S.I.G.O. Bestinver (11/24)

#81

Re: S.I.G.O. Bestinver

Top 100

14/11/15 07:45

2015-11-13

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________________
2015-11-13      CRP.PA       =  140,72       78         1,7%    141,84 vta
2015-11-13      maa.pa       =  137,65      111         2,5%       vender
2015-11-12      ^stoxx50e    =    3388       14        14,7%
2015-11-13      WSH          =   43,79       10        10,0%
2015-11-13      SCHN.SW      =  161,40       62        12,1%    171,06 vta
2015-11-13      DE           =   74,65       59        13,0%
2015-11-13      WKL.AS       =   31,78      114        14,5%       vender
2015-11-13      una.as       =   39,89       58        15,9%
2015-11-13      muv2.de      =  180,15       63        11,6%    190,45 vta
2015-11-13      MTO.L        =  323,30       52        12,3%
2015-11-13      alv.de       =  157,60       68        15,0%    166,32 vta
2015-11-13      or.pa        =  165,90       40        16,8%
2015-11-13      ai.pa        =  119,65       56        15,7%
2015-11-13      bn.pa        =   63,01       50        14,7%
2015-11-13      viv.pa       =   19,95       10        14,7%
2015-11-13      ibe.mc       =    6,39       69        11,6%      6,69 vta
2015-11-13      mc.pa        =  162,40       28        20,2%
2015-11-13      DB1.DE       =   81,16       73        16,3%     85,06 vta
2015-11-13      sie.de       =   92,86        9        15,7%
2015-11-13      abi.br       =  112,25       71        16,4%    118,08 vta
2015-11-13      INF.L        =  585,50       53        14,3%
2015-11-13      tef.mc       =   11,96        8        16,4%
2015-11-13      sap.de       =   72,99       93        15,3%     73,89 vta
2015-11-13      HO.PA        =   65,54      110        16,3%       vender
2015-11-13      ei.pa        =  119,60       77        17,7%    124,58 vta
2015-11-13      dpw.de       =   25,63       14        17,3%
2015-11-13      vow3.de      =   96,35      162        22,4%      comprar
2015-11-13      g.mi         =   17,23       17        17,3%
2015-11-13      UBM.L        =  506,00        7        14,9%
2015-11-13      rep.mc       =   11,15       96        20,2%     11,01 cpa
2015-11-13      bas.de       =   74,02       13        18,8%
2015-11-13      itx.mc       =   32,54       77        18,2%     33,91 vta
2015-10-30      gsz.pa       =   16,24       19        18,5%
2015-11-13      BMW.DE       =   94,54       12        20,2%
2015-11-13      dai.de       =   76,41        7        20,5%
2015-11-13      asml.as      =   85,21        1        22,2%
2015-11-13      phia.as      =   24,40        8        15,6%
2015-11-13      dg.pa        =   59,91       70        16,0%     63,09 vta
2015-11-13      dte.de       =   16,58       44        20,2%
2015-11-13      cs.pa        =   24,41       62        18,4%     26,18 vta
2015-11-13      eoan.de      =    8,72       87        23,7%      8,30 cpa
2015-11-13      ASHM.L       =  244,90       43        19,6%
2015-11-13      bayn.de      =  119,70        1        19,9%
2015-11-13      air.pa       =   63,53       51        22,2%
2015-11-13      eni.mi       =   14,37       23        18,9%
2015-11-13      ca.pa        =   28,81       11        18,0%
2015-11-13      EXO.MI       =   41,49       14        21,2%
2015-11-13      san.mc       =    5,00       59        19,9%
2015-11-13      TSCO.L       =  167,00       85        20,1%    159,12 cpa
2015-11-13      ADN.L        =  323,70       58        21,6%
2015-11-13      fp.pa        =   44,44       22        18,0%
2015-11-13      dbk.de       =   23,83       47        22,0%
2015-11-13      bbva.mc      =    7,57       43        18,1%
2015-11-13      su.pa        =   55,86       31        18,9%
2015-11-13      bnp.pa       =   56,14       23        19,2%
2015-11-13      GALP.LS      =    9,25       29        23,1%
2015-11-13      SEM.LS       =   12,85       34        22,6%
2015-11-13      am.pa        =    1053       20        18,7%
2015-11-13      SSUN.DE      =  445,50       67        20,9%    474,69 vta
2015-11-13      rwe.de       =   11,24      113        29,6%      comprar
2015-11-13      sgo.pa       =   38,78        7        20,5%
2015-11-13      KPN.AS       =    3,44       48        20,6%
2015-11-13      PFC.L        =  744,50       44        27,2%
2015-11-13      HYU.DE       =   45,70       35        25,7%
2015-11-13      MERCADO      =               12        18,2%

______________________________________________________________________________________________ 11) ORDEN (Criterio.CALIDAD) : las empresas están Ordenadas de mejor a peor. 22) VALORACION (Criterio.OPORTUNIDAD) = Distancia del Precio.Actual al Precio.más.PROBABLE. . . . VALORACION.negativa = Rojo = Infravaloración = Sobreventa = COMPRA [comprar SI menor -100] . . . VALORACION.positiva = Verde = Sobrevaloración = Sobrecompra = VENTA [vender SI mayor +100] . . . Está Operativamente NORMALIZADA a 100 [menor -100% = COMPRAR, mayor +100% = VENDER ]. 33) Volatilidad = Volatilidad.FUTURA Anual (Desviación.Típica Anual, MAS PROBABLE) Las Empresas MAYUSCULAS son las que también están en la Cartera Optimizada. Además de ser de las mejores, se intenta que estén sectorialmente DIVERSIFICADAS. Detalles: https://www.rankia.com/blog/gestion-cartera/617711-tabla-valoraciones ______________________________________________________________________________________________

______________________ CARTERA OPTIMIZADA 2015 _______________________
Patrimonio.Inicial(Pat0) = 245187
Patrimonio.Actual = 263426 = RentaVariable + Liquidez 
RentaVariable = 237936
Liquidez = 25490  [incluye Dividendos=0]

RENTABILIDAD(Reta) = 18239 = 7,4% a 2015-11-13
VOLATILIDAD.anual(Vola) = 8,9%
Correlación = 59%
Rotación.Cartera(Rot) = 41582 =17,0%
________________________________________________________ Operativa.Programada ____

CRP.PA       =   159 x  140,72   =  22374                -  
WSH          =   257 x   43,79   =  11254                -  
SCHN.SW      =    69 x  161,40   =  11137                -  
DE           =   140 x   74,65   =  10451                -  
WKL.AS       =   334 x   31,78   =  10615                -  
MTO.L        =    39 x  323,30   =  12609     9 x 341,49 = 3073 = vta
DB1.DE       =   127 x   81,16   =  10307                -  
INF.L        =    17 x  585,50   =   9954                -  
HO.PA        =   170 x   65,54   =  11142                -  
UBM.L        =    21 x  506,00   =  10626                -  
BMW.DE       =   122 x   94,54   =  11534                -  
ASHM.L       =    41 x  244,90   =  10041                -  
EXO.MI       =   220 x   41,49   =   9128                -  
TSCO.L       =    62 x  167,00   =  10354                -  
ADN.L        =    34 x  323,70   =  11006                -  
GALP.LS      =  1136 x    9,25   =  10508                -  
SEM.LS       =   836 x   12,85   =  10743                -  
SSUN.DE      =    32 x  445,50   =  14256     8 x 474,69 = 3798 = vta
KPN.AS       =  2650 x    3,44   =   9116                -  
PFC.L        =    13 x  744,50   =   9679                -  
HYU.DE       =   243 x   45,70   =  11105                -  
______________________________________________________________________

______________ Historico.Cartera _____________ Historico.Bestinfond _
  año     Pat0    Rot     Reta    Vola        Reta    Vola    Indice0
         -------------   -------------       -------------    -------
 2014    230000   11%      6,6%   5,2%         0,3%   5,0%     149,51
 2015    245187   ...     ..,..   .,..        ..,..   .,..     149,95
 2016    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2017    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =       6,6%   5,2%         0.3%   5,0%
         RATIO.Reta/Vola =     1,3                 0,1 
______________________________________________________________________

 * CRP.PA = Europa, Deuda Corporativa  =  Lyxor UCITS ETF Euro Corporate Bond
 * MAA.PA = Europa, Deuda Publica  =  Highest Rated Macro-Weighted Govt Bond
 * ^STOXX50E = INDICE EUROSTOXX50

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
Metodo S.I.G.O.:  https://www.rankia.com/blog/gestion-cartera/1921053-metodo-s-i-g-sistema-integrado-gestion-optimizada
© MRNCP379420

El problema fundamental de la Bolsa es la corrupción y manipulación.

#82

Re: S.I.G.O. Bestinver

Top 100

Javi01

12/12/15 22:46

2015-12-11

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________________
2015-12-11      CRP.PA       =  140,86       75         1,7%    142,15 vta
2015-12-11      maa.pa       =  138,00      107         2,7%       vender
2015-12-11      ^stoxx50e    =    3203       36        14,7%
2015-12-11      WSH          =   46,67       45        10,4%
2015-12-11      SCHN.SW      =  163,20       53        12,2%
2015-12-11      DE           =   77,16       47        13,2%
2015-12-11      WKL.AS       =   30,50       63        14,7%
2015-12-11      una.as       =   38,71       27        16,3%
2015-12-11      muv2.de      =  183,25       58        11,5%
2015-12-11      MTO.L        =  298,80       11        12,6%
2015-12-11      alv.de       =  158,35       53        14,9%
2015-12-11      or.pa        =  154,45        1        17,0%
2015-12-11      ai.pa        =  102,95       26        16,7%
2015-12-11      bn.pa        =   61,39       24        15,0%
2015-12-11      viv.pa       =   19,03       33        14,6%
2015-12-11      ibe.mc       =    6,49      118        11,5%       vender
2015-12-11      mc.pa        =  144,95       24        20,8%
2015-12-11      DB1.DE       =   74,74       16        16,7%
2015-12-11      sie.de       =   87,75        1        16,0%
2015-12-11      abi.br       =  112,40       50        16,7%
2015-12-11      INF.L        =  584,50       37        14,5%
2015-12-11      tef.mc       =   10,57       52        16,3%
2015-12-11      sap.de       =   70,55       55        14,9%
2015-12-11      HO.PA        =   67,88      100        16,0%       vender
2015-12-11      ei.pa        =  113,85       35        17,8%
2015-12-11      dpw.de       =   24,50       36        17,4%
2015-12-11      vow3.de      =  128,55       79        24,7%    120,38 cpa
2015-12-11      g.mi         =   16,89        4        16,7%
2015-12-11      UBM.L        =  477,00       24        14,6%
2015-12-11      rep.mc       =   10,66      110        21,3%      comprar
2015-12-11      bas.de       =   68,86       46        18,8%
2015-12-11      itx.mc       =   32,04       49        18,4%
2015-10-30      gsz.pa       =   16,24       21        18,5%
2015-12-11      BMW.DE       =   94,11        5        20,2%
2015-12-11      dai.de       =   74,63        7        20,6%
2015-12-11      asml.as      =   79,90       27        21,0%
2015-12-11      phia.as      =   23,75        8        15,6%
2015-12-11      dg.pa        =   57,63       35        16,0%
2015-12-11      dte.de       =   15,89       15        19,6%
2015-12-11      cs.pa        =   24,65       50        18,4%
2015-12-11      eoan.de      =    8,16      109        23,4%      comprar
2015-12-11      ASHM.L       =  235,70       63        18,7%
2015-12-11      bayn.de      =  112,10       31        20,2%
2015-12-11      air.pa       =   62,28       27        22,2%
2015-12-11      eni.mi       =   13,64       47        18,9%
2015-12-11      ca.pa        =   26,16       34        18,4%
2015-12-11      EXO.MI       =   40,34        1        20,6%
2015-12-11      san.mc       =    4,61       91        19,8%      4,49 cpa
2015-12-11      TSCO.L       =  144,35      135        20,1%      comprar
2015-12-11      ADN.L        =  286,30       85        22,2%    273,75 cpa
2015-12-11      fp.pa        =   41,80        8        18,0%
2015-12-11      dbk.de       =   21,24       89        21,7%     20,57 cpa
2015-12-11      bbva.mc      =    6,99       78        17,5%      6,61 cpa
2015-12-11      su.pa        =   53,25       53        18,9%
2015-12-11      bnp.pa       =   51,29       20        18,5%
2015-12-11      GALP.LS      =    9,74       11        23,6%
2015-12-11      SEM.LS       =   12,65       22        20,8%
2015-12-11      am.pa        =    1065       14        19,1%
2015-12-11      SSUN.DE      =  411,00       17        20,5%
2015-12-11      rwe.de       =   10,74      121        30,2%      comprar
2015-12-11      sgo.pa       =   38,55       12        20,2%
2015-12-11      KPN.AS       =    3,37       29        19,6%
2015-12-11      PFC.L        =  759,50       39        27,4%
2015-12-11      HYU.DE       =   38,30       39        25,4%
2015-12-11      MERCADO      =               17        18,0%

______________________ CARTERA OPTIMIZADA 2015 _______________________
Patrimonio.Inicial(Pat0) = 245187
Patrimonio.Actual = 256376 = RentaVariable + Liquidez 
RentaVariable = 230886
Liquidez = 25490  [incluye Dividendos=0]

RENTABILIDAD(Reta) = 11189 = 4,6% a 2015-12-11
VOLATILIDAD.anual(Vola) = 8,9%
Correlación = 60%
Rotación.Cartera(Rot) = 41582 =17,0%
________________________________________________________ Operativa.Programada ____

CRP.PA       =   159 x  140,86   =  22397                -  
WSH          =   257 x   46,67   =  11994                -  
SCHN.SW      =    69 x  163,20   =  11261                -  
DE           =   140 x   77,16   =  10802                -  
WKL.AS       =   334 x   30,50   =  10187                -  
MTO.L        =    39 x  298,80   =  11653                -  
DB1.DE       =   127 x   74,74   =   9492                -  
INF.L        =    17 x  584,50   =   9937                -  
HO.PA        =   170 x   67,88   =  11540                -  
UBM.L        =    21 x  477,00   =  10017                -  
BMW.DE       =   122 x   94,11   =  11481                -  
ASHM.L       =    41 x  235,70   =   9664                -  
EXO.MI       =   220 x   40,34   =   8875                -  
TSCO.L       =    62 x  144,35   =   8950    17 x 144,55 = 2457 = cpa
ADN.L        =    34 x  286,30   =   9734                -  
GALP.LS      =  1136 x    9,74   =  11065                -  
SEM.LS       =   836 x   12,65   =  10575                -  
SSUN.DE      =    32 x  411,00   =  13152                -  
KPN.AS       =  2650 x    3,37   =   8931                -  
PFC.L        =    13 x  759,50   =   9874                -  
HYU.DE       =   243 x   38,30   =   9307                -  
______________________________________________________________________

______________ Historico.Cartera _____________ Historico.Bestinfond _
  año     Pat0    Rot     Reta    Vola        Reta    Vola    Indice0
         -------------   -------------       -------------    -------
 2014    230000   11%      6,6%   5,2%         0,3%   5,0%     149,51
 2015    245187   ...     ..,..   .,..        ..,..   .,..     149,95
 2016    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2017    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =       6,6%   5,2%         0.3%   5,0%
         RATIO.Reta/Vola =     1,3                 0,1 
______________________________________________________________________

 * CRP.PA = Europa, Deuda Corporativa  =  Lyxor UCITS ETF Euro Corporate Bond
 * MAA.PA = Europa, Deuda Publica  =  Highest Rated Macro-Weighted Govt Bond
 * ^STOXX50E = INDICE EUROSTOXX50

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
Metodo S.I.G.O.:  https://www.rankia.com/blog/gestion-cartera/1921053-metodo-s-i-g-sistema-integrado-gestion-optimizada
© MRNCP379420

El problema fundamental de la Bolsa es la corrupción y manipulación.

#83

Re: S.I.G.O. Bestinver

Top 100

Javi01

02/01/16 08:45

2016-01-01

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________________
2015-12-30      CRP.PA       =  140,60       68         1,7%    142,29 vta
2015-12-30      maa.pa       =  136,89       86         2,7%    137,76 vta
2015-12-30      bestinfond   =  169,88       63         8,8%
2015-12-23      ^stoxx50e    =    3287       13        15,2%
2015-12-31      WSH          =   48,57       72        10,5%     50,60 vta
2016-01-01      SCHN.SW      =  169,00       76        12,2%    175,40 vta
2015-12-31      DE           =   76,27       40        13,7%
2016-01-01      WKL.AS       =   30,97       74        14,6%     32,37 vta
2016-01-01      una.as       =   40,11       44        16,6%
2016-01-01      muv2.de      =  184,55       64        11,8%    195,21 vta
2015-12-31      MTO.L        =  311,00       33        12,8%
2016-01-01      alv.de       =  163,55       72        15,0%    171,68 vta
2016-01-01      or.pa        =  157,35        7        17,4%
2016-01-01      ai.pa        =  105,00       14        16,7%
2016-01-01      bn.pa        =   63,04       39        15,0%
2016-01-01      viv.pa       =   19,80       11        14,5%
2016-01-01      ibe.mc       =    6,55      151        11,8%       vender
2016-01-01      mc.pa        =  147,15       14        20,8%
2016-01-01      DB1.DE       =   81,39       57        17,1%
2016-01-01      sie.de       =   89,88       11        16,3%
2016-01-01      abi.br       =  114,40       59        16,8%
2015-12-31      INF.L        =  613,00       65        14,3%    650,08 vta
2016-01-01      tef.mc       =   10,23       55        17,4%
2016-01-01      sap.de       =   73,38       78        15,0%     76,24 vta
2016-01-01      HO.PA        =   69,29      112        16,3%       vender
2016-01-01      ei.pa        =  116,25       46        17,8%
2016-01-01      dpw.de       =   25,96        8        17,5%
2016-01-01      vow3.de      =  133,75       54        24,7%
2016-01-01      g.mi         =   16,92        5        16,7%
2015-12-31      UBM.L        =  526,50       27        14,7%
2016-01-01      rep.mc       =   10,12       90        22,4%      9,77 cpa
2016-01-01      bas.de       =   70,72       28        18,9%
2016-01-01      itx.mc       =   31,69       42        18,7%
2015-12-30      gsz.pa       =   16,43        0        17,5%
2016-01-01      BMW.DE       =   97,63       20        20,6%
2016-01-01      dai.de       =   77,58        9        20,9%
2016-01-01      asml.as      =   82,55       11        21,2%
2016-01-01      phia.as      =   23,56       10        15,7%
2016-01-01      dg.pa        =   59,48       52        15,9%
2016-01-01      dte.de       =   16,69       35        20,2%
2016-01-01      cs.pa        =   25,30       64        18,1%     27,05 vta
2016-01-01      eoan.de      =    8,93       62        24,3%
2015-12-31      ASHM.L       =  256,40       22        18,1%
2016-01-01      bayn.de      =  115,80       14        20,8%
2016-01-01      air.pa       =   62,58       29        22,0%
2016-01-01      eni.mi       =   13,80       34        19,4%
2016-01-01      ca.pa        =   27,12       15        18,4%
2016-01-01      EXO.MI       =   42,09       18        20,8%
2016-01-01      san.mc       =    4,56       73        20,6%
2015-12-31      TSCO.L       =  149,50      103        20,2%      comprar
2015-12-31      ADN.L        =  289,40       68        21,6%
2016-01-01      fp.pa        =   41,57        9        18,2%
2016-01-01      dbk.de       =   22,53       56        21,6%
2016-01-01      bbva.mc      =    6,74       68        18,0%
2016-01-01      su.pa        =   53,68       41        18,9%
2016-01-01      bnp.pa       =   52,59        7        18,5%
2016-01-01      GALP.LS      =   10,72       26        24,1%
2016-01-01      SEM.LS       =   12,70       23        21,0%
2016-01-01      am.pa        =    1150       20        19,2%
2016-01-01      SSUN.DE      =  422,60       29        20,2%
2016-01-01      rwe.de       =   11,71       78        30,4%     10,71 cpa
2016-01-01      sgo.pa       =   40,19        7        19,8%
2016-01-01      KPN.AS       =    3,49       44        19,6%
2015-12-31      PFC.L        =  796,00       17        27,6%
2016-01-01      HYU.DE       =   39,97       20        25,5%
2016-01-01      MERCADO      =                7        18,2%

______________________ CARTERA OPTIMIZADA 2016 _______________________
Patrimonio.Inicial(Pat0) = 245187
Patrimonio.Actual = 272606 = RentaVariable + Liquidez 
RentaVariable = 242203
Liquidez = 30403  [incluye Dividendos=7353]

RENTABILIDAD(Reta) = 27419 =11,2% a 2016-01-01
VOLATILIDAD.anual(Vola) = 8,9%
Correlación = 60%
Rotación.Cartera(Rot) = 44022 =18,0%
________________________________________________________ Operativa.Programada ____

CRP.PA       =   159 x  140,60   =  22355                -  
WSH          =   257 x   48,57   =  12482                -  
SCHN.SW      =    69 x  169,00   =  11661                -  
DE           =   140 x   76,27   =  10678                -  
WKL.AS       =   334 x   30,97   =  10344                -  
MTO.L        =    39 x  311,00   =  12129                -  
DB1.DE       =   127 x   81,39   =  10337                -  
INF.L        =    17 x  613,00   =  10421                -  
HO.PA        =   170 x   69,29   =  11779                -  
UBM.L        =    21 x  526,50   =  11057                -  
BMW.DE       =   122 x   97,63   =  11911                -  
ASHM.L       =    41 x  256,40   =  10512                -  
EXO.MI       =   220 x   42,09   =   9260                -  
TSCO.L       =    79 x  149,50   =  11810                -  
ADN.L        =    34 x  289,40   =   9840                -  
GALP.LS      =  1136 x   10,72   =  12178                -  
SEM.LS       =   836 x   12,70   =  10617                -  
SSUN.DE      =    32 x  422,60   =  13523                -  
KPN.AS       =  2650 x    3,49   =   9249                -  
PFC.L        =    13 x  796,00   =  10348                -  
HYU.DE       =   243 x   39,97   =   9713                -  
______________________________________________________________________

______________ Historico.Cartera _____________ Historico.Bestinfond _
  año     Pat0    Rot     Reta    Vola        Reta    Vola    Indice0
         -------------   -------------       -------------    -------
 2014    230000   11%      6,6%   5,2%         0,3%   5,0%     149,51
 2015    245187   18%     11,2%   7,2%        12,7%   8,8%     149,95
 2016    272606   ...     ..,..   .,..        ..,..   .,..     169,88
 2017    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =       8,9%   6,2%         6.5%   6,4%
         RATIO.Reta/Vola =     1,4                 1,0 
______________________________________________________________________

 * CRP.PA = Europa, Deuda Corporativa  =  Lyxor UCITS ETF Euro Corporate Bond
 * MAA.PA = Europa, Deuda Publica  =  Highest Rated Macro-Weighted Govt Bond
 * BESTINFOND = Fondo.Renta.Variable europea (Gestora Bestinver)
 * ^STOXX50E = INDICE EUROSTOXX50

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
Metodo S.I.G.O.:  https://www.rankia.com/blog/gestion-cartera/1921053-metodo-s-i-g-sistema-integrado-gestion-optimizada
© MRNCP379420

El problema fundamental de la Bolsa es la corrupción y manipulación.

#84

Re: S.I.G.O. Bestinver

Top 100

Javi01

14/01/16 08:35

2016-01-13

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________________
2016-01-13      CRP.PA       =  140,97       73         1,7%    142,40 vta
2016-01-13      maa.pa       =  138,06      102         2,7%       vender
2016-01-12      bestinfond   =  159,89       12         9,1%
2016-01-13      ^stoxx50e    =    3073       67        15,4%
2016-01-04      WSH          =   47,18       43        10,7%
2016-01-13      SCHN.SW      =  155,90       20        12,6%
2016-01-13      DE           =   73,22       70        13,6%     69,20 cpa
2016-01-13      WKL.AS       =   30,30       47        14,9%
2016-01-13      una.as       =   38,30       16        17,0%
2016-01-13      muv2.de      =  177,35       31        11,9%
2016-01-13      MTO.L        =  280,80       27        13,2%
2016-01-13      alv.de       =  154,55       31        15,2%
2016-01-13      or.pa        =  151,00       13        17,3%
2016-01-13      ai.pa        =   97,07       55        17,1%
2016-01-13      bn.pa        =   60,96       16        15,3%
2016-01-13      viv.pa       =   19,10       33        14,6%
2016-01-13      ibe.mc       =    6,29      107        11,6%       vender
2016-01-13      mc.pa        =  137,75       46        20,9%
2016-01-13      DB1.DE       =   76,37       19        17,3%
2016-01-13      sie.de       =   83,13       27        16,3%
2016-01-13      abi.br       =  109,35       27        17,1%
2016-01-13      INF.L        =  614,50       54        14,2%
2016-01-13      tef.mc       =    9,55       95        17,4%      9,44 cpa
2016-01-13      sap.de       =   73,73       62        15,4%
2016-01-13      HO.PA        =   72,14      107        16,3%       vender
2016-01-13      ei.pa        =  112,00       21        18,0%
2016-01-13      dpw.de       =   23,69       54        17,7%
2016-01-13      vow3.de      =  120,50       95        25,5%    118,69 cpa
2016-01-13      g.mi         =   15,94       25        17,3%
2016-01-13      UBM.L        =  522,00       18        14,7%
2016-01-13      rep.mc       =    8,83      147        23,1%      comprar
2016-01-13      bas.de       =   64,28       75        19,1%     60,64 cpa
2016-01-13      itx.mc       =   30,01       13        18,5%
2015-12-30      gsz.pa       =   16,43        0        17,5%
2016-01-13      BMW.DE       =   82,89       52        21,6%
2016-01-13      dai.de       =   68,24       48        21,3%
2016-01-08      asml.as      =   73,74       62        21,9%
2016-01-13      phia.as      =   22,96       26        15,9%
2016-01-13      dg.pa        =   59,48       41        15,9%
2016-01-13      dte.de       =   15,91       11        19,9%
2016-01-13      cs.pa        =   23,93       28        18,2%
2016-01-13      eoan.de      =    8,64       80        25,1%      8,17 cpa
2016-01-13      ASHM.L       =  223,80       87        18,5%    217,32 cpa
2016-01-13      bayn.de      =  104,35       61        21,0%
2016-01-13      air.pa       =   59,49        5        22,2%
2016-01-13      eni.mi       =   12,83       72        19,5%     12,00 cpa
2016-01-13      ca.pa        =   25,30       50        18,4%
2016-01-13      EXO.MI       =   36,54       45        21,0%
2016-01-13      san.mc       =    4,15      120        20,9%      comprar
2016-01-13      TSCO.L       =  158,30       93        21,5%    155,43 cpa
2016-01-13      ADN.L        =  243,00      140        22,0%      comprar
2016-01-13      fp.pa        =   37,85       53        18,7%
2016-01-13      dbk.de       =   20,90       93        22,0%     20,50 cpa
2016-01-13      bbva.mc      =    6,21      114        18,0%      comprar
2016-01-13      su.pa        =   49,09       86        18,9%     47,51 cpa
2016-01-13      bnp.pa       =   48,86       43        18,7%
2016-01-13      GALP.LS      =    9,48       25        24,3%
2016-01-13      SEM.LS       =   13,00       26        21,5%
2016-01-13      am.pa        =    1070       14        19,2%
2016-01-13      SSUN.DE      =  370,00       32        20,9%
2016-01-13      rwe.de       =   11,43       93        31,1%     11,18 cpa
2016-01-13      sgo.pa       =   36,62       36        20,1%
2016-01-13      KPN.AS       =    3,40       25        19,6%
2016-01-13      PFC.L        =  690,50       69        28,6%    629,55 cpa
2016-01-13      HYU.DE       =   37,00       51        26,4%
2016-01-13      MERCADO      =               37        18,4%

______________________ CARTERA OPTIMIZADA 2016 _______________________
Patrimonio.Inicial(Pat0) = 272606
Patrimonio.Actual = 258943 = RentaVariable + Liquidez 
RentaVariable = 228540
Liquidez = 30403  [incluye Dividendos=0]

RENTABILIDAD(Reta) = -13663 =- 5,0% a 2016-01-13
VOLATILIDAD.anual(Vola) = 8,9%
Correlación = 60%
Rotación.Cartera(Rot) = 0 = 0,0%
________________________________________________________ Operativa.Programada ____

CRP.PA       =   159 x  140,97   =  22414                -  
WSH          =   257 x   47,18   =  12125                -  
SCHN.SW      =    69 x  155,90   =  10757                -  
DE           =   140 x   73,22   =  10251                -  
WKL.AS       =   334 x   30,30   =  10120                -  
MTO.L        =    39 x  280,80   =  10951                -  
DB1.DE       =   127 x   76,37   =   9699                -  
INF.L        =    17 x  614,50   =  10447                -  
HO.PA        =   170 x   72,14   =  12264    30 x  75,68 = 2270 = vta
UBM.L        =    21 x  522,00   =  10962                -  
BMW.DE       =   122 x   82,89   =  10113                -  
ASHM.L       =    41 x  223,80   =   9176                -  
EXO.MI       =   220 x   36,54   =   8039    87 x  34,05 = 2962 = cpa
TSCO.L       =    79 x  158,30   =  12506                -  
ADN.L        =    34 x  243,00   =   8262    12 x 233,59 = 2803 = cpa
GALP.LS      =  1136 x    9,48   =  10769                -  
SEM.LS       =   836 x   13,00   =  10868                -  
SSUN.DE      =    32 x  370,00   =  11840                -  
KPN.AS       =  2650 x    3,40   =   9010                -  
PFC.L        =    13 x  690,50   =   8977                -  
HYU.DE       =   243 x   37,00   =   8991                -  
______________________________________________________________________

______________ Historico.Cartera _____________ Historico.Bestinfond _
  año     Pat0    Rot     Reta    Vola        Reta    Vola    Indice0
         -------------   -------------       -------------    -------
 2014    230000   11%      6,6%   5,2%         0,3%   5,0%     149,51
 2015    245187   18%     11,2%   7,2%        12,7%   8,8%     149,95
 2016    272606   ...     ..,..   .,..        ..,..   .,..     169,88
 2017    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =       8,9%   6,2%         6.5%   6,4%
         RATIO.Reta/Vola =     1,4                 1,0 
______________________________________________________________________

 * CRP.PA = Europa, Deuda Corporativa  =  Lyxor UCITS ETF Euro Corporate Bond
 * MAA.PA = Europa, Deuda Publica  =  Highest Rated Macro-Weighted Govt Bond
 * BESTINFOND = Fondo.Renta.Variable europea (Gestora Bestinver)
 * ^STOXX50E = INDICE EUROSTOXX50

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
Metodo S.I.G.O.:  https://www.rankia.com/blog/gestion-cartera/1921053-metodo-s-i-g-sistema-integrado-gestion-optimizada
© MRNCP379420

El problema fundamental de la Bolsa es la corrupción y manipulación.

#85

Re: S.I.G.O. Bestinver

Top 100

Javi01

17/01/16 11:26

2016-01-15

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________________
2016-01-15      CRP.PA       =  140,48       63         1,7%
2016-01-15      maa.pa       =  138,14      103         2,7%       vender
2016-01-14      bestinfond   =  157,31       30         9,1%
2016-01-15      ^stoxx50e    =    2952       97        15,6%   2939,73 cpa
2016-01-04      WSH          =   47,18       39        10,7%
2016-01-15      SCHN.SW      =  151,80        7        12,8%
2016-01-15      DE           =   73,12       81        13,6%     70,87 cpa
2016-01-15      WKL.AS       =   29,49       31        14,9%
2016-01-15      una.as       =   37,06        2        17,0%
2016-01-15      muv2.de      =  173,30       17        12,1%
2016-01-15      MTO.L        =  286,70       17        13,2%
2016-01-15      alv.de       =  149,25       14        15,3%
2016-01-15      or.pa        =  145,80       36        17,3%
2016-01-15      ai.pa        =   94,33       77        17,1%     90,41 cpa
2016-01-15      bn.pa        =   58,96        2        15,3%
2016-01-15      viv.pa       =   18,80       11        14,5%
2016-01-15      ibe.mc       =    6,16       86        11,8%      6,33 vta
2016-01-15      mc.pa        =  137,40       53        20,6%
2016-01-15      DB1.DE       =   75,07       11        17,1%
2016-01-15      sie.de       =   81,70       40        16,3%
2016-01-15      abi.br       =  106,50       14        17,1%
2016-01-15      INF.L        =  603,50       41        14,2%
2016-01-15      tef.mc       =    9,10      132        17,5%      comprar
2016-01-15      sap.de       =   70,68       38        15,6%
2016-01-15      HO.PA        =   68,41       71        16,6%     72,94 vta
2016-01-15      ei.pa        =  107,75        5        18,1%
2016-01-15      dpw.de       =   22,72       83        18,0%     21,98 cpa
2016-01-15      vow3.de      =  111,90      133        26,1%      comprar
2016-01-15      g.mi         =   15,40       48        17,3%
2016-01-15      UBM.L        =  508,00        5        14,9%
2016-01-15      rep.mc       =    8,63      172        23,7%      comprar
2016-01-15      bas.de       =   61,81      104        19,2%      comprar
2016-01-15      itx.mc       =   28,54       10        18,8%
2015-12-30      gsz.pa       =   16,43        0        17,5%
2016-01-15      BMW.DE       =   78,02       87        22,0%     75,80 cpa
2016-01-15      dai.de       =   64,53       81        21,7%     61,90 cpa
2016-01-15      asml.as      =   71,75       82        21,9%     68,99 cpa
2016-01-15      phia.as      =   22,36       45        15,9%
2016-01-15      dg.pa        =   57,40       23        16,0%
2016-01-15      dte.de       =   15,39        2        20,1%
2016-01-15      cs.pa        =   22,77        7        18,5%
2016-01-15      eoan.de      =    8,19      112        25,3%      comprar
2016-01-15      ASHM.L       =  201,50      143        19,4%      comprar
2016-01-15      bayn.de      =  100,60       87        21,0%     97,85 cpa
2016-01-15      air.pa       =   56,15       23        22,4%
2016-01-15      eni.mi       =   12,55       91        19,6%     12,33 cpa
2016-01-15      ca.pa        =   24,62       71        18,4%     23,28 cpa
2016-01-15      EXO.MI       =   31,97      112        22,4%      comprar
2016-01-15      san.mc       =    4,00      149        21,0%      comprar
2016-01-15      TSCO.L       =  164,45       85        22,0%    159,10 cpa
2016-01-15      ADN.L        =  226,40      182        22,4%      comprar
2016-01-15      fp.pa        =   37,66       63        18,9%     34,99 cpa
2016-01-15      dbk.de       =   19,18      138        22,7%      comprar
2016-01-15      bbva.mc      =    5,91      152        18,1%      comprar
2016-01-15      su.pa        =   46,38      123        19,4%      comprar
2016-01-15      bnp.pa       =   45,38       86        19,2%     44,16 cpa
2016-01-15      GALP.LS      =    9,63       20        24,8%
2016-01-15      SEM.LS       =   11,60       24        22,4%
2016-01-15      am.pa        =    1047       28        19,1%
2016-01-15      SSUN.DE      =  349,20       66        21,2%    324,83 cpa
2016-01-15      rwe.de       =   10,83      123        31,3%      comprar
2016-01-15      sgo.pa       =   35,46       58        20,1%
2016-01-15      KPN.AS       =    3,27        9        19,6%
2016-01-15      PFC.L        =  700,00       72        28,8%    652,14 cpa
2016-01-15      HYU.DE       =   33,81       94        27,1%     33,27 cpa
2016-01-15      MERCADO      =               61        18,8%

______________________ CARTERA OPTIMIZADA 2016 _______________________
Patrimonio.Inicial(Pat0) = 272606
Patrimonio.Actual = 251797 = RentaVariable + Liquidez 
RentaVariable = 227088
Liquidez = 24709  [incluye Dividendos=0]

RENTABILIDAD(Reta) = -20809 =- 7,6% a 2016-01-15
VOLATILIDAD.anual(Vola) = 9,3%
Correlación = 60%
Rotación.Cartera(Rot) = 5694 = 2,1%
________________________________________________________ Operativa.Programada ____

CRP.PA       =   159 x  140,48   =  22336                -  
WSH          =   257 x   47,18   =  12125                -  
SCHN.SW      =    69 x  151,80   =  10474                -  
DE           =   140 x   73,12   =  10237                -  
WKL.AS       =   334 x   29,49   =   9850                -  
MTO.L        =    39 x  286,70   =  11181                -  
DB1.DE       =   127 x   75,07   =   9534                -  
INF.L        =    17 x  603,50   =  10259                -  
HO.PA        =   170 x   68,41   =  11630                -  
UBM.L        =    21 x  508,00   =  10668                -  
BMW.DE       =   122 x   78,02   =   9518    40 x  75,83 = 3033 = cpa
ASHM.L       =    41 x  201,50   =   8262    14 x 204,13 = 2858 = cpa
EXO.MI       =   307 x   31,97   =   9815    90 x  31,25 = 2813 = cpa
TSCO.L       =    79 x  164,45   =  12992                -  
ADN.L        =    46 x  226,40   =  10414    12 x 229,13 = 2750 = cpa
GALP.LS      =  1136 x    9,63   =  10940                -  
SEM.LS       =   836 x   11,60   =   9698                -  
SSUN.DE      =    32 x  349,20   =  11174                -  
KPN.AS       =  2650 x    3,27   =   8666                -  
PFC.L        =    13 x  700,00   =   9100     5 x 652,14 = 3261 = cpa
HYU.DE       =   243 x   33,81   =   8216    89 x  33,47 = 2979 = cpa
______________________________________________________________________

______________ Historico.Cartera _____________ Historico.Bestinfond _
  año     Pat0    Rot     Reta    Vola        Reta    Vola    Indice0
         -------------   -------------       -------------    -------
 2014    230000   11%      6,6%   5,2%         0,3%   5,0%     149,51
 2015    245187   18%     11,2%   7,2%        12,7%   8,8%     149,95
 2016    272606   ...     ..,..   .,..        ..,..   .,..     169,88
 2017    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =       8,9%   6,2%         6.5%   6,4%
         RATIO.Reta/Vola =     1,4                 1,0 
______________________________________________________________________

 * CRP.PA = Europa, Deuda Corporativa  =  Lyxor UCITS ETF Euro Corporate Bond
 * MAA.PA = Europa, Deuda Publica  =  Highest Rated Macro-Weighted Govt Bond
 * BESTINFOND = Fondo.Renta.Variable europea (Gestora Bestinver)
 * ^STOXX50E = INDICE EUROSTOXX50

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
Metodo S.I.G.O.:  https://www.rankia.com/blog/gestion-cartera/1921053-metodo-s-i-g-sistema-integrado-gestion-optimizada
© MRNCP379420

El problema fundamental de la Bolsa es la corrupción y manipulación.

#86

Re: S.I.G.O. Bestinver

Top 100

Javi01

21/01/16 06:44

2016-01-20

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________________
2016-01-20      CRP.PA       =  140,37       60         1,7%
2016-01-20      maa.pa       =  138,66      110         2,7%       vender
2016-01-19      bestinfond   =  153,26       57         9,3%
2016-01-20      ^stoxx50e    =    2883      113        15,7%      comprar
2016-01-04      WSH          =   47,18       38        10,7%
2016-01-20      SCHN.SW      =  149,20        1        12,8%
2016-01-20      DE           =   72,00       98        13,6%     71,76 cpa
2016-01-20      WKL.AS       =   28,49       15        14,9%
2016-01-20      una.as       =   37,40        4        17,4%
2016-01-20      muv2.de      =  169,30        6        12,2%
2016-01-20      MTO.L        =  279,00       38        13,5%
2016-01-20      alv.de       =  144,60        1        15,4%
2016-01-20      or.pa        =  144,30       45        17,5%
2016-01-20      ai.pa        =   92,54       95        17,0%     91,77 cpa
2016-01-20      bn.pa        =   58,17        7        15,4%
2016-01-20      viv.pa       =   18,25       32        14,6%
2016-01-20      ibe.mc       =    6,17       80        11,8%      6,42 vta
2016-01-20      mc.pa        =  134,65       68        20,9%    126,75 cpa
2016-01-20      DB1.DE       =   73,14        1        17,3%
2016-01-20      sie.de       =   80,30       53        16,4%
2016-01-20      abi.br       =  105,30        9        17,5%
2016-01-20      INF.L        =  587,00       27        14,3%
2016-01-20      tef.mc       =    8,84      155        17,8%      comprar
2016-01-20      sap.de       =   70,96       37        15,6%
2016-01-20      HO.PA        =   66,83       55        16,8%
2016-01-20      ei.pa        =  107,30        3        18,4%
2016-01-20      dpw.de       =   22,37       98        18,0%     22,29 cpa
2016-01-20      vow3.de      =  104,60      167        26,2%      comprar
2016-01-20      g.mi         =   14,58       84        17,7%     14,19 cpa
2016-01-20      UBM.L        =  490,50       15        15,0%
2016-01-20      rep.mc       =    8,02      208        24,3%      comprar
2016-01-20      bas.de       =   60,12      125        19,2%      comprar
2016-01-20      itx.mc       =   28,21       19        18,9%
2015-12-30      gsz.pa       =   16,43        0        17,5%
2016-01-20      BMW.DE       =   76,77      101        21,9%      comprar
2016-01-20      dai.de       =   63,81       93        21,6%     62,89 cpa
2016-01-20      asml.as      =   77,23       49        22,3%
2016-01-20      phia.as      =   22,39       48        16,0%
2016-01-20      dg.pa        =   57,21       19        16,3%
2016-01-20      dte.de       =   14,90       23        20,3%
2016-01-20      cs.pa        =   21,80       17        18,9%
2016-01-20      eoan.de      =    8,37      105        26,4%      comprar
2016-01-20      ASHM.L       =  199,60      159        19,4%      comprar
2016-01-20      bayn.de      =  100,45       94        21,0%     99,29 cpa
2016-01-20      air.pa       =   54,36       42        22,7%
2016-01-20      eni.mi       =   12,16      114        19,9%      comprar
2016-01-20      ca.pa        =   23,40      104        18,7%      comprar
2016-01-20      EXO.MI       =   29,74      152        23,1%      comprar
2016-01-20      san.mc       =    3,73      189        21,3%      comprar
2016-01-20      TSCO.L       =  152,40      125        22,4%      comprar
2016-01-20      ADN.L        =  216,50      210        22,9%      comprar
2016-01-20      fp.pa        =   36,52       83        19,4%     35,43 cpa
2016-01-20      dbk.de       =   17,72      178        23,6%      comprar
2016-01-20      bbva.mc      =    5,61      187        18,4%      comprar
2016-01-20      su.pa        =   45,93      135        19,8%      comprar
2016-01-20      bnp.pa       =   42,85      123        19,4%      comprar
2016-01-20      GALP.LS      =    9,10       50        25,3%
2016-01-20      SEM.LS       =   10,91       60        22,7%     10,08 cpa
2016-01-20      am.pa        =    1021       45        19,2%
2016-01-20      SSUN.DE      =  356,00       60        22,2%    329,33 cpa
2016-01-20      rwe.de       =   11,11      114        32,8%      comprar
2016-01-20      sgo.pa       =   35,50       61        20,3%     33,05 cpa
2016-01-20      KPN.AS       =    3,19        1        19,8%
2016-01-20      PFC.L        =  663,00       99        29,2%    661,37 cpa
2016-01-20      HYU.DE       =   34,88       84        27,9%     33,65 cpa
2016-01-20      MERCADO      =               75        19,2%

______________________________________________________________________________________________ 11) ORDEN (Criterio.CALIDAD) : las empresas están Ordenadas de mejor a peor. 22) VALORACION (Criterio.OPORTUNIDAD) = Distancia del Precio.Actual al Precio.más.PROBABLE. . . . VALORACION.negativa = Rojo = Infravaloración = Sobreventa = COMPRA [comprar SI menor -100] . . . VALORACION.positiva = Verde = Sobrevaloración = Sobrecompra = VENTA [vender SI mayor +100] . . . Está Operativamente NORMALIZADA a 100 [menor -100% = COMPRAR, mayor +100% = VENDER ]. 33) Volatilidad = Volatilidad.FUTURA Anual (Desviación.Típica Anual, MAS PROBABLE) 44) MERCADO : este Mercado se encuentra a un 3% de las condiciones.optimas de COMPRA. Las Empresas MAYUSCULAS son las que también están en la Cartera Optimizada. Además de ser de las mejores, se intenta que estén sectorialmente DIVERSIFICADAS. Detalles: https://www.rankia.com/blog/gestion-cartera/617711-tabla-valoraciones ______________________________________________________________________________________________

______________________ CARTERA OPTIMIZADA 2016 _______________________
Patrimonio.Inicial(Pat0) = 272606
Patrimonio.Actual = 245702 = RentaVariable + Liquidez 
RentaVariable = 232362
Liquidez = 13340  [incluye Dividendos=0]

RENTABILIDAD(Reta) = -26904 =- 9,9% a 2016-01-20
VOLATILIDAD.anual(Vola) = 9,7%
Correlación = 59%
Rotación.Cartera(Rot) = 17063 = 6,3%
________________________________________________________ Operativa.Programada ____

CRP.PA       =   159 x  140,37   =  22319   159 x 138,96 =22095 = vta
WSH          =   257 x   47,18   =  12125                -  
SCHN.SW      =    69 x  149,20   =  10295                -  
DE           =   140 x   72,00   =  10080                -  
WKL.AS       =   334 x   28,49   =   9516                -  
MTO.L        =    39 x  279,00   =  10881                -  
DB1.DE       =   127 x   73,14   =   9289                -  
INF.L        =    17 x  587,00   =   9979                -  
HO.PA        =   170 x   66,83   =  11361                -  
UBM.L        =    21 x  490,50   =  10300                -  
BMW.DE       =   162 x   76,77   =  12437                -  
ASHM.L       =    55 x  199,60   =  10978    13 x 190,53 = 2477 = cpa
EXO.MI       =   397 x   29,74   =  11807                -  
TSCO.L       =    79 x  152,40   =  12040                -  
ADN.L        =    58 x  216,50   =  12557    13 x 205,72 = 2674 = cpa
GALP.LS      =  1136 x    9,10   =  10338                -  
SEM.LS       =   836 x   10,91   =   9121                -  
SSUN.DE      =    32 x  356,00   =  11392                -  
KPN.AS       =  2650 x    3,19   =   8454                -  
PFC.L        =    13 x  663,00   =   8619     5 x 661,41 = 3307 = cpa
HYU.DE       =   243 x   34,88   =   8476    89 x  33,47 = 2979 = cpa
______________________________________________________________________

______________ Historico.Cartera _____________ Historico.Bestinfond _
  año     Pat0    Rot     Reta    Vola        Reta    Vola    Indice0
         -------------   -------------       -------------    -------
 2014    230000   11%      6,6%   5,2%         0,3%   5,0%     149,51
 2015    245187   18%     11,2%   7,2%        12,7%   8,8%     149,95
 2016    272606   ...     ..,..   .,..        ..,..   .,..     169,88
 2017    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =       8,9%   6,2%         6.5%   6,4%
         RATIO.Reta/Vola =     1,4                 1,0 
______________________________________________________________________

 * CRP.PA = Europa, Deuda Corporativa  =  Lyxor UCITS ETF Euro Corporate Bond
 * MAA.PA = Europa, Deuda Publica  =  Highest Rated Macro-Weighted Govt Bond
 * BESTINFOND = Fondo.Renta.Variable europea (Gestora Bestinver)
 * ^STOXX50E = INDICE EUROSTOXX50

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
Metodo S.I.G.O.:  https://www.rankia.com/blog/gestion-cartera/1921053-metodo-s-i-g-sistema-integrado-gestion-optimizada
© MRNCP379420

El problema fundamental de la Bolsa es la corrupción y manipulación.

#87

Re: S.I.G.O. Bestinver

Top 100

Javi01

23/01/16 22:19

2016-01-22

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________________
2016-01-22      crp.pa       =  140,97       71         1,7%    142,49 vta
2016-01-22      maa.pa       =  138,72      111         2,7%       vender
2016-01-21      bestinfond   =  151,09       72         9,4%    146,93 cpa
2016-01-21      ^stoxx50e    =    2944       96        15,9%   2930,07 cpa
2016-01-04      WSH          =   47,18       43        10,7%
2016-01-22      SCHN.SW      =  153,30       12        12,8%
2016-01-22      DE           =   74,61       58        13,7%
2016-01-22      WKL.AS       =   30,30       43        15,3%
2016-01-22      una.as       =   39,34       27        17,7%
2016-01-22      muv2.de      =  173,45       41        12,3%
2016-01-22      MTO.L        =  277,40       33        13,6%
2016-01-22      alv.de       =  148,15       33        15,4%
2016-01-22      or.pa        =  150,50       15        17,7%
2016-01-22      ai.pa        =   96,38       55        17,3%
2016-01-22      bn.pa        =   59,61        6        15,4%
2016-01-22      viv.pa       =   19,57        9        15,0%
2016-01-22      ibe.mc       =    6,30      114        11,8%       vender
2016-01-22      mc.pa        =  143,15       26        21,3%
2016-01-22      DB1.DE       =   75,87       26        17,4%
2016-01-22      sie.de       =   83,24       24        16,4%
2016-01-22      abi.br       =  111,45       32        17,8%
2016-01-22      INF.L        =  610,50       47        14,5%
2016-01-22      tef.mc       =    9,52       90        18,2%      9,31 cpa
2016-01-22      sap.de       =   72,00       56        15,6%
2016-01-22      HO.PA        =   69,94       82        17,0%     72,53 vta
2016-01-22      ei.pa        =  111,25       16        18,5%
2016-01-22      dpw.de       =   23,43       37        18,2%
2016-01-22      vow3.de      =  112,95       97        26,8%    111,92 cpa
2016-01-22      g.mi         =   14,92       56        17,7%
2016-01-22      UBM.L        =  515,00       12        15,2%
2016-01-22      rep.mc       =    8,94      127        25,1%      comprar
2016-01-22      bas.de       =   62,94       59        19,4%
2016-01-22      itx.mc       =   29,56        6        19,2%
2015-12-30      gsz.pa       =   16,43        0        17,5%
2016-01-22      BMW.DE       =   79,71       47        21,9%
2016-01-22      dai.de       =   66,23       35        21,7%
2016-01-22      asml.as      =   83,60        2        22,7%
2016-01-22      phia.as      =   22,66       31        15,9%
2016-01-22      dg.pa        =   60,22       43        16,4%
2016-01-22      dte.de       =   15,85       21        20,8%
2016-01-22      cs.pa        =   22,45        1        18,9%
2016-01-22      eoan.de      =    8,88       37        26,7%
2016-01-22      ASHM.L       =  204,70      115        19,6%      comprar
2016-01-22      bayn.de      =  105,55       42        21,2%
2016-01-22      air.pa       =   56,95       13        22,9%
2016-01-22      eni.mi       =   12,97       62        20,2%
2016-01-22      ca.pa        =   25,30       47        19,1%
2016-01-22      EXO.MI       =   31,01      105        23,3%      comprar
2016-01-22      san.mc       =    4,02      121        21,7%      comprar
2016-01-22      TSCO.L       =  160,55       78        22,7%    151,47 cpa
2016-01-22      ADN.L        =  232,10      142        23,3%      comprar
2016-01-22      fp.pa        =   39,26       32        19,8%
2016-01-22      dbk.de       =   17,58      141        23,9%      comprar
2016-01-22      bbva.mc      =    5,96      123        18,7%      comprar
2016-01-22      su.pa        =   49,18       78        20,1%     46,62 cpa
2016-01-22      bnp.pa       =   44,45       81        19,5%     42,52 cpa
2016-01-22      GALP.LS      =    9,86        5        25,8%
2016-01-22      SEM.LS       =   11,00       43        22,7%
2016-01-22      am.pa        =    1067       14        19,4%
2016-01-22      SSUN.DE      =  374,85       24        22,3%
2016-01-22      rwe.de       =   11,99       49        33,3%
2016-01-22      sgo.pa       =   37,39       24        20,5%
2016-01-22      KPN.AS       =    3,38       21        20,1%
2016-01-22      PFC.L        =  739,00       38        30,2%
2016-01-22      HYU.DE       =   36,50       49        28,1%
2016-01-22      MERCADO      =               37        11,3%

______________________________________________________________________________________________ 11) ORDEN (Criterio.CALIDAD) : las empresas están Ordenadas de mejor a peor. 22) VALORACION (Criterio.OPORTUNIDAD) = Distancia del Precio.Actual al Precio.más.PROBABLE. . . . VALORACION.negativa = Rojo = Infravaloración = Sobreventa = COMPRA [comprar SI menor -100] . . . VALORACION.positiva = Verde = Sobrevaloración = Sobrecompra = VENTA [vender SI mayor +100] . . . Está Operativamente NORMALIZADA a 100 [menor -100% = COMPRAR, mayor +100% = VENDER ]. 33) Volatilidad = Volatilidad.FUTURA Anual (Desviación.Típica Anual, MAS PROBABLE) . . . MERCADO = agitado (su volatilidad es un 37% mayor de lo habitual) Las Empresas MAYUSCULAS son las que también están en la Cartera Optimizada. Además de ser de las mejores, se intenta que estén sectorialmente DIVERSIFICADAS. Detalles: https://www.rankia.com/blog/gestion-cartera/617711-tabla-valoraciones ______________________________________________________________________________________________

______________________ CARTERA OPTIMIZADA 2016 _______________________
Patrimonio.Inicial(Pat0) = 272606
Patrimonio.Actual = 254694 = RentaVariable + Liquidez 
RentaVariable = 219259
Liquidez = 35435  [incluye Dividendos=0]

RENTABILIDAD(Reta) = -17912 =- 6,6% a 2016-01-22
VOLATILIDAD.anual(Vola) = 9,7%
Correlación = 58%
Rotación.Cartera(Rot) = 17063 = 6,3%
________________________________________________________ Operativa.Programada ____

WSH          =   257 x   47,18   =  12125                -  
SCHN.SW      =    69 x  153,30   =  10578                -  
DE           =   140 x   74,61   =  10445                -  
WKL.AS       =   334 x   30,30   =  10120                -  
MTO.L        =    39 x  277,40   =  10819                -  
DB1.DE       =   127 x   75,87   =   9635                -  
INF.L        =    17 x  610,50   =  10378                -  
HO.PA        =   170 x   69,94   =  11890                -  
UBM.L        =    21 x  515,00   =  10815                -  
BMW.DE       =   162 x   79,71   =  12913                -  
ASHM.L       =    55 x  204,70   =  11259    13 x 190,53 = 2477 = cpa
EXO.MI       =   397 x   31,01   =  12311                -  
TSCO.L       =    79 x  160,55   =  12683                -  
ADN.L        =    58 x  232,10   =  13462                -  
GALP.LS      =  1136 x    9,86   =  11201                -  
SEM.LS       =   836 x   11,00   =   9196                -  
SSUN.DE      =    32 x  374,85   =  11995                -  
KPN.AS       =  2650 x    3,38   =   8957                -  
PFC.L        =    13 x  739,00   =   9607                -  
HYU.DE       =   243 x   36,50   =   8870    89 x  33,47 = 2979 = cpa
______________________________________________________________________

______________ Historico.Cartera _____________ Historico.Bestinfond _
  año     Pat0    Rot     Reta    Vola        Reta    Vola    Indice0
         -------------   -------------       -------------    -------
 2014    230000   11%      6,6%   5,2%         0,3%   5,0%     149,51
 2015    245187   18%     11,2%   7,2%        12,7%   8,8%     149,95
 2016    272606   ...     ..,..   .,..        ..,..   .,..     169,88
 2017    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =       8,9%   6,2%         6.5%   6,4%
         RATIO.Reta/Vola =     1,4                 1,0 
______________________________________________________________________

 * CRP.PA = Europa, Deuda Corporativa  =  Lyxor UCITS ETF Euro Corporate Bond
 * MAA.PA = Europa, Deuda Publica  =  Highest Rated Macro-Weighted Govt Bond
 * BESTINFOND = Fondo.Renta.Variable europea (Gestora Bestinver)
 * ^STOXX50E = INDICE EUROSTOXX50

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
Metodo S.I.G.O.:  https://www.rankia.com/blog/gestion-cartera/1921053-metodo-s-i-g-sistema-integrado-gestion-optimizada
© MRNCP379420

El problema fundamental de la Bolsa es la corrupción y manipulación.

#88

Re: S.I.G.O. Bestinver

Top 100

Javi01

09/02/16 05:41

2016-02-08

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________________
2016-02-08      CRP.PA       =  141,56       79         1,7%    142,64 vta
2016-02-08      MAA.PA       =  141,20      145         2,7%       vender
2016-02-05      BESTINFOND   =  154,48       48         9,7%
2016-02-08      ^STOXX50E    =    2785      131        16,3%      comprar
2016-01-04      WSH          =   47,18       33        10,7%
2016-02-08      SCHN.SW      =  156,50       15        13,2%
2016-02-08      DE           =   77,07       41        14,6%
2016-02-08      WKL.AS       =   29,14       17        15,4%
2016-02-08      UNA.AS       =   37,62        6        17,7%
2016-02-08      MUV2.DE      =  169,35       22        12,8%
2016-02-08      MTO.L        =  271,10       52        13,7%    251,42 cpa
2016-02-08      ALV.DE       =  135,10        7        15,7%
2016-02-08      OR.PA        =  150,05       19        17,4%
2016-02-08      AI.PA        =   92,40       85        16,7%     89,83 cpa
2016-02-08      BN.PA        =   60,25        7        15,4%
2016-02-08      VIV.PA       =   16,77       84        15,3%     16,31 cpa
2016-02-08      IBE.MC       =    6,14       22        11,9%
2016-02-08      MC.PA        =  151,70        6        21,0%
2016-02-08      DB1.DE       =   72,93        6        18,0%
2016-02-08      SIE.DE       =   82,55       33        17,3%
2016-02-08      ABI.BR       =  102,95        5        18,5%
2016-02-08      INF.L        =  588,00       20        14,7%
2016-02-08      TEF.MC       =    9,15      115        19,2%      comprar
2016-02-08      SAP.DE       =   65,98       11        16,3%
2016-02-08      HO.PA        =   61,85       15        18,0%
2016-02-08      EI.PA        =  105,60        9        18,8%
2016-02-08      DPW.DE       =   20,11      113        18,8%      comprar
2016-02-08      VOW3.DE      =   97,96      152        26,9%      comprar
2016-02-08      G.MI         =   11,86      166        19,1%      comprar
2016-02-08      UBM.L        =  484,60       23        15,2%
2016-02-08      REP.MC       =    8,95      121        28,2%      comprar
2016-02-08      BAS.DE       =   57,84      102        19,2%      comprar
2016-02-08      ITX.MC       =   27,56       33        19,5%
2015-12-30      GSZ.PA       =   16,43        0        17,5%
2016-02-08      BMW.DE       =   69,30      110        22,2%      comprar
2016-02-08      DAI.DE       =   59,36       87        21,6%     57,69 cpa
2016-02-08      ASML.AS      =   76,48       42        22,7%
2016-02-08      PHIA.AS      =   21,81       57        16,8%     20,19 cpa
2016-02-08      DG.PA        =   59,36       25        16,8%
2016-02-08      DTE.DE       =   14,30       25        21,3%
2016-02-08      CS.PA        =   19,59       74        19,6%     18,62 cpa
2016-02-08      EOAN.DE      =    9,06       28        27,4%
2016-02-08      ASHM.L       =  216,00       98        20,2%    215,24 cpa
2016-02-08      BAYN.DE      =   94,51       97        21,0%     93,90 cpa
2016-02-08      AIR.PA       =   51,13       67        23,6%     47,57 cpa
2016-02-08      ENI.MI       =   12,08      100        20,6%      comprar
2016-02-08      CA.PA        =   24,24       73        19,2%     23,02 cpa
2016-02-08      EXO.MI       =   24,67      196        24,1%      comprar
2016-02-08      SAN.MC       =    3,52      168        24,6%      comprar
2016-02-08      TSCO.L       =  172,60       48        23,1%
2016-02-08      ADN.L        =  230,10      147        25,7%      comprar
2016-02-08      FP.PA        =   38,17       49        20,3%
2016-02-08      DBK.DE       =   13,82      223        25,7%      comprar
2016-02-08      BBVA.MC      =    5,57      154        20,5%      comprar
2016-02-08      SU.PA        =   49,11       81        21,2%     47,20 cpa
2016-02-08      BNP.PA       =   39,30      140        21,0%      comprar
2016-02-08      GALP.LS      =   10,85       20        25,8%
2016-02-08      SEM.LS       =   10,30       78        22,3%      9,83 cpa
2016-02-08      AM.PA        =     880      114        20,1%      comprar
2016-02-08      SSUN.DE      =  360,30       46        22,3%
2016-02-08      RWE.DE       =   12,17       47        33,0%
2016-02-08      SGO.PA       =   33,20       86        21,0%     32,23 cpa
2016-02-08      KPN.AS       =    3,34       15        20,2%
2016-02-08      PFC.L        =  723,00       50        30,6%
2016-02-08      HYU.DE       =   35,10       68        27,9%     32,49 cpa
2016-02-08      MERCADO      =               71        11,5%

______________________________________________________________________________________________ 11) ORDEN (Criterio.CALIDAD) : las empresas están Ordenadas de mejor a peor. 22) VALORACION (Criterio.OPORTUNIDAD) = Distancia del Precio.Actual al Precio.más.PROBABLE. . . . VALORACION.negativa = Rojo = Infravaloración = Sobreventa = COMPRA [comprar SI menor -100] . . . VALORACION.positiva = Verde = Sobrevaloración = Sobrecompra = VENTA [vender SI mayor +100] . . . Está Operativamente NORMALIZADA a 100 [menor -100% = COMPRAR, mayor +100% = VENDER ]. 33) Volatilidad = Volatilidad.FUTURA Anual (Desviación.Típica Anual, MAS PROBABLE) 00) MERCADO : este Mercado se encuentra a un 4% de las condiciones.optimas de COMPRA. 00) MERCADO = agitado (su volatilidad es un 39.3% mayor de lo habitual) Las Empresas en NEGRITA son las que también están en la Cartera Optimizada. Además de ser de las mejores (Blue.Chips), se intenta que estén sectorialmente DIVERSIFICADAS (no clonadas). Detalles.Tabla: https://www.rankia.com/blog/gestion-cartera/617711-tabla-valoraciones ______________________________________________________________________________________________

______________________ CARTERA OPTIMIZADA 2016 _______________________
Patrimonio.Inicial(Pat0) = 272606
Patrimonio.Actual = 248531 = RentaVariable + Liquidez 
RentaVariable = 213096
Liquidez = 35435  [incluye Dividendos=0]

RENTABILIDAD(Reta) = -24075 =- 8,8% a 2016-02-08
VOLATILIDAD.anual(Vola) = 9,8%
Correlación = 58%
Rotación.Cartera(Rot) = 17063 = 6,3%
________________________________________________________ Operativa.Programada ____

WSH          =   257 x   47,18   =  12125                -  
SCHN.SW      =    69 x  156,50   =  10799                -  
DE           =   140 x   77,07   =  10790                -  
WKL.AS       =   334 x   29,14   =   9733                -  
MTO.L        =    39 x  271,10   =  10573                -  
DB1.DE       =   127 x   72,93   =   9262                -  
INF.L        =    17 x  588,00   =   9996                -  
HO.PA        =   170 x   61,85   =  10515                -  
UBM.L        =    21 x  484,60   =  10177                -  
BMW.DE       =   162 x   69,30   =  11227                -  
ASHM.L       =    55 x  216,00   =  11880    13 x 190,53 = 2477 = cpa
EXO.MI       =   397 x   24,67   =   9794   122 x  25,11 = 3063 = cpa
TSCO.L       =    79 x  172,60   =  13635                -  
ADN.L        =    58 x  230,10   =  13346                -  
GALP.LS      =  1136 x   10,85   =  12326                -  
SEM.LS       =   836 x   10,30   =   8611   300 x   9,83 = 2949 = cpa
SSUN.DE      =    32 x  360,30   =  11530                -  
KPN.AS       =  2650 x    3,34   =   8851                -  
PFC.L        =    13 x  723,00   =   9399                -  
HYU.DE       =   243 x   35,10   =   8529    89 x  33,47 = 2979 = cpa
______________________________________________________________________

______________ Historico.Cartera _____________ Historico.Bestinfond _
  año     Pat0    Rot     Reta    Vola        Reta    Vola    Indice0
         -------------   -------------       -------------    -------
 2014    230000   11%      6,6%   5,2%         0,3%   5,0%     149,51
 2015    245187   18%     11,2%   7,2%        12,7%   8,8%     149,95
 2016    272606   ...     ..,..   .,..        ..,..   .,..     169,88
 2017    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =       8,9%   6,2%         6.5%   6,4%
         RATIO.Reta/Vola =     1,4                 1,0 
______________________________________________________________________

 * CRP.PA = Europa, Deuda Corporativa  =  Lyxor UCITS ETF Euro Corporate Bond
 * MAA.PA = Europa, Deuda Publica  =  Highest Rated Macro-Weighted Govt Bond
 * BESTINFOND = Fondo.Renta.Variable europea (Gestora Bestinver)
 * ^STOXX50E = INDICE EUROSTOXX50

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
Metodo S.I.G.O.:  https://www.rankia.com/blog/gestion-cartera/1921053-metodo-s-i-g-sistema-integrado-gestion-optimizada
© MRNCP379420

El problema fundamental de la Bolsa es la corrupción y manipulación.