Combinacion de Activos

Ojo con el orden de las fechas

Start Date 5/24/2019 0:00

End Date 5/22/2020 0:00
Period D
Currency COP

PRECIOS
Date ECOPETL CX Equity PFAVH CB Equity PFBCOLO CX Equity
5/22/2020 1,990 30 21,820 1
5/21/2020 2,005 80 22,220 2
5/20/2020 2,030 111 22,400 3
5/19/2020 1,995 158 22,160 4
5/18/2020 2,050 254 23,300 5
5/15/2020 1,960 203 22,200 6
5/14/2020 1,930 191 22,100 7
5/13/2020 1,920 150 22,300 8
5/12/2020 1,995 66 23,500 9
5/11/2020 2,065 66 24,000 10
5/8/2020 2,010 450 24,500 11
5/7/2020 1,985 440 24,420 12
5/6/2020 1,935 441 23,780 13
5/5/2020 1,995 471 24,300 14
5/4/2020 1,950 488 25,060 15
4/30/2020 2,090 503 25,880 16
4/29/2020 2,075 538 25,520 17
4/28/2020 2,075 460 25,700 18
4/27/2020 1,950 495 24,620 19
4/24/2020 1,930 500 24,200 20
4/23/2020 1,985 559 24,880 21
4/22/2020 1,920 555 24,800 22
4/21/2020 1,840 540 25,400 23
4/20/2020 1,910 578 27,220 24
4/17/2020 1,975 614 27,540 25
4/16/2020 2,100 606 27,300 26
4/15/2020 2,095 612 27,880 27
4/14/2020 2,225 600 27,540 28
4/13/2020 2,255 539 27,000 29
4/8/2020 2,275 490 26,540 30
4/7/2020 2,240 485 26,300 31
4/6/2020 2,270 481 26,300 32
4/3/2020 2,270 462 24,540 33
4/2/2020 2,080 455 24,600 34
 4/1/2020 1,840 480 24,360 35
3/31/2020 1,945 500 27,500 36
3/30/2020 1,880 532 25,900 37
3/27/2020 1,890 550 27,140 38
3/26/2020 1,995 585 26,380 39
3/25/2020 1,810 610 24,500 40
3/24/2020 1,620 400 21,300 41
3/20/2020 1,485 392 21,900 42
3/19/2020 1,420 350 22,000 43
3/18/2020 1,450 485 22,780 44
3/17/2020 1,615 500 24,700 45
3/16/2020 1,615 680 24,400 46
3/12/2020 1,980 950 29,700 47
3/11/2020 2,230 1,215 32,300 48
3/10/2020 2,350 1,400 34,480 49
3/9/2020 2,380 1,450 33,000 50
3/6/2020 2,970 1,325 38,480 51
3/5/2020 3,175 1,460 39,480 52
3/4/2020 3,170 1,500 40,200 53
3/3/2020 3,050 1,500 39,340 54
3/2/2020 3,090 1,560 40,900 55
2/28/2020 3,105 1,640 42,080 56
2/27/2020 3,140 1,620 42,180 57
2/26/2020 3,295 1,800 42,540 58
2/25/2020 3,310 1,850 42,260 59
2/24/2020 3,330 1,940 41,700 60
2/21/2020 3,440 2,040 42,720 61
2/20/2020 3,445 2,105 46,220 62
2/19/2020 3,465 2,105 46,600 63
2/18/2020 3,365 2,050 46,400 64
2/17/2020 3,355 2,010 46,460 65
2/14/2020 3,335 2,020 46,460 66
2/13/2020 3,360 2,040 46,580 67
2/12/2020 3,385 2,080 46,560 68
2/11/2020 3,290 2,040 46,500 69
2/10/2020 3,220 2,035 47,220 70
2/7/2020 3,215 2,055 47,200 71
2/6/2020 3,195 2,035 46,960 72
2/5/2020 3,195 2,040 46,980 73
2/4/2020 3,185 2,010 45,900 74
2/3/2020 3,145 2,010 44,800 75
1/31/2020 3,180 2,015 44,700 76
1/30/2020 3,170 2,005 45,420 77
1/29/2020 3,195 1,960 45,160 78
1/28/2020 3,200 1,955 45,000 79
 1/27/2020 3,210 1,930 44,900 80
1/24/2020 3,295 1,970 45,800 81
1/23/2020 3,290 1,955 45,480 82
1/22/2020 3,335 1,945 45,400 83
1/21/2020 3,365 1,970 45,680 84
1/20/2020 3,395 1,915 45,900 85
1/17/2020 3,385 1,905 45,880 86
1/16/2020 3,405 1,900 45,080 87
1/15/2020 3,395 1,855 44,800 88
1/14/2020 3,405 1,840 44,600 89
1/13/2020 3,420 1,720 44,580 90
1/10/2020 3,405 1,750 44,380 91
1/9/2020 3,345 1,760 44,540 92
1/8/2020 3,325 1,760 45,600 93
1/7/2020 3,365 1,760 45,480 94
1/3/2020 3,380 1,820 45,180 95
1/2/2020 3,320 1,815 45,140 96
12/30/2019 3,340 1,815 45,800 97
12/27/2019 3,345 1,835 45,800 98
12/26/2019 3,350 1,810 45,600 99
12/24/2019 3,350 1,860 45,700 100
12/23/2019 3,350 1,845 46,000 101
12/20/2019 3,325 1,860 46,100 102
12/19/2019 3,300 1,895 46,500 103
12/18/2019 3,260 1,895 46,200 104
12/17/2019 3,250 1,845 45,200 105
12/16/2019 3,345 1,850 45,300 106
12/13/2019 3,330 1,910 44,720 107
12/12/2019 3,300 1,860 44,140 108
12/11/2019 3,275 1,845 43,760 109
12/10/2019 3,280 1,900 43,620 110
12/9/2019 3,290 1,870 43,620 111
12/6/2019 3,310 1,865 43,820 112
12/5/2019 3,290 1,820 43,900 113
12/4/2019 3,330 1,740 43,680 114
12/3/2019 3,185 1,790 42,600 115
12/2/2019 3,235 1,795 42,600 116
11/29/2019 3,245 1,780 43,340 117
11/28/2019 3,220 1,720 43,380 118
11/27/2019 3,170 1,780 42,800 119
11/26/2019 3,155 1,650 42,800 120
11/25/2019 3,170 1,830 43,720 121
11/22/2019 3,170 1,770 44,300 122
11/21/2019 3,145 1,730 44,000 123
11/20/2019 3,130 1,820 43,740 124
11/19/2019 3,120 1,855 43,960 125
11/18/2019 3,130 1,865 44,180 126
11/15/2019 3,130 1,900 44,600 127
11/14/2019 3,150 1,905 44,100 128
11/13/2019 3,145 1,850 44,220 129
11/12/2019 3,120 1,825 44,800 130
11/8/2019 3,160 1,895 44,820 131
11/7/2019 3,150 1,895 45,160 132
11/6/2019 3,150 1,900 45,560 133
11/5/2019 3,165 1,915 45,680 134
11/1/2019 3,090 1,915 44,380 135
10/31/2019 3,050 1,870 44,120 136
10/30/2019 3,050 1,825 44,200 137
10/29/2019 3,070 1,875 44,280 138
10/28/2019 3,050 1,820 43,900 139
10/25/2019 3,050 1,795 44,080 140
10/24/2019 3,040 1,800 43,600 141
10/23/2019 3,040 1,840 43,480 142
10/22/2019 3,000 1,830 43,760 143
10/21/2019 2,925 1,905 43,480 144
10/18/2019 2,915 1,840 42,640 145
10/17/2019 2,965 1,840 42,760 146
10/16/2019 2,995 1,730 42,240 147
10/15/2019 2,995 1,640 42,200 148
10/11/2019 3,000 1,585 42,920 149
10/10/2019 2,960 1,650 42,720 150
10/9/2019 2,930 1,675 43,120 151
10/8/2019 2,915 1,675 42,860 152
10/7/2019 2,955 1,600 43,300 153
10/4/2019 2,945 1,500 43,700 154
10/3/2019 2,945 1,480 43,680 155
10/2/2019 2,900 1,495 43,000 156
10/1/2019 2,950 1,530 43,280 157
9/30/2019 2,955 1,520 43,000 158
9/27/2019 2,990 1,460 43,280 159
9/26/2019 2,995 1,340 43,880 160
9/25/2019 2,980 1,250 44,400 161
9/24/2019 2,980 1,205 43,800 162
9/23/2019 3,005 1,240 43,800 163
9/20/2019 3,010 1,240 43,300 164
9/19/2019 2,990 1,260 43,000 165
9/18/2019 3,020 1,305 43,560 166
9/17/2019 3,010 1,295 43,040 167
9/16/2019 3,000 1,255 43,000 168
9/13/2019 2,905 1,325 42,180 169
9/12/2019 2,945 1,270 42,400 170
9/11/2019 2,900 1,235 42,800 171
9/10/2019 2,885 1,220 41,560 172
9/9/2019 2,870 1,140 41,700 173
9/6/2019 2,835 1,050 42,000 174
9/5/2019 2,810 1,065 42,000 175
9/4/2019 2,755 1,115 42,600 176
9/3/2019 2,725 1,125 42,640 177
9/2/2019 2,740 1,180 42,600 178
8/30/2019 2,740 1,110 42,740 179
8/29/2019 2,680 1,140 42,540 180
8/28/2019 2,665 1,130 42,400 181
8/27/2019 2,660 1,120 42,340 182
8/26/2019 2,675 1,220 42,140 183
8/23/2019 2,620 1,230 41,540 184
8/22/2019 2,695 1,235 42,340 185
8/21/2019 2,765 1,250 42,660 186
8/20/2019 2,745 1,315 43,680 187
8/16/2019 2,760 1,460 43,400 188
8/15/2019 2,730 1,500 43,000 189
8/14/2019 2,750 1,635 42,640 190
8/13/2019 2,860 1,665 43,580 191
8/12/2019 2,800 1,600 42,600 192
8/9/2019 2,840 1,670 42,700 193
8/8/2019 2,845 1,695 42,640 194
8/6/2019 2,865 1,595 41,380 195
8/5/2019 2,865 1,635 40,100 196
8/2/2019 2,910 1,640 41,420 197
8/1/2019 2,925 1,575 40,200 198
7/31/2019 2,950 1,600 41,260 199
7/30/2019 2,970 1,660 40,940 200
7/29/2019 2,980 1,650 41,300 201
7/26/2019 2,995 1,585 41,160 202
7/25/2019 3,000 1,545 41,300 203
7/24/2019 3,005 1,620 41,280 204
7/23/2019 3,025 1,650 42,020 205
7/22/2019 3,035 1,700 41,260 206
7/19/2019 3,015 1,730 41,680 207
7/18/2019 2,970 1,665 41,120 208
7/17/2019 3,010 1,710 41,760 209
7/16/2019 3,030 1,725 42,260 210
7/15/2019 3,035 1,720 41,440 211
7/12/2019 3,070 1,700 41,100 212
7/11/2019 3,070 1,650 41,380 213
7/10/2019 3,090 1,635 40,940 214
 7/9/2019 3,020 1,615 40,760 215
7/8/2019 3,020 1,630 40,600 216
7/5/2019 3,020 1,610 40,900 217
7/4/2019 3,010 1,570 40,760 218
7/3/2019 3,010 1,545 40,700 219
7/2/2019 2,925 1,495 40,380 220
6/28/2019 2,925 1,535 40,800 221
6/27/2019 2,960 1,515 40,600 222
6/26/2019 2,995 1,550 40,780 223
6/25/2019 2,985 1,495 40,480 224
6/21/2019 3,020 1,545 40,900 225
6/20/2019 2,985 1,535 40,920 226
6/19/2019 2,930 1,500 40,340 227
6/18/2019 2,885 1,415 40,240 228
6/17/2019 2,820 1,420 39,000 229
6/14/2019 2,790 1,480 39,960 230
6/13/2019 2,770 1,485 40,040 231
6/12/2019 2,730 1,550 40,200 232
6/11/2019 2,800 1,520 41,000 233
6/10/2019 2,840 1,490 39,700 234
6/7/2019 2,875 1,510 39,760 235
6/6/2019 2,770 1,430 39,600 236
6/5/2019 2,755 1,505 39,380 237
6/4/2019 2,820 1,510 39,720 238
5/31/2019 2,795 1,560 39,500 239
5/30/2019 2,825 1,650 39,460 240
5/29/2019 2,870 1,665 38,920 241
5/28/2019 2,830 1,715 38,000 242
5/27/2019 2,955 1,860 38,160 243
5/24/2019 3,010 1,650 38,060 244
 RETORNOS
Probabilidad ECOPETL CX Equity PFAVH CB Equity PFBCOLO CX Equity
0.004098360655738 -0.75% -98.08% -1.82%
0.004098360655738 -1.24% -32.75% -0.81%
0.004098360655738 1.74% -35.31% 1.08%
0.004098360655738 -2.72% -47.47% -5.02%
0.004098360655738 4.49% 22.41% 4.84%
0.004098360655738 1.54% 6.09% 0.45%
0.004098360655738 0.52% 24.16% -0.90%
0.004098360655738 -3.83% 82.10% -5.24%
0.004098360655738 -3.45% 0.00% -2.11%
0.004098360655738 2.70% -191.96% -2.06%
0.004098360655738 1.25% 2.25% 0.33%
0.004098360655738 2.55% -0.23% 2.66%
0.004098360655738 -3.05% -6.58% -2.16%
0.004098360655738 2.28% -3.55% -3.08%
0.004098360655738 -6.93% -3.03% -3.22%
0.004098360655738 0.72% -6.73% 1.40%
0.004098360655738 0.00% 15.66% -0.70%
0.004098360655738 6.21% -7.33% 4.29%
0.004098360655738 1.03% -1.01% 1.72%
0.004098360655738 -2.81% -11.15% -2.77%
0.004098360655738 3.33% 0.72% 0.32%
0.004098360655738 4.26% 2.74% -2.39%
0.004098360655738 -3.73% -6.80% -6.92%
0.004098360655738 -3.35% -6.04% -1.17%
0.004098360655738 -6.14% 1.31% 0.88%
0.004098360655738 0.24% -0.99% -2.10%
0.004098360655738 -6.02% 1.98% 1.23%
0.004098360655738 -1.34% 10.72% 1.98%
0.004098360655738 -0.88% 9.53% 1.72%
0.004098360655738 1.55% 1.03% 0.91%
0.004098360655738 -1.33% 0.83% 0.00%
0.004098360655738 0.00% 4.03% 6.93%
0.004098360655738 8.74% 1.53% -0.24%
0.004098360655738 12.26% -5.35% 0.98%
0.004098360655738 -5.55% -4.08% -12.12%
0.004098360655738 3.40% -6.20% 5.99%
0.004098360655738 -0.53% -3.33% -4.68%
0.004098360655738 -5.41% -6.17% 2.84%
0.004098360655738 9.73% -4.18% 7.39%
0.004098360655738 11.09% 42.20% 14.00%
0.004098360655738 8.70% 2.02% -2.78%
0.004098360655738 4.48% 11.33% -0.46%
0.004098360655738 -2.09% -32.62% -3.48%
0.004098360655738 -10.78% -3.05% -8.09%
0.004098360655738 0.00% -30.75% 1.22%
0.004098360655738 -20.38% -33.44% -19.66%
0.004098360655738 -11.89% -24.60% -8.39%
0.004098360655738 -5.24% -14.17% -6.53%
0.004098360655738 -1.27% -3.51% 4.39%
0.004098360655738 -22.15% 9.02% -15.36%
0.004098360655738 -6.67% -9.70% -2.57%
0.004098360655738 0.16% -2.70% -1.81%
0.004098360655738 3.86% 0.00% 2.16%
0.004098360655738 -1.30% -3.92% -3.89%
0.004098360655738 -0.48% -5.00% -2.84%
0.004098360655738 -1.12% 1.23% -0.24%
0.004098360655738 -4.82% -10.54% -0.85%
0.004098360655738 -0.45% -2.74% 0.66%
0.004098360655738 -0.60% -4.75% 1.33%
0.004098360655738 -3.25% -5.03% -2.42%
0.004098360655738 -0.15% -3.14% -7.87%
0.004098360655738 -0.58% 0.00% -0.82%
0.004098360655738 2.93% 2.65% 0.43%
0.004098360655738 0.30% 1.97% -0.13%
0.004098360655738 0.60% -0.50% 0.00%
0.004098360655738 -0.75% -0.99% -0.26%
0.004098360655738 -0.74% -1.94% 0.04%
0.004098360655738 2.85% 1.94% 0.13%
0.004098360655738 2.15% 0.25% -1.54%
0.004098360655738 0.16% -0.98% 0.04%
0.004098360655738 0.62% 0.98% 0.51%
0.004098360655738 0.00% -0.25% -0.04%
0.004098360655738 0.31% 1.48% 2.33%
0.004098360655738 1.26% 0.00% 2.43%
0.004098360655738 -1.11% -0.25% 0.22%
0.004098360655738 0.31% 0.50% -1.60%
0.004098360655738 -0.79% 2.27% 0.57%
0.004098360655738 -0.16% 0.26% 0.35%
0.004098360655738 -0.31% 1.29% 0.22%
0.004098360655738 -2.61% -2.05% -1.98%
0.004098360655738 0.15% 0.76% 0.70%
0.004098360655738 -1.36% 0.51% 0.18%
0.004098360655738 -0.90% -1.28% -0.61%
0.004098360655738 -0.89% 2.83% -0.48%
0.004098360655738 0.29% 0.52% 0.04%
0.004098360655738 -0.59% 0.26% 1.76%
0.004098360655738 0.29% 2.40% 0.62%
0.004098360655738 -0.29% 0.81% 0.45%
0.004098360655738 -0.44% 6.74% 0.04%
0.004098360655738 0.44% -1.73% 0.45%
0.004098360655738 1.78% -0.57% -0.36%
0.004098360655738 0.60% 0.00% -2.35%
0.004098360655738 -1.20% 0.00% 0.26%
0.004098360655738 -0.44% -3.35% 0.66%
0.004098360655738 1.79% 0.28% 0.09%
0.004098360655738 -0.60% 0.00% -1.45%
0.004098360655738 -0.15% -1.10% 0.00%
0.004098360655738 -0.15% 1.37% 0.44%
0.004098360655738 0.00% -2.72% -0.22%
0.004098360655738 0.00% 0.81% -0.65%
0.004098360655738 0.75% -0.81% -0.22%
0.004098360655738 0.75% -1.86% -0.86%
0.004098360655738 1.22% 0.00% 0.65%
0.004098360655738 0.31% 2.67% 2.19%
0.004098360655738 -2.88% -0.27% -0.22%
0.004098360655738 0.45% -3.19% 1.29%
0.004098360655738 0.90% 2.65% 1.31%
0.004098360655738 0.76% 0.81% 0.86%
0.004098360655738 -0.15% -2.94% 0.32%
0.004098360655738 -0.30% 1.59% 0.00%
0.004098360655738 -0.61% 0.27% -0.46%
0.004098360655738 0.61% 2.44% -0.18%
0.004098360655738 -1.21% 4.50% 0.50%
0.004098360655738 4.45% -2.83% 2.50%
0.004098360655738 -1.56% -0.28% 0.00%
0.004098360655738 -0.31% 0.84% -1.72%
0.004098360655738 0.77% 3.43% -0.09%
0.004098360655738 1.56% -3.43% 1.35%
0.004098360655738 0.47% 7.58% 0.00%
0.004098360655738 -0.47% -10.35% -2.13%
0.004098360655738 0.00% 3.33% -1.32%
0.004098360655738 0.79% 2.29% 0.68%
0.004098360655738 0.48% -5.07% 0.59%
0.004098360655738 0.32% -1.90% -0.50%
0.004098360655738 -0.32% -0.54% -0.50%
0.004098360655738 0.00% -1.86% -0.95%
0.004098360655738 -0.64% -0.26% 1.13%
0.004098360655738 0.16% 2.93% -0.27%
0.004098360655738 0.80% 1.36% -1.30%
0.004098360655738 -1.27% -3.76% -0.04%
0.004098360655738 0.32% 0.00% -0.76%
0.004098360655738 0.00% -0.26% -0.88%
0.004098360655738 -0.48% -0.79% -0.26%
0.004098360655738 2.40% 0.00% 2.89%
0.004098360655738 1.30% 2.38% 0.59%
0.004098360655738 0.00% 2.44% -0.18%
0.004098360655738 -0.65% -2.70% -0.18%
0.004098360655738 0.65% 2.98% 0.86%
0.004098360655738 0.00% 1.38% -0.41%
0.004098360655738 0.33% -0.28% 1.09%
0.004098360655738 0.00% -2.20% 0.28%
0.004098360655738 1.32% 0.54% -0.64%
0.004098360655738 2.53% -4.02% 0.64%
0.004098360655738 0.34% 3.47% 1.95%
0.004098360655738 -1.70% 0.00% -0.28%
0.004098360655738 -1.01% 6.16% 1.22%
0.004098360655738 0.00% 5.34% 0.09%
0.004098360655738 -0.17% 3.41% -1.69%
0.004098360655738 1.34% -4.02% 0.47%
0.004098360655738 1.02% -1.50% -0.93%
0.004098360655738 0.51% 0.00% 0.60%
0.004098360655738 -1.36% 4.58% -1.02%
0.004098360655738 0.34% 6.45% -0.92%
0.004098360655738 0.00% 1.34% 0.05%
0.004098360655738 1.54% -1.01% 1.57%
0.004098360655738 -1.71% -2.31% -0.65%
0.004098360655738 -0.17% 0.66% 0.65%
0.004098360655738 -1.18% 4.03% -0.65%
0.004098360655738 -0.17% 8.58% -1.38%
0.004098360655738 0.50% 6.95% -1.18%
0.004098360655738 0.00% 3.67% 1.36%
0.004098360655738 -0.84% -2.86% 0.00%
0.004098360655738 -0.17% 0.00% 1.15%
0.004098360655738 0.67% -1.60% 0.70%
0.004098360655738 -1.00% -3.51% -1.29%
0.004098360655738 0.33% 0.77% 1.20%
0.004098360655738 0.33% 3.14% 0.09%
0.004098360655738 3.22% -5.43% 1.93%
0.004098360655738 -1.37% 4.24% -0.52%
0.004098360655738 1.54% 2.79% -0.94%
0.004098360655738 0.52% 1.22% 2.94%
0.004098360655738 0.52% 6.78% -0.34%
0.004098360655738 1.23% 8.22% -0.72%
0.004098360655738 0.89% -1.42% 0.00%
0.004098360655738 1.98% -4.59% -1.42%
0.004098360655738 1.09% -0.89% -0.09%
0.004098360655738 -0.55% -4.77% 0.09%
0.004098360655738 0.00% 6.12% -0.33%
0.004098360655738 2.21% -2.67% 0.47%
0.004098360655738 0.56% 0.88% 0.33%
0.004098360655738 0.19% 0.89% 0.14%
0.004098360655738 -0.56% -8.55% 0.47%
0.004098360655738 2.08% -0.82% 1.43%
0.004098360655738 -2.82% -0.41% -1.91%
0.004098360655738 -2.56% -1.21% -0.75%
0.004098360655738 0.73% -5.07% -2.36%
0.004098360655738 -0.54% -10.46% 0.64%
0.004098360655738 1.09% -2.70% 0.93%
0.004098360655738 -0.73% -8.62% 0.84%
0.004098360655738 -3.92% -1.82% -2.18%
0.004098360655738 2.12% 3.98% 2.27%
0.004098360655738 -1.42% -4.28% -0.23%
0.004098360655738 -0.18% -1.49% 0.14%
0.004098360655738 -0.70% 6.08% 3.00%
0.004098360655738 0.00% -2.48% 3.14%
0.004098360655738 -1.56% -0.31% -3.24%
0.004098360655738 -0.51% 4.04% 2.99%
0.004098360655738 -0.85% -1.57% -2.60%
0.004098360655738 -0.68% -3.68% 0.78%
0.004098360655738 -0.34% 0.60% -0.88%
0.004098360655738 -0.50% 4.02% 0.34%
0.004098360655738 -0.17% 2.56% -0.34%
0.004098360655738 -0.17% -4.74% 0.05%
0.004098360655738 -0.66% -1.83% -1.78%
0.004098360655738 -0.33% -2.99% 1.83%
0.004098360655738 0.66% -1.75% -1.01%
0.004098360655738 1.50% 3.83% 1.35%
0.004098360655738 -1.34% -2.67% -1.54%
0.004098360655738 -0.66% -0.87% -1.19%
0.004098360655738 -0.16% 0.29% 1.96%
0.004098360655738 -1.15% 1.17% 0.82%
0.004098360655738 0.00% 2.99% -0.68%
0.004098360655738 -0.65% 0.91% 1.07%
0.004098360655738 2.29% 1.23% 0.44%
 0.004098360655738 0.00% -0.92% 0.39%
0.004098360655738 0.00% 1.23% -0.74%
0.004098360655738 0.33% 2.52% 0.34%
0.004098360655738 0.00% 1.61% 0.15%
0.004098360655738 2.86% 3.29% 0.79%
0.004098360655738 0.00% -2.64% -1.03%
0.004098360655738 -1.19% 1.31% 0.49%
0.004098360655738 -1.18% -2.28% -0.44%
0.004098360655738 0.33% 3.61% 0.74%
0.004098360655738 -1.17% -3.29% -1.03%
0.004098360655738 1.17% 0.65% -0.05%
0.004098360655738 1.86% 2.31% 1.43%
0.004098360655738 1.55% 5.83% 0.25%
0.004098360655738 2.28% -0.35% 3.13%
0.004098360655738 1.07% -4.14% -2.43%
0.004098360655738 0.72% -0.34% -0.20%
0.004098360655738 1.45% -4.28% -0.40%
0.004098360655738 -2.53% 1.95% -1.97%
0.004098360655738 -1.42% 1.99% 3.22%
0.004098360655738 -1.22% -1.33% -0.15%
0.004098360655738 3.72% 5.44% 0.40%
0.004098360655738 0.54% -5.11% 0.56%
0.004098360655738 -2.33% -0.33% -0.86%
0.004098360655738 0.89% -3.26% 0.56%
0.004098360655738 -1.07% -5.61% 0.10%
0.004098360655738 -1.58% -0.90% 1.38%
0.004098360655738 1.40% -2.96% 2.39%
0.004098360655738 -4.32% -8.12% -0.42%
0.004098360655738 -1.84% 11.98% 0.26%

Promedios
-0.17% -1.64% -0.23%
-0.17% -1.65% -0.23%
Maximos 12.26% 82.10% 14.00%
Minimos -22.15% -191.96% -19.66%
 Covarianza CNP
Diferencias con el promedio
ECOPETL CX Equity PFAVH CB Equity
-0.58% -96.44%
-1.07% -31.11%
1.91% -33.66%
-2.55% -45.83%
4.66% 24.06%
1.71% 7.74%
0.69% 25.81%
-3.66% 83.74%
-3.28% 1.64%
2.87% -190.32%
1.42% 3.89%
2.72% 1.42%
-2.88% -4.94%
2.45% -1.90%
-6.76% -1.39%
0.89% -5.08%
0.17% 17.31%
6.38% -5.69%
1.20% 0.64%
-2.64% -9.51%
3.50% 2.36%
4.43% 4.38%
-3.56% -5.16%
-3.18% -4.40%
-5.97% 2.95%
0.41% 0.66%
-5.85% 3.62%
-1.17% 12.36%
-0.71% 11.17%
1.72% 2.67%
-1.16% 2.47%
0.17% 5.67%
8.91% 3.17%
12.43% -3.71%
 -5.38% -2.44%
3.57% -4.56%
-0.36% -1.69%
-5.24% -4.53%
9.90% -2.54%
11.26% 43.84%
8.87% 3.66%
4.65% 12.98%
-1.92% -30.98%
-10.61% -1.40%
0.17% -29.11%
-20.21% -31.79%
-11.72% -22.96%
-5.07% -12.53%
-1.10% -1.87%
-21.98% 10.66%
-6.50% -8.06%
0.33% -1.06%
4.03% 1.64%
-1.13% -2.28%
-0.31% -3.36%
-0.95% 2.87%
-4.65% -8.89%
-0.28% -1.10%
-0.43% -3.11%
-3.08% -3.38%
0.02% -1.49%
-0.41% 1.64%
3.10% 4.29%
0.47% 3.61%
0.77% 1.15%
-0.58% 0.66%
-0.57% -0.30%
3.02% 3.58%
2.32% 1.89%
0.32% 0.66%
0.79% 2.62%
0.17% 1.40%
0.48% 3.12%
1.43% 1.64%
-0.94% 1.39%
0.48% 2.14%
-0.62% 3.91%
0.01% 1.90%
-0.14% 2.93%
-2.44% -0.41%
0.32% 2.41%
-1.19% 2.16%
-0.73% 0.37%
-0.72% 4.47%
0.46% 2.17%
-0.42% 1.91%
0.46% 4.04%
-0.12% 2.45%
-0.27% 8.39%
0.61% -0.09%
1.95% 1.07%
0.77% 1.64%
-1.03% 1.64%
-0.28% -1.71%
1.96% 1.92%
-0.43% 1.64%
0.02% 0.55%
0.02% 3.01%
0.17% -1.08%
0.17% 2.45%
0.92% 0.83%
0.92% -0.22%
1.39% 1.64%
0.48% 4.32%
-2.71% 1.37%
0.62% -1.55%
1.07% 4.30%
0.93% 2.45%
0.02% -1.30%
-0.13% 3.23%
-0.44% 1.91%
0.78% 4.08%
-1.04% 6.14%
4.62% -1.19%
-1.39% 1.36%
-0.14% 2.48%
0.94% 5.07%
1.73% -1.79%
0.64% 9.23%
-0.30% -8.71%
0.17% 4.98%
0.96% 3.93%
0.65% -3.43%
0.49% -0.26%
-0.15% 1.10%
0.17% -0.22%
-0.47% 1.38%
0.33% 4.57%
0.97% 3.00%
-1.10% -2.12%
0.49% 1.64%
0.17% 1.38%
-0.31% 0.86%
2.57% 1.64%
1.47% 4.02%
0.17% 4.08%
-0.48% -1.06%
0.82% 4.62%
0.17% 3.03%
0.50% 1.36%
0.17% -0.56%
1.49% 2.19%
2.70% -2.37%
0.51% 5.11%
-1.53% 1.64%
-0.84% 7.81%
0.17% 6.98%
0.00% 5.05%
1.51% -2.38%
1.19% 0.14%
0.68% 1.64%
-1.19% 6.22%
0.51% 8.10%
0.17% 2.98%
1.71% 0.63%
-1.54% -0.67%
0.00% 2.30%
-1.01% 5.67%
0.00% 10.22%
0.67% 8.59%
0.17% 5.31%
-0.67% -1.22%
0.00% 1.64%
0.84% 0.04%
-0.83% -1.87%
0.50% 2.41%
0.50% 4.78%
3.39% -3.79%
-1.20% 5.88%
 1.71% 4.44%
0.69% 2.86%
0.69% 8.42%
1.40% 9.87%
1.06% 0.22%
2.15% -2.95%
1.26% 0.75%
-0.38% -3.13%
0.17% 7.76%
2.38% -1.02%
0.73% 2.52%
0.36% 2.53%
-0.39% -6.91%
2.25% 0.83%
-2.65% 1.24%
-2.39% 0.44%
0.90% -3.43%
-0.38% -8.82%
1.26% -1.06%
-0.56% -6.98%
-3.75% -0.18%
2.29% 5.62%
-1.25% -2.64%
-0.01% 0.16%
-0.53% 7.72%
0.17% -0.83%
-1.39% 1.34%
-0.34% 5.69%
-0.68% 0.07%
-0.51% -2.04%
-0.17% 2.25%
-0.33% 5.66%
0.00% 4.20%
0.00% -3.10%
-0.49% -0.19%
-0.16% -1.34%
0.83% -0.11%
1.67% 5.47%
-1.17% -1.02%
-0.49% 0.77%
0.00% 1.93%
-0.98% 2.81%
0.17% 4.63%
-0.48% 2.56%
2.46% 2.87%
 0.17% 0.72%
0.17% 2.88%
0.50% 4.16%
0.17% 3.25%
3.03% 4.93%
0.17% -1.00%
-1.02% 2.95%
-1.01% -0.64%
0.50% 5.26%
-1.00% -1.65%
1.34% 2.29%
2.03% 3.95%
1.72% 7.48%
2.45% 1.29%
1.24% -2.50%
0.89% 1.31%
1.62% -2.64%
-2.36% 3.60%
-1.25% 3.64%
-1.06% 0.31%
3.89% 7.09%
0.71% -3.47%
-2.16% 1.31%
1.06% -1.62%
-0.90% -3.97%
-1.41% 0.74%
1.57% -1.32%
-4.15% -6.47%
-1.67% 13.62%
Covarianza CNP
Producto diferencias
PFBCOLO CX Equity ECOPETL*PFAVH PFAVH*PFBCOLO ECOPETL*PFBCOLO
-1.59% 0.56% 1.53% 0.01%
-0.58% 0.33% 0.18% 0.01%
1.31% -0.64% -0.44% 0.02%
-4.79% 1.17% 2.19% 0.12%
5.06% 1.12% 1.22% 0.24%
0.68% 0.13% 0.05% 0.01%
-0.67% 0.18% -0.17% 0.00%
-5.01% -3.07% -4.20% 0.18%
-1.88% -0.05% -0.03% 0.06%
-1.83% -5.46% 3.49% -0.05%
0.56% 0.06% 0.02% 0.01%
2.88% 0.04% 0.04% 0.08%
-1.94% 0.14% 0.10% 0.06%
-2.85% -0.05% 0.05% -0.07%
-2.99% 0.09% 0.04% 0.20%
1.63% -0.05% -0.08% 0.01%
-0.47% 0.03% -0.08% 0.00%
4.52% -0.36% -0.26% 0.29%
1.95% 0.01% 0.01% 0.02%
-2.54% 0.25% 0.24% 0.07%
0.55% 0.08% 0.01% 0.02%
-2.16% 0.19% -0.09% -0.10%
-6.69% 0.18% 0.35% 0.24%
-0.94% 0.14% 0.04% 0.03%
1.10% -0.18% 0.03% -0.07%
-1.87% 0.00% -0.01% -0.01%
1.46% -0.21% 0.05% -0.09%
2.21% -0.14% 0.27% -0.03%
1.95% -0.08% 0.22% -0.01%
1.14% 0.05% 0.03% 0.02%
0.23% -0.03% 0.01% 0.00%
7.15% 0.01% 0.41% 0.01%
-0.02% 0.28% 0.00% 0.00%
1.21% -0.46% -0.04% 0.15%
-11.90% 0.13% 0.29% 0.64%
6.22% -0.16% -0.28% 0.22%
-4.45% 0.01% 0.07% 0.02%
3.07% 0.24% -0.14% -0.16%
7.62% -0.25% -0.19% 0.75%
14.22% 4.94% 6.24% 1.60%
-2.55% 0.32% -0.09% -0.23%
-0.23% 0.60% -0.03% -0.01%
-3.26% 0.60% 1.01% 0.06%
-7.86% 0.15% 0.11% 0.83%
1.45% -0.05% -0.42% 0.00%
-19.43% 6.42% 6.18% 3.93%
-8.16% 2.69% 1.87% 0.96%
-6.30% 0.64% 0.79% 0.32%
4.62% 0.02% -0.09% -0.05%
-15.14% -2.34% -1.61% 3.33%
-2.34% 0.52% 0.19% 0.15%
-1.58% 0.00% 0.02% -0.01%
2.39% 0.07% 0.04% 0.10%
-3.66% 0.03% 0.08% 0.04%
-2.62% 0.01% 0.09% 0.01%
-0.01% -0.03% 0.00% 0.00%
-0.62% 0.41% 0.06% 0.03%
0.89% 0.00% -0.01% 0.00%
1.56% 0.01% -0.05% -0.01%
-2.19% 0.10% 0.07% 0.07%
-7.65% 0.00% 0.11% 0.00%
-0.59% -0.01% -0.01% 0.00%
0.66% 0.13% 0.03% 0.02%
0.10% 0.02% 0.00% 0.00%
0.23% 0.01% 0.00% 0.00%
-0.03% 0.00% 0.00% 0.00%
0.27% 0.00% 0.00% 0.00%
0.36% 0.11% 0.01% 0.01%
-1.31% 0.04% -0.02% -0.03%
0.27% 0.00% 0.00% 0.00%
0.74% 0.02% 0.02% 0.01%
0.19% 0.00% 0.00% 0.00%
2.55% 0.02% 0.08% 0.01%
2.65% 0.02% 0.04% 0.04%
0.45% -0.01% 0.01% 0.00%
-1.37% 0.01% -0.03% -0.01%
0.80% -0.02% 0.03% 0.00%
0.58% 0.00% 0.01% 0.00%
0.45% 0.00% 0.01% 0.00%
-1.76% 0.01% 0.01% 0.04%
0.93% 0.01% 0.02% 0.00%
0.40% -0.03% 0.01% 0.00%
-0.39% 0.00% 0.00% 0.00%
-0.25% -0.03% -0.01% 0.00%
0.27% 0.01% 0.01% 0.00%
1.99% -0.01% 0.04% -0.01%
0.85% 0.02% 0.03% 0.00%
0.68% 0.00% 0.02% 0.00%
0.27% -0.02% 0.02% 0.00%
0.68% 0.00% 0.00% 0.00%
-0.13% 0.02% 0.00% 0.00%
-2.12% 0.01% -0.03% -0.02%
0.49% -0.02% 0.01% -0.01%
0.89% 0.00% -0.02% 0.00%
0.32% 0.04% 0.01% 0.01%
-1.22% -0.01% -0.02% 0.01%
0.23% 0.00% 0.00% 0.00%
0.67% 0.00% 0.02% 0.00%
0.01% 0.00% 0.00% 0.00%
-0.43% 0.00% -0.01% 0.00%
0.01% 0.01% 0.00% 0.00%
-0.64% 0.00% 0.00% -0.01%
0.88% 0.02% 0.01% 0.01%
2.42% 0.02% 0.10% 0.01%
0.01% -0.04% 0.00% 0.00%
1.52% -0.01% -0.02% 0.01%
1.53% 0.05% 0.07% 0.02%
1.09% 0.02% 0.03% 0.01%
0.55% 0.00% -0.01% 0.00%
0.23% 0.00% 0.01% 0.00%
-0.23% -0.01% 0.00% 0.00%
0.05% 0.03% 0.00% 0.00%
0.73% -0.06% 0.04% -0.01%
2.73% -0.06% -0.03% 0.13%
0.23% -0.02% 0.00% 0.00%
-1.49% 0.00% -0.04% 0.00%
0.14% 0.05% 0.01% 0.00%
1.57% -0.03% -0.03% 0.03%
0.23% 0.06% 0.02% 0.00%
-1.90% 0.03% 0.17% 0.01%
-1.09% 0.01% -0.05% 0.00%
0.91% 0.04% 0.04% 0.01%
0.82% -0.02% -0.03% 0.01%
-0.27% 0.00% 0.00% 0.00%
-0.27% 0.00% 0.00% 0.00%
-0.72% 0.00% 0.00% 0.00%
1.36% -0.01% 0.02% -0.01%
-0.04% 0.02% 0.00% 0.00%
-1.08% 0.03% -0.03% -0.01%
0.18% 0.02% 0.00% 0.00%
-0.53% 0.01% -0.01% 0.00%
-0.65% 0.00% -0.01% 0.00%
-0.04% 0.00% 0.00% 0.00%
3.12% 0.04% 0.05% 0.08%
0.82% 0.06% 0.03% 0.01%
0.05% 0.01% 0.00% 0.00%
0.05% 0.01% 0.00% 0.00%
1.09% 0.04% 0.05% 0.01%
-0.18% 0.01% -0.01% 0.00%
1.32% 0.01% 0.02% 0.01%
0.50% 0.00% 0.00% 0.00%
-0.41% 0.03% -0.01% -0.01%
0.87% -0.06% -0.02% 0.02%
2.18% 0.03% 0.11% 0.01%
-0.05% -0.03% 0.00% 0.00%
1.45% -0.07% 0.11% -0.01%
0.32% 0.01% 0.02% 0.00%
-1.46% 0.00% -0.07% 0.00%
0.70% -0.04% -0.02% 0.01%
-0.70% 0.00% 0.00% -0.01%
0.83% 0.01% 0.01% 0.01%
-0.79% -0.07% -0.05% 0.01%
-0.69% 0.04% -0.06% 0.00%
0.27% 0.01% 0.01% 0.00%
1.80% 0.01% 0.01% 0.03%
-0.42% 0.01% 0.00% 0.01%
0.88% 0.00% 0.02% 0.00%
-0.42% -0.06% -0.02% 0.00%
-1.15% 0.00% -0.12% 0.00%
-0.95% 0.06% -0.08% -0.01%
1.59% 0.01% 0.08% 0.00%
0.23% 0.01% 0.00% 0.00%
1.38% 0.00% 0.02% 0.00%
0.92% 0.00% 0.00% 0.01%
-1.07% 0.02% 0.02% 0.01%
1.43% 0.01% 0.03% 0.01%
0.32% 0.02% 0.02% 0.00%
2.15% -0.13% -0.08% 0.07%
-0.29% -0.07% -0.02% 0.00%
-0.71% 0.08% -0.03% -0.01%
3.17% 0.02% 0.09% 0.02%
-0.11% 0.06% -0.01% 0.00%
-0.49% 0.14% -0.05% -0.01%
0.23% 0.00% 0.00% 0.00%
-1.19% -0.06% 0.04% -0.03%
0.13% 0.01% 0.00% 0.00%
0.32% 0.01% -0.01% 0.00%
-0.10% 0.01% -0.01% 0.00%
0.70% -0.02% -0.01% 0.02%
0.56% 0.02% 0.01% 0.00%
0.37% 0.01% 0.01% 0.00%
0.70% 0.03% -0.05% 0.00%
1.66% 0.02% 0.01% 0.04%
-1.68% -0.03% -0.02% 0.04%
-0.52% -0.01% 0.00% 0.01%
-2.13% -0.03% 0.07% -0.02%
0.87% 0.03% -0.08% 0.00%
1.15% -0.01% -0.01% 0.01%
1.07% 0.04% -0.07% -0.01%
-1.95% 0.01% 0.00% 0.07%
2.50% 0.13% 0.14% 0.06%
-0.01% 0.03% 0.00% 0.00%
0.37% 0.00% 0.00% 0.00%
3.23% -0.04% 0.25% -0.02%
3.37% 0.00% -0.03% 0.01%
-3.01% -0.02% -0.04% 0.04%
3.22% -0.02% 0.18% -0.01%
-2.37% 0.00% 0.00% 0.02%
1.01% 0.01% -0.02% -0.01%
-0.65% 0.00% -0.01% 0.00%
0.57% -0.02% 0.03% 0.00%
-0.11% 0.00% 0.00% 0.00%
0.28% 0.00% -0.01% 0.00%
-1.55% 0.00% 0.00% 0.01%
2.05% 0.00% -0.03% 0.00%
-0.78% 0.00% 0.00% -0.01%
1.58% 0.09% 0.09% 0.03%
-1.32% 0.01% 0.01% 0.02%
-0.96% 0.00% -0.01% 0.00%
2.19% 0.00% 0.04% 0.00%
1.05% -0.03% 0.03% -0.01%
-0.45% 0.01% -0.02% 0.00%
1.30% -0.01% 0.03% -0.01%
0.67% 0.07% 0.02% 0.02%
 0.62% 0.00% 0.00% 0.00%
-0.51% 0.00% -0.01% 0.00%
0.57% 0.02% 0.02% 0.00%
0.38% 0.01% 0.01% 0.00%
1.02% 0.15% 0.05% 0.03%
-0.81% 0.00% 0.01% 0.00%
0.72% -0.03% 0.02% -0.01%
-0.21% 0.01% 0.00% 0.00%
0.97% 0.03% 0.05% 0.00%
-0.80% 0.02% 0.01% 0.01%
0.18% 0.03% 0.00% 0.00%
1.66% 0.08% 0.07% 0.03%
0.48% 0.13% 0.04% 0.01%
3.36% 0.03% 0.04% 0.08%
-2.20% -0.03% 0.06% -0.03%
0.03% 0.01% 0.00% 0.00%
-0.17% -0.04% 0.00% 0.00%
-1.74% -0.08% -0.06% 0.04%
3.45% -0.05% 0.13% -0.04%
0.08% 0.00% 0.00% 0.00%
0.63% 0.28% 0.04% 0.02%
0.79% -0.02% -0.03% 0.01%
-0.63% -0.03% -0.01% 0.01%
0.78% -0.02% -0.01% 0.01%
0.33% 0.04% -0.01% 0.00%
1.61% -0.01% 0.01% -0.02%
2.62% -0.02% -0.03% 0.04%
-0.19% 0.27% 0.01% 0.01%
0.49% -0.23% 0.07% -0.01%

Covarianza
0.04% 0.09% 0.06%
0.04% 0.09% 0.06%
Explique cada uno de los resultados obtenidos.
Cual seria la mejor combinacion de activos? la que mas esta mas cerca a -1 es la combinaci
ECOPETL*PFAVH pero de igualmanera no es b
para la diversificación

Activos combinados por parejas:

ECOPETL*PFAVH 0.08
PFAVH*PFBCOLO 0.18 Ninguna en buena combinancion
ECOPETL*PFBCOLO 0.68 para diversificar

Covarianza
ECOPETL*PFAVH 0.04%
PFAVH*PFBCOLO 0.09%
ECOPETL*PFBCOLO 0.06%

Desviacion estandar
ECOPETL CX Equity 3.22%
PFAVH CB Equity 16.65%
PFBCOLO CX Equity 2.82%

Matriz de Covarianza
ECOPETL CX Equity PFAVH CB Equity
ECOPETL CX Equity 0.10%
PFAVH CB Equity 0.04% 2.78%
PFBCOLO CX Equity 0.06% 0.09%

Coeficiente de Correlacion
ECOPETL CX Equity PFAVH CB Equity
ECOPETL CX Equity 1
PFAVH CB Equity 8.26% 1
PFBCOLO CX Equity 68.16% 18.46%
a mas cerca a -1 es la combinacion
VH pero de igualmanera no es buena

ena combinancion

PFBCOLO CX Equity
la matriz muestra los resultados muy
parecidos a la covarianza lo que
0.08% determina que los resultados comprenden
con el analisis

PFBCOLO CX Equity
Este resultado comprende aun mas lo dicho
la correlacion es muy dispersa entre las acciones y ninguna es buena para diversificarse, la m
1 ECOPETL*PFAVH
a para diversificarse, la mejor seria en estos terminos, el menos peor es la accion combinada
 PRECIOS
Date ECOPETL CX Equity PFAVH CB Equity PFBCOLO CX Equity
5/22/2020 1,990 30 21,820
5/21/2020 2,005 80 22,220
5/20/2020 2,030 111 22,400
5/19/2020 1,995 158 22,160
5/18/2020 2,050 254 23,300
5/15/2020 1,960 203 22,200
5/14/2020 1,930 191 22,100
5/13/2020 1,920 150 22,300
5/12/2020 1,995 66 23,500
5/11/2020 2,065 66 24,000
5/8/2020 2,010 450 24,500
5/7/2020 1,985 440 24,420
5/6/2020 1,935 441 23,780
5/5/2020 1,995 471 24,300
5/4/2020 1,950 488 25,060
4/30/2020 2,090 503 25,880
4/29/2020 2,075 538 25,520
4/28/2020 2,075 460 25,700
4/27/2020 1,950 495 24,620
4/24/2020 1,930 500 24,200
4/23/2020 1,985 559 24,880
4/22/2020 1,920 555 24,800
4/21/2020 1,840 540 25,400
4/20/2020 1,910 578 27,220
4/17/2020 1,975 614 27,540
4/16/2020 2,100 606 27,300
4/15/2020 2,095 612 27,880
4/14/2020 2,225 600 27,540
4/13/2020 2,255 539 27,000
4/8/2020 2,275 490 26,540
4/7/2020 2,240 485 26,300
4/6/2020 2,270 481 26,300
4/3/2020 2,270 462 24,540
4/2/2020 2,080 455 24,600
4/1/2020 1,840 480 24,360
3/31/2020 1,945 500 27,500
3/30/2020 1,880 532 25,900
3/27/2020 1,890 550 27,140
3/26/2020 1,995 585 26,380
3/25/2020 1,810 610 24,500
3/24/2020 1,620 400 21,300
3/20/2020 1,485 392 21,900
3/19/2020 1,420 350 22,000
3/18/2020 1,450 485 22,780
3/17/2020 1,615 500 24,700
3/16/2020 1,615 680 24,400
3/12/2020 1,980 950 29,700
3/11/2020 2,230 1,215 32,300
3/10/2020 2,350 1,400 34,480
3/9/2020 2,380 1,450 33,000
3/6/2020 2,970 1,325 38,480
3/5/2020 3,175 1,460 39,480
3/4/2020 3,170 1,500 40,200
3/3/2020 3,050 1,500 39,340
3/2/2020 3,090 1,560 40,900
2/28/2020 3,105 1,640 42,080
2/27/2020 3,140 1,620 42,180
2/26/2020 3,295 1,800 42,540
2/25/2020 3,310 1,850 42,260
2/24/2020 3,330 1,940 41,700
2/21/2020 3,440 2,040 42,720
2/20/2020 3,445 2,105 46,220
2/19/2020 3,465 2,105 46,600
2/18/2020 3,365 2,050 46,400
2/17/2020 3,355 2,010 46,460
2/14/2020 3,335 2,020 46,460
2/13/2020 3,360 2,040 46,580
2/12/2020 3,385 2,080 46,560
2/11/2020 3,290 2,040 46,500
2/10/2020 3,220 2,035 47,220
2/7/2020 3,215 2,055 47,200
2/6/2020 3,195 2,035 46,960
2/5/2020 3,195 2,040 46,980
2/4/2020 3,185 2,010 45,900
2/3/2020 3,145 2,010 44,800
1/31/2020 3,180 2,015 44,700
1/30/2020 3,170 2,005 45,420
1/29/2020 3,195 1,960 45,160
1/28/2020 3,200 1,955 45,000
1/27/2020 3,210 1,930 44,900
1/24/2020 3,295 1,970 45,800
1/23/2020 3,290 1,955 45,480
1/22/2020 3,335 1,945 45,400
1/21/2020 3,365 1,970 45,680
1/20/2020 3,395 1,915 45,900
1/17/2020 3,385 1,905 45,880
 1/16/2020 3,405 1,900 45,080
1/15/2020 3,395 1,855 44,800
1/14/2020 3,405 1,840 44,600
1/13/2020 3,420 1,720 44,580
1/10/2020 3,405 1,750 44,380
1/9/2020 3,345 1,760 44,540
1/8/2020 3,325 1,760 45,600
1/7/2020 3,365 1,760 45,480
1/3/2020 3,380 1,820 45,180
1/2/2020 3,320 1,815 45,140
12/30/2019 3,340 1,815 45,800
12/27/2019 3,345 1,835 45,800
12/26/2019 3,350 1,810 45,600
12/24/2019 3,350 1,860 45,700
12/23/2019 3,350 1,845 46,000
12/20/2019 3,325 1,860 46,100
12/19/2019 3,300 1,895 46,500
12/18/2019 3,260 1,895 46,200
12/17/2019 3,250 1,845 45,200
12/16/2019 3,345 1,850 45,300
12/13/2019 3,330 1,910 44,720
12/12/2019 3,300 1,860 44,140
12/11/2019 3,275 1,845 43,760
12/10/2019 3,280 1,900 43,620
12/9/2019 3,290 1,870 43,620
12/6/2019 3,310 1,865 43,820
12/5/2019 3,290 1,820 43,900
12/4/2019 3,330 1,740 43,680
12/3/2019 3,185 1,790 42,600
12/2/2019 3,235 1,795 42,600
11/29/2019 3,245 1,780 43,340
11/28/2019 3,220 1,720 43,380
11/27/2019 3,170 1,780 42,800
11/26/2019 3,155 1,650 42,800
11/25/2019 3,170 1,830 43,720
11/22/2019 3,170 1,770 44,300
11/21/2019 3,145 1,730 44,000
11/20/2019 3,130 1,820 43,740
11/19/2019 3,120 1,855 43,960
11/18/2019 3,130 1,865 44,180
11/15/2019 3,130 1,900 44,600
11/14/2019 3,150 1,905 44,100
11/13/2019 3,145 1,850 44,220
11/12/2019 3,120 1,825 44,800
11/8/2019 3,160 1,895 44,820
 11/7/2019 3,150 1,895 45,160
11/6/2019 3,150 1,900 45,560
11/5/2019 3,165 1,915 45,680
11/1/2019 3,090 1,915 44,380
10/31/2019 3,050 1,870 44,120
10/30/2019 3,050 1,825 44,200
10/29/2019 3,070 1,875 44,280
10/28/2019 3,050 1,820 43,900
10/25/2019 3,050 1,795 44,080
10/24/2019 3,040 1,800 43,600
10/23/2019 3,040 1,840 43,480
10/22/2019 3,000 1,830 43,760
10/21/2019 2,925 1,905 43,480
10/18/2019 2,915 1,840 42,640
10/17/2019 2,965 1,840 42,760
10/16/2019 2,995 1,730 42,240
10/15/2019 2,995 1,640 42,200
10/11/2019 3,000 1,585 42,920
10/10/2019 2,960 1,650 42,720
10/9/2019 2,930 1,675 43,120
10/8/2019 2,915 1,675 42,860
10/7/2019 2,955 1,600 43,300
10/4/2019 2,945 1,500 43,700
10/3/2019 2,945 1,480 43,680
10/2/2019 2,900 1,495 43,000
10/1/2019 2,950 1,530 43,280
9/30/2019 2,955 1,520 43,000
9/27/2019 2,990 1,460 43,280
9/26/2019 2,995 1,340 43,880
9/25/2019 2,980 1,250 44,400
9/24/2019 2,980 1,205 43,800
9/23/2019 3,005 1,240 43,800
9/20/2019 3,010 1,240 43,300
9/19/2019 2,990 1,260 43,000
9/18/2019 3,020 1,305 43,560
9/17/2019 3,010 1,295 43,040
9/16/2019 3,000 1,255 43,000
9/13/2019 2,905 1,325 42,180
9/12/2019 2,945 1,270 42,400
9/11/2019 2,900 1,235 42,800
9/10/2019 2,885 1,220 41,560
9/9/2019 2,870 1,140 41,700
9/6/2019 2,835 1,050 42,000
9/5/2019 2,810 1,065 42,000
9/4/2019 2,755 1,115 42,600
 9/3/2019 2,725 1,125 42,640
9/2/2019 2,740 1,180 42,600
8/30/2019 2,740 1,110 42,740
8/29/2019 2,680 1,140 42,540
8/28/2019 2,665 1,130 42,400
8/27/2019 2,660 1,120 42,340
8/26/2019 2,675 1,220 42,140
8/23/2019 2,620 1,230 41,540
8/22/2019 2,695 1,235 42,340
8/21/2019 2,765 1,250 42,660
8/20/2019 2,745 1,315 43,680
8/16/2019 2,760 1,460 43,400
8/15/2019 2,730 1,500 43,000
8/14/2019 2,750 1,635 42,640
8/13/2019 2,860 1,665 43,580
8/12/2019 2,800 1,600 42,600
8/9/2019 2,840 1,670 42,700
8/8/2019 2,845 1,695 42,640
8/6/2019 2,865 1,595 41,380
8/5/2019 2,865 1,635 40,100
8/2/2019 2,910 1,640 41,420
8/1/2019 2,925 1,575 40,200
7/31/2019 2,950 1,600 41,260
7/30/2019 2,970 1,660 40,940
7/29/2019 2,980 1,650 41,300
7/26/2019 2,995 1,585 41,160
7/25/2019 3,000 1,545 41,300
7/24/2019 3,005 1,620 41,280
7/23/2019 3,025 1,650 42,020
7/22/2019 3,035 1,700 41,260
7/19/2019 3,015 1,730 41,680
7/18/2019 2,970 1,665 41,120
7/17/2019 3,010 1,710 41,760
7/16/2019 3,030 1,725 42,260
7/15/2019 3,035 1,720 41,440
7/12/2019 3,070 1,700 41,100
7/11/2019 3,070 1,650 41,380
7/10/2019 3,090 1,635 40,940
7/9/2019 3,020 1,615 40,760
7/8/2019 3,020 1,630 40,600
7/5/2019 3,020 1,610 40,900
7/4/2019 3,010 1,570 40,760
7/3/2019 3,010 1,545 40,700
7/2/2019 2,925 1,495 40,380
6/28/2019 2,925 1,535 40,800
6/27/2019 2,960 1,515 40,600
6/26/2019 2,995 1,550 40,780
6/25/2019 2,985 1,495 40,480
6/21/2019 3,020 1,545 40,900
6/20/2019 2,985 1,535 40,920
6/19/2019 2,930 1,500 40,340
6/18/2019 2,885 1,415 40,240
6/17/2019 2,820 1,420 39,000
6/14/2019 2,790 1,480 39,960
6/13/2019 2,770 1,485 40,040
6/12/2019 2,730 1,550 40,200
6/11/2019 2,800 1,520 41,000
6/10/2019 2,840 1,490 39,700
6/7/2019 2,875 1,510 39,760
6/6/2019 2,770 1,430 39,600
6/5/2019 2,755 1,505 39,380
6/4/2019 2,820 1,510 39,720
5/31/2019 2,795 1,560 39,500
5/30/2019 2,825 1,650 39,460
5/29/2019 2,870 1,665 38,920
5/28/2019 2,830 1,715 38,000
5/27/2019 2,955 1,860 38,160
5/24/2019 3,010 1,650 38,060
 RETORNOS
Probabilidad ECOPETL CX Equity PFAVH CB Equity
1 0.004098360655738 -0.75% -98.08%
2 0.004098360655738 -1.24% -32.75%
3 0.004098360655738 1.74% -35.31%
4 0.004098360655738 -2.72% -47.47%
5 0.004098360655738 4.49% 22.41%
6 0.004098360655738 1.54% 6.09%
7 0.004098360655738 0.52% 24.16%
8 0.004098360655738 -3.83% 82.10%
9 0.004098360655738 -3.45% 0.00%
10 0.004098360655738 2.70% -191.96%
11 0.004098360655738 1.25% 2.25%
12 0.004098360655738 2.55% -0.23%
13 0.004098360655738 -3.05% -6.58%
14 0.004098360655738 2.28% -3.55%
15 0.004098360655738 -6.93% -3.03%
16 0.004098360655738 0.72% -6.73%
17 0.004098360655738 0.00% 15.66%
18 0.004098360655738 6.21% -7.33%
19 0.004098360655738 1.03% -1.01%
20 0.004098360655738 -2.81% -11.15%
21 0.004098360655738 3.33% 0.72%
22 0.004098360655738 4.26% 2.74%
23 0.004098360655738 -3.73% -6.80%
24 0.004098360655738 -3.35% -6.04%
25 0.004098360655738 -6.14% 1.31%
26 0.004098360655738 0.24% -0.99%
27 0.004098360655738 -6.02% 1.98%
28 0.004098360655738 -1.34% 10.72%
29 0.004098360655738 -0.88% 9.53%
30 0.004098360655738 1.55% 1.03%
31 0.004098360655738 -1.33% 0.83%
32 0.004098360655738 0.00% 4.03%
33 0.004098360655738 8.74% 1.53%
34 0.004098360655738 12.26% -5.35%
35 0.004098360655738 -5.55% -4.08%
36 0.004098360655738 3.40% -6.20%
37 0.004098360655738 -0.53% -3.33%
38 0.004098360655738 -5.41% -6.17%
39 0.004098360655738 9.73% -4.18%
40 0.004098360655738 11.09% 42.20%
41 0.004098360655738 8.70% 2.02%
42 0.004098360655738 4.48% 11.33%
43 0.004098360655738 -2.09% -32.62%
44 0.004098360655738 -10.78% -3.05%
45 0.004098360655738 0.00% -30.75%
46 0.004098360655738 -20.38% -33.44%
47 0.004098360655738 -11.89% -24.60%
48 0.004098360655738 -5.24% -14.17%
49 0.004098360655738 -1.27% -3.51%
50 0.004098360655738 -22.15% 9.02%
51 0.004098360655738 -6.67% -9.70%
52 0.004098360655738 0.16% -2.70%
53 0.004098360655738 3.86% 0.00%
54 0.004098360655738 -1.30% -3.92%
55 0.004098360655738 -0.48% -5.00%
56 0.004098360655738 -1.12% 1.23%
57 0.004098360655738 -4.82% -10.54%
58 0.004098360655738 -0.45% -2.74%
59 0.004098360655738 -0.60% -4.75%
60 0.004098360655738 -3.25% -5.03%
61 0.004098360655738 -0.15% -3.14%
62 0.004098360655738 -0.58% 0.00%
63 0.004098360655738 2.93% 2.65%
64 0.004098360655738 0.30% 1.97%
65 0.004098360655738 0.60% -0.50%
66 0.004098360655738 -0.75% -0.99%
67 0.004098360655738 -0.74% -1.94%
68 0.004098360655738 2.85% 1.94%
69 0.004098360655738 2.15% 0.25%
70 0.004098360655738 0.16% -0.98%
71 0.004098360655738 0.62% 0.98%
72 0.004098360655738 0.00% -0.25%
73 0.004098360655738 0.31% 1.48%
74 0.004098360655738 1.26% 0.00%
75 0.004098360655738 -1.11% -0.25%
76 0.004098360655738 0.31% 0.50%
77 0.004098360655738 -0.79% 2.27%
78 0.004098360655738 -0.16% 0.26%
79 0.004098360655738 -0.31% 1.29%
80 0.004098360655738 -2.61% -2.05%
81 0.004098360655738 0.15% 0.76%
82 0.004098360655738 -1.36% 0.51%
83 0.004098360655738 -0.90% -1.28%
84 0.004098360655738 -0.89% 2.83%
85 0.004098360655738 0.29% 0.52%
86 0.004098360655738 -0.59% 0.26%
87 0.004098360655738 0.29% 2.40%
88 0.004098360655738 -0.29% 0.81%
89 0.004098360655738 -0.44% 6.74%
90 0.004098360655738 0.44% -1.73%
91 0.004098360655738 1.78% -0.57%
92 0.004098360655738 0.60% 0.00%
93 0.004098360655738 -1.20% 0.00%
94 0.004098360655738 -0.44% -3.35%
95 0.004098360655738 1.79% 0.28%
96 0.004098360655738 -0.60% 0.00%
97 0.004098360655738 -0.15% -1.10%
98 0.004098360655738 -0.15% 1.37%
99 0.004098360655738 0.00% -2.72%
100 0.004098360655738 0.00% 0.81%
101 0.004098360655738 0.75% -0.81%
102 0.004098360655738 0.75% -1.86%
103 0.004098360655738 1.22% 0.00%
104 0.004098360655738 0.31% 2.67%
105 0.004098360655738 -2.88% -0.27%
106 0.004098360655738 0.45% -3.19%
107 0.004098360655738 0.90% 2.65%
108 0.004098360655738 0.76% 0.81%
109 0.004098360655738 -0.15% -2.94%
110 0.004098360655738 -0.30% 1.59%
111 0.004098360655738 -0.61% 0.27%
112 0.004098360655738 0.61% 2.44%
113 0.004098360655738 -1.21% 4.50%
114 0.004098360655738 4.45% -2.83%
115 0.004098360655738 -1.56% -0.28%
116 0.004098360655738 -0.31% 0.84%
117 0.004098360655738 0.77% 3.43%
118 0.004098360655738 1.56% -3.43%
119 0.004098360655738 0.47% 7.58%
120 0.004098360655738 -0.47% -10.35%
121 0.004098360655738 0.00% 3.33%
122 0.004098360655738 0.79% 2.29%
123 0.004098360655738 0.48% -5.07%
124 0.004098360655738 0.32% -1.90%
125 0.004098360655738 -0.32% -0.54%
126 0.004098360655738 0.00% -1.86%
127 0.004098360655738 -0.64% -0.26%
128 0.004098360655738 0.16% 2.93%
129 0.004098360655738 0.80% 1.36%
130 0.004098360655738 -1.27% -3.76%
131 0.004098360655738 0.32% 0.00%
132 0.004098360655738 0.00% -0.26%
133 0.004098360655738 -0.48% -0.79%
134 0.004098360655738 2.40% 0.00%
135 0.004098360655738 1.30% 2.38%
136 0.004098360655738 0.00% 2.44%
137 0.004098360655738 -0.65% -2.70%
138 0.004098360655738 0.65% 2.98%
139 0.004098360655738 0.00% 1.38%
140 0.004098360655738 0.33% -0.28%
141 0.004098360655738 0.00% -2.20%
142 0.004098360655738 1.32% 0.54%
143 0.004098360655738 2.53% -4.02%
144 0.004098360655738 0.34% 3.47%
145 0.004098360655738 -1.70% 0.00%
146 0.004098360655738 -1.01% 6.16%
147 0.004098360655738 0.00% 5.34%
148 0.004098360655738 -0.17% 3.41%
149 0.004098360655738 1.34% -4.02%
150 0.004098360655738 1.02% -1.50%
151 0.004098360655738 0.51% 0.00%
152 0.004098360655738 -1.36% 4.58%
153 0.004098360655738 0.34% 6.45%
154 0.004098360655738 0.00% 1.34%
155 0.004098360655738 1.54% -1.01%
156 0.004098360655738 -1.71% -2.31%
157 0.004098360655738 -0.17% 0.66%
158 0.004098360655738 -1.18% 4.03%
159 0.004098360655738 -0.17% 8.58%
160 0.004098360655738 0.50% 6.95%
161 0.004098360655738 0.00% 3.67%
162 0.004098360655738 -0.84% -2.86%
163 0.004098360655738 -0.17% 0.00%
164 0.004098360655738 0.67% -1.60%
165 0.004098360655738 -1.00% -3.51%
166 0.004098360655738 0.33% 0.77%
167 0.004098360655738 0.33% 3.14%
168 0.004098360655738 3.22% -5.43%
169 0.004098360655738 -1.37% 4.24%
170 0.004098360655738 1.54% 2.79%
171 0.004098360655738 0.52% 1.22%
172 0.004098360655738 0.52% 6.78%
173 0.004098360655738 1.23% 8.22%
174 0.004098360655738 0.89% -1.42%
175 0.004098360655738 1.98% -4.59%
176 0.004098360655738 1.09% -0.89%
177 0.004098360655738 -0.55% -4.77%
178 0.004098360655738 0.00% 6.12%
179 0.004098360655738 2.21% -2.67%
180 0.004098360655738 0.56% 0.88%
181 0.004098360655738 0.19% 0.89%
182 0.004098360655738 -0.56% -8.55%
183 0.004098360655738 2.08% -0.82%
184 0.004098360655738 -2.82% -0.41%
185 0.004098360655738 -2.56% -1.21%
186 0.004098360655738 0.73% -5.07%
187 0.004098360655738 -0.54% -10.46%
188 0.004098360655738 1.09% -2.70%
189 0.004098360655738 -0.73% -8.62%
190 0.004098360655738 -3.92% -1.82%
191 0.004098360655738 2.12% 3.98%
192 0.004098360655738 -1.42% -4.28%
193 0.004098360655738 -0.18% -1.49%
194 0.004098360655738 -0.70% 6.08%
195 0.004098360655738 0.00% -2.48%
196 0.004098360655738 -1.56% -0.31%
197 0.004098360655738 -0.51% 4.04%
198 0.004098360655738 -0.85% -1.57%
199 0.004098360655738 -0.68% -3.68%
200 0.004098360655738 -0.34% 0.60%
201 0.004098360655738 -0.50% 4.02%
202 0.004098360655738 -0.17% 2.56%
203 0.004098360655738 -0.17% -4.74%
204 0.004098360655738 -0.66% -1.83%
205 0.004098360655738 -0.33% -2.99%
206 0.004098360655738 0.66% -1.75%
207 0.004098360655738 1.50% 3.83%
208 0.004098360655738 -1.34% -2.67%
209 0.004098360655738 -0.66% -0.87%
210 0.004098360655738 -0.16% 0.29%
211 0.004098360655738 -1.15% 1.17%
212 0.004098360655738 0.00% 2.99%
213 0.004098360655738 -0.65% 0.91%
214 0.004098360655738 2.29% 1.23%
215 0.004098360655738 0.00% -0.92%
216 0.004098360655738 0.00% 1.23%
217 0.004098360655738 0.33% 2.52%
218 0.004098360655738 0.00% 1.61%
219 0.004098360655738 2.86% 3.29%
220 0.004098360655738 0.00% -2.64%
221 0.004098360655738 -1.19% 1.31%
222 0.004098360655738 -1.18% -2.28%
223 0.004098360655738 0.33% 3.61%
224 0.004098360655738 -1.17% -3.29%
225 0.004098360655738 1.17% 0.65%
226 0.004098360655738 1.86% 2.31%
227 0.004098360655738 1.55% 5.83%
228 0.004098360655738 2.28% -0.35%
229 0.004098360655738 1.07% -4.14%
230 0.004098360655738 0.72% -0.34%
231 0.004098360655738 1.45% -4.28%
232 0.004098360655738 -2.53% 1.95%
233 0.004098360655738 -1.42% 1.99%
234 0.004098360655738 -1.22% -1.33%
235 0.004098360655738 3.72% 5.44%
236 0.004098360655738 0.54% -5.11%
237 0.004098360655738 -2.33% -0.33%
238 0.004098360655738 0.89% -3.26%
239 0.004098360655738 -1.07% -5.61%
240 0.004098360655738 -1.58% -0.90%
241 0.004098360655738 1.40% -2.96%
242 0.004098360655738 -4.32% -8.12%
243 0.004098360655738 -1.84% 11.98%
244
Promedios
Retorno Esperado -0.17% -1.64%
-0.17% -1.65%
Maximos 12.26% 82.10%
Minimos -22.15% -191.96%

Varianza 0.1039% 2.7833%

Desviacion estandar 3.22% 16.68%
Coeficiente de Variacion - 19.20 - 10.12
Indice de desempeño -5.21% -9.88%

prima de riesgo Colombia 3%

0.93 0.18
 Covarianza CN
Diferencias con el promedio
PFBCOLO CX Equity ECOPETL CX Equity PFAVH CB Equity
-1.82% -0.58% -96.43%
-0.81% -1.07% -31.10%
1.08% 1.91% -33.66%
-5.02% -2.55% -45.82%
4.84% 4.66% 24.06%
0.45% 1.71% 7.74%
-0.90% 0.69% 25.81%
-5.24% -3.66% 83.75%
-2.11% -3.28% 1.65%
-2.06% 2.87% -190.31%
0.33% 1.42% 3.90%
2.66% 2.72% 1.42%
-2.16% -2.89% -4.93%
-3.08% 2.45% -1.90%
-3.22% -6.77% -1.38%
1.40% 0.89% -5.08%
-0.70% 0.17% 17.31%
4.29% 6.38% -5.68%
1.72% 1.20% 0.64%
-2.77% -2.64% -9.51%
0.32% 3.50% 2.37%
-2.39% 4.42% 4.39%
-6.92% -3.57% -5.15%
-1.17% -3.18% -4.39%
0.88% -5.97% 2.96%
-2.10% 0.41% 0.66%
1.23% -5.85% 3.63%
1.98% -1.17% 12.37%
1.72% -0.72% 11.18%
0.91% 1.72% 2.67%
0.00% -1.16% 2.48%
6.93% 0.17% 5.68%
-0.24% 8.91% 3.18%
0.98% 12.43% -3.70%
-12.12% -5.38% -2.43%
5.99% 3.57% -4.55%
-4.68% -0.36% -1.68%
2.84% -5.24% -4.52%
7.39% 9.90% -2.54%
14.00% 11.26% 43.85%
-2.78% 8.87% 3.67%
 -0.46% 4.64% 12.98%
-3.48% -1.92% -30.97%
-8.09% -10.61% -1.40%
1.22% 0.17% -29.10%
-19.66% -20.21% -31.79%
-8.39% -11.72% -22.95%
-6.53% -5.07% -12.52%
4.39% -1.10% -1.86%
-15.36% -21.98% 10.66%
-2.57% -6.51% -8.05%
-1.81% 0.33% -1.05%
2.16% 4.03% 1.65%
-3.89% -1.14% -2.27%
-2.84% -0.32% -3.35%
-0.24% -0.95% 2.88%
-0.85% -4.65% -8.89%
0.66% -0.29% -1.09%
1.33% -0.43% -3.10%
-2.42% -3.08% -3.38%
-7.87% 0.02% -1.49%
-0.82% -0.41% 1.65%
0.43% 3.10% 4.30%
-0.13% 0.47% 3.62%
0.00% 0.77% 1.15%
-0.26% -0.58% 0.66%
0.04% -0.57% -0.29%
0.13% 3.01% 3.59%
-1.54% 2.32% 1.89%
0.04% 0.32% 0.67%
0.51% 0.79% 2.63%
-0.04% 0.17% 1.40%
2.33% 0.48% 3.13%
2.43% 1.43% 1.65%
0.22% -0.94% 1.40%
-1.60% 0.48% 2.15%
0.57% -0.62% 3.92%
0.35% 0.01% 1.90%
0.22% -0.14% 2.94%
-1.98% -2.45% -0.40%
0.70% 0.32% 2.41%
0.18% -1.19% 2.16%
-0.61% -0.73% 0.37%
-0.48% -0.72% 4.48%
0.04% 0.46% 2.17%
1.76% -0.42% 1.91%
 0.62% 0.46% 4.05%
0.45% -0.13% 2.46%
0.04% -0.27% 8.39%
0.45% 0.61% -0.08%
-0.36% 1.95% 1.08%
-2.35% 0.77% 1.65%
0.26% -1.03% 1.65%
0.66% -0.28% -1.70%
0.09% 1.96% 1.92%
-1.45% -0.43% 1.65%
0.00% 0.02% 0.55%
0.44% 0.02% 3.02%
-0.22% 0.17% -1.08%
-0.65% 0.17% 2.46%
-0.22% 0.92% 0.84%
-0.86% 0.92% -0.22%
0.65% 1.39% 1.65%
2.19% 0.48% 4.32%
-0.22% -2.71% 1.38%
1.29% 0.62% -1.54%
1.31% 1.07% 4.30%
0.86% 0.93% 2.46%
0.32% 0.02% -1.29%
0.00% -0.14% 3.24%
-0.46% -0.44% 1.92%
-0.18% 0.77% 4.09%
0.50% -1.04% 6.14%
2.50% 4.62% -1.18%
0.00% -1.39% 1.37%
-1.72% -0.14% 2.49%
-0.09% 0.94% 5.08%
1.35% 1.73% -1.78%
0.00% 0.64% 9.23%
-2.13% -0.31% -8.70%
-1.32% 0.17% 4.98%
0.68% 0.96% 3.93%
0.59% 0.65% -3.42%
-0.50% 0.49% -0.26%
-0.50% -0.15% 1.11%
-0.95% 0.17% -0.21%
1.13% -0.47% 1.39%
-0.27% 0.33% 4.58%
-1.30% 0.97% 3.01%
-0.04% -1.11% -2.11%
-0.76% 0.48% 1.65%
-0.88% 0.17% 1.39%
-0.26% -0.31% 0.86%
2.89% 2.57% 1.65%
0.59% 1.47% 4.03%
-0.18% 0.17% 4.08%
-0.18% -0.49% -1.05%
0.86% 0.82% 4.63%
-0.41% 0.17% 3.03%
1.09% 0.50% 1.37%
0.28% 0.17% -0.55%
-0.64% 1.49% 2.19%
0.64% 2.70% -2.37%
1.95% 0.51% 5.12%
-0.28% -1.53% 1.65%
1.22% -0.84% 7.81%
0.09% 0.17% 6.99%
-1.69% 0.00% 5.06%
0.47% 1.51% -2.37%
-0.93% 1.19% 0.15%
0.60% 0.68% 1.65%
-1.02% -1.19% 6.23%
-0.92% 0.51% 8.10%
0.05% 0.17% 2.99%
1.57% 1.71% 0.64%
-0.65% -1.54% -0.67%
0.65% 0.00% 2.30%
-0.65% -1.01% 5.68%
-1.38% 0.00% 10.23%
-1.18% 0.67% 8.60%
1.36% 0.17% 5.32%
0.00% -0.67% -1.21%
1.15% 0.00% 1.65%
0.70% 0.83% 0.05%
-1.29% -0.83% -1.86%
1.20% 0.50% 2.42%
0.09% 0.50% 4.79%
1.93% 3.39% -3.78%
-0.52% -1.20% 5.89%
-0.94% 1.71% 4.44%
2.94% 0.69% 2.87%
-0.34% 0.69% 8.43%
-0.72% 1.39% 9.87%
0.00% 1.05% 0.23%
-1.42% 2.14% -2.94%
-0.09% 1.26% 0.76%
 0.09% -0.38% -3.12%
-0.33% 0.17% 7.76%
0.47% 2.38% -1.02%
0.33% 0.73% 2.53%
0.14% 0.36% 2.54%
0.47% -0.39% -6.90%
1.43% 2.25% 0.83%
-1.91% -2.65% 1.24%
-0.75% -2.40% 0.44%
-2.36% 0.89% -3.42%
0.64% -0.38% -8.81%
0.93% 1.26% -1.05%
0.84% -0.56% -6.97%
-2.18% -3.75% -0.17%
2.27% 2.29% 5.63%
-0.23% -1.25% -2.63%
0.14% -0.01% 0.16%
3.00% -0.53% 7.73%
3.14% 0.17% -0.83%
-3.24% -1.39% 1.34%
2.99% -0.35% 5.69%
-2.60% -0.68% 0.07%
0.78% -0.51% -2.03%
-0.88% -0.17% 2.25%
0.34% -0.33% 5.67%
-0.34% 0.00% 4.21%
0.05% 0.00% -3.09%
-1.78% -0.50% -0.19%
1.83% -0.16% -1.34%
-1.01% 0.83% -0.10%
1.35% 1.67% 5.48%
-1.54% -1.17% -1.02%
-1.19% -0.49% 0.78%
1.96% 0.00% 1.94%
0.82% -0.98% 2.82%
-0.68% 0.17% 4.63%
1.07% -0.48% 2.56%
0.44% 2.46% 2.88%
0.39% 0.17% 0.72%
-0.74% 0.17% 2.88%
0.34% 0.50% 4.16%
0.15% 0.17% 3.25%
0.79% 3.03% 4.94%
-1.03% 0.17% -0.99%
0.49% -1.02% 2.96%
 -0.44% -1.01% -0.63%
0.74% 0.50% 5.26%
-1.03% -1.00% -1.64%
-0.05% 1.33% 2.30%
1.43% 2.03% 3.96%
0.25% 1.72% 7.48%
3.13% 2.45% 1.30%
-2.43% 1.24% -2.49%
-0.20% 0.89% 1.31%
-0.40% 1.62% -2.63%
-1.97% -2.36% 3.60%
3.22% -1.25% 3.64%
-0.15% -1.06% 0.32%
0.40% 3.89% 7.09%
0.56% 0.71% -3.46%
-0.86% -2.16% 1.32%
0.56% 1.06% -1.61%
0.10% -0.90% -3.96%
1.38% -1.41% 0.74%
2.39% 1.57% -1.31%
-0.42% -4.15% -6.47%
0.26% -1.68% 13.63%

-0.23%
-0.23%
14.00% el maximo y minimo de los activos fue Avianca
-19.66% a diferiencia de los demas activos

0.0796%
2.82% el riesgo mas alto en los activos son las acciones de esto por se debe claramente por sus m
- 12.32 la variacion mas alta en algun momento fue ecopetrol
-8.11% ninguna de las combinaciones es buena, ya que su valor es negativo, inclusive la accion co

1.06 la prima de riesgo dada por colombia en este año

la mejor combinacion esta en las acciones es del grupo Bancolombia
dado a su bajo riesgo
 Covarianza CNP
promedio Producto diferencias
PFBCOLO CX Equity ECOPETL*PFAVH PFAVH*PFBCOLO
-1.59% 0.56% 1.53%
-0.58% 0.33% 0.18%
1.31% -0.64% -0.44%
-4.79% 1.17% 2.19%
5.07% 1.12% 1.22%
0.68% 0.13% 0.05%
-0.67% 0.18% -0.17%
-5.01% -3.07% -4.20%
-1.88% -0.05% -0.03%
-1.83% -5.46% 3.49%
0.56% 0.06% 0.02%
2.88% 0.04% 0.04%
-1.93% 0.14% 0.10%
-2.85% -0.05% 0.05%
-2.99% 0.09% 0.04%
1.63% -0.05% -0.08%
-0.47% 0.03% -0.08%
4.52% -0.36% -0.26%
1.95% 0.01% 0.01%
-2.54% 0.25% 0.24%
0.55% 0.08% 0.01%
-2.16% 0.19% -0.09%
-6.69% 0.18% 0.34%
-0.94% 0.14% 0.04%
1.10% -0.18% 0.03%
-1.87% 0.00% -0.01%
1.46% -0.21% 0.05%
2.21% -0.14% 0.27%
1.95% -0.08% 0.22%
1.14% 0.05% 0.03%
0.23% -0.03% 0.01%
7.16% 0.01% 0.41%
-0.02% 0.28% 0.00%
1.21% -0.46% -0.04%
-11.90% 0.13% 0.29%
6.22% -0.16% -0.28%
-4.45% 0.01% 0.07%
3.07% 0.24% -0.14%
7.62% -0.25% -0.19%
14.23% 4.94% 6.24%
-2.55% 0.33% -0.09%
 -0.23% 0.60% -0.03%
-3.26% 0.60% 1.01%
-7.86% 0.15% 0.11%
1.45% -0.05% -0.42%
-19.43% 6.42% 6.18%
-8.16% 2.69% 1.87%
-6.30% 0.64% 0.79%
4.62% 0.02% -0.09%
-15.13% -2.34% -1.61%
-2.34% 0.52% 0.19%
-1.58% 0.00% 0.02%
2.39% 0.07% 0.04%
-3.66% 0.03% 0.08%
-2.62% 0.01% 0.09%
-0.01% -0.03% 0.00%
-0.62% 0.41% 0.06%
0.89% 0.00% -0.01%
1.56% 0.01% -0.05%
-2.19% 0.10% 0.07%
-7.65% 0.00% 0.11%
-0.59% -0.01% -0.01%
0.66% 0.13% 0.03%
0.10% 0.02% 0.00%
0.23% 0.01% 0.00%
-0.03% 0.00% 0.00%
0.27% 0.00% 0.00%
0.36% 0.11% 0.01%
-1.31% 0.04% -0.02%
0.27% 0.00% 0.00%
0.74% 0.02% 0.02%
0.19% 0.00% 0.00%
2.55% 0.02% 0.08%
2.65% 0.02% 0.04%
0.45% -0.01% 0.01%
-1.37% 0.01% -0.03%
0.80% -0.02% 0.03%
0.58% 0.00% 0.01%
0.45% 0.00% 0.01%
-1.76% 0.01% 0.01%
0.93% 0.01% 0.02%
0.41% -0.03% 0.01%
-0.39% 0.00% 0.00%
-0.25% -0.03% -0.01%
0.27% 0.01% 0.01%
1.99% -0.01% 0.04%
 0.85% 0.02% 0.03%
0.68% 0.00% 0.02%
0.27% -0.02% 0.02%
0.68% 0.00% 0.00%
-0.13% 0.02% 0.00%
-2.12% 0.01% -0.04%
0.49% -0.02% 0.01%
0.89% 0.00% -0.02%
0.32% 0.04% 0.01%
-1.22% -0.01% -0.02%
0.23% 0.00% 0.00%
0.67% 0.00% 0.02%
0.01% 0.00% 0.00%
-0.43% 0.00% -0.01%
0.01% 0.01% 0.00%
-0.63% 0.00% 0.00%
0.88% 0.02% 0.01%
2.42% 0.02% 0.10%
0.01% -0.04% 0.00%
1.52% -0.01% -0.02%
1.53% 0.05% 0.07%
1.09% 0.02% 0.03%
0.55% 0.00% -0.01%
0.23% 0.00% 0.01%
-0.23% -0.01% 0.00%
0.05% 0.03% 0.00%
0.73% -0.06% 0.04%
2.73% -0.05% -0.03%
0.23% -0.02% 0.00%
-1.49% 0.00% -0.04%
0.14% 0.05% 0.01%
1.57% -0.03% -0.03%
0.23% 0.06% 0.02%
-1.90% 0.03% 0.17%
-1.09% 0.01% -0.05%
0.91% 0.04% 0.04%
0.82% -0.02% -0.03%
-0.27% 0.00% 0.00%
-0.27% 0.00% 0.00%
-0.72% 0.00% 0.00%
1.36% -0.01% 0.02%
-0.04% 0.01% 0.00%
-1.07% 0.03% -0.03%
0.18% 0.02% 0.00%
-0.53% 0.01% -0.01%
-0.65% 0.00% -0.01%
-0.03% 0.00% 0.00%
3.12% 0.04% 0.05%
0.82% 0.06% 0.03%
0.05% 0.01% 0.00%
0.05% 0.01% 0.00%
1.09% 0.04% 0.05%
-0.18% 0.01% -0.01%
1.32% 0.01% 0.02%
0.50% 0.00% 0.00%
-0.41% 0.03% -0.01%
0.87% -0.06% -0.02%
2.18% 0.03% 0.11%
-0.05% -0.03% 0.00%
1.45% -0.07% 0.11%
0.32% 0.01% 0.02%
-1.46% 0.00% -0.07%
0.70% -0.04% -0.02%
-0.70% 0.00% 0.00%
0.83% 0.01% 0.01%
-0.79% -0.07% -0.05%
-0.69% 0.04% -0.06%
0.27% 0.01% 0.01%
1.80% 0.01% 0.01%
-0.42% 0.01% 0.00%
0.88% 0.00% 0.02%
-0.42% -0.06% -0.02%
-1.15% 0.00% -0.12%
-0.95% 0.06% -0.08%
1.59% 0.01% 0.08%
0.23% 0.01% 0.00%
1.38% 0.00% 0.02%
0.92% 0.00% 0.00%
-1.06% 0.02% 0.02%
1.43% 0.01% 0.03%
0.32% 0.02% 0.02%
2.15% -0.13% -0.08%
-0.29% -0.07% -0.02%
-0.71% 0.08% -0.03%
3.17% 0.02% 0.09%
-0.11% 0.06% -0.01%
-0.49% 0.14% -0.05%
0.23% 0.00% 0.00%
-1.19% -0.06% 0.03%
0.14% 0.01% 0.00%
 0.32% 0.01% -0.01%
-0.10% 0.01% -0.01%
0.70% -0.02% -0.01%
0.56% 0.02% 0.01%
0.37% 0.01% 0.01%
0.70% 0.03% -0.05%
1.66% 0.02% 0.01%
-1.68% -0.03% -0.02%
-0.52% -0.01% 0.00%
-2.13% -0.03% 0.07%
0.87% 0.03% -0.08%
1.15% -0.01% -0.01%
1.07% 0.04% -0.07%
-1.95% 0.01% 0.00%
2.50% 0.13% 0.14%
-0.01% 0.03% 0.00%
0.37% 0.00% 0.00%
3.23% -0.04% 0.25%
3.37% 0.00% -0.03%
-3.01% -0.02% -0.04%
3.22% -0.02% 0.18%
-2.37% 0.00% 0.00%
1.01% 0.01% -0.02%
-0.65% 0.00% -0.01%
0.57% -0.02% 0.03%
-0.11% 0.00% 0.00%
0.28% 0.00% -0.01%
-1.55% 0.00% 0.00%
2.05% 0.00% -0.03%
-0.78% 0.00% 0.00%
1.58% 0.09% 0.09%
-1.32% 0.01% 0.01%
-0.96% 0.00% -0.01%
2.19% 0.00% 0.04%
1.05% -0.03% 0.03%
-0.45% 0.01% -0.02%
1.30% -0.01% 0.03%
0.67% 0.07% 0.02%
0.62% 0.00% 0.00%
-0.51% 0.00% -0.01%
0.57% 0.02% 0.02%
0.38% 0.01% 0.01%
1.02% 0.15% 0.05%
-0.81% 0.00% 0.01%
0.72% -0.03% 0.02%
 -0.21% 0.01% 0.00%
0.97% 0.03% 0.05%
-0.80% 0.02% 0.01%
0.18% 0.03% 0.00%
1.66% 0.08% 0.07%
0.48% 0.13% 0.04%
3.36% 0.03% 0.04%
-2.20% -0.03% 0.05%
0.03% 0.01% 0.00%
-0.17% -0.04% 0.00%
-1.74% -0.09% -0.06%
3.45% -0.05% 0.13%
0.08% 0.00% 0.00%
0.63% 0.28% 0.04%
0.79% -0.02% -0.03%
-0.63% -0.03% -0.01%
0.78% -0.02% -0.01%
0.33% 0.04% -0.01%
1.61% -0.01% 0.01%
2.62% -0.02% -0.03%
-0.19% 0.27% 0.01%
0.49% -0.23% 0.07%

Covarianza
0.04% 0.09%
0.04% 0.09%

por se debe claramente por sus minimos y maximos comprtamientos de las acciones al dia

es negativo, inclusive la accion con menos perdidas seria ecopetrol en este caso

ancolombia
encias Primer portafolio
ECOPETL*PFBCOLO
0.01% Retorno Esperado si el peso es(50% de ECOPETL y 50% AVH)
0.01%
0.02% W en ECOPETL 0%
0.12% W en AVH 100%
0.24%
0.01%
0.00% Riesgo del portafolio
0.18% Ecopetrol Avianca
0.06% Ecopetrol 0.00000% 0.00000%
-0.05% Avianca 0.00000% 2.78330%
0.01%
0.08% Indice de desempeño - 0.098
0.06%
-0.07%
0.20%
0.01%
0.00%
0.29% Conclusiòn
0.02% cualquiera de estos retornos entraria en perdidas por la combinacion de acti
0.07% como ejemplo en este caso, que la diversificacion mas cerca a -1 son los acti
0.02% como resultado creamos 3 portafolios para determinar que combinacion exp
-0.10% retorno por el metodo Solver, implementando de dos maneras, minimizar el
0.24% como resultado de que en niniguna se da un desempeño positivo, dejando c
0.03% determine menor perdida
-0.07%
-0.01%
-0.09%
-0.03%
-0.01%
0.02%
0.00%
0.01%
0.00%
0.15%
0.64%
0.22%
0.02%
-0.16%
0.75%
1.60%
-0.23%
-0.01%
0.06%
0.83%
0.00%
3.93%
0.96%
0.32%
-0.05%
3.33%
0.15%
-0.01%
0.10%
0.04%
0.01%
0.00%
0.03%
0.00%
-0.01%
0.07%
0.00%
0.00%
0.02%
0.00%
0.00%
0.00%
0.00%
0.01%
-0.03%
0.00%
0.01%
0.00%
0.01%
0.04%
0.00%
-0.01%
0.00%
0.00%
0.00%
0.04%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.01%
 0.00%
0.00%
0.00%
0.00%
0.00%
-0.02%
-0.01%
0.00%
0.01%
0.01%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.01%
0.01%
0.01%
0.00%
0.01%
0.02%
0.01%
0.00%
0.00%
0.00%
0.00%
-0.01%
0.13%
0.00%
0.00%
0.00%
0.03%
0.00%
0.01%
0.00%
0.01%
0.01%
0.00%
0.00%
0.00%
-0.01%
0.00%
-0.01%
0.00%
0.00%
 0.00%
0.00%
0.08%
0.01%
0.00%
0.00%
0.01%
0.00%
0.01%
0.00%
-0.01%
0.02%
0.01%
0.00%
-0.01%
0.00%
0.00%
0.01%
-0.01%
0.01%
0.01%
0.00%
0.00%
0.03%
0.01%
0.00%
0.00%
0.00%
-0.01%
0.00%
0.00%
0.00%
0.01%
0.01%
0.01%
0.00%
0.07%
0.00%
-0.01%
0.02%
0.00%
-0.01%
0.00%
-0.03%
0.00%
 0.00%
0.00%
0.02%
0.00%
0.00%
0.00%
0.04%
0.04%
0.01%
-0.02%
0.00%
0.01%
-0.01%
0.07%
0.06%
0.00%
0.00%
-0.02%
0.01%
0.04%
-0.01%
0.02%
-0.01%
0.00%
0.00%
0.00%
0.00%
0.01%
0.00%
-0.01%
0.03%
0.02%
0.00%
0.00%
-0.01%
0.00%
-0.01%
0.02%
0.00%
0.00%
0.00%
0.00%
0.03%
0.00%
-0.01%
 0.00%
0.00%
0.01%
0.00%
0.03%
0.01%
0.08%
-0.03%
0.00%
0.00%
0.04%
-0.04%
0.00%
0.02%
0.01%
0.01%
0.01%
0.00%
-0.02%
0.04%
0.01%
-0.01%

0.06%
0.06%
ECOPETL y 50% AVH)

Retorno esperado -1.64%

Riesgo de este portafolio 16.68%

Portafolio 1 Portafolio 2 Portafolio 3

50%/50% Min Riesgo Max Desempeño
retorno -0.91% -0.60% -1.64%
riesgo 8.63% 5.52% 16.68%
ind desempeño -9.84% -10.81% -9.84%

perdidas por la combinacion de activos

sificacion mas cerca a -1 son los activos Ecopetrol y Avianca
ara determinar que combinacion explica las diferentes formas de
tando de dos maneras, minimizar el riesgo y aumentando el indice de desempeño
a un desempeño positivo, dejando como ultima opciòn escoger el portafolio que