s&p500 Rentab S&P Date bancolombia Rentab bancol

2080.41 11/1/2015 23.86

2043.94 -1.77% 12/1/2015 22.53 -5.77%
1940.24 -5.21% 1/1/2016 25.10 10.81% 1
1932.23 -0.41% 2/1/2016 25.59 1.95% 2
2059.74 6.39% 3/1/2016 29.08 12.78% 3
2065.30 0.27% 4/1/2016 33.22 13.31% 4
2096.95 1.52% 5/1/2016 27.96 -17.25% 5
2098.86 0.09% 6/1/2016 29.98 7.00% 6
2173.60 3.50% 7/1/2016 29.58 -1.35% 7
2170.95 -0.12% 8/1/2016 34.00 13.94% 8
2168.27 -0.12% 9/1/2016 33.80 -0.59% 9
2126.15 -1.96% 10/1/2016 33.41 -1.18% 10
2198.81 3.36% 11/1/2016 29.24 -13.34% 11
2238.83 1.80% 12/1/2016 32.01 9.07% 12
2278.87 1.77% 1/1/2017 33.31 3.99% 13
2363.64 3.65% 2/1/2017 32.87 -1.36% 14
2362.72 -0.04% 3/1/2017 35.08 6.53% 15
2384.20 0.91% 4/1/2017 35.03 -0.15% 16
2411.80 1.15% 5/1/2017 39.04 10.84% 17
2423.41 0.48% 6/1/2017 39.52 1.22% 18
2470.30 1.92% 7/1/2017 39.07 -1.13% 19
2471.65 0.05% 8/1/2017 40.56 3.75% 20
2519.36 1.91% 9/1/2017 40.90 0.83% 21
2575.26 2.19% 10/1/2017 33.96 -18.59% 22
2584.84 0.37% 11/1/2017 34.74 2.25% 23
2673.61 3.38% 12/1/2017 35.68 2.68% 24
2823.81 5.47% 1/1/2018 41.67 15.51% 25
2713.83 -3.97% 2/1/2018 38.25 -8.56% 26
2640.87 -2.73% 3/1/2018 38.10 -0.38% 27
2648.05 0.27% 4/1/2018 43.59 13.46% 28
2705.27 2.14% 5/1/2018 42.42 -2.72% 29
2718.37 0.48% 6/1/2018 43.70 2.97% 30
2816.29 3.54% 7/1/2018 42.32 -3.23% 31
2901.52 2.98% 8/1/2018 39.97 -5.71% 32
2913.98 0.43% 9/1/2018 38.46 -3.86% 33
2711.74 -7.19% 10/1/2018 34.32 -11.37% 34
2760.17 1.77% 11/1/2018 37.17 7.98% 35
2506.85 -9.63% 12/1/2018 35.40 -4.89% 36
2704.10 7.57% 1/1/2019 41.80 16.61% 37
2784.49 2.93% 2/1/2019 45.30 8.05% 38
2834.40 1.78% 3/1/2019 47.85 5.47% 39
2945.83 3.86% 4/1/2019 47.53 -0.67% 40
2752.06 -6.80% 5/1/2019 44.30 -7.04% 41
2941.76 6.67% 6/1/2019 48.14 8.31% 42
2980.38 1.30% 7/1/2019 47.36 -1.65% 43
2926.46 -1.83% 8/1/2019 47.28 -0.16% 44
2976.74 1.70% 9/1/2019 46.95 -0.71% 45
3037.56 2.02% 10/1/2019 49.57 5.43% 46
3140.98 3.35% 11/1/2019 46.12 -7.21% 47
3230.78 2.82% 12/1/2019 52.35 12.67% 48
3225.52 -0.16% 1/1/2020 50.42 -3.75% 49
2954.22 -8.79% 2/1/2020 45.62 -9.99% 50
2584.59 -13.37% 3/1/2020 23.98 -64.30% 51
2912.43 11.94% 4/1/2020 25.48 6.04% 52
3044.31 4.43% 5/1/2020 25.24 -0.92% 53
3100.29 1.82% 6/1/2020 25.68 1.73% 54
3271.12 5.36% 7/1/2020 27.59 7.15% 55
3500.31 6.77% 8/1/2020 27.73 0.50% 56
3363.00 -4.00% 9/1/2020 25.25 -9.37% 57
3477.14 3.34% 10/1/2020 26.33 4.21% 58
3477.13 0.00% 10/9/2020 26.33 0.00% 59
60
promedio
covarianza
desviacion estandar
varianza
beta

RF
RM
PR
KE
s&p500 bancolombia A B A*B
X Y X-promX Y-promY (X - promX*Y-promY) varianza
-1.77% -5.77% -2.62% -5.94% 0.16% 0.07%
-5.21% 10.81% -6.06% 10.65% -0.65% 0.37%
-0.41% 1.95% -1.27% 1.78% -0.02% 0.02%
6.39% 12.78% 5.53% 12.61% 0.70% 0.31%
0.27% 13.31% -0.59% 13.15% -0.08% 0.00%
1.52% -17.25% 0.66% -17.41% -0.12% 0.00%
0.09% 7.00% -0.77% 6.83% -0.05% 0.01%
3.50% -1.35% 2.64% -1.52% -0.04% 0.07%
-0.12% 13.94% -0.98% 13.78% -0.13% 0.01%
-0.12% -0.59% -0.98% -0.75% 0.01% 0.01%
-1.96% -1.18% -2.82% -1.34% 0.04% 0.08%
3.36% -13.34% 2.50% -13.50% -0.34% 0.06%
1.80% 9.07% 0.95% 8.90% 0.08% 0.01%
1.77% 3.99% 0.92% 3.82% 0.04% 0.01%
3.65% -1.36% 2.80% -1.52% -0.04% 0.08%
-0.04% 6.53% -0.89% 6.37% -0.06% 0.01%
0.91% -0.15% 0.05% -0.32% 0.00% 0.00%
1.15% 10.84% 0.29% 10.67% 0.03% 0.00%
0.48% 1.22% -0.38% 1.06% 0.00% 0.00%
1.92% -1.13% 1.06% -1.30% -0.01% 0.01%
0.05% 3.75% -0.80% 3.58% -0.03% 0.01%
1.91% 0.83% 1.06% 0.67% 0.01% 0.01%
2.19% -18.59% 1.34% -18.76% -0.25% 0.02%
0.37% 2.25% -0.48% 2.09% -0.01% 0.00%
3.38% 2.68% 2.52% 2.52% 0.06% 0.06%
5.47% 15.51% 4.61% 15.34% 0.71% 0.21%
-3.97% -8.56% -4.83% -8.72% 0.42% 0.23%
-2.73% -0.38% -3.58% -0.54% 0.02% 0.13%
0.27% 13.46% -0.58% 13.30% -0.08% 0.00%
2.14% -2.72% 1.28% -2.89% -0.04% 0.02%
0.48% 2.97% -0.37% 2.81% -0.01% 0.00%
3.54% -3.23% 2.68% -3.39% -0.09% 0.07%
2.98% -5.71% 2.13% -5.88% -0.12% 0.05%
0.43% -3.86% -0.43% -4.02% 0.02% 0.00%
-7.19% -11.37% -8.05% -11.53% 0.93% 0.65%
1.77% 7.98% 0.91% 7.82% 0.07% 0.01%
-9.63% -4.89% -10.48% -5.06% 0.53% 1.10%
7.57% 16.61% 6.72% 16.45% 1.11% 0.45%
2.93% 8.05% 2.07% 7.89% 0.16% 0.04%
1.78% 5.47% 0.92% 5.31% 0.05% 0.01%
3.86% -0.67% 3.00% -0.83% -0.02% 0.09%
-6.80% -7.04% -7.66% -7.20% 0.55% 0.59%
 6.67% 8.31% 5.81% 8.15% 0.47% 0.34%
1.30% -1.65% 0.45% -1.81% -0.01% 0.00%
-1.83% -0.16% -2.68% -0.32% 0.01% 0.07%
1.70% -0.71% 0.85% -0.87% -0.01% 0.01%
2.02% 5.43% 1.17% 5.26% 0.06% 0.01%
3.35% -7.21% 2.49% -7.38% -0.18% 0.06%
2.82% 12.67% 1.96% 12.51% 0.25% 0.04%
-0.16% -3.75% -1.02% -3.91% 0.04% 0.01%
-8.79% -9.99% -9.64% -10.16% 0.98% 0.93%
-13.37% -64.30% -14.22% -64.47% 9.17% 2.02%
11.94% 6.04% 11.09% 5.88% 0.65% 1.23%
4.43% -0.92% 3.57% -1.09% -0.04% 0.13%
1.82% 1.73% 0.97% 1.56% 0.02% 0.01%
5.36% 7.15% 4.51% 6.99% 0.31% 0.20%
6.77% 0.50% 5.92% 0.34% 0.02% 0.35%
-4.00% -9.37% -4.86% -9.53% 0.46% 0.24%
3.34% 4.21% 2.48% 4.04% 0.10% 0.06%
0.00% 0.00% -0.86% -0.16% 0.00% 0.01%
0.86% 0.16% 15.79% 10.59%
0.00263177596 15.79% 0.00177
0.04201359856
0.00177 0.00177
1.4909708523