Rentabilidad y Riesgos Primarios

Juan , karen N. Cortes Ramirez

Facultad de ciencias administrativas, económicas y financieras, Fundación Universitaria Area

Andina

202410-1A-807 Mercado De Capitales

Jaime Castro Quiroz

01 Marzo de 2024
ción Universitaria Area
 GRUPO GRUPO
ENERGIA ENKA DE ENERGIA
AV VILLAS MINEROS ETB AV VILLAS
BOGOTA SA COLOMBIA BOGOTA SA
ESP ESP

Fecha Precio cierre Precio cierre Precio cierre Precio cierre Precio cierre LN LN
5/19/2022 $ 2,310.00 4,425.00 2,667.00 21.01 169.00
5/20/2022 $ 2,350.00 4,425.00 2,680.00 21.01 159.20 0.017167804 0
5/23/2022 $ 2,350.00 4,425.00 2,695.00 21.01 159.30 0 0
5/24/2022 $ 2,350.00 4,425.00 2,715.00 21.01 165.00 0 0
5/25/2022 $ 2,350.00 4,425.00 2,690.00 21.01 165.00 0 0
5/26/2022 $ 2,350.00 4,425.00 2,710.00 21.01 161.10 0 0
5/27/2022 $ 2,280.00 4,425.00 2,681.00 21.01 162.00 -0.03023989 0

5/31/2022 $ 2,420.00 4,425.00 2,903.00 22.80 152.50 0.059592097 0

6/1/2022 $ 2,400.00 4,425.00 2,938.00 23.90 161.00 -0.0082988 0

6/2/2022 $ 2,380.00 4,500.00 3,149.00 23.99 163.80 -0.00836825 0.016807118

6/3/2022 $ 2,370.00 4,500.00 3,139.00 23.99 165.00 -0.00421053 0

6/6/2022 $ 2,305.00 4,500.00 3,105.00 23.99 165.00 -0.02780928 0

6/7/2022 $ 2,289.00 4,500.00 3,045.00 23.99 165.00 -0.00696564 0
6/8/2022 $ 2,274.00 4,500.00 3,040.00 23.99 165.00 -0.00657465 0
6/9/2022 $ 2,196.00 4,500.00 2,945.00 22.00 165.00 -0.03490287 0
6/10/2022 $ 2,178.00 4,500.00 2,930.00 22.00 165.00 -0.0082305 0
6/13/2022 $ 2,049.00 4,500.00 2,885.00 22.00 156.00 -0.06105516 0
6/14/2022 $ 2,050.00 4,500.00 2,850.00 22.00 160.00 0.000487924 0
6/15/2022 $ 1,970.00 4,500.00 2,790.00 22.00 156.00 -0.03980625 0
6/16/2022 $ 2,097.00 4,500.00 2,815.00 22.00 156.00 0.062474209 0
6/17/2022 $ 2,120.00 4,500.00 2,805.00 22.00 155.00 0.010908337 0
6/21/2022 $ 2,012.00 4,500.00 2,600.00 20.00 155.00 -0.05228684 0
6/22/2022 $ 2,000.00 4,500.00 2,490.00 20.00 158.50 -0.00598207 0
6/23/2022 $ 1,905.00 4,500.00 2,380.00 20.00 158.00 -0.04866517 0
6/24/2022 $ 2,000.00 4,500.00 2,410.00 20.10 157.90 0.048665172 0
6/28/2022 $ 2,030.00 4,500.00 2,415.00 20.10 157.90 0.014888612 0
6/29/2022 $ 1,985.00 4,500.00 2,360.00 20.10 170.00 -0.02241688 0
6/30/2022 $ 1,998.00 4,500.00 2,360.00 20.10 170.00 0.006527766 0
7/1/2022 $ 2,147.00 4,500.00 2,310.00 20.10 170.00 0.071924839 0
7/5/2022 $ 2,000.00 4,500.00 2,480.00 20.10 170.00 -0.07092434 0
7/6/2022 $ 2,076.00 4,500.00 2,400.00 20.10 170.00 0.037295785 0
7/7/2022 $ 2,128.00 4,500.00 2,390.00 20.10 170.00 0.024739606 0
7/8/2022 $ 2,052.00 4,500.00 2,171.00 20.10 159.00 -0.03636764 0
7/11/2022 $ 1,985.00 4,500.00 2,370.00 20.10 159.00 -0.03319601 0
7/12/2022 $ 1,960.00 4,500.00 2,340.00 20.10 159.00 -0.01267444 0
7/13/2022 $ 1,981.00 4,500.00 2,340.00 20.10 159.00 0.010657294 0
7/14/2022 $ 1,930.00 4,500.00 2,285.00 20.10 159.00 -0.02608176 0
7/15/2022 $ 1,900.00 4,500.00 2,230.00 20.10 159.00 -0.01566612 0
7/18/2022 $ 1,930.00 4,500.00 2,200.00 20.10 156.00 0.015666117 0
7/19/2022 $ 1,906.00 4,500.00 2,180.00 20.10 153.00 -0.0125132 0
7/21/2022 $ 1,929.00 4,500.00 2,170.00 20.10 145.30 0.011994929 0
7/22/2022 $ 1,800.00 4,500.00 2,125.00 20.10 145.30 -0.06921507 0
7/25/2022 $ 1,948.00 4,500.00 2,050.00 20.10 154.90 0.07901654 0
7/26/2022 $ 1,882.00 4,500.00 2,010.00 20.10 161.00 -0.03446816 0
7/27/2022 $ 1,831.00 4,500.00 2,149.00 20.10 169.00 -0.02747278 0
7/28/2022 $ 1,950.00 4,500.00 2,230.00 21.49 169.00 0.062967107 0
7/29/2022 $ 1,901.00 4,500.00 2,200.00 21.49 169.00 -0.02544931 0
8/1/2022 $ 1,850.00 4,500.00 2,155.00 21.49 169.00 -0.02719442 0
8/2/2022 $ 1,810.00 4,500.00 2,115.00 21.49 169.00 -0.02185879 0
8/3/2022 $ 1,870.00 4,500.00 2,060.00 21.49 169.00 0.032611586 0
8/4/2022 $ 1,831.00 4,500.00 2,020.00 21.49 169.00 -0.02107617 0
8/5/2022 $ 1,970.00 4,500.00 2,100.00 21.49 169.00 0.073171277 0
8/8/2022 $ 2,048.00 4,500.00 2,099.00 21.49 169.00 0.038830164 0
8/9/2022 $ 1,970.00 4,500.00 2,064.00 20.99 169.00 -0.03883016 0
8/10/2022 $ 1,971.00 4,500.00 2,021.00 20.99 169.00 0.000507485 0
8/11/2022 $ 1,970.00 4,500.00 2,010.00 20.99 169.00 -0.00050749 0
8/12/2022 $ 1,950.00 4,500.00 1,960.00 20.99 169.00 -0.01020417 0
8/16/2022 $ 2,000.00 4,500.00 1,900.00 20.99 169.00 0.025317808 0
8/17/2022 $ 1,990.00 4,500.00 1,820.00 19.00 169.00 -0.00501254 0
8/18/2022 $ 1,990.00 4,500.00 1,925.00 19.00 169.00 0 0
8/19/2022 $ 2,020.00 4,500.00 1,915.00 19.00 159.00 0.014962873 0
8/22/2022 $ 1,989.00 4,500.00 1,895.00 18.00 159.00 -0.01546551 0
8/23/2022 $ 1,910.00 4,500.00 1,880.00 18.00 159.00 -0.04052876 0
8/24/2022 $ 1,900.00 4,500.00 1,885.00 18.00 159.00 -0.00524936 0
8/25/2022 $ 1,934.00 4,500.00 1,885.00 18.00 159.00 0.017736511 0
8/26/2022 $ 1,926.00 4,500.00 1,960.00 18.00 159.00 -0.00414508 0
8/29/2022 $ 1,929.00 4,500.00 1,970.00 18.00 151.00 0.001556421 0
8/30/2022 $ 1,902.00 4,500.00 1,940.00 18.00 151.00 -0.01409577 0
8/31/2022 $ 1,900.00 4,500.00 2,080.00 19.00 148.10 -0.00105208 0
9/1/2022 $ 1,935.00 4,500.00 1,948.00 19.00 148.10 0.01825344 0
9/2/2022 $ 1,872.00 4,500.00 1,970.00 20.00 140.10 -0.03309995 0
9/5/2022 $ 1,856.00 4,500.00 1,945.00 20.90 140.30 -0.00858374 0
9/6/2022 $ 1,864.00 4,500.00 1,955.00 21.40 140.30 0.004301082 0
9/7/2022 $ 1,900.00 4,500.00 1,930.00 20.07 140.30 0.01912917 0
9/8/2022 $ 1,900.00 4,500.00 1,920.00 20.07 140.30 0 0
9/9/2022 $ 1,930.00 4,500.00 1,920.00 20.07 140.30 0.015666117 0
9/12/2022 $ 1,947.00 4,500.00 1,920.00 20.97 140.30 0.008769723 0
9/13/2022 $ 1,950.00 4,500.00 1,920.00 20.97 140.30 0.001539646 0
9/14/2022 $ 1,929.00 4,500.00 1,910.00 21.00 140.30 -0.01082764 0
9/15/2022 $ 1,980.00 4,500.00 1,885.00 21.00 140.30 0.026095111 0
9/16/2022 $ 1,970.00 4,500.00 1,890.00 21.00 140.30 -0.0050633 0
9/19/2022 $ 1,950.00 4,500.00 1,877.00 22.00 140.30 -0.01020417 0
 9/20/2022 $ 1,936.00 4,500.00 1,850.00 23.80 140.30 -0.00720538 0
9/21/2022 $ 1,921.00 4,500.00 1,878.00 25.35 140.30 -0.00777811 0
9/22/2022 $ 1,916.00 4,500.00 1,878.00 25.40 140.00 -0.0026062 0
9/23/2022 $ 1,915.00 4,500.00 1,850.00 25.90 140.00 -0.00052206 0
9/26/2022 $ 1,876.00 4,500.00 1,845.00 25.90 135.00 -0.02057577 0
9/27/2022 $ 1,870.00 4,500.00 1,845.00 25.90 135.00 -0.00320342 0
9/28/2022 $ 1,831.00 4,500.00 1,845.00 25.86 135.00 -0.02107617 0
9/29/2022 $ 1,870.00 4,500.00 1,795.00 25.00 135.00 0.021076165 0
9/30/2022 $ 1,871.00 4,500.00 1,795.00 25.50 144.00 0.000534616 0
10/3/2022 $ 1,876.00 4,500.00 1,775.00 27.79 144.00 0.002668803 0
10/4/2022 $ 1,940.00 4,500.00 1,825.00 32.00 144.00 0.033546122 0
10/5/2022 $ 1,945.00 4,500.00 1,820.00 34.00 144.00 0.002574004 0
10/6/2022 $ 1,945.00 4,500.00 1,819.00 35.00 144.00 0 0
10/7/2022 $ 1,910.00 4,500.00 1,800.00 32.40 144.00 -0.01815874 0
10/10/2022 $ 1,900.00 4,500.00 1,815.00 32.40 144.00 -0.00524936 0
10/11/2022 $ 1,910.00 4,500.00 1,815.00 32.40 144.00 0.005249356 0
10/12/2022 $ 1,910.00 4,500.00 1,810.00 32.40 144.00 0 0
10/13/2022 $ 1,821.00 4,500.00 1,810.00 30.50 144.00 -0.04771744 0
10/14/2022 $ 1,814.00 4,500.00 1,775.00 30.50 144.00 -0.00385145 0
10/18/2022 $ 1,802.00 4,500.00 1,725.00 31.50 123.10 -0.00663719 0
10/19/2022 $ 1,780.00 4,500.00 1,750.00 31.50 123.10 -0.01228379 0
10/20/2022 $ 1,750.00 4,500.00 1,730.00 31.30 123.10 -0.01699758 0
10/21/2022 $ 1,745.00 4,500.00 1,725.00 31.30 123.60 -0.00286123 0
10/24/2022 $ 1,700.00 4,500.00 1,693.00 31.50 118.00 -0.0261263 0
10/25/2022 $ 1,739.00 4,500.00 1,690.00 31.50 118.00 0.022681984 0
10/26/2022 $ 1,700.00 4,500.00 1,680.00 31.00 118.00 -0.02268198 0
10/27/2022 $ 1,650.00 4,500.00 1,660.00 30.00 118.00 -0.02985296 0
10/28/2022 $ 1,650.00 4,500.00 1,667.00 30.00 118.00 0 0
10/31/2022 $ 1,647.00 4,500.00 1,680.00 31.50 118.00 -0.00181984 0
11/1/2022 $ 1,686.00 4,500.00 1,670.00 31.80 118.00 0.023403408 0
11/2/2022 $ 1,730.00 4,500.00 1,669.00 32.00 118.00 0.025762549 0
11/3/2022 $ 1,690.00 4,500.00 1,640.00 32.00 118.00 -0.02339288 0
11/4/2022 $ 1,705.00 4,500.00 1,715.00 32.00 105.00 0.008836582 0
11/8/2022 $ 1,748.00 4,500.00 1,695.00 32.00 101.50 0.024907166 0
11/9/2022 $ 1,690.00 4,500.00 1,695.00 32.00 102.00 -0.03374375 0
11/10/2022 $ 1,745.00 4,500.00 1,710.00 31.00 108.90 0.032026027 0
11/11/2022 $ 1,761.00 4,500.00 1,720.00 31.00 108.90 0.009127274 0
11/15/2022 $ 1,756.00 4,500.00 1,750.00 31.00 108.90 -0.00284333 0
11/16/2022 $ 1,732.00 4,500.00 1,750.00 31.00 108.90 -0.01376169 0
11/17/2022 $ 1,733.00 4,500.00 1,758.00 31.00 108.90 0.000577201 0
11/18/2022 $ 1,744.00 4,500.00 1,758.00 31.00 108.90 0.006327315 0
 ENKA DE
MINEROS ETB
COLOMBIA

GRUPO ENERGIA
AV VILLAS
LN LN LN BOGOTA SA ESP
Rentabilidad Primaria -0.00230382130366 0.00013776
0.004862549 0 -0.05973744 Riesgo Primario 0.027115461050718 0.00152164
0.00558141 0 0.000627944
0.007393749 0 0.035156257
-0.00925076 0 0 Rentabilidad Secundaria -0.00119920741315
0.007407441 0 -0.02392018 -0.00119920741315
-0.01075878 0 0.005571045
GRUPO ENERGIA
0.079554826 0.081762021 -0.06043174 AV VILLAS
BOGOTA SA ESP
0.011984393 0.047117923 0.054239769 20% 20%
0.069355864 0.003758618 0.017241806
GRUPO ENERGIA
-0.00318066 0 0.007299302 AV VILLAS
BOGOTA SA ESP
-0.01089056 0 0 0.000729221603173 -8.3546E-07
-0.01951281 0 0 -8.35455451499E-07 2.29642E-06
-0.00164339 0 0 0.0001094791071 1.00253E-05
-0.0317487 -0.08659462 0 0.000202449057656 7.85507E-08
-0.00510639 0 0 3.57585445093E-05 2.87154E-06
-0.01547752 0 -0.05608947
-0.01220591 0 0.025317808
-0.0212774 0 -0.02531781 RENTAB
0.008920666 0 0 0.035
-0.00355872 0 -0.00643089
0.03
-0.07589209 -0.09531018 0
-0.04322873 0 0.022329476 0.025
-0.04518222 0 -0.00315956
0.02
0.01252626 0.004987542 -0.00063311
0.00207254 0 0 0.015
-0.02303767 0 0.073836516
0.01
0 0 0
-0.02141409 0 0 0.005
0.071011036 0 0
0
-0.03278982 0 0 GRUPO ENERGIA BOGOTA AV VILLAS
SA ESP
-0.00417537 0 0 -0.005
-0.09610548 0 -0.06689423
-0.01
0.087702064 0 0
-0.01273903 0 0 Rentabilida
0 0 0
-0.02378491 0 0
-0.02436444 0 0 ANALIS
-0.01354423 0 -0.01904819
-0.00913248 0 -0.01941809
-0.00459771 0 -0.05163735
-0.02095537 0 0
-0.03593201 0 0.063979177
-0.01970507 0 0.038624618
0.066867896 0 0.04849435
0.036998968 0.066867896 0
-0.01354423 0 0
-0.02066664 0 0
-0.01873591 0 0
-0.02634883 0 0
-0.01960847 0 0
0.038839833 0 0
-0.0004763 0 0
-0.01681519 -0.02354158 0
-0.02105341 0 0
-0.00545772 0 0
-0.02519025 0 0
-0.03109059 0 0
-0.04301739 -0.09960715 0
0.056089467 0 0
-0.00520835 0 -0.06099451
-0.01049878 -0.05406722 0
-0.00794706 0 0
0.002656044 0 0
0 0 0
0.039016652 0 0
0.00508907 0 -0.05162437
-0.01534557 0 0
0.069679921 0.054067221 -0.01939212
-0.06556469 0 0
0.011230338 0.051293294 -0.05553127
-0.01277157 0.044016885 0.001426534
0.005128216 0.023641763 0
-0.01287019 -0.06416476 0
-0.00519482 0 0
0 0 0
0 0.043866682 0
0 0 0
-0.00522194 0.001429593 0
-0.01317542 0 0
0.002649008 0 0
-0.00690207 0.046520016 0
-0.01448912 0.078643127 0
0.015021742 0.063093149 0
0 0.001970444 -0.00214056
-0.01502174 0.019493795 0
-0.00270636 0 -0.03636764
0 0 0
0 -0.0015456 0
-0.02747426 -0.03382155 0
0 0.019802627 0.064538521
-0.0112046 0.085997792 0
0.027779564 0.141059659 0
-0.00274349 0.060624622 0
-0.0005496 0.028987537 0
-0.01050023 -0.07718964 0
0.008298803 0 0
0 0 0
-0.00275862 0 0
0 -0.06043174 0
-0.01952642 0 0
-0.02857337 0.032260862 -0.15681627
0.014388737 0 0
-0.01149438 -0.00636945 0
-0.00289436 0 0.004053512
-0.01872495 0.006369448 -0.04636592
-0.00177357 0 0
-0.00593474 -0.01600034 0
-0.01197619 -0.03278982 0
0.004208001 0 0
0.00776819 0.048790164 0
-0.00597017 0.009478744 0
-0.00059898 0.006269613 0
-0.0175284 0 0
0.044716839 0 -0.11672427
-0.01173034 0 -0.03390155
0 0 0.004914015
0.00881063 -0.0317487 0.065457217
0.00583092 0 0
0.017291497 0 0
0 0 0
0.004561011 0 0
0 0 0
 ENKA DE
MINEROS ETB
COLOMBIA GRUPO ENERGIA BOGOTA SA ESP
-0.00341621 0.00318843 -0.0036022 N: 123
0.02674497 0.03121413 0.02848774 Renta Diaria Minima -7.09243%
Renta Diaria Maxima 7.90165%
Rango de Rentabilidad 14.99409%
N° de Intervalos 7.8966868678
Amplitud de Intervalos 1.87426%
V/r Esperado Rendimiento -0.23038%
ENKA DE
MINEROS ETB Varianza 0.07292%
COLOMBIA
20% 20% 20% 100% Riesgo Diario 2.71155%
Coeficiente de variacion -1176.978%
ENKA DE
MINEROS ETB
COLOMBIA
0.00010948 0.00020245 3.57585E-05
1.00253E-05 7.85507E-08 2.87154E-06
0.00070943 0.00028207 3.07764E-06
0.00028207 0.00096634 -8.947E-05
3.07764E-06 -8.947E-05 0.0008049

RENTABILIDAD VS RIESGO

AV VILLAS MINEROS ENKA DE COLOMBIA ETB

Rentabilidad Primaria Riesgo Primario

ANALISIS
 ENKA DE
AV VILLAS MINEROS ETB
COLOMBIA
123 123 123 123
0.00000% -9.61055% -9.96072% -15.68163%
0.016807118316 0.08770206 0.14105966 0.073836516
1.68071% 18.38075% 24.06668% 23.06528%
7.89668686775 7.89668687 7.89668687 7.896686868
0.21009% 2.29759% 3.00834% 2.88316%
0.01378% -0.34162% 0.31884% -0.36022%
0.00023% 0.07094% 0.09663% 0.08049%

0.15216% 2.67450% 3.12141% 2.84877%

1104.536% -782.885% 978.981% -790.842%