320201090 RODRIGUEZ KAREN / 320

Base de Datos
FECHA S&P 500 AMZN AMGN PEP XOM JPM S&P 500
14.11.2023 4495.7 145.8 270.02 168.11 104.29 148.44 1.89%
13.11.2023 4411.55 142.59 266.69 167.77 104.84 145.78 -0.08%
10.11.2023 4415.24 143.56 267.31 166.92 103.75 146.43 1.55%
09.11.2023 4347.35 140.6 264.06 166.16 102.96 144.29 -0.81%
08.11.2023 4382.78 142.08 273.26 167.39 102.93 144.72 0.10%
07.11.2023 4378.38 142.71 271.11 167.18 104.21 144.01 0.28%
06.11.2023 4365.98 139.74 272.83 166.7 105.87 144.08 0.18%
03.11.2023 4358.34 138.6 269.86 166.79 107.78 143 0.93%
02.11.2023 4317.78 138.07 266.59 166.83 109.11 141.42 1.87%
01.11.2023 4237.86 137 260.84 164.87 105.64 138.94 1.05%

31.10.2023 4193.8 133.09 255.7 163.28 105.85 139.06 0.65%

30.10.2023 4166.82 132.71 263.19 162.28 105.88 137.42 1.19%
27.10.2023 4117.37 127.74 261.57 159.62 105.55 135.69 -0.48%
26.10.2023 4137.23 119.57 269.71 161.41 107.6 140.76 -1.19%
25.10.2023 4186.77 121.39 272.16 162.35 108.59 140.4 -1.44%
24.10.2023 4247.68 128.56 276.12 162.19 108.39 141.17 0.72%
23.10.2023 4217.04 126.56 273.06 160.08 109.45 141 -0.17%
20.10.2023 4224.16 125.17 278.81 160 111.08 142.95 -1.27%
19.10.2023 4278 128.4 280.6 160.56 113.02 145.29 -0.85%
18.10.2023 4314.6 128.13 283.58 162.03 112.95 145.91 -1.35%
17.10.2023 4373.2 131.47 284.42 160.37 111.39 147.53 -0.01%
16.10.2023 4373.63 132.55 286.88 161.08 109.95 147.85 1.05%
13.10.2023 4327.78 129.79 284.1 160 109.87 148 -0.50%
12.10.2023 4349.61 132.33 285.04 158.08 106.47 145.81 -0.63%
11.10.2023 4376.95 131.83 283.6 162.62 106.49 146.15 0.43%
10.10.2023 4358.24 129.48 271.25 164.4 110.45 145.65 0.52%
09.10.2023 4335.66 128.26 271.54 161.36 110.92 144.77 0.63%
06.10.2023 4308.5 127.96 267.47 160.29 107.17 145.1 1.17%
05.10.2023 4258.19 125.96 265.08 160.1 108.99 142.9 -0.13%
04.10.2023 4263.75 127 265.44 168.91 111.5 143.35 0.81%
03.10.2023 4229.45 124.72 261.01 167.7 115.83 142.71 -1.38%
02.10.2023 4288.39 129.46 266.31 169.17 115.63 143.77 0.01%
29.09.2023 4288.05 127.12 268.76 169.44 117.58 145.02 -0.27%
28.09.2023 4299.7 125.98 270.82 169.5 119.47 147.59 0.59%
27.09.2023 4274.51 125.98 268.98 169.57 120.2 145.78 0.02%
26.09.2023 4273.53 125.98 269.04 172.52 116.41 144.93 -1.48%
25.09.2023 4337.44 131.27 266.86 174.33 116.23 146.45 0.40%
22.09.2023 4320.06 129.12 267.7 175.27 114.94 145.73 -0.23%
21.09.2023 4330 129.33 269.41 175.38 114.76 147.14 -1.65%
20.09.2023 4402.2 135.29 271.46 178.38 116.4 148.3 -0.94%
19.09.2023 4443.95 137.63 264.31 178.32 117.33 148.93 -0.22%
18.09.2023 4453.53 139.98 263.15 179.38 117.64 149.12 0.07%
15.09.2023 4450.32 140.39 260.72 179.84 116.7 148.81 -1.22%
14.09.2023 4505.1 144.72 262.3 181.23 118.52 149.25 0.84%
13.09.2023 4467.44 144.85 257.23 179.68 116.44 146.41 0.12%
12.09.2023 4461.9 141.23 260.31 178.27 117.49 146.34 -0.57%
11.09.2023 4487.46 143.1 261.72 178.93 114.16 144.46 0.67%
08.09.2023 4457.49 138.23 259.43 176.27 115.61 143.83 0.14%
07.09.2023 4451.14 137.85 254.39 176.4 113.95 143.72 -0.32%
06.09.2023 4465.48 135.36 249.01 174.73 114.51 144.96 -0.70%
05.09.2023 4496.83 137.27 254.01 174.16 113.53 145.2 -0.42%
01.09.2023 4515.77 138.12 256.71 175.32 113.52 146.82 0.18%

31.08.2023 4507.66 138.01 256.34 177.92 111.19 146.33 -0.16%

30.08.2023 4514.87 135.07 257.88 181.08 110.88 148.16 0.38%
29.08.2023 4497.63 134.91 259.64 180.93 109.81 148.76 1.44%
28.08.2023 4433.31 133.14 256.55 180.25 109.16 147.56 0.62%
25.08.2023 4405.71 133.26 256.38 179.42 108.25 147.05 0.67%
24.08.2023 4376.31 131.84 256.62 177.18 106.35 147.23 -1.35%
23.08.2023 4436.01 135.52 257.36 178.12 107.15 147.37 1.10%
22.08.2023 4387.55 134.25 257.62 175.7 108.1 146.38 -0.28%
21.08.2023 4399.77 134.68 260.7 177.05 108.71 149.48 0.69%
18.08.2023 4369.71 133.22 261.82 178.18 110.04 148.97 -0.01%
17.08.2023 4370.36 133.98 263.85 178.45 108.4 148.63 -0.77%
16.08.2023 4404.33 135.07 265.02 181.21 106.34 150.19 -0.76%
15.08.2023 4437.86 137.67 266.01 181.35 108.16 150.83 -1.16%
14.08.2023 4489.72 140.57 260.97 183.62 111.92 154.77 0.57%
11.08.2023 4464.05 138.41 262.51 184.04 111.83 154.45 -0.11%
10.08.2023 4468.83 138.56 262.06 183.75 110.12 153.56 0.03%
09.08.2023 4467.71 137.85 259.32 183.98 109.56 153.79 -0.71%
08.08.2023 4499.38 139.94 260.8 184.44 107.73 155.88 -0.42%
07.08.2023 4518.44 142.22 252.94 186.89 107.2 156.76 0.90%
04.08.2023 4478.03 139.57 243.28 184.6 107.42 156.02 -0.53%
03.08.2023 4501.89 128.91 230.7 187.12 107.12 156.35 -0.26%
02.08.2023 4513.39 128.21 230.41 188.31 105.29 155.4 -1.39%
01.08.2023 4576.73 131.69 232.12 186.82 106.62 157.18 -0.27%
31.07.2023 4588.96 133.68 234.15 187.46 107.24 157.96 0.15%
28.07.2023 4582.23 132.21 236.37 190.31 104.16 156.91 0.98%
27.07.2023 4537.41 128.25 236.05 188.53 105.42 156.02 -0.64%
26.07.2023 4566.75 128.15 235.21 191.6 105.09 157.76 -0.02%
25.07.2023 4567.46 129.13 235.31 191.36 105.68 156.82 0.28%
24.07.2023 4554.64 128.8 235.42 190.92 105.52 158 0.40%
21.07.2023 4536.34 130 234.82 190.16 103.89 154.95 0.03%
20.07.2023 4534.87 129.96 233.23 189.3 103.41 156.15 -0.68%
19.07.2023 4565.72 135.36 232.05 186.26 101.62 154.25 0.24%
18.07.2023 4554.98 132.83 232.57 184.45 100.92 153.66 0.71%
17.07.2023 4522.79 133.56 227.84 185.63 101.38 153.38 0.38%
14.07.2023 4505.42 134.68 227.43 188.21 100.94 149.77 -0.10%
13.07.2023 4510.04 134.3 227.66 187.53 104.54 148.87 0.84%
12.07.2023 4472.16 130.8 225.68 183.17 106.49 148.15 0.74%
11.07.2023 4439.26 128.78 223.86 183.98 105.97 147.42 0.67%
10.07.2023 4409.53 127.13 224.73 184.3 104.69 145.15 0.24%
07.07.2023 4398.95 129.78 218.65 183.08 103.16 144.34 -0.29%
06.07.2023 4411.59 128.36 222.98 186.6 102.92 143.21 -0.80%
05.07.2023 4446.82 130.38 225.88 186.58 106.91 144.64 -0.20%
03.07.2023 4455.59 130.22 225.01 185.6 107.46 146.61 0.12%
30.06.2023 4450.38 130.36 222.02 185.22 107.25 145.44 1.22%
29.06.2023 4396.44 127.9 221.16 183.88 106.7 143.43 0.45%
28.06.2023 4376.86 129.04 221.31 183.7 105.4 138.59 -0.04%
27.06.2023 4378.41 129.18 222.61 186.22 104.55 139.2 1.14%
26.06.2023 4328.82 127.33 224.73 184.89 104.29 139.19 -0.45%
23.06.2023 4348.33 129.33 227.11 186.07 102.4 138.85 -0.77%
22.06.2023 4381.89 130.15 229.66 187.35 103.3 139.58 0.37%
21.06.2023 4365.69 124.83 227.04 185.43 103.87 142.32 -0.53%
20.06.2023 4388.71 125.78 228.59 185.31 102.72 142.53 -0.47%
16.06.2023 4409.59 125.49 229.66 186.04 105.13 143.26 -0.37%
15.06.2023 4425.84 127.11 228.44 185.71 105.89 143.09 1.21%
14.06.2023 4372.59 126.42 222.28 183.17 105.16 141.49 0.08%
13.06.2023 4369.01 126.66 221.99 181.54 106.44 142.02 0.69%
12.06.2023 4338.93 126.57 217.36 181.9 106.42 141 0.93%
09.06.2023 4298.86 123.43 218.76 182.35 107.39 141.01 0.11%
08.06.2023 4293.93 124.25 220.76 182.1 108.19 140.73 0.62%
07.06.2023 4267.52 121.23 221.25 180.11 108.53 140.69 -0.38%
06.06.2023 4283.85 126.61 221.22 181.56 106.15 139.34 0.24%
05.06.2023 4273.79 125.3 221.88 184.19 105.29 139.09 -0.20%
02.06.2023 4282.37 124.25 218.07 184.06 105.76 140.47 1.44%
01.06.2023 4221.02 122.77 214.27 182.19 103.36 137.58 0.98%
31.05.2023 4179.83 120.58 220.65 182.35 102.18 135.71 -0.61%
30.05.2023 4205.52 121.66 218.53 181.61 104.04 137.46 0.00%
26.05.2023 4205.45 120.11 216.93 183.58 104.97 136.94 1.30%
25.05.2023 4151.28 115 217.46 183.8 105.66 135.67 0.87%
24.05.2023 4115.24 116.75 221.32 184.89 107.59 135.34 -0.73%
23.05.2023 4145.58 114.99 224.44 186.07 106.4 136.59 -1.13%
22.05.2023 4192.63 115.01 223.99 186.64 104.97 138.03 0.02%
19.05.2023 4191.98 116.25 223.42 191.84 106.26 139.18 -0.14%
18.05.2023 4198.05 118.15 224.23 191.56 105.77 139.5 0.94%
17.05.2023 4158.77 115.5 225.02 192.06 104.82 138.45 1.18%
16.05.2023 4109.9 113.4 227.88 193.43 102.52 134.32 -0.64%
15.05.2023 4136.28 111.2 233.53 194.27 105.07 135.23 0.30%
12.05.2023 4124.08 110.26 232.95 196.12 105.78 134.1 -0.16%
11.05.2023 4130.62 112.18 232.29 195.34 105.79 136.05 -0.17%
10.05.2023 4137.64 110.19 234.11 194.27 107.74 136.48 0.45%
09.05.2023 4119.17 106.62 234.43 194.14 109.14 136.41 -0.46%
08.05.2023 4138.12 105.83 234.62 193.35 109.11 137.07 0.05%
05.05.2023 4136.25 105.65 236.53 194.27 108.68 136.74 1.83%
04.05.2023 4061.22 104 231.89 193.38 106.04 134.12 -0.72%
03.05.2023 4090.75 103.65 229.31 192.18 107.93 135.98 -0.70%
02.05.2023 4119.58 103.63 235.97 192.25 110.1 138.92 -1.17%
01.05.2023 4167.87 102.05 238.9 191.68 114.67 141.2 -0.04%
28.04.2023 4169.48 105.45 239.74 190.89 118.34 138.24 0.82%
27.04.2023 4135.35 109.82 240.34 189.69 116.83 137.05 1.94%
26.04.2023 4055.99 104.98 238.8 188.54 115.45 135.23 -0.38%
25.04.2023 4071.63 102.57 244.87 189.71 116.52 137.67 -1.59%
24.04.2023 4137.04 106.21 244.45 185.5 118.2 140.73 0.09%
21.04.2023 4133.52 106.96 243.86 185.41 116.01 140.54 0.09%
20.04.2023 4129.79 103.81 243.46 185.33 115.64 140.81 -0.60%
19.04.2023 4154.52 104.3 246.21 184.72 116.57 141.22 -0.01%
18.04.2023 4154.87 102.3 246.09 184.83 116.94 141.4 0.09%
17.04.2023 4151.32 102.74 248.07 184.45 114.7 139.83 0.33%
14.04.2023 4137.64 102.51 250 183.51 116.05 138.73 -0.21%
13.04.2023 4146.22 102.4 251.44 184.38 115.77 128.99 1.32%
12.04.2023 4091.95 97.83 249.5 182.56 115.23 128.5 -0.41%
11.04.2023 4108.94 99.92 251.43 182.92 115.35 128.52 0.00%
10.04.2023 4109.11 102.17 250.9 183.2 114.54 127.89 0.10%
06.04.2023 4105.02 102.06 253.32 184.36 115.05 127.47 0.36%
05.04.2023 4090.38 101.1 253.37 183.64 116.99 127.61 -0.25%
04.04.2023 4100.6 103.95 247.53 181.85 115.02 128.42 -0.58%
03.04.2023 4124.51 102.41 244.44 182.5 116.13 130.16 0.37%
31.03.2023 4109.31 103.29 241.75 182.3 109.66 130.31 1.43%
30.03.2023 4050.83 102 241.5 180.83 109.49 128.75 0.57%
29.03.2023 4027.81 100.25 241.03 180.67 108.96 129.14 1.41%
28.03.2023 3971.27 97.24 238.48 179.43 107.12 128.88 -0.16%
27.03.2023 3977.53 98.04 236.76 179.49 105.8 128.49 0.16%
24.03.2023 3970.99 98.13 238.03 179.09 103.53 124.91 0.56%
23.03.2023 3948.72 98.71 233.1 175.65 103.41 126.84 0.30%
22.03.2023 3936.97 98.7 229.83 176.51 104.59 127.18 -1.66%
21.03.2023 4002.87 100.61 232.95 178.01 107.04 130.55 1.29%
20.03.2023 3951.57 97.71 234.72 177.59 102.45 127.14 0.89%
17.03.2023 3916.64 98.95 229.79 175.13 99.84 125.81 -1.11%
16.03.2023 3960.28 100.04 234.57 176.51 101.03 130.75 1.74%
15.03.2023 3891.93 96.2 234.9 176.63 101.62 128.26 -0.73%
14.03.2023 3920.56 94.88 230.58 173.53 106.94 134.62 1.67%
13.03.2023 3855.76 92.43 233.18 173.71 106.54 131.25 -0.15%
10.03.2023 3861.59 90.73 227.87 172.03 107.78 133.65 -1.46%
09.03.2023 3918.32 92.25 225.79 171.8 109.13 130.34 -1.86%
08.03.2023 3992.01 93.92 228.43 173.11 109.98 137.8 0.14%
07.03.2023 3986.37 93.55 228.72 172.64 111.61 138.62 -1.54%
06.03.2023 4048.42 93.75 235.11 173.5 113.81 142.82 0.07%
03.03.2023 4045.64 94.9 234.81 173.15 112.81 143.66 1.60%
02.03.2023 3981.35 92.13 234.74 173.32 111.4 141.07 0.76%
01.03.2023 3951.39 92.17 236.19 171.33 110.89 142.55 -0.47%
28.02.2023 3970.15 94.23 231.66 173.53 109.91 143.35 -0.30%
27.02.2023 3982.24 93.76 234.45 175.91 110.55 142.16 0.31%
24.02.2023 3970.04 93.5 233.66 175.96 110.75 140.93 -1.06%
23.02.2023 4012.32 95.82 237.62 176.31 110.74 139.67 0.53%
22.02.2023 3991.05 95.79 236.16 176.12 109.73 138.56 -0.16%
21.02.2023 3997.34 94.58 238.24 176.18 111.17 139.63 -2.02%
17.02.2023 4079.09 97.2 240.53 176.28 111.28 142.24 -0.28%
16.02.2023 4090.41 98.15 234.22 175.51 115.73 141.82 -1.39%
15.02.2023 4147.6 101.16 240.07 176.01 116.07 143.8 0.28%
14.02.2023 4136.13 99.7 241.03 175.77 116.42 143.2 -0.03%
13.02.2023 4137.29 99.54 243.66 177.77 117.8 142.57 1.14%
10.02.2023 4090.46 97.61 242.5 176.2 119.17 141.04 0.22%
09.02.2023 4081.5 98.24 240 172.78 114.35 140.42 -0.89%
08.02.2023 4117.86 100.05 240.2 171.16 113.92 142.64 -1.11%
07.02.2023 4164 102.11 244 171.56 114.92 143.65 1.28%
06.02.2023 4111.08 102.18 243.85 171.82 111.73 141.92 -0.62%
03.02.2023 4136.48 103.39 245.17 169.12 111.92 141.09 -1.04%
02.02.2023 4179.76 112.91 246.53 169.97 111.15 138.94 1.46%
01.02.2023 4119.21 105.15 246.41 171.56 114.74 139.59 1.04%
31.01.2023 4076.6 103.13 252.4 171.02 116.01 139.96 1.45%
30.01.2023 4017.77 100.55 251.59 169.48 113.56 139.13 -1.31%
27.01.2023 4070.56 102.24 253.65 169.62 115.61 140.32 0.25%
26.01.2023 4060.43 99.22 254.88 170.22 117.76 139.98 1.09%
25.01.2023 4016.22 97.18 256.54 171.93 113.21 139.12 -0.02%
24.01.2023 4016.95 96.32 259.7 170.69 113.81 138.45 -0.07%
23.01.2023 4019.81 97.52 260.97 169.12 112.76 137.27 1.18%
20.01.2023 3972.61 97.25 263.24 169.88 113.35 135.08 1.87%
19.01.2023 3898.85 93.68 262.03 169.63 111.32 134.75 -0.77%
18.01.2023 3928.86 95.46 264.39 171.62 110.61 136.57 -1.57%
17.01.2023 3990.97 96.05 269.42 176.06 112.93 140.8 -0.20%
13.01.2023 3999.09 98.12 271.73 175.24 113.15 143.01 0.40%
12.01.2023 3983.17 95.27 270.92 175.78 113.22 139.49 0.34%
11.01.2023 3969.61 95.09 272.91 178.05 111.37 139.63 1.28%
10.01.2023 3919.25 89.87 273.88 177.85 110.09 138.6 0.70%
09.01.2023 3892.09 87.36 270.12 179.33 108.47 137.37 -0.08%
06.01.2023 3895.08 86.08 275.2 181.1 110.53 137.94 2.26%
05.01.2023 3808.1 83.12 266.86 177.1 109.21 135.35 -1.17%
04.01.2023 3852.97 85.14 264.39 178.97 106.82 136.38 0.75%
03.01.2023 3824.14 85.82 261.65 179.41 106.51 135.12 -0.40%
30.12.2022 3839.5 84 262.64 180.66 110.3 134.1 -0.25%
29.12.2022 3849.28 84.18 263.16 181.98 109.2 133.22 1.73%
28.12.2022 3783.22 81.82 261.42 181.75 108.38 132.46 -1.21%
27.12.2022 3829.25 83.04 263.39 183.07 110.19 131.74 -0.41%
23.12.2022 3844.82 85.25 263.92 182.26 108.68 131.28 0.59%
22.12.2022 3822.39 83.79 265.26 181.09 105.88 130.66 -1.46%
21.12.2022 3878.44 86.77 266.26 182.5 108.06 132.16 1.48%
20.12.2022 3821.62 85.19 264.75 181.23 106.69 130.69 0.10%
19.12.2022 3817.66 84.92 265.7 181.34 105.17 130.06 -0.90%
16.12.2022 3852.36 87.86 267.41 180.34 104.7 129.29 -1.12%
15.12.2022 3895.75 88.45 266.14 180.25 105.44 130.1 -2.52%
14.12.2022 3995.32 91.58 271.13 183.36 106.46 133.41 -0.61%
13.12.2022 4019.65 92.49 272.26 183.87 107.25 134.08 0.73%
12.12.2022 3990.56 90.55 276.78 183.97 106.09 134.21 1.42%
09.12.2022 3934.38 89.09 278.65 183.1 103.54 132.16 -0.74%
08.12.2022 3963.51 90.35 285.57 183.78 104.42 132.88 0.75%
07.12.2022 3933.92 88.46 285.76 182.18 103.65 131.5 -0.19%
06.12.2022 3941.26 88.25 283.29 181.63 103.88 131.59 -1.45%
05.12.2022 3998.84 91.01 284.91 183.12 106.85 131.37 -1.81%
02.12.2022 4071.7 94.13 285.51 185.69 109.86 135.16 -0.12%
01.12.2022 4076.57 95.5 285.94 185.9 110.8 136.24 -0.09%
30.11.2022 4080.11 96.54 286.4 185.51 111.34 138.18 3.05%
29.11.2022 3957.63 92.42 281.99 182.59 110.54 136.56 -0.16%
28.11.2022 3963.94 93.95 282.62 183.89 109.81 134.35 -1.56%
25.11.2022 4026.12 93.41 283.74 184.11 113.21 136.74 -0.03%
23.11.2022 4027.26 94.13 283.4 185.08 113.61 136.48 0.59%
22.11.2022 4003.58 93.2 287.05 184.84 114.18 135.04 1.35%
21.11.2022 3949.94 92.46 288.16 184.82 110.97 133.05 -0.39%
18.11.2022 3965.34 94.14 287.29 181.33 112.08 133.84 0.47%
17.11.2022 3946.56 94.85 287.3 180.03 113.06 132.54 -0.31%
16.11.2022 3958.79 97.12 283.77 178.33 112.91 133.12 -0.83%
15.11.2022 3991.73 98.94 283.6 177.19 114.13 132.94
RIGUEZ KAREN / 320201006 ANGULO MARTHA /320201078 SHARON ARANGO – Parcial 3 - Riesgo Finan

Logaritmo Natural
AMZN AMGN PEP XOM JPM
2.23% 1.24% 0.20% -0.53% 1.81%
-0.68% -0.23% 0.51% 1.05% -0.44%
2.08% 1.22% 0.46% 0.76% 1.47%
-1.05% -3.42% -0.74% 0.03% -0.30%
-0.44% 0.79% 0.13% -1.24% 0.49%
2.10% -0.63% 0.29% -1.58% -0.05%
0.82% 1.09% -0.05% -1.79% 0.75%
0.38% 1.22% -0.02% -1.23% 1.11%
0.78% 2.18% 1.18% 3.23% 1.77%
2.90% 1.99% 0.97% -0.20% -0.09%

0.29% -2.89% 0.61% -0.03% 1.19%

3.82% 0.62% 1.65% 0.31% 1.27%
6.61% -3.06% -1.12% -1.92% -3.67%
-1.51% -0.90% -0.58% -0.92% 0.26%
-5.74% -1.44% 0.10% 0.18% -0.55%
1.57% 1.11% 1.31% -0.97% 0.12%
1.10% -2.08% 0.05% -1.48% -1.37%
-2.55% -0.64% -0.35% -1.73% -1.62%
0.21% -1.06% -0.91% 0.06% -0.43%
-2.57% -0.30% 1.03% 1.39% -1.10%
-0.82% -0.86% -0.44% 1.30% -0.22%
2.10% 0.97% 0.67% 0.07% -0.10%
-1.94% -0.33% 1.21% 3.14% 1.49%
0.38% 0.51% -2.83% -0.02% -0.23%
1.80% 4.45% -1.09% -3.65% 0.34%
0.95% -0.11% 1.87% -0.42% 0.61%
0.23% 1.51% 0.67% 3.44% -0.23%
1.58% 0.90% 0.12% -1.68% 1.53%
-0.82% -0.14% -5.36% -2.28% -0.31%
1.81% 1.68% 0.72% -3.81% 0.45%
-3.73% -2.01% -0.87% 0.17% -0.74%
1.82% -0.92% -0.16% -1.67% -0.87%
0.90% -0.76% -0.04% -1.59% -1.76%
0.00% 0.68% -0.04% -0.61% 1.23%
0.00% -0.02% -1.72% 3.20% 0.58%
-4.11% 0.81% -1.04% 0.15% -1.04%
1.65% -0.31% -0.54% 1.12% 0.49%
-0.16% -0.64% -0.06% 0.16% -0.96%
-4.51% -0.76% -1.70% -1.42% -0.79%
-1.71% 2.67% 0.03% -0.80% -0.42%
-1.69% 0.44% -0.59% -0.26% -0.13%
-0.29% 0.93% -0.26% 0.80% 0.21%
-3.04% -0.60% -0.77% -1.55% -0.30%
-0.09% 1.95% 0.86% 1.77% 1.92%
2.53% -1.19% 0.79% -0.90% 0.05%
-1.32% -0.54% -0.37% 2.88% 1.29%
3.46% 0.88% 1.50% -1.26% 0.44%
0.28% 1.96% -0.07% 1.45% 0.08%
1.82% 2.14% 0.95% -0.49% -0.86%
-1.40% -1.99% 0.33% 0.86% -0.17%
-0.62% -1.06% -0.66% 0.01% -1.11%
0.08% 0.14% -1.47% 2.07% 0.33%

2.15% -0.60% -1.76% 0.28% -1.24%

0.12% -0.68% 0.08% 0.97% -0.40%
1.32% 1.20% 0.38% 0.59% 0.81%
-0.09% 0.07% 0.46% 0.84% 0.35%
1.07% -0.09% 1.26% 1.77% -0.12%
-2.75% -0.29% -0.53% -0.75% -0.10%
0.94% -0.10% 1.37% -0.88% 0.67%
-0.32% -1.19% -0.77% -0.56% -2.10%
1.09% -0.43% -0.64% -1.22% 0.34%
-0.57% -0.77% -0.15% 1.50% 0.23%
-0.81% -0.44% -1.53% 1.92% -1.04%
-1.91% -0.37% -0.08% -1.70% -0.43%
-2.08% 1.91% -1.24% -3.42% -2.58%
1.55% -0.59% -0.23% 0.08% 0.21%
-0.11% 0.17% 0.16% 1.54% 0.58%
0.51% 1.05% -0.13% 0.51% -0.15%
-1.50% -0.57% -0.25% 1.68% -1.35%
-1.62% 3.06% -1.32% 0.49% -0.56%
1.88% 3.89% 1.23% -0.21% 0.47%
7.95% 5.31% -1.36% 0.28% -0.21%
0.54% 0.13% -0.63% 1.72% 0.61%
-2.68% -0.74% 0.79% -1.26% -1.14%
-1.50% -0.87% -0.34% -0.58% -0.50%
1.11% -0.94% -1.51% 2.91% 0.67%
3.04% 0.14% 0.94% -1.20% 0.57%
0.08% 0.36% -1.62% 0.31% -1.11%
-0.76% -0.04% 0.13% -0.56% 0.60%
0.26% -0.05% 0.23% 0.15% -0.75%
-0.93% 0.26% 0.40% 1.56% 1.95%
0.03% 0.68% 0.45% 0.46% -0.77%
-4.07% 0.51% 1.62% 1.75% 1.22%
1.89% -0.22% 0.98% 0.69% 0.38%
-0.55% 2.05% -0.64% -0.45% 0.18%
-0.84% 0.18% -1.38% 0.43% 2.38%
0.28% -0.10% 0.36% -3.50% 0.60%
2.64% 0.87% 2.35% -1.85% 0.48%
1.56% 0.81% -0.44% 0.49% 0.49%
 1.29% -0.39% -0.17% 1.22% 1.55%
-2.06% 2.74% 0.66% 1.47% 0.56%
1.10% -1.96% -1.90% 0.23% 0.79%
-1.56% -1.29% 0.01% -3.80% -0.99%
0.12% 0.39% 0.53% -0.51% -1.35%
-0.11% 1.34% 0.20% 0.20% 0.80%
1.91% 0.39% 0.73% 0.51% 1.39%
-0.89% -0.07% 0.10% 1.23% 3.43%
-0.11% -0.59% -1.36% 0.81% -0.44%
1.44% -0.95% 0.72% 0.25% 0.01%
-1.56% -1.05% -0.64% 1.83% 0.24%
-0.63% -1.12% -0.69% -0.88% -0.52%
4.17% 1.15% 1.03% -0.55% -1.94%
-0.76% -0.68% 0.06% 1.11% -0.15%
0.23% -0.47% -0.39% -2.32% -0.51%
-1.28% 0.53% 0.18% -0.72% 0.12%
0.54% 2.73% 1.38% 0.69% 1.12%
-0.19% 0.13% 0.89% -1.21% -0.37%
0.07% 2.11% -0.20% 0.02% 0.72%
2.51% -0.64% -0.25% -0.91% -0.01%
-0.66% -0.91% 0.14% -0.74% 0.20%
2.46% -0.22% 1.10% -0.31% 0.03%
-4.34% 0.01% -0.80% 2.22% 0.96%
1.04% -0.30% -1.44% 0.81% 0.18%
0.84% 1.73% 0.07% -0.45% -0.99%
1.20% 1.76% 1.02% 2.30% 2.08%
1.80% -2.93% -0.09% 1.15% 1.37%
-0.89% 0.97% 0.41% -1.80% -1.28%
1.28% 0.73% -1.08% -0.89% 0.38%
4.35% -0.24% -0.12% -0.66% 0.93%
-1.51% -1.76% -0.59% -1.81% 0.24%
1.52% -1.40% -0.64% 1.11% -0.92%
-0.02% 0.20% -0.31% 1.35% -1.05%
-1.07% 0.25% -2.75% -1.22% -0.83%
-1.62% -0.36% 0.15% 0.46% -0.23%
2.27% -0.35% -0.26% 0.90% 0.76%
1.83% -1.26% -0.71% 2.22% 3.03%
1.96% -2.45% -0.43% -2.46% -0.68%
0.85% 0.25% -0.95% -0.67% 0.84%
-1.73% 0.28% 0.40% -0.01% -1.44%
1.79% -0.78% 0.55% -1.83% -0.32%
3.29% -0.14% 0.07% -1.29% 0.05%
0.74% -0.08% 0.41% 0.03% -0.48%
0.17% -0.81% -0.47% 0.39% 0.24%
1.57% 1.98% 0.46% 2.46% 1.93%
0.34% 1.12% 0.62% -1.77% -1.38%
0.02% -2.86% -0.04% -1.99% -2.14%
1.54% -1.23% 0.30% -4.07% -1.63%
-3.28% -0.35% 0.41% -3.15% 2.12%
-4.06% -0.25% 0.63% 1.28% 0.86%
4.51% 0.64% 0.61% 1.19% 1.34%
2.32% -2.51% -0.62% -0.92% -1.79%
-3.49% 0.17% 2.24% -1.43% -2.20%
-0.70% 0.24% 0.05% 1.87% 0.14%
2.99% 0.16% 0.04% 0.32% -0.19%
-0.47% -1.12% 0.33% -0.80% -0.29%
1.94% 0.05% -0.06% -0.32% -0.13%
-0.43% -0.80% 0.21% 1.93% 1.12%
0.22% -0.77% 0.51% -1.17% 0.79%
0.11% -0.57% -0.47% 0.24% 7.28%
4.57% 0.77% 0.99% 0.47% 0.38%
-2.11% -0.77% -0.20% -0.10% -0.02%
-2.23% 0.21% -0.15% 0.70% 0.49%
0.11% -0.96% -0.63% -0.44% 0.33%
0.95% -0.02% 0.39% -1.67% -0.11%
-2.78% 2.33% 0.98% 1.70% -0.63%
1.49% 1.26% -0.36% -0.96% -1.35%
-0.86% 1.11% 0.11% 5.73% -0.12%
1.26% 0.10% 0.81% 0.16% 1.20%
1.73% 0.19% 0.09% 0.49% -0.30%
3.05% 1.06% 0.69% 1.70% 0.20%
-0.82% 0.72% -0.03% 1.24% 0.30%
-0.09% -0.53% 0.22% 2.17% 2.83%
-0.59% 2.09% 1.94% 0.12% -1.53%
0.01% 1.41% -0.49% -1.13% -0.27%
-1.92% -1.35% -0.85% -2.32% -2.62%
2.92% -0.76% 0.24% 4.38% 2.65%
-1.26% 2.12% 1.39% 2.58% 1.05%
-1.10% -2.06% -0.78% -1.18% -3.85%
3.91% -0.14% -0.07% -0.58% 1.92%
1.38% 1.86% 1.77% -5.10% -4.84%
2.62% -1.12% -0.10% 0.37% 2.54%
1.86% 2.30% 0.97% -1.16% -1.81%
-1.66% 0.92% 0.13% -1.24% 2.51%
-1.79% -1.16% -0.76% -0.78% -5.57%
0.39% -0.13% 0.27% -1.47% -0.59%
-0.21% -2.76% -0.50% -1.95% -2.98%
-1.22% 0.13% 0.20% 0.88% -0.59%
2.96% 0.03% -0.10% 1.26% 1.82%
-0.04% -0.62% 1.15% 0.46% -1.04%
-2.21% 1.94% -1.28% 0.89% -0.56%
0.50% -1.20% -1.36% -0.58% 0.83%
0.28% 0.34% -0.03% -0.18% 0.87%
-2.45% -1.68% -0.20% 0.01% 0.90%
0.03% 0.62% 0.11% 0.92% 0.80%
1.27% -0.88% -0.03% -1.30% -0.77%
-2.73% -0.96% -0.06% -0.10% -1.85%
-0.97% 2.66% 0.44% -3.92% 0.30%
-3.02% -2.47% -0.28% -0.29% -1.39%
1.45% -0.40% 0.14% -0.30% 0.42%
0.16% -1.09% -1.13% -1.18% 0.44%
1.96% 0.48% 0.89% -1.16% 1.08%
-0.64% 1.04% 1.96% 4.13% 0.44%
-1.83% -0.08% 0.94% 0.38% -1.57%
-2.04% -1.57% -0.23% -0.87% -0.71%
-0.07% 0.06% -0.15% 2.82% 1.21%
-1.18% -0.54% 1.58% -0.17% 0.59%
-8.81% -0.55% -0.50% 0.69% 1.54%
7.12% 0.05% -0.93% -3.18% -0.47%
1.94% -2.40% 0.32% -1.10% -0.26%
2.53% 0.32% 0.90% 2.13% 0.59%
-1.67% -0.82% -0.08% -1.79% -0.85%
3.00% -0.48% -0.35% -1.84% 0.24%
2.08% -0.65% -1.00% 3.94% 0.62%
0.89% -1.22% 0.72% -0.53% 0.48%
-1.24% -0.49% 0.92% 0.93% 0.86%
0.28% -0.87% -0.45% -0.52% 1.61%
3.74% 0.46% 0.15% 1.81% 0.24%
-1.88% -0.90% -1.17% 0.64% -1.34%
-0.62% -1.88% -2.55% -2.08% -3.05%
-2.13% -0.85% 0.47% -0.19% -1.56%
2.95% 0.30% -0.31% -0.06% 2.49%
0.19% -0.73% -1.28% 1.65% -0.10%
5.65% -0.35% 0.11% 1.16% 0.74%
2.83% 1.38% -0.83% 1.48% 0.89%
1.48% -1.86% -0.98% -1.88% -0.41%
3.50% 3.08% 2.23% 1.20% 1.90%
-2.40% 0.93% -1.05% 2.21% -0.76%
-0.80% 1.04% -0.25% 0.29% 0.93%
2.14% -0.38% -0.69% -3.50% 0.76%
-0.21% -0.20% -0.73% 1.00% 0.66%
2.84% 0.66% 0.13% 0.75% 0.57%
-1.48% -0.75% -0.72% -1.66% 0.55%
-2.63% -0.20% 0.44% 1.38% 0.35%
1.73% -0.51% 0.64% 2.61% 0.47%
-3.49% -0.38% -0.78% -2.04% -1.14%
1.84% 0.57% 0.70% 1.28% 1.12%
0.32% -0.36% -0.06% 1.43% 0.48%
-3.40% -0.64% 0.55% 0.45% 0.59%
-0.67% 0.48% 0.05% -0.70% -0.62%
-3.48% -1.86% -1.71% -0.96% -2.51%
-0.99% -0.42% -0.28% -0.74% -0.50%
2.12% -1.65% -0.05% 1.09% -0.10%
1.63% -0.67% 0.47% 2.43% 1.54%
-1.40% -2.45% -0.37% -0.85% -0.54%
2.11% -0.07% 0.87% 0.74% 1.04%
0.24% 0.87% 0.30% -0.22% -0.07%
-3.08% -0.57% -0.82% -2.82% 0.17%
-3.37% -0.21% -1.39% -2.78% -2.84%
-1.44% -0.15% -0.11% -0.85% -0.80%
-1.08% -0.16% 0.21% -0.49% -1.41%
4.36% 1.55% 1.59% 0.72% 1.18%
-1.64% -0.22% -0.71% 0.66% 1.63%
0.58% -0.40% -0.12% -3.05% -1.76%
-0.77% 0.12% -0.53% -0.35% 0.19%
0.99% -1.28% 0.13% -0.50% 1.06%
0.80% -0.39% 0.01% 2.85% 1.48%
-1.80% 0.30% 1.91% -1.00% -0.59%
-0.75% 0.00% 0.72% -0.87% 0.98%
-2.37% 1.24% 0.95% 0.13% -0.44%
-1.86% 0.06% 0.64% -1.07% 0.14%
HARON ARANGO – Parcial 3 - Riesgo Financiero

I. DEL MERCADO ACCION ACCION ACCION

INDICADORES S&P 500 AMZN AMGN PEP
RETORNO DIARIO 0.048% 0.155% -0.020% -0.021%
RETORNO ANUAL 11.98% 39.08% -4.95% -5.30%
VOLATILIDAD DIARIA 0.90% 2.17% 1.29% 0.94%
VOLATILIDAD ANUAL 14.37% 34.45% 20.51% 14.88%
DOMINANCIA
BETA(RELACION DEL ACTIVO FRENTE 0.053 0.071 -0.015 -0.022
AL ERCADO) 1.55 0.45 0.36
RISK FREE 0.021% 0.021% 0.021%
INDICE SHARPE 0.062 -0.031 -0.045
INDICE TREYNOR 0.086% -0.091% -0.118%
W1 100.00% 5% 17% 48%
RETORNO DEL PORTAFOLIO
ESPERADO DIARIO -0.003% 0.008% -0.003% -0.010%
SUMA PRODUCTO -0.003%
VALOR PORTAFOLIO 180,000,000 9,376,160 30,801,353 86,154,298

PROMEDIO 0.05% 0.16% -0.02% -0.02%

DESVIACION ESTANDAR 0.90% 2.17% 1.29% 0.94%

PORTAFOLIO VALORES
RETORNO PORTAFOLIO -0.003%
VARIANZA PORTAFOLIO 0.005%
VOLATILIDAD PORTAFOLIO 0.738%
BETA PORTAFOLIO 0.55
INDICE DE SHARPE -3.197%
INDICE DE TREYNOR -0.043%

RANGO 0.002865249385 180,000,000.00

ESCENARIO PORTAFOLIO RIESGO RETORNO BETA SHARPE
Portafolio 1 0.738% -0.003% 0.55 -3.213%
Portafolio 2 1.024% 0.061% 0.94 3.858%
Portafolio 3 1.311% 0.093% 1.16 5.512%
Portafolio 4 1.597% 0.119% 1.32 6.122%
Portafolio 5 1.884% 0.138% 1.45 6.212%
Portafolio 6 2.17% 0.155% 1.55 6.178%

RETORNO
0.180%
0.160%
0.140%
0.120%
0.100%
0.080%
0.060%
0.040%
0.160%
0.140%
0.120%
0.100%
0.080%
0.060%
0.040%
0.020%
0.000%
0.600% 0.800% 1.000% 1.200% 1.400% 1.600% 1.800% 2.000% 2.200% 2.400%
-0.020%
ACCION ACCION
XOM JPM
-0.036% 0.044% AMZN
-9.09% 11.12% AMGN
1.63% 1.34% PEP
25.83% 21.33% XOM
-0.022 0.033 JPM
0.61 0.85
0.021% 0.021%
0.015% 0.017
0.015% 0.027%
13% 17%

-0.005% 0.007%

23,312,549 30,355,641 AMZN

AMGN
-0.04% 0.04% PEP
1.63% 1.34% XOM
JPM

1.95 2.33
TREYNOR VAR PORTAFOLIO 95% VAR PORTAFOLIO 99%
-0.043% 2,589,566.48 3,094,199.94
0.042% 3,595,269.01 4,295,885.54
0.062% 4,600,971.54 5,497,571.13
0.074% 5,606,674.08 6,699,256.72
0.081% 6,612,376.61 7,900,942.31
0.086% 7,618,079.15 9,102,627.90

PEP tiene un Beta menor a 1 lo

Amazon tiene un Beta mayor a 1 lo que significa que es el activo que tiene meno
que el activo tiene mayor riesgo que el mercado. mercado.

El indice de Sharpe mide el

El indice de Sharpe mide el exceso de rendimiento rendimiento por unidad de rie
por unidad de riesgo de una inversión y permite inversión y permite averiguar ha
averiguar hasta qué punto la rentabilidad de una la rentabilidad de una inversión

El indice de Sharpe mide el exceso de rendimiento
por unidad de riesgo de una inversión y permite
averiguar hasta qué punto la rentabilidad de una
inversión compensa al inversor por el riesgo que
asume. Para esta acción es de 0,062%
El indice de Treynor muestra que tanto varia la
rentabilidad del activo dado las variaciones en la
rentabilidad del mercado, para este activo es de
0,086%
El indice de Sharpe mide el
rendimiento por unidad de rie
inversión y permite averiguar ha
la rentabilidad de una inversión
inversor por el riesgo que asum
acción es de -0,045
El indice de Treynor muestra qu
la rentabilidad del activo dado l
en la rentabilidad del mercad
activo es de -0,118%
 VARIANZA Y COVARIANZA
AMZN AMGN PEP XOM JPM
0.04711% 0.00455% 0.00286% 0.00000% 0.00512%
0.00455% 0.01669% 0.00324% 0.00221% 0.00304%
0.00286% 0.00324% 0.00879% 0.00155% 0.00195%
0.00000% 0.00221% 0.00155% 0.02648% 0.00859%
0.00512% 0.00304% 0.00195% 0.00195% 0.01805%

varianza
covarianza tesla y apple
covarianza netflix y apple

CORRELACION
AMZN AMGN PEP XOM JPM
2.17039% 0.00271% 0.00124% 0.00000% 0.00317%
0.00271% 1.29174% 0.00235% 0.00278% 0.00317%
0.00124% 0.00235% 0.93748% 0.00269% 0.00280%
0.00000% 0.00278% 0.00269% 1.62712% 0.00709%
0.00317% 0.00317% 0.00280% 0.00709% 1.34366%

PEP tiene un Beta menor a 1 lo que significa

ue es el activo que tiene menor riesgo que el
mercado.

El indice de Sharpe mide el exceso de

rendimiento por unidad de riesgo de una
nversión y permite averiguar hasta qué punto
a rentabilidad de una inversión compensa al
 El indice de Sharpe mide el exceso de
rendimiento por unidad de riesgo de una
nversión y permite averiguar hasta qué punto
a rentabilidad de una inversión compensa al
inversor por el riesgo que asume. Para esta
acción es de -0,045%

El indice de Treynor muestra que tanto varia

a rentabilidad del activo dado las variaciones
en la rentabilidad del mercado, para este
activo es de -0,118%
 AMZN AMGN PEP XOM JPM
AMZN 0.04692%
AMGN 0.00455% 0.01662%
PEP 0.00286% 0.00324% 0.00875%
XOM 0.00000% 0.00221% 0.00155% 0.02637%
JPM 0.00512% 0.00304% 0.00195% 0.00859% 0.01798%