PORTAFOLIO DE INVERCION

BLANCA LUCIA CONTRERAS

MARISOL CARRANZA LEON

CORPORACION UNIVERSITARIA MINUTO DE DIOS

ADMINISTRACIÓN DE EMPRESAS
LERIDA - TOLIMA
2020
 precios retorno espera
fecha nutresa Bancolombia argos
10/30/2020 21,340.00 24,500.00 4,555.00
10/29/2020 22,000.00 23,980.00 4,300.00
10/28/2020 21,280.00 24,030.00 4,131.00
10/27/2020 21,280.00 25,690.00 4,485.00
10/26/2020 21,470.00 25,900.00 4,512.00
10/23/2020 21,450.00 24,990.00 4,582.00
10/22/2020 21,580.00 25,090.00 4,573.00
10/21/2020 21,660.00 25,660.00 4,542.00
10/20/2020 21,920.00 25,800.00 4,582.00
10/19/2020 21,900.00 25,170.00 4,560.00
10/16/2020 22,200.00 24,330.00 4,560.00
10/15/2020 21,880.00 24,300.00 4,565.00
10/14/2020 22,040.00 24,980.00 4,580.00
10/13/2020 22,200.00 24,600.00 4,530.00
10/9/2020 22,200.00 25,980.00 4,645.00
10/8/2020 22,220.00 25,460.00 4,633.00
10/7/2020 22,020.00 24,660.00 4,561.00
10/6/2020 21,900.00 25,120.00 4,520.00
10/5/2020 22,340.00 24,170.00 4,550.00
10/2/2020 22,000.00 24,500.00 4,540.00
10/1/2020 21,820.00 24,160.00 4,590.00

rentabilidad esperada
varianza
desviación estándar

covarianza
Bancolombia y nutresa
argos y nutresa

coeficiente de variación
portafolio de dos activos desempeño

BANCOLOM NUTRESA
50% 50% 100%

Chart Title retorno esperado

riesgo del portafolio

BANCOLOM
NUTRESA
50% 50%
 Chart Title

BANCOLOM
NUTRESA
50% 50%
 retorno esperado
nutresa Bancolombia argos

-3.0% 2.2% 5.9%

3.4% -0.2% 4.1%
0.0% -6.5% -7.9%
-0.9% -0.8% -0.6%
0.1% 3.6% -1.5%
-0.6% -0.4% 0.2%
-0.4% -2.2% 0.7%
-1.2% -0.5% -0.9%
0.1% 2.5% 0.5%
-1.4% 3.5% 0.0%
1.5% 0.1% -0.1%
-0.7% -2.7% -0.3%
-0.7% 1.5% 1.1%
0.0% -5.3% -2.5%
-0.1% 2.0% 0.3%
0.9% 3.2% 1.6%
0.5% -1.8% 0.9%
-2.0% 3.9% -0.7%
1.5% -1.3% 0.2%
0.8% 1.4% -1.1%

-0.102% 0.110% -0.005%

0.02% 0.08% 0.07%
1.34% 2.82% 2.56%

covarianza entre Bancolombia

0.04% y argos
-0.01%
0.00%

nutresa Bancolombia argos

- 13.14 25.61 - 502.53
- 0.08 0.04 - 0.00

0.004%

l portafolio
0.02%
 bancolombia SA
Fecha precio Cambio % Máx. Mín. Cambio neto Volumen
10/1/2020 24,160.00 -0.49 24,700.00 24,000.00 -120 233,300
10/2/2020 24,500.00 1.41 24,560.00 24,000.00 340 41,137
10/5/2020 24,170.00 -1.35 24,780.00 24,130.00 -330 163,901
10/6/2020 25,120.00 3.93 25,160.00 24,300.00 950 443,817
10/7/2020 24,660.00 -1.83 24,810.00 24,560.00 -460 66,540
10/8/2020 25,460.00 3.24 25,460.00 24,800.00 800 76,196
10/9/2020 25,980.00 2.04 25,980.00 25,140.00 520 55,307
10/13/2020 24,600.00 -5.31 24,980.00 24,350.00 -1,380.00 140,360
10/14/2020 24,980.00 1.54 24,980.00 24,050.00 380 281,829
10/15/2020 24,300.00 -2.72 24,500.00 24,300.00 -680 217,165
10/16/2020 24,330.00 0.12 24,470.00 24,160.00 30 530,340
10/19/2020 25,170.00 3.45 25,170.00 24,320.00 840 181,597
10/20/2020 25,800.00 2.5 25,800.00 25,300.00 630 179,652
10/21/2020 25,660.00 -0.54 25,790.00 25,500.00 -140 57,785
10/22/2020 25,090.00 -2.22 25,660.00 24,900.00 -570 275,855
10/23/2020 24,990.00 -0.4 25,150.00 24,900.00 -100 78,072
10/26/2020 25,900.00 3.64 25,900.00 24,740.00 910 215,982
10/27/2020 25,690.00 -0.81 25,690.00 25,240.00 -210 268,561
10/28/2020 24,030.00 -6.46 25,120.00 24,030.00 -1,660.00 362,575
10/29/2020 23,980.00 -0.21 24,100.00 23,320.00 -50 191,184
10/30/2020 24,500.00 2.17 24,600.00 23,900.00 520 462,129
Fecha precio Cambio % Máx. Mín. Cambio neto Volumen
10/1/2020 4,590.00 -0.86 4,640.00 4,490.00 -40 116,050
10/2/2020 4,540.00 -1.09 4,600.00 4,530.00 -50 70,439
10/5/2020 4,550.00 0.22 4,590.00 4,550.00 10 20,627
10/6/2020 4,520.00 -0.66 4,579.00 4,520.00 -30 45,070
10/7/2020 4,561.00 0.91 4,630.00 4,520.00 41 166,242
10/8/2020 4,633.00 1.58 4,633.00 4,585.00 72 317,926
10/9/2020 4,645.00 0.26 4,649.00 4,600.00 12 162,592
10/13/2020 4,530.00 -2.48 4,611.00 4,506.00 -115 124,734
10/14/2020 4,580.00 1.1 4,580.00 4,505.00 50 370,043
10/15/2020 4,565.00 -0.33 4,596.00 4,531.00 -15 1,730,214
10/16/2020 4,560.00 -0.11 4,591.00 4,550.00 -5 147,210
10/19/2020 4,560.00 0 4,685.00 4,560.00 0 584,171
10/20/2020 4,582.00 0.48 4,625.00 4,530.00 22 625,585
10/21/2020 4,542.00 -0.87 4,600.00 4,542.00 -40 245,645
10/22/2020 4,573.00 0.68 4,576.00 4,522.00 31 88,931
10/23/2020 4,582.00 0.2 4,582.00 4,582.00 9 9,586
10/26/2020 4,512.00 -1.53 4,512.00 4,500.00 -70 32,011
10/27/2020 4,485.00 -0.6 4,524.00 4,450.00 -27 361,772
10/28/2020 4,131.00 -7.89 4,496.00 4,131.00 -354 539,118
10/29/2020 4,300.00 4.09 4,300.00 4,010.00 169 520,275
10/30/2020 4,555.00 5.93 4,555.00 4,260.00 255 606,834
promedio de rentabilidad
nutresa
Fecha Precio Variación % Máximo Mínimo Apertura
30-Oct-20 21.340,000C -3.00% 22.000,000C 21.340,000C 22.000,000C
29-Oct-20 22.000,000C 3.38% 22.550,000C 21.240,000C 21.480,000C
28-Oct-20 21.280,000C 0.00% 21.280,000C 20.900,000C 21.280,000C
27-Oct-20 21.280,000C -0.88% 21.470,000C 21.050,000C 21.360,000C
26-Oct-20 21.470,000C 0.09% 21.470,000C 20.680,000C 21.280,000C
23-Oct-20 21.450,000C -0.60% 22.980,000C 21.050,000C 22.980,000C
22-Oct-20 21.580,000C -0.37% 21.580,000C 21.430,000C 21.440,000C
21-Oct-20 21.660,000C -1.19% 22.060,000C 21.660,000C 22.060,000C
20-Oct-20 21.920,000C -0.36% 22.100,000C 21.840,000C 22.090,000C
19-Oct-20 21.900,000C -1.35% 22.500,000C 21.900,000C 22.200,000C
16-Oct-20 22.200,000C 1.46% 22.200,000C 21.850,000C 21.850,000C
15-Oct-20 21.880,000C -1.22% 22.120,000C 21.880,000C 22.100,000C
14-Oct-20 22.040,000C -0.72% 22.270,000C 21.680,000C 21.900,000C
13-Oct-20 22.200,000C 0.00% 22.260,000C 21.950,000C 21.950,000C
9-Oct-20 22.200,000C -0.09% 22.360,000C 21.880,000C 22.220,000C
8-Oct-20 22.220,000C 0.82% 22.380,000C 21.950,000C 22.380,000C
7-Oct-20 22.020,000C 0.55% 22.140,000C 21.670,000C 21.800,000C
6-Oct-20 21.900,000C -0.59% 22.300,000C 21.900,000C 22.160,000C
5-Oct-20 22.340,000C 1.55% 22.340,000C 21.890,000C 21.890,000C
2-Oct-20 22.000,000C 0.18% 22.220,000C 21.860,000C 22.160,000C
1-Oct-20 21.820,000C -3.71% 22.420,000C 21.820,000C 22.180,000C