Professional Documents
Culture Documents
Portafolio
Portafolio
Bancolombia
Banco Occidente
Banco Popular
Banco AV Villas Biomax Davivienda
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0.0143 0 0 0 0 0
0 0.0039 0 0 0 0
0 0 0.0025 0 0 0
0 0 0 0.0089 0 0
0 0 0 0 0.0230 0
0 0 0 0 0 0.0137
0 0 0 0 0 0
BancolombiaBanco Occidente
Banco Popular
Banco AV Villas Biomax Davivienda
0.0143911 0.042097506 0.000466373 0.0429744 -0.0346588 0.00609308
0.1167173 -0.06820872 0.004511039 0.0326028 -0.0106439 0.11519747
0.1768229 0.051570012 0.016820136 0.043009 -0.0367133 0.09889355
1 -0.16654186 -0.1718839 0.6654874 -0.4328179 0.92633502
-0.16655 1 0.033606936 -0.09775 0.07245959 -0.16430548
-0.1718527 0.033613583 1 -0.1159509 0.07585188 -0.19302814
0.6656439 -0.09774549 -0.1159608 1 -0.2815842 0.6048777
-0.4328308 0.072470005 0.075832195 -0.2815898 1 -0.40496604
0.9272677 -0.16431776 -0.19319911 0.6049679 -0.4049622 1
0.9457471 -0.13921726 -0.17389923 0.6747861 -0.4424604 0.89134201
Bancolombia
Banco Occidente
Banco Popular
Banco AV Villas Biomax Davivienda
0.0001236 0.000361607 0.000004006 0.0003691 -0.0002977 5.23381E-05
0.0026394 -0.00154243 0.00010201 0.0007373 -0.0002407 0.00260501
0.0016976 0.000495111 0.000161486 0.0004129 -0.0003525 0.00094945
0.0143126 -0.00238365 -0.00246011 0.0095249 -0.0061948 0.0132583
-0.0006455 0.003875776 0.000130253 -0.0003789 0.00028084 -0.00063681
-0.0004267 8.34672E-05 0.002483138 -0.0002879 0.00018835 -0.00047932
0.0059427 -0.00087265 -0.00103527 0.0089278 -0.0025139 0.00540021
-0.0099605 0.001667707 0.001745079 -0.0064801 0.02301237 -0.00931923
0.0126825 -0.00224742 -0.00264244 0.0082743 -0.0055388 0.01367728
0.0113334 -0.00166832 -0.00208393 0.0080863 -0.0053022 0.01068145
Bancolombia
Banco Occidente
Banco Popular
Banco AV Villas Biomax Davivienda
1.7693E-06 1.40151E-06 9.94751E-09 3.2956E-06 -6.851E-06 7.15842E-07
3.7776E-05 -5.97812E-06 2.53305E-07 6.5821E-06 -5.539E-06 3.56294E-05
2.4298E-05 1.91894E-06 0.000000401 3.6864E-06 -8.1113E-06 1.29859E-05
0.0002049 -9.23851E-06 -6.1088E-06 8.5036E-05 -0.0001426 0.00018134
-9.239E-06 1.50216E-05 3.23436E-07 -3.382E-06 6.4627E-06 -8.7098E-06
-6.108E-06 3.235E-07 0.000006166 -2.571E-06 4.3344E-06 -6.5557E-06
8.5056E-05 -3.3822E-06 -2.57072E-06 7.9705E-05 -5.7851E-05 7.38602E-05
-0.0001426 6.46366E-06 4.33327E-06 -5.785E-05 0.00052957 -0.00012746
0.0001815 -8.7105E-06 -6.56154E-06 7.3871E-05 -0.0001275 0.00018707
0.0001622 -6.46602E-06 -5.17469E-06 7.2193E-05 -0.000122 0.00014609
Rendimie
1330.00 15780.00
1335.00 15780.00 -0.0050 0.0000 0.0000 0.0000
1340.00 15760.00 0.0014 -0.0152 0.0071 -0.0032
1340.00 15760.00 -0.0016 0.0000 0.0035 0.0021
1335.00 15740.00 0.0007 0.0000 -0.0035 -0.0021
1345.00 15840.00 0.0011 0.0000 0.0141 0.0000
1360.00 15860.00 -0.0036 -0.0077 0.0208 -0.0054
1375.00 15900.00 -0.0015 0.0000 0.0034 -0.0011
1370.00 15880.00 -0.0065 0.0000 -0.0034 0.0011
1380.00 15840.00 -0.0028 0.0000 -0.0103 0.0021
1380.00 15900.00 -0.0032 0.0000 0.0035 0.0011
1365.00 15860.00 0.0000 0.0000 0.0103 0.0011
1375.00 15940.00 0.0064 0.0000 0.0169 0.0032
1375.00 16200.00 0.0010 0.0000 0.0491 -0.0043
1370.00 16200.00 -0.0179 0.0000 0.0283 -0.0021
1365.00 16300.00 -0.0055 0.0190 0.0336 -0.0195
1355.00 16340.00 -0.0088 0.0000 0.0000 -0.0177
1340.00 16580.00 0.0106 -0.0114 0.0412 0.0022
1340.00 16480.00 -0.0097 0.0000 -0.0204 0.0110
1340.00 16460.00 -0.0051 0.0000 0.0000 -0.0245
1320.00 16460.00 0.0116 0.0000 0.0682 0.0022
1300.00 16460.00 -0.0002 0.0000 -0.0364 0.0089
1305.00 16200.00 0.0039 0.0189 0.0364 0.0133
1315.00 16040.00 -0.0042 0.0000 -0.0055 0.0000
1265.00 16260.00 -0.0064 0.0000 -0.0252 0.0000
1275.00 16300.00 0.0038 0.0000 -0.0085 0.0077
1275.00 16380.00 0.0042 -0.0075 0.0000 0.0141
1285.00 16380.00 0.0048 0.0000 0.0000 -0.0065
1300.00 16200.00 0.0019 0.0000 -0.0057 0.0043
1310.00 16320.00 0.0015 0.0000 0.0000 -0.0022
1285.00 16380.00 0.0021 0.0000 0.0199 0.0000
1280.00 16280.00 -0.0004 0.0000 0.0000 -0.0054
1295.00 16220.00 -0.0009 0.0000 -0.0085 0.0097
1270.00 16240.00 -0.0023 0.0000 0.0113 0.0171
1300.00 16260.00 0.0004 0.0000 -0.0256 0.0251
1275.00 16360.00 0.0018 0.0000 0.0200 -0.0062
1300.00 16380.00 -0.0030 0.0000 -0.0114 -0.0042
1300.00 16420.00 0.0032 0.0000 0.0142 -0.0105
1300.00 16360.00 -0.0026 0.0000 0.0028 0.0032
1245.00 16440.00 0.0009 0.0000 0.0056 -0.0032
1235.00 16380.00 -0.0009 -0.0038 -0.0084 0.0032
1260.00 16500.00 0.0022 0.0000 0.0028 -0.0021
1270.00 16560.00 0.0142 0.0000 0.0573 0.0031
1270.00 16580.00 0.0000 0.0000 0.0132 -0.0010
1275.00 16640.00 0.0018 0.0000 0.0130 -0.0021
1275.00 16600.00 0.0018 0.0000 0.0077 0.0000
1275.00 16440.00 -0.0071 0.0038 -0.0077 -0.0256
1280.00 16520.00 0.0065 -0.0038 0.0026 0.0139
1280.00 16560.00 0.0009 0.0000 0.0051 0.0000
1280.00 16500.00 0.0038 0.0000 0.0253 0.0000
1300.00 16480.00 0.0046 0.0075 0.0075 0.0095
1300.00 16460.00 0.0038 -0.0038 0.0050 0.0105
1260.00 16520.00 -0.0003 0.0000 0.0244 -0.0073
1305.00 16580.00 0.0077 0.0000 0.0167 0.0084
1300.00 16560.00 0.0057 0.0728 0.0463 -0.0084
1300.00 16400.00 0.0020 0.0000 0.0224 -0.0106
1265.00 16340.00 -0.0006 0.0000 0.0391 0.0021
1300.00 16240.00 0.0104 0.0000 0.0457 -0.0042
1290.00 16380.00 0.0090 0.0000 0.0161 -0.0075
1290.00 16600.00 0.0011 0.0000 0.0218 0.0053
1275.00 16840.00 -0.0062 -0.0541 -0.0079 0.0021
1270.00 16780.00 -0.0094 -0.0037 -0.0444 0.0000
1275.00 16860.00 -0.0013 0.0037 -0.0208 -0.0032
1310.00 16880.00 -0.0050 0.0000 -0.0170 0.0169
1270.00 16820.00 0.0166 -0.0187 0.0358 -0.0137
1280.00 16800.00 0.0029 0.0000 0.0184 0.0106
1285.00 16980.00 0.0029 0.0187 0.0040 0.0198
1290.00 17800.00 0.0019 0.0000 -0.0040 0.0072
1280.00 17780.00 0.0044 -0.0112 0.0495 0.0051
1295.00 17560.00 0.0080 -0.0075 0.0434 0.0020
1310.00 18280.00 0.0122 0.0075 0.0345 -0.0511
1315.00 18280.00 -0.0004 -0.0075 -0.0198 -0.0064
1300.00 18100.00 0.0024 0.0075 0.0054 0.0011
1305.00 17960.00 0.0035 0.0000 0.0054 0.0107
1295.00 17800.00 -0.0097 0.0000 -0.0274 -0.0075
1245.00 17880.00 -0.0158 -0.0075 -0.0149 0.0043
1280.00 18500.00 0.0145 0.0075 0.0405 0.0357
1275.00 18000.00 -0.0084 0.0000 -0.0386 -0.0052
1255.00 17480.00 -0.0289 0.0000 -0.0699 -0.0220
1275.00 17820.00 0.0025 0.0000 0.0060 0.0053
1260.00 17660.00 0.0000 0.0000 -0.0284 -0.0032
1260.00 17480.00 -0.0146 0.0000 -0.0399 0.0000
1245.00 17500.00 -0.0025 0.0000 0.0460 0.0105
1255.00 17700.00 0.0056 0.0000 -0.0103 0.0145
1295.00 17600.00 -0.0030 -0.0075 -0.0146 -0.0187
1310.00 17420.00 0.0091 0.0000 0.0471 -0.0053
1270.00 17020.00 -0.0029 0.0000 -0.0040 -0.0138
1275.00 17240.00 0.0042 0.0038 -0.0020 0.0043
1275.00 17240.00 -0.0033 0.0000 -0.0020 -0.0205
1290.00 17200.00 0.0011 0.0038 0.0020 -0.0011
1300.00 17240.00 0.0052 0.0000 -0.0040 0.0119
1275.00 17300.00 0.0046 -0.0075 0.0357 0.0011
1270.00 17120.00 0.0003 0.0000 0.0231 0.0000
1275.00 17020.00 -0.0050 0.0000 0.0114 0.0011
1265.00 16960.00 -0.0055 0.0000 -0.0095 -0.0119
1255.00 16780.00 -0.0255 0.0000 -0.0467 -0.0120
1240.00 16600.00 -0.0082 0.0000 -0.0120 0.0066
1205.00 16540.00 -0.0068 -0.0190 0.0000 -0.0165
1215.00 16780.00 0.0092 0.0000 0.0120 0.0100
1220.00 16860.00 0.0039 0.0000 -0.0020 -0.0033
1240.00 16740.00 -0.0012 0.0000 -0.0222 -0.0011
1235.00 16720.00 0.0004 0.0000 0.0102 -0.0011
1265.00 16640.00 0.0053 0.0000 0.0120 0.0055
1215.00 16960.00 -0.0022 0.0266 -0.0100 0.0000
1230.00 16880.00 -0.0077 -0.0075 0.0100 0.0044
1220.00 16740.00 -0.0026 0.0038 0.0000 0.0000
1235.00 16680.00 0.0023 0.0000 0.0119 0.0033
1225.00 16520.00 0.0058 0.0000 0.0215 -0.0022
1210.00 16400.00 0.0008 0.0000 0.0304 -0.0099
1210.00 16480.00 0.0062 0.0000 0.0295 0.0077
1205.00 16380.00 -0.0119 0.0000 -0.0484 -0.0066
1205.00 16240.00 -0.0064 0.0000 0.0301 -0.0201
1205.00 15820.00 0.0068 0.0000 0.0274 0.0000
1160.00 16100.00 -0.0130 0.0000 -0.0480 0.0079
1160.00 16480.00 0.0038 0.0000 -0.0114 0.0089
1170.00 15900.00 0.0105 0.0000 0.0283 0.0044
1170.00 15880.00 0.0148 0.0000 0.0148 0.0077
1195.00 15880.00 0.0032 -0.0038 0.0037 0.0216
1215.00 16040.00 0.0115 0.0000 0.0000 0.0043
1220.00 16000.00 0.0039 0.0000 -0.0037 0.0000
1215.00 16020.00 0.0072 0.0000 0.0055 0.0021
1240.00 15980.00 0.0106 0.0000 0.0163 -0.0011
1245.00 15960.00 0.0078 0.0075 0.0659 -0.0021
1230.00 15880.00 -0.0027 0.0000 -0.0084 -0.0011
1250.00 15940.00 -0.0113 0.0000 -0.0415 -0.0162
1250.00 16000.00 -0.0055 -0.0075 -0.0268 -0.0011
1245.00 16400.00 0.0144 0.0000 0.0391 0.0043
1240.00 16700.00 0.0064 0.0000 0.0224 -0.0011
1245.00 16600.00 0.0066 0.0000 0.0319 0.0000
1245.00 16620.00 -0.0070 0.0000 0.0000 -0.0033
1245.00 16800.00 0.0097 0.0038 0.0180 -0.0033
1240.00 16600.00 -0.0090 0.0000 -0.0081 -0.0011
1240.00 16440.00 -0.0029 -0.0038 -0.0049 0.0044
1225.00 16440.00 -0.0030 0.0000 -0.0116 -0.0044
1245.00 16780.00 0.0084 0.0038 0.0197 0.0119
1245.00 16960.00 -0.0006 0.0000 0.0097 -0.0011
1240.00 16940.00 0.0001 -0.0152 0.0016 0.0043
1225.00 16800.00 -0.0081 0.0000 -0.0032 -0.0108
1235.00 16280.00 -0.0039 0.0000 0.0000 -0.0044
1215.00 16460.00 -0.0018 0.0000 -0.0212 -0.0176
1210.00 16400.00 0.0014 0.0000 0.0180 0.0000
1230.00 16580.00 0.0077 0.0000 0.0240 0.0187
1220.00 16680.00 -0.0037 0.0189 -0.0192 0.0087
1205.00 16720.00 -0.0017 0.0037 0.0112 -0.0011
1190.00 16500.00 0.0137 0.0000 0.0483 -0.0022
1190.00 15820.00 -0.0155 0.0000 -0.0262 -0.0065
1200.00 15800.00 -0.0142 0.0000 -0.0110 0.0022
1195.00 15540.00 -0.0033 0.0000 -0.0063 -0.0143
1190.00 15680.00 -0.0025 0.0000 -0.0080 0.0099
1235.00 15900.00 0.0053 0.0000 -0.0048 -0.0121
1205.00 16020.00 -0.0011 0.0074 -0.0277 0.0132
1220.00 16120.00 0.0034 0.0506 0.0164 0.0054
1235.00 16000.00 -0.0013 0.0000 -0.0398 -0.0142
1200.00 16020.00 -0.0013 0.0209 -0.0188 0.0033
1220.00 16220.00 0.0096 0.0000 0.0439 0.0077
1225.00 16380.00 0.0044 0.0000 0.0293 0.0076
1240.00 16500.00 0.0004 0.0000 -0.0097 -0.0043
1240.00 16600.00 0.0114 0.0000 0.0065 0.0065
1240.00 16620.00 -0.0031 0.0000 -0.0097 0.0000
1225.00 16640.00 -0.0033 0.0000 -0.0213 0.0097
1235.00 16140.00 -0.0033 0.0000 0.0148 0.0043
1235.00 16080.00 -0.0010 -0.0209 -0.0049 -0.0021
1230.00 16420.00 0.0017 0.0209 -0.0132 -0.0021
1230.00 16480.00 0.0017 0.0000 0.0017 -0.0162
1225.00 16640.00 -0.0014 0.0000 -0.0017 0.0119
1220.00 16320.00 -0.0063 -0.0069 -0.0151 -0.0065
1220.00 16220.00 0.0092 0.0000 0.0084 0.0097
1220.00 16080.00 -0.0117 0.0000 -0.0272 -0.0227
1200.00 16100.00 -0.0034 0.0000 -0.0104 0.0184
1205.00 16180.00 0.0014 0.0000 -0.0105 -0.0043
1190.00 15920.00 -0.0076 0.0000 0.0122 0.0022
1200.00 16140.00 -0.0001 0.0000 -0.0211 0.0000
1195.00 16180.00 0.0138 0.0000 0.0228 0.0022
1220.00 16100.00 0.0042 0.0000 0.0290 -0.0032
1225.00 15940.00 0.0034 0.0000 0.0050 0.0011
1210.00 16200.00 0.0137 0.0000 0.0133 0.0011
1190.00 16100.00 -0.0100 0.0000 -0.0319 0.0011
1190.00 16180.00 0.0061 0.0000 0.0000 -0.0011
1220.00 16020.00 -0.0025 -0.0105 -0.0120 -0.0011
1195.00 16000.00 -0.0060 0.0000 0.0137 -0.0119
1195.00 16080.00 -0.0014 0.0000 0.0219 0.0087
1220.00 16100.00 0.0037 0.0000 0.0066 -0.0131
1200.00 16100.00 -0.0045 0.0000 -0.0218 -0.0055
1200.00 16140.00 -0.0056 0.0000 -0.0034 -0.0011
1190.00 16140.00 0.0008 0.0000 0.0068 -0.0011
1180.00 16280.00 0.0030 0.0000 -0.0085 0.0132
1185.00 16160.00 -0.0009 -0.0177 0.0068 -0.0022
1175.00 16200.00 0.0014 -0.0036 0.0017 -0.0099
1165.00 16240.00 -0.0031 0.0000 -0.0051 0.0055
1170.00 16220.00 0.0012 0.0000 0.0068 -0.0066
1165.00 16220.00 -0.0027 0.0000 -0.0017 0.0011
1170.00 16080.00 -0.0115 0.0000 0.0117 -0.0055
1200.00 16260.00 0.0065 0.0036 0.0017 0.0000
1180.00 16360.00 -0.0008 0.0000 -0.0067 0.0000
1190.00 16400.00 0.0078 0.0000 0.0313 0.0033
1150.00 16240.00 -0.0140 0.0000 -0.0033 -0.0078
1180.00 16320.00 0.0090 -0.0072 0.0178 0.0033
1180.00 16280.00 -0.0073 -0.0036 0.0016 -0.0056
1145.00 16360.00 0.0018 0.0000 -0.0112 0.0011
1150.00 16040.00 -0.0025 0.0000 0.0144 0.0000
1160.00 16020.00 0.0089 0.0000 0.0111 0.0033
1155.00 16000.00 -0.0063 0.0000 -0.0467 0.0011
1155.00 15880.00 -0.0047 0.0000 0.0131 -0.0011
1150.00 15980.00 -0.0032 0.0000 -0.0033 -0.0045
1165.00 16000.00 0.0024 0.0000 0.0130 0.0045
1180.00 16000.00 -0.0020 0.0000 -0.0328 0.0000
1175.00 16000.00 0.0031 0.0000 0.0214 0.0011
1190.00 16000.00 0.0022 0.0108 0.0097 -0.0011
1190.00 16220.00 0.0030 -0.0108 0.0144 0.0022
1170.00 16100.00 0.0019 0.0000 0.0252 0.0011
1180.00 16000.00 -0.0010 0.0000 0.0062 -0.0022
1180.00 15920.00 0.0027 0.0000 0.0092 -0.0011
1175.00 16060.00 0.0036 0.0000 0.0106 0.0022
1175.00 16060.00 0.0026 0.0000 0.0075 0.0022
1195.00 16060.00 -0.0030 -0.0072 0.0164 0.0000
1175.00 16000.00 -0.0020 0.0036 0.0176 0.0011
1195.00 15860.00 0.0014 0.0000 -0.0073 0.0000
1190.00 15820.00 -0.0043 0.0000 -0.0073 -0.0067
1190.00 15640.00 -0.0038 -0.0073 0.0175 0.0044
1175.00 15260.00 -0.0141 0.0000 -0.0073 -0.0044
1150.00 14700.00 -0.0159 0.0036 -0.0117 0.0011
1150.00 14540.00 -0.0063 0.0000 0.0059 -0.0045
1185.00 14620.00 -0.0028 0.0000 0.0000 0.0000
1180.00 14600.00 0.0059 -0.0036 0.0203 0.0033
1180.00 14700.00 0.0199 -0.0037 0.0932 -0.0033
1160.00 14700.00 -0.0060 0.0000 -0.0145 0.0000
1170.00 14460.00 -0.0021 0.0000 0.0066 -0.0112
1150.00 14300.00 -0.0019 -0.0037 0.0209 0.0000
1145.00 14460.00 0.0095 0.0000 0.0179 -0.0068
1140.00 14420.00 -0.0027 0.0000 -0.0231 0.0000
1140.00 14500.00 -0.0132 -0.0074 -0.0357 0.0011
1135.00 15400.00 -0.0019 0.0000 -0.0095 0.0346
1135.00 15000.00 0.0063 0.0000 0.0581 -0.0222
1135.00 14920.00 -0.0025 0.0000 0.0077 -0.0056
1125.00 14940.00 -0.0010 0.0000 -0.0013 0.0145
1125.00 14860.00 0.0074 0.0000 0.0139 -0.0202
1145.00 14580.00 0.0053 0.0000 0.0125 -0.0160
1140.00 14580.00 0.0046 0.0000 0.0293 0.0012
1140.00 14480.00 -0.0007 0.0000 -0.0109 0.0000
1145.00 14780.00 0.0085 0.0000 0.0133 0.0057
1135.00 14820.00 -0.0049 0.0000 -0.0194 0.0068
1135.00 14800.00 -0.0149 0.0000 -0.0161 -0.0023
PROMEDIO 0.0000 0.0001 0.0044 -0.0003
DESVIACION 0.0071 0.0086 0.0226 0.0096
BETA 0.08385859 2.07293378 0.276694
BETA PONDERADA 0.474427
Volatilidad promedio no diversificada 0.011908
Almacenes Éxito
0
0
0
0
0
0
0
0
0
0.0120
Almacenes Éxito
0.06132596
0.08169547
0.27320902
0.94552192
-0.13919612
-0.17395027
0.67472617
-0.44246918
0.8911953
1
Almacenes Éxito
0.00052677
0.00184741
0.00262302
0.01353291
-0.00053949
-0.00043194
0.00602381
-0.01018227
0.01218913
0.01198355
Almacenes Éxito
6.31263E-06
2.21386E-05
3.1433E-05
0.00016217
-6.465E-06
-5.1762E-06
7.21866E-05
-0.00012202
0.00014607
0.00014361
Rendimientos
Bancolombia
Banco Occidente
Banco Popular
Banco AV Villas
Biomax Davivienda
Almacenes Éxito