ADP GRUPO DE INVERSIONES SURAMERICANA S.

A MATRIZ DE RENTABILIDADES

Grupo de Grupo de
Inversione Inversione
fc_oper valor IBC IBC
s s
Surameric Surameric
ana ana
02/01/2019 11181.22 30934.8938
03/01/2019 11342.93 31043.7429 0.01446264 0.00351865
04/01/2019 11404.98 31055.8655 0.00547037 0.0003905
08/01/2019 11501.84 30985.2997 0.00849278 -0.00227222
09/01/2019 11589.34 31079.7621 0.00760748 0.00304862
10/01/2019 11628.48 30902.9142 0.00337724 -0.00569013
11/01/2019 11621.44 30862.3725 -0.00060541 -0.0013119
14/01/2019 11656.35 30953.7326 0.00300393 0.00296024
15/01/2019 11663.04 30937.8611 0.00057394 -0.00051275
16/01/2019 11656.46 30999.8005 -0.00056418 0.00200206
17/01/2019 11647.93 30994.099 -0.00073178 -0.00018392
18/01/2019 11647.9 31052.7104 -2.5756E-06 0.00189105
21/01/2019 11674.29 31287.5385 0.00226564 0.00756224
22/01/2019 11702.17 31131.4883 0.00238815 -0.00498762
23/01/2019 11661.25 31322.5255 -0.00349679 0.00613646
24/01/2019 11717.67 31515.9973 0.00483825 0.00617676
25/01/2019 11771.79 31931.4213 0.00461867 0.01318137
28/01/2019 11750.98 32349.4905 -0.00176779 0.01309272
29/01/2019 11808.49 32897.5189 0.00489406 0.01694087
30/01/2019 11900.57 33174.4642 0.00779778 0.00841843
31/01/2019 11828.32 33004.9515 -0.00607114 -0.00510974
01/02/2019 11935.08 33140.6611 0.0090258 0.0041118
04/02/2019 12009.34 33524.2756 0.00622199 0.01157534 -0.03

05/02/2019 12124.11 33757.3623 0.00955673 0.00695277

06/02/2019 12071.73 34050.6386 -0.00432032 0.00868777
07/02/2019 11923.68 33980.5947 -0.01226419 -0.00205705
08/02/2019 11895.63 33512.2229 -0.00235246 -0.01378351
11/02/2019 11877.02 33384.2056 -0.00156444 -0.00382002
12/02/2019 11953.46 33790.3434 0.00643596 0.01216557
13/02/2019 11962.22 33749.5601 0.00073284 -0.00120695
14/02/2019 12002.14 33446.7386 0.00333717 -0.00897261
15/02/2019 12098.72 33345.1706 0.0080469 -0.00303671
18/02/2019 12063.81 33114.4557 -0.00288543 -0.00691899
19/02/2019 12022.63 32751.586 -0.00341352 -0.01095805
20/02/2019 12008.2 32827.1448 -0.00120024 0.00230703
21/02/2019 11979.86 32559.2384 -0.00236005 -0.00816112
22/02/2019 12084.22 33573.8415 0.00871129 0.03116176
25/02/2019 12227.77 33740.7166 0.01187913 0.00497039
26/02/2019 12324.72 33895.8763 0.00792867 0.00459859
27/02/2019 12330.07 33184.9682 0.00043409 -0.02097329
28/02/2019 12221.34 33119.9693 -0.00881828 -0.00195868
01/03/2019 12304.91 33086.3687 0.00683804 -0.00101451
04/03/2019 12354.03 33318.1812 0.0039919 0.00700628
05/03/2019 12369.86 33071.4302 0.00128136 -0.0074059
06/03/2019 12467.15 33018.1287 0.00786508 -0.00161171
07/03/2019 12440.65 32826.413 -0.00212559 -0.00580638
08/03/2019 12313.05 32211.2816 -0.0102567 -0.01873892
11/03/2019 12494.58 32598.9619 0.01474289 0.01203554
12/03/2019 12597.22 32886.437 0.00821476 0.00881854
13/03/2019 12799.72 33167.0057 0.01607498 0.00853144
14/03/2019 12836.81 33915.4929 0.00289772 0.02256722
15/03/2019 12933.26 34445.3436 0.00751355 0.01562267
18/03/2019 13107.66 34651.3759 0.01348461 0.00598143
19/03/2019 13168.4 34818.7918 0.00463393 0.00483144
20/03/2019 13327.64 34762.9612 0.01209259 -0.00160346
21/03/2019 13370.32 35317.5678 0.00320237 0.01595395
22/03/2019 13069.14 34868.3557 -0.02252601 -0.01271923
26/03/2019 13169 35205.1392 0.0076409 0.00965872
27/03/2019 12915.28 34083.6443 -0.01926646 -0.031856
28/03/2019 12917.83 33396.6447 0.00019744 -0.02015628
29/03/2019 13060.07 34372.3701 0.01101114 0.02921627
01/04/2019 13037.57 33971.8912 -0.00172281 -0.01165119
02/04/2019 13019.35 33844.0309 -0.0013975 -0.00376371
03/04/2019 13052.92 33777.4887 0.00257847 -0.00196614
04/04/2019 13040.09 33857.241 -0.00098292 0.00236111
05/04/2019 13110.93 34415.4561 0.00543248 0.01648732
08/04/2019 13252.76 34672.258 0.01081769 0.00746182
09/04/2019 13244.14 34363.8763 -0.00065043 -0.00889419
10/04/2019 13290 34770.8025 0.00346266 0.01184168
11/04/2019 13155.04 34581.6227 -0.010155 -0.00544077
12/04/2019 13130.1 34612.6017 -0.00189585 0.00089582
15/04/2019 12919.14 33790.3044 -0.0160669 -0.02375717
16/04/2019 12956.04 32914.7268 0.00285623 -0.02591209
17/04/2019 12801.9 33696.5921 -0.01189715 0.02375427
22/04/2019 12981.6 33840.4284 0.01403698 0.00426857
23/04/2019 13005.24 34530.624 0.00182104 0.02039559
24/04/2019 12982.77 34451.626 -0.00172777 -0.00228777
25/04/2019 12978 34732.6976 -0.00036741 0.00815844
26/04/2019 12921.84 34767.5372 -0.00432732 0.00100308
29/04/2019 12872.97 34911.0498 -0.00378197 0.00412778
30/04/2019 12777.89 34833.119 -0.00738602 -0.00223227
02/05/2019 12659.99 34784.0808 -0.00922688 -0.0014078
03/05/2019 12574.25 34321.9928 -0.00677252 -0.01328447
06/05/2019 12546.13 34138.7586 -0.00223632 -0.00533868
07/05/2019 12433.6 33459.2841 -0.0089693 -0.01990332
08/05/2019 12529.76 33269.8932 0.00773388 -0.00566034
09/05/2019 12576.16 32806.1361 0.00370318 -0.01393924
10/05/2019 12661.82 32586.8916 0.0068113 -0.00668303
13/05/2019 12363.24 31828.6769 -0.02358113 -0.02326747
14/05/2019 12291.59 31458.1488 -0.00579541 -0.01164133
15/05/2019 12248.63 30995.4133 -0.00349507 -0.01470956
16/05/2019 12275.61 30761.4299 0.0022027 -0.00754897
17/05/2019 12237.24 30718.677 -0.00312571 -0.00138982
20/05/2019 12102.69 30219.5685 -0.01099513 -0.01624772
21/05/2019 12223.63 30287.7441 0.00999282 0.00225601
22/05/2019 12165.99 30396.4454 -0.00471546 0.00358895
23/05/2019 11988.66 29902.4676 -0.01457588 -0.01625117
24/05/2019 12143.72 30155.4583 0.01293389 0.00846053
27/05/2019 12052.4 30175.8842 -0.00751994 0.00067735
28/05/2019 11878.01 29708.9184 -0.01446932 -0.0154748
29/05/2019 12062.86 30243.5115 0.01556237 0.01799436
30/05/2019 12077.41 30254.5059 0.00120618 0.00036353
31/05/2019 12054.85 30358.2914 -0.00186795 0.00343042
04/06/2019 12157.64 29981.9478 0.00852686 -0.01239673
05/06/2019 12022.35 29956.0762 -0.01112798 -0.0008629
06/06/2019 12076.39 30154.3477 0.00449496 0.00661874
07/06/2019 12254.06 30715.0419 0.01471218 0.01859414
10/06/2019 12132.5 30357.2355 -0.00991998 -0.01164922
11/06/2019 12322.23 30489.6282 0.01563816 0.00436116
12/06/2019 12215.85 30642.2291 -0.00863318 0.00500501
13/06/2019 12286.94 30959.327 0.00581949 0.01034839
14/06/2019 12316.57 30877.7303 0.0024115 -0.00263561
17/06/2019 12251.92 30797.787 -0.00524903 -0.00258903
18/06/2019 12445.88 30979.4406 0.01583099 0.00589827
19/06/2019 12536.45 31332.9117 0.00727711 0.01140986
20/06/2019 12627.77 31399.9968 0.00728436 0.00214104
21/06/2019 12695.08 31766.8527 0.00533032 0.01168331
25/06/2019 12651.52 31994.5683 -0.00343125 0.00716834
26/06/2019 12604.92 32092.019 -0.00368335 0.00304585
27/06/2019 12600.74 31939.4462 -0.00033162 -0.00475423
28/06/2019 12606.12 31683.6336 0.00042696 -0.0080093
02/07/2019 12558.51 31395.5264 -0.00377674 -0.00909325
03/07/2019 12732.35 31582.1245 0.01384241 0.00594346
04/07/2019 12743.96 31628.5883 0.00091185 0.00147121
05/07/2019 12841.56 32234.3974 0.00765853 0.01915384
08/07/2019 12848.47 32484.5432 0.0005381 0.00776021
09/07/2019 12906.9 32570.769 0.00454762 0.00265436
10/07/2019 13006.44 32768.6676 0.00771215 0.00607596
11/07/2019 13004.89 32865.2423 -0.00011917 0.00294717
12/07/2019 13033 33122.9993 0.00216149 0.00784285
15/07/2019 13027.94 33407.032 -0.00038825 0.00857509
16/07/2019 13132.88 33591.9547 0.008055 0.00553544
17/07/2019 13031.51 33253.5382 -0.00771879 -0.01007433
18/07/2019 12857.68 32587.8272 -0.01333921 -0.02001925
19/07/2019 12986.16 32570.6542 0.00999247 -0.00052698
22/07/2019 12946.38 32511.7628 -0.00306326 -0.00180811
23/07/2019 13008.12 32668.203 0.0047689 0.0048118
24/07/2019 12914.93 32468.4482 -0.00716399 -0.00611466
25/07/2019 12937.68 32386.5096 0.00176153 -0.00252364
26/07/2019 12835.59 32040.088 -0.0078909 -0.01069648
29/07/2019 12861.32 32334.681 0.00200458 0.00919451
30/07/2019 12739.79 32231.2053 -0.00944926 -0.00320015
31/07/2019 12727.02 31825.6551 -0.00100237 -0.01258253
01/08/2019 12518.51 31415.6423 -0.01638325 -0.01288309
02/08/2019 12554.85 31582.3263 0.0029029 0.00530576
05/08/2019 12251.93 30523.2354 -0.02412773 -0.03353429
06/08/2019 12328 30132.9938 0.00620882 -0.01278507
08/08/2019 12569.23 30526.1505 0.01956765 0.01304738
09/08/2019 12518.27 30334.8875 -0.00405435 -0.00626555
12/08/2019 12451 29956.3672 -0.00537375 -0.01247805
13/08/2019 12662.56 30350.9215 0.01699141 0.01317097
14/08/2019 12340.42 29804.5041 -0.02544035 -0.01800332
15/08/2019 12391.3 29568.2367 0.00412304 -0.00792724
16/08/2019 12527.47 30327.9338 0.01098916 0.02569301
20/08/2019 12570.76 30640.042 0.00345561 0.01029111
21/08/2019 12501.1 30563.9028 -0.00554143 -0.00248496
22/08/2019 12367.43 30070.2243 -0.01069266 -0.01615234
23/08/2019 12173.4 29620.0837 -0.01568879 -0.01496965
26/08/2019 12323.84 29936.3213 0.01235809 0.01067646
27/08/2019 12392.43 30336.6272 0.00556564 0.01337191
28/08/2019 12441.05 30828.0949 0.00392336 0.01620047
29/08/2019 12493.9 30653.5598 0.00424803 -0.00566156
30/08/2019 12638.96 30805.4521 0.01161047 0.00495513
02/09/2019 12636.85 31165.5471 -0.00016694 0.01168933
03/09/2019 12641.47 31369.6192 0.0003656 0.006548
04/09/2019 12686.37 31307.4039 0.0035518 -0.0019833
05/09/2019 12700.96 31250.5224 0.00115005 -0.00181687
06/09/2019 12707.25 30999.7481 0.00049524 -0.00802464
09/09/2019 12776.23 31135.2863 0.0054284 0.00437223
10/09/2019 12754.68 31268.7998 -0.00168673 0.00428817
11/09/2019 12882.75 31467.8566 0.01004102 0.00636599
12/09/2019 12895.32 31344.7051 0.00097572 -0.00391356
13/09/2019 12831.56 31116.1839 -0.00494443 -0.00729058
16/09/2019 13017.57 31418.3917 0.01449629 0.00971224
17/09/2019 13005.35 31435.5435 -0.00093873 0.00054592
18/09/2019 13017.31 30983.6541 0.00091962 -0.01437511
19/09/2019 12964.51 30916.7477 -0.00405614 -0.00215941
20/09/2019 12965.35 30506.4698 6.47923E-05 -0.01327041
23/09/2019 12992.95 30581.9576 0.00212875 0.00247449
24/09/2019 12950.42 30406.4029 -0.00327331 -0.00574047
25/09/2019 13008.4 29959.9218 0.00447707 -0.01468379
26/09/2019 13033.76 30216.0957 0.00194951 0.00855055
27/09/2019 12891.8 30228.7247 -0.01089172 0.00041796
30/09/2019 12831.93 29471.7678 -0.00464404 -0.02504098
01/10/2019 12857.42 29629.8996 0.00198645 0.00536553
02/10/2019 12778.89 29444.7635 -0.00610776 -0.00624829
03/10/2019 12905.42 29431.1935 0.00990149 -0.00046086
04/10/2019 12945.26 29798.8681 0.00308708 0.01249268
07/10/2019 12976.47 29738.2768 0.00241092 -0.00203334
08/10/2019 12903.95 29540.554 -0.00558858 -0.00664877
09/10/2019 12907.86 29580.5996 0.00030301 0.00135561
10/10/2019 12874.43 29466.1546 -0.00258989 -0.00386892
11/10/2019 12948.46 29267.9559 0.00575016 -0.00672632
15/10/2019 12858.59 29204.8538 -0.00694059 -0.00215601
16/10/2019 12850.46 28838.1519 -0.00063226 -0.0125562
17/10/2019 12855.02 28456.9527 0.00035485 -0.01321857
18/10/2019 12833.16 29097.9035 -0.0017005 0.02252352
21/10/2019 12992.31 29077.9788 0.01240147 -0.00068475
22/10/2019 13129.34 29655.6632 0.01054701 0.01986673
23/10/2019 13129.48 29724.0063 1.06631E-05 0.00230456
24/10/2019 13151.29 29765.183 0.00166115 0.0013853
25/10/2019 13233.99 29946.8948 0.00628836 0.00610484
28/10/2019 13183.25 29925.1933 -0.00383407 -0.00072467
29/10/2019 13279.68 29529.3952 0.00731458 -0.01322625
30/10/2019 13263 29773.1344 -0.00125605 0.00825412
31/10/2019 13272.19 30774.2526 0.00069291 0.03362489
01/11/2019 13369.14 30677.2992 0.00730475 -0.00315047
05/11/2019 13567.12 29746.9623 0.01480873 -0.03032656
06/11/2019 13483.66 29576.3442 -0.00615164 -0.00573565
07/11/2019 13472.88 29752.4955 -0.00079949 0.00595582
08/11/2019 13321.29 29752.4955 -0.01125149 0
12/11/2019 13298.77 28289.265 -0.00169053 -0.04918009
13/11/2019 13243.71 28307.2849 -0.00414023 0.00063699
14/11/2019 13188 28142.1724 -0.00420653 -0.00583286
15/11/2019 13290.88 28494.3045 0.00780103 0.01251261
18/11/2019 13290.88 28241.8519 0 -0.00885976
19/11/2019 13290.88 28218.8794 0 -0.00081342
20/11/2019 13290.88 28105.2714 0 -0.00402596
21/11/2019 13290.88 28195.4171 0 0.00320743
22/11/2019 13290.88 28428.6703 0 0.00827274
25/11/2019 13290.88 28395.9357 0 -0.00115147
26/11/2019 13290.88 26395.0761 0 -0.07046288
27/11/2019 13290.88 26598.5771 0 0.00770981
28/11/2019 13290.88 27444.2775 0 0.03179495
29/11/2019 13290.88 27589.6047 0 0.00529535
02/12/2019 13290.88 27356.9871 0 -0.00843135
03/12/2019 13290.88 27548.0242 0 0.00698312
04/12/2019 13290.88 27961.9907 0 0.01502708
05/12/2019 13290.88 28124.1798 0 0.00580034
06/12/2019 13290.88 28033.6401 0 -0.00321928
09/12/2019 13290.88 28041.0731 0 0.00026514
10/12/2019 13290.88 28143.6145 0 0.00365683
11/12/2019 13290.88 28074.787 0 -0.00244558
12/12/2019 13290.88 28509.8431 0 0.01549633
13/12/2019 13290.88 28760.6349 0 0.00879667
16/12/2019 13290.88 28897.3179 0 0.00475243
17/12/2019 13290.88 28163.0645 0 -0.02540905
18/12/2019 13290.88 28457.3525 0 0.01044943
19/12/2019 13290.88 28671.2036 0 0.00751479
20/12/2019 13290.88 28452.8663 0 -0.00761521
23/12/2019 13290.88 28839.8182 0 0.01359975
24/12/2019 13290.88 29027.4202 0 0.00650496
26/12/2019 13290.88 29004.2121 0 -0.00079952
27/12/2019 13290.88 29008.6757 0 0.0001539
30/12/2019 13290.88 29299.5325 0 0.01002654
04/01/2021 13290.88 21717.6201 0 -0.25877247
05/01/2021 13290.88 21228.8718 0 -0.02250469
06/01/2021 13290.88 22055.2813 0 0.03892856
07/01/2021 13290.88 21956.5707 0 -0.0044756
08/01/2021 13290.88 21809.6811 0 -0.00669001
12/01/2021 13290.88 21834.4269 0 0.00113462
13/01/2021 13290.88 22148.9842 0 0.01440648
14/01/2021 13290.88 22203.7133 0 0.00247095
15/01/2021 13290.88 21843.2886 0 -0.01623263
18/01/2021 13290.88 21817.2574 0 -0.00119173
19/01/2021 13290.88 22111.0401 0 0.01346561
20/01/2021 13290.88 22133.0937 0 0.0009974
21/01/2021 13290.88 22166.7837 0 0.00152216
22/01/2021 13290.88 21788.7962 0 -0.01705198
25/01/2021 13290.88 21596.6567 0 -0.00881827
26/01/2021 13290.88 21633.8178 0 0.00172069
27/01/2021 13290.88 21294.6643 0 -0.01567701
28/01/2021 13290.88 21040.3582 0 -0.01194224
29/01/2021 13290.88 20522.4153 0 -0.02461664
01/02/2021 13290.88 20472.3756 0 -0.0024383
02/02/2021 13290.88 20564.6818 0 0.00450882
03/02/2021 13290.88 20990.9738 0 0.02072933
04/02/2021 13290.88 20668.4652 0 -0.01536415
05/02/2021 13290.88 20938.0611 0 0.01304383
08/02/2021 13290.88 21264.5496 0 0.01559306
09/02/2021 13290.88 21070.1547 0 -0.00914174
10/02/2021 13290.88 20868.9576 0 -0.00954891
11/02/2021 13290.88 20830.0085 0 -0.00186637
12/02/2021 13290.88 20771.454 0 -0.00281106
15/02/2021 13290.88 20689.6584 0 -0.00393788
16/02/2021 13290.88 20937.4547 0 0.01197682
17/02/2021 13290.88 20821.2291 0 -0.00555109
18/02/2021 13290.88 20832.1143 0 0.00052279
19/02/2021 13290.88 20555.307 0 -0.01328753
22/02/2021 13290.88 20430.3092 0 -0.00608105
23/02/2021 13290.88 20236.7566 0 -0.0094738
24/02/2021 13290.88 20181.6561 0 -0.00272279
25/02/2021 13290.88 19732.5793 0 -0.02225174
26/02/2021 13290.88 19611.3921 0 -0.00614148
01/03/2021 13290.88 20211.7085 0 0.03061059
02/03/2021 13290.88 20086.4356 0 -0.00619803
03/03/2021 13290.88 19995.4609 0 -0.00452916
04/03/2021 13290.88 19554.6092 0 -0.02204759
05/03/2021 13290.88 19398.6418 0 -0.00797599
08/03/2021 13290.88 19467.0814 0 0.00352806
09/03/2021 13290.88 19531.7136 0 0.00332007
10/03/2021 13290.88 19602.9762 0 0.00364856
11/03/2021 13290.88 19869.8402 0 0.01361344
12/03/2021 13290.88 19745.7089 0 -0.00624722
15/03/2021 13290.88 19875.0638 0 0.00655104
16/03/2021 13290.88 19807.4823 0 -0.00340032
17/03/2021 13290.88 19639.6927 0 -0.00847102
18/03/2021 13290.88 19367.6424 0 -0.01385207
19/03/2021 13290.88 18977.6316 0 -0.02013723
 Grupo de
Inversione
IBC
s
Surameric
ana
Rendimiento esperado 0.0006036111 -0.00142423
Riesgo 4.67949E-05 0.00037951
Volatilidad 0.0068406797 0.01948094
Coeficiente de Variacion 0.0882384749 -0.073109
Covarianza 3.531058E-05
Riesgo Beta 0.7545817739

El Riesgo Beta del Grupo de Inversiones Suramericana no es tan exagerado en comparacion con el del mercado

GRUPO DE INVERSIONES SURAMERICANA

0.1

0.05

f(x) = 0.754581773882531 x − 0.001879706043901

R² = 0.07020876625062 0
-0.03 -0.02 -0.01 0 0.01

-0.05

-0.1

-0.15

-0.2

-0.25

-0.3
-0.25

-0.3
el del mercado

NES SURAMERICANA S.A

0.01 0.02 0.03