Actividad 5

Parte 1: PORTAFOLIO DE INVERSION

Estudiante: Marco Aurelio Navarro. ID: 683784

Presentado a:
Docente: Dr. Fabio augusto niño Liévano

UNIMINUTO CORPORACIÓN UNIVERSITARIA MINUTO DE DIOS

CONTADURIA PÚBLICA A DISTANCIA
CÚCUTA, NORTE DE SANTANDER
AÑO 2022
784

TO DE DIOS
Nemotecnico fecha Cantidad Volumen Precio Cierre Precio Mayor Precio Medio
ENKA 26/11/2021 00:00:00 .00 .00 22.200 .00 .00
ENKA 29/11/2021 00:00:00 .00 .00 22.200 .00 .00
ENKA 30/11/2021 00:00:00 100,000.00 2,001,000.00 22.200 .00 20.01
ENKA 01/12/2021 00:00:00 43,478.00 999,994.00 22.200 .00 23.00
ENKA 02/12/2021 00:00:00 300,000.00 6,878,000.00 22.200 .00 22.93
ENKA 03/12/2021 00:00:00 1,000,000.00 21,000,000.00 21.000 21.00 21.00
ENKA 06/12/2021 00:00:00 172,018.00 3,445,360.00 21.000 .00 20.03
ENKA 07/12/2021 00:00:00 1,510,000.00 30,192,798.20 20.000 20.00 20.00
ENKA 09/12/2021 00:00:00 .00 .00 20.000 .00 .00
ENKA 10/12/2021 00:00:00 .00 .00 20.000 .00 .00
ENKA 13/12/2021 00:00:00 450,000.00 8,958,000.00 20.000 .00 19.91
ENKA 14/12/2021 00:00:00 840,000.00 16,968,000.00 20.200 20.20 20.20
ENKA 15/12/2021 00:00:00 .00 .00 20.200 .00 .00
ENKA 16/12/2021 00:00:00 101,708.00 2,065,689.48 20.200 .00 20.31
ENKA 17/12/2021 00:00:00 310,000.00 6,269,000.00 20.200 .00 20.22
ENKA 20/12/2021 00:00:00 .00 .00 20.200 .00 .00
ENKA 21/12/2021 00:00:00 2,831,121.00 57,188,644.20 20.200 20.20 20.20
ENKA 22/12/2021 00:00:00 1,433,292.00 29,207,810.52 20.400 20.40 20.38
ENKA 23/12/2021 00:00:00 412,000.00 8,413,040.00 20.420 20.42 20.42
ENKA 24/12/2021 00:00:00 .00 .00 20.420 .00 .00
ENKA 27/12/2021 00:00:00 90,000.00 1,841,965.28 20.420 .00 20.47
ENKA 28/12/2021 00:00:00 .00 .00 20.420 .00 .00
ENKA 29/12/2021 00:00:00 .00 .00 20.420 .00 .00
ENKA 30/12/2021 00:00:00 120,722.00 2,535,162.00 20.420 .00 21.00
ENKA 03/01/2022 00:00:00 .00 .00 20.420 .00 .00
ENKA 04/01/2022 00:00:00 23,302,704.00 489,356,784.00 21.000 21.00 21.00
ENKA 05/01/2022 00:00:00 .00 .00 21.000 .00 .00
ENKA 06/01/2022 00:00:00 2,000,000.00 42,000,000.00 21.000 21.00 21.00
ENKA 07/01/2022 00:00:00 .00 .00 21.000 .00 .00
ENKA 11/01/2022 00:00:00 .00 .00 21.000 .00 .00
ENKA 12/01/2022 00:00:00 .00 .00 21.000 .00 .00
ENKA 13/01/2022 00:00:00 .00 .00 21.000 .00 .00
ENKA 14/01/2022 00:00:00 .00 .00 21.000 .00 .00
ENKA 17/01/2022 00:00:00 280,000.00 6,300,000.00 21.000 .00 22.50
ENKA 18/01/2022 00:00:00 6,313,065.00 142,786,462.50 22.600 23.00 22.62
ENKA 19/01/2022 00:00:00 968,772.00 23,017,256.00 24.850 24.85 23.76
ENKA 20/01/2022 00:00:00 9,667,326.00 239,797,684.80 24.800 24.80 24.80
ENKA 21/01/2022 00:00:00 2,418,432.00 60,768,761.86 24.800 24.80 25.13
ENKA 24/01/2022 00:00:00 3,561,060.00 97,145,716.80 27.280 27.28 27.28
ENKA 25/01/2022 00:00:00 515,000.00 13,687,750.00 26.200 26.20 26.58
ENKA 26/01/2022 00:00:00 1,345,000.00 36,330,500.00 27.200 27.20 27.01
ENKA 27/01/2022 00:00:00 658,712.00 17,864,114.88 27.240 27.24 27.12
Precio Menor Variacion% Variacion Absoluta Var x LN ENKA Var X LN
.00 .00 .00 .00 -1.54604
.00 .00 .00 .00000 2.18633
.00 .00 .00 .00000 1.93958
.00 .00 .00 .00000 3.18069
.00 .00 .00 .00000 1.58443
21.00 -5.41 -1.20 -5.55699 -0.62308
.00 .00 .00 .00000 -0.08943
20.00 -4.76 -1.00 -4.87902 -1.45887
.00 .00 .00 .00000 -0.76822 Interpretación comportamiento de dato
.00 .00 .00 .00000 -0.71657 95% (confianza)= (promedio-(2*S), Prom
.00 .00 .00 .00000 -2.57025
20.20 1.00 .20 .99503 0.36053
.00 .00 .00 .00000 1.19972
.00 .00 .00 .00000 2.34859
Interpretación. el 95% de la muest
.00 .00 .00 .00000 -0.91906 entre $17,42974 y $25,97549
.00 .00 .00 .00000 -1.01662
20.20 .00 .00 .00000 -0.15002
20.31 .99 .20 .98523 1.13007
20.42 .10 .02 .09799 0.06954
.00 .00 .00 .00000 0.44331
.00 .00 .00 .00000 0.21096
.00 .00 .00 .00000 0.25455
.00 .00 .00 .00000 0.53754
.00 .00 .00 .00000 -0.34103
.00 .00 .00 .00000 0.28945
21.00 2.84 .58 2.80076 0.62136
.00 .00 .00 .00000 -1.52005
21.00 .00 .00 .00000 -1.48415
.00 .00 .00 .00000 0.89915
.00 .00 .00 .00000 2.01300
.00 .00 .00 .00000 1.96156
.00 .00 .00 .00000 1.09139
.00 .00 .00 .00000 -2.40342
.00 .00 .00 .00000 6.12029
22.50 7.62 1.60 7.34275 4.05663
23.00 9.96 2.25 9.49078 -0.15088
24.80 -.20 -.05 -.20141 -2.25994
24.80 .00 .00 .00000 -1.55716
27.28 10.00 2.48 9.53102 -0.09456
26.20 -3.96 -1.08 -4.03944 0.35152
26.52 3.82 1.00 3.74576 -0.34232
27.24 .15 .04 .14695 -0.10714
 El coeficiente de correlación, es una herramienta estadística que
Cifras de análisis en pesos presenta resultados entre -1 y +1. Cuando está cerca de -1,
indica que la correlación es inversa; cuando es cercano a 1, hay
MAXIMO 27.28 correlación directa; cuando se acerca a 0, es indiferente. Los
MINIMO 20.00 resultados, entre más cercanos a 1 o -1 se encuentran, su nivel
Close price 27.240 de correlación es más fuerte.
La correlación fuerte, se considera desde -0.7 o 0.7 hasta -1 y 1,
Desv. Estándar 2.1364377229 respectivamente
Promedio 21.7026
Rentabilidad máx y min 36.4
Valor absoluto 7.28
Correlación 1.00
Interpretación comportamiento de datos
95% (confianza)= (promedio-(2*S), Promedio + (2*S)

17.42974 25.97549

Interpretación. el 95% de la muestra o de los datos podría estar

entre $17,42974 y $25,97549

Ganancia potencial 23.84

Pérdida potencial 19.57

Beta 0.2659187112
Covarianza (Acción-Indice) 0.7997191081
Varianza Indice 3.0073818594

PODEMOS CONCLUIR:
• Es una tasa de rentabilidad bastante atractiva 36,4
• podemos decir que la acción es bastante volátil.
• El precio en la bolsa se ha mantenido estable
• Aunque en la beta se comprueban que las acciones en
su precio han estado por debajo del mercado de bolsa.
ta estadística que
cerca de -1, Cifras de análisis en Var Ln
cercano a 1, hay
diferente. Los MAXIMO 9.53
entran, su nivel MINIMO -5.56
Last RR .15
0.7 hasta -1 y 1,
Desv. Estándar 2.79274
Promedio .49

Interpretación comportamiento de datos

95% (confianza)= (promedio-(2*S), Promedio + (2*S)

-5.10 6.07

Interpretación. el 95% de la muestra o de los datos

podría estar entre -5,10% y 6,07%

Ganancia potencial 3.28

Pérdida potencial -2.31
Fecha Indice Valor Hoy Valor Ayer Variacion Variación Variacion Variación Anual
20211126 MSCI COL 1,318.31 1,338.85 -1.53 -20.54 4.38 -8.32
20211129 MSCI COL 1,347.45 1,318.31 2.21 29.14 6.79 -6.29
20211130 MSCI COL 1,373.84 1,347.45 1.96 26.39 9.21 -4.45
20211201 MSCI COL 1,418.24 1,373.84 3.23 44.40 10.36 -1.37
20211202 MSCI COL 1,440.89 1,418.24 1.60 22.65 11.83 .21
20211203 MSCI COL 1,431.94 1,440.89 -.62 -8.95 10.31 -.41
20211206 MSCI COL 1,430.66 1,431.94 -.09 -1.28 6.67 -.50
20211207 MSCI COL 1,409.94 1,430.66 -1.45 -20.72 3.39 -1.94
20211209 MSCI COL 1,399.15 1,409.94 -.77 -10.79 1.12 -2.69
20211210 MSCI COL 1,389.16 1,399.15 -.71 -9.99 1.51 -3.39
20211213 MSCI COL 1,353.91 1,389.16 -2.54 -35.25 -1.72 -5.84
20211214 MSCI COL 1,358.80 1,353.91 .36 4.89 -2.20 -5.50
20211215 MSCI COL 1,375.20 1,358.80 1.21 16.40 -2.33 -4.36
20211216 MSCI COL 1,407.88 1,375.20 2.38 32.68 -.96 -2.09
20211217 MSCI COL 1,395.00 1,407.88 -.91 -12.88 -3.37 -2.98
20211220 MSCI COL 1,380.89 1,395.00 -1.01 -14.11 -3.20 -3.96
20211221 MSCI COL 1,378.82 1,380.89 -.15 -2.07 .10 -4.11
20211222 MSCI COL 1,394.49 1,378.82 1.14 15.67 -.46 -3.02
20211223 MSCI COL 1,395.46 1,394.49 .07 .97 -1.49 -2.95
20211224 MSCI COL 1,401.66 1,395.46 .44 6.20 -1.44 -2.52
20211227 MSCI COL 1,404.62 1,401.66 .21 2.96 -1.24 -2.31
20211228 MSCI COL 1,408.20 1,404.62 .25 3.58 -1.60 -2.06
20211229 MSCI COL 1,415.79 1,408.20 .54 7.59 -2.41 -1.54
20211230 MSCI COL 1,410.97 1,415.79 -.34 -4.82 -1.87 -1.87
20220103 MSCI COL 1,415.06 1,410.97 .29 4.09 -1.59 .29
20220104 MSCI COL 1,423.88 1,415.06 .62 8.82 .41 .91
20220105 MSCI COL 1,402.40 1,423.88 -1.51 -21.48 -2.05 -.61
20220106 MSCI COL 1,381.74 1,402.40 -1.47 -20.66 -3.78 -2.07
20220107 MSCI COL 1,394.22 1,381.74 .90 12.48 -2.89 -1.19
20220111 MSCI COL 1,422.57 1,394.22 2.03 28.35 -2.10 .82
20220112 MSCI COL 1,450.75 1,422.57 1.98 28.18 -.75 2.82
20220113 MSCI COL 1,466.67 1,450.75 1.10 15.92 .73 3.95
20220114 MSCI COL 1,431.84 1,466.67 -2.37 -34.83 -2.40 1.48
20220117 MSCI COL 1,522.21 1,431.84 6.31 90.37 4.79 7.88
20220118 MSCI COL 1,585.23 1,522.21 4.14 63.02 8.99 12.35
20220119 MSCI COL 1,582.84 1,585.23 -.15 -2.39 8.46 12.18
20220120 MSCI COL 1,547.47 1,582.84 -2.23 -35.37 6.00 9.67
20220121 MSCI COL 1,523.56 1,547.47 -1.55 -23.91 5.35 7.98
20220124 MSCI COL 1,522.12 1,523.56 -.09 -1.44 7.27 7.88
20220125 MSCI COL 1,527.48 1,522.12 .35 5.36 9.29 8.26
20220126 MSCI COL 1,522.26 1,527.48 -.34 -5.22 8.56 7.89
20220127 MSCI COL 1,520.63 1,522.26 -.11 -1.63 8.44 7.77
Var X LN
-1.546042
2.18633
1.939582
3.180693
1.584431
-0.623081
-0.089429
-1.458873
-0.768224
-0.716566
-2.570255
0.360525
1.199722
2.348585
-0.919061
-1.01662
-0.150016
1.13007
0.069535
0.443314
0.210956
0.254549
0.537539
-0.341027
0.289452
0.621361
-1.520049
-1.484148
0.899154
2.012998
1.961557
1.091386
-2.403419
6.12029
4.056628
-0.150881
-2.259936
-1.557164
-0.09456
0.351522
-0.342325
-0.107135