FECHA ECOPETROL B COLOMBIA NUTRESA TERPEL SURAMERICANA

5/1/2022 1.253% 0.000% 1.130% 2.326% -7.740%

5/2/2022 -0.660% -1.780% -0.315% -1.156% 10.000%
5/3/2022 0.209% 0.179% -0.361% -0.993% -3.570% ECOPETROL
5/4/2022 1.586% 0.060% 0.361% 2.379% -0.140% B COLOMBIA
5/5/2022 0.478% -1.808% -1.270% 0.343% 0.000% NUTRESA
5/6/2022 -1.960% -2.059% -0.733% -2.899% -8.570% TERPEL
5/7/2022 -0.557% -0.031% 0.000% 1.980% -0.430% SURAMERICA
5/8/2022 -0.842% -0.124% 0.000% -0.231% 0.000%
5/9/2022 -2.857% -3.352% 0.000% -0.464% 10.000%
5/10/2022 0.362% -1.621% 0.000% -0.233% 3.190%
5/11/2022 -0.398% 0.976% 0.000% 0.000% 4.360% ECOPETROL
5/12/2022 -4.220% -2.956% 0.000% -1.584% -2.500% B COLOMBIA
5/13/2022 -0.950% 0.962% 20.850% 3.430% -1.230% NUTRESA
5/14/2022 1.515% 0.033% 0.818% -2.195% -2.410% TERPEL
5/15/2022 0.898% 0.658% 3.422% -0.703% 2.470% SURAMERICA
5/16/2022 -0.523% 0.164% 1.068% 0.000% -1.700%
5/17/2022 -5.149% -1.650% 0.035% -1.183% -5.400%
5/18/2022 2.300% 1.158% 3.990% 2.353% -5.570%
5/19/2022 0.192% 6.279% -1.198% -2.711% -0.040%
5/20/2022 0.000% 6.373% -1.212% 0.951% 12.540%
5/21/2022 2.244% 3.922% -0.419% 0.590% 2.240%
5/22/2022 0.075% -2.483% -0.280% 3.241% 0.000%
5/23/2022 1.010% -1.410% 1.082% 0.114% -1.720%
5/24/2022 1.183% -6.618% -0.907% 2.361% 1.780%
5/25/2022 -0.368% 0.925% -1.767% 0.000% 1.320%
5/26/2022 -0.111% -1.172% -1.871% 0.000% 0.030%
5/27/2022 -2.848% -4.183% -0.619% -1.117% 2.230% ECOPETROL
5/28/2022 -0.687% 1.955% 3.731% 0.000% -1.430% B COLOMBIA
5/29/2022 -0.499% 3.370% -0.353% 0.000% -3.430% NUTRESA
5/30/2022 1.640% 4.236% 0.669% 1.117% -1.220% TERPEL
5/31/2022 0.076% 0.469% -0.352% -1.117% -2.030% SURAMERICA
6/1/2022 -2.449% -1.356% -0.318% -1.700% 1.210%
6/2/2022 0.618% -3.626% -0.745% 2.706% 2.730% Varianza
6/3/2022 2.058% 3.566% 1.062% 0.111% -4.910% Desviación
6/4/2022 -0.038% -2.040% 0.035% 7.490% 1.440% Retorno prom
6/5/2022 -0.113% 1.145% 0.000% -1.036% 4.450% Indice dese
6/6/2022 1.908% -1.266% -0.282% 2.824% -2.460%
6/7/2022 -0.111% 0.996% 0.634% 0.253% -2.360%
6/8/2022 0.185% 4.148% -1.058% 2.000% 2.660%
6/9/2022 -0.371% 0.000% 1.548% 2.348% -0.660%
6/10/2022 1.109% -0.578% -0.912% -0.291% 4.520%
6/11/2022 0.733% 0.981% -0.106% 0.194% -2.200%
6/12/2022 -2.963% -2.441% -0.177% 0.000% 5.940%
6/13/2022 -1.706% -0.413% 0.704% 0.675% 3.200%
6/14/2022 1.367% 0.999% 5.196% 0.000% 5.630%
6/15/2022 4.066% 1.739% 0.266% 0.000% -3.560%
6/16/2022 1.045% 1.653% -0.333% -2.532% 0.030%
6/17/2022 0.286% 6.086% -3.321% -0.395% 0.330%
6/18/2022 0.107% -3.024% -7.215% 0.000% 0.770%
6/19/2022 3.818% 4.895% 21.869% 1.864% 0.030%
6/20/2022 3.379% 9.315% 0.000% 6.399% 1.560%
6/21/2022 -0.667% 0.356% 0.000% 2.875% -0.470%
6/22/2022 -2.850% -4.607% 0.000% -2.602% -0.280%
6/23/2022 -1.911% -3.664% 0.000% 1.085% 0.840%
6/24/2022 -0.952% 2.917% 0.000% -1.998% -0.610%
6/25/2022 2.483% -0.501% 0.000% 0.913% -0.110%
6/26/2022 -0.138% -2.031% 0.000% 0.905% 0.190%
6/27/2022 0.483% 0.256% 0.000% 0.897% 0.310%
6/28/2022 -0.656% 1.296% 0.000% -0.268% -1.160%
6/29/2022 0.656% -0.278% 0.000% 0.089% 1.910%
6/30/2022 -0.795% -1.248% 19.121% -0.628% 1.910%
7/1/2022 0.243% 0.486% -0.691% -0.180% 0.340%
7/2/2022 -1.781% -0.512% 0.838% -0.361% 11.110%
7/3/2022 2.196% -0.026% 0.294% 0.090% -10.000%
7/4/2022 1.131% -0.231% -0.417% 1.169% -2.150%
7/5/2022 -0.650% -2.789% 0.245% -1.440% 0.780%
7/6/2022 -0.550% 0.369% -0.098% 0.091% 0.560%
7/7/2022 -1.705% -4.278% -0.344% -3.128% 0.000%
7/8/2022 4.192% 0.876% 0.172% 1.208% 0.000%
7/9/2022 -0.879% 2.156% 0.049% 0.277% -1.840%
7/10/2022 -0.955% 1.298% -0.443% 0.459% -0.080%
7/11/2022 3.336% 0.342% 0.246% 0.092% 0.880%
7/12/2022 -0.066% -0.526% -0.123% -0.092% 0.780%
7/13/2022 -0.599% -2.294% -0.099% 4.393% -1.970%
7/14/2022 0.400% 0.619% 0.197% 1.480% -0.190%
7/15/2022 0.530% -1.051% 0.467% 1.117% -0.300%
7/16/2022 0.954% 4.426% 0.000% -3.479% -1.020%
7/17/2022 0.065% 1.083% -0.025% 0.000% -0.050%
7/18/2022 0.261% 0.639% -1.457% 0.793% 1.170%
7/19/2022 6.293% -0.511% 9.531% 0.000% 3.990%
7/20/2022 -0.738% 2.154% 0.000% -0.616% -2.830%
7/21/2022 -1.964% -0.100% 0.000% 0.704% -0.080%
7/22/2022 0.878% 0.351% 0.000% -2.307% 33.650%
7/23/2022 4.157% 0.025% 0.000% 1.071% -9.830%
7/24/2022 1.780% -1.005% 0.000% 1.236% -2.520%
7/25/2022 -0.295% -1.527% 0.000% -0.351% 1.910%
7/26/2022 -3.573% 0.205% 0.000% 0.000% 4.460%
7/27/2022 2.625% 0.561% 0.000% 0.000% 1.500%
7/28/2022 1.243% -0.306% 0.000% -0.176% -0.860%
7/29/2022 -5.844% -2.246% 0.000% 0.088% -4.170%
7/30/2022 -0.219% -0.288% 0.000% 0.440% 1.000%
7/31/2022 -0.627% 1.687% 0.000% 2.083% -0.330%
 8/1/2022 4.759% 0.641% 0.000% 0.086% -10.000%
8/2/2022 -1.968% 1.447% 0.000% -5.559% -2.150%
8/3/2022 2.685% 1.327% 0.000% -1.555% 0.780%
8/4/2022 4.965% 3.183% 0.000% 0.460% 0.560%
8/5/2022 0.142% 0.959% 0.000% -0.276% 0.000%
8/6/2022 1.544% 0.808% 0.000% -1.857% 0.000%
8/7/2022 -2.539% 0.142% 0.000% -0.282% -1.840%
8/8/2022 -0.602% 0.142% 0.000% -0.377% -0.080%
8/9/2022 1.086% -1.331% 5.028% -3.847% 0.880%
8/10/2022 0.595% 3.710% -1.517% 2.421% 0.780%
8/11/2022 -0.226% 0.529% 1.517% -0.480% -1.970%
8/12/2022 0.113% -0.483% 0.215% -3.822% -0.190%
8/13/2022 2.045% 0.917% 1.237% 3.244% -0.300%
8/14/2022 -1.790% -0.964% -0.809% -2.348% -1.020%
8/15/2022 1.873% 0.964% -2.029% -0.995% -0.050%
8/16/2022 -1.114% -2.895% -0.131% -0.401% 1.170%
8/17/2022 -1.212% 2.895% 0.934% -0.806% 3.990%
8/18/2022 1.492% -2.333% -0.934% -2.875% -2.830%
8/19/2022 -6.760% 2.104% 0.848% 0.519% -0.080%
8/20/2022 -0.389% -1.035% -0.217% 1.133% 33.650%
8/21/2022 0.479% -0.580% -0.065% -0.103% -9.830%
8/22/2022 1.482% 3.429% 0.000% 0.000% -2.520%
8/23/2022 -2.533% -3.429% 1.807% -0.514% 1.910%
8/24/2022 1.230% 0.695% 0.934% 0.155% 4.460%
8/25/2022 -2.261% -5.458% 1.697% -0.206% 1.500%
8/26/2022 -1.042% -0.244% -0.104% -5.132% -0.860%
PROMEDIO 0.109% 0.157% 0.663% 0.068% 0.524%
VOLATILIDAD 0.020542371 0.024495189 0.035950841 0.01912418 0.0565233933
 MATRIZ COVARIANZA
ECOPETROL B COLOMBIA NUTRESA
0.000421989 0.0001719867 9.438011E-05
0.0001719867 0.0006000143 7.462283E-05
9.4380111E-05 7.462283E-05 0.001292463
8.5111269E-05 4.721152E-05 7.941066E-05
-0.0001090779 -4.349294E-05 -1.548935E-05
TERPEL SURAMERICANA
8.511127E-05 -0.000109078
4.721152E-05 -4.349294E-05
7.941066E-05 -1.548935E-05
0.0003657342 -2.196758E-05
-2.196758E-05 0.003194894

MATRIZ CORRELACION
ECOPETROL B COLOMBIA NUTRESA TERPEL SURAMERICANA
1 0.3417932755 0.1277970608 0.2166475023 -0.093941637
0.3417932755 1 0.0847387163 0.1007823172 -0.031413027
0.1277970608 0.0847387163 1 0.1155013238 -0.007622474
0.2166475023 0.1007823172 0.1155013238 1 -0.020322218
-0.0939416367 -0.031413027 -0.007622474 -0.020322218 1

% PARTICIPACION
ECOPETROL 20%
B COLOMBIA 12%
NUTRESA 17%
TERPEL 33%
SURAMERICAN 24%
TOTAL 106%

Matriz de riesgo (Matriz de Markowitz)

ECOPETROL B COLOMBIA NUTRESA TERPEL SURAMERICANA
0% 4.127681E-06 3.208924E-06 5.617344E-06 -5.235741E-06
4.1276809E-06 8.640206E-06 1.522306E-06 1.869576E-06 -1.252597E-06
3.2089238E-06 1.522306E-06 3.735218E-05 4.454938E-06 -6.319656E-07
5.6173438E-06 1.869576E-06 4.454938E-06 3.982846E-05 -1.739832E-06
-5.235741E-06 -1.252597E-06 -6.319656E-07 -1.739832E-06 0.0001840259

0.031060756%
1.76%
0.30%
17.10%