PRESENTADO PO

KAROL MARRUGO O

PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA

1 34.200 1.405 1.320 32.860 33.180
2 33.600 1.400 1.325 32.500 33.120
3 33.700 1.405 1.325 32.700 32.940
4 33.480 1.400 1.335 32.680 33.000
5 33.000 1.400 1.335 32.000 32.840
6 33.040 1.410 1.335 32.080 33.000
7 32.920 1.415 1.340 32.000 32.800
8 32.900 1.410 1.335 31.980 32.580
9 33.080 1.430 1.340 32.000 32.760
10 32.480 1.460 1.335 31.480 32.360
11 32.360 1.465 1.340 31.260 32.380
12 32.120 1.460 1.330 31.000 32.340
13 32.020 1.445 1.335 30.880 32.400
14 31.980 1.450 1.320 30.860 32.200
15 31.880 1.465 1.320 30.480 32.240
16 31.980 1.490 1.330 30.760 32.360
17 32.120 1.565 1.330 30.720 32.400
18 29.900 1.610 1.290 28.860 31.000
19 28.900 1.665 1.275 28.060 30.580
20 29.000 1.665 1.265 28.200 29.980
21 29.060 1.735 1.295 28.200 29.920
22 28.480 1.700 1.285 27.540 29.440
23 28.180 1.700 1.280 27.260 29.900
24 28.620 1.820 1.275 27.760 29.520
25 29.000 1.755 1.285 28.100 29.880
26 29.280 1.820 1.275 28.580 30.480
27 29.040 1.810 1.265 28.520 31.460
28 28.500 1.765 1.265 27.960 31.260
29 28.620 1.750 1.270 27.880 31.160
30 28.820 1.750 1.275 28.280 31.260
31 29.120 1.750 1.290 28.880 30.960
32 29.300 1.740 1.285 28.820 30.680
33 29.540 1.740 1.290 29.000 30.260
34 29.540 1.775 1.275 29.000 30.100
35 29.440 1.775 1.275 28.780 30.160
36 29.520 1.760 1.280 28.900 30.220
37 29.120 1.780 1.275 28.780 29.860
38 29.380 1.735 1.260 28.820 29.700
39 29.360 1.770 1.255 29.040 29.600
40 29.200 1.750 1.235 29.000 29.000
41 28.980 1.775 1.250 28.700 29.800
42 28.780 1.780 1.245 28.500 29.400
43 28.900 1.790 1.250 28.760 29.620
44 29.420 1.775 1.245 29.000 29.720
45 29.380 1.780 1.255 29.140 29.800
46 30.080 1.885 1.270 29.700 29.800
47 29.840 1.910 1.270 29.700 29.800
48 29.720 1.935 1.270 29.600 29.660
49 29.220 1.950 1.285 29.280 29.420
50 29.180 1.935 1.285 28.800 29.000
51 29.620 1.940 1.280 29.640 29.000
52 29.640 1.950 1.280 29.400 29.080
53 29.500 2.000 1.280 29.400 29.200
54 29.660 2.015 1.295 29.520 29.560
55 29.600 2.025 1.295 29.600 29.640
56 29.500 2.075 1.300 29.600 29.680
57 29.700 2.110 1.320 29.860 29.800
58 29.920 2.210 1.290 29.980 29.940
59 29.980 2.260 1.290 29.940 30.400
60 29.900 2.350 1.275 29.980 30.400
61 30.780 2.460 1.300 30.280 30.240
62 31.100 2.500 1.325 30.800 30.300
63 30.800 2.555 1.290 30.700 30.000
64 30.520 2.535 1.275 30.400 29.440
65 30.040 2.425 1.280 30.000 29.460
66 30.200 2.375 1.280 30.100 29.680
67 30.000 2.335 1.270 30.280 29.600
68 31.160 2.420 1.285 31.260 29.720
69 31.260 2.465 1.270 31.160 30.480
70 31.340 2.475 1.290 31.360 30.740
71 31.180 2.465 1.290 31.000 30.720
72 30.760 2.590 1.295 30.620 31.100
73 30.900 2.705 1.295 30.980 31.320
74 31.700 2.800 1.315 31.300 31.820
75 32.240 2.745 1.315 31.840 31.980
76 32.680 2.760 1.310 32.380 32.300
77 32.540 2.775 1.310 32.360 32.400
78 32.580 2.700 1.295 32.400 32.140
79 32.460 2.660 1.275 32.520 31.880
80 32.660 2.770 1.280 32.380 31.820
81 32.080 2.665 1.285 32.100 31.680
82 31.120 2.485 1.255 31.040 31.000
83 31.280 2.500 1.260 31.100 31.400
84 31.560 2.430 1.260 31.700 31.840
85 31.200 2.335 1.240 31.220 31.500
86 31.260 2.445 1.245 31.100 31.120
87 31.520 2.420 1.260 31.680 31.900
88 31.580 2.385 1.295 31.620 31.400
89 32.060 2.500 1.290 32.140 31.480
90 31.820 2.490 1.290 31.900 31.400
91 32.060 2.485 1.270 32.060 31.460
 92 31.840 2.480 1.275 31.840 31.200
93 32.240 2.485 1.275 32.100 30.620
94 32.380 2.475 1.300 32.460 30.200
95 32.660 2.565 1.295 32.400 30.240
96 32.360 2.625 1.270 32.400 30.160
97 31.780 2.655 1.270 31.760 29.940
98 31.400 2.630 1.270 31.500 29.820
99 30.180 2.510 1.240 30.160 29.700
100 30.000 2.480 1.230 30.660 30.000
101 30.240 2.480 1.225 30.540 30.000
102 30.620 2.510 1.220 31.000 29.760
103 31.040 2.505 1.215 31.120 29.820
104 31.300 2.450 1.225 31.920 29.880
105 31.300 2.475 1.220 32.100 30.200
106 31.580 2.505 1.215 32.600 30.200
107 31.300 2.480 1.220 32.600 29.780
108 30.820 2.505 1.220 32.000 29.880
109 30.600 2.505 1.225 31.540 30.200
110 30.560 2.535 1.225 31.660 30.240
111 31.200 2.590 1.210 32.200 30.220
112 30.900 2.670 1.210 31.660 30.100
113 30.540 2.750 1.210 31.680 29.980
114 30.180 2.620 1.210 31.400 29.980
115 29.380 2.700 1.200 30.400 29.940
116 30.400 2.775 1.165 30.500 29.940
117 29.780 2.645 1.155 29.700 30.160
118 29.280 2.615 1.165 30.220 30.120
119 30.160 2.690 1.165 30.780 30.280

Matriz de covarianza PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA

PFBCOLOM 0.000208519 0.00010444212 4.6689691E-05 0.0001709048 5.447656E-05
ECOPETROL 0.0001044421 0.00058329852 2.4856352E-05 7.37329E-05 2.270284E-05
PFAVAL 4.6689691E-05 2.4856352E-05 0.0001038508 5.211215E-05 2.751731E-05
BCOLOMBIA 0.0001709048 7.3732903E-05 5.2112153E-05 0.0001991167 5.381069E-05
PFDAVVNDA 5.4476561E-05 2.2702841E-05 2.7517307E-05 5.381069E-05 0.0001125375

Entre más cerca de cero este el valor quiere de esta es viable

ya que tiene un buen margen de utilidad. La covarianza
también nos dice la diversificación que podemos optar a la
hora de invertir.

Frontera eficiente PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA

Proporciones invertidas 0% 100% 0% 0% 0%
Ponderado Rentabilidad 0.00% 0.58% 0.00% 0.00% 0.00%

Datos frontera eficiente

Valoraciones de portafolio Mínima rentabilidad -0.101%
Varianza 0.05832985% Máxima rentabilidad 0.581%
Desviación estándar 2.42%
Rentabilidad ponderada 0.58%
Índice de desempeño 24.0565816%
Ecopetrol es la uica empresa que incrementa sus gananc
por lo que sera mas atractiva para los inversionistas, lo
demas cuentan con sus ganancias en negativo lo cual e
aconsejable no invertir por el alto riesgo a perder.
PRESENTADO POR:

ROL MARRUGO OSORIO

RENTABILIAD DE LOS ACTIVOS

PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA
1
2 -1.75% -0.36% 0.38% -1.10%
3 0.30% 0.36% 0.00% 0.62%
4 -0.65% -0.36% 0.75% -0.06%
5 -1.43% 0.00% 0.00% -2.08%
6 0.12% 0.71% 0.00% 0.25%
7 -0.36% 0.35% 0.37% -0.25%
8 -0.06% -0.35% -0.37% -0.06%
9 0.55% 1.42% 0.37% 0.06%
10 -1.81% 2.10% -0.37% -1.63%
11 -0.37% 0.34% 0.37% -0.70%
12 -0.74% -0.34% -0.75% -0.83%
13 -0.31% -1.03% 0.38% -0.39%
14 -0.12% 0.35% -1.12% -0.06%
15 -0.31% 1.03% 0.00% -1.23%
16 0.31% 1.71% 0.76% 0.92%
17 0.44% 5.03% 0.00% -0.13%
18 -6.91% 2.88% -3.01% -6.05%
19 -3.34% 3.42% -1.16% -2.77%
20 0.35% 0.00% -0.78% 0.50%
21 0.21% 4.20% 2.37% 0.00%
22 -2.00% -2.02% -0.77% -2.34%
23 -1.05% 0.00% -0.39% -1.02%
24 1.56% 7.06% -0.39% 1.83%
25 1.33% -3.57% 0.78% 1.22%
26 0.97% 3.70% -0.78% 1.71%
27 -0.82% -0.55% -0.78% -0.21%
28 -1.86% -2.49% 0.00% -1.96%
29 0.42% -0.85% 0.40% -0.29%
30 0.70% 0.00% 0.39% 1.43%
31 1.04% 0.00% 1.18% 2.12%
32 0.62% -0.57% -0.39% -0.21%
33 0.82% 0.00% 0.39% 0.62%
34 0.00% 2.01% -1.16% 0.00%
35 -0.34% 0.00% 0.00% -0.76%
36 0.27% -0.85% 0.39% 0.42%
37 -1.36% 1.14% -0.39% -0.42%
38 0.89% -2.53% -1.18% 0.14%
39 -0.07% 2.02% -0.40% 0.76%
40 -0.54% -1.13% -1.59% -0.14%
41 -0.75% 1.43% 1.21% -1.03%
42 -0.69% 0.28% -0.40% -0.70%
43 0.42% 0.56% 0.40% 0.91%
44 1.80% -0.84% -0.40% 0.83%
45 -0.14% 0.28% 0.80% 0.48%
46 2.38% 5.90% 1.20% 1.92%
47 -0.80% 1.33% 0.00% 0.00%
48 -0.40% 1.31% 0.00% -0.34%
49 -1.68% 0.78% 1.18% -1.08%
50 -0.14% -0.77% 0.00% -1.64%
51 1.51% 0.26% -0.39% 2.92%
52 0.07% 0.52% 0.00% -0.81%
53 -0.47% 2.56% 0.00% 0.00%
54 0.54% 0.75% 1.17% 0.41%
55 -0.20% 0.50% 0.00% 0.27%
56 -0.34% 2.47% 0.39% 0.00%
57 0.68% 1.69% 1.54% 0.88%
58 0.74% 4.74% -2.27% 0.40%
59 0.20% 2.26% 0.00% -0.13%
60 -0.27% 3.98% -1.16% 0.13%
61 2.94% 4.68% 1.96% 1.00%
62 1.04% 1.63% 1.92% 1.72%
63 -0.96% 2.20% -2.64% -0.32%
64 -0.91% -0.78% -1.16% -0.98%
65 -1.57% -4.34% 0.39% -1.32%
66 0.53% -2.06% 0.00% 0.33%
67 -0.66% -1.68% -0.78% 0.60%
68 3.87% 3.64% 1.18% 3.24%
69 0.32% 1.86% -1.17% -0.32%
70 0.26% 0.41% 1.57% 0.64%
71 -0.51% -0.40% 0.00% -1.15%
72 -1.35% 5.07% 0.39% -1.23%
73 0.46% 4.44% 0.00% 1.18%
74 2.59% 3.51% 1.54% 1.03%
75 1.70% -1.96% 0.00% 1.73%
76 1.36% 0.55% -0.38% 1.70%
77 -0.43% 0.54% 0.00% -0.06%
78 0.12% -2.70% -1.15% 0.12%
79 -0.37% -1.48% -1.54% 0.37%
80 0.62% 4.14% 0.39% -0.43%
81 -1.78% -3.79% 0.39% -0.86%
82 -2.99% -6.75% -2.33% -3.30%
83 0.51% 0.60% 0.40% 0.19%
84 0.90% -2.80% 0.00% 1.93%
85 -1.14% -3.91% -1.59% -1.51%
86 0.19% 4.71% 0.40% -0.38%
87 0.83% -1.02% 1.20% 1.86%
88 0.19% -1.45% 2.78% -0.19%
89 1.52% 4.82% -0.39% 1.64%
90 -0.75% -0.40% 0.00% -0.75%
91 0.75% -0.20% -1.55% 0.50%
 92 -0.69% -0.20% 0.39% -0.69%
93 1.26% 0.20% 0.00% 0.82%
94 0.43% -0.40% 1.96% 1.12%
95 0.86% 3.64% -0.38% -0.18%
96 -0.92% 2.34% -1.93% 0.00%
97 -1.79% 1.14% 0.00% -1.98%
98 -1.20% -0.94% 0.00% -0.82%
99 -3.89% -4.56% -2.36% -4.25%
100 -0.60% -1.20% -0.81% 1.66%
101 0.80% 0.00% -0.41% -0.39%
102 1.26% 1.21% -0.41% 1.51%
103 1.37% -0.20% -0.41% 0.39%
104 0.84% -2.20% 0.82% 2.57%
105 0.00% 1.02% -0.41% 0.56%
106 0.89% 1.21% -0.41% 1.56%
107 -0.89% -1.00% 0.41% 0.00%
108 -1.53% 1.01% 0.00% -1.84%
109 -0.71% 0.00% 0.41% -1.44%
110 -0.13% 1.20% 0.00% 0.38%
111 2.09% 2.17% -1.22% 1.71%
112 -0.96% 3.09% 0.00% -1.68%
113 -1.17% 3.00% 0.00% 0.06%
114 -1.18% -4.73% 0.00% -0.88%
115 -2.65% 3.05% -0.83% -3.18%
116 3.47% 2.78% -2.92% 0.33%
117 -2.04% -4.68% -0.86% -2.62%
118 -1.68% -1.13% 0.87% 1.75%
119 3.01% 2.87% 0.00% 1.85%

PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA

Promedio -0.096% 0.581% -0.101% -0.045%
Varianza 0.021% 0.058% 0.010% 0.020%
Desviación estándar 1.450% 2.425% 1.023% 1.417%

Gráfica de relación
3.000% Promedio Desviación estándar
2.500%
2.000%
1.500%
1.000%
0.500%
Total
0.000%
100% PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA
-0.500%
0.58%

Proporción de inversiones

PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA

 Proporción de inversiones

PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA

ncrementa sus ganancias,
a los inversionistas, los
s en negativo lo cual es
alto riesgo a perder.
PFDAVVNDA

-0.18%
-0.54%
0.18%
-0.48%
0.49%
-0.61%
-0.67%
0.55%
-1.22%
0.06%
-0.12%
0.19%
-0.62%
0.12%
0.37%
0.12%
-4.32%
-1.35%
-1.96%
-0.20%
-1.60%
1.56%
-1.27%
1.22%
2.01%
3.22%
-0.64%
-0.32%
0.32%
-0.96%
-0.90%
-1.37%
-0.53%
0.20%
0.20%
-1.19%
-0.54%
-0.34%
-2.03%
2.76%
-1.34%
0.75%
0.34%
0.27%
0.00%
0.00%
-0.47%
-0.81%
-1.43%
0.00%
0.28%
0.41%
1.23%
0.27%
0.13%
0.40%
0.47%
1.54%
0.00%
-0.53%
0.20%
-0.99%
-1.87%
0.07%
0.75%
-0.27%
0.41%
2.56%
0.85%
-0.07%
1.24%
0.71%
1.60%
0.50%
1.00%
0.31%
-0.80%
-0.81%
-0.19%
-0.44%
-2.15%
1.29%
1.40%
-1.07%
-1.21%
2.51%
-1.57%
0.25%
-0.25%
0.19%
 -0.83%
-1.86%
-1.37%
0.13%
-0.26%
-0.73%
-0.40%
-0.40%
1.01%
0.00%
-0.80%
0.20%
0.20%
1.07%
0.00%
-1.39%
0.34%
1.07%
0.13%
-0.07%
-0.40%
-0.40%
0.00%
-0.13%
0.00%
0.73%
-0.13% Análisis
0.53%
Ecopetrol fue la acción con más
PFDAVVNDA rentabilidad pero de igual manera es la
que mayor riesgo tiene. (El riesgo es
-0.072%
directamente proporcional con la
0.011% ganancia en todas las inversiones).
1.065%