Nemotecnico fecha Precio Rentabilidad

1 BCOLOMBIA 02/01/2020 00:00:00 44,179.58

2 BCOLOMBIA 03/01/2020 00:00:00 44,167.96 -0.026%
3 BCOLOMBIA 07/01/2020 00:00:00 43,927.01 -0.547%
4 BCOLOMBIA 08/01/2020 00:00:00 43,247.06 -1.560%
5 BCOLOMBIA 09/01/2020 00:00:00 42,794.08 -1.053%
6 BCOLOMBIA 10/01/2020 00:00:00 42,686.86 -0.251%
7 BCOLOMBIA 13/01/2020 00:00:00 42,561.63 -0.294%
8 BCOLOMBIA 14/01/2020 00:00:00 42,963.13 0.939%
9 BCOLOMBIA 15/01/2020 00:00:00 42,701.80 -0.610%
10 BCOLOMBIA 16/01/2020 00:00:00 43,528.60 1.918%
11 BCOLOMBIA 17/01/2020 00:00:00 44,409.30 2.003%
12 BCOLOMBIA 20/01/2020 00:00:00 44,452.81 0.098%
13 BCOLOMBIA 21/01/2020 00:00:00 44,273.85 -0.403%
14 BCOLOMBIA 22/01/2020 00:00:00 43,880.86 -0.892%
15 BCOLOMBIA 23/01/2020 00:00:00 43,733.46 -0.336%
16 BCOLOMBIA 24/01/2020 00:00:00 43,803.29 0.160%
17 BCOLOMBIA 27/01/2020 00:00:00 43,077.99 -1.670%
18 BCOLOMBIA 28/01/2020 00:00:00 42,773.59 -0.709%
19 BCOLOMBIA 29/01/2020 00:00:00 42,632.27 -0.331%
20 BCOLOMBIA 30/01/2020 00:00:00 42,816.55 0.431%
21 BCOLOMBIA 31/01/2020 00:00:00 42,485.22 -0.777%
22 BCOLOMBIA 03/02/2020 00:00:00 42,428.48 -0.134%
23 BCOLOMBIA 04/02/2020 00:00:00 43,062.76 1.484%
24 BCOLOMBIA 05/02/2020 00:00:00 43,731.86 1.542%
25 BCOLOMBIA 06/02/2020 00:00:00 43,940.86 0.477%

26 BCOLOMBIA 07/02/2020 00:00:00 44,214.58 0.621%

27 BCOLOMBIA 10/02/2020 00:00:00 44,395.04 0.407%
28 BCOLOMBIA 11/02/2020 00:00:00 44,242.51 -0.344%

29 BCOLOMBIA 12/02/2020 00:00:00 44,050.42 -0.435%

30 BCOLOMBIA 13/02/2020 00:00:00 44,242.58 0.435%
31 BCOLOMBIA 14/02/2020 00:00:00 44,564.40 0.725%
32 BCOLOMBIA 17/02/2020 00:00:00 44,570.35 0.013%
33 BCOLOMBIA 18/02/2020 00:00:00 44,003.56 -1.280%
34 BCOLOMBIA 19/02/2020 00:00:00 44,045.12 0.094%
35 BCOLOMBIA 20/02/2020 00:00:00 43,911.62 -0.304%
36 BCOLOMBIA 21/02/2020 00:00:00 41,480.40 -5.696%
37 BCOLOMBIA 24/02/2020 00:00:00 39,893.21 -3.901%
38 BCOLOMBIA 25/02/2020 00:00:00 40,552.72 1.640%
39 BCOLOMBIA 26/02/2020 00:00:00 40,306.95 -0.608%
40 BCOLOMBIA 27/02/2020 00:00:00 39,856.77 -1.123%
41 BCOLOMBIA 28/02/2020 00:00:00 39,308.64 -1.385%
42 BCOLOMBIA 02/03/2020 00:00:00 39,423.09 0.291%
43 BCOLOMBIA 03/03/2020 00:00:00 39,250.93 -0.438%
44 BCOLOMBIA 04/03/2020 00:00:00 37,409.23 -4.806%
45 BCOLOMBIA 05/03/2020 00:00:00 37,765.36 0.947%
46 BCOLOMBIA 06/03/2020 00:00:00 36,923.99 -2.253%
47 BCOLOMBIA 09/03/2020 00:00:00 32,260.14 -13.503%
48 BCOLOMBIA 10/03/2020 00:00:00 31,962.12 -0.928%
49 BCOLOMBIA 11/03/2020 00:00:00 30,525.36 -4.599%
50 BCOLOMBIA 12/03/2020 00:00:00 27,926.26 -8.899%
51 BCOLOMBIA 13/03/2020 00:00:00 26,000.00 -7.147%
52 BCOLOMBIA 16/03/2020 00:00:00 24,209.82 -7.134%
53 BCOLOMBIA 17/03/2020 00:00:00 23,820.08 -1.623%
54 BCOLOMBIA 18/03/2020 00:00:00 20,887.54 -13.138%
55 BCOLOMBIA 19/03/2020 00:00:00 20,599.91 -1.387%
56 BCOLOMBIA 20/03/2020 00:00:00 19,361.93 -6.198%
57 BCOLOMBIA 24/03/2020 00:00:00 18,345.23 -5.394%
58 BCOLOMBIA 25/03/2020 00:00:00 21,344.89 15.144%
59 BCOLOMBIA 26/03/2020 00:00:00 25,495.29 17.768%
60 BCOLOMBIA 27/03/2020 00:00:00 23,966.25 -6.185%
61 BCOLOMBIA 30/03/2020 00:00:00 25,151.59 4.827%
62 BCOLOMBIA 31/03/2020 00:00:00 24,366.59 -3.171%
63 BCOLOMBIA 01/04/2020 00:00:00 23,735.08 -2.626%
64 BCOLOMBIA 02/04/2020 00:00:00 23,898.36 0.686%
65 BCOLOMBIA 03/04/2020 00:00:00 23,564.35 -1.407%
66 BCOLOMBIA 06/04/2020 00:00:00 25,497.43 7.884%
67 BCOLOMBIA 07/04/2020 00:00:00 26,223.07 2.806%
68 BCOLOMBIA 08/04/2020 00:00:00 26,073.47 -0.572%
69 BCOLOMBIA 13/04/2020 00:00:00 26,045.29 -0.108%
70 BCOLOMBIA 14/04/2020 00:00:00 27,083.45 3.909%
71 BCOLOMBIA 15/04/2020 00:00:00 26,671.30 -1.533%
72 BCOLOMBIA 16/04/2020 00:00:00 26,589.18 -0.308%
73 BCOLOMBIA 17/04/2020 00:00:00 26,729.54 0.526%
74 BCOLOMBIA 20/04/2020 00:00:00 26,293.16 -1.646%
75 BCOLOMBIA 21/04/2020 00:00:00 25,198.06 -4.254%
76 BCOLOMBIA 22/04/2020 00:00:00 24,344.45 -3.446%
77 BCOLOMBIA 23/04/2020 00:00:00 24,407.79 0.260%
78 BCOLOMBIA 24/04/2020 00:00:00 23,745.03 -2.753%
79 BCOLOMBIA 27/04/2020 00:00:00 24,323.95 2.409%
80 BCOLOMBIA 28/04/2020 00:00:00 24,958.41 2.575%
81 BCOLOMBIA 29/04/2020 00:00:00 25,887.20 3.654%
82 BCOLOMBIA 30/04/2020 00:00:00 25,031.35 -3.362%
83 BCOLOMBIA 04/05/2020 00:00:00 24,574.52 -1.842%
84 BCOLOMBIA 05/05/2020 00:00:00 24,088.94 -1.996%
85 BCOLOMBIA 06/05/2020 00:00:00 23,286.97 -3.386%
86 BCOLOMBIA 07/05/2020 00:00:00 24,039.80 3.182%
87 BCOLOMBIA 08/05/2020 00:00:00 23,998.41 -0.172%
88 BCOLOMBIA 11/05/2020 00:00:00 23,557.33 -1.855%
89 BCOLOMBIA 12/05/2020 00:00:00 23,270.63 -1.224%
90 BCOLOMBIA 13/05/2020 00:00:00 22,269.17 -4.399%
91 BCOLOMBIA 14/05/2020 00:00:00 21,351.24 -4.209%
F: Valor que determina el nivel de confianza.
S: Monto del activo o cartera a precios de mercado.
𝝈: Riesgo del activo
t: Tiempo.

𝑉𝑎𝑅=𝐹∗𝑆∗𝜎∗√𝑡
Nivel de confianza 95%
Nivel de significancia 5%
F -1.645
Número de acciones 1000
precio de acciones 22,269.17
S $ 22,269,170
Volatilidad histórica (desv.
Estándar) 4.16%
t 1
Var ($). -$ 1,525,588.559
El inversionista tiene una máxima perdida de
$1.525.588,559 para el siguiente día con una
Var (%) -6.851% probabilidad del 95%
de confianza.
precios de mercado.

a tiene una máxima perdida de

59 para el siguiente día con una
robabilidad del 95%
 Nemotecnico fecha Precio Rentabilidad i (posición)
1 BCOLOMBIA 02/01/2020 00:00:00 44,179.58
2 BCOLOMBIA 03/01/2020 00:00:00 44,167.96 -0.026% 90
3 BCOLOMBIA 07/01/2020 00:00:00 43,927.01 -0.547% 89
4 BCOLOMBIA 08/01/2020 00:00:00 43,247.06 -1.560% 88
5 BCOLOMBIA 09/01/2020 00:00:00 42,794.08 -1.053% 87
6 BCOLOMBIA 10/01/2020 00:00:00 42,686.86 -0.251% 86
7 BCOLOMBIA 13/01/2020 00:00:00 42,561.63 -0.294% 85
8 BCOLOMBIA 14/01/2020 00:00:00 42,963.13 0.939% 84
9 BCOLOMBIA 15/01/2020 00:00:00 42,701.80 -0.610% 83
10 BCOLOMBIA 16/01/2020 00:00:00 43,528.60 1.918% 82
11 BCOLOMBIA 17/01/2020 00:00:00 44,409.30 2.003% 81
12 BCOLOMBIA 20/01/2020 00:00:00 44,452.81 0.098% 80
13 BCOLOMBIA 21/01/2020 00:00:00 44,273.85 -0.403% 79
14 BCOLOMBIA 22/01/2020 00:00:00 43,880.86 -0.892% 78
15 BCOLOMBIA 23/01/2020 00:00:00 43,733.46 -0.336% 77
16 BCOLOMBIA 24/01/2020 00:00:00 43,803.29 0.160% 76
17 BCOLOMBIA 27/01/2020 00:00:00 43,077.99 -1.670% 75
18 BCOLOMBIA 28/01/2020 00:00:00 42,773.59 -0.709% 74
19 BCOLOMBIA 29/01/2020 00:00:00 42,632.27 -0.331% 73
20 BCOLOMBIA 30/01/2020 00:00:00 42,816.55 0.431% 72
21 BCOLOMBIA 31/01/2020 00:00:00 42,485.22 -0.777% 71
22 BCOLOMBIA 03/02/2020 00:00:00 42,428.48 -0.134% 70
23 BCOLOMBIA 04/02/2020 00:00:00 43,062.76 1.484% 69
24 BCOLOMBIA 05/02/2020 00:00:00 43,731.86 1.542% 68
25 BCOLOMBIA 06/02/2020 00:00:00 43,940.86 0.477% 67
26 BCOLOMBIA 07/02/2020 00:00:00 44,214.58 0.621% 66
27 BCOLOMBIA 10/02/2020 00:00:00 44,395.04 0.407% 65
28 BCOLOMBIA 11/02/2020 00:00:00 44,242.51 -0.344% 64
29 BCOLOMBIA 12/02/2020 00:00:00 44,050.42 -0.435% 63
30 BCOLOMBIA 13/02/2020 00:00:00 44,242.58 0.435% 62
31 BCOLOMBIA 14/02/2020 00:00:00 44,564.40 0.725% 61
32 BCOLOMBIA 17/02/2020 00:00:00 44,570.35 0.013% 60
33 BCOLOMBIA 18/02/2020 00:00:00 44,003.56 -1.280% 59
34 BCOLOMBIA 19/02/2020 00:00:00 44,045.12 0.094% 58
35 BCOLOMBIA 20/02/2020 00:00:00 43,911.62 -0.304% 57
36 BCOLOMBIA 21/02/2020 00:00:00 41,480.40 -5.696% 56
37 BCOLOMBIA 24/02/2020 00:00:00 39,893.21 -3.901% 55
38 BCOLOMBIA 25/02/2020 00:00:00 40,552.72 1.640% 54
39 BCOLOMBIA 26/02/2020 00:00:00 40,306.95 -0.608% 53
40 BCOLOMBIA 27/02/2020 00:00:00 39,856.77 -1.123% 52
41 BCOLOMBIA 28/02/2020 00:00:00 39,308.64 -1.385% 51
42 BCOLOMBIA 02/03/2020 00:00:00 39,423.09 0.291% 50
43 BCOLOMBIA 03/03/2020 00:00:00 39,250.93 -0.438% 49
44 BCOLOMBIA 04/03/2020 00:00:00 37,409.23 -4.806% 48
45 BCOLOMBIA 05/03/2020 00:00:00 37,765.36 0.947% 47
46 BCOLOMBIA 06/03/2020 00:00:00 36,923.99 -2.253% 46
47 BCOLOMBIA 09/03/2020 00:00:00 32,260.14 -13.503% 45
48 BCOLOMBIA 10/03/2020 00:00:00 31,962.12 -0.928% 44
49 BCOLOMBIA 11/03/2020 00:00:00 30,525.36 -4.599% 43
50 BCOLOMBIA 12/03/2020 00:00:00 27,926.26 -8.899% 42
51 BCOLOMBIA 13/03/2020 00:00:00 26,000.00 -7.147% 41
52 BCOLOMBIA 16/03/2020 00:00:00 24,209.82 -7.134% 40
53 BCOLOMBIA 17/03/2020 00:00:00 23,820.08 -1.623% 39
54 BCOLOMBIA 18/03/2020 00:00:00 20,887.54 -13.138% 38
55 BCOLOMBIA 19/03/2020 00:00:00 20,599.91 -1.387% 37
56 BCOLOMBIA 20/03/2020 00:00:00 19,361.93 -6.198% 36
57 BCOLOMBIA 24/03/2020 00:00:00 18,345.23 -5.394% 35
58 BCOLOMBIA 25/03/2020 00:00:00 21,344.89 15.144% 34
59 BCOLOMBIA 26/03/2020 00:00:00 25,495.29 17.768% 33
60 BCOLOMBIA 27/03/2020 00:00:00 23,966.25 -6.185% 32
61 BCOLOMBIA 30/03/2020 00:00:00 25,151.59 4.827% 31
62 BCOLOMBIA 31/03/2020 00:00:00 24,366.59 -3.171% 30
63 BCOLOMBIA 01/04/2020 00:00:00 23,735.08 -2.626% 29
64 BCOLOMBIA 02/04/2020 00:00:00 23,898.36 0.686% 28
65 BCOLOMBIA 03/04/2020 00:00:00 23,564.35 -1.407% 27
66 BCOLOMBIA 06/04/2020 00:00:00 25,497.43 7.884% 26
67 BCOLOMBIA 07/04/2020 00:00:00 26,223.07 2.806% 25
68 BCOLOMBIA 08/04/2020 00:00:00 26,073.47 -0.572% 24
69 BCOLOMBIA 13/04/2020 00:00:00 26,045.29 -0.108% 23
70 BCOLOMBIA 14/04/2020 00:00:00 27,083.45 3.909% 22
71 BCOLOMBIA 15/04/2020 00:00:00 26,671.30 -1.533% 21
72 BCOLOMBIA 16/04/2020 00:00:00 26,589.18 -0.308% 20
73 BCOLOMBIA 17/04/2020 00:00:00 26,729.54 0.526% 19
74 BCOLOMBIA 20/04/2020 00:00:00 26,293.16 -1.646% 18
75 BCOLOMBIA 21/04/2020 00:00:00 25,198.06 -4.254% 17
76 BCOLOMBIA 22/04/2020 00:00:00 24,344.45 -3.446% 16
77 BCOLOMBIA 23/04/2020 00:00:00 24,407.79 0.260% 15
78 BCOLOMBIA 24/04/2020 00:00:00 23,745.03 -2.753% 14
79 BCOLOMBIA 27/04/2020 00:00:00 24,323.95 2.409% 13
80 BCOLOMBIA 28/04/2020 00:00:00 24,958.41 2.575% 12
81 BCOLOMBIA 29/04/2020 00:00:00 25,887.20 3.654% 11
82 BCOLOMBIA 30/04/2020 00:00:00 25,031.35 -3.362% 10
83 BCOLOMBIA 04/05/2020 00:00:00 24,574.52 -1.842% 9
84 BCOLOMBIA 05/05/2020 00:00:00 24,088.94 -1.996% 8
85 BCOLOMBIA 06/05/2020 00:00:00 23,286.97 -3.386% 7
86 BCOLOMBIA 07/05/2020 00:00:00 24,039.80 3.182% 6
87 BCOLOMBIA 08/05/2020 00:00:00 23,998.41 -0.172% 5
88 BCOLOMBIA 11/05/2020 00:00:00 23,557.33 -1.855% 4
89 BCOLOMBIA 12/05/2020 00:00:00 23,270.63 -1.224% 3
90 BCOLOMBIA 13/05/2020 00:00:00 22,269.17 -4.399% 2
91 BCOLOMBIA 14/05/2020 00:00:00 21,351.24 -4.209% 1
 ponderación de
factor de
decaimiento rent. Cuadrado suma 𝑉𝑎𝑅=𝐹∗𝑆∗𝜎∗√𝑡
0.00405862541305 0.00001% 0.000000002%
0.00431768660963 0.00299% 0.000000775%
0.00459328362726 0.02434% 0.000006707%
0.0048864719439 0.01109% 0.000003251% F: Valor que determina el nivel de co
0.0051983744084 0.00063% 0.000000196%
S: Monto del activo o cartera a precio
0.00553018554085 0.00086% 0.000000286%
0.00588317610729 0.00882% 0.000003112%
𝝈: Riesgo del activo
0.00625869798648 0.00372% 0.000001398% t: Tiempo.
0.00665818934732 0.03678% 0.000014692%
0.00708318015672 0.04012% 0.000017052%
0.00753529803907 0.00010% 0.000000043%
𝜎_𝑡^2=∑_(𝑖=1)^𝑡▒ 〖 (1−𝜆) 〗
0.00801627450964 0.00163% 0.000000783%
0.00852795160601 0.00795% 0.000004068%
0.00907228894256 0.00113% 0.000000616%
0.00965137121549 0.00025% 0.000000147%
0.01026741618669 0.02788% 0.000017174%
0.01092278317733 0.00503% 0.000003296%
0.01161998210354 0.00110% 0.000000764%
0.01236168308887 0.00186% 0.000001380%
0.01315072669029 0.00603% 0.000004762%
0.01399013477691 0.00018% 0.000000150%
0.01488312210309 0.02202% 0.000019663%
0.01583310862031 0.02377% 0.000022583%
0.0168437325748 0.00227% 0.000002297%
0.01791886444127 0.00386% 0.000004146%
0.01906262174604 0.00166% 0.000001898%
0.02027938483621 0.00118% 0.000001441%
0.02157381365554 0.00189% 0.000002451%
0.022950865591 0.00189% 0.000002609%
0.02441581445851 0.00525% 0.000007695%
0.02597427070054 0.00000% 0.000000003%
0.02763220287292 0.01638% 0.000027156%
0.02939596050311 0.00009% 0.000000157%
0.03127229840756 0.00092% 0.000001729%
0.03326840256123 0.32442% 0.000647578%
0.03539191761833 0.15222% 0.000323233%
0.03765097618972 0.02689% 0.000060735%
0.04005422998906 0.00370% 0.000008881%
0.04261088296709 0.01261% 0.000032252%
0.04533072656073 0.01918% 0.000052157%
0.04822417719227 0.00085% 0.000002446%
0.05130231616198 0.00192% 0.000005896%
0.05457693208722 0.23095% 0.000756286%
0.05806056605023 0.00898% 0.000031273%
0.06176655962791 0.05076% 0.000188130%
0.06570910598713 1.82328% 0.007188385%
0.06990330424163 0.00861% 0.000036127%
0.07436521727833 0.21154% 0.000943880%
0.07911193327482 0.79193% 0.003759058%
0.08416163114343 0.51081% 0.002579433%
0.08953365015258 0.50891% 0.002733895%
0.09524856399211 0.02634% 0.000150527%
0.10132825956607 1.72597% 0.010493362%
0.10779602081497 0.01923% 0.000124355%
0.11467661788827 0.38413% 0.002643020%
0.12199640200879 0.29094% 0.002129643%
0.12978340639233 2.29349% 0.017859427%
0.13806745360887 3.15707% 0.026153289%
0.14688026979667 0.38251% 0.003370963%
0.15625560616667 0.23304% 0.002184856%
0.16622936826241 0.10054% 0.001002771%
0.17683975347065 0.06895% 0.000731613%
0.1881273973092 0.00470% 0.000053053%
0.20013552905234 0.01981% 0.000237883%
0.21291013728973 0.62162% 0.007940913%
0.2265001460529 0.07875% 0.001070172%
0.24095760218394 0.00327% 0.000047323%
0.25633787466376 0.00012% 0.000001799%
0.27269986666358 0.15277% 0.002499633%
0.29010624113146 0.02352% 0.000409319%
0.30862366077815 0.00095% 0.000017609%
0.32832304338101 0.00277% 0.000054606%
0.34927983338406 0.02709% 0.000567820%
0.3715742908341 0.18098% 0.004034866%
0.39529179875968 0.11877% 0.002816943%
0.42052319016988 0.00068% 0.000017036%
0.4473650959254 0.07579% 0.002034217%
0.47592031481425 0.05802% 0.001656894%
0.50629820724921 0.06630% 0.002014147%
0.5386151140949 0.13350% 0.004314342%
0.57299480222862 0.11303% 0.003885859%
0.60956893854108 0.03393% 0.001240800%
0.64847759419264 0.03983% 0.001549711%
0.689869781056 0.11464% 0.004745287%
0.7339040224 0.10123% 0.004457629%
0.78074896 0.00030% 0.000013910%
0.830584 0.03441% 0.001714939%
0.8836 0.01499% 0.000794919%
0.94 0.19350% 0.010913502%
1 0.17719% 0.010631122%
𝑉𝑎𝑅=𝐹∗𝑆∗𝜎∗√𝑡

F: Valor que determina el nivel de confianza.

S: Monto del activo o cartera a precios de mercado.
𝝈: Riesgo del activo
t: Tiempo.

𝜎_𝑡^2=∑_(𝑖=1)^𝑡▒ 〖 (1−𝜆) 〗∗𝜆 ^(𝑖−1) ∗𝑟^2

Factor de decaimiento 0.94

𝜎_𝑡^2:Varianz
𝜆:Factor de
Nivel de confianza 95% i: posición del dato
Nivel de significancia 5%
F -1.645 r: rent
Número de acciones 1000
precio de acciones 22,269.17
S $ 22,269,170
Varianza dinámica 0.16%
desviación estándar 3.951%

Var (%) -6.4988%

VaR($) -$ 1,447,233.4227
𝜎_𝑡^2:Varianza en momento t.
𝜆:Factor de decaimiento.
sición del dato, en la serie histórica.
r: rentabilidad.