Geometric Brownian Motion Portfolio Simulation

Expected Returns and Volatilities

Nombre Ticker Annual Return Annual Volatility Monthly Return Monthly Volatility Chapter Ticker
ING Group, N.V. 9.87% 41.31% 0.82% 11.93% Financial Services ING
Mastercard Incorporated 11.52% 30.61% 0.96% 8.84% Financial Services MA
Barclays PLC 11.02% 43.00% 0.92% 12.41% Financial Services BCS
Visa Inc. 11.44% 27.75% 0.95% 8.01% Financial Services V
BANCO BILBAO VIZCAYA ARGENTARIA 17.43% 38.48% 1.45% 11.11% Financial Services BBVA.MC
Grupo Cibest S.A. -5.28% 41.87% -0.44% 12.09% Financial Services CIB
Yum! Brands, Inc. 6.57% 25.91% 0.55% 7.48% Consumer Cyclical YUM
LVMH 2.44% 30.38% 0.20% 8.77% Consumer Cyclical MC.PA
Aptiv PLC -7.01% 48.61% -0.58% 14.03% Consumer Cyclical APTV
Yum China Holdings, Inc. -2.64% 38.59% -0.22% 11.14% Consumer Cyclical YUMC
Altria Group, Inc. 3.59% 24.80% 0.30% 7.16% Consumer Defensive MO
Pepsico, Inc. -0.91% 22.33% -0.08% 6.45% Consumer Defensive PEP
Albertsons Companies, Inc. 7.32% 33.81% 0.61% 9.76% Consumer Defensive ACI
Kimberly-Clark Corporation 0.77% 21.56% 0.06% 6.22% Consumer Defensive KMB
Ingredion Incorporated 7.17% 28.62% 0.60% 8.26% Consumer Defensive INGR
Darling Ingredients Inc. 2.04% 45.57% 0.17% 13.15% Consumer Defensive DAR
Walmart Inc. 16.51% 23.31% 1.38% 6.73% Consumer Defensive WMT

ING - ING Group, N.V.


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MA - Mastercard Incorporated


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BCS - Barclays PLC


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V - Visa Inc.


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BBVA.MC - BANCO BILBAO VIZCAYA ARGENTARIA


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CIB - Grupo Cibest S.A.


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YUM - Yum! Brands, Inc.


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MC.PA - LVMH


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APTV - Aptiv PLC


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YUMC - Yum China Holdings, Inc.


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MO - Altria Group, Inc.


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PEP - Pepsico, Inc.


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ACI - Albertsons Companies, Inc.


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KMB - Kimberly-Clark Corporation


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INGR - Ingredion Incorporated


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DAR - Darling Ingredients Inc.


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WMT - Walmart Inc.


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