Título del trabajo

MERCADOS DE CAPITALES

Presenta
EDGAR CAMILO RODIRGUEZ ID: 559317
JHON ZAMORA ID: 606299
PATRICIA CARRERA ID: 621132

Docente
ROBERT WILSON ORTIZ

Colombia San Juan de Pasto, Septiembre 8 del 2019

 INTRODUCCION

El trabajo a desarrollar nos permitirá realizar un análisis técnico del portafolio de empresas
las cuales están en la bolsa se tomaron dos años, con el fin de llegar al mejor nivel de
inversión sin poner en riesgo el capital de los inversionistas.
Fecha Grupo Aval Bancolombia Davivienda RENTABILIDAD DE LOS ACTIVOS
13/01/2017 1205 25700 30700 Grupo Aval Bancolombia Davivienda
16/01/2017 1190 25660 30280 -0.54% -0.07% -0.60%
17/01/2017 1210 25600 30320 0.72% -0.10% 0.06%
18/01/2017 1195 25420 30760 -0.54% -0.31% 0.63%
19/01/2017 1200 25460 30580 0.18% 0.07% -0.25%
20/01/2017 1180 25460 30720 -0.73% 0.00% 0.20%
23/01/2017 1190 25500 31100 0.37% 0.07% 0.53%
24/01/2017 1200 25500 31580 0.36% 0.00% 0.67%
25/01/2017 1205 25560 31620 0.18% 0.10% 0.05%
26/01/2017 1220 25700 31480 0.54% 0.24% -0.19%
27/01/2017 1210 25580 31800 -0.36% -0.20% 0.44%
30/01/2017 1210 25500 31460 0.00% -0.14% -0.47%
31/01/2017 1205 25480 31000 -0.18% -0.03% -0.64%
1/02/2017 1200 25460 31200 -0.18% -0.03% 0.28%
2/02/2017 1210 25500 31160 0.36% 0.07% -0.06%
3/02/2017 1210 25560 31300 0.00% 0.10% 0.19%
6/02/2017 1210 25580 31000 0.00% 0.03% -0.42%
7/02/2017 1220 25320 30660 0.36% -0.44% -0.48%
8/02/2017 1195 25180 30260 -0.90% -0.24% -0.57%
9/02/2017 1210 25180 29800 0.54% 0.00% -0.67%
10/02/2017 1195 25200 30000 -0.54% 0.03% 0.29%
13/02/2017 1195 25240 30000 0.00% 0.07% 0.00%
14/02/2017 1140 24940 29960 -2.05% -0.52% -0.06%
15/02/2017 1135 24860 29820 -0.19% -0.14% -0.20%
16/02/2017 1150 25340 29900 0.57% 0.83% 0.12%
17/02/2017 1160 25080 30140 0.38% -0.45% 0.35%
20/02/2017 1150 25020 30040 -0.38% -0.10% -0.14%
22/02/2017 1135 25100 30100 -0.57% 0.14% 0.09%
23/02/2017 1140 25420 30000
0.19% 0.55% -0.14%
24/02/2017 1130 24980 30000 -0.38% -0.76% 0.00%
27/02/2017 1125 25280 29980 -0.19% 0.52% -0.03%
28/02/2017 1135 25220 29560 0.38% -0.10% -0.61%
1/03/2017 1140 25280 29500 0.19% 0.10% -0.09%
2/03/2017 1125 25000 29600 -0.58% -0.48% 0.15%
3/03/2017 1125 25200 30180 0.00% 0.35% 0.84%
6/03/2017 1115 25300 30380 -0.39% 0.17% 0.29%
7/03/2017 1120 25280 30480 0.19% -0.03% 0.14%
 8/03/2017 1125 25300 29180 0.19% 0.03% -1.89%
9/03/2017 1120 25160 29500 -0.19% -0.24% 0.47%
10/03/2017 1120 25280 29520 0.00% 0.21% 0.03%
13/03/2017 1125 25420 29560 0.19% 0.24% 0.06%
14/03/2017 1100 24800 29300 -0.98% -1.07% -0.38%
15/03/2017 1120 24960 29720 0.78% 0.28% 0.62%
16/03/2017 1135 25280 29560 0.58% 0.55% -0.23%
17/03/2017 1160 25380 29800 0.95% 0.17% 0.35%
21/03/2017 1125 25580 29760 -1.33% 0.34% -0.06%
22/03/2017 1145 25880 29940 0.77% 0.51% 0.26%
23/03/2017 1140 25920 30100 -0.19% 0.07% 0.23%
24/03/2017 1155 25900 30000 0.57% -0.03% -0.14%
27/03/2017 1155 26200 29900 0.00% 0.50% -0.15%
28/03/2017 1140 26300 30160 -0.57% 0.17% 0.38%
29/03/2017 1175 26300 30460 1.31% 0.00% 0.43%
30/03/2017 1175 26520 30360 0.00% 0.36% -0.14%
31/03/2017 1165 26260 30180 -0.37% -0.43% -0.26%
3/04/2017 1165 26560 30080 0.00% 0.49% -0.14%
4/04/2017 1170 26500 30380 0.19% -0.10% 0.43%
5/04/2017 1175 26320 30340 0.19% -0.30% -0.06%
6/04/2017 1175 26420 30220 0.00% 0.16% -0.17%
7/04/2017 1175 26420 30260 0.00% 0.00% 0.06%
10/04/2017 1170 26800 30300 -0.19% 0.62% 0.06%
11/04/2017 1195 26660 30340 0.92% -0.23% 0.06%
12/04/2017 1205 26780 30440 0.36% 0.20% 0.14%
17/04/2017 1190 26600 30060 -0.54% -0.29% -0.55%
18/04/2017 1200 26320 30180 0.36% -0.46% 0.17%
19/04/2017 1180 25820 30080 -0.73% -0.83% -0.14%
20/04/2017 1180 26000 30060 0.00% 0.30% -0.03%
21/04/2017 1170 26500 29920 -0.37% 0.83% -0.20%
24/04/2017 1170 26720 30100 0.00% 0.36% 0.26%
25/04/2017 1175 27000 30440 0.19% 0.45% 0.49%
26/04/2017 1175 26980 30700 0.00% -0.03% 0.37%
27/04/2017 1165 26780 30860 -0.37% -0.32% 0.23%
28/04/2017 1160 26500 30900 -0.19% -0.46% 0.06%
3/05/2017 1155 27080 30520 -0.19% 0.94% -0.54%
4/05/2017 1160 27300 30980 0.19% 0.35% 0.65%
5/05/2017 1175 27340 30960 0.56% 0.06% -0.03%
 8/05/2017 1180 27700 31400 0.18% 0.57% 0.61%
9/05/2017 1180 27920 31520 0.00% 0.34% 0.17%
10/05/2017 1165 28520 31760 -0.56% 0.92% 0.33%
11/05/2017 1190 28700 31960 0.92% 0.27% 0.27%
12/05/2017 1200 28700 32700 0.36% 0.00% 0.99%
15/05/2017 1220 28900 33500 0.72% 0.30% 1.05%
16/05/2017 1205 29820 33580 -0.54% 1.36% 0.10%
17/05/2017 1200 29900 32560 -0.18% 0.12% -1.34%
18/05/2017 1190 29420 32600 -0.36% -0.70% 0.05%
19/05/2017 1210 29880 32560 0.72% 0.67% -0.05%
22/05/2017 1200 29980 32700 -0.36% 0.15% 0.19%
23/05/2017 1205 30040 32820 0.18% 0.09% 0.16%
24/05/2017 1210 30100 32780 0.18% 0.09% -0.05%
25/05/2017 1210 29940 32620 0.00% -0.23% -0.21%
26/05/2017 1210 30040 32920 0.00% 0.14% 0.40%
30/05/2017 1220 29980 33000 0.36% -0.09% 0.11%
31/05/2017 1210 29800 32800 -0.36% -0.26% -0.26%
1/06/2017 1215 30460 32620 0.18% 0.95% -0.24%
2/06/2017 1215 30280 32700 0.00% -0.26% 0.11%
5/06/2017 1215 30760 32460 0.00% 0.68% -0.32%
6/06/2017 1230 30880 32460 0.53% 0.17% 0.00%
7/06/2017 1225 30880 32600 -0.18% 0.00% 0.19%
8/06/2017 1215 30580 32660 -0.36% -0.42% 0.08%
9/06/2017 1225 30540 32480 0.36% -0.06% -0.24%
12/06/2017 1230 30520 32400 0.18% -0.03% -0.11%
13/06/2017 1230 30800 32640 0.00% 0.40% 0.32%
28/06/2017 1215 31000 32900 -0.53% 0.28% 0.34%
29/06/2017 1240 31300 32640 0.88% 0.42% -0.34%
30/06/2017 1255 31580 33480 0.52% 0.39% 1.10%
4/07/2017 1235 32080 33880 -0.70% 0.68% 0.52%
5/07/2017 1255 32000 33460 0.70% -0.11% -0.54%
6/07/2017 1290 32200 34040 1.19% 0.27% 0.75%
7/07/2017 1265 31700 33800 -0.85% -0.68% -0.31%
11/07/2017 1270 32480 34200 0.17% 1.06% 0.51%
12/07/2017 1280 33000 34280 0.34% 0.69% 0.10%
13/07/2017 1300 32900 33800 0.67% -0.13% -0.61%
14/07/2017 1310 32300 33880 0.33% -0.80% 0.10%
17/07/2017 1295 32220 33980 -0.50% -0.11% 0.13%
18/07/2017 1295 31960 33640 0.00% -0.35% -0.44%
19/07/2017 1315 31020 33000 0.67% -1.30% -0.83%
21/07/2017 1300 31160 33600 -0.50% 0.20% 0.78%
24/07/2017 1295 31040 33500 -0.17% -0.17% -0.13%
25/07/2017 1300 31300 33460 0.17% 0.36% -0.05%
26/07/2017 1290 30920 33800 -0.34% -0.53% 0.44%
27/07/2017 1295 31000 33700 0.17% 0.11% -0.13%
28/07/2017 1315 31700 33600 0.67% 0.97% -0.13%
31/07/2017 1295 30800 33620 -0.67% -1.25% 0.03%
1/08/2017 1310 30860 33780 0.50% 0.08% 0.21%
2/08/2017 1310 30800 33740 0.00% -0.08% -0.05%
3/08/2017 1315 30900 33980 0.17% 0.14% 0.31%
4/08/2017 1315 30780 33620 0.00% -0.17% -0.46%
8/08/2017 1310 30600 33160 -0.17% -0.25% -0.60%
9/08/2017 1310 30340 34000 0.00% -0.37% 1.09%
10/08/2017 1300 30200 33620 -0.33% -0.20% -0.49%
11/08/2017 1305 30520 33400 0.17% 0.46% -0.29%
14/08/2017 1280 30720 33780 -0.84% 0.28% 0.49%
15/08/2017 1260 29820 33560 -0.68% -1.29% -0.28%
16/08/2017 1280 30880 33900 0.68% 1.52% 0.44%
17/08/2017 1295 30700 33580 0.51% -0.25% -0.41%
18/08/2017 1305 31000 33560 0.33% 0.42% -0.03%
23/08/2017 1320 31780 33000 0.50% 1.08% -0.73%
24/08/2017 1305 31200 33080 -0.50% -0.80% 0.11%
25/08/2017 1320 30960 33040 0.50% -0.34% -0.05%
28/08/2017 1310 31000 32980 -0.33% 0.06% -0.08%
29/08/2017 1305 31400 32800 -0.17% 0.56% -0.24%
30/08/2017 1305 30800 32800 0.00% -0.84% 0.00%
31/08/2017 1310 33000 33000 0.17% 3.00% 0.26%
1/09/2017 1330 33760 33380 0.66% 0.99% 0.50%
4/09/2017 1315 34220 33220 -0.49% 0.59% -0.21%
5/09/2017 1325 33780 33900 0.33% -0.56% 0.88%
6/09/2017 1330 34220 33900 0.16% 0.56% 0.00%
7/09/2017 1320 33960 33680 -0.33% -0.33% -0.28%
8/09/2017 1320 33760 33520 0.00% -0.26% -0.21%
11/09/2017 1325 34040 33500 0.16% 0.36% -0.03%
12/09/2017 1300 33720 33320 -0.83% -0.41% -0.23%
13/09/2017 1305 33860 33580 0.17% 0.18% 0.34%
14/09/2017 1295 33660 33460 -0.33% -0.26% -0.16%
15/09/2017 1315 33340 33100 0.67% -0.41% -0.47%
18/09/2017 1320 33160 33200 0.16% -0.24% 0.13%
19/09/2017 1315 33200 33280 -0.16% 0.05% 0.10%
20/09/2017 1310 32500 33300 -0.17% -0.93% 0.03%
21/09/2017 1320 32660 33200 0.33% 0.21% -0.13%
22/09/2017 1310 33200 33000 -0.33% 0.71% -0.26%
25/09/2017 1305 32700 33260 -0.17% -0.66% 0.34%
26/09/2017 1320 32600 33560 0.50% -0.13% 0.39%
27/09/2017 1310 32500 33420 -0.33% -0.13% -0.18%
28/09/2017 1320 32500 33360 0.33% 0.00% -0.08%
29/09/2017 1315 32660 33140 -0.16% 0.21% -0.29%
2/10/2017 1320 32700 33040 0.16% 0.05% -0.13%
3/10/2017 1325 32680 33040 0.16% -0.03% 0.00%
4/10/2017 1330 32500 33120 0.16% -0.24% 0.11%
5/10/2017 1325 32600 33100 -0.16% 0.13% -0.03%
6/10/2017 1330 32680 33000 0.16% 0.11% -0.13%
9/10/2017 1325 32000 32840 -0.16% -0.91% -0.21%
10/10/2017 1340 32000 33160 0.49% 0.00% 0.42%
11/10/2017 1340 32000 32800 0.00% 0.00% -0.47%
12/10/2017 1335 31980 32580 -0.16% -0.03% -0.29%
13/10/2017 1345 32000 32760 0.32% 0.03% 0.24%
17/10/2017 1350 31500 32400 0.16% -0.68% -0.48%
18/10/2017 1370 31280 32320 0.64% -0.30% -0.11%
19/10/2017 1370 31000 32340 0.00% -0.39% 0.03%
20/10/2017 1350 30880 32520 -0.64% -0.17% 0.24%
23/10/2017 1380 30860 32200 0.95% -0.03% -0.43%
24/10/2017 1350 30900 32260 -0.95% 0.06% 0.08%
25/10/2017 1375 30560 32360 0.80% -0.48% 0.13%
26/10/2017 1375 30900 32400 0.00% 0.48% 0.05%
27/10/2017 1370 28860 31000 -0.16% -2.97% -1.92%
30/10/2017 1365 28140 30440 -0.16% -1.10% -0.79%
31/10/2017 1350 27900 29900 -0.48% -0.37% -0.78%
1/11/2017 1320 28120 29940 -0.98% 0.34% 0.06%
2/11/2017 1340 27540 29440 0.65% -0.91% -0.73%
3/11/2017 1340 27300 28920 0.00% -0.38% -0.77%
7/11/2017 1340 27760 29520 0.00% 0.73% 0.89%
8/11/2017 1305 28060 29980 -1.15% 0.47% 0.67%
 9/11/2017 1305 28580 30480 0.00% 0.80% 0.72%
10/11/2017 1290 28500 31160 -0.50% -0.12% 0.96%
14/11/2017 1265 27960 31260 -0.85% -0.83% 0.14%
15/11/2017 1275 27880 31160 0.34% -0.12% -0.14%
16/11/2017 1325 28280 31260 1.67% 0.62% 0.14%
17/11/2017 1280 28680 31000 -1.50% 0.61% -0.36%
20/11/2017 1300 28820 30680 0.67% 0.21% -0.45%
21/11/2017 1310 29000 30260 0.33% 0.27% -0.60%
22/11/2017 1285 29000 29920 -0.84% 0.00% -0.49%
23/11/2017 1275 28780 30160 -0.34% -0.33% 0.35%
24/11/2017 1285 28900 29960 0.34% 0.18% -0.29%
27/11/2017 1280 28800 29860 -0.17% -0.15% -0.15%
28/11/2017 1300 28820 29700 0.67% 0.03% -0.23%
29/11/2017 1275 29100 29700 -0.84% 0.42% 0.00%
30/11/2017 1300 29000 29000 0.84% -0.15% -1.04%
1/12/2017 1300 28700 29700 0.00% -0.45% 1.04%
4/12/2017 1300 28500 29400 0.00% -0.30% -0.44%
5/12/2017 1245 28580 29440 -1.88% 0.12% 0.06%
6/12/2017 1235 29000 29720 -0.35% 0.63% 0.41%
7/12/2017 1260 29140 29800 0.87% 0.21% 0.12%
11/12/2017 1270 29700 29800 0.34% 0.83% 0.00%
12/12/2017 1260 29440 29540 -0.34% -0.38% -0.38%
13/12/2017 1270 29600 29600 0.34% 0.24% 0.09%
14/12/2017 1275 29120 29420 0.17% -0.71% -0.26%
15/12/2017 1275 28800 29000 0.00% -0.48% -0.62%
18/12/2017 1275 29480 28780 0.00% 1.01% -0.33%
19/12/2017 1280 29600 29060 0.17% 0.18% 0.42%
20/12/2017 1280 29420 29340 0.00% -0.26% 0.42%
21/12/2017 1290 29600 29580 0.34% 0.26% 0.35%
22/12/2017 1300 29600 29640 0.34% 0.00% 0.09%
26/12/2017 1260 29600 29680 -1.36% 0.00% 0.06%
27/12/2017 1300 29800 29840 1.36% 0.29% 0.23%
28/12/2017 1310 29900 30200 0.33% 0.15% 0.52%
2/01/2018 1295 29940 30400 -0.50% 0.06% 0.29%
3/01/2018 1265 29980 30400 -1.02% 0.06% 0.00%
4/01/2018 1300 30200 30240 1.19% 0.32% -0.23%
5/01/2018 1290 30800 30300 -0.34% 0.85% 0.09%
9/01/2018 1290 30700 30000 0.00% -0.14% -0.43%
11/01/2018 1270 30000 29460 -0.68% -1.00% -0.79%
12/01/2018 1275 30100 29680 0.17% 0.14% 0.32%
15/01/2018 1275 30000 29520 0.00% -0.14% -0.23%
16/01/2018 1270 31260 29720 -0.17% 1.79% 0.29%
17/01/2018 1280 31160 30480 0.34% -0.14% 1.10%
18/01/2018 1280 31180 30660 0.00% 0.03% 0.26%
19/01/2018 1290 31000 30720 0.34% -0.25% 0.08%
22/01/2018 1280 30620 31100 -0.34% -0.54% 0.53%
23/01/2018 1285 30640 31380 0.17% 0.03% 0.39%
24/01/2018 1310 31300 31820 0.84% 0.93% 0.60%
25/01/2018 1310 31740 32100 0.00% 0.61% 0.38%
26/01/2018 1295 32260 32300 -0.50% 0.71% 0.27%
29/01/2018 1305 32220 32420 0.33% -0.05% 0.16%
30/01/2018 1300 32300 32140 -0.17% 0.11% -0.38%
31/01/2018 1245 32520 31880 -1.88% 0.29% -0.35%
1/02/2018 1275 32400 31700 1.03% -0.16% -0.25%
2/02/2018 1275 32020 31500 0.00% -0.51% -0.27%
5/02/2018 1260 31320 31100 -0.51% -0.96% -0.56%
6/02/2018 1260 31100 31400 0.00% -0.31% 0.42%
7/02/2018 1260 31520 31860 0.00% 0.58% 0.63%
8/02/2018 1255 31360 31220 -0.17% -0.22% -0.88%
9/02/2018 1245 31100 31120 -0.35% -0.36% -0.14%
12/02/2018 1255 31900 31880 0.35% 1.10% 1.05%
13/02/2018 1280 31640 31460 0.86% -0.36% -0.58%
14/02/2018 1285 31960 31400 0.17% 0.44% -0.08%
15/02/2018 1270 31900 31400 -0.51% -0.08% 0.00%
16/02/2018 1280 32160 31480 0.34% 0.35% 0.11%
20/02/2018 1265 32120 30880 -0.51% -0.05% -0.84%
21/02/2018 1280 32380 30300 0.51% 0.35% -0.82%
22/02/2018 1280 32740 30320 0.00% 0.48% 0.03%
23/02/2018 1270 32400 30180 -0.34% -0.45% -0.20%
26/02/2018 1280 31940 29880 0.34% -0.62% -0.43%
27/02/2018 1265 31500 29840 -0.51% -0.60% -0.06%
28/02/2018 1255 30580 29760 -0.34% -1.29% -0.12%
1/03/2018 1255 30580 29580 0.00% 0.00% -0.26%
5/03/2018 1215 30540 30120 -1.41% -0.06% 0.79%
6/03/2018 1215 31240 29840 0.00% 0.98% -0.41%
7/03/2018 1240 31920 29880 0.88% 0.94% 0.06%
 8/03/2018 1235 32100 30200 -0.18% 0.24% 0.46%
9/03/2018 1225 32420 30020 -0.35% 0.43% -0.26%
12/03/2018 1215 32600 29780 -0.36% 0.24% -0.35%
13/03/2018 1230 32000 29880 0.53% -0.81% 0.15%
14/03/2018 1220 31540 30200 -0.35% -0.63% 0.46%
15/03/2018 1235 31660 30240 0.53% 0.16% 0.06%
16/03/2018 1225 32200 30220 -0.35% 0.73% -0.03%
20/03/2018 1210 31660 30100 -0.54% -0.73% -0.17%
21/03/2018 1210 31680 29980 0.00% 0.03% -0.17%
22/03/2018 1200 31400 29980 -0.36% -0.39% 0.00%
23/03/2018 1185 30400 29940 -0.55% -1.41% -0.06%
27/03/2018 1160 29700 30160 -0.93% -1.01% 0.32%
28/03/2018 1170 30220 30120 0.37% 0.75% -0.06%
2/04/2018 1170 30780 30280 0.00% 0.80% 0.23%
3/04/2018 1170 31800 30900 0.00% 1.42% 0.88%
4/04/2018 1195 32240 31180 0.92% 0.60% 0.39%
5/04/2018 1205 32960 31360 0.36% 0.96% 0.25%
6/04/2018 1220 33080 31400 0.54% 0.16% 0.06%
9/04/2018 1215 33460 31560 -0.18% 0.50% 0.22%
10/04/2018 1240 34100 32180 0.88% 0.82% 0.84%
11/04/2018 1245 33800 33000 0.17% -0.38% 1.09%
12/04/2018 1220 34100 33300 -0.88% 0.38% 0.39%
13/04/2018 1250 33720 33000 1.06% -0.49% -0.39%
16/04/2018 1250 33560 32220 0.00% -0.21% -1.04%
17/04/2018 1245 34500 33000 -0.17% 1.20% 1.04%
18/04/2018 1240 34700 33200 -0.17% 0.25% 0.26%
19/04/2018 1245 34900 33280 0.17% 0.25% 0.10%
20/04/2018 1245 34200 32800 0.00% -0.88% -0.63%
23/04/2018 1245 34280 33000 0.00% 0.10% 0.26%
24/04/2018 1240 33880 32700 -0.17% -0.51% -0.40%
25/04/2018 1240 33160 32980 0.00% -0.93% 0.37%
26/04/2018 1225 33500 32700 -0.53% 0.44% -0.37%
27/04/2018 1245 34000 33280 0.70% 0.64% 0.76%
30/04/2018 1245 33200 33760 0.00% -1.03% 0.62%
2/05/2018 1240 33700 33820 -0.17% 0.65% 0.08%
3/05/2018 1225 33520 33800 -0.53% -0.23% -0.03%
4/05/2018 1230 33560 33500 0.18% 0.05% -0.39%
7/05/2018 1210 33660 33200 -0.71% 0.13% -0.39%
 8/05/2018 1210 34120 33200 0.00% 0.59% 0.00%
9/05/2018 1230 34160 33300 0.71% 0.05% 0.13%
10/05/2018 1220 34300 33020 -0.35% 0.18% -0.37%
11/05/2018 1205 33860 32500 -0.54% -0.56% -0.69%
15/05/2018 1200 34000 32700 -0.18% 0.18% 0.27%
16/05/2018 1185 33440 32460 -0.55% -0.72% -0.32%
17/05/2018 1200 32720 32360 0.55% -0.95% -0.13%
18/05/2018 1195 32500 32220 -0.18% -0.29% -0.19%
21/05/2018 1210 32440 32160 0.54% -0.08% -0.08%
22/05/2018 1235 32500 33000 0.89% 0.08% 1.12%
23/05/2018 1205 32600 33100 -1.07% 0.13% 0.13%
24/05/2018 1215 32320 33500 0.36% -0.37% 0.52%
25/05/2018 1235 33480 33760 0.71% 1.53% 0.34%
28/05/2018 1200 33600 34140 -1.25% 0.16% 0.49%
29/05/2018 1220 33620 34560 0.72% 0.03% 0.53%
30/05/2018 1235 33080 34800 0.53% -0.70% 0.30%
31/05/2018 1240 33120 34460 0.18% 0.05% -0.43%
1/06/2018 1240 33720 34740 0.00% 0.78% 0.35%
5/06/2018 1240 33700 34800 0.00% -0.03% 0.07%
6/06/2018 1225 33780 35200 -0.53% 0.10% 0.50%
7/06/2018 1240 33080 35360 0.53% -0.91% 0.20%
8/06/2018 1230 33140 35700 -0.35% 0.08% 0.42%
12/06/2018 1225 33600 35700 -0.18% 0.60% 0.00%
13/06/2018 1230 33540 35280 0.18% -0.08% -0.51%
14/06/2018 1225 33800 35580 -0.18% 0.34% 0.37%
15/06/2018 1220 33020 35200 -0.18% -1.01% -0.47%
18/06/2018 1220 34100 35400 0.00% 1.40% 0.25%
19/06/2018 1215 34000 35560 -0.18% -0.13% 0.20%
20/06/2018 1200 33620 35440 -0.54% -0.49% -0.15%
21/06/2018 1205 34060 35300 0.18% 0.56% -0.17%
22/06/2018 1190 33500 35380 -0.54% -0.72% 0.10%
25/06/2018 1200 33520 35580 0.36% 0.03% 0.24%
26/06/2018 1220 33800 36000 0.72% 0.36% 0.51%
27/06/2018 1225 33800 35840 0.18% 0.00% -0.19%
28/06/2018 1225 34560 35700 0.00% 0.97% -0.17%
29/06/2018 1210 35320 37000 -0.54% 0.94% 1.55%
3/07/2018 1190 35420 37080 -0.72% 0.12% 0.09%
4/07/2018 1200 35540 37160 0.36% 0.15% 0.09%
 5/07/2018 1220 35800 37800 0.72% 0.32% 0.74%
6/07/2018 1195 35480 36840 -0.90% -0.39% -1.12%
9/07/2018 1195 35000 36520 0.00% -0.59% -0.38%
10/07/2018 1220 35000 36720 0.90% 0.00% 0.24%
11/07/2018 1200 35000 36720 -0.72% 0.00% 0.00%
12/07/2018 1190 34600 36720 -0.36% -0.50% 0.00%
13/07/2018 1180 34700 36720 -0.37% 0.13% 0.00%
16/07/2018 1180 35000 36980 0.00% 0.37% 0.31%
17/07/2018 1185 34720 36980 0.18% -0.35% 0.00%
18/07/2018 1175 34680 36860 -0.37% -0.05% -0.14%
19/07/2018 1180 34440 36840 0.18% -0.30% -0.02%
23/07/2018 1180 34560 36820 0.00% 0.15% -0.02%
24/07/2018 1185 34540 36800 0.18% -0.03% -0.02%
25/07/2018 1195 33600 36600 0.36% -1.20% -0.24%
26/07/2018 1200 34000 36600 0.18% 0.51% 0.00%
27/07/2018 1205 34440 36280 0.18% 0.56% -0.38%
30/07/2018 1190 34220 36500 -0.54% -0.28% 0.26%
31/07/2018 1150 33460 35700 -1.48% -0.98% -0.96%
1/08/2018 1180 34380 35400 1.12% 1.18% -0.37%
2/08/2018 1180 33320 34760 0.00% -1.36% -0.79%
3/08/2018 1145 34300 34400 -1.31% 1.26% -0.45%
6/08/2018 1150 33580 34440 0.19% -0.92% 0.05%
8/08/2018 1160 34000 34500 0.38% 0.54% 0.08%
9/08/2018 1155 34000 34180 -0.19% 0.00% -0.40%
10/08/2018 1150 33100 34600 -0.19% -1.17% 0.53%
13/08/2018 1150 33180 34420 0.00% 0.10% -0.23%
14/08/2018 1165 33020 34420 0.56% -0.21% 0.00%
15/08/2018 1180 33260 34800 0.56% 0.31% 0.48%
16/08/2018 1175 33520 34560 -0.18% 0.34% -0.30%
17/08/2018 1190 33560 34520 0.55% 0.05% -0.05%
21/08/2018 1185 33420 34420 -0.18% -0.18% -0.13%
22/08/2018 1170 33280 34680 -0.55% -0.18% 0.33%
23/08/2018 1175 33080 33900 0.19% -0.26% -0.99%
24/08/2018 1180 33000 34960 0.18% -0.11% 1.34%
27/08/2018 1175 33960 34720 -0.18% 1.25% -0.30%
28/08/2018 1175 33880 35200 0.00% -0.10% 0.60%
29/08/2018 1195 33400 35720 0.73% -0.62% 0.64%
30/08/2018 1175 32980 35900 -0.73% -0.55% 0.22%
31/08/2018 1195 32800 35500 0.73% -0.24% -0.49%
3/09/2018 1190 32960 35580 -0.18% 0.21% 0.10%
4/09/2018 1165 32620 34980 -0.92% -0.45% -0.74%
5/09/2018 1175 32360 34980 0.37% -0.35% 0.00%
6/09/2018 1150 32260 35200 -0.93% -0.13% 0.27%
7/09/2018 1150 31500 34500 0.00% -1.04% -0.87%
10/09/2018 1185 30720 33040 1.30% -1.09% -1.88%
11/09/2018 1180 30500 33700 -0.18% -0.31% 0.86%
12/09/2018 1180 31160 33520 0.00% 0.93% -0.23%
13/09/2018 1160 30860 33480 -0.74% -0.42% -0.05%
14/09/2018 1165 31800 33040 0.19% 1.30% -0.57%
17/09/2018 1150 30820 33560 -0.56% -1.36% 0.68%
18/09/2018 1140 31280 34000 -0.38% 0.64% 0.57%
19/09/2018 1140 31640 34320 0.00% 0.50% 0.41%
20/09/2018 1140 32000 34700 0.00% 0.49% 0.48%
21/09/2018 1105 32180 36000 -1.35% 0.24% 1.60%
24/09/2018 1135 31700 35240 1.16% -0.65% -0.93%
25/09/2018 1115 31500 35000 -0.77% -0.27% -0.30%
26/09/2018 1120 31480 34700 0.19% -0.03% -0.37%
27/09/2018 1155 31720 34260 1.34% 0.33% -0.55%
28/09/2018 1145 31900 34200 -0.38% 0.25% -0.08%
1/10/2018 1140 32040 33800 -0.19% 0.19% -0.51%
2/10/2018 1170 32040 33560 1.13% 0.00% -0.31%
3/10/2018 1150 32400 34120 -0.75% 0.49% 0.72%
4/10/2018 1135 32160 33980 -0.57% -0.32% -0.18%
5/10/2018 1135 31560 33980 0.00% -0.82% 0.00%
8/10/2018 1140 31500 33200 0.19% -0.08% -1.01%
9/10/2018 1130 31720 33940 -0.38% 0.30% 0.96%
10/10/2018 1130 31080 33940 0.00% -0.89% 0.00%
11/10/2018 1120 30260 33920 -0.39% -1.16% -0.03%
12/10/2018 1110 30040 33320 -0.39% -0.32% -0.78%
16/10/2018 1125 31480 33320 0.58% 2.03% 0.00%
17/10/2018 1115 30880 33760 -0.39% -0.84% 0.57%
18/10/2018 1140 30100 33180 0.96% -1.11% -0.75%
19/10/2018 1120 30200 32940 -0.77% 0.14% -0.32%
22/10/2018 1110 30240 32480 -0.39% 0.06% -0.61%
23/10/2018 1115 30500 31240 0.20% 0.37% -1.69%
24/10/2018 1105 30120 31180 -0.39% -0.54% -0.08%
25/10/2018 1110 29400 31000 0.20% -1.05% -0.25%
26/10/2018 1075 29420 30620 -1.39% 0.03% -0.54%
29/10/2018 1070 29800 30760 -0.20% 0.56% 0.20%
30/10/2018 1075 29600 30980 0.20% -0.29% 0.31%
31/10/2018 1100 30280 31000 1.00% 0.99% 0.03%
1/11/2018 1180 31000 31600 3.05% 1.02% 0.83%
2/11/2018 1170 31180 32500 -0.37% 0.25% 1.22%
6/11/2018 1170 31240 33100 0.00% 0.08% 0.79%
7/11/2018 1150 32000 34120 -0.75% 1.04% 1.32%
8/11/2018 1150 32260 34020 0.00% 0.35% -0.13%
9/11/2018 1150 31320 33720 0.00% -1.28% -0.38%
13/11/2018 1135 30680 34200 -0.57% -0.90% 0.61%
14/11/2018 1135 31620 33500 0.00% 1.31% -0.90%
15/11/2018 1140 33300 34120 0.19% 2.25% 0.80%
16/11/2018 1155 33740 33700 0.57% 0.57% -0.54%
19/11/2018 1155 33480 33640 0.00% -0.34% -0.08%
20/11/2018 1120 33040 33040 -1.34% -0.57% -0.78%
21/11/2018 1070 33220 33100 -1.98% 0.24% 0.08%
22/11/2018 1060 33320 32780 -0.41% 0.13% -0.42%
23/11/2018 1035 32420 32360 -1.04% -1.19% -0.56%
26/11/2018 1050 33400 33500 0.62% 1.29% 1.50%
27/11/2018 1030 33200 32700 -0.84% -0.26% -1.05%
28/11/2018 1030 33360 32840 0.00% 0.21% 0.19%
29/11/2018 1025 33500 32800 -0.21% 0.18% -0.05%
30/11/2018 1010 32180 32520 -0.64% -1.75% -0.37%
3/12/2018 1010 33200 32840 0.00% 1.36% 0.43%
4/12/2018 1025 33300 33000 0.64% 0.13% 0.21%
5/12/2018 1015 33300 32880 -0.43% 0.00% -0.16%
6/12/2018 1020 32960 32700 0.21% -0.45% -0.24%
7/12/2018 1040 32100 32680 0.84% -1.15% -0.03%
10/12/2018 1030 32380 32240 -0.42% 0.38% -0.59%
11/12/2018 1035 32420 32700 0.21% 0.05% 0.62%
12/12/2018 1020 32580 32400 -0.63% 0.21% -0.40%
13/12/2018 1030 32600 33400 0.42% 0.03% 1.32%
14/12/2018 1030 32440 32800 0.00% -0.21% -0.79%
17/12/2018 980 31320 31540 -2.16% -1.53% -1.70%
18/12/2018 990 31340 32600 0.44% 0.03% 1.44%
19/12/2018 981 31300 31020 -0.40% -0.06% -2.16%
 20/12/2018 1030 30360 30580 2.12% -1.32% -0.62%
21/12/2018 940 31480 29600 -3.97% 1.57% -1.41%
24/12/2018 901 30000 30400 -1.84% -2.09% 1.16%
27/12/2018 925 30640 30880 1.14% 0.92% 0.68%
2/01/2019 999 31600 32000 3.34% 1.34% 1.55%

Grupo Aval Bancolombia Davivienda

E(Ri) -0.02% 0.02% 0.004%
Vol(Ri) 0.64% 0.63% 0.53%
Marginalidad 36.24 32.40 134.91

Correlaciones
Grupo Aval Bancolombia Davivienda
Grupo Aval 100.00%
Bancolombia 15.23% 100.00%
Davivienda 12.30% 26.00% 100.00%

Covarianzas
Grupo Aval Bancolombia Davivienda
Grupo Aval 0.0041%
Bancolombia 0.0006% 0.0040%
Davivienda 0.0004% 0.0009% 0.0028%

Grupo Aval Bancolombia Davivienda

Vol(Ri) 0.64% 0.63% 0.53%

MATRIZ DE RIQUEZA
Grupo Aval Bancolombia Davivienda TOTAL
4% 51% 45% 100%
 MATRIZ DE MARKOWITZ
SUMATORIA SUMATORIA
WI*WJ*COVIJ
INTERNA EXTERNA
Grupo Aval Grupo Aval 0.00001%
Grupo Aval Bancolombia 0.00001%
Grupo Aval Davivienda 0.00001%
Bancolombia Grupo Aval 0.00001%
Bancolombia Bancolombia 0.00106%
Bancolombia Davivienda 0.00020%
Davivienda Grupo Aval 0.00001%
Davivienda Bancolombia 0.00020%
Davivienda Davivienda 0.00056%
VAR(Rp) 0.00206%
VOL(Rp) 0.4542% 0.454100%
E(Rp) 0.0111%
Marginalidad 41.01457789

VOL(Rp) E(Rp)
0.3999% 0.0016%
0.4000% 0.0026%
0.4541% 0.0111%
0.6000% 0.0185%
0.6300% 0.0194%
0.6330% 0.0195%
0.6335% 0.0196%
Informe creado: 8/09/2019 7:56:28 p. m.
Resultado: Solver encontró una solución. Se cumplen todas las restricciones y condiciones óptimas.
Motor de Solver
Motor: GRG Nonlinear
Tiempo de la solución: 0.391 segundos.
Iteraciones: 12 Subproblemas: 0
Opciones de Solver
Tiempo máximo Ilimitado, Iteraciones Ilimitado, Precision 0.000001
Convergencia 0.0001, Tamaño de población 100, Valor de inicialización aleatorio 0, Central de derivados
Máximo de subproblemas Ilimitado, Máximo de soluciones de enteros Ilimitado, Tolerancia de enteros 1%, Asumir no negativo

Celda objetivo (Máx)

Celda Nombre Valor original Valor final
$M$42 E(Rp) WI*WJ*COVIJ 0.0031% 0.0111%

Celdas de variables
Celda Nombre Valor original Valor final Entero
$K$26 Grupo Aval 40% 4% Continuar
$L$26 Bancolombia 50% 51% Continuar
$M$26 Davivienda 10% 45% Continuar

Se puede concluir que estos son los niveles de inversión para tener la rentabilidad
intermedio si tener el riesgo máximo permitido.