ACTIVIDAD 5

Portafolio de inversió parte

Presentando por:
Daniela Valentina Hernandez Parra –
Liliana Andrea Restrepo Tovar- ID
Andrés Felipe Barón -ID:7846
Dufay Tatiana Culma Niño-ID:7

Presentado a:

JAVIER ENRIQUE TORRES RIV

Corporación universitaria minuto

Contaduría publica
Electiva CPC
Villavicencio- meta
2023
 ACTIVIDAD 5
rtafolio de inversió parte 1

Presentando por:
ntina Hernandez Parra – ID:795246
ndrea Restrepo Tovar- ID:787889
rés Felipe Barón -ID:784612
Tatiana Culma Niño-ID:779275

Presentado a:

R ENRIQUE TORRES RIVERA

ión universitaria minuto de Dios

Contaduría publica
Electiva CPC
Villavicencio- meta
2023
Fecha Indice Valor Hoy Valor Ayer Variacion % Variación Absoluta
10/3/2022 COLCAP 1,156.70 1,128.24 28.46 2.52%
10/4/2022 COLCAP 1,197.44 1,156.70 40.74 3.52%
10/5/2022 COLCAP 1,215.36 1,197.44 17.92 1.50%
10/6/2022 COLCAP 1,218.15 1,215.36 2.79 0.23%
10/7/2022 COLCAP 1,209.10 1,218.15 -9.05 -0.74%
10/10/2022 COLCAP 1,198.83 1,209.10 -10.27 -0.85%
10/11/2022 COLCAP 1,180.90 1,198.83 -17.93 -1.50%
10/12/2022 COLCAP 1,176.64 1,180.90 -4.26 -0.36%
10/13/2022 COLCAP 1,177.65 1,176.64 1.01 0.09%
10/14/2022 COLCAP 1,168.32 1,177.65 -9.33 -0.79%
10/18/2022 COLCAP 1,188.74 1,168.32 20.42 1.75%
10/19/2022 COLCAP 1,197.40 1,188.74 8.66 0.73%
10/20/2022 COLCAP 1,222.63 1,197.40 25.23 2.11%
10/21/2022 COLCAP 1,231.64 1,222.63 9.01 0.74%
10/24/2022 COLCAP 1,195.68 1,231.64 -35.96 -2.92%
10/25/2022 COLCAP 1,209.12 1,195.68 13.44 1.12%
10/26/2022 COLCAP 1,202.00 1,209.12 -7.12 -0.59%
10/27/2022 COLCAP 1,211.76 1,202.00 9.76 0.81%
10/28/2022 COLCAP 1,219.69 1,211.76 7.93 0.65%
10/31/2022 COLCAP 1,231.52 1,219.69 11.83 0.97%
11/1/2022 COLCAP 1,254.39 1,231.52 22.87 1.86%
11/2/2022 COLCAP 1,245.10 1,254.39 -9.29 -0.74%
11/3/2022 COLCAP 1,215.51 1,245.10 -29.59 -2.38%
11/4/2022 COLCAP 1,244.24 1,215.51 28.73 2.36%
11/8/2022 COLCAP 1,252.67 1,244.24 8.43 0.68%
11/9/2022 COLCAP 1,249.55 1,252.67 -3.12 -0.25%
11/10/2022 COLCAP 1,278.26 1,249.55 28.71 2.30%
11/11/2022 COLCAP 1,266.56 1,278.26 -11.7 -0.92%
11/15/2022 COLCAP 1,285.29 1,266.56 18.73 1.48%
11/16/2022 COLCAP 1,279.00 1,285.29 -6.29 -0.49%
11/17/2022 COLCAP 1,295.81 1,279.00 16.81 1.31%
11/18/2022 COLCAP 1,282.68 1,295.81 -13.13 -1.01%
11/21/2022 COLCAP 1,231.54 1,282.68 -51.14 -3.99%
11/22/2022 COLCAP 1,255.82 1,231.54 24.28 1.97%
11/23/2022 COLCAP 1,266.00 1,255.82 10.18 0.81%
11/24/2022 COLCAP 1,267.93 1,266.00 1.93 0.15%
11/25/2022 COLCAP 1,266.25 1,267.93 -1.68 -0.13%
11/28/2022 COLCAP 1,240.99 1,266.25 -25.26 -1.99%
11/29/2022 COLCAP 1,248.36 1,240.99 7.37 0.59%
11/30/2022 COLCAP 1,242.63 1,248.36 -5.73 -0.46%
12/1/2022 COLCAP 1,235.45 1,242.63 -7.18 -0.58%
12/2/2022 COLCAP 1,240.93 1,235.45 5.48 0.44%
12/5/2022 COLCAP 1,217.68 1,240.93 -23.25 -1.87%
12/6/2022 COLCAP 1,236.59 1,217.68 18.91 1.55%
12/7/2022 COLCAP 1,229.65 1,236.59 -6.94 -0.56%
12/9/2022 COLCAP 1,236.18 1,229.65 6.53 0.53%
12/12/2022 COLCAP 1,228.71 1,236.18 -7.47 -0.60%
12/13/2022 COLCAP 1,229.69 1,228.71 0.98 0.08%
12/14/2022 COLCAP 1,230.37 1,229.69 0.68 0.06%
12/15/2022 COLCAP 1,222.46 1,230.37 -7.91 -0.64%
12/16/2022 COLCAP 1,211.59 1,222.46 -10.87 -0.89%
12/19/2022 COLCAP 1,215.44 1,211.59 3.85 0.32%
Variacion 12 meses Variación Anual Var x Ln
-16.28 -18.02 2.49122269 153.43%
-13.43 -15.13 3.46148213
-12.04 -13.86 1.48543845
-12.58 -13.66 0.22929852
-13.69 -14.3 -0.74570332
-14.74 -15.03 -0.85302000
-14.82 -16.3 -1.50692215
-15.6 -16.6 -0.36139405
-16.87 -16.53 0.08580082
-18.08 -17.19 -0.79541078
-16.07 -15.75 1.73271032
-15.32 -15.13 0.72586169
-13.3 -13.34 2.08517367
-12 -12.7 0.73423384
-14.71 -15.25 -2.96315534
-14.44 -14.3 1.11777611
-14.39 -14.81 -0.59059862
-13.93 -14.11 0.80870121
-12.5 -13.55 0.65228799
-11.43 -12.71 0.96524507
-9.78 -11.09 1.84002198
-11.35 -11.75 -0.74335507
-12.69 -13.85 -2.40521062
-10.39 -11.81 2.33611599
-9.52 -11.21 0.67523716
-8.5 -11.44 -0.24937868
-6.41 -9.4 2.27162916
-6.62 -10.23 -0.91952142
-3.61 -8.9 1.46798098
-3.87 -9.35 -0.49058512
-3.11 -8.16 1.30574596
-1.22 -9.09 -1.01843432
-6.14 -12.71 -4.06862203
-4.6 -10.99 1.95233269
-4.82 -10.27 0.80735780
-5.29 -10.13 0.15233257
-3.94 -10.25 -0.13258729
-7.9 -12.04 -2.01503284
-9.13 -11.52 0.59212417
-12.38 -11.93 -0.46005886
-14.25 -12.43 -0.57948251
-13.33 -12.05 0.44258223
-14.88 -13.69 -1.89136895
-12.29 -12.35 1.54101824
-12.11 -12.85 -0.56280154
-11.01 -12.38 0.52964035
-9.24 -12.91 -0.60611410
-9.5 -12.84 0.07972666
-10.53 -12.79 0.05528321
-13.17 -13.36 -0.64497152
-13.14 -14.13 -0.89316754
-11.98 -13.85 0.31726046
12/20/2022 COLCAP 1,227.62 1,215.44 12.18 1.00%
12/21/2022 COLCAP 1,249.84 1,227.62 22.22 1.81%
12/22/2022 COLCAP 1,227.57 1,249.84 -22.27 -1.78%
12/23/2022 COLCAP 1,252.68 1,227.57 25.11 2.05%
12/26/2022 COLCAP 1,247.56 1,252.68 -5.12 -0.41%
12/27/2022 COLCAP 1,260.55 1,247.56 12.99 1.04%
12/28/2022 COLCAP 1,266.52 1,260.55 5.97 0.47%
12/29/2022 COLCAP 1,286.07 1,266.52 19.55 1.54%
1/2/2023 COLCAP 1,283.87 1,286.07 -2.2 -0.17%
1/3/2023 COLCAP 1,269.56 1,283.87 -14.31 -1.11%
1/4/2023 COLCAP 1,291.80 1,269.56 22.24 1.75%
1/5/2023 COLCAP 1,318.74 1,291.80 26.94 2.09%
1/6/2023 COLCAP 1,326.74 1,318.74 8 0.61%
1/10/2023 COLCAP 1,334.69 1,326.74 7.95 0.60%
1/11/2023 COLCAP 1,342.91 1,334.69 8.22 0.62%
1/12/2023 COLCAP 1,336.65 1,342.91 -6.26 -0.47%
1/13/2023 COLCAP 1,337.44 1,336.65 0.79 0.06%
1/16/2023 COLCAP 1,335.15 1,337.44 -2.29 -0.17%
1/17/2023 COLCAP 1,333.86 1,335.15 -1.29 -0.10%
1/18/2023 COLCAP 1,337.89 1,333.86 4.03 0.30%
1/19/2023 COLCAP 1,332.50 1,337.89 -5.39 -0.40%
1/20/2023 COLCAP 1,337.40 1,332.50 4.9 0.37%
1/23/2023 COLCAP 1,331.77 1,337.40 -5.63 -0.42%
1/24/2023 COLCAP 1,310.50 1,331.77 -21.27 -1.60%
1/25/2023 COLCAP 1,301.28 1,310.50 -9.22 -0.70%
1/26/2023 COLCAP 1,301.90 1,301.28 0.62 0.05%
1/27/2023 COLCAP 1,285.89 1,301.90 -16.01 -1.23%
1/30/2023 COLCAP 1,280.22 1,285.89 -5.67 -0.44%
1/31/2023 COLCAP 1,290.11 1,280.22 9.89 0.77%
2/1/2023 COLCAP 1,268.48 1,290.11 -21.63 -1.68%
2/2/2023 COLCAP 1,260.10 1,268.48 -8.38 -0.66%
2/3/2023 COLCAP 1,263.25 1,260.10 3.15 0.25%
2/6/2023 COLCAP 1,268.49 1,263.25 5.24 0.41%
2/7/2023 COLCAP 1,270.09 1,268.49 1.6 0.13%
2/8/2023 COLCAP 1,264.10 1,270.09 -5.99 -0.47%
2/9/2023 COLCAP 1,245.63 1,264.10 -18.47 -1.46%
2/10/2023 COLCAP 1,245.65 1,245.63 0.02 0.00%
2/13/2023 COLCAP 1,240.18 1,245.65 -5.47 -0.44%
2/14/2023 COLCAP 1,222.74 1,240.18 -17.44 -1.41%
2/15/2023 COLCAP 1,219.44 1,222.74 -3.3 -0.27%
2/16/2023 COLCAP 1,226.34 1,219.44 6.9 0.57%
2/17/2023 COLCAP 1,209.86 1,226.34 -16.48 -1.34%
2/20/2023 COLCAP 1,210.92 1,209.86 1.06 0.09%
2/21/2023 COLCAP 1,198.14 1,210.92 -12.78 -1.06%
2/22/2023 COLCAP 1,187.55 1,198.14 -10.59 -0.88%
2/23/2023 COLCAP 1,192.24 1,187.55 4.69 0.39%
2/24/2023 COLCAP 1,193.54 1,192.24 1.3 0.11%
2/27/2023 COLCAP 1,206.22 1,193.54 12.68 1.06%
2/28/2023 COLCAP 1,187.56 1,206.22 -18.66 -1.55%
3/1/2023 COLCAP 1,198.89 1,187.56 11.33 0.95%
3/2/2023 COLCAP 1,189.09 1,198.89 -9.8 -0.82%
3/3/2023 COLCAP 1,214.55 1,189.09 25.46 2.14%
3/6/2023 COLCAP 1,235.67 1,214.55 21.12 1.74%
3/7/2023 COLCAP 1,236.75 1,235.67 1.08 0.09%
-10.96 -12.99 0.99711844
-10.37 -11.41 1.79382075
-12.03 -12.99 -1.79789376
-10.62 -11.21 2.02486507
-11.18 -11.58 -0.40956125
-10.48 -10.66 1.03584900
-10.54 -10.23 0.47248482
-8.85 -8.85 1.53180748
-9.27 -0.17 -0.17121026
-10.83 -1.28 -1.12085703
-7.88 0.44 1.73662109
-4.55 2.54 2.06401407
-4.83 3.16 0.60480702
-6.17 3.78 0.59742497
-7.43 4.41 0.61398460
-8.86 3.93 -0.46724174
-6.59 3.99 0.05908552
-12.28 3.81 -0.17136939
-15.85 3.71 -0.09666506
-15.47 4.02 0.30167516
-13.89 3.61 -0.40368690
-12.21 3.99 0.36705536
-12.5 3.55 -0.42185461
-14.2 1.89 -1.61001408
-14.51 1.18 -0.70603483
-14.38 1.23 0.04763405
-15.94 -0.01 -1.23736503
-16.7 -0.45 -0.44191474
-16.11 0.31 0.76955479
-17.06 -1.36 -1.69081528
-16.89 -2.01 -0.66282504
-17.02 -1.77 0.24966823
-17.28 -1.36 0.41394515
-16.64 -1.24 0.12605474
-16.21 -1.7 -0.47273576
-15.56 -3.14 -1.47189805
-16.55 -3.14 0.00160560
-16.24 -3.56 -0.44009517
-17.78 -4.92 -1.41622883
-18.84 -5.18 -0.27025051
-18.4 -4.64 0.56423867
-19.01 -5.92 -1.35294733
-19 -5.84 0.08757508
-19.72 -6.83 -1.06100470
-21.36 -7.66 -0.88779930
-21.02 -7.29 0.39415294
-21.28 -7.19 0.10897904
-21.04 -6.2 1.05678218
-22.81 -7.65 -1.55907209
-21.65 -6.77 0.94953468
-22.5 -7.54 -0.82078200
-21.24 -5.56 2.11853291
-19.67 -3.91 1.72396953
-19.44 -3.83 0.08736380
 3/8/2023 COLCAP 1,241.44 1,236.75 4.69 0.38%
3/9/2023 COLCAP 1,210.68 1,241.44 -30.76 -2.48%
3/10/2023 COLCAP 1,187.27 1,210.68 -23.41 -1.93%
3/13/2023 COLCAP 1,154.07 1,187.27 -33.2 -2.80%
3/14/2023 COLCAP 1,156.17 1,154.07 2.1 0.18%
3/15/2023 COLCAP 1,111.75 1,156.17 -44.42 -3.84%
3/16/2023 COLCAP 1,118.43 1,111.75 6.68 0.60%
3/17/2023 COLCAP 1,110.39 1,118.43 -8.04 -0.72%
3/21/2023 COLCAP 1,129.63 1,110.39 19.24 1.73%
3/22/2023 COLCAP 1,121.24 1,129.63 -8.39 -0.74%
3/23/2023 COLCAP 1,096.92 1,121.24 -24.32 -2.17%
3/24/2023 COLCAP 1,106.24 1,096.92 9.32 0.85%
3/27/2023 COLCAP 1,118.20 1,106.24 11.96 1.08%
3/28/2023 COLCAP 1,117.41 1,118.20 -0.79 -0.07%
3/29/2023 COLCAP 1,119.62 1,117.41 2.21 0.20%
3/30/2023 COLCAP 1,146.36 1,119.62 26.74 2.39%
3/31/2023 COLCAP 1,157.59 1,146.36 11.23 0.98%
-19.25 -3.47 0.37850250
-21.55 -5.86 -2.50898109
-23.32 -7.68 -1.95256313
-23.96 -10.26 -2.83617291
-24.04 -10.1 0.18179934
-27.24 -13.55 -3.91774679
-27.51 -13.03 0.59905658
-27.88 -13.66 -0.72146112
-27.39 -12.16 1.71788405
-29.36 -12.81 -0.74549297
-31.16 -14.7 -2.19289633
-31.15 -13.98 0.84606253
-30.05 -13.05 1.07533719
-30.12 -13.11 -0.07067423
-30.08 -12.94 0.19758347
-29.06 -10.86 2.36023631
-28.84 -9.99 0.97485526
Nemotecnico fecha Cantidad Volumen Precio Cierre Precio Mayor
CELSIA 10/3/2022 165,595.00 466,229,032.00 2,812.00 2,828.00
CELSIA 10/4/2022 208,451.00 596,274,446.00 2,897.00 2,900.00
CELSIA 10/5/2022 79,180.00 229,721,503.00 2,945.00 2,945.00
CELSIA 10/6/2022 18,047.00 53,280,285.00 2,955.00 2,955.00
CELSIA 10/7/2022 41,383.00 122,686,188.00 2,965.00 2,965.00
CELSIA 10/10/2022 24,792.00 73,442,599.00 2,954.00 2,965.00
CELSIA 10/11/2022 28,493.00 84,286,955.00 2,901.00 2,958.00
CELSIA 10/12/2022 107,967.00 319,987,705.00 2,980.00 2,985.00
CELSIA 10/13/2022 59,009.00 173,704,203.00 2,917.00 2,950.00
CELSIA 10/14/2022 61,774.00 179,954,042.00 2,902.00 2,930.00
CELSIA 10/18/2022 160,783.00 466,236,027.00 2,900.00 2,904.00
CELSIA 10/19/2022 137,140.00 393,732,951.00 2,852.00 2,900.00
CELSIA 10/20/2022 65,223.00 180,739,147.00 2,700.00 2,900.00
CELSIA 10/21/2022 314,620.00 880,887,525.00 2,787.00 2,900.00
CELSIA 10/24/2022 72,055.00 197,843,154.00 2,711.00 2,800.00
CELSIA 10/25/2022 75,808.00 206,385,770.00 2,720.00 2,749.00
CELSIA 10/26/2022 135,879.00 371,382,260.00 2,702.00 2,800.00
CELSIA 10/27/2022 86,563.00 237,261,373.00 2,750.00 2,750.00
CELSIA 10/28/2022 146,481.00 406,428,003.00 2,750.00 2,819.00
CELSIA 10/31/2022 234,979.00 653,872,121.00 2,775.00 2,800.00
CELSIA 11/1/2022 303,928.00 871,747,724.00 2,868.00 2,899.00
CELSIA 11/2/2022 119,112.00 344,070,928.00 2,877.00 2,899.00
CELSIA 11/3/2022 84,393.00 245,054,364.00 2,900.00 2,935.00
CELSIA 11/4/2022 60,489.00 176,981,797.00 2,900.00 2,989.00
CELSIA 11/8/2022 96,623.00 278,068,254.00 2,850.00 2,944.00
CELSIA 11/9/2022 145,186.00 413,134,170.00 2,834.00 2,860.00
CELSIA 11/10/2022 52,208.00 152,267,318.00 2,949.00 2,995.00
CELSIA 11/11/2022 50,946.00 149,703,128.00 2,880.00 2,994.00
CELSIA 11/15/2022 164,112.00 487,712,419.00 3,100.00 3,100.00
CELSIA 11/16/2022 154,654.00 479,575,593.00 3,050.00 3,190.00
CELSIA 11/17/2022 69,732.00 214,289,758.00 3,049.00 3,100.00
CELSIA 11/18/2022 76,552.00 234,138,058.00 3,050.00 3,065.00
CELSIA 11/21/2022 105,861.00 317,529,461.00 3,035.00 3,050.00
CELSIA 11/22/2022 18,358.00 55,046,927.00 3,048.00 3,048.00
CELSIA 11/23/2022 126,829.00 386,058,539.00 3,000.00 3,051.00
CELSIA 11/24/2022 27,314.00 82,933,730.00 3,040.00 3,075.00
CELSIA 11/25/2022 47,745.00 145,069,793.00 3,040.00 3,040.00
CELSIA 11/28/2022 119,534.00 364,113,268.00 3,001.00 3,077.00
CELSIA 11/29/2022 86,422.00 255,889,971.00 2,905.00 3,097.00
CELSIA 11/30/2022 120,509.00 358,947,024.00 2,925.00 3,084.00
CELSIA 12/1/2022 757,787.00 2,242,564,690.00 2,910.00 2,960.00
CELSIA 12/2/2022 545,534.00 1,625,117,774.00 2,921.00 3,000.00
CELSIA 12/5/2022 17,288.00 50,641,124.00 2,920.00 2,920.00
CELSIA 12/6/2022 9,462.00 27,492,366.00 2,853.00 2,853.00
CELSIA 12/7/2022 66,550.00 189,714,705.00 2,801.00 2,870.00
CELSIA 12/9/2022 44,940.00 130,126,286.00 2,810.00 2,984.00
CELSIA 12/12/2022 56,087.00 158,714,422.00 2,802.00 2,840.00
CELSIA 12/13/2022 57,374.00 162,434,799.00 2,808.00 2,850.00
CELSIA 12/14/2022 109,251.00 305,026,788.00 2,740.00 2,856.00
CELSIA 12/15/2022 135,211.00 369,734,960.00 2,691.00 2,820.00
CELSIA 12/16/2022 296,589.00 755,654,427.00 2,470.00 2,725.00
CELSIA 12/19/2022 208,841.00 532,666,313.00 2,540.00 2,600.00
Precio Medio Precio Menor Variacion% Variacion Absoluta Var x Ln
2,815.48 2,808.00 -0.04 - 1.00 .00
2,860.50 2,828.00 3.02 85.00 2.98
2,901.26 2,895.00 1.66 48.00 1.64
2,952.31 2,955.00 0.34 10.00 .34
2,964.65 2,962.00 0.34 10.00 .34
2,962.35 2,954.00 -0.37 - 11.00 -.37
2,958.16 2,901.00 -1.79 - 53.00 -1.81
2,963.75 2,950.00 2.72 79.00 2.69
2,943.69 2,917.00 -2.11 - 63.00 -2.14 Interpretación comportamiento de datos
2,913.10 2,901.00 -0.51 - 15.00 -.52 95% (confianza)= (promedio-(2*S), Promedio
2,899.78 2,860.00 -0.07 - 2.00 -.07
2,871.03 2,850.00 -1.66 - 48.00 -1.67
2,771.10 2,700.00 -5.33 - 152.00 -5.48
Interpretación. el 95% de la muestra o de lo
2,799.85 2,760.00 3.22 87.00 3.17 podría estar entre $2,257 y $3,198
2,745.72 2,690.00 -2.73 - 76.00 -2.76
2,722.48 2,715.00 0.33 9.00 .33
2,733.18 2,702.00 -0.66 - 18.00 -.66
2,740.91 2,706.00 1.78 48.00 1.76
2,774.61 2,700.00 0 - .00
2,782.68 2,760.00 0.91 25.00 .90
2,868.27 2,842.00 3.35 93.00 3.30
2,888.63 2,877.00 0.31 9.00 .31
2,903.73 2,877.00 0.8 23.00 .80
2,925.85 2,900.00 0 - .00
2,877.87 2,850.00 -1.72 - 50.00 -1.74
2,845.55 2,834.00 -0.56 - 16.00 -.56
2,916.55 2,851.00 4.06 115.00 3.98
2,938.47 2,880.00 -2.34 - 69.00 -2.37
2,971.83 2,850.00 7.64 220.00 7.36
3,100.96 3,050.00 -1.61 - 50.00 -1.63
3,073.05 3,017.00 -0.03 - 1.00 -.03
3,058.55 3,050.00 0.03 1.00 .03
2,999.49 2,990.00 -0.49 - 15.00 -.49
2,998.53 2,980.00 0.43 13.00 .43
3,043.93 3,000.00 -1.57 - 48.00 -1.59
3,036.31 3,030.00 1.33 40.00 1.32
3,038.43 3,038.00 0 - .00
3,046.11 3,001.00 -1.28 - 39.00 -1.29
2,960.94 2,905.00 -3.2 - 96.00 -3.25
2,978.59 2,925.00 0.69 20.00 .69
2,959.36 2,910.00 -0.51 - 15.00 -.51
2,978.95 2,920.00 0.38 11.00 .38
2,929.26 2,920.00 -0.03 - 1.00 -.03
2,905.56 2,853.00 -2.29 - 67.00 -2.32
2,850.71 2,801.00 -1.82 - 52.00 -1.84
2,895.56 2,810.00 0.32 9.00 .32
2,829.79 2,802.00 -0.28 - 8.00 -.29
2,831.16 2,808.00 0.21 6.00 .21
2,791.98 2,740.00 -2.42 - 68.00 -2.45
2,734.50 2,691.00 -1.79 - 49.00 -1.80
2,547.82 2,470.00 -8.21 - 221.00 -8.57
2,550.58 2,532.00 2.83 70.00 2.79
 El coeficiente de correlación, es una herramienta
Cifras de análisis en pesos estadística que presenta resultados entre -1 y +1.
MAXIMO 3,100.00 Cuando está cerca de -1, indica que la correlación
MINIMO 2,090.00 es inversa; cuando es cercano a 1, hay correlación
directa; cuando se acerca a 0, es indiferente. Los
Close price 2,900.00 resultados, entre más cercanos a 1 o -1 se
Desv. Estándar 235.044996415 encuentran, su nivel de correlación es más fuerte.
Promedio 2,727.93 La correlación fuerte, se considera desde -0.7 o 0.7
hasta -1 y 1, respectivamente
Rentabilidad máx y min 48.3253588517
Valor absoluto 1,010.00
Correlación 0.30 Interpretación comport
95% (confianza)= (prom
Promedio + (2*S)
Interpretación comportamiento de datos
95% (confianza)= (promedio-(2*S), Promedio + (2*S)

$ 2,257.84 $ 3,198.02
Interpretación. el 95% de la muestra o de los datos
podría estar entre $2,257 y $3,198

Ganancia potencial 2,962.97

Pérdida potencial 2,492.88

Beta 0.56693636289
Covarianza (Acción-Indice) 0.99642284739
Varianza Indice 1.75755677817
Cifras de análisis en Var Ln
MAXIMO 7.66
MINIMO -8.57
Last RR 1.42
Desv. Estándar 2.53
Promedio .03

Interpretación comportamiento de datos

95% (confianza)= (promedio-(2*S),
Promedio + (2*S)

-5.03 5.08
Interpretación. el 95% de la muestra o
de los datos podría estar entre -%5,03
y %5,08

Ganancia potencial 2.55

Pérdida potencial -2.50
CELSIA 12/20/2022 123,193.00 315,333,089.00 2,550.00 2,620.00
CELSIA 12/21/2022 127,011.00 334,220,723.00 2,630.00 2,650.00
CELSIA 12/22/2022 125,066.00 329,558,049.00 2,636.00 2,640.00
CELSIA 12/23/2022 28,569.00 76,139,403.00 2,670.00 2,670.00
CELSIA 12/26/2022 32,582.00 86,428,550.00 2,670.00 2,670.00
CELSIA 12/27/2022 51,275.00 140,311,675.00 2,769.00 2,769.00
CELSIA 12/28/2022 34,078.00 94,235,306.00 2,730.00 2,797.00
CELSIA 12/29/2022 100,665.00 279,812,458.00 2,780.00 2,790.00
CELSIA 1/2/2023 29,951.00 83,747,718.00 2,780.00 2,801.00
CELSIA 1/3/2023 28,911.00 80,826,205.00 2,799.00 2,799.00
CELSIA 1/4/2023 54,510.00 152,478,669.00 2,790.00 2,798.00
CELSIA 1/5/2023 48,694.00 136,190,585.00 2,781.00 2,800.00
CELSIA 1/6/2023 49,165.00 139,622,361.00 2,849.00 2,860.00
CELSIA 1/10/2023 74,236.00 213,788,695.00 2,900.00 2,919.00
CELSIA 1/11/2023 201,688.00 590,734,332.00 2,969.00 2,970.00
CELSIA 1/12/2023 68,923.00 205,376,402.00 2,988.00 2,990.00
CELSIA 1/13/2023 24,293.00 69,809,653.00 2,904.00 2,904.00
CELSIA 1/16/2023 20,970.00 60,929,503.00 2,882.00 2,882.00
CELSIA 1/17/2023 12,849.00 37,148,965.00 2,890.00 2,890.00
CELSIA 1/18/2023 75,943.00 222,147,384.00 2,900.00 2,995.00
CELSIA 1/19/2023 200,745.00 582,268,862.00 2,900.00 2,905.00
CELSIA 1/20/2023 81,818.00 238,350,587.00 2,902.00 2,930.00
CELSIA 1/23/2023 31,843.00 91,256,963.00 2,847.00 2,855.00
CELSIA 1/24/2023 112,065.00 312,671,869.00 2,768.00 2,842.00
CELSIA 1/25/2023 129,197.00 353,333,933.00 2,700.00 2,800.00
CELSIA 1/26/2023 111,128.00 296,534,144.00 2,615.00 2,690.00
CELSIA 1/27/2023 183,604.00 482,588,561.00 2,650.00 2,667.00
CELSIA 1/30/2023 173,551.00 454,039,158.00 2,612.00 2,630.00
CELSIA 1/31/2023 51,716.00 135,165,473.00 2,600.00 2,612.00
CELSIA 2/1/2023 58,870.00 150,897,899.00 2,535.00 2,600.00
CELSIA 2/2/2023 264,941.00 665,302,476.00 2,518.00 2,549.00
CELSIA 2/3/2023 113,719.00 285,675,925.00 2,502.00 2,530.00
CELSIA 2/6/2023 102,046.00 256,181,801.00 2,470.00 2,533.00
CELSIA 2/7/2023 85,978.00 215,058,952.00 2,494.00 2,523.00
CELSIA 2/8/2023 89,033.00 220,036,912.00 2,444.00 2,499.00
CELSIA 2/9/2023 72,617.00 175,970,479.00 2,380.00 2,450.00
CELSIA 2/10/2023 58,703.00 138,947,554.00 2,350.00 2,400.00
CELSIA 2/13/2023 136,557.00 314,314,152.00 2,276.00 2,355.00
CELSIA 2/14/2023 615,451.00 1,328,212,118.00 2,140.00 2,290.00
CELSIA 2/15/2023 300,065.00 627,229,139.00 2,090.00 2,160.00
CELSIA 2/16/2023 947,299.00 2,083,218,876.00 2,145.00 2,280.00
CELSIA 2/17/2023 166,842.00 358,117,440.00 2,168.00 2,168.00
CELSIA 2/20/2023 76,780.00 169,690,242.00 2,235.00 2,240.00
CELSIA 2/21/2023 428,165.00 934,940,715.00 2,119.00 2,220.00
CELSIA 2/22/2023 170,542.00 369,565,290.00 2,173.00 2,178.00
CELSIA 2/23/2023 432,065.00 956,524,643.00 2,227.00 2,244.00
CELSIA 2/24/2023 61,301.00 136,127,783.00 2,237.00 2,237.00
CELSIA 2/27/2023 777,792.00 1,881,798,837.00 2,415.00 2,550.00
CELSIA 2/28/2023 244,584.00 601,681,420.00 2,422.00 2,500.00
CELSIA 3/1/2023 112,978.00 282,058,673.00 2,550.00 2,560.00
CELSIA 3/2/2023 36,034.00 90,805,943.00 2,510.00 2,550.00
CELSIA 3/3/2023 614,219.00 1,610,974,579.00 2,629.00 2,721.00
CELSIA 3/6/2023 137,316.00 367,898,074.00 2,688.00 2,695.00
CELSIA 3/7/2023 189,079.00 510,627,270.00 2,680.00 2,712.00
2,559.67 2,542.00 0.39 10.00 .39
2,631.43 2,601.00 3.14 80.00 3.09
2,635.07 2,632.00 0.23 6.00 .23
2,665.11 2,656.00 1.29 34.00 1.28
2,652.65 2,640.00 0 - .00
2,736.45 2,700.00 3.71 99.00 3.64
2,765.28 2,701.00 -1.41 - 39.00 -1.42
2,779.64 2,779.00 1.83 50.00 1.81
2,796.16 2,780.00 0 - .00
2,795.69 2,782.00 0.68 19.00 .68
2,797.26 2,790.00 -0.32 - 9.00 -.32
2,796.87 2,781.00 -0.32 - 9.00 -.32
2,839.87 2,802.00 2.45 68.00 2.42
2,879.85 2,849.00 1.79 51.00 1.77
2,928.95 2,900.00 2.38 69.00 2.35
2,979.79 2,970.00 0.64 19.00 .64
2,873.65 2,815.00 -2.81 - 84.00 -2.85
2,905.56 2,882.00 -0.76 - 22.00 -.76
2,891.20 2,880.00 0.28 8.00 .28
2,925.19 2,891.00 0.35 10.00 .35
2,900.54 2,900.00 0 - .00
2,913.18 2,901.00 0.07 2.00 .07
2,865.84 2,847.00 -1.9 - 55.00 -1.91
2,790.09 2,760.00 -2.77 - 79.00 -2.81
2,734.85 2,700.00 -2.46 - 68.00 -2.49
2,668.40 2,615.00 -3.15 - 85.00 -3.20
2,628.42 2,602.00 1.34 35.00 1.33
2,616.17 2,612.00 -1.43 - 38.00 -1.44
2,613.61 2,600.00 -0.46 - 12.00 -.46
2,563.24 2,533.00 -2.5 - 65.00 -2.53
2,511.13 2,400.00 -0.67 - 17.00 -.67
2,512.12 2,502.00 -0.64 - 16.00 -.64
2,510.45 2,470.00 -1.28 - 32.00 -1.29
2,501.33 2,480.00 0.97 24.00 .97
2,471.41 2,444.00 -2 - 50.00 -2.03
2,423.27 2,380.00 -2.62 - 64.00 -2.65
2,366.96 2,350.00 -1.26 - 30.00 -1.27
2,301.71 2,152.00 -3.15 - 74.00 -3.20
2,158.11 2,053.00 -5.98 - 136.00 -6.16
2,090.31 2,055.00 -2.34 - 50.00 -2.36
2,199.11 2,127.00 2.63 55.00 2.60
2,146.45 2,120.00 1.07 23.00 1.07
2,210.08 2,200.00 3.09 67.00 3.04
2,183.60 2,119.00 -5.19 - 116.00 -5.33
2,167.00 2,161.00 2.55 54.00 2.52
2,213.84 2,181.00 2.49 54.00 2.45
2,220.65 2,201.00 0.45 10.00 .45
2,419.41 2,230.00 7.96 178.00 7.66
2,460.02 2,243.00 0.29 7.00 .29
2,496.58 2,301.00 5.28 128.00 5.15
2,520.01 2,500.00 -1.57 - 40.00 -1.58
2,622.80 2,599.00 4.74 119.00 4.63
2,679.21 2,630.00 2.24 59.00 2.22
2,700.60 2,675.00 -0.3 - 8.00 -.30
CELSIA 3/8/2023 186,258.00 488,931,250.00 2,600.00 2,661.00
CELSIA 3/9/2023 122,545.00 308,792,016.00 2,500.00 2,600.00
CELSIA 3/10/2023 98,067.00 240,980,382.00 2,450.00 2,500.00
CELSIA 3/13/2023 111,130.00 268,940,966.00 2,420.00 2,490.00
CELSIA 3/14/2023 82,310.00 207,616,851.00 2,555.00 2,555.00
CELSIA 3/15/2023 835,907.00 2,221,200,376.00 2,700.00 2,700.00
CELSIA 3/16/2023 2,808,407.00 7,931,691,673.00 2,870.00 2,910.00
CELSIA 3/17/2023 678,465.00 1,916,050,672.00 2,848.00 2,848.00
CELSIA 3/21/2023 69,033.00 191,605,644.00 2,800.00 2,820.00
CELSIA 3/22/2023 56,824.00 155,354,645.00 2,730.00 2,736.00
CELSIA 3/23/2023 40,386.00 110,558,141.00 2,790.00 2,790.00
CELSIA 3/24/2023 2,136,811.00 5,853,842,408.00 2,750.00 2,850.00
CELSIA 3/27/2023 246,634.00 686,425,723.00 2,800.00 2,840.00
CELSIA 3/28/2023 442,091.00 1,244,393,839.00 2,813.00 2,840.00
CELSIA 3/29/2023 142,922.00 403,839,955.00 2,850.00 2,850.00
CELSIA 3/30/2023 140,681.00 399,173,676.00 2,859.00 2,865.00
CELSIA 3/31/2023 162,355.00 466,563,313.00 2,900.00 2,900.00
2,625.02 2,600.00 -2.99 - 80.00 -3.03
2,519.83 2,500.00 -3.85 - 100.00 -3.92
2,457.30 2,450.00 -2 - 50.00 -2.02
2,420.06 2,400.00 -1.22 - 30.00 -1.23
2,522.38 2,480.00 5.58 135.00 5.43
2,657.23 2,540.00 5.68 145.00 5.52
2,824.27 2,700.00 6.3 170.00 6.11
2,824.10 2,770.00 -0.77 - 22.00 -.77
2,775.57 2,751.00 -1.69 - 48.00 -1.70
2,733.96 2,730.00 -2.5 - 70.00 -2.53
2,737.54 2,700.00 2.2 60.00 2.17
2,739.52 2,710.00 -1.43 - 40.00 -1.44
2,783.18 2,700.00 1.82 50.00 1.80
2,814.79 2,813.00 0.46 13.00 .46
2,825.60 2,751.00 1.32 37.00 1.31
2,837.44 2,811.00 0.32 9.00 .32
2,873.72 2,752.00 1.43 41.00 1.42
Nemotecnico fecha Cantidad Volumen Precio Cierre Precio Mayor
ETB 10/3/2022 13,798.00 1,939,910.60 144
ETB 10/4/2022 1,236.00 164,984.00 144
ETB 10/5/2022 44,171.00 6,108,838.00 144
ETB 10/6/2022 175,239.00 25,168,266.00 144 144
ETB 10/7/2022 2,476.00 352,851.70 144
ETB 10/10/2022 15,812.00 2,121,219.00 144
ETB 10/11/2022 1,341.00 187,536.00 144
ETB 10/12/2022 743 103,562.00 144
ETB 10/13/2022 11,662.00 1,560,581.00 144
ETB 10/14/2022 3,322.00 431,860.00 144
ETB 10/18/2022 731,303.00 90,407,926.50 123.1 123.1
ETB 10/19/2022 438,100.00 53,932,582.80 123.1 123.1
ETB 10/20/2022 15,901.00 1,962,216.40 123.1
ETB 10/21/2022 143,783.00 17,760,343.00 123.6 123.6
ETB 10/24/2022 224,932.00 24,926,709.20 118 118
ETB 10/25/2022 96,474.00 11,437,437.10 118
ETB 10/26/2022 14,900.00 1,581,444.00 118
ETB 10/27/2022 13,455.00 1,448,233.00 118
ETB 10/28/2022 40,728.00 4,566,270.00 118
ETB 10/31/2022 27,232.00 3,046,203.50 118
ETB 11/1/2022 56,278.00 6,418,598.00 118
ETB 11/2/2022 64,617.00 7,484,363.00 118
ETB 11/3/2022 1,515.00 165,086.00 118
ETB 11/4/2022 97,073.00 10,201,930.30 105 105
ETB 11/8/2022 300,252.00 30,589,320.40 101.5 101.5
ETB 11/9/2022 357,224.00 36,346,751.60 102 102
ETB 11/10/2022 296,488.00 31,471,527.80 108.9 108.9
ETB 11/11/2022 25,820.00 2,713,560.00 108.9
ETB 11/15/2022 38,720.00 4,238,005.30 108.9
ETB 11/16/2022 10,000.00 1,060,000.00 108.9
ETB 11/17/2022 5,302.00 572,611.00 108.9
ETB 11/18/2022 316 34,128.00 108.9
ETB 11/21/2022 674,925.00 74,921,733.00 111 111
ETB 11/22/2022 177,219.00 21,263,448.00 124 124
ETB 11/23/2022 69,680.00 8,019,944.00 124
ETB 11/24/2022 12,953.00 1,462,736.00 124
ETB 11/25/2022 1,017,236.00 112,590,947.20 110.3 110.3
ETB 11/28/2022 7,355.00 823,760.00 110.3
ETB 11/29/2022 15,174.00 1,690,954.00 110.3
ETB 11/30/2022 251,634.00 29,719,036.00 120 120
ETB 12/1/2022 339,949.00 40,779,580.00 120 120
ETB 12/2/2022 237,489.00 28,638,330.00 120 120
ETB 12/5/2022 276,962.00 32,907,695.00 120 120
ETB 12/6/2022 98,573.00 11,823,042.00 120
ETB 12/7/2022 36,925.00 4,403,140.00 120
ETB 12/9/2022 4,573.00 545,280.00 120
ETB 12/12/2022 12,594.00 1,509,374.00 120
ETB 12/13/2022 191,236.00 21,422,140.00 112 112
ETB 12/14/2022 18,100.00 2,135,990.00 112
ETB 12/15/2022 8,700.00 992,496.00 112
ETB 12/16/2022 21,451.00 2,457,838.00 112
ETB 12/19/2022 15,141.00 1,595,260.30 112
Precio Medio Precio Menor Variacion% Variacion Absoluta Var x Ln
140.59 .00
133.48 .00
138.3 .00
143.62 144 0 .00
142.51 .00
134.15 .00
139.85 .00
139.38 .00
133.82 .00 Interpretación comportamiento de datos
130 .00 95% (confianza)= (promedio-(2*S), Promedio
123.63 123 -14.51 -20.9 -15.68
123.11 123.1 0 .00
123.4 .00
123.52 123.6 0.41 0.5 .41
110.82 101 -4.53 -5.6 -4.64
118.55 .00
106.14 .00
107.64 .00
112.12 .00
111.86 .00
114.05 .00
115.83 .00
108.97 .00
105.1 105 -11.02 -13 -11.67
101.88 101.5 -3.33 -3.5 -3.39
101.75 101 0.49 0.5 .49
106.15 108.9 6.76 6.9 6.55
105.1 .00
109.45 .00
106 .00
108 .00
108 .00
111.01 111 1.93 2.1 1.91
119.98 124 11.71 13 11.08
115.1 .00
112.93 .00
110.68 110.3 -11.05 -13.7 -11.71
112 .00
111.44 .00
118.1 120 8.79 9.7 8.43
119.96 120 0 .00
120.59 120 0 .00
118.82 120 0 .00
119.94 .00
119.25 .00
119.24 .00
119.85 .00
112.02 112 -6.67 -8 -6.90
118.01 .00
114.08 .00
114.58 .00
105.36 .00
 El coeficiente de correlación, es una
Cifras de análisis en pesos herramienta estadística que presenta
MAXIMO 144.00 resultados entre -1 y +1. Cuando está cerca
MINIMO 101.50 de -1, indica que la correlación es inversa;
cuando es cercano a 1, hay correlación
Close price 114.00 directa; cuando se acerca a 0, es indiferente.
Desv. Estándar 9.0901076622 Los resultados, entre más cercanos a 1 o -1 se
Promedio 118.28 encuentran, su nivel de correlación es más
fuerte.
Rentabilidad máx y min 41.8719211823 La correlación fuerte, se considera desde -0.7
Valor absoluto 42.50 o 0.7 hasta -1 y 1, respectivamente
Correlación -0.01 Interpretación compo
datos
Interpretación comportamiento de datos 95% (confianza)= (pro
95% (confianza)= (promedio-(2*S), Promedio + (2*S) Promedio + (2*S)

$ 100.10 $ 136.46
Interpretación. el 95% de la muestra o de los datos Interpretación. el 95%
podría estar entre $100,10 y $136,46 o de los datos podría
6,08 y % 5,70

Ganancia potencial 127.37

Pérdida potencial 109.19

Beta -0.0268105238
Covarianza (Acción-Indice) -0.0471210179
Varianza Indice 1.75755677817
Cifras de análisis en Var Ln
MAXIMO 11.08
MINIMO -15.68
Last RR .00
Desv. Estándar 2.95
Promedio -.19

Interpretación comportamiento de
datos
95% (confianza)= (promedio-(2*S),
Promedio + (2*S)

-6.08 5.70
Interpretación. el 95% de la muestra
o de los datos podría estar entre -%
6,08 y % 5,70

Ganancia potencial 2.76

Pérdida potencial -3.14
ETB 12/20/2022 1,787.00 200,934.00 112
ETB 12/21/2022 323,622.00 35,227,135.80 108.9 108.9
ETB 12/22/2022 57,190.00 6,176,520.00 108.9
ETB 12/23/2022 147,271.00 15,905,268.00 108 108
ETB 12/26/2022 6,183.00 669,227.70 108
ETB 12/27/2022 14,006.00 1,440,264.00 108
ETB 12/28/2022 3,038.00 322,028.00 108
ETB 12/29/2022 55,000.00 6,583,500.00 108
ETB 1/2/2023 108
ETB 1/3/2023 5,800.00 626,400.00 108
ETB 1/4/2023 4,863.00 534,484.00 108
ETB 1/5/2023 56,615.00 6,120,636.10 108
ETB 1/6/2023 8,424.00 900,271.00 108
ETB 1/10/2023 1,298.00 137,588.00 108
ETB 1/11/2023 167,400.00 19,902,588.30 119 119
ETB 1/12/2023 56,793.00 6,253,082.00 119
ETB 1/13/2023 68,518.00 8,125,495.20 119
ETB 1/16/2023 30,255.00 3,552,572.70 119
ETB 1/17/2023 7,187.00 805,806.50 119
ETB 1/18/2023 6,846.00 773,317.30 119
ETB 1/19/2023 28,342.00 3,346,134.20 119
ETB 1/20/2023 3,602.00 391,239.00 119
ETB 1/23/2023 4,159.00 468,416.00 119
ETB 1/24/2023 12,485.00 1,390,732.90 119
ETB 1/25/2023 36,045.00 4,032,146.90 119
ETB 1/26/2023 124,820.00 14,827,569.80 119
ETB 1/27/2023 36,716.00 4,051,845.00 119
ETB 1/30/2023 99,240.00 11,360,532.00 119
ETB 1/31/2023 83,145.00 8,979,660.00 119
ETB 2/1/2023 4,004.00 439,981.40 119
ETB 2/2/2023 74,796.00 8,069,065.10 119
ETB 2/3/2023 1,376.00 163,331.20 119
ETB 2/6/2023 2,000.00 232,000.00 119
ETB 2/7/2023 7,751.00 863,846.30 119
ETB 2/8/2023 4,889.00 539,782.10 119
ETB 2/9/2023 119
ETB 2/10/2023 119
ETB 2/13/2023 31,089.00 3,418,606.00 119
ETB 2/14/2023 277 30,470.00 119
ETB 2/15/2023 320 35,200.00 119
ETB 2/16/2023 119
ETB 2/17/2023 55,147.00 5,906,243.70 119
ETB 2/20/2023 119
ETB 2/21/2023 1,930.00 206,703.00 119
ETB 2/22/2023 119
ETB 2/23/2023 727 77,861.70 119
ETB 2/24/2023 901 96,497.10 119
ETB 2/27/2023 399 42,732.90 119
ETB 2/28/2023 10,355.00 1,109,020.50 119
ETB 3/1/2023 1,560.00 167,076.00 119
ETB 3/2/2023 1,888.00 202,168.20 119
ETB 3/3/2023 5,777.00 618,716.70 119
ETB 3/6/2023 14,704.00 1,574,798.40 119
ETB 3/7/2023 433,507.00 47,321,464.60 111.1 111.1
112.44 .00
108.85 108.9 -2.77 -3.1 -2.81
108 .00
108 108 -0.83 -0.9 -.83
108.24 .00
102.83 .00
106 .00
119.7 .00
.00
108 .00
109.91 .00
108.11 .00
106.87 .00
106 .00
118.89 119 10.19 11 9.70
110.1 .00
118.59 .00
117.42 .00
112.12 .00
112.96 .00
118.06 .00
108.62 .00
112.63 .00
111.39 .00
111.86 .00
118.79 .00
110.36 .00
114.48 .00
108 .00
109.89 .00
107.88 .00
118.7 .00
116 .00
111.45 .00
110.41 .00
.00
.00
109.96 .00
110 .00
110 .00
.00
107.1 .00
.00
107.1 .00
.00
107.1 .00
107.1 .00
107.1 .00
107.1 .00
107.1 .00
107.08 .00
107.1 .00
107.1 .00
109.16 107.1 -6.64 -7.9 -6.87
ETB 3/8/2023 80,342.00 9,594,373.00 120 120
ETB 3/9/2023 200 23,980.00 120
ETB 3/10/2023 347 39,905.00 120
ETB 3/13/2023 2,715.00 313,015.00 120
ETB 3/14/2023 12,882.00 1,393,636.00 120
ETB 3/15/2023 296,424.00 32,232,880.00 116 116
ETB 3/16/2023 130 15,340.00 116
ETB 3/17/2023 7,710.00 814,386.30 116
ETB 3/21/2023 2,527.00 277,971.60 116
ETB 3/22/2023 4,814.00 520,897.20 116
ETB 3/23/2023 116
ETB 3/24/2023 17,131.00 1,794,804.40 116
ETB 3/27/2023 27,729.00 2,910,860.60 116
ETB 3/28/2023 34,284.00 3,885,775.40 116
ETB 3/29/2023 28,610.00 2,997,334.00 116
ETB 3/30/2023 512,348.00 58,261,520.30 114 114
ETB 3/31/2023 11,670.00 1,230,932.00 114
119.42 120 8.01 8.9 7.71
119.9 .00
115 .00
115.29 .00
108.18 .00
108.74 106 -3.33 -4 -3.39
118 .00
105.63 .00
110 .00
108.2 .00
.00
104.77 .00
104.98 .00
113.34 .00
104.77 .00
113.71 114 -1.72 -2 -1.74
105.48 .00
Nemotecnico fecha Cantidad Volumen Precio Cierre Precio Mayor
TERPEL 10/3/2022 23,398.00 185,483,675.00 8,010.00 8,070.00
TERPEL 10/4/2022 24,249.00 195,629,475.00 8,180.00 8,180.00
TERPEL 10/5/2022 15,144.00 123,667,865.00 8,200.00 8,200.00
TERPEL 10/6/2022 11,829.00 96,765,720.00 8,190.00 8,190.00
TERPEL 10/7/2022 21,176.00 172,868,030.00 8,100.00 8,200.00
TERPEL 10/10/2022 8,535.00 68,458,800.00 8,185.00 8,185.00
TERPEL 10/11/2022 9,510.00 76,942,500.00 8,150.00 8,185.00
TERPEL 10/12/2022 2,281.00 18,188,735.00 8,150.00
TERPEL 10/13/2022 38,429.00 309,628,745.00 8,185.00 8,185.00
TERPEL 10/14/2022 14,028.00 111,523,900.00 7,780.00 8,000.00
TERPEL 10/18/2022 8,573.00 68,346,995.00 8,140.00 8,140.00
TERPEL 10/19/2022 7,826.00 63,452,720.00 8,180.00 8,180.00
TERPEL 10/20/2022 8,538.00 68,352,960.00 8,180.00 8,180.00
TERPEL 10/21/2022 1,794.00 14,444,705.00 8,180.00
TERPEL 10/24/2022 14,389.00 114,427,865.00 8,080.00 8,080.00
TERPEL 10/25/2022 2,523.00 19,974,800.00 8,080.00
TERPEL 10/26/2022 23,587.00 184,236,400.00 7,805.00 8,030.00
TERPEL 10/27/2022 4,374.00 34,425,685.00 7,860.00 7,860.00
TERPEL 10/28/2022 7,926.00 62,793,665.00 8,010.00 8,010.00
TERPEL 10/31/2022 12,628.00 100,568,195.00 8,030.00 8,030.00
TERPEL 11/1/2022 25,448.00 207,340,735.00 8,150.00 8,170.00
TERPEL 11/2/2022 8,379.00 68,182,135.00 8,170.00 8,170.00
TERPEL 11/3/2022 9,641.00 78,167,070.00 8,170.00 8,170.00
TERPEL 11/4/2022 18,749.00 152,348,850.00 8,160.00 8,170.00
TERPEL 11/8/2022 29,289.00 234,336,310.00 8,155.00 8,155.00
TERPEL 11/9/2022 23,211.00 187,503,965.00 8,000.00 8,160.00
TERPEL 11/10/2022 18,512.00 150,257,150.00 8,185.00 8,185.00
TERPEL 11/11/2022 28,769.00 234,470,635.00 8,185.00 8,185.00
TERPEL 11/15/2022 33,230.00 269,743,685.00 8,185.00 8,185.00
TERPEL 11/16/2022 10,362.00 83,637,400.00 8,100.00 8,180.00
TERPEL 11/17/2022 46,000.00 366,537,345.00 8,095.00 8,095.00
TERPEL 11/18/2022 2,665.00 21,223,120.00 7,960.00 7,960.00
TERPEL 11/21/2022 21,106.00 167,796,155.00 8,000.00 8,000.00
TERPEL 11/22/2022 23,016.00 184,145,680.00 8,000.00 8,050.00
TERPEL 11/23/2022 1,415.00 11,270,220.00 8,000.00
TERPEL 11/24/2022 2,416.00 19,307,055.00 8,000.00 8,000.00
TERPEL 11/25/2022 11,813.00 93,528,340.00 7,900.00 7,925.00
TERPEL 11/28/2022 10,205.00 80,732,355.00 7,910.00 7,910.00
TERPEL 11/29/2022 7,620.00 60,610,230.00 7,960.00 7,960.00
TERPEL 11/30/2022 33,832.00 274,067,100.00 8,140.00 8,140.00
TERPEL 12/1/2022 46,067.00 374,889,120.00 8,140.00 8,140.00
TERPEL 12/2/2022 1,500.00 12,185,560.00 8,140.00
TERPEL 12/5/2022 23,084.00 182,466,025.00 7,900.00 7,925.00
TERPEL 12/6/2022 4,542.00 35,441,650.00 7,780.00 7,780.00
TERPEL 12/7/2022 7,124.00 55,678,080.00 7,750.00 7,750.00
TERPEL 12/9/2022 8,098.00 62,826,485.00 7,750.00 7,750.00
TERPEL 12/12/2022 971 7,655,055.00 7,750.00
TERPEL 12/13/2022 19,900.00 152,108,160.00 7,600.00 7,730.00
TERPEL 12/14/2022 5,003.00 39,489,310.00 7,905.00 7,905.00
TERPEL 12/15/2022 3,761.00 29,646,235.00 7,905.00
TERPEL 12/16/2022 3,673.00 28,396,795.00 7,700.00 7,700.00
TERPEL 12/19/2022 3,863.00 30,366,475.00 7,900.00 7,900.00
Precio Medio Precio Menor Variacion% Variacion Absoluta Var x Ln
7,927.33 7,760.00 -1.05 -85.00 .00
8,067.53 8,010.00 2.12 170.00 2.10
8,166.13 8,100.00 0.24 20.00 .24
8,180.38 8,190.00 -0.12 -10.00 -.12
8,163.39 7,820.00 -1.10 -90.00 -1.10
8,020.95 7,830.00 1.05 85.00 1.04
8,090.69 8,000.00 -0.43 -35.00 -.43
7,974.02 .00
8,057.16 7,970.00 0.43 35.00 .43 Interpretación comportamiento de datos
7,950.09 7,780.00 -4.95 -405.00 -5.07 95% (confianza)= (promedio-(2*S), Promedio
7,972.35 8,140.00 4.63 360.00 4.52
8,107.94 8,060.00 0.49 40.00 .49
8,005.73 7,910.00 0.00 0.00 .00
8,051.68 .00
7,952.45 7,815.00 -1.22 -100.00 -1.23
7,917.08 .00
7,810.93 7,720.00 -3.40 -275.00 -3.46
7,870.53 7,860.00 0.70 55.00 .70
7,922.49 7,865.00 1.91 150.00 1.89
7,963.91 7,900.00 0.25 20.00 .25
8,147.62 8,100.00 1.49 120.00 1.48
8,137.26 8,170.00 0.25 20.00 .25
8,107.78 8,040.00 0.00 0.00 .00
8,125.71 8,100.00 -0.12 -10.00 -.12
8,000.83 7,915.00 -0.06 -5.00 -.06
8,078.24 8,000.00 -1.90 -155.00 -1.92
8,116.74 8,050.00 2.31 185.00 2.29
8,150.11 8,100.00 0.00 0.00 .00
8,117.47 8,075.00 0.00 0.00 .00
8,071.55 8,000.00 -1.04 -85.00 -1.04
7,968.20 7,940.00 -0.06 -5.00 -.06
7,963.65 7,960.00 -1.67 -135.00 -1.68
7,950.16 7,940.00 0.50 40.00 .50
8,000.77 8,000.00 0.00 0.00 .00
7,964.82 .00
7,991.33 8,000.00 0.00 .00
7,917.41 7,900.00 -1.25 -100.00 -1.26
7,911.06 7,910.00 0.13 10.00 .13
7,954.10 7,910.00 0.63 50.00 .63
8,100.82 7,910.00 2.26 180.00 2.24
8,137.91 8,140.00 0.00 .00
8,123.71 .00
7,904.44 7,900.00 -2.95 -240.00 -2.99
7,803.09 7,705.00 -1.52 -120.00 -1.53
7,815.56 7,750.00 -0.39 -30.00 -.39
7,758.27 7,750.00 0.00 .00
7,883.68 .00
7,643.63 7,600.00 -1.94 -150.00 -1.95
7,893.13 7,900.00 4.01 305.00 3.93
7,882.54 .00
7,731.23 7,700.00 -2.59 -205.00 -2.63
7,860.85 7,800.00 2.60 200.00 2.56
 El coeficiente de correlación, es una
Cifras de análisis en pesos herramienta estadística que presenta
MAXIMO 8,490.00 resultados entre -1 y +1. Cuando está cerca de
MINIMO 7,600.00 -1, indica que la correlación es inversa;
cuando es cercano a 1, hay correlación
Close price 7,650.00 directa; cuando se acerca a 0, es indiferente.
Desv. Estándar 183.81998645 Los resultados, entre más cercanos a 1 o -1 se
Promedio 8,051.18 encuentran, su nivel de correlación es más
fuerte.
Rentabilidad máx y min 11.710526316 La correlación fuerte, se considera desde -0.7
Valor absoluto 890.00 o 0.7 hasta -1 y 1, respectivamente
Correlación 0.10 Interpretación compor
Interpretación comportamiento de datos datos
95% (confianza)= (promedio-(2*S), Promedio + (2*S) 95% (confianza)= (prom
Promedio + (2*S)

$ 7,683.54 $ 8,418.82
Interpretación. el 95% de la muestra o de los Interpretación. el 95%
datos podría estar entre $7,683 y $8,418 de los datos podría est
%7,83

Ganancia potencial 8,235.00

Pérdida potencial 7,867.36

Beta 0.1370119742
Covarianza (Acción-Indice) 0.2408063239
Varianza Indice 1.7575567782
Cifras de análisis en Var Ln
MAXIMO 7.35
MINIMO -9.47
Last RR -.39
Desv. Estándar 1.90
Promedio -.04

Interpretación comportamiento de
datos
95% (confianza)= (promedio-(2*S),
Promedio + (2*S)

-3.84 3.77
Interpretación. el 95% de la muestra o
de los datos podría estar entre -%8,48 y
%7,83

Ganancia potencial 1.87

Pérdida potencial -1.94
TERPEL 12/20/2022 1,811.00 14,276,805.00 7,850.00 7,850.00
TERPEL 12/21/2022 5,581.00 44,601,700.00 8,000.00 8,000.00
TERPEL 12/22/2022 22,526.00 179,562,620.00 8,000.00 8,000.00
TERPEL 12/23/2022 796 6,398,940.00 8,000.00
TERPEL 12/26/2022 3,600.00 28,956,985.00 8,040.00 8,040.00
TERPEL 12/27/2022 6,879.00 54,531,125.00 7,900.00 7,900.00
TERPEL 12/28/2022 2,905.00 22,761,585.00 7,900.00
TERPEL 12/29/2022 6,352.00 50,946,485.00 8,030.00 8,030.00
TERPEL 1/2/2023 3,618.00 29,089,830.00 8,000.00 8,000.00
TERPEL 1/3/2023 2,127.00 16,952,745.00 8,000.00
TERPEL 1/4/2023 3,960.00 31,952,340.00 8,050.00 8,050.00
TERPEL 1/5/2023 2,352.00 19,019,430.00 8,050.00
TERPEL 1/6/2023 12,126.00 98,182,835.00 8,100.00 8,100.00
TERPEL 1/10/2023 24,350.00 197,252,915.00 8,100.00 8,100.00
TERPEL 1/11/2023 6,155.00 49,791,975.00 8,100.00 8,100.00
TERPEL 1/12/2023 22,621.00 183,472,540.00 8,150.00 8,150.00
TERPEL 1/13/2023 9,619.00 78,615,050.00 8,175.00 8,175.00
TERPEL 1/16/2023 5,810.00 47,304,155.00 8,135.00 8,135.00
TERPEL 1/17/2023 7,109.00 58,155,460.00 8,200.00 8,200.00
TERPEL 1/18/2023 53,325.00 437,748,060.00 8,250.00 8,250.00
TERPEL 1/19/2023 14,387.00 118,197,760.00 8,150.00 8,300.00
TERPEL 1/20/2023 1,296.00 10,644,925.00 8,150.00
TERPEL 1/23/2023 7,938.00 65,423,140.00 8,155.00 8,350.00
TERPEL 1/24/2023 9,689.00 79,042,920.00 8,150.00 8,160.00
TERPEL 1/25/2023 13,346.00 108,485,210.00 8,200.00 8,200.00
TERPEL 1/26/2023 3,931.00 32,276,270.00 8,200.00
TERPEL 1/27/2023 11,696.00 95,899,900.00 8,200.00 8,200.00
TERPEL 1/30/2023 6,027.00 48,877,075.00 8,010.00 8,010.00
TERPEL 1/31/2023 13,288.00 107,856,040.00 8,180.00 8,180.00
TERPEL 2/1/2023 3,153.00 25,430,255.00 8,060.00 8,060.00
TERPEL 2/2/2023 9,361.00 76,692,435.00 8,200.00 8,200.00
TERPEL 2/3/2023 3,581.00 29,006,400.00 8,100.00 8,100.00
TERPEL 2/6/2023 5,935.00 48,114,680.00 8,100.00 8,150.00
TERPEL 2/7/2023 1,584.00 12,920,040.00 8,100.00
TERPEL 2/8/2023 1,729.00 14,018,820.00 8,100.00
TERPEL 2/9/2023 13,585.00 112,690,055.00 8,395.00 8,395.00
TERPEL 2/10/2023 14,223.00 114,311,995.00 8,010.00 8,010.00
TERPEL 2/13/2023 16,416.00 131,401,815.00 7,950.00 8,020.00
TERPEL 2/14/2023 5,592.00 44,491,750.00 7,940.00 7,940.00
TERPEL 2/15/2023 22,945.00 181,374,995.00 7,900.00 7,915.00
TERPEL 2/16/2023 2,951.00 23,558,270.00 7,900.00
TERPEL 2/17/2023 6,447.00 51,138,145.00 7,920.00 7,920.00
TERPEL 2/20/2023 1,440.00 11,365,670.00 7,920.00
TERPEL 2/21/2023 1,443.00 11,417,900.00 7,920.00
TERPEL 2/22/2023 5,149.00 40,593,685.00 7,920.00
TERPEL 2/23/2023 16,120.00 127,559,120.00 7,800.00 8,000.00
TERPEL 2/24/2023 8,316.00 65,661,080.00 7,805.00 7,805.00
TERPEL 2/27/2023 7,703.00 61,143,045.00 8,075.00 8,075.00
TERPEL 2/28/2023 7,969.00 63,435,420.00 7,830.00 8,065.00
TERPEL 3/1/2023 12,534.00 100,312,215.00 7,980.00 8,045.00
TERPEL 3/2/2023 4,639.00 37,178,700.00 7,980.00
TERPEL 3/3/2023 6,115.00 49,906,830.00 8,085.00 8,085.00
TERPEL 3/6/2023 21,462.00 176,318,685.00 8,220.00 8,220.00
TERPEL 3/7/2023 11,005.00 93,531,230.00 8,490.00 8,490.00
7,883.38 7,850.00 -0.63 -50.00 -.63
7,991.70 8,000.00 1.91 150.00 1.89
7,971.35 7,900.00 0.00 0.00 .00
8,038.87 .00
8,043.61 8,040.00 0.50 40.00 .50
7,927.19 7,900.00 -1.74 -140.00 -1.76
7,835.31 .00
8,020.54 8,030.00 1.65 130.00 1.63
8,040.31 8,000.00 -0.37 -30.00 -.37
7,970.26 .00
8,068.77 8,050.00 0.63 50.00 .62
8,086.49 .00
8,096.89 8,055.00 0.62 50.00 .62
8,100.74 8,100.00 0.00 .00
8,089.68 8,100.00 0.00 .00
8,110.72 8,060.00 0.62 50.00 .62
8,172.89 8,175.00 0.31 25.00 .31
8,141.85 8,115.00 -0.49 -40.00 -.49
8,180.54 8,190.00 0.80 65.00 .80
8,209.06 8,200.00 0.61 50.00 .61
8,215.59 8,150.00 -1.21 -100.00 -1.22
8,213.68 .00
8,241.77 8,155.00 0.06 5.00 .06
8,158.01 8,150.00 -0.06 -5.00 -.06
8,128.67 8,100.00 0.61 50.00 .61
8,210.70 .00
8,199.38 8,200.00 0.00 .00
8,109.69 8,010.00 -2.32 -190.00 -2.34
8,116.80 8,025.00 2.12 170.00 2.10
8,065.42 8,060.00 -1.47 -120.00 -1.48
8,192.76 8,200.00 1.74 140.00 1.72
8,100.08 8,100.00 -1.22 -100.00 -1.23
8,106.94 8,100.00 0.00 0.00 .00
8,156.59 .00
8,108.05 .00
8,295.18 8,130.00 3.64 295.00 3.58
8,037.12 8,000.00 -4.59 -385.00 -4.69
8,004.50 7,950.00 -0.75 -60.00 -.75
7,956.32 7,940.00 -0.13 -10.00 -.13
7,904.77 7,900.00 -0.50 -40.00 -.51
7,983.15 .00
7,932.08 7,920.00 0.25 20.00 .25
7,892.83 .00
7,912.61 .00
7,883.80 .00
7,913.10 7,800.00 -1.52 -120.00 -1.53
7,895.75 7,800.00 0.06 5.00 .06
7,937.56 7,850.00 3.46 270.00 3.40
7,960.27 7,830.00 -3.03 -245.00 -3.08
8,003.21 7,900.00 1.92 150.00 1.90
8,014.38 .00
8,161.38 8,085.00 1.32 105.00 1.31
8,215.39 8,100.00 1.67 135.00 1.66
8,498.98 8,490.00 3.28 270.00 3.23
TERPEL 3/8/2023 3,392.00 29,048,285.00 8,490.00
TERPEL 3/9/2023 13,015.00 111,041,260.00 8,305.00 8,600.00
TERPEL 3/10/2023 157 1,318,735.00 8,305.00
TERPEL 3/13/2023 1,649.00 13,710,175.00 8,305.00
TERPEL 3/14/2023 51,844.00 415,007,210.00 7,800.00 8,305.00
TERPEL 3/15/2023 5,702.00 47,717,685.00 8,395.00 8,485.00
TERPEL 3/16/2023 4,655.00 38,598,500.00 8,295.00 8,295.00
TERPEL 3/17/2023 10,485.00 87,107,330.00 8,300.00 8,350.00
TERPEL 3/21/2023 7,250.00 60,372,410.00 8,300.00 8,300.00
TERPEL 3/22/2023 35,624.00 296,521,365.00 8,295.00 8,350.00
TERPEL 3/23/2023 60,596.00 499,377,670.00 8,270.00 8,290.00
TERPEL 3/24/2023 20,483.00 171,284,530.00 8,465.00 8,465.00
TERPEL 3/27/2023 72,692.00 559,474,365.00 7,700.00 7,860.00
TERPEL 3/28/2023 16,543.00 127,162,590.00 7,650.00 7,750.00
TERPEL 3/29/2023 7,731.00 58,758,140.00 7,645.00 7,645.00
TERPEL 3/30/2023 13,634.00 104,305,765.00 7,680.00 7,680.00
TERPEL 3/31/2023 10,078.00 77,292,375.00 7,650.00 7,650.00
8,563.76 .00
8,531.79 8,305.00 -2.18 -185.00 -2.20
8,399.59 .00
8,314.24 .00
8,004.92 7,800.00 -6.08 -505.00 -6.27
8,368.59 8,395.00 7.63 595.00 7.35
8,291.84 8,295.00 -1.19 -100.00 -1.20
8,307.80 8,295.00 0.06 5.00 .06
8,327.23 8,300.00 0.00 .00
8,323.64 8,295.00 -0.06 -5.00 -.06
8,241.10 8,110.00 -0.30 -25.00 -.30
8,362.28 8,150.00 2.36 195.00 2.33
7,696.51 7,625.00 -9.04 -765.00 -9.47
7,686.79 7,650.00 -0.65 -50.00 -.65
7,600.33 7,645.00 -0.07 -5.00 -.07
7,650.42 7,640.00 0.46 35.00 .46
7,669.42 7,650.00 -0.39 -30.00 -.39
 CELCIA
Cifras de análisis en pesos Cifras de análisis en Var Ln
MAXIMO 3,100.00 MAXIMO 7.66
MINIMO 2,090.00 MINIMO -8.57
Close price 2,900.00 Last RR 1.42
Desv. Estándar 235.044996 Desv. Estándar 2.53
Promedio 2,727.93 Promedio .03
Rentabilidad máx y min 48.3253589
Valor absoluto 1,010.00 Interpretación
Correlación 0.30 comportamiento de
datos
95% (confianza)=
Interpretación comportamiento de datos (promedio-(2*S),
95% (confianza)= (promedio-(2*S), Promedio + (2*S)
Promedio + (2*S)

$ 2,257.84 $ 3,198.02 -5.03 5.08

Interpretación. el 95% de la muestra o de Interpretación. el 95%
los datos podría estar entre $2,257 y $3,198 de la muestra o de los
datos podría estar entre -
%5,03 y %5,08
Ganancia potencial 2,962.97
Pérdida potencial 2,492.88 Ganancia potencial 2.55
Pérdida potencial -2.50
Beta 0.56693636
Covarianza (Acción-Indice) 0.99642285
Varianza Indice 1.75755678

Análisis 1

De acuerdo con los resultados obtenidos la mej

es de 8,235.00 sobresaliendo de manera signica
ya que se ha mantenido en los últimos seis me

Análisis 2

De acuerdo a este caso practico no recomendam

bolsa de valores obtenido un valor absoluto d
meses y la ganancia potencial es de 127.3
 ETB TE
Cifras de análisis en pesos Cifras de análisis en Var Ln Cifras de análisis en pesos
MAXIMO 144.00 MAXIMO 11.08 MAXIMO
MINIMO 101.50 MINIMO -15.68 MINIMO
Close price 114.00 Last RR .00 Close price
Desv. Estándar 9.09010766 Desv. Estándar 2.95 Desv. Estándar
Promedio 118.28 Promedio -.19 Promedio
Rentabilidad máx y min 41.8719212 Rentabilidad máx y min
Valor absoluto 42.50 Interpretación
Valor absoluto
Correlación -0.01 comportamiento de datos Correlación
95% (confianza)=
(promedio-(2*S),
Interpretación comportamiento de datos Promedio + (2*S) Interpretación comportamiento de datos
95% (confianza)= (promedio-(2*S), 95% (confianza)= (promedio-(2*S), Promedio
Promedio + (2*S) + (2*S)

$ 100.10 $ 136.46 -6.08 5.70 $ 7,683.54

Interpretación. el 95% de la muestra o de Interpretación. el 95% de Interpretación. el 95% de la muestra o de lo
los datos podría estar entre $100,10 y la muestra o de los datos datos podría estar entre $100,10 y $136,46
$136,46 podría estar entre -% 6,08
y % 5,70
Ganancia potencial 127.37 Ganancia potencial
Pérdida potencial 109.19 Ganancia potencial 2.76 Pérdida potencial
Pérdida potencial -3.14
Beta -0.02681052 Beta
Covarianza (Acción-Indice) -0.04712102 Covarianza (Acción-Indice)
Varianza Indice 1.75755678 Varianza Indice

rdo con los resultados obtenidos la mejor opción para invertir es la acción de terpel ya que la ganancia potenci
235.00 sobresaliendo de manera signicativa en comparacion de etb y celsia mostrandonos asi un buen resultad
se ha mantenido en los últimos seis meses como una de las mejores opciones para incrementar la financiación

erdo a este caso practico no recomendamos la acción de ETB ya que no presento un movimiento positivo en l
de valores obtenido un valor absoluto de 42.50 a comparación de las otras dos compañías en los últimos seis 6
eses y la ganancia potencial es de 127.37 siendo asi menor que terpel que es la recomendada en este caso.
 TERPEL
de análisis en pesos Cifras de análisis en Var Ln
8,490.00 MAXIMO 7.35
7,600.00 MINIMO -9.47
7,650.00 Last RR -.39
183.81998645 Desv. Estándar 1.90
8,051.18 Promedio -.04
11.7105263158
890.00 Interpretación
0.10 comportamiento de datos
95% (confianza)=
(promedio-(2*S),
comportamiento de datos Promedio + (2*S)
a)= (promedio-(2*S), Promedio

$ 8,418.82 -3.84 3.77

. el 95% de la muestra o de los Interpretación. el 95% de
star entre $100,10 y $136,46 la muestra o de los datos
podría estar entre -% 6,08
y % 5,70
8,235.00
7,867.36 Ganancia potencial 1.87
Pérdida potencial -1.94
0.13701197418
0.24080632391
1.75755677817

la ganancia potencial
asi un buen resultado
entar la financiación.

miento positivo en la
en los últimos seis 6
da en este caso.
 Rentabilidad media de la cartera
E 21.77526701
terpel a 7,650.00 E = Xa*Ra + Xb*Rb...n
celcia b 2,900.00 E: rentabilidad esperada
Xx: porcentaje invertido activo x
10,550.00 Rx: rendimiento esperado de un
Xa 73% activo x
Xb 27%
Ra 11.71
Rb 48.33

Indice de riesgo IS= (E-r) / Oc

IS 20.097 E: rentabilidad esperada
E 2178% r: tasa libre de riesgo
Oc: desviación de la cartera
Oc 108%
r 6.00%

correlacion 0.15
covariacion m 0.73
desviasion estandar 1.90
desviasion estandar 2.53
desviacio cartera 1.08
 Rendimiento del titulo
Ri 35% Ri = ax+B * Rm+E
ax 8% Ri: rentabilidad título
ax: rentabilidad del título x
B 14% B: Beta
Rm 153% Rm: rendimiento del mercado
E 0.058 E: error aleatorio

a
 Rendimiento de las acciones A y B
Periodo 1 2 3 4 5 6 7 8 9 10
terpel 11.7105 0 0 0 0 0 0 0 0 0
celcia 48.3254 0 0 0 0 0 0 0 0 0

Desv. a 3.70
Desv. b 15.28
Correlación a-b 1
Covarianza a-b 56.5915
Desv. portafolio 6.88594

Lo anterior significa que, de acuerdo con la rentabilidad esperada "E" (10,55 %) con la
desviación estándar que dio como resultado, la rentabilidad del portafolio podría oscilar entre
6,41 % y 14,69 %.

Beta (Grinblatt y Titman) B = Covarianza empresa; mercado / varianza mercado

Ver archivo Acción-índice

 Rentabilidad media de la cartera
E 21.77526701 E = Xa*Ra + Xb*Rb
Xa 73% E: rentabilidad esperada
Xx: porcentaje invertido activo x
Xb 27% Rx: rendimiento esperado de un
Ra 11.71 activo x
Rb 48.33

la
cilar entre

periodo semestral
trabajamos solo 1
 Rentabilidades esperadas
Título 1 Título 2 Título 3 Título 4 Título 5
0.17% 1.09%

Matriz de varianzas y covarianzas

Título 1 Título 2 Título 3 Título 4 Título 5
Título 1 1.757556778 56.5915386553
Título 2 56.59153866 1.75755677817
Título 3
Título 4
Título 5

X1 8%
X2 38%
X3 54%
X4 0%
X5 0%

Celda objetivo (máximo)

Celda Nombre Valor original Valor final
J3 Max 0%

Celda cambiantes
Celda Nombre Valor original Valor final
C15 X1 8.02%
C16 X2 37.70%
C17 X3 54.27%
C18 X4 0.00%
C19 X5 0.00%
 Ecuación 1 0.42%
Ecuación 2 Rango C15:C19
Ecuación 3 3.68510408466
Ecuación 4 100%
Ecuación 5 Negatividad

Var
Cov
 Modelo CAPM
Ke 5% Ke = rf+B * (rf-rm)
rf 6% Ke: costo del equity (activo)
rf: tasa libre de riesgo
B 14% B: Beta del activo
rm 13% rm: rendimiento del mercado

deposito a termino fijo