PARCIAL MERCADO DE CAPITALES - CORPORACION UNIVERSITARIA MINUTO DE DIOS

REALIZAR EL RESPECTIVO ANALISIS TECNICO DE LAS ORDENES DE COMPRA Y VENTA

MENCIONADAS ANTERIORMENTE Y REALIZAR UN ANALISIS POR SU PORTAFOLIO DE INVERSION

2. REALIZAR EL ANALISIS FUNDAMENTAL: RENDIMIENTO - VOLATILIDAD Y BETA DEL PERIODO DE

COMPRA Y VENTA SUPONIENDO QUE LA COMPRA SE REALIZA EL 08/11/2019 Y SE DESEA
CONOCER A LA FECHA 09/03/2020 CUAL HA SIDO LA VOLATILIDAD Y BETA DEL PORTAFOLIO

parcial II
ALUMNA: SULY VIVIANA HUELGO
ID: 516297
PORTAFOLIO DE ACCIONES - PRECIOS DEL MERCADO INDICE
fecha Grupo Sura PF AVAL Bogota Icolcap
08/11/2019 00:00:00 32,820.00 1,410.00 88,900.00 16,577.00
12/11/2019 00:00:00 33,460.00 1,430.00 85,080.00 16,485.50
13/11/2019 00:00:00 33,000.00 1,405.00 85,040.00 16,335.00
14/11/2019 00:00:00 32,860.00 1,400.00 82,000.00 16,409.00
15/11/2019 00:00:00 33,780.00 1,410.00 83,000.00 16,337.50
18/11/2019 00:00:00 33,340.00 1,385.00 82,500.00 16,290.50
19/11/2019 00:00:00 33,240.00 1,385.00 83,960.00 16,195.00
20/11/2019 00:00:00 32,920.00 1,395.00 82,000.00 16,200.50
21/11/2019 00:00:00 33,300.00 1,385.00 81,980.00 16,150.00
22/11/2019 00:00:00 33,640.00 1,400.00 81,960.00 16,233.00
25/11/2019 00:00:00 33,040.00 1,380.00 82,000.00 16,195.00
26/11/2019 00:00:00 33,200.00 1,405.00 82,000.00 16,050.00
27/11/2019 00:00:00 32,320.00 1,385.00 83,000.00 15,980.00
28/11/2019 00:00:00 32,500.00 1,395.00 86,000.00 16,160.00
29/11/2019 00:00:00 32,400.00 1,415.00 86,500.00 16,176.50
02/12/2019 00:00:00 32,340.00 1,405.00 86,500.00 16,150.50
03/12/2019 00:00:00 32,700.00 1,415.00 82,040.00 16,075.00
04/12/2019 00:00:00 33,480.00 1,420.00 82,300.00 16,141.00
05/12/2019 00:00:00 33,100.00 1,420.00 86,000.00 16,340.00
06/12/2019 00:00:00 32,980.00 1,415.00 86,000.00 16,343.00
09/12/2019 00:00:00 32,500.00 1,415.00 85,500.00 16,270.00
10/12/2019 00:00:00 32,780.00 1,410.00 85,980.00 16,176.50
11/12/2019 00:00:00 32,700.00 1,420.00 85,980.00 16,259.00
12/12/2019 00:00:00 32,860.00 1,425.00 86,000.00 16,348.00
13/12/2019 00:00:00 33,020.00 1,420.00 87,000.00 16,442.00
16/12/2019 00:00:00 32,700.00 1,425.00 86,980.00 16,524.00
17/12/2019 00:00:00 32,200.00 1,425.00 87,000.00 16,370.00
18/12/2019 00:00:00 32,940.00 1,440.00 86,900.00 16,526.00
19/12/2019 00:00:00 33,500.00 1,440.00 87,000.00 16,630.00
20/12/2019 00:00:00 32,960.00 1,440.00 87,000.00 16,720.00
23/12/2019 00:00:00 33,500.00 1,475.00 88,000.00 16,900.00
24/12/2019 00:00:00 34,000.00 1,460.00 88,000.00 16,900.00
26/12/2019 00:00:00 33,640.00 1,450.00 89,000.00 16,900.00
27/12/2019 00:00:00 33,500.00 1,475.00 86,980.00 16,884.00
30/12/2019 00:00:00 34,000.00 1,460.00 85,140.00 16,800.00
02/01/2020 00:00:00 34,000.00 1,460.00 85,100.00 16,812.00
03/01/2020 00:00:00 34,200.00 1,470.00 88,780.00 16,951.50
07/01/2020 00:00:00 33,700.00 1,450.00 86,000.00 16,892.00
08/01/2020 00:00:00 33,400.00 1,445.00 86,000.00 16,801.00
09/01/2020 00:00:00 33,400.00 1,460.00 87,120.00 16,662.50
10/01/2020 00:00:00 33,480.00 1,465.00 88,900.00 16,783.00
13/01/2020 00:00:00 33,600.00 1,465.00 86,040.00 16,783.00
14/01/2020 00:00:00 33,540.00 1,475.00 87,200.00 16,727.50
15/01/2020 00:00:00 33,000.00 1,460.00 88,000.00 16,833.50
16/01/2020 00:00:00 32,620.00 1,445.00 88,500.00 16,674.00
17/01/2020 00:00:00 32,700.00 1,450.00 87,500.00 16,740.00
20/01/2020 00:00:00 32,880.00 1,455.00 86,100.00 16,747.00
21/01/2020 00:00:00 32,900.00 1,455.00 87,500.00 16,800.00
22/01/2020 00:00:00 32,820.00 1,445.00 88,600.00 16,800.00
23/01/2020 00:00:00 32,580.00 1,445.00 87,500.00 16,710.00
24/01/2020 00:00:00 32,860.00 1,440.00 89,000.00 16,680.00
27/01/2020 00:00:00 32,500.00 1,430.00 87,660.00 16,489.00
28/01/2020 00:00:00 32,400.00 1,430.00 88,000.00 16,487.50
29/01/2020 00:00:00 32,920.00 1,440.00 88,380.00 16,540.00
30/01/2020 00:00:00 32,700.00 1,450.00 87,560.00 16,556.00
31/01/2020 00:00:00 32,000.00 1,450.00 89,000.00 16,500.00
03/02/2020 00:00:00 32,200.00 1,445.00 89,000.00 16,430.00
04/02/2020 00:00:00 32,520.00 1,460.00 89,040.00 16,616.00
05/02/2020 00:00:00 32,920.00 1,460.00 89,000.00 16,761.00
06/02/2020 00:00:00 32,920.00 1,470.00 89,700.00 16,698.00
07/02/2020 00:00:00 33,100.00 1,480.00 89,700.00 16,720.00
10/02/2020 00:00:00 33,060.00 1,465.00 87,200.00 16,636.00
11/02/2020 00:00:00 33,280.00 1,480.00 87,460.00 16,612.00
12/02/2020 00:00:00 33,480.00 1,475.00 87,460.00 16,802.00
13/02/2020 00:00:00 33,420.00 1,475.00 87,940.00 16,729.00
14/02/2020 00:00:00 33,420.00 1,480.00 89,700.00 16,814.50
17/02/2020 00:00:00 33,460.00 1,485.00 89,700.00 16,814.50
18/02/2020 00:00:00 33,600.00 1,505.00 89,700.00 16,823.00
19/02/2020 00:00:00 33,560.00 1,505.00 89,740.00 16,883.00
20/02/2020 00:00:00 33,500.00 1,505.00 89,740.00 16,884.50
21/02/2020 00:00:00 32,500.00 1,475.00 89,640.00 16,462.50
24/02/2020 00:00:00 32,200.00 1,500.00 89,660.00 16,282.00
25/02/2020 00:00:00 31,960.00 1,490.00 88,180.00 16,357.00
26/02/2020 00:00:00 30,820.00 1,475.00 88,000.00 16,036.00
27/02/2020 00:00:00 30,040.00 1,450.00 87,160.00 15,988.00
28/02/2020 00:00:00 30,500.00 1,450.00 86,040.00 15,612.00
02/03/2020 00:00:00 29,500.00 1,405.00 87,000.00 15,840.00
03/03/2020 00:00:00 29,260.00 1,410.00 86,500.00 15,500.00
04/03/2020 00:00:00 30,040.00 1,425.00 86,560.00 15,687.00
05/03/2020 00:00:00 30,300.00 1,435.00 87,960.00 15,675.00
06/03/2020 00:00:00 29,840.00 1,390.00 87,900.00 15,290.00
09/03/2020 00:00:00 26,120.00 1,250.00 83,000.00 13,934.00
MATRIZ DE LA RENTABILIDAD PORTAFOLIO SULY VIVIANA HUELGO INDICE
FECHA grupo sura PF AVAL Bogota icolcap
08/11/2019 00:00:00
12/11/2019 00:00:00 -1.913% -1.40% 4.49% -0.55%
13/11/2019 00:00:00 1.394% 1.78% 0.05% -0.91%
14/11/2019 00:00:00 0.426% 0.36% 3.71% 0.45%
15/11/2019 00:00:00 -2.724% -0.71% -1.20% -0.44%
18/11/2019 00:00:00 1.320% 1.81% 0.61% -0.29%
19/11/2019 00:00:00 0.301% 0.00% -1.74% -0.59%
20/11/2019 00:00:00 0.972% -0.72% 2.39% 0.03%
21/11/2019 00:00:00 -1.141% 0.72% 0.02% -0.31%
22/11/2019 00:00:00 -1.011% -1.07% 0.02% 0.51%
25/11/2019 00:00:00 1.816% 1.45% -0.05% -0.23%
26/11/2019 00:00:00 -0.482% -1.78% 0.00% -0.90%
27/11/2019 00:00:00 2.723% 1.44% -1.20% -0.44%
28/11/2019 00:00:00 -0.554% -0.72% -3.49% 1.13%
29/11/2019 00:00:00 0.309% -1.41% -0.58% 0.10%
02/12/2019 00:00:00 0.186% 0.71% 0.00% -0.16%
03/12/2019 00:00:00 -1.101% -0.71% 5.44% -0.47%
04/12/2019 00:00:00 -2.330% -0.35% -0.32% 0.41%
05/12/2019 00:00:00 1.148% 0.00% -4.30% 1.23%
06/12/2019 00:00:00 0.364% 0.35% 0.00% 0.02%
09/12/2019 00:00:00 1.477% 0.00% 0.58% -0.45%
10/12/2019 00:00:00 -0.854% 0.35% -0.56% -0.57%
11/12/2019 00:00:00 0.245% -0.70% 0.00% 0.51%
12/12/2019 00:00:00 -0.487% -0.35% -0.02% 0.55%
13/12/2019 00:00:00 -0.485% 0.35% -1.15% 0.57%
16/12/2019 00:00:00 0.979% -0.35% 0.02% 0.50%
17/12/2019 00:00:00 1.553% 0.00% -0.02% -0.93%
18/12/2019 00:00:00 -2.247% -1.04% 0.12% 0.95%
19/12/2019 00:00:00 -1.672% 0.00% -0.11% 0.63%
20/12/2019 00:00:00 1.638% 0.00% 0.00% 0.54%
23/12/2019 00:00:00 -1.612% -2.37% -1.14% 1.08%
24/12/2019 00:00:00 -1.471% 1.03% 0.00% 0.00%
26/12/2019 00:00:00 1.070% 0.69% -1.12% 0.00%
27/12/2019 00:00:00 0.418% -1.69% 2.32% -0.09%
30/12/2019 00:00:00 -1.471% 1.03% 2.16% -0.50%
02/01/2020 00:00:00 0.000% 0.00% 0.05% 0.07%
03/01/2020 00:00:00 -0.585% -0.68% -4.15% 0.83%
07/01/2020 00:00:00 1.484% 1.38% 3.23% -0.35%
08/01/2020 00:00:00 0.898% 0.35% 0.00% -0.54%
09/01/2020 00:00:00 0.000% -1.03% -1.29% -0.82%
10/01/2020 00:00:00 -0.239% -0.34% -2.00% 0.72%
 13/01/2020 00:00:00 -0.357% 0.00% 3.32% 0.00%
14/01/2020 00:00:00 0.179% -0.68% -1.33% -0.33%
15/01/2020 00:00:00 1.636% 1.03% -0.91% 0.63%
16/01/2020 00:00:00 1.165% 1.04% -0.56% -0.95%
17/01/2020 00:00:00 -0.245% -0.34% 1.14% 0.40%
20/01/2020 00:00:00 -0.547% -0.34% 1.63% 0.04%
21/01/2020 00:00:00 -0.061% 0.00% -1.60% 0.32%
22/01/2020 00:00:00 0.244% 0.69% -1.24% 0.00%
23/01/2020 00:00:00 0.737% 0.00% 1.26% -0.54%
24/01/2020 00:00:00 -0.852% 0.35% -1.69% -0.18%
27/01/2020 00:00:00 1.108% 0.70% 1.53% -1.15%
28/01/2020 00:00:00 0.309% 0.00% -0.39% -0.01%
29/01/2020 00:00:00 -1.580% -0.69% -0.43% 0.32%
30/01/2020 00:00:00 0.673% -0.69% 0.94% 0.10%
31/01/2020 00:00:00 2.188% 0.00% -1.62% -0.34%
03/02/2020 00:00:00 -0.621% 0.35% 0.00% -0.42%
04/02/2020 00:00:00 -0.984% -1.03% -0.04% 1.13%
05/02/2020 00:00:00 -1.215% 0.00% 0.04% 0.87%
06/02/2020 00:00:00 0.000% -0.68% -0.78% -0.38%
07/02/2020 00:00:00 -0.544% -0.68% 0.00% 0.13%
10/02/2020 00:00:00 0.121% 1.02% 2.87% -0.50%
11/02/2020 00:00:00 -0.661% -1.01% -0.30% -0.14%
12/02/2020 00:00:00 -0.597% 0.34% 0.00% 1.14%
13/02/2020 00:00:00 0.180% 0.00% -0.55% -0.43%
14/02/2020 00:00:00 0.000% -0.34% -1.96% 0.51%
17/02/2020 00:00:00 -0.120% -0.34% 0.00% 0.00%
18/02/2020 00:00:00 -0.417% -1.33% 0.00% 0.05%
19/02/2020 00:00:00 0.119% 0.00% -0.04% 0.36%
20/02/2020 00:00:00 0.179% 0.00% 0.00% 0.01%
21/02/2020 00:00:00 3.077% 2.03% 0.11% -2.50%
24/02/2020 00:00:00 0.932% -1.67% -0.02% -1.10%
25/02/2020 00:00:00 0.751% 0.67% 1.68% 0.46%
26/02/2020 00:00:00 3.699% 1.02% 0.20% -1.96%
27/02/2020 00:00:00 2.597% 1.72% 0.96% -0.30%
28/02/2020 00:00:00 -1.508% 0.00% 1.30% -2.35%
02/03/2020 00:00:00 3.390% 3.20% -1.10% 1.46%
03/03/2020 00:00:00 0.820% -0.35% 0.58% -2.15%
04/03/2020 00:00:00 -2.597% -1.05% -0.07% 1.21%
05/03/2020 00:00:00 -0.858% -0.70% -1.59% -0.08%
06/03/2020 00:00:00 1.542% 3.24% 0.07% -2.46%
09/03/2020 00:00:00 14.242% 11.20% 5.90% -8.87%

grupo sura PF AVAL bogota ICOLCAP

Rendimiento 0.30% 0.16% 0.10% -0.21%
Varianza 0.000421 0.000259 0.000305 0.00016
Volatilidad 2.05% 1.61% 1.75% 1.27%
Covarianza -0.0001856 -0.0001430 -0.0000973 0.0001594
BETA -1.2 -0.9 -0.6

Bajo
Medio
0.3 - 0.5 Alto
0.6 - 1.0
>1.1
ANALISIS: Podemos decir que
es el mejor rendimiento con
portafolio muestra gran renta
con una ganacia del 35%. par
decir que en mi portafilio se c
en el mercado, con mayor ren
ANALISIS: Podemos decir que la rentabilidad en las acciones del grupo sura
es el mejor rendimiento con un 30% teniendo en cuenta que nuestro
portafolio muestra gran rentabilidad en el mercado en este lazo del tiempo
con una ganacia del 35%. para entender la forma de volativilidad debemos
decir que en mi portafilio se comporta de una forma normal la fluctuacion
en el mercado, con mayor rendimiento.