,000 62,950,000,000
3,120 62,400,000,000 62,950,000,000 -550,000,000 62,400,000,000 62,950,000,000
3,130 62,600,000,000 62,950,000,000 -350,000,000 62,600,000,000 62,950,000,000
3,140 62,800,000,000 62,950,000,000 -150,000,000 62,800,000,000 62,950,000,000
3,150 63,000,000,000 62,950,000,000 50,000,000 63,000,000,000 62,950,000,000
3,160 63,200,000,000 62,950,000,000 250,000,000 63,200,000,000 62,950,000,000
3,170 63,400,000,000 62,950,000,000 450,000,000 63,400,000,000 62,950,000,000
3,180 63,600,000,000 62,950,000,000 650,000,000 63,600,000,000 62,950,000,000
3,190 63,800,000,000 62,950,000,000 850,000,000 63,800,000,000 62,950,000,000
3,200 64,000,000,000 62,950,000,000 1,050,000,000 64,000,000,000 62,950,000,000
3,210 64,200,000,000 62,950,000,000 1,250,000,000 64,200,000,000 62,950,000,000
3,220 64,400,000,000 62,950,000,000 1,450,000,000 64,400,000,000 62,950,000,000
3,230 64,600,000,000 62,950,000,000 1,650,000,000 64,600,000,000 62,950,000,000
3,240 64,800,000,000 62,950,000,000 1,850,000,000 64,800,000,000 62,950,000,000
3,250 65,000,000,000 62,950,000,000 2,050,000,000 65,000,000,000 62,950,000,000
Derivados

Compra ropa en china y la paga en dolares, tiene una cxp en dolares a 30 dias

Montos
BID OFFER
Dólar 3147.5 3197.5

Dólar

Realizaria forwards de que tipo y con que subyacentes?

Compra o vende?

Realice los calculos necesarios para determinar lo siguiente:

valor del derecho y la obligacion
Efecto de la cobertura.