Anlisis de escenarios

x1
x2
x3
x4

Escenarios a
up side
down side
expected
slowly growth

Rendimiento esperado
Varianza
Desviacin Estandar

b
70
-10
20
5

ab
0.25
0.15
0.4
0.2

25
780
27.93

c
17.5
-1.5
8
1
25

-45
35
5
20

c2

c2b
2025
1225
25
400

506.25
183.75
10
80
780

Tasa de retorno de inversin de diferentes negocios (%)

a
b
ab
State of the economy T-bills
Probability Expected rate
Upside case
8
0.3
2.4
Downside case
2
0.2
0.4
Expected
2.8
0.4
1.12
Slowly growth
3.5
0.1
0.35
1
4.27
State of the economy High tech
Probability Expected rate
Upside case
22
0.15
3.3
Downside case
-10
0.2
-2
Expected
15
0.4
6
Slowly growth
10
0.25
2.5
1
9.8
State of the economy Collections Probability Expected rate
Upside case
28
0.1
2.8
Downside case
5
0.05
0.25
Expected
20
0.35
7
Slowly growth
15
0.5
7.5
1
17.55
State of the economy Rubber
Upside case
Downside case
Expected
Slowly growth

Probability Expected rate

45
0.1
4.5
-20
0.35
-7
10
0.2
2
5
0.35
1.75
1
1.25

State of the economy Stores Mkt Probability Expected rate

Upside case
35
0.25
8.75
Downside case
18
0.15
2.7
Expected
28
0.4
11.2
Slowly growth
20
0.2
4
1
26.65

c
c2
c2b
Paso 1 varianPaso 2 varianAtenuar Error estandar
-3.73
13.9129
4.17387
2.27
5.1529
1.03058
1.47
2.1609
0.86436
0.77
0.5929
0.05929
21.8196
6.1281 varianza
2.47549995 desv est
Paso 1 varianPaso 2 varianAtenuar Error estandar
-12.2
148.84
22.326
19.8
392.04
78.408
-5.2
27.04
10.816
-0.2
0.04
0.01
567.96
111.56 varianza
10.5621967 desv est
Paso 1 varianPaso 2 varianAtenuar Error estandar
-10.45
109.2025
10.92025
12.55
157.5025
7.875125
-2.45
6.0025
2.100875
2.55
6.5025
3.25125
279.21
24.1475 varianza
4.91401058 desv est
Paso 1 varianPaso 2 varianAtenuar Error estandar
-43.75 1914.0625 191.40625
21.25
451.5625 158.046875
-8.75
76.5625
15.3125
-3.75
14.0625
4.921875
2456.25
369.6875 varianza
19.2272593 desv est
Paso 1 varianPaso 2 varianAtenuar Error estandar
-8.35
69.7225 17.430625
8.65
74.8225 11.223375
-1.35
1.8225
0.729
6.65
44.2225
8.8445
190.59
38.2275 varianza
6.18283915 desv est

Lim Sup
Media
Lim Inf

Lim Sup
Media
Lim Inf

Lim Sup
Media
Lim Inf

Lim Sup
Media
Lim Inf

Lim Sup
Media
Lim Inf

6.74549995
4.27
1.79450005

20.3621967
9.8
-0.76219674

22.4640106
17.55
12.6359894

20.4772593
1.25
-17.9772593

32.8328392
26.65
20.4671608

Menor Rendimiento
Mejor rendimiento
Mayor Riesgo
Menor Riesgo

1.25 Rubber
26.65 Store Mkt
19.22 Rubber
2.47 T-bills