Professional Documents
Culture Documents
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a. Muestre y analice el grfico de dispersin de la tasa de variacin diaria del precio de la accin contra el ndice
COLCAP. Hay evidencia de una relacin entre el par de variables? Escriba sus anlisis.
RESPUESTA
SI SE MIRAN LOS GRAFICOS DE DISPERSION POR SEPARADO SE
EVIDENCIA UNA DIFERENCIA ENTRE LOS DOS, PERO DEACUERDO
AL GRAFICO DE DISPERSION CONJUNTO O COMBINADO SE PUEDE
OBSERVAR COMO AMBAS VARIABLES TIENEN UN
COMPORTAMIENTO SIMILAR, ALGUNAS PEQUEAS VARICIONES,
PERO SI LO MIRAMOS DESDE UN PUNTO EN COMUN COMO UNA
LINEA RECTA PODEMOS VER COMO LOS PUNTOS DEL GRAFICO
TIENDEN A AGRUPARCE CERCA DE LA LINEA. LO QUE NOS DICE
QUE SI HAY RELACION ENTRE ELLAS.
in contra el ndice
COLCAP
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1,450.00
1,400.00
1,350.00
1,300.00
1,250.00
1,200.00
1,150.00
3 1 2 1 9 8 7 5 2 2 0 8 6 4 5 2 1 2 0 9 9 7 5 6 4 1 9 7 7 7 5 4 3 1 1 2 0 8 6 6 4 3
62 70 71 72 72 80 81 82 90 91 92 92 00 01 02 10 11 12 13 20 21 22 10 11 12 20 20 21 22 30 31 32 40 41 42 50 51 51 52 60 61 62
160 160 160 160 160 160 160 160 160 160 160 160 161 161 161 161 161 161 161 161 161 161 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170
20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20
PFBCOLOM
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3 1 2 1 9 8 7 5 2 2 0 8 6 4 5 2 1 2 0 9 9 7 5 6 4 1 9 7 7 7 5 4 3 1 1 2 0 8 6 6 4 3
62 70 71 72 72 80 81 82 90 91 92 92 00 01 02 10 11 12 13 20 21 22 10 11 12 20 20 21 22 30 31 32 40 41 42 50 51 51 52 60 61 62
160 160 160 160 160 160 160 160 160 160 160 160 161 161 161 161 161 161 161 161 161 161 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170
20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20
b. Muestre y analice los histogramas individuales de la accin y del COLCAP.
Media 1358.13972
Error tpico 2.60821479
Mediana 1354.63
Moda 1329.58
Desviacin estndar 40.9913131
Varianza de la muestra 1680.28775
Curtosis 0.32164882
Coeficiente de asimetra 0.84659358
Rango 193.66
Mnimo 1271.11
Mximo 1464.77
Suma 335460.51
Cuenta 247
PUNTOS RELEVANTES
En la accion PFBCOLOM la mediana y la moda son iguales o toman el mismo valor 27800 esto
quiere decir que es el dato que mas se repite y tambien el que esta en el centro de toda la
informacion, por otra parte en el indice COLCAP son diferentes.
El coeficiente de asimetria para ambos dio mayor a cero lo que significa que la accion
PFBCOLOM es mas asimetrica por tener un valor de 1,1 contra 0,84 del indice COLCAP lo que
hace que los histogramas las graficas se vean con sesgo positivo o la derecha.
En cuanto a las curtosisnque es la forma puntuda de la distribucion podemos decir que ambas
distribuciones tienen un comportamiento leptocurtico por dar un resultado mayor a cero, pero el
indice COLCAP es mas acahatada porque esta mas cerca del cero.
Los valores de algunos estadisticos como la media, la moda, mediana, error tipico, la desviacion
estandar y la varianza para la accion PFBCOLOM son mayores que los del indice COLCAP porque
su datos iniciales son igualmente mas altos. estadisdisticos como la curtosis y la asimetria no
dependen de ello, por eso son independientes y oscilan entre otros rangos mas especificos
Para ambos se trabajo con igual cantidad de datos, 247 registros en total.
mo valor 27800 esto
centro de toda la
ue la accion
dice COLCAP lo que
cha.
or tipico, la desviacion
indice COLCAP porque
is y la asimetria no
mas especificos
d. Calcule e interprete el quinto percentil de la tasa de variacin diaria del precio de la accin. Escriba la interpretacin.
RESPUESTA TasaPFBCOLOM
de variabilidad COLCAP
Tasa de variabilidad el indice de COLCAP tiene menor
relativa o coeficiente de relativa o coeficiente de variabilidad que la accion de
variacion variacion PFBCOLOM la cual tiene mas del
6.78% 3.02% doble de dispercion en sus datos
criba la interpretacin.
La probabilidad de que RA sea mayor
RESPUESTA 14.7526147
que cero es del 100% ya que valores
100% de Z superiores a 3,6 en la tabla de
desves 1915.44992 1 distribucion normal se asumen como
media 28257.8947 100% y en este caso nos dio 14,75 el
cuall es mayor a 3,6
RESPUESTA 3.14396383
La probabilidad de que RA sea mayor
2.14396383
que 0% y menor que 100% es igual a
98.38% 2.143 que en la tabla de distibucion
normal equivale a 0,9838 = 98,38%
, obtenga las siguientes probabilidades
g. Construya e interprete un intervalo de confianza al 95% para la tasa de variacin diaria media del precio de la ac
). Escriba la interpretacin del intervalo.
la media es 241.54
la desviacion estandar es 202.4
la confianza es 95% 0.95
el nivel de significancia o alfa 0.05
el valor de alfa medios es /2 0.025 1.96 en la tabla de distribucion normal este dat
numero de datos 247
la media es 6.25
la desviacion estandar es 5.53
la confianza es 95% 0.95
el nivel de significancia o alfa 0.05
el valor de alfa medios es /2 0.025 1.96 en la tabla de distribucion normal este dato equivale 1,96 o Z
numero de datos 247
e realiza sobre el
na confianza del
nal de la variacion
COLCAP esta entre
00 01 02 03 04 05
No Fecha COLCAP PFBCOLOM GRUPOSURA ECOPETROL NUTRESA GRUPOARGOS
1 20160623 1,329.58 26,200.00 38,060.00 1,410.00 25,220.00 18,660.00
2 20160624 1,317.71 25,680.00 38,200.00 1,400.00 24,900.00 18,640.00
3 20160627 1,302.39 25,300.00 37,620.00 1,370.00 24,980.00 18,380.00
4 20160628 1,303.28 25,340.00 37,780.00 1,385.00 25,000.00 18,240.00
5 20160629 1,311.52 25,620.00 38,060.00 1,395.00 25,060.00 18,400.00
6 20160630 1,313.18 25,480.00 38,300.00 1,395.00 25,100.00 18,500.00
7 20160701 1,312.98 25,700.00 37,940.00 1,405.00 25,100.00 18,500.00
8 20160705 1,303.46 25,400.00 38,080.00 1,370.00 24,840.00 18,500.00
9 20160706 1,310.00 25,420.00 38,500.00 1,370.00 25,000.00 18,600.00
10 20160707 1,301.76 25,380.00 38,040.00 1,355.00 25,000.00 18,600.00
11 20160708 1,297.64 25,320.00 37,660.00 1,350.00 24,840.00 18,580.00
12 20160711 1,306.76 25,540.00 38,200.00 1,370.00 24,880.00 18,740.00
13 20160712 1,320.30 25,780.00 38,740.00 1,390.00 25,280.00 18,800.00
14 20160713 1,325.79 25,780.00 39,220.00 1,395.00 25,320.00 18,860.00
15 20160714 1,332.85 25,860.00 39,380.00 1,410.00 25,600.00 19,080.00
16 20160715 1,339.60 26,040.00 39,680.00 1,400.00 25,760.00 19,500.00
17 20160718 1,339.00 25,980.00 39,800.00 1,410.00 25,700.00 19,480.00
18 20160719 1,337.80 25,960.00 39,980.00 1,390.00 25,500.00 19,500.00
19 20160721 1,328.61 26,000.00 39,840.00 1,365.00 25,680.00 19,040.00
20 20160722 1,332.85 26,160.00 39,900.00 1,360.00 25,600.00 19,140.00
21 20160725 1,323.41 25,860.00 39,700.00 1,335.00 25,520.00 18,900.00
22 20160726 1,315.69 25,800.00 38,800.00 1,340.00 25,560.00 18,900.00
23 20160727 1,321.65 26,120.00 39,060.00 1,325.00 25,580.00 19,080.00
24 20160728 1,317.44 26,000.00 38,980.00 1,295.00 25,520.00 19,020.00
25 20160729 1,308.22 26,300.00 38,320.00 1,300.00 25,220.00 18,500.00
26 20160801 1,306.02 26,020.00 38,620.00 1,250.00 25,140.00 18,620.00
27 20160802 1,303.35 26,080.00 38,580.00 1,205.00 25,140.00 18,680.00
28 20160803 1,304.62 26,300.00 38,000.00 1,235.00 25,160.00 18,500.00
29 20160804 1,307.59 26,360.00 38,200.00 1,240.00 25,300.00 18,700.00
30 20160805 1,309.48 26,500.00 38,280.00 1,230.00 25,300.00 18,600.00
31 20160808 1,314.34 26,500.00 38,400.00 1,260.00 25,260.00 18,800.00
32 20160809 1,323.93 26,900.00 38,660.00 1,240.00 25,420.00 18,900.00
33 20160810 1,322.33 26,960.00 38,560.00 1,225.00 25,520.00 18,900.00
34 20160811 1,327.89 27,180.00 38,480.00 1,230.00 25,560.00 19,000.00
35 20160812 1,323.66 27,180.00 38,500.00 1,220.00 25,560.00 18,820.00
36 20160816 1,342.69 27,380.00 38,620.00 1,275.00 26,000.00 19,240.00
37 20160817 1,348.89 27,320.00 38,860.00 1,320.00 25,880.00 19,340.00
38 20160818 1,348.01 27,180.00 38,560.00 1,330.00 26,000.00 19,500.00
39 20160819 1,349.79 27,720.00 38,620.00 1,320.00 25,920.00 19,460.00
40 20160822 1,349.21 28,080.00 38,700.00 1,290.00 25,900.00 19,220.00
41 20160823 1,358.62 28,180.00 38,860.00 1,330.00 25,900.00 19,380.00
42 20160824 1,369.65 28,280.00 39,080.00 1,325.00 26,080.00 19,600.00
43 20160825 1,370.82 28,360.00 38,700.00 1,325.00 26,100.00 19,700.00
44 20160826 1,373.42 28,640.00 39,000.00 1,320.00 25,900.00 19,640.00
45 20160829 1,371.99 28,560.00 38,860.00 1,320.00 26,000.00 19,420.00
46 20160830 1,373.85 28,640.00 39,180.00 1,325.00 26,160.00 19,500.00
47 20160831 1,380.18 29,100.00 38,640.00 1,320.00 26,120.00 19,720.00
48 20160901 1,379.41 29,260.00 38,620.00 1,295.00 26,140.00 19,800.00
49 20160902 1,394.38 29,880.00 38,980.00 1,320.00 26,000.00 20,000.00
50 20160905 1,397.92 29,780.00 39,000.00 1,345.00 26,100.00 20,200.00
51 20160906 1,402.83 29,760.00 39,360.00 1,340.00 26,060.00 20,360.00
52 20160907 1,417.57 30,200.00 39,880.00 1,365.00 26,060.00 20,480.00
53 20160908 1,416.16 29,940.00 39,680.00 1,400.00 25,960.00 20,460.00
54 20160909 1,397.90 29,780.00 39,040.00 1,360.00 25,360.00 20,080.00
55 20160912 1,386.73 29,700.00 38,820.00 1,335.00 25,320.00 19,860.00
56 20160913 1,367.18 29,220.00 38,420.00 1,300.00 25,020.00 19,480.00
57 20160914 1,373.22 29,020.00 38,720.00 1,275.00 25,220.00 19,880.00
58 20160915 1,373.44 29,280.00 38,820.00 1,265.00 25,300.00 19,680.00
59 20160916 1,354.63 28,200.00 38,800.00 1,230.00 26,300.00 19,200.00
60 20160919 1,354.67 28,200.00 38,600.00 1,220.00 25,800.00 19,160.00
61 20160920 1,341.36 27,720.00 38,200.00 1,205.00 25,760.00 19,080.00
62 20160921 1,341.29 27,600.00 38,000.00 1,235.00 25,580.00 19,100.00
63 20160922 1,358.03 28,000.00 38,800.00 1,245.00 25,700.00 19,500.00
64 20160923 1,351.60 27,800.00 38,500.00 1,215.00 25,700.00 19,360.00
65 20160926 1,346.67 27,680.00 38,700.00 1,205.00 25,500.00 19,520.00
66 20160927 1,333.85 27,260.00 38,380.00 1,170.00 25,300.00 19,060.00
67 20160928 1,354.98 28,320.00 38,420.00 1,230.00 25,640.00 19,040.00
68 20160929 1,345.00 28,100.00 38,160.00 1,245.00 25,460.00 19,140.00
69 20160930 1,338.83 27,940.00 37,620.00 1,250.00 25,340.00 18,620.00
70 20161003 1,330.57 27,640.00 37,640.00 1,265.00 25,420.00 18,440.00
71 20161004 1,335.10 27,800.00 38,020.00 1,275.00 25,500.00 18,280.00
72 20161005 1,341.33 27,820.00 38,400.00 1,310.00 25,720.00 18,620.00
73 20161006 1,343.44 27,640.00 38,300.00 1,325.00 25,580.00 18,800.00
74 20161007 1,348.20 28,060.00 38,020.00 1,315.00 25,360.00 18,980.00
75 20161010 1,350.33 27,800.00 38,380.00 1,340.00 25,400.00 19,180.00
76 20161011 1,358.07 28,180.00 38,500.00 1,325.00 25,500.00 19,400.00
77 20161012 1,354.61 28,040.00 38,700.00 1,315.00 25,140.00 19,300.00
78 20161013 1,354.40 28,280.00 38,540.00 1,325.00 25,480.00 19,140.00
79 20161014 1,346.07 28,100.00 38,080.00 1,315.00 25,360.00 18,660.00
80 20161018 1,355.72 28,300.00 38,280.00 1,345.00 25,300.00 19,000.00
81 20161019 1,364.02 28,460.00 38,300.00 1,370.00 25,340.00 19,080.00
82 20161020 1,361.15 28,600.00 38,300.00 1,340.00 25,340.00 18,860.00
83 20161021 1,362.97 28,660.00 38,500.00 1,345.00 25,140.00 19,000.00
84 20161024 1,359.20 28,660.00 38,380.00 1,340.00 25,180.00 18,800.00
85 20161025 1,356.98 28,440.00 38,140.00 1,330.00 25,300.00 18,780.00
86 20161026 1,357.49 28,540.00 38,000.00 1,335.00 25,260.00 18,780.00
87 20161027 1,359.70 28,500.00 38,200.00 1,340.00 25,360.00 18,980.00
88 20161028 1,360.96 28,600.00 38,480.00 1,315.00 25,200.00 19,180.00
89 20161031 1,365.53 28,540.00 38,780.00 1,310.00 25,180.00 19,500.00
90 20161101 1,370.75 29,140.00 38,600.00 1,330.00 25,000.00 19,400.00
91 20161102 1,368.45 29,060.00 38,380.00 1,310.00 25,120.00 19,400.00
92 20161103 1,356.01 29,060.00 38,000.00 1,300.00 24,620.00 18,920.00
93 20161104 1,345.66 28,520.00 37,800.00 1,300.00 24,520.00 18,900.00
94 20161108 1,354.91 28,680.00 38,000.00 1,310.00 24,500.00 19,100.00
95 20161109 1,354.68 28,380.00 38,140.00 1,325.00 24,340.00 19,180.00
96 20161110 1,319.51 27,520.00 37,000.00 1,280.00 24,000.00 18,720.00
97 20161111 1,299.03 27,140.00 35,960.00 1,270.00 23,700.00 18,200.00
98 20161115 1,297.07 26,860.00 35,500.00 1,295.00 23,600.00 18,260.00
99 20161116 1,300.09 26,900.00 35,500.00 1,275.00 23,800.00 18,780.00
100 20161117 1,305.81 26,820.00 36,180.00 1,280.00 23,800.00 18,740.00
101 20161118 1,307.44 26,820.00 36,420.00 1,280.00 24,000.00 18,800.00
102 20161121 1,312.87 26,500.00 36,720.00 1,315.00 23,800.00 19,000.00
103 20161122 1,307.21 26,120.00 36,700.00 1,315.00 23,780.00 19,000.00
104 20161123 1,308.87 26,500.00 36,960.00 1,300.00 23,780.00 18,740.00
105 20161124 1,308.94 26,400.00 36,740.00 1,300.00 23,800.00 18,900.00
106 20161125 1,295.67 26,140.00 36,480.00 1,290.00 23,420.00 18,340.00
107 20161128 1,289.97 25,900.00 36,400.00 1,285.00 23,300.00 18,500.00
108 20161129 1,271.11 25,640.00 35,300.00 1,240.00 22,820.00 18,200.00
109 20161130 1,286.07 26,000.00 35,500.00 1,320.00 22,860.00 18,020.00
110 20161201 1,297.33 26,320.00 35,900.00 1,325.00 23,020.00 18,300.00
111 20161202 1,306.56 26,600.00 36,300.00 1,320.00 23,320.00 18,340.00
112 20161205 1,314.74 26,820.00 36,640.00 1,315.00 23,180.00 18,540.00
113 20161206 1,316.82 26,860.00 36,380.00 1,315.00 23,340.00 18,560.00
114 20161207 1,314.38 26,820.00 35,680.00 1,305.00 23,500.00 18,240.00
115 20161209 1,324.80 26,980.00 36,660.00 1,320.00 23,800.00 18,480.00
116 20161212 1,323.19 27,000.00 36,300.00 1,345.00 24,100.00 18,400.00
117 20161213 1,335.46 27,300.00 37,000.00 1,350.00 24,320.00 18,860.00
118 20161214 1,325.78 26,900.00 37,000.00 1,340.00 24,380.00 18,700.00
119 20161215 1,339.89 27,800.00 37,480.00 1,350.00 24,380.00 18,700.00
120 20161216 1,341.58 27,680.00 37,400.00 1,380.00 24,480.00 18,460.00
121 20161219 1,340.08 27,240.00 38,000.00 1,385.00 24,660.00 18,660.00
122 20161220 1,345.87 27,100.00 38,420.00 1,385.00 24,920.00 18,640.00
123 20161221 1,342.25 26,980.00 38,240.00 1,380.00 24,900.00 18,800.00
124 20161222 1,340.06 27,200.00 37,640.00 1,355.00 24,980.00 18,900.00
125 20161223 1,330.31 26,940.00 36,500.00 1,335.00 24,960.00 18,900.00
126 20161226 1,341.31 27,180.00 37,140.00 1,355.00 24,960.00 19,100.00
127 20161227 1,339.06 26,920.00 37,500.00 1,365.00 24,920.00 18,800.00
128 20161228 1,353.65 27,460.00 38,100.00 1,380.00 24,900.00 19,500.00
129 20161229 1,351.68 27,180.00 38,200.00 1,380.00 24,900.00 19,280.00
130 20170102 1,345.89 27,120.00 37,980.00 1,360.00 24,900.00 19,000.00
131 20170103 1,354.82 27,640.00 38,000.00 1,380.00 24,840.00 19,120.00
132 20170104 1,373.04 27,860.00 38,800.00 1,400.00 24,980.00 19,700.00
133 20170105 1,377.88 27,840.00 38,600.00 1,415.00 25,060.00 19,680.00
134 20170106 1,374.08 27,840.00 38,500.00 1,395.00 24,960.00 19,740.00
135 20170110 1,372.50 28,280.00 38,200.00 1,390.00 24,860.00 19,680.00
136 20170111 1,375.14 28,380.00 38,300.00 1,410.00 24,860.00 19,520.00
137 20170112 1,369.64 28,180.00 38,200.00 1,400.00 24,760.00 19,500.00
138 20170113 1,369.62 27,920.00 38,480.00 1,405.00 24,620.00 19,600.00
139 20170116 1,361.05 27,700.00 37,860.00 1,400.00 24,420.00 19,320.00
140 20170117 1,361.48 27,720.00 38,040.00 1,400.00 24,360.00 19,460.00
141 20170118 1,360.54 27,840.00 38,380.00 1,390.00 24,220.00 19,500.00
142 20170119 1,359.60 27,660.00 38,500.00 1,395.00 24,260.00 19,440.00
143 20170120 1,354.35 27,660.00 38,260.00 1,385.00 24,000.00 19,480.00
144 20170123 1,355.43 27,660.00 38,400.00 1,400.00 24,180.00 19,360.00
145 20170124 1,366.91 27,740.00 38,840.00 1,400.00 24,200.00 19,780.00
146 20170125 1,365.24 27,780.00 38,880.00 1,385.00 24,400.00 19,600.00
147 20170126 1,371.38 28,160.00 38,820.00 1,390.00 24,260.00 19,680.00
148 20170127 1,372.59 27,780.00 39,100.00 1,390.00 24,600.00 19,600.00
149 20170130 1,364.90 27,620.00 39,300.00 1,370.00 24,340.00 19,420.00
150 20170131 1,357.47 27,560.00 39,000.00 1,375.00 24,060.00 19,360.00
151 20170201 1,357.83 27,580.00 39,060.00 1,395.00 23,900.00 19,500.00
152 20170202 1,366.79 27,840.00 39,460.00 1,390.00 24,100.00 19,800.00
153 20170203 1,369.79 27,800.00 39,480.00 1,385.00 24,380.00 19,900.00
154 20170206 1,367.92 27,800.00 39,440.00 1,375.00 24,000.00 19,940.00
155 20170207 1,360.65 27,480.00 39,300.00 1,355.00 23,800.00 19,900.00
156 20170208 1,350.27 27,280.00 38,800.00 1,355.00 23,720.00 19,500.00
157 20170209 1,345.97 27,220.00 38,260.00 1,355.00 24,000.00 19,240.00
158 20170210 1,347.40 27,240.00 38,260.00 1,380.00 24,000.00 19,220.00
159 20170213 1,351.36 27,300.00 38,480.00 1,375.00 24,040.00 19,600.00
160 20170214 1,320.97 26,840.00 37,660.00 1,365.00 23,800.00 19,280.00
161 20170215 1,334.88 27,300.00 38,000.00 1,365.00 23,940.00 19,440.00
162 20170216 1,344.46 27,640.00 38,440.00 1,360.00 24,040.00 19,660.00
163 20170217 1,341.83 27,340.00 38,740.00 1,350.00 24,040.00 19,700.00
164 20170220 1,340.99 27,400.00 38,500.00 1,355.00 24,280.00 19,660.00
165 20170221 1,336.52 27,200.00 38,100.00 1,345.00 24,280.00 19,760.00
166 20170222 1,331.20 27,400.00 37,700.00 1,310.00 24,200.00 19,580.00
167 20170223 1,341.65 27,820.00 37,500.00 1,335.00 24,160.00 19,800.00
168 20170224 1,333.57 27,240.00 37,220.00 1,320.00 23,780.00 19,860.00
169 20170227 1,334.45 27,680.00 36,880.00 1,335.00 23,700.00 19,880.00
170 20170228 1,326.31 27,300.00 36,580.00 1,320.00 23,600.00 19,760.00
171 20170301 1,328.63 27,520.00 36,780.00 1,310.00 23,460.00 19,880.00
172 20170302 1,326.81 27,400.00 36,920.00 1,315.00 23,200.00 19,800.00
173 20170303 1,329.58 27,580.00 36,820.00 1,320.00 23,120.00 19,860.00
174 20170306 1,334.02 27,640.00 37,340.00 1,320.00 23,700.00 19,840.00
175 20170307 1,332.81 27,540.00 37,280.00 1,330.00 23,860.00 19,920.00
176 20170308 1,324.54 27,600.00 37,040.00 1,295.00 23,960.00 19,760.00
177 20170309 1,330.35 27,400.00 37,480.00 1,310.00 23,920.00 19,900.00
178 20170310 1,335.67 27,600.00 37,900.00 1,315.00 24,100.00 19,900.00
179 20170313 1,342.42 27,880.00 38,300.00 1,315.00 23,780.00 19,960.00
180 20170314 1,317.98 27,100.00 37,800.00 1,290.00 23,380.00 19,640.00
181 20170315 1,329.96 27,360.00 38,260.00 1,315.00 23,260.00 19,740.00
182 20170316 1,342.21 27,660.00 38,500.00 1,320.00 23,900.00 20,140.00
183 20170317 1,337.29 27,560.00 38,000.00 1,300.00 24,000.00 20,000.00
184 20170321 1,343.97 27,880.00 38,500.00 1,325.00 23,800.00 19,900.00
185 20170322 1,351.16 28,500.00 38,860.00 1,320.00 23,620.00 19,960.00
186 20170323 1,359.19 28,500.00 39,280.00 1,320.00 23,980.00 20,160.00
187 20170324 1,355.53 28,460.00 39,040.00 1,315.00 24,060.00 20,000.00
188 20170327 1,356.01 28,780.00 38,900.00 1,305.00 23,980.00 19,980.00
189 20170328 1,363.61 29,140.00 39,100.00 1,325.00 24,000.00 19,960.00
190 20170329 1,364.61 28,800.00 39,200.00 1,340.00 24,160.00 20,140.00
191 20170330 1,369.88 29,060.00 39,100.00 1,340.00 24,380.00 20,260.00
192 20170331 1,365.61 28,700.00 39,080.00 1,350.00 24,380.00 20,240.00
193 20170403 1,368.39 29,100.00 38,900.00 1,350.00 24,360.00 20,260.00
194 20170404 1,368.12 29,080.00 39,000.00 1,355.00 24,360.00 20,220.00
195 20170405 1,371.46 29,200.00 38,920.00 1,350.00 24,300.00 20,480.00
196 20170406 1,370.05 28,860.00 39,000.00 1,355.00 24,300.00 20,420.00
197 20170407 1,368.98 28,700.00 39,280.00 1,365.00 24,120.00 20,400.00
198 20170410 1,375.90 29,060.00 39,500.00 1,385.00 24,120.00 20,360.00
199 20170411 1,374.43 29,040.00 39,120.00 1,390.00 24,300.00 20,280.00
200 20170412 1,378.28 28,720.00 39,360.00 1,400.00 24,380.00 20,440.00
201 20170417 1,371.98 28,920.00 38,720.00 1,370.00 24,360.00 20,360.00
202 20170418 1,371.75 28,560.00 39,200.00 1,375.00 24,400.00 20,400.00
203 20170419 1,363.44 28,000.00 39,100.00 1,375.00 24,400.00 20,420.00
204 20170420 1,363.34 28,220.00 38,900.00 1,380.00 24,420.00 20,400.00
205 20170421 1,362.33 28,360.00 38,900.00 1,365.00 24,360.00 20,400.00
206 20170424 1,366.49 28,660.00 38,920.00 1,360.00 24,160.00 20,260.00
207 20170425 1,372.42 29,000.00 38,900.00 1,365.00 24,220.00 20,580.00
208 20170426 1,374.66 28,960.00 39,080.00 1,380.00 24,180.00 20,500.00
209 20170427 1,362.45 28,500.00 38,440.00 1,340.00 24,280.00 20,300.00
210 20170428 1,371.54 28,720.00 38,900.00 1,360.00 24,420.00 20,400.00
211 20170502 1,373.17 29,280.00 38,640.00 1,335.00 24,440.00 20,300.00
212 20170503 1,370.13 29,160.00 38,420.00 1,355.00 24,420.00 20,200.00
213 20170504 1,376.63 29,560.00 38,940.00 1,345.00 24,400.00 20,180.00
214 20170505 1,384.92 29,660.00 39,000.00 1,365.00 24,600.00 20,500.00
215 20170508 1,403.19 30,200.00 39,300.00 1,385.00 25,020.00 20,800.00
216 20170509 1,407.13 30,680.00 39,260.00 1,380.00 25,140.00 20,760.00
217 20170510 1,414.84 31,140.00 39,300.00 1,380.00 25,340.00 20,700.00
218 20170511 1,421.84 31,460.00 39,500.00 1,375.00 25,340.00 20,800.00
219 20170512 1,443.56 31,600.00 40,000.00 1,445.00 25,800.00 21,200.00
220 20170515 1,458.09 31,800.00 40,200.00 1,480.00 25,940.00 21,260.00
221 20170516 1,449.37 32,160.00 39,800.00 1,450.00 25,940.00 20,980.00
222 20170517 1,437.84 31,880.00 39,860.00 1,410.00 25,760.00 20,800.00
223 20170518 1,429.41 31,660.00 39,740.00 1,410.00 25,820.00 20,540.00
224 20170519 1,436.19 32,140.00 38,600.00 1,435.00 26,100.00 20,740.00
225 20170522 1,436.81 32,040.00 39,000.00 1,425.00 25,800.00 20,660.00
226 20170523 1,444.14 32,200.00 39,200.00 1,420.00 25,760.00 21,000.00
227 20170524 1,446.19 32,260.00 39,180.00 1,405.00 25,760.00 21,120.00
228 20170525 1,444.39 32,000.00 39,200.00 1,390.00 25,780.00 21,220.00
229 20170526 1,448.93 32,120.00 39,380.00 1,395.00 25,920.00 21,400.00
230 20170530 1,444.09 31,900.00 39,380.00 1,375.00 25,880.00 21,240.00
231 20170531 1,439.48 32,260.00 38,600.00 1,335.00 25,840.00 20,940.00
232 20170601 1,442.83 32,240.00 38,980.00 1,345.00 25,880.00 21,000.00
233 20170602 1,441.81 32,200.00 38,780.00 1,335.00 25,880.00 21,200.00
234 20170605 1,445.06 32,520.00 38,800.00 1,375.00 25,880.00 21,200.00
235 20170606 1,456.53 32,980.00 39,000.00 1,400.00 26,000.00 21,040.00
236 20170607 1,451.37 32,500.00 38,900.00 1,370.00 26,160.00 21,380.00
237 20170608 1,450.26 32,780.00 38,720.00 1,350.00 26,260.00 21,040.00
238 20170609 1,450.45 32,600.00 38,900.00 1,370.00 26,260.00 21,240.00
239 20170612 1,446.91 32,800.00 38,800.00 1,360.00 26,180.00 21,020.00
240 20170613 1,450.43 33,140.00 38,900.00 1,365.00 26,100.00 21,000.00
241 20170614 1,456.73 33,500.00 39,000.00 1,350.00 26,080.00 21,400.00
242 20170615 1,456.39 33,400.00 39,180.00 1,340.00 26,220.00 21,240.00
243 20170616 1,464.77 34,200.00 38,940.00 1,365.00 26,000.00 21,400.00
244 20170620 1,450.82 34,280.00 38,620.00 1,325.00 26,000.00 20,940.00
245 20170621 1,436.70 33,000.00 38,780.00 1,325.00 25,800.00 21,000.00
246 20170622 1,435.57 32,180.00 38,960.00 1,350.00 25,700.00 21,200.00
247 20170623 1,435.12 32,140.00 38,800.00 1,340.00 25,900.00 20,860.00
Correlation Matrix 01 02 03 04 05
PFBCOLOM GRUPOSURA ECOPETROL NUTRESA GRUPOARGOS
01 PFBCOLOM 1.00 .25 .28 .17 .28
02 GRUPOSURA 1.00 .34 .28 .53
03 ECOPETROL 1.00 .22 .34
04 NUTRESA 1.00 .27
05 GRUPOARGOS 1.00
06 BCOLOMBIA
07 CEMARGOS
08 PFAVAL
09 ISA
06 07 08 09
BCOLOMBIA CEMARGOS PFAVAL ISA
-1.64 .17 .00 .00 0.03295333
-2.17 -2.17 -.85 -1.12
-.17 .00 -.43 -.11
1.96 .68 .86 .23
-.42 1.02 .85 1.48
.84 -.50 .00 -.22
-1.67 -1.35 -1.27 .00
.85 1.03 .43 .90
-1.26 -.17 .43 -2.00
.00 .17 -.43 -.23
.09 .34 .00 1.70
2.04 .17 .00 1.68
.00 -.34 .85 .77
.42 1.01 -.42 .33
.41 .00 .00 -.22
-.58 -.17 .43 -.54
-.25 .34 -.85 .66
.50 -2.34 .00 -.98
.33 .00 2.14 .99
-1.57 .68 -1.67 -.76
.59 -1.02 -.43 -.22
.58 -.51 .85 .33
.17 .52 .00 .22
.66 -1.37 -.85 -.66
-.41 1.04 .43 .44
.00 .52 .00 .33
.74 -1.20 .00 -.66
.00 .87 .85 .77
.49 .34 -.42 1.09
-.24 -.51 .00 .86
2.13 1.20 .85 .64
.40 -1.36 .42 -.11
.64 .86 .00 .85
-.48 -.51 .00 -.32
1.51 2.06 .42 2.65
-.63 -.67 2.50 -.31
-.55 -1.36 .41 -.21
1.83 .00 -2.02 -.41
.62 1.20 .83 .10
.62 .00 1.64 .83
.92 .00 .81 1.03
.00 .85 -1.20 .61
.76 .17 .40 .30
.15 -.17 .00 -.10
.45 -1.35 -1.21 -.61
.90 .68 2.04 .81
.37 .85 .40 -.40
2.23 .17 .80 -.10
-.22 -.17 .00 .51
-.44 .00 .00 .71
1.24 .84 1.19 2.31
-.94 .33 -.78 .20
-.44 -1.66 -.39 -4.11
-.37 -1.18 -1.19 -1.43
-1.84 -1.71 -.80 -.21
-.30 1.04 .40 2.59
.83 -.34 -.80 .10
-3.13 -.35 -2.83 1.82
.00 .00 1.25 -.99
-2.77 -.35 -.82 .60
.16 .70 -1.24 -1.10
1.19 1.04 3.36 1.11
-.39 -.17 .00 -.40
-.39 .34 .00 -1.40
-1.18 -.17 -.81 -1.62
3.43 -.51 2.87 2.37
-1.00 -.17 -.80 -2.52
1.56 -1.20 1.20 .72
-2.30 -.35 -2.38 -1.03
.39 .17 .41 .93
-.39 .87 .00 -.82
.00 .35 -.40 .62
1.57 .52 -.41 .72
-.77 -.17 .41 -.51
1.25 1.37 -.41 1.13
.46 -.17 -.41 -.10
.00 .68 -.82 -.20
.00 -.67 .41 .81
-.08 .85 2.06 .30
1.07 .00 .81 .00
.61 -.51 -.40 .00
.45 -.68 -.40 .10
-.37 -.34 -.40 -.40
.23 .34 -.40 .61
-.30 .68 -.81 .10
-.23 .17 -.41 .30
.00 .84 .41 .00
.00 -.34 1.64 -.10
2.26 -1.18 .00 .70
.00 .00 -.40 .99
.00 -1.02 -.40 .39
-2.07 -1.37 -.81 -.98
1.28 .52 -.41 .59
-1.56 .52 .41 .79
-3.25 -4.31 -1.64 -2.93
-.78 -.18 -2.50 -1.41
-.47 -.36 -.85 -.61
-.47 .36 .43 .82
.24 .00 .00 1.32
-.16 -.72 -.43 -.20
-.32 .91 .00 .20
-1.27 .18 .43 .00
.89 -.18 -.86 .40
.00 .90 .43 -.50
-.48 -1.43 -.43 .00
-1.21 .00 -.43 .10
-1.55 -1.99 .00 -.50
2.89 1.11 1.30 .00
-.08 1.83 .86 1.01
.40 .72 1.28 1.00
-.56 1.25 2.52 .59
.08 .88 -.41 .39
.40 -.35 .82 .59
.48 1.40 -1.63 -.78
-.32 -1.90 -.41 -1.18
.16 3.35 .83 .00
.08 -2.21 -1.24 -.89
2.55 -.52 .42 -.10
.54 -.53 .42 .20
-1.47 -.18 .41 -.10
-.31 2.12 .00 .10
-.71 1.55 -2.89 -.80
.40 -.34 .85 -.51
.00 .34 -.42 -.30
.00 -.17 .85 .20
-.63 -.34 .00 .71
1.35 1.20 1.26 .71
-1.02 .17 .83 .00
.71 .34 .00 -.50
.39 -.17 .41 .30
.78 .17 1.23 1.20
.00 .67 -.40 .60
.00 .00 -1.22 .39
1.17 -1.34 -.82 -.39
-.08 1.35 .00 -.20
-.46 -1.67 1.24 -.20
.08 .17 -.82 .20
-.93 .17 .41 -.59
-.08 -1.02 -.82 .20
-.78 .00 .41 .79
.16 1.71 -.83 -.20
.00 -1.68 -1.25 .00
.16 -.17 1.27 .00
.16 1.37 .83 .59
-.16 -1.01 .00 .59
.78 1.54 .41 1.36
-.70 .50 .00 1.15
-.08 -1.34 .41 -.19
-.08 -1.19 -2.05 .57
-.71 .17 .42 -.76
.95 .86 1.25 .57
.08 .85 .41 .95
-.08 .34 -.41 1.13
-.94 -.34 .41 -1.30
-.71 -.17 -1.23 -.94
.00 -1.35 .41 .76
.40 .00 -.41 -.38
.00 .68 -.41 1.70
-1.98 -.68 -4.58 -1.30
.81 .51 .00 .94
1.52 .17 1.75 .93
-.95 .17 .43 .37
-.08 -.34 -.85 -.74
-.08 -.17 -.86 .19
.32 -.34 .00 .19
1.43 1.37 .43 1.67
-2.04 -.34 -1.30 2.55
1.44 -.34 1.32 -.36
-1.19 -.68 -1.73 -.18
1.20 .85 .00 2.14
-1.03 .00 -.88 -.52
.64 -1.02 1.33 -.53
.40 1.71 .00 .18
-.08 -.34 -1.75 .00
-.16 -.34 .89 .71
-.48 1.02 .00 -.70
.64 -.84 .00 .18
.55 .68 1.33 .35
-2.44 -2.02 -1.75 -1.40
1.21 1.03 .89 .89
.80 .51 1.32 .35
.32 .51 .00 .88
.79 -.34 .00 1.74
1.33 .17 1.30 -.86
.00 .67 -.86 .69
-.08 -1.17 .43 -.86
1.54 .85 -.43 -.17
.38 .00 .00 .17
-.38 -.50 .87 -.35
.68 .84 .86 .69
-.83 -1.34 -.43 .00
1.14 .34 .00 -.52
-.68 .17 .00 -.17
.83 .17 .85 .52
-.38 .17 .00 -.52
-.45 -1.01 -.42 .87
1.59 .68 1.28 .17
-.37 -.84 .84 -.34
.30 .68 .83 .86
-.67 .34 -.83 -.34
-.75 -.17 .00 .00
-2.20 .34 .00 -1.37
.77 .50 -1.67 -.70
1.84 -.33 .00 .18
.75 1.01 .85 .87
.90 1.16 .00 .17
.52 -.99 -1.26 .69
-1.55 -1.33 -1.28 .00
1.43 .00 .43 .17
.00 1.18 .43 .34
.15 -1.16 -.43 -.17
.81 .00 -.43 -1.03
.29 .50 1.29 .69
1.17 1.34 .85 1.89
1.08 .00 -.42 .00
1.86 .66 .00 2.70
.63 .49 1.69 .82
.00 .98 1.25 .98
.70 1.62 .82 2.26
3.18 -2.54 .00 -.79
.27 -1.79 -2.04 .64
-1.94 -1.33 -.42 -.16
1.91 .67 .84 -3.16
.33 -.84 -.41 3.10
.33 2.02 1.25 3.01
.07 .00 .41 2.46
-.40 .00 .00 1.20
.20 .17 -1.23 3.41
-.60 .17 .83 -.86
2.08 -3.46 .00 2.03
-.07 2.56 1.23 .57
-.72 1.50 .41 -1.27
1.72 -.33 -1.21 -1.00
.59 .00 1.23 1.01
-.39 .33 .00 -.86
-.45 -.33 -.40 -.14
-.52 .66 .81 -2.74
.85 -.65 -.81 -1.34
.06 .00 .41 1.50
1.23 -.49 .81 1.04
-.90 .00 -.40 .88
3.50 -1.98 -1.61 -1.74
-.94 -3.54 .41 .59
-3.16 -.35 -.41 -1.47
-2.22 3.33 -.41 .45
.33 .00 .00 1.04
06 07 08 09
BCOLOMBIA CEMARGOS PFAVAL ISA
.84 .22 .41 .26
.20 .45 .34 .38
.31 .28 .26 .12
.17 .28 .16 .26
.22 .54 .37 .27
1.00 .15 .35 .26
1.00 .27 .30
1.00 .27
1.00
a. Calcule e interprete el coeficiente de correlacin entre la tasa de variacin diaria del precio de la accin y la
tasa de variacin diaria del ndice COLCAP. Escriba la interpretacin.
00 01
No Fecha COLCAP PFBCOLOM
1 20160623 1,329.58 26,200.00
2 20160624 1,317.71 25,680.00 -11.87 -520.00
3 20160627 1,302.39 25,300.00 -15.32 -380.00
4 20160628 1,303.28 25,340.00 0.89 40.00
5 20160629 1,311.52 25,620.00 8.24 280.00
6 20160630 1,313.18 25,480.00 1.66 -140.00
7 20160701 1,312.98 25,700.00 -0.20 220.00
8 20160705 1,303.46 25,400.00 -9.52 -300.00
9 20160706 1,310.00 25,420.00 6.54 20.00
10 20160707 1,301.76 25,380.00 -8.24 -40.00
11 20160708 1,297.64 25,320.00 -4.12 -60.00
12 20160711 1,306.76 25,540.00 9.12 220.00
13 20160712 1,320.30 25,780.00 13.54 240.00
14 20160713 1,325.79 25,780.00 5.49 0.00
15 20160714 1,332.85 25,860.00 7.06 80.00
16 20160715 1,339.60 26,040.00 6.75 180.00
17 20160718 1,339.00 25,980.00 -0.60 -60.00
18 20160719 1,337.80 25,960.00 -1.20 -20.00
19 20160721 1,328.61 26,000.00 -9.19 40.00
20 20160722 1,332.85 26,160.00 4.24 160.00
21 20160725 1,323.41 25,860.00 -9.44 -300.00
22 20160726 1,315.69 25,800.00 -7.72 -60.00
23 20160727 1,321.65 26,120.00 5.96 320.00
24 20160728 1,317.44 26,000.00 -4.21 -120.00
25 20160729 1,308.22 26,300.00 -9.22 300.00
26 20160801 1,306.02 26,020.00 -2.20 -280.00
27 20160802 1,303.35 26,080.00 -2.67 60.00
28 20160803 1,304.62 26,300.00 1.27 220.00
29 20160804 1,307.59 26,360.00 2.97 60.00
30 20160805 1,309.48 26,500.00 1.89 140.00
31 20160808 1,314.34 26,500.00 4.86 0.00
32 20160809 1,323.93 26,900.00 9.59 400.00
33 20160810 1,322.33 26,960.00 -1.60 60.00
34 20160811 1,327.89 27,180.00 5.56 220.00
35 20160812 1,323.66 27,180.00 -4.23 0.00
36 20160816 1,342.69 27,380.00 19.03 200.00
37 20160817 1,348.89 27,320.00 6.20 -60.00
38 20160818 1,348.01 27,180.00 -0.88 -140.00
39 20160819 1,349.79 27,720.00 1.78 540.00
40 20160822 1,349.21 28,080.00 -0.58 360.00
41 20160823 1,358.62 28,180.00 9.41 100.00
42 20160824 1,369.65 28,280.00 11.03 100.00
43 20160825 1,370.82 28,360.00 1.17 80.00
44 20160826 1,373.42 28,640.00 2.60 280.00
45 20160829 1,371.99 28,560.00 -1.43 -80.00
46 20160830 1,373.85 28,640.00 1.86 80.00
47 20160831 1,380.18 29,100.00 6.33 460.00
48 20160901 1,379.41 29,260.00 -0.77 160.00
49 20160902 1,394.38 29,880.00 14.97 620.00
50 20160905 1,397.92 29,780.00 3.54 -100.00
51 20160906 1,402.83 29,760.00 4.91 -20.00
52 20160907 1,417.57 30,200.00 14.74 440.00
53 20160908 1,416.16 29,940.00 -1.41 -260.00
54 20160909 1,397.90 29,780.00 -18.26 -160.00
55 20160912 1,386.73 29,700.00 -11.17 -80.00
56 20160913 1,367.18 29,220.00 -19.55 -480.00
57 20160914 1,373.22 29,020.00 6.04 -200.00
58 20160915 1,373.44 29,280.00 0.22 260.00
59 20160916 1,354.63 28,200.00 -18.81 -1,080.00
60 20160919 1,354.67 28,200.00 0.04 0.00
61 20160920 1,341.36 27,720.00 -13.31 -480.00
62 20160921 1,341.29 27,600.00 -0.07 -120.00
63 20160922 1,358.03 28,000.00 16.74 400.00
64 20160923 1,351.60 27,800.00 -6.43 -200.00
65 20160926 1,346.67 27,680.00 -4.93 -120.00
66 20160927 1,333.85 27,260.00 -12.82 -420.00
67 20160928 1,354.98 28,320.00 21.13 1,060.00
68 20160929 1,345.00 28,100.00 -9.98 -220.00
69 20160930 1,338.83 27,940.00 -6.17 -160.00
70 20161003 1,330.57 27,640.00 -8.26 -300.00
71 20161004 1,335.10 27,800.00 4.53 160.00
72 20161005 1,341.33 27,820.00 6.23 20.00
73 20161006 1,343.44 27,640.00 2.11 -180.00
74 20161007 1,348.20 28,060.00 4.76 420.00
75 20161010 1,350.33 27,800.00 2.13 -260.00
76 20161011 1,358.07 28,180.00 7.74 380.00
77 20161012 1,354.61 28,040.00 -3.46 -140.00
78 20161013 1,354.40 28,280.00 -0.21 240.00
79 20161014 1,346.07 28,100.00 -8.33 -180.00
80 20161018 1,355.72 28,300.00 9.65 200.00
81 20161019 1,364.02 28,460.00 8.30 160.00
82 20161020 1,361.15 28,600.00 -2.87 140.00
83 20161021 1,362.97 28,660.00 1.82 60.00
84 20161024 1,359.20 28,660.00 -3.77 0.00
85 20161025 1,356.98 28,440.00 -2.22 -220.00
86 20161026 1,357.49 28,540.00 0.51 100.00
87 20161027 1,359.70 28,500.00 2.21 -40.00
88 20161028 1,360.96 28,600.00 1.26 100.00
89 20161031 1,365.53 28,540.00 4.57 -60.00
90 20161101 1,370.75 29,140.00 5.22 600.00
91 20161102 1,368.45 29,060.00 -2.30 -80.00
92 20161103 1,356.01 29,060.00 -12.44 0.00
93 20161104 1,345.66 28,520.00 -10.35 -540.00
94 20161108 1,354.91 28,680.00 9.25 160.00
95 20161109 1,354.68 28,380.00 -0.23 -300.00
96 20161110 1,319.51 27,520.00 -35.17 -860.00
97 20161111 1,299.03 27,140.00 -20.48 -380.00
98 20161115 1,297.07 26,860.00 -1.96 -280.00
99 20161116 1,300.09 26,900.00 3.02 40.00
100 20161117 1,305.81 26,820.00 5.72 -80.00
101 20161118 1,307.44 26,820.00 1.63 0.00
102 20161121 1,312.87 26,500.00 5.43 -320.00
103 20161122 1,307.21 26,120.00 -5.66 -380.00
104 20161123 1,308.87 26,500.00 1.66 380.00
105 20161124 1,308.94 26,400.00 0.07 -100.00
106 20161125 1,295.67 26,140.00 -13.27 -260.00
107 20161128 1,289.97 25,900.00 -5.70 -240.00
108 20161129 1,271.11 25,640.00 -18.86 -260.00
109 20161130 1,286.07 26,000.00 14.96 360.00
110 20161201 1,297.33 26,320.00 11.26 320.00
111 20161202 1,306.56 26,600.00 9.23 280.00
112 20161205 1,314.74 26,820.00 8.18 220.00
113 20161206 1,316.82 26,860.00 2.08 40.00
114 20161207 1,314.38 26,820.00 -2.44 -40.00
115 20161209 1,324.80 26,980.00 10.42 160.00
116 20161212 1,323.19 27,000.00 -1.61 20.00
117 20161213 1,335.46 27,300.00 12.27 300.00
118 20161214 1,325.78 26,900.00 -9.68 -400.00
119 20161215 1,339.89 27,800.00 14.11 900.00
120 20161216 1,341.58 27,680.00 1.69 -120.00
121 20161219 1,340.08 27,240.00 -1.50 -440.00
122 20161220 1,345.87 27,100.00 5.79 -140.00
123 20161221 1,342.25 26,980.00 -3.62 -120.00
124 20161222 1,340.06 27,200.00 -2.19 220.00
125 20161223 1,330.31 26,940.00 -9.75 -260.00
126 20161226 1,341.31 27,180.00 11.00 240.00
127 20161227 1,339.06 26,920.00 -2.25 -260.00
128 20161228 1,353.65 27,460.00 14.59 540.00
129 20161229 1,351.68 27,180.00 -1.97 -280.00
130 20170102 1,345.89 27,120.00 -5.79 -60.00
131 20170103 1,354.82 27,640.00 8.93 520.00
132 20170104 1,373.04 27,860.00 18.22 220.00
133 20170105 1,377.88 27,840.00 4.84 -20.00
134 20170106 1,374.08 27,840.00 -3.80 0.00
135 20170110 1,372.50 28,280.00 -1.58 440.00
136 20170111 1,375.14 28,380.00 2.64 100.00
137 20170112 1,369.64 28,180.00 -5.50 -200.00
138 20170113 1,369.62 27,920.00 -0.02 -260.00
139 20170116 1,361.05 27,700.00 -8.57 -220.00
140 20170117 1,361.48 27,720.00 0.43 20.00
141 20170118 1,360.54 27,840.00 -0.94 120.00
142 20170119 1,359.60 27,660.00 -0.94 -180.00
143 20170120 1,354.35 27,660.00 -5.25 0.00
144 20170123 1,355.43 27,660.00 1.08 0.00
145 20170124 1,366.91 27,740.00 11.48 80.00
146 20170125 1,365.24 27,780.00 -1.67 40.00
147 20170126 1,371.38 28,160.00 6.14 380.00
148 20170127 1,372.59 27,780.00 1.21 -380.00
149 20170130 1,364.90 27,620.00 -7.69 -160.00
150 20170131 1,357.47 27,560.00 -7.43 -60.00
151 20170201 1,357.83 27,580.00 0.36 20.00
152 20170202 1,366.79 27,840.00 8.96 260.00
153 20170203 1,369.79 27,800.00 3.00 -40.00
154 20170206 1,367.92 27,800.00 -1.87 0.00
155 20170207 1,360.65 27,480.00 -7.27 -320.00
156 20170208 1,350.27 27,280.00 -10.38 -200.00
157 20170209 1,345.97 27,220.00 -4.30 -60.00
158 20170210 1,347.40 27,240.00 1.43 20.00
159 20170213 1,351.36 27,300.00 3.96 60.00
160 20170214 1,320.97 26,840.00 -30.39 -460.00
161 20170215 1,334.88 27,300.00 13.91 460.00
162 20170216 1,344.46 27,640.00 9.58 340.00
163 20170217 1,341.83 27,340.00 -2.63 -300.00
164 20170220 1,340.99 27,400.00 -0.84 60.00
165 20170221 1,336.52 27,200.00 -4.47 -200.00
166 20170222 1,331.20 27,400.00 -5.32 200.00
167 20170223 1,341.65 27,820.00 10.45 420.00
168 20170224 1,333.57 27,240.00 -8.08 -580.00
169 20170227 1,334.45 27,680.00 0.88 440.00
170 20170228 1,326.31 27,300.00 -8.14 -380.00
171 20170301 1,328.63 27,520.00 2.32 220.00
172 20170302 1,326.81 27,400.00 -1.82 -120.00
173 20170303 1,329.58 27,580.00 2.77 180.00
174 20170306 1,334.02 27,640.00 4.44 60.00
175 20170307 1,332.81 27,540.00 -1.21 -100.00
176 20170308 1,324.54 27,600.00 -8.27 60.00
177 20170309 1,330.35 27,400.00 5.81 -200.00
178 20170310 1,335.67 27,600.00 5.32 200.00
179 20170313 1,342.42 27,880.00 6.75 280.00
180 20170314 1,317.98 27,100.00 -24.44 -780.00
181 20170315 1,329.96 27,360.00 11.98 260.00
182 20170316 1,342.21 27,660.00 12.25 300.00
183 20170317 1,337.29 27,560.00 -4.92 -100.00
184 20170321 1,343.97 27,880.00 6.68 320.00
185 20170322 1,351.16 28,500.00 7.19 620.00
186 20170323 1,359.19 28,500.00 8.03 0.00
187 20170324 1,355.53 28,460.00 -3.66 -40.00
188 20170327 1,356.01 28,780.00 0.48 320.00
189 20170328 1,363.61 29,140.00 7.60 360.00
190 20170329 1,364.61 28,800.00 1.00 -340.00
191 20170330 1,369.88 29,060.00 5.27 260.00
192 20170331 1,365.61 28,700.00 -4.27 -360.00
193 20170403 1,368.39 29,100.00 2.78 400.00
194 20170404 1,368.12 29,080.00 -0.27 -20.00
195 20170405 1,371.46 29,200.00 3.34 120.00
196 20170406 1,370.05 28,860.00 -1.41 -340.00
197 20170407 1,368.98 28,700.00 -1.07 -160.00
198 20170410 1,375.90 29,060.00 6.92 360.00
199 20170411 1,374.43 29,040.00 -1.47 -20.00
200 20170412 1,378.28 28,720.00 3.85 -320.00
201 20170417 1,371.98 28,920.00 -6.30 200.00
202 20170418 1,371.75 28,560.00 -0.23 -360.00
203 20170419 1,363.44 28,000.00 -8.31 -560.00
204 20170420 1,363.34 28,220.00 -0.10 220.00
205 20170421 1,362.33 28,360.00 -1.01 140.00
206 20170424 1,366.49 28,660.00 4.16 300.00
207 20170425 1,372.42 29,000.00 5.93 340.00
208 20170426 1,374.66 28,960.00 2.24 -40.00
209 20170427 1,362.45 28,500.00 -12.21 -460.00
210 20170428 1,371.54 28,720.00 9.09 220.00
211 20170502 1,373.17 29,280.00 1.63 560.00
212 20170503 1,370.13 29,160.00 -3.04 -120.00
213 20170504 1,376.63 29,560.00 6.50 400.00
214 20170505 1,384.92 29,660.00 8.29 100.00
215 20170508 1,403.19 30,200.00 18.27 540.00
216 20170509 1,407.13 30,680.00 3.94 480.00
217 20170510 1,414.84 31,140.00 7.71 460.00
218 20170511 1,421.84 31,460.00 7.00 320.00
219 20170512 1,443.56 31,600.00 21.72 140.00
220 20170515 1,458.09 31,800.00 14.53 200.00
221 20170516 1,449.37 32,160.00 -8.72 360.00
222 20170517 1,437.84 31,880.00 -11.53 -280.00
223 20170518 1,429.41 31,660.00 -8.43 -220.00
224 20170519 1,436.19 32,140.00 6.78 480.00
225 20170522 1,436.81 32,040.00 0.62 -100.00
226 20170523 1,444.14 32,200.00 7.33 160.00
227 20170524 1,446.19 32,260.00 2.05 60.00
228 20170525 1,444.39 32,000.00 -1.80 -260.00
229 20170526 1,448.93 32,120.00 4.54 120.00
230 20170530 1,444.09 31,900.00 -4.84 -220.00
231 20170531 1,439.48 32,260.00 -4.61 360.00
232 20170601 1,442.83 32,240.00 3.35 -20.00
233 20170602 1,441.81 32,200.00 -1.02 -40.00
234 20170605 1,445.06 32,520.00 3.25 320.00
235 20170606 1,456.53 32,980.00 11.47 460.00
236 20170607 1,451.37 32,500.00 -5.16 -480.00
237 20170608 1,450.26 32,780.00 -1.11 280.00
238 20170609 1,450.45 32,600.00 0.19 -180.00
239 20170612 1,446.91 32,800.00 -3.54 200.00
240 20170613 1,450.43 33,140.00 3.52 340.00
241 20170614 1,456.73 33,500.00 6.30 360.00
242 20170615 1,456.39 33,400.00 -0.34 -100.00
243 20170616 1,464.77 34,200.00 8.38 800.00
244 20170620 1,450.82 34,280.00 -13.95 80.00
245 20170621 1,436.70 33,000.00 -14.12 -1,280.00
246 20170622 1,435.57 32,180.00 -1.13 -820.00
247 20170623 1,435.12 32,140.00 -0.45 -40.00
H0 ; = 1350
para este valor de Zp = -3,20 el cual esta por de
h1 ; > 1350 zp= -3.206963
= 0.05
de la zona critica se dice que bajo este criterio se
= 1358 hipotesis nula H0 la cual dice que la media aritem
= 40.99 es igual a 1350 y se acepta la hipotesis alterna H
n= 270 que la media aritemtica es mayor de 1350, cosa
zona critica -1.64 ya que dicha media es 1358, se puede concluir q
la significancia es el apropiado para este caso.
able tasa de variacin del ndice COLCAP para explicar el comportamiento de la tasa de variacin diaria del precio de la accin. Escriba la