COMBINACIÓN DE ACTIVOS

DIANA ZUGEY AGUILAR QUIMBAYA

Cod. 171082

ANDRES FELIPE CADENA

Cod. 122309

JOSE ARLEY MORENO DIAZ

Docente

UNIVERSIDAD LIBRE DE COLOMBIA

SECCIONAL CALI
FCEAC - CONTADURÍA PÚBLICA
PORTAFOLIO DE INVERSIONES
JUNIO 2019
 PRECIO VARIACION
BANCOLOMBIA 24,240 5.40%

Fecha Valor
VARIABILIDAD PRECION ACCION BANCO
MAYO 2019 AL 08 DE MAYO 2020
5/8/2019 38,620
5/9/2019 38,500 50,000
5/10/2019 39,200 45,000
5/13/2019 37,840 40,000

5/14/2019 37,680
35,000
30,000
5/15/2019 37,520
25,000
5/16/2019 36,620
20,000
5/17/2019 36,320
15,000
5/20/2019 36,020 10,000
5/21/2019 36,300 5,000
5/22/2019 36,040 0
5/23/2019 36,020 5/8/2019 7/8/2019 9/8/2019 11/8/2019 1/8/2020 3/8/

5/24/2019 36,260
5/27/2019 35,520
5/28/2019 35,600
5/29/2019 36,860
5/30/2019 37,360
5/31/2019 37,400
6/4/2019 38,480
6/5/2019 37,320
6/7/2019 38,000
6/10/2019 37,800
6/11/2019 39,900
6/12/2019 38,200
6/13/2019 38,200
6/14/2019 38,160
6/17/2019 37,300
6/18/2019 38,180
6/20/2019 38,840
6/21/2019 38,600
6/25/2019 38,720
6/26/2019 38,500
6/27/2019 38,620
6/28/2019 38,640
7/2/2019 38,500
7/3/2019 38,840
7/4/2019 38,360
7/5/2019 38,580
 7/8/2019 38,640
7/9/2019 38,780
7/10/2019 38,800
7/11/2019 39,000
7/12/2019 39,400
7/15/2019 39,400
7/16/2019 39,960
7/17/2019 39,760
7/18/2019 38,740
7/19/2019 39,500
7/22/2019 39,080
7/23/2019 39,760
7/24/2019 39,300
7/25/2019 39,000
7/26/2019 39,120
7/29/2019 38,900
7/30/2019 38,880
7/31/2019 39,300
8/1/2019 37,900
8/2/2019 38,800
8/5/2019 37,640
8/6/2019 38,700
8/8/2019 39,520
8/9/2019 39,800
8/12/2019 39,660
8/13/2019 40,660
8/14/2019 39,520
8/15/2019 40,000
8/16/2019 40,600
8/20/2019 40,640
8/21/2019 39,320
8/22/2019 38,920
8/23/2019 38,400
8/26/2019 39,500
8/27/2019 38,800
8/28/2019 39,320
8/29/2019 39,160
8/30/2019 39,580
9/2/2019 39,260
9/3/2019 39,380
9/4/2019 39,500
9/5/2019 38,600
9/6/2019 38,820
 9/9/2019 38,680
9/10/2019 38,800
9/11/2019 39,880
9/12/2019 39,720
9/13/2019 39,860
9/16/2019 39,900
9/17/2019 40,000
9/18/2019 40,000
9/19/2019 39,980
9/20/2019 39,200
9/23/2019 40,120
9/24/2019 40,280
9/25/2019 40,400
9/26/2019 40,280
9/27/2019 39,000
9/30/2019 39,500
10/1/2019 40,000
10/2/2019 39,500
10/3/2019 40,160
10/4/2019 40,300
10/7/2019 40,360
10/8/2019 40,200
10/9/2019 39,620
10/10/2019 39,500
10/11/2019 40,000
10/15/2019 39,360
10/16/2019 39,900
10/17/2019 40,100
10/18/2019 39,980
10/21/2019 42,000
10/22/2019 41,480
10/23/2019 41,400
10/24/2019 40,920
10/25/2019 41,500
10/28/2019 40,620
10/29/2019 41,300
10/30/2019 40,940
10/31/2019 41,100
11/1/2019 41,960
11/5/2019 43,800
11/6/2019 43,780
11/7/2019 43,400
11/8/2019 42,660
11/12/2019 41,980
11/13/2019 41,760
11/14/2019 41,760
11/15/2019 41,720
11/18/2019 42,000
11/19/2019 41,960
11/20/2019 41,740
11/21/2019 42,240
11/22/2019 41,900
11/25/2019 41,300
11/26/2019 41,980
11/27/2019 41,100
11/28/2019 41,600
11/29/2019 41,680
12/2/2019 41,600
12/3/2019 41,480
12/4/2019 41,900
12/5/2019 42,000
12/6/2019 42,000
12/9/2019 42,000
12/10/2019 41,400
12/11/2019 41,700
12/12/2019 42,200
12/13/2019 42,500
12/16/2019 42,960
12/17/2019 43,300
12/18/2019 43,480
12/19/2019 44,300
12/20/2019 43,720
12/23/2019 44,840
12/26/2019 43,700
12/27/2019 44,000
12/30/2019 44,000
1/2/2020 44,380
1/3/2020 44,300
1/7/2020 43,800
1/8/2020 43,460
1/9/2020 43,300
1/10/2020 42,640
1/13/2020 42,540
1/14/2020 42,880
1/15/2020 42,980
1/16/2020 43,980
1/17/2020 44,600
1/20/2020 44,500
1/21/2020 44,020
1/22/2020 43,680
1/23/2020 43,720
1/24/2020 43,900
1/27/2020 42,720
1/28/2020 42,600
1/29/2020 42,740
1/30/2020 42,720
1/31/2020 42,440
2/3/2020 42,380
2/4/2020 43,440
2/5/2020 43,660
2/6/2020 44,200
2/7/2020 44,280
2/10/2020 44,480
2/11/2020 44,080
2/12/2020 43,980
2/13/2020 44,480
2/14/2020 44,700
2/17/2020 44,460
2/18/2020 43,900
2/19/2020 44,180
2/20/2020 43,860
2/21/2020 40,520
2/24/2020 40,080
2/25/2020 40,340
2/26/2020 39,680
2/27/2020 39,500
2/28/2020 39,000
3/2/2020 38,120
3/3/2020 36,740
3/4/2020 37,500
3/5/2020 37,540
3/6/2020 36,700
3/9/2020 31,420
3/10/2020 31,720
3/11/2020 29,900
3/12/2020 28,600
3/16/2020 23,440
3/17/2020 22,880
3/18/2020 20,000
3/19/2020 20,100
3/20/2020 18,700
3/24/2020 18,500
3/25/2020 22,000
3/26/2020 25,800
3/27/2020 25,700
3/30/2020 25,040
3/31/2020 25,080
4/1/2020 24,000
4/2/2020 23,800
4/3/2020 23,800
4/6/2020 25,400
4/7/2020 26,000
4/8/2020 26,100
4/13/2020 26,960
4/14/2020 26,720
4/15/2020 26,800
4/16/2020 26,880
4/17/2020 26,500
4/20/2020 26,200
4/21/2020 24,800
4/22/2020 24,780
4/23/2020 24,500
4/24/2020 23,040
4/27/2020 24,500
4/28/2020 25,500
4/29/2020 25,020
4/30/2020 25,320
5/4/2020 24,140
5/5/2020 23,780
5/6/2020 23,000
5/7/2020 24,240
5/8/2020 24,000
RECION ACCION BANCOLOMBIA DEL 08 DE
8 DE MAYO 2020

11/8/2019 1/8/2020 3/8/2020 5/8/2020

BANCOLOMBIA
RENTABILIDAD PROBABILIDAD PROMEDIO VARIANZA
Fecha Valor
5/8/2020 24,000 -0.99%
5/7/2020 24,240 5.39%
5/6/2020 23,000 -3.28%
5/5/2020 23,780 -1.49%
5/4/2020 24,140 -4.66%
4/30/2020 25,320 1.20%
4/29/2020 25,020 -1.88%
4/28/2020 25,500 4.08%
4/27/2020 24,500 6.34%
4/24/2020 23,040 -5.96%
4/23/2020 24,500 -1.13%
4/22/2020 24,780 -0.08%
4/21/2020 24,800 -5.34%
4/20/2020 26,200 -1.13%
4/17/2020 26,500 -1.41%
4/16/2020 26,880 0.30%
4/15/2020 26,800 0.30%
4/14/2020 26,720 -0.89%
4/13/2020 26,960 3.30%
4/8/2020 26,100 0.38%
4/7/2020 26,000 2.36%
4/6/2020 25,400 6.72%
4/3/2020 23,800 0.00%
4/2/2020 23,800 -0.83%
4/1/2020 24,000 -4.31%
3/31/2020 25,080 0.16%
3/30/2020 25,040 -2.57%
3/27/2020 25,700 -0.39%
3/26/2020 25,800 17.27%
3/25/2020 22,000 18.92%
3/24/2020 18,500 -1.07%
3/20/2020 18,700 -6.97%
3/19/2020 20,100 0.50%
3/18/2020 20,000 -12.59%
3/17/2020 22,880 -2.39%
3/16/2020 23,440 -18.04%
3/12/2020 28,600 -4.35%
3/11/2020 29,900 -5.74%
3/10/2020 31,720 0.95%
 3/9/2020 31,420 -14.39%
3/6/2020 36,700 -2.24%
3/5/2020 37,540 0.11%
3/4/2020 37,500 2.07%
3/3/2020 36,740 -3.62%
3/2/2020 38,120 -2.26%
2/28/2020 39,000 -1.27%
2/27/2020 39,500 -0.45%
2/26/2020 39,680 -1.64%
2/25/2020 40,340 0.65%
2/24/2020 40,080 -1.09%
2/21/2020 40,520 -7.62%
2/20/2020 43,860 -0.72%
2/19/2020 44,180 0.64%
2/18/2020 43,900 -1.26%
2/17/2020 44,460 -0.54%
2/14/2020 44,700 0.49%
2/13/2020 44,480 1.14%
2/12/2020 43,980 -0.23%
2/11/2020 44,080 -0.90%
2/10/2020 44,480 0.45%
2/7/2020 44,280 0.18%
2/6/2020 44,200 1.24%
2/5/2020 43,660 0.51%
2/4/2020 43,440 2.50%
2/3/2020 42,380 -0.14%
1/31/2020 42,440 -0.66%
1/30/2020 42,720 -0.05%
1/29/2020 42,740 0.33%
1/28/2020 42,600 -0.28%
1/27/2020 42,720 -2.69%
1/24/2020 43,900 0.41%
1/23/2020 43,720 0.09%
1/22/2020 43,680 -0.77%
1/21/2020 44,020 -1.08%
1/20/2020 44,500 -0.22%
1/17/2020 44,600 1.41%
1/16/2020 43,980 2.33%
1/15/2020 42,980 0.23%
1/14/2020 42,880 0.80%
1/13/2020 42,540 -0.23%
1/10/2020 42,640 -1.52%
1/9/2020 43,300 -0.37%
 1/8/2020 43,460 -0.78%
1/7/2020 43,800 -1.13%
1/3/2020 44,300 -0.18%
1/2/2020 44,380 0.86%
12/30/2019 44,000 0.00%
12/27/2019 44,000 0.69%
12/26/2019 43,700 -2.54%
12/23/2019 44,840 2.56%
12/20/2019 43,720 -1.31%
12/19/2019 44,300 1.89%
12/18/2019 43,480 0.42%
12/17/2019 43,300 0.79%
12/16/2019 42,960 1.08%
12/13/2019 42,500 0.71%
12/12/2019 42,200 1.20%
12/11/2019 41,700 0.72%
12/10/2019 41,400 -1.43%
12/9/2019 42,000 0.00%
12/6/2019 42,000 0.00%
12/5/2019 42,000 0.24%
12/4/2019 41,900 1.01%
12/3/2019 41,480 -0.29%
12/2/2019 41,600 -0.19%
11/29/2019 41,680 0.19%
11/28/2019 41,600 1.22%
11/27/2019 41,100 -2.10%
11/26/2019 41,980 1.65%
11/25/2019 41,300 -1.43%
11/22/2019 41,900 -0.80%
11/21/2019 42,240 1.20%
11/20/2019 41,740 -0.52%
11/19/2019 41,960 -0.10%
11/18/2019 42,000 0.67%
11/15/2019 41,720 -0.10%
11/14/2019 41,760 0.00%
11/13/2019 41,760 -0.52%
11/12/2019 41,980 -1.59%
11/8/2019 42,660 -1.71%
11/7/2019 43,400 -0.87%
11/6/2019 43,780 -0.05%
11/5/2019 43,800 4.39%
11/1/2019 41,960 2.09%
10/31/2019 41,100 0.39%
10/30/2019 40,940 -0.87%
10/29/2019 41,300 1.67%
10/28/2019 40,620 -2.12%
10/25/2019 41,500 1.42%
10/24/2019 40,920 -1.16%
10/23/2019 41,400 -0.19%
10/22/2019 41,480 -1.24%
10/21/2019 42,000 5.05%
10/18/2019 39,980 -0.30%
10/17/2019 40,100 0.50%
10/16/2019 39,900 1.37%
10/15/2019 39,360 -1.60%
10/11/2019 40,000 1.27%
10/10/2019 39,500 -0.30%
10/9/2019 39,620 -1.44%
10/8/2019 40,200 -0.40%
10/7/2019 40,360 0.15%
10/4/2019 40,300 0.35%
10/3/2019 40,160 1.67%
10/2/2019 39,500 -1.25%
10/1/2019 40,000 1.27%
9/30/2019 39,500 1.28%
9/27/2019 39,000 -3.18%
9/26/2019 40,280 -0.30%
9/25/2019 40,400 0.30%
9/24/2019 40,280 0.40%
9/23/2019 40,120 2.35%
9/20/2019 39,200 -1.95%
9/19/2019 39,980 -0.05%
9/18/2019 40,000 0.00%
9/17/2019 40,000 0.25%
9/16/2019 39,900 0.10%
9/13/2019 39,860 0.35%
9/12/2019 39,720 -0.40%
9/11/2019 39,880 2.78%
9/10/2019 38,800 0.31%
9/9/2019 38,680 -0.36%
9/6/2019 38,820 0.57%
9/5/2019 38,600 -2.28%
9/4/2019 39,500 0.30%
9/3/2019 39,380 0.31%
9/2/2019 39,260 -0.81%
8/30/2019 39,580 1.07%
8/29/2019 39,160 -0.41%
8/28/2019 39,320 1.34%
8/27/2019 38,800 -1.77%
8/26/2019 39,500 2.86%
8/23/2019 38,400 -1.34%
8/22/2019 38,920 -1.02%
8/21/2019 39,320 -3.25%
8/20/2019 40,640 0.10%
8/16/2019 40,600 1.50%
8/15/2019 40,000 1.21%
8/14/2019 39,520 -2.80%
8/13/2019 40,660 2.52%
8/12/2019 39,660 -0.35%
8/9/2019 39,800 0.71%
8/8/2019 39,520 2.12%
8/6/2019 38,700 2.82%
8/5/2019 37,640 -2.99%
8/2/2019 38,800 2.37%
8/1/2019 37,900 -3.56%
7/31/2019 39,300 1.08%
7/30/2019 38,880 -0.05%
7/29/2019 38,900 -0.56%
7/26/2019 39,120 0.31%
7/25/2019 39,000 -0.76%
7/24/2019 39,300 -1.16%
7/23/2019 39,760 1.74%
7/22/2019 39,080 -1.06%
7/19/2019 39,500 1.96%
7/18/2019 38,740 -2.57%
7/17/2019 39,760 -0.50%
7/16/2019 39,960 1.42%
7/15/2019 39,400 0.00%
7/12/2019 39,400 1.03%
7/11/2019 39,000 0.52%
7/10/2019 38,800 0.05%
7/9/2019 38,780 0.36%
7/8/2019 38,640 0.16%
7/5/2019 38,580 0.57%
7/4/2019 38,360 -1.24%
7/3/2019 38,840 0.88%
7/2/2019 38,500 -0.36%
6/28/2019 38,640 0.05%
6/27/2019 38,620 0.31%
6/26/2019 38,500 -0.57%
6/25/2019 38,720 0.31%
6/21/2019 38,600 -0.62%
6/20/2019 38,840 1.73%
6/18/2019 38,180 2.36%
6/17/2019 37,300 -2.25%
6/14/2019 38,160 -0.10%
6/13/2019 38,200 0.00%
6/12/2019 38,200 -4.26%
6/11/2019 39,900 5.56%
6/10/2019 37,800 -0.53%
6/7/2019 38,000 1.82%
6/5/2019 37,320 -3.01%
6/4/2019 38,480 2.89%
5/31/2019 37,400 0.11%
5/30/2019 37,360 1.36%
5/29/2019 36,860 3.54%
5/28/2019 35,600 0.23%
5/27/2019 35,520 -2.04%
5/24/2019 36,260 0.67%
5/23/2019 36,020 -0.06%
5/22/2019 36,040 -0.72%
5/21/2019 36,300 0.78%
5/20/2019 36,020 -0.83%
5/17/2019 36,320 -0.82%
5/16/2019 36,620 -2.40%
5/15/2019 37,520 -0.42%
5/14/2019 37,680 -0.42%
5/13/2019 37,840 -3.47%
5/10/2019 39,200 1.82%
5/9/2019 38,500 -0.31%
5/8/2019 38,620
 PROMEDIO -0.1494%
VARIANZA 0.0934%
DESV. ESTANDAR 3.056% Es el riesgo que tiene cada activo
RAIZ(VARIANZA) 3.056% Es el riesgo que tiene cada activo

TEOREMA DE CHEBYSHEV
68% 2.907%
95% 5.963%
99% 9.019%
 COMBINACION DE ACTIVOS

BANCOLOMBIA NUTRESA DAVIVIENDA RENTABILIDAD

Fecha Valor Valor Valor BANCOLOMBIA NUTRESA

5/8/2020 24,000 26,200 27,220 -0.99% -0.53%

5/7/2020 24,240 26,340 27,260 5.39% -0.53%
5/6/2020 23,000 26,480 27,540 -3.28% 1.15%
5/5/2020 23,780 26,180 27,600 -1.49% -0.53%
5/4/2020 24,140 26,320 27,620 -4.66% 0.69%
4/30/2020 25,320 26,140 28,720 1.20% -0.15%
4/29/2020 25,020 26,180 29,240 -1.88% 0.69%
4/28/2020 25,500 26,000 28,160 4.08% 1.64%
4/27/2020 24,500 25,580 28,620 6.34% 1.67%
4/24/2020 23,040 25,160 29,420 -5.96% -1.33%
4/23/2020 24,500 25,500 30,120 -1.13% 2.08%
4/22/2020 24,780 24,980 27,700 -0.08% -0.24%
4/21/2020 24,800 25,040 28,400 -5.34% 0.08%
4/20/2020 26,200 25,020 29,680 -1.13% 0.08%
4/17/2020 26,500 25,000 29,640 -1.41% 0.00%
4/16/2020 26,880 25,000 29,320 0.30% -0.40%
4/15/2020 26,800 25,100 29,500 0.30% 0.88%
4/14/2020 26,720 24,880 28,700 -0.89% -0.56%
4/13/2020 26,960 25,020 28,400 3.30% -0.48%
4/8/2020 26,100 25,140 28,400 0.38% -2.93%
4/7/2020 26,000 25,900 27,960 2.36% -0.77%
4/6/2020 25,400 26,100 28,500 6.72% -0.23%
4/3/2020 23,800 26,160 27,000 0.00% 2.51%
4/2/2020 23,800 25,520 26,660 -0.83% 0.08%
4/1/2020 24,000 25,500 27,600 -4.31% -1.70%
3/31/2020 25,080 25,940 30,500 0.16% 1.73%
3/30/2020 25,040 25,500 30,520 -2.57% 0.79%
3/27/2020 25,700 25,300 30,500 -0.39% 0.72%
3/26/2020 25,800 25,120 31,260 17.27% 0.08%
3/25/2020 22,000 25,100 27,600 18.92% -0.40%
3/24/2020 18,500 25,200 22,920 -1.07% 0.56%
3/20/2020 18,700 25,060 22,140 -6.97% -0.71%
3/19/2020 20,100 25,240 22,960 0.50% 0.88%
3/18/2020 20,000 25,020 24,260 -12.59% 0.16%
3/17/2020 22,880 24,980 28,380 -2.39% -0.95%
3/16/2020 23,440 25,220 28,520 -18.04% -0.86%
3/12/2020 28,600 25,440 31,580 -4.35% -1.40%
3/11/2020 29,900 25,800 33,700 -5.74% 0.78%
3/10/2020 31,720 25,600 35,200 0.95% 0.00%
3/9/2020 31,420 25,600 35,000 -14.39% -0.39%
3/6/2020 36,700 25,700 38,700 -2.24% 0.00%
3/5/2020 37,540 25,700 40,800 0.11% -0.31%
3/4/2020 37,500 25,780 41,040 2.07% 0.62%
3/3/2020 36,740 25,620 40,680 -3.62% -1.46%
3/2/2020 38,120 26,000 42,000 -2.26% 2.60%
2/28/2020 39,000 25,340 42,000 -1.27% -0.16%
2/27/2020 39,500 25,380 42,600 -0.45% -1.48%
2/26/2020 39,680 25,760 43,980 -1.64% 1.42%
2/25/2020 40,340 25,400 44,200 0.65% -0.31%
2/24/2020 40,080 25,480 45,000 -1.09% 0.79%
2/21/2020 40,520 25,280 45,000 -7.62% -0.24%
2/20/2020 43,860 25,340 45,900 -0.72% 0.64%
2/19/2020 44,180 25,180 46,660 0.64% -0.71%
2/18/2020 43,900 25,360 46,220 -1.26% 0.24%
2/17/2020 44,460 25,300 46,060 -0.54% 0.72%
2/14/2020 44,700 25,120 46,020 0.49% 0.48%
2/13/2020 44,480 25,000 46,900 1.14% -1.96%
2/12/2020 43,980 25,500 46,200 -0.23% 2.41%
2/11/2020 44,080 24,900 46,340 -0.90% 1.97%
2/10/2020 44,480 24,420 46,600 0.45% -2.55%
2/7/2020 44,280 25,060 46,400 0.18% 0.97%
2/6/2020 44,200 24,820 46,220 1.24% -0.40%
2/5/2020 43,660 24,920 46,720 0.51% 0.24%
2/4/2020 43,440 24,860 45,680 2.50% -0.32%
2/3/2020 42,380 24,940 45,500 -0.14% -2.20%
1/31/2020 42,440 25,500 45,980 -0.66% -0.08%
1/30/2020 42,720 25,520 45,780 -0.05% -0.78%
1/29/2020 42,740 25,720 45,900 0.33% 0.08%
1/28/2020 42,600 25,700 45,240 -0.28% -0.31%
1/27/2020 42,720 25,780 44,900 -2.69% 1.18%
1/24/2020 43,900 25,480 45,560 0.41% 1.76%
1/23/2020 43,720 25,040 45,400 0.09% -2.49%
1/22/2020 43,680 25,680 45,480 -0.77% 0.39%
1/21/2020 44,020 25,580 45,480 -1.08% 0.63%
1/20/2020 44,500 25,420 45,200 -0.22% -1.63%
1/17/2020 44,600 25,840 44,960 1.41% 0.08%
1/16/2020 43,980 25,820 44,780 2.33% 0.86%
1/15/2020 42,980 25,600 44,240 0.23% 0.63%
1/14/2020 42,880 25,440 44,200 0.80% 0.00%
1/13/2020 42,540 25,440 44,000 -0.23% -0.24%
1/10/2020 42,640 25,500 44,300 -1.52% -0.31%
 1/9/2020 43,300 25,580 44,680 -0.37% 0.79%
1/8/2020 43,460 25,380 45,300 -0.78% 0.95%
1/7/2020 43,800 25,140 45,500 -1.13% -1.33%
1/3/2020 44,300 25,480 45,280 -0.18% 0.71%
1/2/2020 44,380 25,300 45,600 0.86% -0.39%
12/30/2019 44,000 25,400 45,980 0.00% 0.47%
12/27/2019 44,000 25,280 45,460 0.69% -0.47%
12/26/2019 43,700 25,400 45,200 -2.54% -1.01%
12/23/2019 44,840 25,660 43,980 2.56% -1.16%
12/20/2019 43,720 25,960 43,960 -1.31% 1.88%
12/19/2019 44,300 25,480 44,980 1.89% 0.63%
12/18/2019 43,480 25,320 44,400 0.42% -0.31%
12/17/2019 43,300 25,400 44,000 0.79% -0.47%
12/16/2019 42,960 25,520 44,000 1.08% 0.71%
12/13/2019 42,500 25,340 43,140 0.71% 0.00%
12/12/2019 42,200 25,340 43,400 1.20% 0.32%
12/11/2019 41,700 25,260 42,500 0.72% -0.94%
12/10/2019 41,400 25,500 42,400 -1.43% -0.70%
12/9/2019 42,000 25,680 42,400 0.00% 0.00%
12/6/2019 42,000 25,680 42,500 0.00% 1.10%
12/5/2019 42,000 25,400 42,520 0.24% -0.78%
12/4/2019 41,900 25,600 42,260 1.01% 1.11%
12/3/2019 41,480 25,320 42,220 -0.29% -0.31%
12/2/2019 41,600 25,400 43,180 -0.19% 0.24%
11/29/2019 41,680 25,340 44,000 0.19% -0.08%
11/28/2019 41,600 25,360 43,280 1.22% -0.16%
11/27/2019 41,100 25,400 43,280 -2.10% 0.00%
11/26/2019 41,980 25,400 43,000 1.65% 0.00%
11/25/2019 41,300 25,400 43,100 -1.43% 0.00%
11/22/2019 41,900 25,400 43,180 -0.80% -0.39%
11/21/2019 42,240 25,500 43,600 1.20% -0.47%
11/20/2019 41,740 25,620 43,800 -0.52% -0.31%
11/19/2019 41,960 25,700 44,000 -0.10% -0.77%
11/18/2019 42,000 25,900 44,020 0.67% 1.41%
11/15/2019 41,720 25,540 44,680 -0.10% 0.63%
11/14/2019 41,760 25,380 44,740 0.00% -1.63%
11/13/2019 41,760 25,800 44,500 -0.52% 0.62%
11/12/2019 41,980 25,640 44,740 -1.59% -0.85%
11/8/2019 42,660 25,860 44,680 -1.71% 0.86%
11/7/2019 43,400 25,640 44,080 -0.87% -0.16%
11/6/2019 43,780 25,680 44,160 -0.05% 0.08%
11/5/2019 43,800 25,660 44,400 4.39% 0.94%
11/1/2019 41,960 25,420 43,440 2.09% 1.03%
10/31/2019 41,100 25,160 43,200 0.39% 0.48%
10/30/2019 40,940 25,040 43,520 -0.87% -0.24%
10/29/2019 41,300 25,100 43,460 1.67% -0.63%
10/28/2019 40,620 25,260 43,060 -2.12% 0.64%
10/25/2019 41,500 25,100 43,400 1.42% 1.62%
10/24/2019 40,920 24,700 43,000 -1.16% -1.20%
10/23/2019 41,400 25,000 42,580 -0.19% -0.79%
10/22/2019 41,480 25,200 42,560 -1.24% -0.71%
10/21/2019 42,000 25,380 41,900 5.05% -1.63%
10/18/2019 39,980 25,800 42,000 -0.30% -2.27%
10/17/2019 40,100 26,400 41,800 0.50% 2.01%
10/16/2019 39,900 25,880 41,620 1.37% 0.54%
10/15/2019 39,360 25,740 41,820 -1.60% -0.54%
10/11/2019 40,000 25,880 42,660 1.27% 0.23%
10/10/2019 39,500 25,820 42,380 -0.30% 0.55%
10/9/2019 39,620 25,680 41,980 -1.44% 1.50%
10/8/2019 40,200 25,300 42,060 -0.40% -1.56%
10/7/2019 40,360 25,700 42,200 0.15% 0.39%
10/4/2019 40,300 25,600 42,080 0.35% 0.00%
10/3/2019 40,160 25,600 41,680 1.67% 0.55%
10/2/2019 39,500 25,460 41,860 -1.25% 0.47%
10/1/2019 40,000 25,340 42,500 1.27% -0.47%
9/30/2019 39,500 25,460 42,500 1.28% 0.71%
9/27/2019 39,000 25,280 41,980 -3.18% 1.04%
9/26/2019 40,280 25,020 42,000 -0.30% 0.08%
9/25/2019 40,400 25,000 41,520 0.30% 0.08%
9/24/2019 40,280 24,980 41,340 0.40% 0.16%
9/23/2019 40,120 24,940 41,620 2.35% 0.16%
9/20/2019 39,200 24,900 42,000 -1.95% -0.80%
9/19/2019 39,980 25,100 41,200 -0.05% -0.79%
9/18/2019 40,000 25,300 41,220 0.00% 0.16%
9/17/2019 40,000 25,260 41,180 0.25% 0.64%
9/16/2019 39,900 25,100 41,240 0.10% -1.18%
9/13/2019 39,860 25,400 41,400 0.35% 1.20%
9/12/2019 39,720 25,100 42,080 -0.40% -0.71%
9/11/2019 39,880 25,280 41,820 2.78% 0.88%
9/10/2019 38,800 25,060 41,440 0.31% 0.16%
9/9/2019 38,680 25,020 41,520 -0.36% -0.08%
9/6/2019 38,820 25,040 41,080 0.57% -0.40%
9/5/2019 38,600 25,140 41,500 -2.28% 0.88%
9/4/2019 39,500 24,920 41,340 0.30% -0.08%
9/3/2019 39,380 24,940 41,620 0.31% -0.24%
9/2/2019 39,260 25,000 41,460 -0.81% 0.00%
8/30/2019 39,580 25,000 41,640 1.07% -0.71%
8/29/2019 39,160 25,180 41,560 -0.41% -0.47%
8/28/2019 39,320 25,300 40,900 1.34% 0.16%
8/27/2019 38,800 25,260 40,700 -1.77% -0.24%
8/26/2019 39,500 25,320 41,200 2.86% -0.24%
8/23/2019 38,400 25,380 41,400 -1.34% 0.63%
8/22/2019 38,920 25,220 42,000 -1.02% 1.20%
8/21/2019 39,320 24,920 41,700 -3.25% -0.16%
8/20/2019 40,640 24,960 41,900 0.10% -0.48%
8/16/2019 40,600 25,080 42,000 1.50% 0.48%
8/15/2019 40,000 24,960 41,600 1.21% 0.81%
8/14/2019 39,520 24,760 41,600 -2.80% -1.20%
8/13/2019 40,660 25,060 42,200 2.52% 0.24%
8/12/2019 39,660 25,000 41,200 -0.35% 0.00%
8/9/2019 39,800 25,000 41,300 0.71% -0.32%
8/8/2019 39,520 25,080 41,300 2.12% -1.10%
8/6/2019 38,700 25,360 40,240 2.82% 1.77%
8/5/2019 37,640 24,920 39,360 -2.99% 0.08%
8/2/2019 38,800 24,900 40,500 2.37% -0.72%
8/1/2019 37,900 25,080 40,800 -3.56% 0.00%
7/31/2019 39,300 25,080 41,140 1.08% -0.87%
7/30/2019 38,880 25,300 40,400 -0.05% 0.40%
7/29/2019 38,900 25,200 41,420 -0.56% 0.40%
7/26/2019 39,120 25,100 41,500 0.31% -0.08%
7/25/2019 39,000 25,120 41,380 -0.76% 0.00%
7/24/2019 39,300 25,120 41,380 -1.16% -0.55%
7/23/2019 39,760 25,260 41,300 1.74% -0.16%
7/22/2019 39,080 25,300 40,760 -1.06% 0.96%
7/19/2019 39,500 25,060 40,860 1.96% 0.32%
7/18/2019 38,740 24,980 41,000 -2.57% 4.61%
7/17/2019 39,760 23,880 41,760 -0.50% 3.29%
7/16/2019 39,960 23,120 42,280 1.42% -5.63%
7/15/2019 39,400 24,500 42,000 0.00% 4.70%
7/12/2019 39,400 23,400 41,400 1.03% -1.68%
7/11/2019 39,000 23,800 41,000 0.52% -0.75%
7/10/2019 38,800 23,980 41,140 0.05% 1.44%
7/9/2019 38,780 23,640 40,820 0.36% 3.68%
7/8/2019 38,640 22,800 41,400 0.16% 0.00%
7/5/2019 38,580 22,800 40,500 0.57% 3.64%
7/4/2019 38,360 22,000 40,180 -1.24% 7.32%
7/3/2019 38,840 20,500 40,080 0.88% 7.89%
7/2/2019 38,500 19,000 39,900 -0.36% 0.00%
6/28/2019 38,640 19,000 40,480 0.05% 11.11%
6/27/2019 38,620 17,100 40,100 0.31% -22.27%
6/26/2019 38,500 22,000 39,820 -0.57% 7.32%
6/25/2019 38,720 20,500 39,660 0.31% 7.89%
6/21/2019 38,600 19,000 39,900 -0.62% 0.00%
6/20/2019 38,840 19,000 40,500 1.73% 11.11%
6/18/2019 38,180 17,100 40,380 2.36% -22.27%
6/17/2019 37,300 22,000 40,200 -2.25% 7.32%
6/14/2019 38,160 20,500 40,000 -0.10% 7.89%
6/13/2019 38,200 19,000 40,520 0.00% 0.00%
6/12/2019 38,200 19,000 40,500 -4.26% 11.11%
6/11/2019 39,900 17,100 40,240 5.56% -22.27%
6/10/2019 37,800 22,000 40,000 -0.53% 7.32%
6/7/2019 38,000 20,500 39,400 1.82% 7.89%
6/5/2019 37,320 19,000 38,520 -3.01% 0.00%
6/4/2019 38,480 19,000 38,200 2.89% 11.11%
5/31/2019 37,400 17,100 38,160 0.11% -22.27%
5/30/2019 37,360 22,000 37,860 1.36% 7.32%
5/29/2019 36,860 20,500 37,480 3.54% 7.89%
5/28/2019 35,600 19,000 37,300 0.23% 0.00%
5/27/2019 35,520 19,000 37,820 -2.04% 11.11%
5/24/2019 36,260 17,100 37,640 0.67% -22.27%
5/23/2019 36,020 22,000 36,980 -0.06% 7.32%
5/22/2019 36,040 20,500 37,300 -0.72% 7.89%
5/21/2019 36,300 19,000 37,480 0.78% 0.00%
5/20/2019 36,020 19,000 36,720 -0.83% 11.11%
5/17/2019 36,320 17,100 37,900 -0.82% -22.27%
5/16/2019 36,620 22,000 38,120 -2.40% 7.32%
5/15/2019 37,520 20,500 36,980 -0.42% 7.89%
5/14/2019 37,680 19,000 36,660 -0.42% 0.00%
5/13/2019 37,840 19,000 36,720 -3.47% 11.11%
5/10/2019 39,200 17,100 38,000 1.82% -10.00%
5/9/2019 38,500 19,000 38,120 -0.31% 11.11%
5/8/2019 38,620 17,100 37,700
TABILIDAD BANCOLOMBIA NUTRESA DAVIVIENDA
DAVIVIENDA PROMEDIO -0.1494% 0.2920% -0.0998%
-0.15% VARIANZA 0.0934% 0.2127% 0.0703%
-1.02% DESVIACION 3.0561% 4.6121% 2.6517%
-0.22% RAIZ 3.0561% 4.6121% 2.6517%
-0.07% COVARIANZA 0.0575% -0.0010% 0.0703%
-3.83% CORRELACION ### ### ###
-1.78%
3.84%
-1.61% La correlación es un numero entre -1 y 1. Si da 1 es porque tienen el mismo movimiento a la alza
-2.72% Cuando eso pasa no es recomendable, para que se va a invertir en dos activos que dan la misma
-2.32% Cuando da -1 es porque su relacion es inversa por lo que se recomienda invertir en ambos para p
8.74% Se debe manejar activos con correlación negativa
-2.46%
-4.31% MATRIZ DE COVARIANZA
0.13% BANCOLOMBIA NUTRESA DAVIVIENDA
1.09% BANCOLOMBIA 0.0934% -0.0102% 0.0575%
-0.61% NUTRESA -0.0102% 0.2127% -0.0010%
2.79% DAVIVIENDA 0.0575% -0.0010% 0.0703%
1.06%
0.00% MATRIZ DE CORRELACION
1.57% BANCOLOMBIA NUTRESA DAVIVIENDA
-1.89% BANCOLOMBIA 0.0009339693853 -0.072422 0.709856
5.56% NUTRESA -0.072422 0.002127186668 -0.008137
1.28% DAVIVIENDA 0.709856 -0.008137 0.000703173
-3.41%
-9.51%
-0.07% Bancolombia Nutresa Davivienda
0.07% Inversion 15% 60% 25%
-2.43% Promedio -0.149% 0.292% -0.0998%
13.26% Varianza 0.093% 0.213% 0.070%
20.42% Desviacion 3.1% 4.6% 2.7%
3.52%
-3.57% Varianza Del Portafolio 3.8593%
-5.36% Riesgo Del Portafolio 19.6451%
-14.52%
-0.49%
-9.69% RIESGO DE PORTAFOLIO- MATRIZ VARIANZA COVARIANZA
-6.29% ACTIVO RIESGO
-4.26% Bancolombia Bancolombia 0.002101%
0.57% Bancolombia Nutresa -0.651797%
-9.56% Bancolombia Davivienda 2.661961%
-5.15% Nutresa Bancolombia -0.651797%
-0.58% Nutresa Nutresa 0.076579%
0.88% Nutresa Davivienda -0.122051%
-3.14% Davivienda Bancolombia 2.661961%
0.00% Davivienda Nutresa -0.122051%
-1.41% Davivienda Davivienda 0.004395%
-3.14% Varianza Portafolio 3.8593%
-0.50% Riesgo Del Portafolio 19.6451%
-1.78% Retorno Portafolio 0.127848%
0.00%
-1.96%
-1.63%
0.95%
0.35%
0.09%
-1.88%
1.52%
-0.30%
-0.56%
0.43%
0.39%
-1.07%
2.28%
0.40%
-1.04%
0.44%
-0.26%
1.46%
0.76%
-1.45%
0.35%
-0.18%
0.00%
0.62%
0.53%
0.40%
1.22%
0.09%
0.45%
-0.68%
-0.85%
-1.37%
-0.44%
0.49%
-0.70%
-0.83%
1.14%
0.58%
2.77%
0.05%
-2.27%
1.31%
0.91%
0.00%
1.99%
-0.60%
2.12%
0.24%
0.00%
-0.24%
-0.05%
0.62%
0.09%
-2.22%
-1.86%
1.66%
0.00%
0.65%
-0.23%
-0.19%
-0.96%
-0.46%
-0.45%
-0.05%
-1.48%
-0.13%
0.54%
-0.54%
0.13%
1.36%
-0.18%
-0.54%
2.21%
0.56%
-0.74%
0.14%
0.93%
-0.78%
0.93%
0.99%
0.05%
1.58%
-0.24%
0.48%
0.43%
-0.48%
-1.97%
0.66%
0.95%
-0.19%
-0.33%
0.29%
0.96%
-0.43%
-1.51%
0.00%
1.24%
-0.05%
1.16%
0.44%
-0.67%
-0.90%
1.94%
-0.05%
0.10%
-0.15%
-0.39%
-1.62%
0.62%
0.92%
-0.19%
1.07%
-1.01%
0.39%
-0.67%
0.39%
-0.43%
0.19%
1.61%
0.49%
-1.21%
-0.48%
-1.43%
0.72%
-0.48%
-0.24%
0.96%
0.00%
-1.42%
2.43%
-0.24%
0.00%
2.63%
2.24%
-2.81%
-0.74%
-0.83%
1.83%
-2.46%
-0.19%
0.29%
0.00%
0.19%
1.32%
-0.24%
-0.34%
-1.82%
-1.23%
0.67%
1.45%
0.98%
-0.34%
0.78%
-1.40%
2.22%
0.80%
0.25%
0.45%
-1.43%
0.95%
0.70%
0.40%
-0.60%
-1.48%
0.30%
0.45%
0.50%
-1.28%
0.05%
0.65%
0.60%
1.52%
2.28%
0.84%
0.10%
0.79%
1.01%
0.48%
-1.37%
0.48%
1.78%
-0.86%
-0.48%
2.07%
-3.11%
-0.58%
3.08%
0.87%
-0.16%
-3.37%
-0.31%
1.11%
ismo movimiento a la alza o a la baja
activos que dan la misma rentabilidad? Se escoge el que implique menor riesgo individual
a invertir en ambos para proteger el portafolio porque cuando un activo cae el otro sube y equilibra el portafolio

100%
 PROBABILIDAD DE PERDIDA DEL PORTAFOLIO

BANCOLOMBIA Probabilidad BANCOLOMBIA - NUTRESA

Promedio -0.149% de Perder Retorno
Desv.Estandar 0.0305609127 51.95% Desv.Estandar

NUTRESA Probabilidad NUTRESA - DAVIVIENDA

Promedio 0.292% de Perder Retorno
Desv.Estandar 0.0461214339 47.48% Desv.Estandar

DAVIVIENDA Probabilidad DAVIVIENDA - BANCOLOMBIA

Promedio -0.100% de Perder Retorno
Desv.Estandar 0.0265174092 51.50% Desv.Estandar

BANCOLOMBIA - NUTRESA - DAVIVIENDA Probabilidad de

Retorno 0.12785% Perder
Desv.Estandar 19.6451% 49.74%

RIESGO
Bancolombia Nutresa -0.0065179674

Nutresa Davivienda -0.0012205084

Davivienda Bancolombia 0.0266196069

ORTAFOLIO

ANCOLOMBIA - NUTRESA Probabilida

0.153% d de Perder
0.00651796737419 40.73%

NUTRESA - DAVIVIENDA Probabilida

-0.122% d de Perder
0.0012205 84.13%

VIVIENDA - BANCOLOMBIA Probabilida

-0.047% d de Perder
0.02661960692399 50.71%
 Rendimiento 10.000% 11.000%

Valor a la pa 1000 Valor a la pa 1000

Calculo del precio de bono Calculo del precio de bono
Trimestre Cupon Trimestre Cupon
1 0 0.000 1 0 0.000
2 0 0 2 0 0.000
3 0 0 3 0 0.000
4 0 0 4 0 0.000
5 1000.00 620.921323 5 1000.00 593.451
A) Precio del Bono 620.921323 B) Precio del Bono 593.451328
VNA $ 620.92 VNA $ 593.45
Diferencia -406.549
 Rendimiento 9.000%

Valor a la pa 1000
Calculo del precio de bono
Trimestre Cupon
1 0 0.000
2 0 0.000
3 0 0.000
4 0 0.000
5 1000.00 649.931
C) Precio del Bono 649.931386
VNA $ 649.93
Diferencia -350.069

D) Las diferencias y ganancias varían en -756.617

 BONO CON CUPÓN

CUPÓN 8.0%
RENDIMIENTO 11.00%

VALOR NOMINAL 1,000

CALCULAR EL PRECIO DEL BONO HOY:
AÑO CUPON VP
1 80 74.07
2 80 68.59
3 1,080 857.34
PRECIO DEL BONO 1000.00