recio de los activos

Periodo 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
 Rendimientos
Periodo PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA
12 -1.8% -0.4% 0.4% -1.1% -0.2%
3 4 0.3% 0.4% 0.0% 0.6% -0.5%
5 6 -0.7% -0.4% 0.7% -0.1% 0.2%
7 8 -1.5% 0.0% 0.0% -2.1% -0.5%
9 10 0.1% 0.7% 0.0% 0.2% 0.5%
11 12 -0.4% 0.4% 0.4% -0.3% -0.6%
13 14 -0.1% -0.4% -0.4% -0.1% -0.7%
15 16 0.5% 1.4% 0.4% 0.1% 0.5%
17 18 -1.8% 2.1% -0.4% -1.7% -1.2%
19 20 -0.4% 0.3% 0.4% -0.7% 0.1%
21 22 -0.7% -0.3% -0.8% -0.8% -0.1%
23 24 -0.3% -1.0% 0.4% -0.4% 0.2%
25 26 -0.1% 0.3% -1.1% -0.1% -0.6%
27 28 -0.3% 1.0% 0.0% -1.2% 0.1%
29 30 0.3% 1.7% 0.8% 0.9% 0.4%
31 32 0.4% 4.8% 0.0% -0.1% 0.1%
33 34 -7.4% 2.8% -3.1% -6.4% -4.5%
35 36 -3.5% 3.3% -1.2% -2.9% -1.4%
37 38 0.3% 0.0% -0.8% 0.5% -2.0%
39 40 0.2% 4.0% 2.3% 0.0% -0.2%
41 42 -2.0% -2.1% -0.8% -2.4% -1.6%
43 44 -1.1% 0.0% -0.4% -1.0% 1.5%
45 46 1.5% 6.6% -0.4% 1.8% -1.3%
47 48 1.3% -3.7% 0.8% 1.2% 1.2%
49 50 1.0% 3.6% -0.8% 1.7% 2.0%
51 52 -0.8% -0.6% -0.8% -0.2% 3.1%
53 54 -1.9% -2.5% 0.0% -2.0% -0.6%
55 56 0.4% -0.9% 0.4% -0.3% -0.3%
57 58 0.7% 0.0% 0.4% 1.4% 0.3%
59 60 1.0% 0.0% 1.2% 2.1% -1.0%
61 62 0.6% -0.6% -0.4% -0.2% -0.9%
63 64 0.8% 0.0% 0.4% 0.6% -1.4%
65 66 0.0% 2.0% -1.2% 0.0% -0.5%
67 68 -0.3% 0.0% 0.0% -0.8% 0.2%
69 70 0.3% -0.9% 0.4% 0.4% 0.2%
71 72 -1.4% 1.1% -0.4% -0.4% -1.2%
73 74 0.9% -2.6% -1.2% 0.1% -0.5%
75 76 -0.1% 2.0% -0.4% 0.8% -0.3%
77 78 -0.5% -1.1% -1.6% -0.1% -2.1%
79 80 -0.8% 1.4% 1.2% -1.0% 2.7%
81 82 -0.7% 0.3% -0.4% -0.7% -1.4%
83 84 0.4% 0.6% 0.4% 0.9% 0.7%
85 86 1.8% -0.8% -0.4% 0.8% 0.3%
87 88 -0.1% 0.3% 0.8% 0.5% 0.3%
89 90 2.3% 5.6% 1.2% 1.9% 0.0%
91 92 -0.8% 1.3% 0.0% 0.0% 0.0%
93 94 -0.4% 1.3% 0.0% -0.3% -0.5%
95 96 -1.7% 0.8% 1.2% -1.1% -0.8%
97 98 -0.1% -0.8% 0.0% -1.7% -1.4%
99 100 1.5% 0.3% -0.4% 2.8% 0.0%
101 102 0.1% 0.5% 0.0% -0.8% 0.3%
103 104 -0.5% 2.5% 0.0% 0.0% 0.4%
105 106 0.5% 0.7% 1.2% 0.4% 1.2%
107 108 -0.2% 0.5% 0.0% 0.3% 0.3%
109 110 -0.3% 2.4% 0.4% 0.0% 0.1%
111 112 0.7% 1.7% 1.5% 0.9% 0.4%
113 114 0.7% 4.5% -2.3% 0.4% 0.5%
115 116 0.2% 2.2% 0.0% -0.1% 1.5%
117 118 -0.3% 3.8% -1.2% 0.1% 0.0%
119 120 2.9% 4.5% 1.9% 1.0% -0.5%
121 122 1.0% 1.6% 1.9% 1.7% 0.2%
123 124 -1.0% 2.2% -2.7% -0.3% -1.0%
125 126 -0.9% -0.8% -1.2% -1.0% -1.9%
127 128 -1.6% -4.5% 0.4% -1.3% 0.1%
129 130 0.5% -2.1% 0.0% 0.3% 0.7%
131 132 -0.7% -1.7% -0.8% 0.6% -0.3%
133 134 3.7% 3.5% 1.2% 3.1% 0.4%
135 136 0.3% 1.8% -1.2% -0.3% 2.5%
137 138 0.3% 0.4% 1.6% 0.6% 0.8%
139 140 -0.5% -0.4% 0.0% -1.2% -0.1%
141 142 -1.4% 4.8% 0.4% -1.2% 1.2%
143 144 0.5% 4.3% 0.0% 1.2% 0.7%
145 146 2.5% 3.4% 1.5% 1.0% 1.6%
147 148 1.7% -2.0% 0.0% 1.7% 0.5%
149 150 1.3% 0.5% -0.4% 1.7% 1.0%
151 152 -0.4% 0.5% 0.0% -0.1% 0.3%
153 154 0.1% -2.8% -1.2% 0.1% -0.8%
155 156 -0.4% -1.5% -1.6% 0.4% -0.8%
157 158 0.6% 4.0% 0.4% -0.4% -0.2%
159 160 -1.8% -3.9% 0.4% -0.9% -0.4%
161 162 -3.1% -7.2% -2.4% -3.4% -2.2%
163 164 0.5% 0.6% 0.4% 0.2% 1.3%
165 166 0.9% -2.9% 0.0% 1.9% 1.4%
167 168 -1.2% -4.1% -1.6% -1.5% -1.1%
169 170 0.2% 4.5% 0.4% -0.4% -1.2%
171 172 0.8% -1.0% 1.2% 1.8% 2.4%
173 174 0.2% -1.5% 2.7% -0.2% -1.6%
175 176 1.5% 4.6% -0.4% 1.6% 0.3%
177 178 -0.8% -0.4% 0.0% -0.8% -0.3%
179 180 0.7% -0.2% -1.6% 0.5% 0.2%
181 182 -0.7% -0.2% 0.4% -0.7% -0.8%
183 184 1.2% 0.2% 0.0% 0.8% -1.9%
185 186 0.4% -0.4% 1.9% 1.1% -1.4%
187 188 0.9% 3.5% -0.4% -0.2% 0.1%
189 190 -0.9% 2.3% -2.0% 0.0% -0.3%
191 192 -1.8% 1.1% 0.0% -2.0% -0.7%
193 194 -1.2% -1.0% 0.0% -0.8% -0.4%
195 196 -4.0% -4.8% -2.4% -4.4% -0.4%
197 198 -0.6% -1.2% -0.8% 1.6% 1.0%
199 200 0.8% 0.0% -0.4% -0.4% 0.0%
201 202 1.2% 1.2% -0.4% 1.5% -0.8%
203 204 1.4% -0.2% -0.4% 0.4% 0.2%
205 206 0.8% -2.2% 0.8% 2.5% 0.2%
207 208 0.0% 1.0% -0.4% 0.6% 1.1%
209 210 0.9% 1.2% -0.4% 1.5% 0.0%
211 212 -0.9% -1.0% 0.4% 0.0% -1.4%
213 214 -1.6% 1.0% 0.0% -1.9% 0.3%
215 216 -0.7% 0.0% 0.4% -1.5% 1.1%
217 218 -0.1% 1.2% 0.0% 0.4% 0.1%
219 220 2.1% 2.1% -1.2% 1.7% -0.1%
221 222 -1.0% 3.0% 0.0% -1.7% -0.4%
223 224 -1.2% 2.9% 0.0% 0.1% -0.4%
225 226 -1.2% -5.0% 0.0% -0.9% 0.0%
227 228 -2.7% 3.0% -0.8% -3.3% -0.1%
229 230 3.4% 2.7% -3.0% 0.3% 0.0%
231 232 -2.1% -4.9% -0.9% -2.7% 0.7%
233 234 -1.7% -1.1% 0.9% 1.7% -0.1%
235 236 2.9% 2.8% 0.0% 1.8% 0.5%
 Rendimiento esperadoy riesgo individual
PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA
r -0.12% 0.52% -0.11% -0.07% -0.08%
RI 1.47% 2.41% 1.03% 1.44% 1.07%
Proporciones invertidas
PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA TOTAL
W 2.60% 6.60% 46.01% 3.48% 41.32% 100%
Matriz de varianza-covarianza
PFBCOLOM ECOPETROL PFAVAL BCOLOMBIA PFDAVVNDA
PFBCOLOM 0.0214% 0.0104% 0.0049% 0.0177% 0.0058%
ECOPETROL 0.0104% 0.0575% 0.0026% 0.0076% 0.0024%
PFAVAL 0.0049% 0.0026% 0.0105% 0.0054% 0.0029%
BCOLOMBIA 0.0177% 0.0076% 0.0054% 0.0205% 0.0057%
PFDAVVNDA 0.0058% 0.0024% 0.0029% 0.0057% 0.0113%

PORTAFOLIO
RE(P) -0.0565% Rendimiento esperado del portafolio
Var(p) 0.0065% Varianza del portafolio
RI(P) 0.8060% Riesgo del portafolio