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ACCION FECHA PRECIO DE CIERRE

BCOLOMBIA 06/05/2014 00:00:00 26,700.00


BCOLOMBIA 07/05/2014 00:00:00 26,500.00
BCOLOMBIA 08/05/2014 00:00:00 26,700.00
BCOLOMBIA 09/05/2014 00:00:00 26,620.00
BCOLOMBIA 12/05/2014 00:00:00 26,660.00
BCOLOMBIA 13/05/2014 00:00:00 26,400.00
BCOLOMBIA 14/05/2014 00:00:00 26,160.00
BCOLOMBIA 15/05/2014 00:00:00 25,400.00
BCOLOMBIA 16/05/2014 00:00:00 25,700.00
BCOLOMBIA 19/05/2014 00:00:00 25,400.00
BCOLOMBIA 20/05/2014 00:00:00 25,040.00
BCOLOMBIA 21/05/2014 00:00:00 25,300.00
BCOLOMBIA 22/05/2014 00:00:00 25,580.00
BCOLOMBIA 23/05/2014 00:00:00 25,620.00
BCOLOMBIA 26/05/2014 00:00:00 25,440.00
BCOLOMBIA 27/05/2014 00:00:00 25,260.00
BCOLOMBIA 28/05/2014 00:00:00 25,240.00
BCOLOMBIA 29/05/2014 00:00:00 25,340.00
BCOLOMBIA 30/05/2014 00:00:00 25,600.00
BCOLOMBIA 03/06/2014 00:00:00 26,200.00
BCOLOMBIA 04/06/2014 00:00:00 25,920.00
BCOLOMBIA 05/06/2014 00:00:00 26,000.00
BCOLOMBIA 06/06/2014 00:00:00 26,160.00
BCOLOMBIA 09/06/2014 00:00:00 26,340.00
BCOLOMBIA 10/06/2014 00:00:00 26,700.00
BCOLOMBIA 11/06/2014 00:00:00 26,600.00
BCOLOMBIA 12/06/2014 00:00:00 26,600.00
BCOLOMBIA 13/06/2014 00:00:00 26,560.00
BCOLOMBIA 16/06/2014 00:00:00 26,980.00
BCOLOMBIA 17/06/2014 00:00:00 27,000.00
BCOLOMBIA 18/06/2014 00:00:00 26,940.00
BCOLOMBIA 19/06/2014 00:00:00 26,940.00
BCOLOMBIA 20/06/2014 00:00:00 26,960.00
BCOLOMBIA 24/06/2014 00:00:00 26,580.00
BCOLOMBIA 25/06/2014 00:00:00 26,560.00
BCOLOMBIA 26/06/2014 00:00:00 26,400.00
BCOLOMBIA 27/06/2014 00:00:00 26,540.00
BCOLOMBIA 01/07/2014 00:00:00 26,500.00
BCOLOMBIA 02/07/2014 00:00:00 26,300.00
BCOLOMBIA 03/07/2014 00:00:00 26,420.00
BCOLOMBIA 04/07/2014 00:00:00 26,500.00
BCOLOMBIA 07/07/2014 00:00:00 26,440.00
BCOLOMBIA 08/07/2014 00:00:00 26,500.00
BCOLOMBIA 09/07/2014 00:00:00 26,400.00
BCOLOMBIA 10/07/2014 00:00:00 26,300.00
HPR HPY RESULTADO
0.9925 -0.0075 RETORNO ESPERADO -0.0002
1.0075 0.0075 VARIANZA 0.0001
0.9970 -0.0030 DESVIACION ESTANDAR 0.0096
1.0015 0.0015 PROMEDIO ARITMETICO -0.0002
0.9902 -0.0098 PROMEDIO GEOMETRICO -0.0002
0.9909 -0.0091
0.9709 -0.0291
1.0118 0.0118
0.9883 -0.0117
0.9858 -0.0142
1.0104 0.0104
1.0111 0.0111
1.0016 0.0016
0.9930 -0.0070
0.9929 -0.0071
0.9992 -0.0008
1.0040 0.0040
1.0103 0.0103
1.0234 0.0234
0.9893 -0.0107
1.0031 0.0031
1.0062 0.0062
1.0069 0.0069
1.0137 0.0137
0.9963 -0.0037
1.0000 0.0000
0.9985 -0.0015
1.0158 0.0158
1.0007 0.0007
0.9978 -0.0022
1.0000 0.0000
1.0007 0.0007
0.9859 -0.0141
0.9992 -0.0008
0.9940 -0.0060
1.0053 0.0053
0.9985 -0.0015
0.9925 -0.0075
1.0046 0.0046
1.0030 0.0030
0.9977 -0.0023
1.0023 0.0023
0.9962 -0.0038
0.9962 -0.0038
0.0000 -1.0000
ACCION GRUPO AVAL FECHA PRECIO DE CIERRE HPR HPY
GRUPOAVAL 06/05/2014 00:00:00 1,320.00 1.0000 0.0000
GRUPOAVAL 07/05/2014 00:00:00 1,320.00 1.0000 0.0000
GRUPOAVAL 08/05/2014 00:00:00 1,320.00 1.0038 0.0038
GRUPOAVAL 09/05/2014 00:00:00 1,325.00 0.9962 -0.0038
GRUPOAVAL 12/05/2014 00:00:00 1,320.00 1.0038 0.0038
GRUPOAVAL 13/05/2014 00:00:00 1,325.00 1.0038 0.0038
GRUPOAVAL 14/05/2014 00:00:00 1,330.00 0.9925 -0.0075
GRUPOAVAL 15/05/2014 00:00:00 1,320.00 0.9924 -0.0076
GRUPOAVAL 16/05/2014 00:00:00 1,310.00 1.0115 0.0115
GRUPOAVAL 19/05/2014 00:00:00 1,325.00 0.9849 -0.0151
GRUPOAVAL 20/05/2014 00:00:00 1,305.00 1.0000 0.0000
GRUPOAVAL 21/05/2014 00:00:00 1,305.00 0.9962 -0.0038
GRUPOAVAL 22/05/2014 00:00:00 1,300.00 1.0115 0.0115
GRUPOAVAL 23/05/2014 00:00:00 1,315.00 0.9886 -0.0114
GRUPOAVAL 26/05/2014 00:00:00 1,300.00 1.0000 0.0000
GRUPOAVAL 27/05/2014 00:00:00 1,300.00 1.0000 0.0000
GRUPOAVAL 28/05/2014 00:00:00 1,300.00 1.0077 0.0077
GRUPOAVAL 29/05/2014 00:00:00 1,310.00 0.9847 -0.0153
GRUPOAVAL 30/05/2014 00:00:00 1,290.00 1.0078 0.0078
GRUPOAVAL 03/06/2014 00:00:00 1,300.00 1.0000 0.0000
GRUPOAVAL 04/06/2014 00:00:00 1,300.00 1.0000 0.0000
GRUPOAVAL 05/06/2014 00:00:00 1,300.00 0.9962 -0.0038
GRUPOAVAL 06/06/2014 00:00:00 1,295.00 1.0039 0.0039
GRUPOAVAL 09/06/2014 00:00:00 1,300.00 1.0038 0.0038
GRUPOAVAL 10/06/2014 00:00:00 1,305.00 1.0077 0.0077
GRUPOAVAL 11/06/2014 00:00:00 1,315.00 1.0076 0.0076
GRUPOAVAL 12/06/2014 00:00:00 1,325.00 1.0038 0.0038
GRUPOAVAL 13/06/2014 00:00:00 1,330.00 1.0038 0.0038
GRUPOAVAL 16/06/2014 00:00:00 1,335.00 0.9963 -0.0037
GRUPOAVAL 17/06/2014 00:00:00 1,330.00 1.0075 0.0075
GRUPOAVAL 18/06/2014 00:00:00 1,340.00 1.0075 0.0075
GRUPOAVAL 19/06/2014 00:00:00 1,350.00 1.0074 0.0074
GRUPOAVAL 20/06/2014 00:00:00 1,360.00 0.9926 -0.0074
GRUPOAVAL 24/06/2014 00:00:00 1,350.00 1.0037 0.0037
GRUPOAVAL 25/06/2014 00:00:00 1,355.00 0.9963 -0.0037
GRUPOAVAL 26/06/2014 00:00:00 1,350.00 1.0000 0.0000
GRUPOAVAL 27/06/2014 00:00:00 1,350.00 1.0000 0.0000
GRUPOAVAL 01/07/2014 00:00:00 1,350.00 1.0037 0.0037
GRUPOAVAL 02/07/2014 00:00:00 1,355.00 0.9963 -0.0037
GRUPOAVAL 03/07/2014 00:00:00 1,350.00 1.0000 0.0000
GRUPOAVAL 04/07/2014 00:00:00 1,350.00 0.0000 -1.0000
RESULTADO
RETORNO ESPERADO -0.0238
VARIANZA 0.0239
DESVIACION ESTANDAR 0.1564
PROMEDIO ARITMETICO -0.0238
PROMEDIO GEOMETRICO -1.0000
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ACCION FECHA PRECIO DE CIERRE
GRUPOARGOS 06/05/2014 00:00:00 21,300.00
GRUPOARGOS 07/05/2014 00:00:00 21,140.00
GRUPOARGOS 08/05/2014 00:00:00 21,500.00
GRUPOARGOS 09/05/2014 00:00:00 21,700.00
GRUPOARGOS 12/05/2014 00:00:00 22,200.00
GRUPOARGOS 13/05/2014 00:00:00 22,300.00
GRUPOARGOS 14/05/2014 00:00:00 22,300.00
GRUPOARGOS 15/05/2014 00:00:00 22,200.00
GRUPOARGOS 16/05/2014 00:00:00 22,380.00
GRUPOARGOS 19/05/2014 00:00:00 22,360.00
GRUPOARGOS 20/05/2014 00:00:00 22,000.00
GRUPOARGOS 21/05/2014 00:00:00 22,040.00
GRUPOARGOS 22/05/2014 00:00:00 21,500.00
GRUPOARGOS 23/05/2014 00:00:00 21,500.00
GRUPOARGOS 26/05/2014 00:00:00 21,560.00
GRUPOARGOS 27/05/2014 00:00:00 21,880.00
GRUPOARGOS 28/05/2014 00:00:00 21,800.00
GRUPOARGOS 29/05/2014 00:00:00 21,600.00
GRUPOARGOS 30/05/2014 00:00:00 21,500.00
GRUPOARGOS 03/06/2014 00:00:00 21,760.00
GRUPOARGOS 04/06/2014 00:00:00 21,860.00
GRUPOARGOS 05/06/2014 00:00:00 21,780.00
GRUPOARGOS 06/06/2014 00:00:00 21,720.00
GRUPOARGOS 09/06/2014 00:00:00 21,800.00
GRUPOARGOS 10/06/2014 00:00:00 21,980.00
GRUPOARGOS 11/06/2014 00:00:00 22,200.00
GRUPOARGOS 12/06/2014 00:00:00 22,240.00
GRUPOARGOS 13/06/2014 00:00:00 22,300.00
GRUPOARGOS 16/06/2014 00:00:00 22,700.00
GRUPOARGOS 17/06/2014 00:00:00 22,720.00
GRUPOARGOS 18/06/2014 00:00:00 22,700.00
GRUPOARGOS 19/06/2014 00:00:00 22,700.00
GRUPOARGOS 20/06/2014 00:00:00 22,860.00
GRUPOARGOS 24/06/2014 00:00:00 22,660.00
GRUPOARGOS 25/06/2014 00:00:00 22,640.00
GRUPOARGOS 26/06/2014 00:00:00 22,640.00
GRUPOARGOS 27/06/2014 00:00:00 22,600.00
GRUPOARGOS 01/07/2014 00:00:00 22,500.00
GRUPOARGOS 02/07/2014 00:00:00 22,480.00
GRUPOARGOS 03/07/2014 00:00:00 22,480.00
GRUPOARGOS 04/07/2014 00:00:00 22,500.00
GRUPOARGOS 07/07/2014 00:00:00 22,420.00
GRUPOARGOS 08/07/2014 00:00:00 22,300.00
GRUPOARGOS 09/07/2014 00:00:00 21,980.00
GRUPOARGOS 10/07/2014 00:00:00 21,980.00
HPR HPY RESULTADO
0.9925 -0.0075 RETORNO ESPERADO 0.0013
1.0170 0.0170 VARIANZA 0.0001
1.0093 0.0093 DESVIACION ESTANDAR 0.0088
1.0230 0.0230 PROMEDIO ARITMETICO 0.0013
1.0045 0.0045 PROMEDIO GEOMETRICO 0.0013
1.0000 0.0000
0.9955 -0.0045
1.0081 0.0081
0.9991 -0.0009
0.9839 -0.0161
1.0018 0.0018
0.9755 -0.0245
1.0000 0.0000
1.0028 0.0028
1.0148 0.0148
0.9963 -0.0037
0.9908 -0.0092
0.9954 -0.0046
1.0121 0.0121
1.0046 0.0046
0.9963 -0.0037
0.9972 -0.0028
1.0037 0.0037
1.0083 0.0083
1.0100 0.0100
1.0018 0.0018
1.0027 0.0027
1.0179 0.0179
1.0009 0.0009
0.9991 -0.0009
1.0000 0.0000
1.0070 0.0070
0.9913 -0.0087
0.9991 -0.0009
1.0000 0.0000
0.9982 -0.0018
0.9956 -0.0044
0.9991 -0.0009
1.0000 0.0000
1.0009 0.0009
0.9964 -0.0036
0.9946 -0.0054
0.9857 -0.0143
1.0000 0.0000
0.0000 -1.0000
ACCION FECHA PRECIO DE CIERRE
GRUPOSURA 06/05/2014 00:00:00 37,960.00
GRUPOSURA 07/05/2014 00:00:00 38,200.00
GRUPOSURA 08/05/2014 00:00:00 38,180.00
GRUPOSURA 09/05/2014 00:00:00 38,100.00
GRUPOSURA 12/05/2014 00:00:00 38,500.00
GRUPOSURA 13/05/2014 00:00:00 38,880.00
GRUPOSURA 14/05/2014 00:00:00 38,640.00
GRUPOSURA 15/05/2014 00:00:00 38,000.00
GRUPOSURA 16/05/2014 00:00:00 38,800.00
GRUPOSURA 19/05/2014 00:00:00 38,980.00
GRUPOSURA 20/05/2014 00:00:00 37,500.00
GRUPOSURA 21/05/2014 00:00:00 38,120.00
GRUPOSURA 22/05/2014 00:00:00 37,680.00
GRUPOSURA 23/05/2014 00:00:00 37,920.00
GRUPOSURA 26/05/2014 00:00:00 37,980.00
GRUPOSURA 27/05/2014 00:00:00 38,180.00
GRUPOSURA 28/05/2014 00:00:00 38,300.00
GRUPOSURA 29/05/2014 00:00:00 38,300.00
GRUPOSURA 30/05/2014 00:00:00 38,300.00
GRUPOSURA 03/06/2014 00:00:00 39,000.00
GRUPOSURA 04/06/2014 00:00:00 38,980.00
GRUPOSURA 05/06/2014 00:00:00 38,680.00
GRUPOSURA 06/06/2014 00:00:00 38,600.00
GRUPOSURA 09/06/2014 00:00:00 38,840.00
GRUPOSURA 10/06/2014 00:00:00 39,780.00
GRUPOSURA 11/06/2014 00:00:00 39,700.00
GRUPOSURA 12/06/2014 00:00:00 39,800.00
GRUPOSURA 13/06/2014 00:00:00 39,680.00
GRUPOSURA 16/06/2014 00:00:00 39,500.00
GRUPOSURA 17/06/2014 00:00:00 39,400.00
GRUPOSURA 18/06/2014 00:00:00 39,500.00
GRUPOSURA 19/06/2014 00:00:00 39,580.00
GRUPOSURA 20/06/2014 00:00:00 39,860.00
GRUPOSURA 24/06/2014 00:00:00 40,000.00
GRUPOSURA 25/06/2014 00:00:00 39,820.00
GRUPOSURA 26/06/2014 00:00:00 39,900.00
GRUPOSURA 27/06/2014 00:00:00 39,900.00
GRUPOSURA 01/07/2014 00:00:00 40,000.00
GRUPOSURA 02/07/2014 00:00:00 39,900.00
GRUPOSURA 03/07/2014 00:00:00 39,960.00
GRUPOSURA 04/07/2014 00:00:00 39,980.00
GRUPOSURA 07/07/2014 00:00:00 39,780.00
GRUPOSURA 08/07/2014 00:00:00 40,040.00
GRUPOSURA 09/07/2014 00:00:00 39,980.00
GRUPOSURA 10/07/2014 00:00:00 39,300.00
HPR HPY RESULTADO
1.0063 0.0063 RETORNO ESPERADO 0.0012
0.9995 -0.0005 VARIANZA 0.0001
0.9979 -0.0021 DESVIACION ESTANDAR 0.0101
1.0105 0.0105 PROMEDIO ARITMETICO 0.0012
1.0099 0.0099 PROMEDIO GEOMETRICO 0.0011
0.9938 -0.0062
0.9834 -0.0166
1.0211 0.0211
1.0046 0.0046
0.9620 -0.0380
1.0165 0.0165
0.9885 -0.0115
1.0064 0.0064
1.0016 0.0016
1.0053 0.0053
1.0031 0.0031
1.0000 0.0000
1.0000 0.0000
1.0183 0.0183
0.9995 -0.0005
0.9923 -0.0077
0.9979 -0.0021
1.0062 0.0062
1.0242 0.0242
0.9980 -0.0020
1.0025 0.0025
0.9970 -0.0030
0.9955 -0.0045
0.9975 -0.0025
1.0025 0.0025
1.0020 0.0020
1.0071 0.0071
1.0035 0.0035
0.9955 -0.0045
1.0020 0.0020
1.0000 0.0000
1.0025 0.0025
0.9975 -0.0025
1.0015 0.0015
1.0005 0.0005
0.9950 -0.0050
1.0065 0.0065
0.9985 -0.0015
0.9830 -0.0170
0.0000 -1.0000

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