Asignatura:

ELECTIVA

PORTAFOLIO ARGOS GRUPO2

Presenta:

JENNYFER YULIETH ROJAS ID: 6330795

SANDRA BIBIANA ROZO ID: 647132
GINNA KATHERINE CLAVIJO ID: 668042

Docente:
Beatriz Ramirez Tamayo

Ibagué, Colombia

Año 2020
 PRECIOS DE ACCIONES

FECHA S&P 500 ARGOS FERRE EXPO ULTRACEMCO CEMEX

1/10/2018 2,711,739,990 8,548,624 2,976,264 3,479,484,375 4,912,627
1/11/2018 2,760,169,922 9,999,873 2,976,264 3,976,887,207 5,010,099
1/12/2018 2,506,850,098 9,363,177 2,976,264 3,968,236,816 4,698,187
1/1/2019 2,704,100,098 12,312,577 3,026,196 3,499,321,045 5,302,518
1/2/2019 2,784,489,990 12,283,110 3,026,196 3,804,722,900 4,727,428
1/3/2019 2,834,399,902 11,338,256 3,026,196 3,975,594,971 4,522,736
1/4/2019 2,945,830,078 8,588,728 1,929,200 4,590,524,902 4,483,747
1/5/2019 2,752,060,059 12,373,146 2,042,683 4,733,009,766 4,015,877
1/6/2019 2,941,760,010 8,137,724 2,096,957 4,529,922,363 4,132,844
1/7/2019 2,980,379,883 9,051,433 2,814,173 4,322,161,621 3,512,151
1/8/2019 2,926,459,961 9,150,835 2,189,306 4,039,514,160 3,699,597
1/9/2019 2,976,739,990 9,237,435 1,843,454 4,327,605,957 3,867,312
1/10/2019 3,037,560,059 10,005,690 1,843,454 4,130,178,711 3,719,328
1/11/2019 3,140,979,980 9,753,119 1,843,454 4,245,714,355 3,679,866
1/12/2019 3,230,780,029 8,781,693 1,516,527 4,033,333,740 3,729,194
1/1/2020 3,225,520,020 8,877,829 1,516,527 4,402,220,703 4,040,000
1/2/2020 2,954,219,971 8,877,829 1,572,343 4,206,338,379 3,280,000
1/3/2020 2,584,590,088 5,424,795 1,226,279 3,234,651,855 2,120,000
1/4/2020 2,912,429,932 5,130,502 1,226,279 3,523,192,139 2,120,000
1/5/2020 3,044,310,059 4,541,917 1,254,837 3,892,577,637 2,400,000
1/6/2020 3,100,290,039 4,806,780 1,254,837 3,881,312,988 2,880,000
1/7/2020 3,271,120,117 4,806,780 1,345,295 4,104,359,375 3,060,000
1/8/2020 3,500,310,059 6,209,575 1,345,295 3,903,850,098 3,210,000
1/9/2020 3,298,459,961 7,000,000 2,294,000 3,777,800,049 3,590,000
62,299,999
63,619,999
63,540,001
63,540,001
63,549,999
63,240,002
63,279,999
62,990,002
62,900,002
62,139,999
62,580,002
62,299,999
62,299,999
62,840,000
62,639,999
62,619,999
63,189,999
62,610,001
62,700,001
62,529,999
62,500,000
62,299,999
62,740,002
62,959,999
63,520,000
63,680,000
64,269,997
65,779,999
65,129,997
64,650,002
63,580,002
63,169,998
63,680,000
63,639,999
63,430,000
63,340,000
64,059,998
64,000,000
64,720,001
64,570,000
64,529,999
64,519,997
64,620,003
64,489,998
64,360,001
64,620,003
64,620,003
64,230,003
63,980,000
64,940,002
64,010,002
64,250,000
64,269,997
64,400,002
64,989,998
64,730,003
64,930,000
64,709,999
64,410,004
64,750,000
64,639,999
64,870,003
64,930,000
64,209,999
65,029,999
64,870,003
64,980,003
65,099,998
65,290,001
65,470,001
65,709,999
65,860,001
65,550,003
65,730,003
65,559,998
65,730,003
65,680,000
65,529,999
65,480,003
65,230,003
64,949,997
65,480,003
65,389,999
65,040,001
65,500,000
66,400,002
67,529,999
67,919,998
67,830,002
68,269,997
68,459,999
69,410,004
69,300,003
69,080,002
68,809,998
69,000,000
68,940,002
69,040,001
69,309,998
68,459,999
68,379,997
68,430,000
69,410,004
67,480,003
67,709,999
67,690,002
68,449,997
68,680,000
68,769,997
69,620,003
69,959,999
70,410,004
69,839,996
70,099,998
71,760,002
72,279,999
72,519,997
72,389,999
71,949,997
70,320,000
69,779,999
70,650,002
70,269,997
69,900,002
70,000,000
70,870,003
69,910,004
70,269,997
70,260,002
71,209,999
70,529,999
69,209,999
69,800,003
68,489,998
68,930,000
68,169,998
69,080,002
68,570,000
69,459,999
69,980,003
69,989,998
71,150,002
71,769,997
72,779,999
73,349,998
73,300,003
73,860,001
74,220,001
73,790,001
73,599,998
74,190,002
74,050,003
73,160,004
73,040,001
72,699,997
72,580,002
72,260,002
72,150,002
72,680,000
72,400,002
72,790,001
72,470,001
71,410,004
72,500,000
73,589,996
73,220,001
73,650,002
72,400,002
72,489,998
72,150,002
73,160,004
72,720,001
72,690,002
72,820,000
72,830,002
73,050,003
74,010,002
74,769,997
73,940,002
73,610,001
73,400,002
74,339,996
73,980,003
74,760,002
74,680,000
75,209,999
74,769,997
75,309,998
75,160,004
75,440,002
74,940,002
74,209,999
74,410,004
73,260,002
73,260,002
73,849,998
73,870,003
74,489,998
74,610,001
74,260,002
74,690,002
75,970,001
76,000,000
76,290,001
76,290,001
76,419,998
77,120,003
77,489,998
77,650,002
77,589,996
77,610,001
77,910,004
78,809,998
78,830,002
78,860,001
78,629,997
78,760,002
83,809,998
83,889,999
83,180,000
83,180,000
84,050,003
84,139,999
84,470,001
84,269,997
84,559,998
84,089,996
83,870,003
83,930,000
84,050,003
82,980,003
83,199,997
82,400,002
82,529,999
83,720,001
83,110,001
83,260,002
83,870,003
84,879,997
83,339,996
84,169,998
84,260,002
81,080,002
81,589,996
82,779,999
82,489,998
84,160,004
85,230,003
85,580,002
85,349,998
84,690,002
86,849,998
86,379,997
85,830,002
85,519,997
85,500,000
85,510,002
85,400,002
85,709,999
85,720,001
85,540,001
85,949,997
86,349,998
87,110,001
88,190,002
88,279,999
88,220,001
87,820,000
88,080,002
89,599,998
88,349,998
90,139,999
90,099,998
90,000,000
91,610,001
91,900,002
91,820,000
92,330,002
94,059,998
93,919,998
92,739,998
95,010,002
94,260,002
91,779,999
88,000,000
91,330,002
89,610,001
85,010,002
88,180,000
89,129,997
89,830,002
90,809,998
92,660,004
92,000,000
92,720,001
91,489,998
91,730,003
94,059,998
95,419,998
94,199,997
93,769,997
92,849,998
93,050,003
93,639,999
93,320,000
93,860,001
94,430,000
96,540,001
96,769,997
94,410,004
93,849,998
94,180,000
94,599,998
92,889,999
93,129,997
92,480,003
89,790,001
87,180,000
93,779,999
89,470,001
89,389,999
91,269,997
88,519,997
89,709,999
92,330,002
92,379,997
90,230,003
90,769,997
92,879,997
91,860,001
93,580,002
93,080,002
94,169,998
96,070,000
96,440,002
96,110,001
95,000,000
95,349,998
93,120,003
92,309,998
94,260,002
95,820,000
93,519,997
95,000,000
93,510,002
94,070,000
95,160,004
96,220,001
95,809,998
96,940,002
97,910,004
97,699,997
98,029,999
97,320,000
97,150,002
96,180,000
96,360,001
97,599,998
97,500,000
 98,660,004
98,309,998
98,360,001
98,010,002
98,949,997
98,839,996
100,790,001
101,669,998
102,190,002
102,489,998
100,879,997
101,629,997
101,050,003
101,309,998
100,849,998
101,419,998
100,129,997
100,860,001
100,860,001
101,870,003
101,139,999
100,410,004
98,389,999
99,080,002
97,540,001
98,629,997
98,610,001
100,010,002
99,050,003
99,760,002
101,160,004
101,849,998
102,120,003
101,980,003
104,190,002
105,430,000
104,910,004
105,949,997
105,120,003
104,400,002
106,269,997
107,970,001
107,660,004
110,830,002
109,620,003
107,680,000
105,370,003
106,080,002
106,279,999
107,570,000
108,040,001
108,129,997
108,879,997
109,489,998
109,669,998
109,000,000
108,209,999
109,559,998
107,660,004
107,639,999
107,580,002
106,870,003
105,980,003
107,059,998
107,559,998
108,400,002
109,599,998
110,260,002
112,019,997
111,949,997
112,330,002
111,709,999
108,489,998
108,739,998
108,209,999
109,379,997
111,239,998
111,709,999
112,910,004
113,370,003
112,139,999
113,209,999
111,699,997
113,570,000
114,260,002
114,669,998
114,449,997
113,980,003
114,410,004
114,370,003
115,610,001
115,150,002
115,169,998
112,790,001
112,129,997
110,849,998
112,260,002
106,160,004
105,910,004
109,570,000
107,599,998
111,000,000
110,709,999
108,500,000
108,660,004
109,629,997
108,099,998
102,320,000
108,300,003
106,959,999
103,849,998
103,730,003
106,809,998
105,919,998
106,160,004
107,510,002
107,720,001
111,959,999
111,750,000
109,570,000
106,870,003
106,940,002
104,970,001
107,279,999
108,290,001
104,620,003
101,709,999
103,110,001
103,070,000
106,470,001
107,139,999
111,120,003
110,190,002
110,889,999
112,089,996
108,519,997
109,190,002
104,820,000
107,589,996
108,589,996
109,080,002
109,449,997
106,029,999
102,889,999
103,970,001
103,690,002
101,510,002
98,230,003
94,129,997
100,559,998
101,180,000
100,389,999
101,570,000
S

Cementos Pacasmayo S.A.A S&P 500 ARGOS

9,218,050
8,412,588 1.79% 16.98%
8,977,892 -9.18% -6.37%
9,450,413 7.87% 31.50%
9,337,008 2.97% -0.24%
9,450,413 1.79% -7.69%
8,977,892 3.93% -24.25%
8,117,905 -6.58% 44.06%
8,316,363 6.89% -34.23%
8,647,127 1.31% 11.23%
7,843,843 -1.81% 1.10%
8,363,616 1.72% 0.95%
9,119,648 2.04% 8.32%
9,148,000 3.40% -2.52%
8,722,731 2.86% -9.96%
9,210,000 -0.16% 1.09%
8,690,000 -8.41% 0.00%
7,100,000 -12.51% -38.90%
6,090,000 12.68% -5.42%
6,750,000 4.53% -11.47%
8,450,000 1.84% 5.83%
8,360,000 5.51% 0.00%
7,710,000 7.01% 29.18%
7,450,000 -5.77% 12.73%
-100.00% -100.00%
Rentabilidad
esperada -3.18% -3.25%
Varianza 0.04600849057958 0.0776224612639
Volatilidad 21.4% 27.9%
Covarianza 0.0415

Beta 0.90

INFORM
TENIENDO EN CUENTA EL HISTORIAL OBTENIDO EN LOS DOS ULTIMOS AÑOS PARA LAS E
 MATRIZ DE RENTABILIDAD

FERRE EXPO ULTRACEMCO CEMEX Cementos Pacasmayo S.A.A

0.00% 14.30% 1.98% -8.74%

0.00% -0.22% -6.23% 6.72%
1.68% -11.82% 12.86% 5.26%
0.00% 8.73% -10.85% -1.20%
0.00% 4.49% -4.33% 1.21%
-36.25% 15.47% -0.86% -5.00%
5.88% 3.10% -10.43% -9.58%
2.66% -4.29% 2.91% 2.44%
34.20% -4.59% -15.02% 3.98%
-22.20% -6.54% 5.34% -9.29%
-15.80% 7.13% 4.53% 6.63%
0.00% -4.56% -3.83% 9.04%
0.00% 2.80% -1.06% 0.31%
-17.73% -5.00% 1.34% -4.65%
0.00% 9.15% 8.33% 5.59%
3.68% -4.45% -18.81% -5.65%
-22.01% -23.10% -35.37% -18.30%
0.00% 8.92% 0.00% -14.23%
2.33% 10.48% 13.21% 10.84%
0.00% -0.29% 20.00% 25.19%
7.21% 5.75% 6.25% -1.07%
0.00% -4.89% 4.90% -7.78%
70.52% -3.23% 11.84% -3.37%
-100.00% -100.00% -100.00% -100.00%

-3.58% -3.44% -4.72% -4.65%

0.081769182003796 0.049936056484592 0.05509515 0.049695643681195
28.6% 22.3% 23.5% 22.3%
 0.0395 0.0426 0.0438 0.0411

0.86 0.93 0.95 0.89

INFORME DE SELECCION DE PORTAFOLIO

OS DOS ULTIMOS AÑOS PARA LAS EMPRESAS SELECCIONADAS EN EL PORTAFOLIO SE ELIGEN 3 EMPRESAS EN LAS CUALES SE INVERTIRA DE ACUERD