#Asiganación de activos

## [1] "AMZN.MX"     "BIMBOA.MX"   "TSLA.MX"     "GCARSOA1.MX" "AGUA.MX"    
## [6] "FEMSAUBD.MX" "BACHOCOB.MX" "HERDEZ.MX"

#Analisis de los activos

##     AMZN.MX            BIMBOA.MX            TSLA.MX          GCARSOA1.MX       
##  Min.   :-15.07481   Min.   :-11.79101   Min.   :-15.4369   Min.   :-14.89362  
##  1st Qu.: -1.30218   1st Qu.: -1.10028   1st Qu.: -1.9756   1st Qu.: -1.46941  
##  Median :  0.00000   Median :  0.06064   Median :  0.1508   Median :  0.04099  
##  Mean   :  0.01852   Mean   :  0.16405   Mean   :  0.2394   Mean   :  0.07072  
##  3rd Qu.:  1.11025   3rd Qu.:  1.35170   3rd Qu.:  2.2176   3rd Qu.:  1.42405  
##  Max.   : 15.60931   Max.   : 14.07804   Max.   : 21.4587   Max.   : 12.18876  
##     AGUA.MX         FEMSAUBD.MX        BACHOCOB.MX         HERDEZ.MX       
##  Min.   :-10.548   Min.   :-7.11175   Min.   :-5.92033   Min.   :-9.64367  
##  1st Qu.: -1.568   1st Qu.:-0.88392   1st Qu.:-0.67190   1st Qu.:-1.30159  
##  Median :  0.000   Median :-0.05806   Median :-0.01257   Median : 0.00000  
##  Mean   :  0.112   Mean   : 0.01114   Mean   : 0.05247   Mean   : 0.06285  
##  3rd Qu.:  1.682   3rd Qu.: 0.85198   3rd Qu.: 0.59250   3rd Qu.: 1.26190  
##  Max.   : 14.598   Max.   :12.12224   Max.   :16.55078   Max.   :12.88778

#Calculo del CAPM Obtenemos las desviaciones estandar:

##     AMZN.MX   BIMBOA.MX     TSLA.MX GCARSOA1.MX     AGUA.MX FEMSAUBD.MX 
##    2.429538    2.324491    4.190048    2.562428    2.968664    1.748213 
## BACHOCOB.MX   HERDEZ.MX 
##    1.535274    2.480109

Los rendimientos promedios diarios son:

##     AMZN.MX   BIMBOA.MX     TSLA.MX GCARSOA1.MX     AGUA.MX FEMSAUBD.MX 
##  0.01852233  0.16405445  0.23936149  0.07072140  0.11195572  0.01114085 
## BACHOCOB.MX   HERDEZ.MX 
##  0.05247352  0.06284994

Nuestra beta para este portafolio es:

## [1] 2.529846