BETA ETB

10.0%

8.0%

6.0%

4.0%

2.0%

0.0%

f(x) = 0.183615306851004 x
-3.0% -2.0% -1.0% 0.0% 1.0% 2.0% 3.0%

-2.0%

− 0.002946463239065
-4.0%

-6.0%

-8.0%

-10.0%
ESTADOS FINANCIEROS fecha
03/07/2018 00:00:00
TOTAL ACTIVOS (2018) 4,001,886,854,000 04/07/2018 00:00:00
TOTAL PASIVOS (2018) 2,098,522,742,000 05/07/2018 00:00:00
TOTAL PATRIMONIO (2018) 1,903,364,112,000 06/07/2018 00:00:00
09/07/2018 00:00:00
UTILIDAD OPERATIVA (2018) 95,267,537,000 10/07/2018 00:00:00
UTILIDAD NETA (2018) 40,703,505,000 11/07/2018 00:00:00
12/07/2018 00:00:00
OBLIGACIONES FINANCIERAS (2018) 117,509,551,000 13/07/2018 00:00:00
INTERESES (2018) 182,366,000 16/07/2018 00:00:00
17/07/2018 00:00:00
18/07/2018 00:00:00
19/07/2018 00:00:00
23/07/2018 00:00:00
24/07/2018 00:00:00
25/07/2018 00:00:00
26/07/2018 00:00:00
27/07/2018 00:00:00
30/07/2018 00:00:00
31/07/2018 00:00:00
01/08/2018 00:00:00
02/08/2018 00:00:00
03/08/2018 00:00:00
06/08/2018 00:00:00
08/08/2018 00:00:00
09/08/2018 00:00:00
10/08/2018 00:00:00
13/08/2018 00:00:00
14/08/2018 00:00:00
15/08/2018 00:00:00
16/08/2018 00:00:00
17/08/2018 00:00:00
21/08/2018 00:00:00
22/08/2018 00:00:00
23/08/2018 00:00:00
24/08/2018 00:00:00
27/08/2018 00:00:00
28/08/2018 00:00:00
29/08/2018 00:00:00
30/08/2018 00:00:00
31/08/2018 00:00:00
03/09/2018 00:00:00
04/09/2018 00:00:00
05/09/2018 00:00:00
06/09/2018 00:00:00
07/09/2018 00:00:00
10/09/2018 00:00:00
11/09/2018 00:00:00
12/09/2018 00:00:00
13/09/2018 00:00:00
14/09/2018 00:00:00
17/09/2018 00:00:00
18/09/2018 00:00:00
19/09/2018 00:00:00
20/09/2018 00:00:00
21/09/2018 00:00:00
24/09/2018 00:00:00
25/09/2018 00:00:00
26/09/2018 00:00:00
27/09/2018 00:00:00
28/09/2018 00:00:00
01/10/2018 00:00:00
02/10/2018 00:00:00
03/10/2018 00:00:00
04/10/2018 00:00:00
05/10/2018 00:00:00
08/10/2018 00:00:00
09/10/2018 00:00:00
10/10/2018 00:00:00
11/10/2018 00:00:00
12/10/2018 00:00:00
16/10/2018 00:00:00
17/10/2018 00:00:00
18/10/2018 00:00:00
19/10/2018 00:00:00
22/10/2018 00:00:00
23/10/2018 00:00:00
24/10/2018 00:00:00
25/10/2018 00:00:00
26/10/2018 00:00:00
29/10/2018 00:00:00
30/10/2018 00:00:00
31/10/2018 00:00:00
01/11/2018 00:00:00
02/11/2018 00:00:00
06/11/2018 00:00:00
07/11/2018 00:00:00
08/11/2018 00:00:00
09/11/2018 00:00:00
13/11/2018 00:00:00
14/11/2018 00:00:00
15/11/2018 00:00:00
16/11/2018 00:00:00
19/11/2018 00:00:00
20/11/2018 00:00:00
21/11/2018 00:00:00
22/11/2018 00:00:00
23/11/2018 00:00:00
26/11/2018 00:00:00
27/11/2018 00:00:00
28/11/2018 00:00:00
29/11/2018 00:00:00
30/11/2018 00:00:00
03/12/2018 00:00:00
04/12/2018 00:00:00
05/12/2018 00:00:00
06/12/2018 00:00:00
07/12/2018 00:00:00
10/12/2018 00:00:00
11/12/2018 00:00:00
12/12/2018 00:00:00
13/12/2018 00:00:00
14/12/2018 00:00:00
17/12/2018 00:00:00
18/12/2018 00:00:00
19/12/2018 00:00:00
20/12/2018 00:00:00
21/12/2018 00:00:00
24/12/2018 00:00:00
26/12/2018 00:00:00
27/12/2018 00:00:00
28/12/2018 00:00:00
Precio Cierre ETB ÍNDICE COLCAP % ETB %COLCAP Ke
384.00 1,561.27
380.00 1,570.90 -1.0% 0.6% MODELO CAPM
376.00 1,566.95 -1.1% -0.3%
379.00 1,557.59 0.8% -0.6% CAPITAL
373.00 1,555.39 -1.6% -0.1%
382.00 1,561.16 2.4% 0.4% TASA LIBRE DE RIESGO
370.00 1,554.15 -3.1% -0.4% BETA ETB
366.00 1,545.52 -1.1% -0.6% RETORNO ESPERADO DEL MERCADO
363.00 1,546.75 -0.8% 0.1%
361.00 1,551.33 -0.6% 0.3% COVARIANZA
365.00 1,549.97 1.1% -0.1% VARIANZA
365.00 1,552.15 0.0% 0.1%
365.00 1,547.34 0.0% -0.3%
365.00 1,549.19 0.0% 0.1%
365.00 1,545.03 0.0% -0.3%
365.00 1,527.40 0.0% -1.1%
365.00 1,537.36 0.0% 0.7%
364.00 1,536.13 -0.3% -0.1%
365.00 1,548.13 0.3% 0.8%
387.00 1,526.60 6.0% -1.4%
387.00 1,540.41 0.0% 0.9%
387.00 1,529.17 0.0% -0.7%
380.00 1,531.96 -1.8% 0.2%
380.00 1,528.09 0.0% -0.3%
380.00 1,541.73 0.0% 0.9%
379.00 1,532.11 -0.3% -0.6%
379.00 1,524.96 0.0% -0.5%
370.00 1,520.03 -2.4% -0.3%
372.00 1,523.72 0.5% 0.2%
342.00 1,520.61 -8.1% -0.2%
361.00 1,525.29 5.6% 0.3%
361.00 1,528.58 0.0% 0.2%
365.00 1,533.20 1.1% 0.3%
363.00 1,536.09 -0.5% 0.2%
355.00 1,534.56 -2.2% -0.1%
352.00 1,538.70 -0.8% 0.3%
345.00 1,544.32 -2.0% 0.4%
338.00 1,548.27 -2.0% 0.3%
357.00 1,543.68 5.6% -0.3%
357.00 1,540.61 0.0% -0.2%
340.00 1,542.77 -4.8% 0.1%
340.00 1,536.16 0.0% -0.4%
363.00 1,530.34 6.8% -0.4%
363.00 1,508.94 0.0% -1.4%
350.00 1,485.16 -3.6% -1.6%
350.00 1,475.90 0.0% -0.6%
353.00 1,471.81 0.9% -0.3%
351.00 1,480.57 -0.6% 0.6%
341.00 1,510.38 -2.8% 2.0%
332.00 1,501.31 -2.6% -0.6%
349.00 1,498.21 5.1% -0.2%
338.00 1,495.40 -3.2% -0.2%
337.00 1,509.65 -0.3% 1.0%
335.00 1,505.63 -0.6% -0.3%
334.00 1,485.86 -0.3% -1.3%
333.00 1,482.99 -0.3% -0.2%
327.00 1,492.33 -1.8% 0.6%
333.00 1,488.60 1.8% -0.2%
334.00 1,487.07 0.3% -0.1%
334.00 1,498.14 0.0% 0.7%
334.00 1,506.07 0.0% 0.5%
323.00 1,512.97 -3.3% 0.5%
326.00 1,511.94 0.9% -0.1%
319.00 1,524.86 -2.1% 0.9%
319.00 1,517.36 0.0% -0.5%
318.00 1,494.99 -0.3% -1.5%
313.00 1,485.16 -1.6% -0.7%
319.00 1,497.55 1.9% 0.8%
319.00 1,479.75 0.0% -1.2%
321.00 1,459.97 0.6% -1.3%
322.00 1,462.71 0.3% 0.2%
310.00 1,479.01 -3.7% 1.1%
303.00 1,476.33 -2.3% -0.2%
293.00 1,461.26 -3.3% -1.0%
275.00 1,452.38 -6.1% -0.6%
270.00 1,440.38 -1.8% -0.8%
266.00 1,433.90 -1.5% -0.4%
258.00 1,411.99 -3.0% -1.5%
258.00 1,395.49 0.0% -1.2%
255.00 1,397.17 -1.2% 0.1%
236.00 1,392.46 -7.5% -0.3%
250.00 1,394.92 5.9% 0.2%
253.00 1,392.18 1.2% -0.2%
255.00 1,383.02 0.8% -0.7%
275.00 1,390.97 7.8% 0.6%
277.00 1,401.69 0.7% 0.8%
288.00 1,423.20 4.0% 1.5%
276.00 1,424.96 -4.2% 0.1%
273.00 1,419.91 -1.1% -0.4%
273.00 1,387.37 0.0% -2.3%
274.00 1,401.51 0.4% 1.0%
278.00 1,426.96 1.5% 1.8%
282.00 1,436.90 1.4% 0.7%
270.00 1,423.09 -4.3% -1.0%
270.00 1,389.24 0.0% -2.4%
268.00 1,390.19 -0.7% 0.1%
261.00 1,388.30 -2.6% -0.1%
273.00 1,370.91 4.6% -1.3%
266.00 1,393.78 -2.6% 1.7%
266.00 1,383.27 0.0% -0.8%
267.00 1,385.13 0.4% 0.1%
272.00 1,386.80 1.9% 0.1%
284.00 1,379.24 4.4% -0.5%
285.00 1,405.61 0.4% 1.9%
280.00 1,399.71 -1.8% -0.4%
281.00 1,408.41 0.4% 0.6%
282.00 1,390.00 0.4% -1.3%
277.00 1,382.45 -1.8% -0.5%
271.00 1,377.03 -2.2% -0.4%
271.00 1,373.35 0.0% -0.3%
279.00 1,374.29 3.0% 0.1%
279.00 1,365.35 0.0% -0.7%
274.00 1,359.31 -1.8% -0.4%
262.00 1,335.64 -4.4% -1.7%
260.00 1,336.14 -0.8% 0.0%
260.00 1,332.35 0.0% -0.3%
260.00 1,298.37 0.0% -2.6%
250.00 1,301.86 -3.8% 0.3%
250.00 1,301.60 0.0% 0.0%
250.00 1,329.15 0.0% 2.1%
251.00 1,324.99 0.4% -0.3%
251.00 1,325.93 0.0% 0.1%
ASSETS PRICING MODEL

7.02%
0.183615306851 COVARIANZA(COLCAP,ETB) /VAR(COLCAP)

0.0000128766
0.000070128

16 VARIANZA 1.37
14
13 PROMEDIO 14
15
14
13