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Riesgos Financieros Taller 4 Unidad
Riesgos Financieros Taller 4 Unidad
A partir de la información del precio de cierre de Ecopetrol, para el periodo comprendido entre el 28 de diciembre d
Rendimiento
VARIANZA
Varianza Poblacional 0.042651%
Sumatorio 0.41584335
Estimador Sesgado Varianza 0.042651%
Desviación Estándar
Desviación Estándar Poblacional 2.07%
Desviación Estandar 2.07%
Interpretación
Interpretación
El riesgo financiero es la probabilidad de perder dinero en una
inversión. Para calcular el riesgo se utiliza un parámetro; la
desviación típica o desviación estándar.
La desviación típica es la raíz cuadrada de la varianza. La
varianza es la suma de diferencias de cada precio respecto a su
media histórica. Esto significa que la varianza que tuvo el
comportamiento de las observaciones es de 0,042651% y un
riego de 2,07% durante este período de tiempo.
Rentabilidad
fecha No. De días Precio Cierre Logarítmica (Diaria)
28/12/2012 00:00:00 1 5,460.00
02/01/2013 00:00:00 2 5,450.00 -0.1833%
03/01/2013 00:00:00 3 5,490.00 0.7313%
04/01/2013 00:00:00 4 5,520.00 0.5450%
08/01/2013 00:00:00 5 5,430.00 -1.6439%
09/01/2013 00:00:00 6 5,450.00 0.3676%
10/01/2013 00:00:00 7 5,460.00 0.1833%
11/01/2013 00:00:00 8 5,450.00 -0.1833%
14/01/2013 00:00:00 9 5,460.00 0.1833%
15/01/2013 00:00:00 10 5,440.00 -0.3670%
16/01/2013 00:00:00 11 5,450.00 0.1837%
17/01/2013 00:00:00 12 5,440.00 -0.1837%
18/01/2013 00:00:00 13 5,490.00 0.9149%
21/01/2013 00:00:00 14 5,500.00 0.1820%
22/01/2013 00:00:00 15 5,480.00 -0.3643%
23/01/2013 00:00:00 16 5,560.00 1.4493%
24/01/2013 00:00:00 17 5,590.00 0.5381%
25/01/2013 00:00:00 18 5,600.00 0.1787%
28/01/2013 00:00:00 19 5,600.00 0.0000%
29/01/2013 00:00:00 20 5,640.00 0.7117%
30/01/2013 00:00:00 21 5,620.00 -0.3552%
31/01/2013 00:00:00 22 5,650.00 0.5324%
01/02/2013 00:00:00 23 5,650.00 0.0000%
04/02/2013 00:00:00 24 5,700.00 0.8811%
05/02/2013 00:00:00 25 5,710.00 0.1753%
06/02/2013 00:00:00 26 5,600.00 -1.9452%
07/02/2013 00:00:00 27 5,510.00 -1.6202%
08/02/2013 00:00:00 28 5,500.00 -0.1817%
11/02/2013 00:00:00 29 5,440.00 -1.0969%
12/02/2013 00:00:00 30 5,420.00 -0.3683%
13/02/2013 00:00:00 31 5,430.00 0.1843%
14/02/2013 00:00:00 32 5,450.00 0.3676%
15/02/2013 00:00:00 33 5,410.00 -0.7367%
18/02/2013 00:00:00 34 5,410.00 0.0000%
19/02/2013 00:00:00 35 5,220.00 -3.5752%
20/02/2013 00:00:00 36 5,190.00 -0.5764%
21/02/2013 00:00:00 37 5,230.00 0.7678%
22/02/2013 00:00:00 38 5,240.00 0.1910%
25/02/2013 00:00:00 39 5,270.00 0.5709%
26/02/2013 00:00:00 40 5,220.00 -0.9533%
27/02/2013 00:00:00 41 5,230.00 0.1914%
28/02/2013 00:00:00 42 5,210.00 -0.3831%
01/03/2013 00:00:00 43 5,200.00 -0.1921%
04/03/2013 00:00:00 44 5,150.00 -0.9662%
05/03/2013 00:00:00 45 5,120.00 -0.5842%
06/03/2013 00:00:00 46 5,090.00 -0.5877%
07/03/2013 00:00:00 47 5,060.00 -0.5911%
08/03/2013 00:00:00 48 5,140.00 1.5687%
11/03/2013 00:00:00 49 5,140.00 0.0000%
12/03/2013 00:00:00 50 5,110.00 -0.5854%
13/03/2013 00:00:00 51 5,100.00 -0.1959%
14/03/2013 00:00:00 52 5,100.00 0.0000%
15/03/2013 00:00:00 53 5,100.00 0.0000%
18/03/2013 00:00:00 54 4,960.00 -2.7835%
19/03/2013 00:00:00 55 4,895.00 -1.3191%
20/03/2013 00:00:00 56 4,900.00 0.1021%
21/03/2013 00:00:00 57 4,955.00 1.1162%
22/03/2013 00:00:00 58 5,030.00 1.5023%
26/03/2013 00:00:00 59 5,070.00 0.7921%
27/03/2013 00:00:00 60 5,050.00 -0.3953%
01/04/2013 00:00:00 61 4,980.00 -1.3958%
02/04/2013 00:00:00 62 4,975.00 -0.1005%
03/04/2013 00:00:00 63 4,900.00 -1.5190%
04/04/2013 00:00:00 64 4,935.00 0.7117%
05/04/2013 00:00:00 65 5,020.00 1.7077%
08/04/2013 00:00:00 66 4,935.00 -1.7077%
09/04/2013 00:00:00 67 4,620.00 -6.5958%
10/04/2013 00:00:00 68 4,525.00 -2.0777%
11/04/2013 00:00:00 69 4,550.00 0.5510%
12/04/2013 00:00:00 70 4,450.00 -2.2223%
15/04/2013 00:00:00 71 4,225.00 -5.1885%
16/04/2013 00:00:00 72 4,395.00 3.9448%
17/04/2013 00:00:00 73 4,330.00 -1.4900%
18/04/2013 00:00:00 74 4,310.00 -0.4630%
19/04/2013 00:00:00 75 4,345.00 0.8088%
22/04/2013 00:00:00 76 4,360.00 0.3446%
23/04/2013 00:00:00 77 4,375.00 0.3434%
24/04/2013 00:00:00 78 4,410.00 0.7968%
25/04/2013 00:00:00 79 4,405.00 -0.1134%
26/04/2013 00:00:00 80 4,335.00 -1.6019%
29/04/2013 00:00:00 81 4,340.00 0.1153%
30/04/2013 00:00:00 82 4,390.00 1.1455%
02/05/2013 00:00:00 83 4,290.00 -2.3042%
03/05/2013 00:00:00 84 4,320.00 0.6969%
06/05/2013 00:00:00 85 4,180.00 -3.2944%
07/05/2013 00:00:00 86 4,200.00 0.4773%
08/05/2013 00:00:00 87 4,200.00 0.0000%
09/05/2013 00:00:00 88 4,180.00 -0.4773%
10/05/2013 00:00:00 89 4,135.00 -1.0824%
14/05/2013 00:00:00 90 4,125.00 -0.2421%
15/05/2013 00:00:00 91 4,140.00 0.3630%
16/05/2013 00:00:00 92 4,125.00 -0.3630%
17/05/2013 00:00:00 93 4,075.00 -1.2195%
20/05/2013 00:00:00 94 3,995.00 -1.9827%
21/05/2013 00:00:00 95 4,000.00 0.1251%
22/05/2013 00:00:00 96 4,015.00 0.3743%
23/05/2013 00:00:00 97 4,135.00 2.9450%
24/05/2013 00:00:00 98 4,155.00 0.4825%
27/05/2013 00:00:00 99 4,170.00 0.3604%
28/05/2013 00:00:00 100 4,190.00 0.4785%
29/05/2013 00:00:00 101 4,195.00 0.1193%
30/05/2013 00:00:00 102 4,205.00 0.2381%
31/05/2013 00:00:00 103 4,080.00 -3.0177%
04/06/2013 00:00:00 104 4,120.00 0.9756%
05/06/2013 00:00:00 105 4,110.00 -0.2430%
06/06/2013 00:00:00 106 4,085.00 -0.6101%
07/06/2013 00:00:00 107 4,135.00 1.2166%
11/06/2013 00:00:00 108 4,060.00 -1.8304%
12/06/2013 00:00:00 109 3,955.00 -2.6202%
13/06/2013 00:00:00 110 3,975.00 0.5044%
14/06/2013 00:00:00 111 4,000.00 0.6270%
17/06/2013 00:00:00 112 4,085.00 2.1027%
18/06/2013 00:00:00 113 4,180.00 2.2990%
19/06/2013 00:00:00 114 4,120.00 -1.4458%
20/06/2013 00:00:00 115 3,960.00 -3.9609%
21/06/2013 00:00:00 116 3,975.00 0.3781%
24/06/2013 00:00:00 117 3,850.00 -3.1952%
25/06/2013 00:00:00 118 3,850.00 0.0000%
26/06/2013 00:00:00 119 3,885.00 0.9050%
27/06/2013 00:00:00 120 3,900.00 0.3854%
28/06/2013 00:00:00 121 4,080.00 4.5120%
02/07/2013 00:00:00 122 4,080.00 0.0000%
03/07/2013 00:00:00 123 4,045.00 -0.8615%
04/07/2013 00:00:00 124 4,100.00 1.3505%
05/07/2013 00:00:00 125 4,035.00 -1.5981%
08/07/2013 00:00:00 126 4,010.00 -0.6215%
09/07/2013 00:00:00 127 3,955.00 -1.3811%
10/07/2013 00:00:00 128 3,875.00 -2.0435%
11/07/2013 00:00:00 129 4,050.00 4.4171%
12/07/2013 00:00:00 130 4,060.00 0.2466%
15/07/2013 00:00:00 131 4,140.00 1.9513%
16/07/2013 00:00:00 132 4,160.00 0.4819%
17/07/2013 00:00:00 133 4,235.00 1.7868%
18/07/2013 00:00:00 134 4,295.00 1.4068%
19/07/2013 00:00:00 135 4,330.00 0.8116%
22/07/2013 00:00:00 136 4,320.00 -0.2312%
23/07/2013 00:00:00 137 4,390.00 1.6074%
24/07/2013 00:00:00 138 4,385.00 -0.1140%
25/07/2013 00:00:00 139 4,340.00 -1.0315%
26/07/2013 00:00:00 140 4,325.00 -0.3462%
29/07/2013 00:00:00 141 4,300.00 -0.5797%
30/07/2013 00:00:00 142 4,305.00 0.1162%
31/07/2013 00:00:00 143 4,335.00 0.6944%
-23.0727%
Rentabilidad Media x Rentabilidad Media Diaria
Mes
Observaciones (n): 142 Rentabilidad Media Mensual
Enero No. de meses 7
0.1629% Promedio de n mes 20
Información Histograma
Valor Máximo 4.5120%
Valor Mínimo -6.5958%
Rango 11.1078%
No. De Intervalos 12
Amplitud de Inter. 0.0093214925168
Tabla de Frecuencia
No. de Intervalos Limite Superior Frecuencia
1 -5.6636% 1
2 -4.7315% 1
3 -3.7993% 1
4 -2.8672% 4
5 -1.9351% 8
6 -1.0029% 16
7 -0.0708% 34
8 0.8614% 55
Febrero 9 1.7935% 15
-0.4054% 10 2.7257% 3
11 3.6578% 1
12 4.5900% 3
HISTOGRAMA
60
50
40
30
20
Marzo 10
-0.1733%
0
- - - - - - - 0.8614% 1.7935% 2.7257% 3.6578%
5.6636% 4.7315% 3.7993% 2.8672% 1.9351% 1.0029% 0.0708%
Abril
-0.6366%
Mayo
-0.3487%
Junio
0.00%
Julio
0.276%
Rentabilidad Media Diaria -0.1625%
MA