Resumen

Estadísticas de la regresión
Coeficiente d 0.09754004
Coeficiente d 0.00951406
R^2 ajustado-0.01112106
Error típico 0.0090323
Observacione 50

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 3.76145E-05 3.76145E-05 0.46106145 0.50038946
Residuos 48 0.00391596 8.15824E-05
Total 49 0.00395357

Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95%Inferior 95,0%
Intercepción 0.00190959 0.00127741 1.49489123 0.14148864 -0.00065882 0.00447801 -0.00065882
COLCAP 0.15349436 0.22605443 0.67901506 0.50038946 -0.30101853 0.60800725 -0.30101853
Superior 95,0%
0.00447801
0.60800725
 fecha COLCAP Conconcreto Terpel

1/2/2019 13440 368 9600

1/3/2019 13435 368 9600
1/4/2019 13700 370 9600
1/8/2019 13740.5 370 9600
1/9/2019 14000 382 9600
1/10/2019 13956 370 9600
1/11/2019 14061 370 9600
1/14/2019 14070 370 9600
1/15/2019 14074.5 360 9600
1/16/2019 14125 361 9600
1/17/2019 14122.5 360 9800
1/18/2019 14083.5 360 9400
1/21/2019 14086.5 360 9400
1/22/2019 14118 360 9500
1/23/2019 14179 361 9050
1/24/2019 14360 352 9500
1/25/2019 14398 350 9390
1/28/2019 14382.5 350 9380
1/29/2019 14520.5 382 9380
1/30/2019 14680 357 9400
1/31/2019 14700 365 9500
2/1/2019 14720 365 9500
2/4/2019 14860 365 9400
2/5/2019 15065 347 9400
2/6/2019 15079 340 9500
2/7/2019 14861.5 375 9500
2/8/2019 14879.5 357 9500
2/11/2019 14804 355 9500
2/12/2019 14910 360 9500
2/13/2019 14874 360 9560
2/14/2019 14884 346 9560
2/15/2019 14973 357 9560
2/18/2019 15000 335 9560
2/19/2019 14924 349 9560
2/20/2019 15000 349 9560
2/21/2019 14899 349 9580
2/22/2019 15087 349 9650
2/25/2019 15218 347 9650
2/26/2019 15394.5 340 9560
2/27/2019 15280 341 9560
2/28/2019 15287 307 9560
3/1/2019 15312 307 9560
3/4/2019 15360 318 9340
3/5/2019 15338.5 316 9340
3/6/2019 15397 320 9340
3/7/2019 15420 328 9400
3/8/2019 15184 341 9400
3/11/2019 15420 385 9400
3/12/2019 15512 415 9400
3/13/2019 15698.5 440 9600
3/14/2019 15889 450 9600
3/15/2019 16007 480 9700
3/18/2019 16170.5 480 9700
3/19/2019 16369 505 10000
3/20/2019 16301 440 10500
3/21/2019 16473.5 450 10000
3/22/2019 16107.5 440 10500
3/26/2019 16258 422 10480
3/27/2019 15924 420 10000
3/28/2019 15768.5 462 10400
3/29/2019 16040 470 10400
4/1/2019 16020 471 10420
4/2/2019 16000 470 10440
4/3/2019 16070 461 10440
4/4/2019 16051 454 10440
4/5/2019 16250.5 450 10040
4/8/2019 16343 440 10040
4/9/2019 16360 440 10040
4/10/2019 16375 465 10040
4/11/2019 16311 465 10040
4/12/2019 16356.5 460 10700
4/15/2019 16140 456 10700
4/16/2019 15865.5 456 10400
4/17/2019 16033 444 10400
4/22/2019 16263 457 10120
4/23/2019 16325 445 10140
4/24/2019 16310 457 10140
4/25/2019 16346.5 465 10140
4/26/2019 16346.5 460 10220
4/29/2019 16276 474 10220
4/30/2019 15944 485 10680
5/2/2019 15833 509 10680
5/3/2019 15750 550 10680
5/6/2019 15680 540 10680
5/7/2019 15526.5 527 10680
5/8/2019 15723.5 521 10880
5/9/2019 15701 521 10700
5/10/2019 15690 535 10700
5/13/2019 15480 520 10700
5/14/2019 15396.5 525 10700
5/15/2019 15327 520 10700
5/16/2019 15215 522 10700
5/17/2019 15200 520 10700
5/20/2019 15027.5 520 10700
5/21/2019 15100 520 10700
5/22/2019 15104 520 10700
5/23/2019 14952 504 10800
5/24/2019 15069 505 10700
5/27/2019 14936 495 10700
5/28/2019 14846 491 10700
5/29/2019 15050 491 10700
5/30/2019 15022 492 10700
5/31/2019 15026 482 10700
6/4/2019 15090 499 10700
6/5/2019 15073 490 10700
6/6/2019 15033.5 500 10700
6/7/2019 15265.5 500 10700
6/10/2019 15320 480 10700
6/11/2019 15310 480 10700
6/12/2019 15255 480 10700
6/13/2019 15396 480 10700
6/14/2019 15440.5 480 10700
6/17/2019 15409 480 10700
6/18/2019 15572 490 10700
6/19/2019 15590 505 10700
6/20/2019 15709 496 10700
6/21/2019 15586 496 10800
6/25/2019 15833 485 10900
6/26/2019 15772 500 10900
6/27/2019 15791.5 497 10900
6/28/2019 15752 505 10900
7/2/2019 15674 505 10900
7/3/2019 15725 491 10900
7/4/2019 15906 500 10900
7/5/2019 16075 498 10900
7/8/2019 16089 500 10900
7/9/2019 16100 521 10760
7/10/2019 16275 545 10760
7/11/2019 16220 550 10760
7/12/2019 16309 545 11000
7/15/2019 16294 553 11000
7/16/2019 16426 553 11000
7/17/2019 16415 550 11000
7/18/2019 16150 525 11000
7/19/2019 16135 525 11000
7/22/2019 16251 525 11000
7/23/2019 16215 530 11000
7/24/2019 16215 530 11000
7/25/2019 16204 501 10600
7/26/2019 16160 506 10720
7/29/2019 16148 506 11100
7/30/2019 16038 506 11300
7/31/2019 15949.5 504 11300
8/1/2019 15675.5 504 11000
8/2/2019 15680 504 11000
8/5/2019 15262 504 11000
8/6/2019 15315 500 11000
8/8/2019 15659.5 529 11000
8/9/2019 15630 530 11000
8/12/2019 15460 530 11000
8/13/2019 15790 525 11100
8/14/2019 15430 515 11100
8/15/2019 15420 504 11100
8/16/2019 15600 522 11000
8/20/2019 15677.5 528 11000
8/21/2019 15650 528 11000
8/22/2019 15488 528 11000
8/23/2019 15205 512 11100
8/26/2019 15363.5 506 11100
8/27/2019 15416 515 11000
8/28/2019 15561 515 11000
8/29/2019 15592.5 515 11000
8/30/2019 15695.5 515 11000
9/2/2019 15814.5 505 11000
9/3/2019 15769 510 11000
9/4/2019 15845.5 510 10900
9/5/2019 15840 505 10900
9/6/2019 15880 505 10900
9/9/2019 15943.5 505 10900
9/10/2019 15913 505 10900
9/11/2019 15971 505 10900
9/12/2019 16038 510 10700
9/13/2019 15963.5 503 10700
9/16/2019 16070 505 10720
9/17/2019 16121 510 10720
9/18/2019 16054 510 10720
9/19/2019 16100 502 10700
9/20/2019 16091 505 10700
9/23/2019 16123 502 10920
9/24/2019 16125.5 470 10920
9/25/2019 16079 450 10700
9/26/2019 16174 470 10700
9/27/2019 16120 479 10700
9/30/2019 16049 490 10700
10/1/2019 16010 498 10700
 10/2/2019 15983.5 490 10700
10/3/2019 16038 486 10700
10/4/2019 16095 480 10700
10/7/2019 16155 471 10700
10/8/2019 16106 463 10700
10/9/2019 16145 456 10700
10/10/2019 16116.5 456 10300
10/11/2019 16080 455 10700
10/15/2019 16100 452 10700
10/16/2019 16046 451 10700
10/17/2019 16030 450 10700
10/18/2019 15980 468 10700
10/21/2019 16053 470 10700
10/22/2019 16275 470 10700
10/23/2019 16318.5 477 10700
10/24/2019 16377 471 10700
10/25/2019 16455 471 10700
10/28/2019 16495 460 10700
10/29/2019 16545 460 10700
10/30/2019 16555 460 10700
10/31/2019 16509 420 10700
11/1/2019 16621 460 10700
11/5/2019 16773 445 10400
11/6/2019 16759 444 10400
11/7/2019 16719 437 10400
11/8/2019 16577 440 10320
11/12/2019 16485.5 443 10320
11/13/2019 16335 440 10320
11/14/2019 16409 445 10340
11/15/2019 16337.5 444 10340
11/18/2019 16290.5 444 10340
11/19/2019 16195 444 10340
11/20/2019 16200.5 435 10400
11/21/2019 16150 432 10400
11/22/2019 16233 432 10400
11/25/2019 16195 440 10300
11/26/2019 16050 438 10300
11/27/2019 15980 430 10300
11/28/2019 16160 438 10300
11/29/2019 16176.5 448 10300
12/2/2019 16150.5 435 10300
12/3/2019 16075 438 10300
12/4/2019 16141 440 10300
12/5/2019 16340 440 10300
12/6/2019 16343 440 10300
12/9/2019 16270 442 10300
12/10/2019 16176.5 442 9940
 12/11/2019 16259 450 9940
12/12/2019 16348 444 9940
12/13/2019 16442 444 9940
12/16/2019 16524 446 9950
12/17/2019 16370 456 10000
12/18/2019 16526 456 10000
12/19/2019 16630 451 10000
12/20/2019 16720 451 10000
12/23/2019 16900 445 10000
12/24/2019 16900 454 10000
12/26/2019 16900 454 10000
12/27/2019 16884 454 10000
12/30/2019 16800 454 10000

promedio
DESVIACION
Beta
Beta ponderada

ACCION W PESOS RENDIMIENTOS DIA

ConConcreto 20% 0.000857201060704
Terpel 20% 0.000166620385797
Nutresa 20% 0.000317341848467
Ecopetrol 20% 0.000913869320978
Bancolombia 20% 0.001351153115614
5x1 TOTAL 100% 0.000721237146312

RENDIMIENTO PROMEDIO DIARIO 0.000721237

VAR
Maxima perdida
Esperada en un 0.0153645243598 5626721.46750917
dia

VOLATILIDADES Conconcreto Terpel Nutresa

ConConcreto 0.02871 0 0
Terpel 0 0.01310 0
Nutresa 0 0 0.01009
Ecopetrol 0 0 0
Bancolombia 0 0 0

CORRELACIONES Conconcreto Terpel Nutresa

ConConcreto 1.00000 -0.02732 0.09416
 Terpel -0.02732 1.00000 0.03005
Nutresa 0.09416 0.03005 1.00000
Ecopetrol 0.15611 -0.02805 0.11706
Bancolombia -0.04586 -0.01091 0.10142

VOL X CORREL Conconcreto Terpel Nutresa

ConConcreto 0.02871 -0.00078 0.00270
Terpel -0.00036 0.01310 0.00039
Nutresa 0.00095 0.00030 0.01009
Ecopetrol 0.00241 -0.00043 0.00181
Bancolombia -0.00072 -0.00017 0.00159

VOL X CORREL X VOL Conconcreto Terpel Nutresa

ConConcreto 0.00082 -0.00001 0.00003
Terpel -0.00001 0.00017 0.00000
Nutresa 0.00003 0.00000 0.00010
Ecopetrol 0.00007 -0.00001 0.00002
Bancolombia -0.00002 0.00000 0.00002

0.000186
0.000031
vol correl vol x pesos 0.000033
0.000077
0.000061

varianza portafolio 0.000078

Desviación portafolio 0.0088285835384
diversificada

rendimiento diario 0.000721237

rendimiento anual 17.67% ea
Rf tasa libre de riesgo 2.36% ea
Nutresa Ecopetrol Bancolombia rendCOLCAP rendConconcreto rendTerpel

23500 2650 31600 0 0 0

23060 2760 32400 -0.0004 0.0000 0.0000
23300 2800 32400 0.0195 0.0054 0.0000
23500 2890 32420 0.0030 0.0000 0.0000
23520 2935 32980 0.0187 0.0319 0.0000
23380 2935 33100 -0.0031 -0.0319 0.0000
23600 2900 33500 0.0075 0.0000 0.0000
23600 2910 33760 0.0006 0.0000 0.0000
23820 2930 33500 0.0003 -0.0274 0.0000
23800 2930 33500 0.0036 0.0028 0.0000
23660 2910 33760 -0.0002 -0.0028 0.0206
23840 2895 34020 -0.0028 0.0000 -0.0417
23880 2900 34220 0.0002 0.0000 0.0000
23900 2900 34140 0.0022 0.0000 0.0106
24100 2825 34000 0.0043 0.0028 -0.0485
24360 2835 33840 0.0127 -0.0252 0.0485
24880 2860 33620 0.0026 -0.0057 -0.0116
25400 2815 33280 -0.0011 0.0000 -0.0011
25480 2850 33560 0.0095 0.0875 0.0000
26360 2915 33660 0.0109 -0.0677 0.0021
26540 2920 33340 0.0014 0.0222 0.0106
26520 2935 34200 0.0014 0.0000 0.0000
26520 2920 35200 0.0095 0.0000 -0.0106
27000 2950 35760 0.0137 -0.0506 0.0000
27000 2920 35700 0.0009 -0.0204 0.0106
26980 2865 35100 -0.0145 0.0980 0.0000
26920 2865 35260 0.0012 -0.0492 0.0000
26900 2840 34980 -0.0051 -0.0056 0.0000
26780 2925 34600 0.0071 0.0140 0.0000
26740 2955 34480 -0.0024 0.0000 0.0063
26500 2965 34500 0.0007 -0.0397 0.0000
26740 3055 34800 0.0060 0.0313 0.0000
26740 3065 34240 0.0018 -0.0636 0.0000
26740 3050 34300 -0.0051 0.0409 0.0000
26680 3085 34520 0.0051 0.0000 0.0000
26680 3060 34780 -0.0068 0.0000 0.0021
26500 3080 35500 0.0125 0.0000 0.0073
26340 3145 35980 0.0086 -0.0057 0.0000
26320 3195 35940 0.0115 -0.0204 -0.0094
26100 3230 35900 -0.0075 0.0029 0.0000
26100 3120 35980 0.0005 -0.1050 0.0000
26560 3165 35800 0.0016 0.0000 0.0000
26280 3210 35800 0.0031 0.0352 -0.0233
26020 3215 36760 -0.0014 -0.0063 0.0000
26540 3195 36840 0.0038 0.0126 0.0000
26000 3175 36940 0.0015 0.0247 0.0064
25860 3135 36140 -0.0154 0.0389 0.0000
25960 3200 37040 0.0154 0.1214 0.0000
26120 3230 37000 0.0059 0.0750 0.0000
26440 3330 38000 0.0120 0.0585 0.0211
26800 3320 39000 0.0121 0.0225 0.0000
27180 3400 39160 0.0074 0.0645 0.0104
26900 3445 39020 0.0102 0.0000 0.0000
26900 3470 39600 0.0122 0.0508 0.0305
26700 3550 40400 -0.0042 -0.1378 0.0488
26400 3565 41300 0.0105 0.0225 -0.0488
26500 3430 39600 -0.0225 -0.0225 0.0488
26480 3470 39900 0.0093 -0.0418 -0.0019
25700 3370 38820 -0.0208 -0.0048 -0.0469
25600 3370 38520 -0.0098 0.0953 0.0392
25780 3415 39600 0.0171 0.0172 0.0000
25800 3460 38740 -0.0012 0.0021 0.0019
25620 3440 38800 -0.0012 -0.0021 0.0019
26500 3410 39140 0.0044 -0.0193 0.0000
26180 3350 40060 -0.0012 -0.0153 0.0000
26180 3360 40880 0.0124 -0.0088 -0.0391
26160 3425 41420 0.0057 -0.0225 0.0000
26220 3380 41380 0.0010 0.0000 0.0000
26160 3405 41400 0.0009 0.0553 0.0000
26100 3320 41200 -0.0039 0.0000 0.0000
26000 3275 41080 0.0028 -0.0108 0.0637
25860 3230 39220 -0.0133 -0.0087 0.0000
25760 3295 39980 -0.0172 0.0000 -0.0284
25720 3030 41080 0.0105 -0.0267 0.0000
25940 3095 41080 0.0142 0.0289 -0.0273
26020 3105 40920 0.0038 -0.0266 0.0020
26380 3075 41200 -0.0009 0.0266 0.0000
26540 3075 41080 0.0022 0.0174 0.0000
26540 3005 40860 0.0000 -0.0108 0.0079
26620 3020 40220 -0.0043 0.0300 0.0000
26800 2985 39400 -0.0206 0.0229 0.0440
26800 2945 38740 -0.0070 0.0483 0.0000
26780 2925 37840 -0.0053 0.0775 0.0000
26360 2915 38040 -0.0045 -0.0183 0.0000
26100 2885 38240 -0.0098 -0.0244 0.0000
26200 2970 38620 0.0126 -0.0115 0.0186
26340 3040 38500 -0.0014 0.0000 -0.0167
26480 3070 39200 -0.0007 0.0265 0.0000
26180 3020 37840 -0.0135 -0.0284 0.0000
26320 3005 37680 -0.0054 0.0096 0.0000
26140 3030 37520 -0.0045 -0.0096 0.0000
26180 3075 36620 -0.0073 0.0038 0.0000
26000 3070 36320 -0.0010 -0.0038 0.0000
25580 3045 36020 -0.0114 0.0000 0.0000
25160 3095 36300 0.0048 0.0000 0.0000
25500 3040 36040 0.0003 0.0000 0.0000
25000 2940 36260 -0.0101 -0.0313 0.0093
25040 3000 36260 0.0078 0.0020 -0.0093
25020 2950 35520 -0.0089 -0.0200 0.0000
25000 2815 35600 -0.0060 -0.0081 0.0000
25000 2870 36860 0.0136 0.0000 0.0000
25100 2810 37360 -0.0019 0.0020 0.0000
24880 2765 37400 0.0003 -0.0205 0.0000
25020 2820 38480 0.0043 0.0347 0.0000
25140 2755 37320 -0.0011 -0.0182 0.0000
25500 2770 37820 -0.0026 0.0202 0.0000
25900 2875 38000 0.0153 0.0000 0.0000
26100 2815 37800 0.0036 -0.0408 0.0000
26160 2800 39900 -0.0007 0.0000 0.0000
25520 2725 38200 -0.0036 0.0000 0.0000
25500 2765 38200 0.0092 0.0000 0.0000
25940 2790 38160 0.0029 0.0000 0.0000
25500 2820 37300 -0.0020 0.0000 0.0000
25300 2870 38180 0.0105 0.0206 0.0000
25480 2930 38660 0.0012 0.0302 0.0000
25120 2980 38840 0.0076 -0.0180 0.0000
25100 3020 38600 -0.0079 0.0000 0.0093
25200 2985 38720 0.0157 -0.0224 0.0092
25060 2985 38500 -0.0039 0.0305 0.0000
25240 2945 38620 0.0012 -0.0060 0.0000
25020 2920 38640 -0.0025 0.0160 0.0000
24980 2925 38500 -0.0050 0.0000 0.0000
25220 3010 38840 0.0032 -0.0281 0.0000
25440 3010 38360 0.0114 0.0182 0.0000
25800 3020 38580 0.0106 -0.0040 0.0000
25600 3015 38640 0.0009 0.0040 0.0000
25600 3020 38780 0.0007 0.0411 -0.0129
25700 3090 38800 0.0108 0.0450 0.0000
25700 3070 39000 -0.0034 0.0091 0.0000
25780 3070 39400 0.0055 -0.0091 0.0221
25620 3035 39400 -0.0009 0.0146 0.0000
26000 3025 39960 0.0081 0.0000 0.0000
25340 3000 39760 -0.0007 -0.0054 0.0000
25380 2965 38740 -0.0163 -0.0465 0.0000
25760 3010 39500 -0.0009 0.0000 0.0000
25400 3030 39080 0.0072 0.0000 0.0000
25480 3015 39760 -0.0022 0.0095 0.0000
25280 3000 39300 0.0000 0.0000 0.0000
25340 3000 39000 -0.0007 -0.0563 -0.0370
25180 2980 39120 -0.0027 0.0099 0.0113
25360 2980 38900 -0.0007 0.0000 0.0348
25300 2965 38880 -0.0068 0.0000 0.0179
25120 2940 39300 -0.0055 -0.0040 0.0000
25000 2925 37900 -0.0173 0.0000 -0.0269
25500 2900 38800 0.0003 0.0000 0.0000
24900 2860 37640 -0.0270 0.0000 0.0000
24420 2830 38700 0.0035 -0.0080 0.0000
25060 2825 39520 0.0222 0.0564 0.0000
24820 2835 39800 -0.0019 0.0019 0.0000
24920 2800 39660 -0.0109 0.0000 0.0000
25040 2855 40660 0.0211 -0.0095 0.0090
24940 2750 39520 -0.0231 -0.0192 0.0000
25500 2725 40000 -0.0006 -0.0216 0.0000
25520 2750 40600 0.0116 0.0351 -0.0090
25760 2740 40200 0.0050 0.0114 0.0000
25700 2750 39320 -0.0018 0.0000 0.0000
25780 2695 38920 -0.0104 0.0000 0.0000
25480 2615 38400 -0.0184 -0.0308 0.0090
25040 2670 39500 0.0104 -0.0118 0.0000
25680 2655 38800 0.0034 0.0176 -0.0090
25580 2665 39320 0.0094 0.0000 0.0000
25420 2680 39160 0.0020 0.0000 0.0000
25840 2740 39580 0.0066 0.0000 0.0000
25820 2735 39260 0.0076 -0.0196 0.0000
25600 2720 39380 -0.0029 0.0099 0.0000
25440 2750 39500 0.0048 0.0000 -0.0091
25440 2810 38600 -0.0003 -0.0099 0.0000
25500 2830 38820 0.0025 0.0000 0.0000
25580 2865 38680 0.0040 0.0000 0.0000
25380 2885 38800 -0.0019 0.0000 0.0000
25140 2900 39880 0.0036 0.0000 0.0000
25480 2945 39720 0.0042 0.0099 -0.0185
25300 2900 39860 -0.0047 -0.0138 0.0000
25400 3000 39900 0.0066 0.0040 0.0019
25280 3000 40000 0.0032 0.0099 0.0000
25400 3020 40000 -0.0042 0.0000 0.0000
25660 2990 39980 0.0029 -0.0158 -0.0019
25960 3010 39200 -0.0006 0.0060 0.0000
25480 3000 40120 0.0020 -0.0060 0.0204
25320 2980 40280 0.0002 -0.0659 0.0000
25400 2980 40400 -0.0029 -0.0435 -0.0204
25520 2990 40280 0.0059 0.0435 0.0000
25340 2990 39000 -0.0033 0.0190 0.0000
25340 2950 39500 -0.0044 0.0227 0.0000
25260 2940 40000 -0.0024 0.0162 0.0000
25500 2890 39500 -0.0017 -0.0162 0.0000
25680 2945 40160 0.0034 -0.0082 0.0000
25680 2940 40300 0.0035 -0.0124 0.0000
25400 2955 40360 0.0037 -0.0189 0.0000
25600 2910 40200 -0.0030 -0.0171 0.0000
25320 2925 39620 0.0024 -0.0152 0.0000
25400 2950 39500 -0.0018 0.0000 -0.0381
25340 2995 40000 -0.0023 -0.0022 0.0381
25360 2995 39360 0.0012 -0.0066 0.0000
25400 2975 39900 -0.0034 -0.0022 0.0000
25400 2965 40100 -0.0010 -0.0022 0.0000
25400 2915 39980 -0.0031 0.0392 0.0000
25400 2925 42000 0.0046 0.0043 0.0000
25500 3000 41480 0.0137 0.0000 0.0000
25620 3030 41400 0.0027 0.0148 0.0000
25700 3040 40920 0.0036 -0.0127 0.0000
25900 3045 41500 0.0048 0.0000 0.0000
25540 3040 40620 0.0024 -0.0236 0.0000
25380 3070 41300 0.0030 0.0000 0.0000
25800 3050 40940 0.0006 0.0000 0.0000
25640 3040 41100 -0.0028 -0.0910 0.0000
25860 3090 41960 0.0068 0.0910 0.0000
25640 3160 43800 0.0091 -0.0332 -0.0284
25680 3130 43780 -0.0008 -0.0022 0.0000
25680 3130 43400 -0.0024 -0.0159 0.0000
25420 3130 42660 -0.0085 0.0068 -0.0077
25160 3100 41980 -0.0055 0.0068 0.0000
25040 3120 41760 -0.0092 -0.0068 0.0000
25100 3125 41760 0.0045 0.0113 0.0019
25260 3145 41720 -0.0044 -0.0022 0.0000
25100 3130 42000 -0.0029 0.0000 0.0000
24700 3100 41960 -0.0059 0.0000 0.0000
25180 3130 41960 0.0003 -0.0205 0.0058
25200 3145 42240 -0.0031 -0.0069 0.0000
25500 3170 42400 0.0051 0.0000 0.0000
25800 3160 41300 -0.0023 0.0183 -0.0097
26400 3160 41980 -0.0090 -0.0046 0.0000
26000 3205 41100 -0.0044 -0.0184 0.0000
25740 3220 41600 0.0112 0.0184 0.0000
25900 3290 41680 0.0010 0.0226 0.0000
25820 3230 41600 -0.0016 -0.0294 0.0000
25680 3200 41480 -0.0047 0.0069 0.0000
25300 3330 42400 0.0041 0.0046 0.0000
25700 3280 42000 0.0123 0.0000 0.0000
25600 3300 42000 0.0002 0.0000 0.0000
25600 3280 42000 -0.0045 0.0045 0.0000
25460 3260 41300 -0.0058 0.0000 -0.0356
 25340 3270 41700 0.0051 0.0179 0.0000
25460 3305 42200 0.0055 -0.0134 0.0000
25280 3325 42500 0.0057 0.0000 0.0000
25020 3335 42960 0.0050 0.0045 0.0010
25000 3275 43300 -0.0094 0.0222 0.0050
24980 3260 43480 0.0095 0.0000 0.0000
25000 3300 44300 0.0063 -0.0110 0.0000
24900 3320 43720 0.0054 0.0000 0.0000
25080 3350 44840 0.0107 -0.0134 0.0000
25300 3320 45500 0.0000 0.0200 0.0000
25260 3345 43700 0.0000 0.0000 0.0000
25100 3340 43800 -0.0009 0.0000 0.0000
25400 3315 44000 -0.0050 0.0000 0.0000

COLCAP Conconcreto Terpel Nutresa Ecopetrol Bancolombia

0.00091 0.00086 0.00017 0.00032 0.00091 0.00135
0.0078 0.0287 0.0131 0.0101 0.0155 0.0157
0.3659 -0.0595 0.3824 0.9035 0.9937
0.5172
volatilidad promedio no 0.01661
diversificada

pesos t
20% 20.00% 20.00% 20.00% 20.00%

2567987.0071 1977164.27618 3030093.026543 3070981.27

Ecopetrol Bancolombia
0 0
0 0
0 0
0.01546 0
0 0.01567

Ecopetrol Bancolombia
0.15611 0.04661
 -0.02805 -0.01091
0.11706 0.10142
1.00000 0.27450
0.27450 1.00000

Ecopetrol Bancolombia
0.00448 0.00134
-0.00037 -0.00014
0.00118 0.00102
0.01546 0.00424
0.00430 0.01567

Ecopetrol Bancolombia
0.00007 0.00002
-0.00001 0.00000
0.00002 0.00002
0.00024 0.00007
0.00007 0.00025
rendNutresa rendEcopetrol rendBancolombia

0 0 0
-0.0189 0.0407 0.0250
0.0104 0.0144 0.0000
0.0085 0.0316 0.0006
0.0009 0.0155 0.0171
-0.0060 0.0000 0.0036
0.0094 -0.0120 0.0120
0.0000 0.0034 0.0077
0.0093 0.0068 -0.0077
-0.0008 0.0000 0.0000
-0.0059 -0.0068 0.0077
0.0076 -0.0052 0.0077
0.0017 0.0017 0.0059
0.0008 0.0000 -0.0023
0.0083 -0.0262 -0.0041
0.0107 0.0035 -0.0047
0.0211 0.0088 -0.0065
0.0207 -0.0159 -0.0102
0.0031 0.0124 0.0084
0.0340 0.0226 0.0030
0.0068 0.0017 -0.0096
-0.0008 0.0051 0.0255
0.0000 -0.0051 0.0288
0.0179 0.0102 0.0158
0.0000 -0.0102 -0.0017
-0.0007 -0.0190 -0.0169
-0.0022 0.0000 0.0045
-0.0007 -0.0088 -0.0080
-0.0045 0.0295 -0.0109
-0.0015 0.0102 -0.0035
-0.0090 0.0034 0.0006
0.0090 0.0299 0.0087
0.0000 0.0033 -0.0162
0.0000 -0.0049 0.0018
-0.0022 0.0114 0.0064
0.0000 -0.0081 0.0075
-0.0068 0.0065 0.0205
-0.0061 0.0209 0.0134
-0.0008 0.0158 -0.0011
-0.0084 0.0109 -0.0011
0.0000 -0.0346 0.0022
0.0175 0.0143 -0.0050
-0.0106 0.0141 0.0000
-0.0099 0.0016 0.0265
 0.0198 -0.0062 0.0022
-0.0206 -0.0063 0.0027
-0.0054 -0.0127 -0.0219
0.0039 0.0205 0.0246
0.0061 0.0093 -0.0011
0.0122 0.0305 0.0267
0.0135 -0.0030 0.0260
0.0141 0.0238 0.0041
-0.0104 0.0131 -0.0036
0.0000 0.0072 0.0148
-0.0075 0.0228 0.0200
-0.0113 0.0042 0.0220
0.0038 -0.0386 -0.0420
-0.0008 0.0116 0.0075
-0.0299 -0.0292 -0.0274
-0.0039 0.0000 -0.0078
0.0070 0.0133 0.0277
0.0008 0.0131 -0.0220
-0.0070 -0.0058 0.0015
0.0338 -0.0088 0.0087
-0.0121 -0.0178 0.0232
0.0000 0.0030 0.0203
-0.0008 0.0192 0.0131
0.0023 -0.0132 -0.0010
-0.0023 0.0074 0.0005
-0.0023 -0.0253 -0.0048
-0.0038 -0.0136 -0.0029
-0.0054 -0.0138 -0.0463
-0.0039 0.0199 0.0192
-0.0016 -0.0838 0.0271
0.0085 0.0212 0.0000
0.0031 0.0032 -0.0039
0.0137 -0.0097 0.0068
0.0060 0.0000 -0.0029
0.0000 -0.0230 -0.0054
0.0030 0.0050 -0.0158
0.0067 -0.0117 -0.0206
0.0000 -0.0135 -0.0169
-0.0007 -0.0068 -0.0235
-0.0158 -0.0034 0.0053
-0.0099 -0.0103 0.0052
0.0038 0.0290 0.0099
0.0053 0.0233 -0.0031
0.0053 0.0098 0.0180
-0.0114 -0.0164 -0.0353
0.0053 -0.0050 -0.0042
-0.0069 0.0083 -0.0043
 0.0015 0.0147 -0.0243
-0.0069 -0.0016 -0.0082
-0.0163 -0.0082 -0.0083
-0.0166 0.0163 0.0077
0.0134 -0.0179 -0.0072
-0.0198 -0.0334 0.0061
0.0016 0.0202 0.0000
-0.0008 -0.0168 -0.0206
-0.0008 -0.0468 0.0022
0.0000 0.0193 0.0348
0.0040 -0.0211 0.0135
-0.0088 -0.0161 0.0011
0.0056 0.0197 0.0285
0.0048 -0.0233 -0.0306
0.0142 0.0054 0.0133
0.0156 0.0372 0.0047
0.0077 -0.0211 -0.0053
0.0023 -0.0053 0.0541
-0.0248 -0.0272 -0.0435
-0.0008 0.0146 0.0000
0.0171 0.0090 -0.0010
-0.0171 0.0107 -0.0228
-0.0079 0.0176 0.0233
0.0071 0.0207 0.0125
-0.0142 0.0169 0.0046
-0.0008 0.0133 -0.0062
0.0040 -0.0117 0.0031
-0.0056 0.0000 -0.0057
0.0072 -0.0135 0.0031
-0.0088 -0.0085 0.0005
-0.0016 0.0017 -0.0036
0.0096 0.0286 0.0088
0.0087 0.0000 -0.0124
0.0141 0.0033 0.0057
-0.0078 -0.0017 0.0016
0.0000 0.0017 0.0036
0.0039 0.0229 0.0005
0.0000 -0.0065 0.0051
0.0031 0.0000 0.0102
-0.0062 -0.0115 0.0000
0.0147 -0.0033 0.0141
-0.0257 -0.0083 -0.0050
0.0016 -0.0117 -0.0260
0.0149 0.0151 0.0194
-0.0141 0.0066 -0.0107
0.0031 -0.0050 0.0173
-0.0079 -0.0050 -0.0116
 0.0024 0.0000 -0.0077
-0.0063 -0.0067 0.0031
0.0071 0.0000 -0.0056
-0.0024 -0.0050 -0.0005
-0.0071 -0.0085 0.0107
-0.0048 -0.0051 -0.0363
0.0198 -0.0086 0.0235
-0.0238 -0.0139 -0.0304
-0.0195 -0.0105 0.0278
0.0259 -0.0018 0.0210
-0.0096 0.0035 0.0071
0.0040 -0.0124 -0.0035
0.0048 0.0195 0.0249
-0.0040 -0.0375 -0.0284
0.0222 -0.0091 0.0121
0.0008 0.0091 0.0149
0.0094 -0.0036 -0.0099
-0.0023 0.0036 -0.0221
0.0031 -0.0202 -0.0102
-0.0117 -0.0301 -0.0135
-0.0174 0.0208 0.0282
0.0252 -0.0056 -0.0179
-0.0039 0.0038 0.0133
-0.0063 0.0056 -0.0041
0.0164 0.0221 0.0107
-0.0008 -0.0018 -0.0081
-0.0086 -0.0055 0.0031
-0.0063 0.0110 0.0030
0.0000 0.0216 -0.0230
0.0024 0.0071 0.0057
0.0031 0.0123 -0.0036
-0.0078 0.0070 0.0031
-0.0095 0.0052 0.0275
0.0134 0.0154 -0.0040
-0.0071 -0.0154 0.0035
0.0039 0.0339 0.0010
-0.0047 0.0000 0.0025
0.0047 0.0066 0.0000
0.0102 -0.0100 -0.0005
0.0116 0.0067 -0.0197
-0.0187 -0.0033 0.0232
-0.0063 -0.0067 0.0040
0.0032 0.0000 0.0030
0.0047 0.0034 -0.0030
-0.0071 0.0000 -0.0323
0.0000 -0.0135 0.0127
-0.0032 -0.0034 0.0126
 0.0095 -0.0172 -0.0126
0.0070 0.0189 0.0166
0.0000 -0.0017 0.0035
-0.0110 0.0051 0.0015
0.0078 -0.0153 -0.0040
-0.0110 0.0051 -0.0145
0.0032 0.0085 -0.0030
-0.0024 0.0151 0.0126
0.0008 0.0000 -0.0161
0.0016 -0.0067 0.0136
0.0000 -0.0034 0.0050
0.0000 -0.0170 -0.0030
0.0000 0.0034 0.0493
0.0039 0.0253 -0.0125
0.0047 0.0100 -0.0019
0.0031 0.0033 -0.0117
0.0078 0.0016 0.0141
-0.0140 -0.0016 -0.0214
-0.0063 0.0098 0.0166
0.0164 -0.0065 -0.0088
-0.0062 -0.0033 0.0039
0.0085 0.0163 0.0207
-0.0085 0.0224 0.0429
0.0016 -0.0095 -0.0005
0.0000 0.0000 -0.0087
-0.0102 0.0000 -0.0172
-0.0103 -0.0096 -0.0161
-0.0048 0.0064 -0.0053
0.0024 0.0016 0.0000
0.0064 0.0064 -0.0010
-0.0064 -0.0048 0.0067
-0.0161 -0.0096 -0.0010
0.0192 0.0096 0.0000
0.0008 0.0048 0.0067
0.0118 0.0079 0.0038
0.0117 -0.0032 -0.0263
0.0230 0.0000 0.0163
-0.0153 0.0141 -0.0212
-0.0101 0.0047 0.0121
0.0062 0.0215 0.0019
-0.0031 -0.0184 -0.0019
-0.0054 -0.0093 -0.0029
-0.0149 0.0398 0.0219
0.0157 -0.0151 -0.0095
-0.0039 0.0061 0.0000
0.0000 -0.0061 0.0000
-0.0055 -0.0061 -0.0168
-0.0047 0.0031 0.0096
0.0047 0.0106 0.0119
-0.0071 0.0060 0.0071
-0.0103 0.0030 0.0108
-0.0008 -0.0182 0.0079
-0.0008 -0.0046 0.0041
0.0008 0.0122 0.0187
-0.0040 0.0060 -0.0132
0.0072 0.0090 0.0253
0.0087 -0.0090 0.0146
-0.0016 0.0075 -0.0404
-0.0064 -0.0015 0.0023
0.0119 -0.0075 0.0046