2014-09-26
Empresas Precio VALORACION Volatilidad Operativa
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^ibex = 10851 43 10,1%
TEF.MC = 12,30 27 10,9%
ITX.MC = 21,87 32 11,3%
IBE.MC = 5,59 60 9,6%
AMS.MC = 28,77 31 12,0%
REP.MC = 18,82 18 11,1%
EBRO.MC = 15,04 6 9,3%
eng.mc = 25,14 88 11,2% 25,83 vta
SAN.MC = 7,72 67 14,0% 8,36 vta
VIS.MC = 43,24 45 10,3%
FER.MC = 15,22 33 11,7%
REE.MC = 67,48 105 11,6% vender
ABE.MC = 15,72 18 11,7%
GAS.MC = 23,22 86 11,9% 23,96 vta
bbva.mc = 9,67 42 15,3%
TRE.MC = 41,39 22 11,6%
ele.mc = 31,18 119 10,8% vender
GRF.MC = 32,26 18 15,0%
ZOT.MC = 9,86 50 11,1%
ACS.MC = 30,47 38 14,0%
mdf.mc = 3,77 63 11,5%
DIA.MC = 5,75 19 15,3%
BME.MC = 30,50 31 15,4%
MAP.MC = 2,83 5 15,9%
caf.mc = 263,90 75 12,3% 240,00 cpa
ACX.MC = 12,13 35 15,5%
psg.mc = 4,83 11 14,7%
idr.mc = 10,82 26 17,1%
ohl.mc = 26,72 23 17,1%
jaz.mc = 12,77 114 17,4% vender
mts.mc = 10,98 6 16,9%
tl5.mc = 9,68 52 18,8%
mel.mc = 8,52 8 16,7%
alm.mc = 11,68 18 16,3%
ana.mc = 57,95 10 19,2%
iag.mc = 4,74 17 21,5%
MERCADO = 32 8,2%
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11)
ORDEN (Criterio.CALIDAD) : las empresas estan Ordenadas de mejor a peor.
22)
VALORACION (Criterio.OPORTUNIDAD) = Distancia del Precio.Actual al mas Probable (Esperanza.Matematica).
. . . Valoracion.Negativa = Rojo = Infravaloracion = Sobreventa = compra
. . . Valoracion.Positiva = Verde = Sobrevaloracion = Sobrecompra = Venta
. . . Esta Operativamente NORMALIZADA a 100 [menor -100% = COMPRAR, mayor +100% = VENDER ].
33)
Volatilidad = Volatilidad.FUTURA Anual (Desviacion.Tipica Anual, MAS PROBABLE)
Las Empresas MAYUSCULAS son las que tambien estan en la Cartera Optimizada.
Ademas de ser de las mejores, se intenta que esten sectorialmente DIVERSIFICADAS.
Detalles:
https://www.rankia.com/blog/gestion-cartera/617711-tabla-valoraciones
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CARTERA OPTIMIZADA 2014
Patrimonio.Inicial(Pat0) = 198979
Patrimonio.Actual = 210687 = RentaVariable + Liquidez
RentaVariable = 130307
Liquidez = 80380 [incluye Dividendos=2952]
RENTABILIDAD(Reta) = 11708 = 5,9% a 2014-09-26
VOLATILIDAD.anual(Vola) = 5,6%
Correlacion = 74,0%
Rotacion.Cartera(Rot) = 14744 = 7,4%
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TEF.MC = 687 x 12,30 = 8450
ITX.MC = 310 x 21,87 = 6780
IBE.MC = 1561 x 5,59 = 8726
AMS.MC = 232 x 28,77 = 6675
REP.MC = 316 x 18,82 = 5947
EBRO.MC = 445 x 15,04 = 6693
SAN.MC = 810 x 7,72 = 6253
VIS.MC = 143 x 43,24 = 6183
FER.MC = 468 x 15,22 = 7123
REE.MC = 120 x 67,48 = 8098
ABE.MC = 466 x 15,72 = 7326
GAS.MC = 358 x 23,22 = 8313
TRE.MC = 136 x 41,39 = 5629
GRF.MC = 169 x 32,26 = 5452
ZOT.MC = 489 x 9,86 = 4822
ACS.MC = 190 x 30,47 = 5789
DIA.MC = 1008 x 5,75 = 5796
BME.MC = 175 x 30,50 = 5337
MAP.MC = 1684 x 2,83 = 4766
ACX.MC = 507 x 12,13 = 6150
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Operativa Programada
REE.MC = 24 x 71,18 = 1708 = VENTA
GAS.MC = 78 x 24,92 = 1944 = VENTA
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. . . . . . . . Historico.Cartera . . . Historico.IBEX
año Pat0 Rot Reta Vola Reta Vola
------------- ------------- -------------
2012 149524 23% 11,2% 8,2% -4,7% 16,7%
2013 166258 19% 19,7% 5,5% 21,4% 10,8%
2014 198979 ... ..,.. .,.. ..,.. .,..
------------- -------------
PROMEDIOS = 15,5% 6,8% 8.4% 13,7%
RATIO.Reta/Vola = 2,3 0,6
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Detalles:
https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
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