S.I.G.O. Bestinver (18/24)

#137

Re: S.I.G.O. Bestinver

04/03/17 11:38

2017-03-03

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-03-03      CRP.PA       =  145,32       57         1,8%
2017-03-03      MAA.PA       =  140,25       26         2,9%
2017-03-03      ^IBEX        =    9799       51        13,2%
2017-03-03      REE.MC       =   17,35       12        11,2%
2017-03-03      IBE.MC       =    6,34       83        12,3%      6,45 vta
2017-03-03      ELE.mc       =   20,12      138        11,6%       vender
2017-03-03      ENG.MC       =   23,53        4        11,9%
2017-03-03      AMS.MC       =   44,54      100        12,6%     44,56 vta
2017-03-03      ITX.MC       =   30,63       13        14,0%
2017-03-03      ABE.MC       =   14,12       37        12,6%
2017-03-03      AENA.MC      =  134,85      100        13,5%    134,86 vta
2017-03-03      EBRO.MC      =   19,13       59        10,7%     19,92 vta
2017-03-03      FER.MC       =   17,94        8        14,5%
2017-03-03      GAS.mc       =   18,62       73        14,0%     19,17 vta
2017-03-03      TEF.MC       =    9,98       88        16,7%     10,13 vta
2017-03-03      VIS.MC       =   48,59       24        12,9%
2017-03-03      GRF.MC       =   21,16       90        14,6%     21,41 vta
2017-03-03      SAY.mc       =    8,24        1        10,7%
2017-03-03      ANA.mc       =   74,70      114        14,6%       vender
2017-03-03      CLNX.mc      =   14,39        4        14,7%
2017-03-03      BKT.mc       =    7,35       78        15,6%      7,54 vta
2017-03-03      MRL.MC       =   10,70       45        15,4%     11,40 vta
2017-03-03      ACS.mc       =   30,41       91        16,4%     30,75 vta
2017-03-03      REP.MC       =   14,30      119        18,4%       vender
2017-03-03      BME.MC       =   29,91       61        14,7%     31,28 vta
2017-03-03      LOG.MC       =   21,31       65        13,6%     22,13 vta
2017-03-03      BBVA.MC      =    6,59       75        20,8%      6,81 vta
2017-03-03      DIA.mc       =    5,23       32        17,5%
2017-03-03      SAN.mc       =    5,32      119        21,9%       vender
2017-03-03      MEL.MC       =   12,50       98        16,1%     12,53 vta
2017-03-03      TL5.MC       =   11,21       47        16,8%     11,94 vta
2017-03-03      GAM.mc       =   21,36      118        18,1%       vender
2017-03-03      ZOT.MC       =    7,51       32        14,9%
2017-03-03      FCC.mc       =    8,68       63        17,1%      9,08 vta
2017-03-03      COL.MC       =    6,85       41        15,6%      7,33 vta
2017-03-03      CIE.MC       =   18,16       96        16,0%     18,25 vta
2017-03-03      MAP.MC       =    3,02      152        18,7%       vender
2017-03-03      ALB.mc       =   43,65       95        14,2%     43,88 vta
2017-03-03      TRE.mc       =   36,80       73        18,5%     38,06 vta
2017-03-03      IDR.MC       =   11,82       89        18,7%     11,98 vta
2017-03-03      GCO.mc       =   31,63      111        15,9%       vender
2017-03-03      ALM.MC       =   15,16       23        17,0%
2017-03-03      PSG.MC       =    5,55        9        17,4%
2017-03-03      APPS.mc      =   11,28      158        18,0%       vender
2017-03-03      ACX.MC       =   14,00      140        20,1%       vender
2017-03-03      A3M.mc       =   10,86       55        20,1%     11,52 vta
2017-03-03      IAG.mc       =    6,33       97        23,9%      6,35 vta
2017-03-03      bdl.MC       =  117,00      105        16,7%       vender
2017-03-03      eno.mc       =    9,30       88        15,7%      9,43 vta
2017-03-03      pac.mc       =    6,18      166        18,1%       vender
2017-03-03      MCM.mc       =   26,31      141        18,1%       vender
2017-03-03      FAE.mc       =    3,44       82        19,1%      3,52 vta
2017-03-03      FDR.mc       =    4,98      175        18,5%       vender
2017-03-03      DOM.mc       =    3,53      131        18,8%       vender
2017-03-03      tlgo.mc      =    4,72       22        22,0%
2017-03-03      enc.mc       =    2,73       89        23,3%      2,77 vta
2017-03-03      tub.MC       =    3,10      127        21,3%       vender
2017-03-03      IBG.mc       =   29,30      303        19,4%       vender
2017-03-03      LGT.mc       =   17,83      187        20,6%       vender
2017-03-03      MERCADO      =               90         8,9%

______________________________________________________________________________________________ 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 1% de las condiciones.optimas de VENTA. 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 2017 _______________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 327852 = RentaVariable + Liquidez 
RentaVariable = 241458
Liquidez = 86394  [incluye Dividendos=353]

RENTABILIDAD(Reta) = 19048 = 6,2% a 2017-03-03
VOLATILIDAD.anual(Vola) = 6,5%
Correlación = 51%
Rotación.Cartera(Rot) = 16047 = 5,2%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   30,63   =   6249                -  
FER.MC       =   421 x   17,94   =   7553                -  
GAS.mc       =   370 x   18,62   =   6888                -  
TEF.MC       =   811 x    9,98   =   8097   230 x  10,13 = 2330 = vta
GRF.MC       =   369 x   21,16   =   7810    98 x  21,74 = 2131 = vta
SAY.mc       =   936 x    8,24   =   7710                -  
BKT.mc       =   901 x    7,35   =   6623                -  
MRL.MC       =   642 x   10,70   =   6866                -  
REP.MC       =   373 x   14,30   =   5332                -  
BME.MC       =   237 x   29,91   =   7089                -  
DIA.mc       =  1612 x    5,23   =   8424                -  
MEL.MC       =   598 x   12,50   =   7475   162 x  13,18 = 2135 = vta
GAM.mc       =   345 x   21,36   =   7367    95 x  22,55 = 2142 = vta
COL.MC       =  1008 x    6,85   =   6900                -  
CIE.MC       =   330 x   18,16   =   5993                -  
MAP.MC       =  2062 x    3,02   =   6235                -  
ALB.mc       =   151 x   43,65   =   6591                -  
TRE.mc       =   153 x   36,80   =   5630                -  
IDR.MC       =   637 x   11,82   =   7529   181 x  12,53 = 2268 = vta
GCO.mc       =   200 x   31,63   =   6326                -  
ALM.MC       =   450 x   15,16   =   6822                -  
PSG.MC       =  1117 x    5,55   =   6199                -  
APPS.mc      =   526 x   11,28   =   5933                -  
ACX.MC       =   525 x   14,00   =   7350   147 x  14,67 = 2156 = vta
IAG.mc       =   954 x    6,33   =   6034                -  
bdl.MC       =    55 x  117,00   =   6435                -  
eno.mc       =   738 x    9,30   =   6863                -  
pac.mc       =   939 x    6,18   =   5803                -  
MCM.mc       =   268 x   26,31   =   7051    72 x  28,26 = 2035 = vta
FDR.mc       =  1109 x    4,98   =   5523                -  
DOM.mc       =  2119 x    3,53   =   7480   586 x   3,67 = 2151 = vta
tlgo.mc      =  1466 x    4,72   =   6922                -  
enc.mc       =  2642 x    2,73   =   7199                -  
tub.MC       =  1637 x    3,10   =   5067                -  
IBG.mc       =   199 x   29,30   =   5831                -  
LGT.mc       =   351 x   17,83   =   6258                -  
______________________________________________________________________

______________ 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   36%     13,3%   7,7%        10,5%   8,6%     169,88
 2017    308804   ...     ..,..   .,..        ..,..   .,..     187,79
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =      10,4%   6,7%         7.8%   7,5%
         RATIO.Reta/Vola =     1,6                 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

#138

Re: S.I.G.O. Bestinver

11/03/17 18:27

2017-03-10

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-03-10      CRP.PA       =  144,77       46         1,8%
2017-03-10      MAA.PA       =  138,92        6         2,9%
2017-03-10      ^IBEX        =   10006       70        13,0%  10301,00 vta
2017-03-10      REE.MC       =   17,17       15        10,9%
2017-03-10      IBE.MC       =    6,30       76        12,3%      6,46 vta
2017-03-10      ELE.mc       =   20,37      147        11,6%       vender
2017-03-10      ENG.MC       =   23,29        7        11,9%
2017-03-10      AMS.MC       =   44,86      105        12,5%       vender
2017-03-10      ITX.MC       =   31,44       35        13,9%
2017-03-10      ABE.MC       =   14,19       40        12,5%     15,12 vta
2017-03-10      AENA.MC      =  135,60      103        13,3%       vender
2017-03-10      EBRO.MC      =   19,06       55        10,5%     19,92 vta
2017-03-10      FER.MC       =   17,92        7        14,3%
2017-03-10      GAS.mc       =   18,47       65        13,9%     19,19 vta
2017-03-10      TEF.MC       =   10,35      115        16,4%       vender
2017-03-10      VIS.MC       =   48,07       15        12,9%
2017-03-10      GRF.MC       =   20,91       77        14,3%     21,44 vta
2017-03-10      SAY.mc       =    8,22        1        10,5%
2017-03-10      ANA.mc       =   72,61       86        14,5%     73,78 vta
2017-03-10      CLNX.mc      =   15,25       36        14,7%
2017-03-10      BKT.mc       =    7,49       87        15,4%      7,60 vta
2017-03-10      MRL.MC       =   10,47       26        15,3%
2017-03-10      ACS.mc       =   30,20       83        16,1%     30,81 vta
2017-03-10      REP.MC       =   14,43      122        18,2%       vender
2017-03-10      BME.MC       =   29,78       79        14,6%     30,47 vta
2017-03-10      LOG.MC       =   21,81       84        13,6%     22,19 vta
2017-03-10      BBVA.MC      =    6,89      106        20,5%       vender
2017-03-10      DIA.mc       =    5,12       16        17,4%
2017-03-10      SAN.mc       =    5,49      139        21,6%       vender
2017-03-10      MEL.MC       =   12,54       98        16,0%     12,57 vta
2017-03-10      TL5.MC       =   11,40       60        16,7%     11,96 vta
2017-03-10      GAM.mc       =   21,60      126        17,8%       vender
2017-03-10      ZOT.MC       =    7,60       28        14,7%
2017-03-10      FCC.mc       =    8,58       52        17,0%      9,09 vta
2017-03-10      COL.MC       =    6,79       35        15,3%
2017-03-10      CIE.MC       =   17,58       60        15,9%     18,43 vta
2017-03-10      MAP.MC       =    3,04      155        18,2%       vender
2017-03-10      ALB.mc       =   43,65       93        14,0%     44,00 vta
2017-03-10      TRE.mc       =   37,25       81        18,2%     38,15 vta
2017-03-10      IDR.MC       =   11,80       86        18,5%     12,00 vta
2017-03-10      GCO.mc       =   31,89      115        15,9%       vender
2017-03-10      ALM.MC       =   14,76        2        16,7%
2017-03-10      PSG.MC       =    5,75       35        17,5%
2017-03-10      APPS.mc      =   10,86      122        17,7%       vender
2017-03-10      ACX.MC       =   13,10       83        20,1%     13,39 vta
2017-03-10      A3M.mc       =   10,95       59        19,9%     11,55 vta
2017-03-10      IAG.mc       =    6,48      109        23,7%       vender
2017-03-10      bdl.MC       =  118,50      111        16,8%       vender
2017-03-10      eno.mc       =    9,30       87        15,4%      9,44 vta
2017-03-10      pac.mc       =    6,19      165        18,0%       vender
2017-03-10      MCM.mc       =   26,97      159        17,8%       vender
2017-03-10      FAE.mc       =    3,43       77        18,7%      3,53 vta
2017-03-10      FDR.mc       =    4,95      167        18,5%       vender
2017-03-10      DOM.mc       =    3,53      125        18,5%       vender
2017-03-10      tlgo.mc      =    4,73       22        21,3%
2017-03-10      enc.mc       =    2,85      119        22,9%       vender
2017-03-10      tub.MC       =    3,00       96        21,0%      3,01 vta
2017-03-10      IBG.mc       =   30,48      324        19,2%       vender
2017-03-10      LGT.mc       =   17,52      167        20,3%       vender
2017-03-10      MERCADO      =               90         8,7%

______________________ CARTERA OPTIMIZADA 2017 _______________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 327912 = RentaVariable + Liquidez 
RentaVariable = 239188
Liquidez = 88724  [incluye Dividendos=353]

RENTABILIDAD(Reta) = 19108 = 6,2% a 2017-03-10
VOLATILIDAD.anual(Vola) = 6,3%
Correlación = 51%
Rotación.Cartera(Rot) = 18377 = 6,0%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   31,44   =   6413                -  
FER.MC       =   421 x   17,92   =   7544                -  
GAS.mc       =   370 x   18,47   =   6832                -  
TEF.MC       =   581 x   10,35   =   6010                -  
GRF.MC       =   369 x   20,91   =   7714    98 x  21,74 = 2131 = vta
SAY.mc       =   936 x    8,22   =   7694                -  
BKT.mc       =   901 x    7,49   =   6752                -  
MRL.MC       =   642 x   10,47   =   6722                -  
REP.MC       =   373 x   14,43   =   5381                -  
BME.MC       =   237 x   29,78   =   7057                -  
DIA.mc       =  1612 x    5,12   =   8247                -  
MEL.MC       =   598 x   12,54   =   7496   162 x  13,18 = 2135 = vta
GAM.mc       =   345 x   21,60   =   7452    95 x  22,55 = 2142 = vta
COL.MC       =  1008 x    6,79   =   6842                -  
CIE.MC       =   330 x   17,58   =   5801                -  
MAP.MC       =  2062 x    3,04   =   6268                -  
ALB.mc       =   151 x   43,65   =   6591                -  
TRE.mc       =   153 x   37,25   =   5698                -  
IDR.MC       =   637 x   11,80   =   7517   181 x  12,53 = 2268 = vta
GCO.mc       =   200 x   31,89   =   6378                -  
ALM.MC       =   450 x   14,76   =   6642                -  
PSG.MC       =  1117 x    5,75   =   6423                -  
APPS.mc      =   526 x   10,86   =   5712                -  
ACX.MC       =   525 x   13,10   =   6875   147 x  14,67 = 2156 = vta
IAG.mc       =   954 x    6,48   =   6177                -  
bdl.MC       =    55 x  118,50   =   6518                -  
eno.mc       =   738 x    9,30   =   6863                -  
pac.mc       =   939 x    6,19   =   5812                -  
MCM.mc       =   268 x   26,97   =   7228    72 x  28,26 = 2035 = vta
FDR.mc       =  1109 x    4,95   =   5490                -  
DOM.mc       =  2119 x    3,53   =   7469   586 x   3,67 = 2151 = vta
tlgo.mc      =  1466 x    4,73   =   6934                -  
enc.mc       =  2642 x    2,85   =   7516   773 x   2,98 = 2304 = vta
tub.MC       =  1637 x    3,00   =   4903                -  
IBG.mc       =   199 x   30,48   =   6066                -  
LGT.mc       =   351 x   17,52   =   6150                -  
______________________________________________________________________

______________ 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   36%     13,3%   7,7%        10,5%   8,6%     169,88
 2017    308804   ...     ..,..   .,..        ..,..   .,..     187,79
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =      10,4%   6,7%         7.8%   7,5%
         RATIO.Reta/Vola =     1,6                 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

#139

Re: S.I.G.O. Bestinver

16/03/17 10:34

Hola Javi01:

Una pregunta, seguro que ya lo has dicho en alguno de tus post pero no he logrado encontrarlo, ¿por que para un mismo valor tienes datos dierentes en la tabla de valoracion de Bestinver y en el hilo de la tabla de valoración tienes otro?

Por ejemplo fecha igual tabla de valoracion Bestinver Repsol

2017-03-10      REP.MC       =   14,43      122        18,2%       vender

Y en lsa tablas de valoracion tienes

2017-03-10      REP.MC       =   14,43      108        18,2%       vender

¿Por que uno 122 y el otro 108?

Gracias de ante mano por la respuesta.

un saludo

#140

Re: S.I.G.O. Bestinver

16/03/17 19:58

La (pequeña) diferencia se debe a que los dos Mercados no son exactamente los mismos (no se componen de las mismas empresas).- Salud.

#141

Re: S.I.G.O. Bestinver

18/03/17 10:00

2017-03-17

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-03-17      CRP.PA       =  144,99       49         1,8%
2017-03-17      MAA.PA       =  139,45       12         2,9%
2017-03-17      ^IBEX        =   10246       93        12,9%  10311,00 vta
2017-03-17      REE.MC       =   17,20       16        10,9%
2017-03-17      IBE.MC       =    6,45      100        12,2%      6,45 vta
2017-03-17      ITX.MC       =   31,91       49        13,7%     33,67 vta
2017-03-17      AMS.MC       =   46,20      147        12,3%       vender
2017-03-17      ELE.mc       =   20,66      167        11,6%       vender
2017-03-17      ENG.MC       =   22,90       12        11,9%
2017-03-17      ABE.MC       =   14,50       62        12,5%     15,07 vta
2017-03-17      AENA.MC      =  139,10      131        13,2%       vender
2017-03-17      TEF.MC       =   10,60      139        16,4%       vender
2017-03-17      GAS.mc       =   19,16      100        13,9%       vender
2017-03-17      FER.MC       =   18,43       31        14,3%
2017-03-17      EBRO.MC      =   19,05       57        10,5%     19,84 vta
2017-03-17      GRF.MC       =   21,68      113        14,3%       vender
2017-03-17      VIS.MC       =   49,04       33        12,6%
2017-03-17      REP.MC       =   14,56      132        18,2%       vender
2017-03-17      CLNX.mc      =   15,84       70        14,9%     16,36 vta
2017-03-17      ANA.mc       =   73,03       94        14,3%     73,49 vta
2017-03-17      BBVA.MC      =    7,08      129        20,3%       vender
2017-03-17      BKT.mc       =    7,61      109        15,3%       vender
2017-03-17      MRL.MC       =   10,79       53        15,2%     11,37 vta
2017-03-17      ACS.mc       =   31,03      108        16,1%       vender
2017-03-17      SAY.mc       =    8,15        4        10,5%
2017-03-17      SAN.mc       =    5,65      164        21,6%       vender
2017-03-17      GAM.mc       =   21,68      133        17,4%       vender
2017-03-17      BME.MC       =   30,00       89        14,5%     30,36 vta
2017-03-17      DIA.mc       =    5,24       34        17,3%      5,67 vta
2017-03-17      TL5.MC       =   11,78       88        16,7%     11,93 vta
2017-03-17      LOG.MC       =   21,96       92        13,6%     22,14 vta
2017-03-17      MEL.MC       =   12,55      102        15,7%       vender
2017-03-17      MAP.MC       =    3,15      189        18,2%       vender
2017-03-17      ZOT.MC       =    7,55       29        14,6%
2017-03-17      COL.MC       =    6,99       60        15,3%      7,30 vta
2017-03-17      FCC.mc       =    8,27       24        17,3%
2017-03-17      TRE.mc       =   36,57       67        18,1%     38,02 vta
2017-03-17      CIE.MC       =   17,95       98        15,6%     17,99 vta
2017-03-17      CABK.mc      =    3,88      229        22,3%       vender
2017-03-17      HIS.mc       =   12,81      100        15,6%       vender
2017-03-17      IDR.MC       =   11,98      102        18,1%       vender
2017-03-17      ACX.MC       =   13,72      121        19,9%       vender
2017-03-17      ALM.MC       =   15,08       19        16,6%
2017-03-17      ALB.mc       =   45,50      134        14,0%       vender
2017-03-17      SAB.mc       =    1,69      164        22,3%       vender
2017-03-17      GCO.mc       =   32,60      137        16,0%       vender
2017-03-17      APPS.mc      =   10,80      119        17,4%       vender
2017-03-17      PSG.MC       =    5,45        2        18,0%
2017-03-17      AXIA.mc      =   13,38       46        17,4%     14,27 vta
2017-03-17      LRE.mc       =    7,08       14        16,0%
2017-03-17      BKIA.mc      =    1,07      140        22,4%       vender
2017-03-17      A3M.mc       =   11,22       79        19,6%     11,52 vta
2017-03-17      IAG.mc       =    6,56      120        23,4%       vender
2017-03-17      NHH.mc       =    4,25       14        19,5%
2017-03-17      scyr.mc      =    2,38       83        22,6%      2,43 vta
2017-03-17      FAE.mc       =    3,45       88        18,2%      3,50 vta
2017-03-17      vid.MC       =   48,17        5        18,1%
2017-03-17      eno.mc       =    9,29       88        15,4%      9,41 vta
2017-03-17      air.MC       =   69,80      144        17,5%       vender
2017-03-17      enc.mc       =    2,93      139        22,3%       vender
2017-03-17      bdl.MC       =  116,20       97        17,0%    116,65 vta
2017-03-17      pac.mc       =    6,27      179        17,7%       vender
2017-03-17      FDR.mc       =    4,97      175        18,2%       vender
2017-03-17      DOM.mc       =    3,45      107        18,4%       vender
2017-03-17      pop.mc       =    0,94       42        29,7%
2017-03-17      tlgo.mc      =    4,98       59        21,3%      5,25 vta
2017-03-17      MCM.mc       =   27,51      178        17,7%       vender
2017-03-17      tub.MC       =    3,02      103        20,8%       vender
2017-03-17      IBG.mc       =   30,90      346        18,7%       vender
2017-03-17      rovi.mc      =   14,08       48        19,8%     15,02 vta
2017-03-17      LGT.mc       =   17,88      192        19,9%       vender
2017-03-17      ohl.mc       =    4,18       96        37,3%      4,20 vta
2017-03-17      MERCADO      =               95         8,7%

______________________ CARTERA OPTIMIZADA 2017 _______________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 331426 = RentaVariable + Liquidez 
RentaVariable = 242702
Liquidez = 88724  [incluye Dividendos=353]

RENTABILIDAD(Reta) = 22622 = 7,3% a 2017-03-17
VOLATILIDAD.anual(Vola) = 6,3%
Correlación = 51%
Rotación.Cartera(Rot) = 18377 = 6,0%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   31,91   =   6509                -  
TEF.MC       =   581 x   10,60   =   6159                -  
GAS.mc       =   370 x   19,16   =   7087                -  
FER.MC       =   421 x   18,43   =   7759                -  
GRF.MC       =   369 x   21,68   =   8000    96 x  21,69 = 2082 = vta
REP.MC       =   373 x   14,56   =   5431                -  
BKT.mc       =   901 x    7,61   =   6857                -  
MRL.MC       =   642 x   10,79   =   6924                -  
SAY.mc       =   936 x    8,15   =   7629                -  
GAM.mc       =   345 x   21,68   =   7478    95 x  22,55 = 2142 = vta
BME.MC       =   237 x   30,00   =   7110                -  
DIA.mc       =  1612 x    5,24   =   8450   575 x   5,67 = 3260 = vta
MEL.MC       =   598 x   12,55   =   7505   162 x  13,18 = 2135 = vta
MAP.MC       =  2062 x    3,15   =   6499                -  
COL.MC       =  1008 x    6,99   =   7042                -  
TRE.mc       =   153 x   36,57   =   5595                -  
CIE.MC       =   330 x   17,95   =   5923                -  
IDR.MC       =   637 x   11,98   =   7628   181 x  12,53 = 2268 = vta
ACX.MC       =   525 x   13,72   =   7200   147 x  14,67 = 2156 = vta
ALM.MC       =   450 x   15,08   =   6786                -  
ALB.mc       =   151 x   45,50   =   6871                -  
GCO.mc       =   200 x   32,60   =   6520                -  
APPS.mc      =   526 x   10,80   =   5681                -  
PSG.MC       =  1117 x    5,45   =   6088                -  
IAG.mc       =   954 x    6,56   =   6260                -  
eno.mc       =   738 x    9,29   =   6856                -  
enc.mc       =  2642 x    2,93   =   7728   773 x   2,98 = 2304 = vta
bdl.MC       =    55 x  116,20   =   6391                -  
pac.mc       =   939 x    6,27   =   5888                -  
FDR.mc       =  1109 x    4,97   =   5512                -  
DOM.mc       =  2119 x    3,45   =   7311   586 x   3,67 = 2151 = vta
tlgo.mc      =  1466 x    4,98   =   7293                -  
MCM.mc       =   268 x   27,51   =   7373    72 x  28,26 = 2035 = vta
tub.MC       =  1637 x    3,02   =   4936                -  
IBG.mc       =   199 x   30,90   =   6149                -  
LGT.mc       =   351 x   17,88   =   6276                -  
______________________________________________________________________

______________ 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   36%     13,3%   7,7%        10,5%   8,6%     169,88
 2017    308804   ...     ..,..   .,..        ..,..   .,..     187,79
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =      10,4%   6,7%         7.8%   7,5%
         RATIO.Reta/Vola =     1,6                 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

#142

Re: S.I.G.O. Bestinver

23/03/17 19:15

2017-03-23

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-03-22      CRP.PA       =  145,13       51         1,8%
2017-03-22      MAA.PA       =  139,87       18         2,9%
2017-03-22      ^IBEX        =   10229       90        12,9%  10328,00 vta
2017-03-23      REE.MC       =   17,55        7        10,8%
2017-03-23      IBE.MC       =    6,50      107        12,2%       vender
2017-03-23      ITX.MC       =   32,51       66        13,7%     33,69 vta
2017-03-23      AMS.MC       =   46,26      139        12,3%       vender
2017-03-23      ELE.mc       =   20,98      184        11,5%       vender
2017-03-23      ENG.MC       =   23,90        4        11,9%
2017-03-23      ABE.MC       =   14,98       93        12,5%     15,08 vta
2017-03-23      AENA.MC      =  141,05      144        13,2%       vender
2017-03-23      TEF.MC       =   10,52      128        16,4%       vender
2017-03-23      GAS.mc       =   19,71      127        13,9%       vender
2017-03-23      FER.MC       =   18,68       43        14,3%     19,85 vta
2017-03-23      EBRO.MC      =   19,11       59        10,5%     19,84 vta
2017-03-23      GRF.MC       =   21,65      109        14,6%       vender
2017-03-23      VIS.MC       =   49,49       42        12,6%     52,50 vta
2017-03-23      REP.MC       =   14,56      131        17,8%       vender
2017-03-23      CLNX.mc      =   15,34       40        14,9%     16,37 vta
2017-03-23      ANA.mc       =   73,74      102        14,2%       vender
2017-03-23      BBVA.MC      =    7,21      159        19,9%       vender
2017-03-23      BKT.mc       =    7,71      120        15,2%       vender
2017-03-23      MRL.MC       =   10,43       23        15,2%
2017-03-23      ACS.mc       =   30,91      104        16,0%       vender
2017-03-23      SAY.mc       =    8,12        6        10,4%
2017-03-23      SAN.mc       =    5,72      172        21,2%       vender
2017-03-23      GAM.mc       =   22,20      153        17,4%       vender
2017-03-23      BME.MC       =   30,21       94        14,5%     30,38 vta
2017-03-23      DIA.mc       =    5,15       21        17,1%
2017-03-23      TL5.MC       =   11,77       87        16,6%     11,94 vta
2017-03-23      LOG.MC       =   22,14      129        13,5%       vender
2017-03-23      MEL.MC       =   12,58      103        15,9%       vender
2017-03-23      MAP.MC       =    3,15      186        18,1%       vender
2017-03-23      ZOT.MC       =    8,30        1        15,0%
2017-03-23      COL.MC       =    6,90       48        15,2%      7,30 vta
2017-03-23      FCC.mc       =    8,52       48        17,3%      9,06 vta
2017-03-23      TRE.mc       =   37,04       77        18,0%     38,04 vta
2017-03-23      CIE.MC       =   17,72       87        15,4%     17,97 vta
2017-03-23      CABK.mc      =    3,92      235        21,9%       vender
2017-03-23      HIS.mc       =   13,00      112        15,4%       vender
2017-03-23      IDR.MC       =   12,02      104        18,0%       vender
2017-03-23      ACX.MC       =   13,26       91        19,8%     13,39 vta
2017-03-23      ALM.MC       =   14,86        7        16,4%
2017-03-23      ALB.mc       =   44,20      105        14,0%       vender
2017-03-23      SAB.mc       =    1,69      164        22,0%       vender
2017-03-23      GCO.mc       =   32,60      136        15,9%       vender
2017-03-23      APPS.mc      =   10,84      120        17,3%       vender
2017-03-23      PSG.MC       =    5,44        3        17,8%
2017-03-23      AXIA.mc      =   13,57       57        17,4%     14,27 vta
2017-03-23      LRE.mc       =    7,12       12        15,7%
2017-03-23      BKIA.mc      =    1,09      142        22,2%       vender
2017-03-23      A3M.mc       =   11,19       76        19,6%     11,52 vta
2017-03-23      IAG.mc       =    6,35       92        23,3%      6,42 vta
2017-03-23      NHH.mc       =    4,24       11        19,6%
2017-03-23      scyr.mc      =    2,36       77        22,3%      2,43 vta
2017-03-23      FAE.mc       =    3,44       82        18,2%      3,51 vta
2017-03-23      vid.MC       =   49,44        6        18,2%
2017-03-23      eno.mc       =    9,15       73        15,3%      9,42 vta
2017-03-23      air.MC       =   69,80      142        17,4%       vender
2017-03-23      enc.mc       =    2,85      115        22,0%       vender
2017-03-23      bdl.MC       =  115,25       89        17,0%    116,67 vta
2017-03-23      pac.mc       =    6,01      137        17,7%       vender
2017-03-23      FDR.mc       =    4,95      171        18,0%       vender
2017-03-23      DOM.mc       =    3,60      143        18,4%       vender
2017-03-23      pop.mc       =    0,92       48        28,8%
2017-03-23      tlgo.mc      =    5,17       86        21,2%      5,26 vta
2017-03-23      MCM.mc       =   26,50      141        17,7%       vender
2017-03-23      tub.MC       =    2,97       90        20,3%      3,01 vta
2017-03-23      IBG.mc       =   30,47      322        18,5%       vender
2017-03-23      rovi.mc      =   14,87       89        20,3%     15,08 vta
2017-03-23      LGT.mc       =   17,63      177        19,8%       vender
2017-03-23      ohl.mc       =    4,41      122        36,8%       vender
2017-03-23      MERCADO      =               96         8,6%

______________________ CARTERA OPTIMIZADA 2017 _______________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 330381 = RentaVariable + Liquidez 
RentaVariable = 239575
Liquidez = 90806  [incluye Dividendos=353]

RENTABILIDAD(Reta) = 21577 = 7,0% a 2017-03-23
VOLATILIDAD.anual(Vola) = 6,3%
Correlación = 51%
Rotación.Cartera(Rot) = 20459 = 6,6%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   32,51   =   6631                -  
TEF.MC       =   581 x   10,52   =   6109                -  
GAS.mc       =   370 x   19,71   =   7293    94 x  20,73 = 1949 = vta
FER.MC       =   421 x   18,68   =   7864   121 x  19,85 = 2402 = vta
GRF.MC       =   273 x   21,65   =   5910                -  
REP.MC       =   373 x   14,56   =   5429                -  
BKT.mc       =   901 x    7,71   =   6950                -  
MRL.MC       =   642 x   10,43   =   6696                -  
SAY.mc       =   936 x    8,12   =   7596                -  
GAM.mc       =   345 x   22,20   =   7657    95 x  22,55 = 2142 = vta
BME.MC       =   237 x   30,21   =   7159                -  
DIA.mc       =  1612 x    5,15   =   8305   575 x   5,67 = 3260 = vta
MEL.MC       =   598 x   12,58   =   7523   162 x  13,18 = 2135 = vta
MAP.MC       =  2062 x    3,15   =   6489                -  
COL.MC       =  1008 x    6,90   =   6950                -  
TRE.mc       =   153 x   37,04   =   5667                -  
CIE.MC       =   330 x   17,72   =   5848                -  
IDR.MC       =   637 x   12,02   =   7657   181 x  12,53 = 2268 = vta
ACX.MC       =   525 x   13,26   =   6959   147 x  14,67 = 2156 = vta
ALM.MC       =   450 x   14,86   =   6687                -  
ALB.mc       =   151 x   44,20   =   6674                -  
GCO.mc       =   200 x   32,60   =   6520                -  
APPS.mc      =   526 x   10,84   =   5699                -  
PSG.MC       =  1117 x    5,44   =   6076                -  
IAG.mc       =   954 x    6,35   =   6061                -  
eno.mc       =   738 x    9,15   =   6753                -  
enc.mc       =  2642 x    2,85   =   7516   773 x   2,98 = 2304 = vta
bdl.MC       =    55 x  115,25   =   6339                -  
pac.mc       =   939 x    6,01   =   5643                -  
FDR.mc       =  1109 x    4,95   =   5490                -  
DOM.mc       =  2119 x    3,60   =   7628   586 x   3,67 = 2151 = vta
tlgo.mc      =  1466 x    5,17   =   7581   435 x   5,49 = 2388 = vta
MCM.mc       =   268 x   26,50   =   7102    72 x  28,26 = 2035 = vta
tub.MC       =  1637 x    2,97   =   4862                -  
IBG.mc       =   199 x   30,47   =   6064                -  
LGT.mc       =   351 x   17,63   =   6188                -  
______________________________________________________________________

______________ 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   36%     13,3%   7,7%        10,5%   8,6%     169,88
 2017    308804   ...     ..,..   .,..        ..,..   .,..     187,79
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =      10,4%   6,7%         7.8%   7,5%
         RATIO.Reta/Vola =     1,6                 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

#143

Re: S.I.G.O. Bestinver

29/03/17 22:44

2017-03-29

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-03-23      CRP.PA       =  144,99       49         1,8%
2017-03-23      MAA.PA       =  139,64       14         2,9%
2017-03-29      ^IBEX        =   10368      101        12,8%       vender
2017-03-29      REE.MC       =   17,81        2        10,7%
2017-03-29      IBE.MC       =    6,61      127        12,1%       vender
2017-03-29      ITX.MC       =   32,69       72        13,6%     33,61 vta
2017-03-29      AMS.MC       =   47,01      168        12,2%       vender
2017-03-29      ELE.mc       =   21,60      220        11,5%       vender
2017-03-29      ENG.MC       =   23,99        8        11,8%
2017-03-29      ABE.MC       =   15,13      106        12,3%       vender
2017-03-29      AENA.MC      =  145,55      180        13,0%       vender
2017-03-29      TEF.MC       =   10,42      121        16,3%       vender
2017-03-29      GAS.mc       =   20,15      151        13,7%       vender
2017-03-29      FER.MC       =   18,78       49        14,2%     19,80 vta
2017-03-29      EBRO.MC      =   19,02       56        10,5%     19,79 vta
2017-03-29      GRF.MC       =   22,62      152        14,6%       vender
2017-03-29      VIS.MC       =   48,75       28        12,6%
2017-03-29      REP.MC       =   14,39      122        17,7%       vender
2017-03-29      CLNX.mc      =   15,17       31        14,7%
2017-03-29      ANA.mc       =   74,85      119        14,0%       vender
2017-03-29      BBVA.MC      =    7,18      139        19,6%       vender
2017-03-29      BKT.mc       =    7,79      141        14,9%       vender
2017-03-29      MRL.MC       =   10,40       20        15,2%
2017-03-29      ACS.mc       =   30,73      100        15,9%     30,74 vta
2017-03-29      SAY.mc       =    8,27        2        10,4%
2017-03-29      SAN.mc       =    5,72      170        20,9%       vender
2017-03-29      GAM.mc       =   22,21      154        17,3%       vender
2017-03-29      BME.MC       =   31,00      121        14,3%       vender
2017-03-29      DIA.mc       =    5,34       50        17,1%      5,65 vta
2017-03-29      TL5.MC       =   11,98      104        16,3%       vender
2017-03-29      LOG.MC       =   21,90      119        13,5%       vender
2017-03-29      MEL.MC       =   12,76      116        15,7%       vender
2017-03-29      MAP.MC       =    3,21      205        18,0%       vender
2017-03-29      ZOT.MC       =    8,64       31        15,0%
2017-03-29      COL.MC       =    7,02       64        15,2%      7,29 vta
2017-03-29      FCC.mc       =    8,55       50        17,1%      9,05 vta
2017-03-29      TRE.mc       =   36,82       72        18,1%     38,00 vta
2017-03-29      CIE.MC       =   18,16      110        15,4%       vender
2017-03-29      CABK.mc      =    3,98      251        21,7%       vender
2017-03-29      HIS.mc       =   13,20      128        15,4%       vender
2017-03-29      IDR.MC       =   11,88       94        17,7%     11,96 vta
2017-03-29      ACX.MC       =   13,20       80        19,6%     13,50 vta
2017-03-29      ALM.MC       =   15,15       23        16,4%
2017-03-29      ALB.mc       =   44,00      102        13,9%       vender
2017-03-29      SAB.mc       =    1,72      176        21,6%       vender
2017-03-29      GCO.mc       =   33,35      159        15,7%       vender
2017-03-29      APPS.mc      =   11,18      150        17,3%       vender
2017-03-29      PSG.MC       =    5,43        3        17,5%
2017-03-29      AXIA.mc      =   13,90       78        17,3%     14,24 vta
2017-03-29      LRE.mc       =    7,22        8        15,7%
2017-03-29      BKIA.mc      =    1,06      150        21,7%       vender
2017-03-29      A3M.mc       =   11,51      100        19,4%       vender
2017-03-29      IAG.mc       =    6,14       64        22,9%      6,42 vta
2017-03-29      NHH.mc       =    4,33       27        19,2%
2017-03-29      scyr.mc      =    2,33       66        21,7%      2,43 vta
2017-03-29      CCE.MC       =   34,92       64        14,6%     36,26 vta
2017-03-29      FAE.mc       =    3,40       72        18,1%      3,50 vta
2017-03-29      vid.MC       =   48,62        2        18,1%
2017-03-29      eno.mc       =    9,30       89        15,2%      9,41 vta
2017-03-29      air.MC       =   71,55      164        17,5%       vender
2017-03-29      enc.mc       =    2,80      103        21,7%       vender
2017-03-29      bdl.MC       =  115,25       92        17,0%    116,26 vta
2017-03-29      pac.mc       =    6,50      208        18,0%       vender
2017-03-29      FDR.mc       =    5,05      190        18,0%       vender
2017-03-29      DOM.mc       =    3,61      143        18,2%       vender
2017-03-29      pop.mc       =    0,92       45        28,5%
2017-03-29      tlgo.mc      =    5,14       81        21,0%      5,26 vta
2017-03-29      MCM.mc       =   26,65      147        17,4%       vender
2017-03-29      tub.MC       =    2,96       89        20,1%      2,99 vta
2017-03-29      IBG.mc       =   29,30      267        19,1%       vender
2017-03-29      rovi.mc      =   14,47       67        20,2%     15,06 vta
2017-03-29      LGT.mc       =   17,47      172        19,5%       vender
2017-03-29      ohl.mc       =    4,33      103        35,2%       vender
2017-03-29      MERCADO      =               99         8,7%

______________________________________________________________________________________________ 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 0% de las condiciones.optimas de VENTA. 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 2017 _______________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 332381 = RentaVariable + Liquidez 
RentaVariable = 239364
Liquidez = 93017  [incluye Dividendos=413]

RENTABILIDAD(Reta) = 23577 = 7,6% a 2017-03-29
VOLATILIDAD.anual(Vola) = 6,2%
Correlación = 52%
Rotación.Cartera(Rot) = 22610 = 7,3%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   32,69   =   6668                -  
TEF.MC       =   581 x   10,42   =   6054                -  
GAS.mc       =   370 x   20,15   =   7454    93 x  20,72 = 1927 = vta
FER.MC       =   421 x   18,78   =   7906   120 x  19,80 = 2376 = vta
GRF.MC       =   273 x   22,62   =   6174                -  
REP.MC       =   373 x   14,39   =   5367                -  
BKT.mc       =   901 x    7,79   =   7017   230 x   8,37 = 1925 = vta
MRL.MC       =   642 x   10,40   =   6677                -  
SAY.mc       =   936 x    8,27   =   7736                -  
GAM.mc       =   345 x   22,21   =   7661    93 x  22,49 = 2092 = vta
BME.MC       =   237 x   31,00   =   7347    61 x  32,64 = 1991 = vta
DIA.mc       =  1612 x    5,34   =   8610   570 x   5,65 = 3221 = vta
MEL.MC       =   598 x   12,76   =   7627   162 x  13,18 = 2135 = vta
MAP.MC       =  2062 x    3,21   =   6627                -  
COL.MC       =  1008 x    7,02   =   7072                -  
TRE.mc       =   153 x   36,82   =   5633                -  
CIE.MC       =   330 x   18,16   =   5991                -  
IDR.MC       =   637 x   11,88   =   7568   178 x  12,51 = 2227 = vta
ACX.MC       =   525 x   13,20   =   6927                -  
ALM.MC       =   450 x   15,15   =   6818                -  
ALB.mc       =   151 x   44,00   =   6644                -  
GCO.mc       =   200 x   33,35   =   6670                -  
APPS.mc      =   526 x   11,18   =   5878                -  
PSG.MC       =  1117 x    5,43   =   6065                -  
IAG.mc       =   954 x    6,14   =   5855                -  
eno.mc       =   738 x    9,30   =   6863                -  
enc.mc       =  2642 x    2,80   =   7398   773 x   2,98 = 2304 = vta
bdl.MC       =    55 x  115,25   =   6339                -  
pac.mc       =   939 x    6,50   =   6104                -  
FDR.mc       =  1109 x    5,05   =   5600                -  
DOM.mc       =  1533 x    3,61   =   5534                -  
tlgo.mc      =  1466 x    5,14   =   7540   435 x   5,49 = 2388 = vta
MCM.mc       =   268 x   26,65   =   7142    72 x  28,26 = 2035 = vta
tub.MC       =  1637 x    2,96   =   4837                -  
IBG.mc       =   199 x   29,30   =   5831                -  
LGT.mc       =   351 x   17,47   =   6130                -  
______________________________________________________________________

______________ 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   36%     13,3%   7,7%        10,5%   8,6%     169,88
 2017    308804   ...     ..,..   .,..        ..,..   .,..     187,79
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =      10,4%   6,7%         7.8%   7,5%
         RATIO.Reta/Vola =     1,6                 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

#144

Re: S.I.G.O. Bestinver

04/04/17 00:51

2017-04-03

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-03-23      CRP.PA       =  144,99       49         1,8%
2017-03-23      MAA.PA       =  139,64       14         2,9%
2017-04-03      ^IBEX        =   10325       96        12,6%  10363,00 vta
2017-04-03      REE.MC       =   17,97        1        10,5%
2017-04-03      IBE.MC       =    6,64      134        12,1%       vender
2017-04-03      ITX.MC       =   32,73       74        13,6%     33,56 vta
2017-04-03      AMS.MC       =   47,01      170        12,2%       vender
2017-04-03      ELE.mc       =   21,75      232        11,5%       vender
2017-04-03      ENG.MC       =   24,24       18        11,8%
2017-04-03      ABE.MC       =   15,16      109        12,3%       vender
2017-04-03      AENA.MC      =  150,00      215        13,0%       vender
2017-04-03      TEF.MC       =   10,39      159        16,1%       vender
2017-04-03      GAS.mc       =   20,30      161        13,7%       vender
2017-04-03      FER.MC       =   18,82       51        14,0%     19,77 vta
2017-04-03      EBRO.MC      =   19,38       77        10,5%     19,77 vta
2017-04-03      GRF.MC       =   23,11      178        14,5%       vender
2017-04-03      VIS.MC       =   47,72        8        12,6%
2017-04-03      REP.MC       =   14,30      117        17,7%       vender
2017-04-03      CLNX.mc      =   15,36       43        14,7%     16,29 vta
2017-04-03      ANA.mc       =   74,93      123        13,9%       vender
2017-04-03      BBVA.MC      =    6,95      126        19,6%       vender
2017-04-03      BKT.mc       =    7,81      144        14,9%       vender
2017-04-03      MRL.MC       =   10,49       29        15,0%
2017-04-03      ACS.mc       =   32,19      145        16,0%       vender
2017-04-03      SAY.mc       =    8,62       48        10,4%      9,02 vta
2017-04-03      SAN.mc       =    5,65      162        20,8%       vender
2017-04-03      GAM.mc       =   22,46      168        17,1%       vender
2017-04-03      BME.MC       =   31,82      149        14,3%       vender
2017-04-03      DIA.mc       =    5,40       59        17,0%      5,64 vta
2017-04-03      TL5.MC       =   12,01      109        16,1%       vender
2017-04-03      LOG.MC       =   21,78      116        13,3%       vender
2017-04-03      MEL.MC       =   12,79      120        15,6%       vender
2017-04-03      MAP.MC       =    3,16      190        18,0%       vender
2017-04-03      ZOT.MC       =    8,72       49        14,9%      9,20 vta
2017-04-03      COL.MC       =    6,96       59        15,2%      7,27 vta
2017-04-03      FCC.mc       =    8,55       52        17,1%      9,02 vta
2017-04-03      TRE.mc       =   36,88       75        17,8%     37,89 vta
2017-04-03      CIE.MC       =   18,50      131        15,3%       vender
2017-04-03      CABK.mc      =    3,93      239        21,6%       vender
2017-04-03      HIS.mc       =   13,31      136        15,4%       vender
2017-04-03      IDR.MC       =   11,80       89        17,7%     11,95 vta
2017-04-03      ACX.MC       =   13,16       79        19,4%     13,47 vta
2017-04-03      ALM.MC       =   15,49       43        16,4%     16,48 vta
2017-04-03      ALB.mc       =   44,40      114        13,7%       vender
2017-04-03      SAB.mc       =    1,67      157        21,5%       vender
2017-04-03      GCO.mc       =   33,40      163        15,6%       vender
2017-04-03      APPS.mc      =   11,23      157        17,1%       vender
2017-04-03      PSG.MC       =    5,63       21        17,7%
2017-04-03      AXIA.mc      =   13,95       83        17,0%     14,20 vta
2017-04-03      LRE.mc       =    7,25        7        15,6%
2017-04-03      BKIA.mc      =    1,06      138        21,5%       vender
2017-04-03      A3M.mc       =   11,85      125        19,4%       vender
2017-04-03      IAG.mc       =    6,17       85        22,6%      6,28 vta
2017-04-03      NHH.mc       =    4,36       34        19,2%      4,71 vta
2017-04-03      scyr.mc      =    2,32       64        21,7%      2,42 vta
2017-04-03      CCE.MC       =   35,46       79        14,5%     36,21 vta
2017-04-03      FAE.mc       =    3,35       63        18,0%      3,49 vta
2017-04-03      vid.MC       =   48,50        3        18,0%
2017-04-03      eno.mc       =    9,37      100        15,0%       vender
2017-04-03      air.MC       =   71,40      166        17,3%       vender
2017-04-03      enc.mc       =    2,92      137        21,7%       vender
2017-04-03      bdl.MC       =  115,25       95        17,0%    115,86 vta
2017-04-03      pac.mc       =    6,55      218        17,8%       vender
2017-04-03      FDR.mc       =    4,97      175        17,8%       vender
2017-04-03      DOM.mc       =    3,54      126        18,1%       vender
2017-04-03      pop.mc       =    0,82       59        29,7%
2017-04-03      tlgo.mc      =    5,11       76        20,9%      5,26 vta
2017-04-03      MCM.mc       =   26,97      159        17,5%       vender
2017-04-03      tub.MC       =    2,97       94        19,8%      2,99 vta
2017-04-03      IBG.mc       =   30,47      306        19,1%       vender
2017-04-03      rovi.mc      =   14,70       80        20,1%     15,04 vta
2017-04-03      LGT.mc       =   17,78      193        19,2%       vender
2017-04-03      ohl.mc       =    4,28       91        34,2%      4,33 vta
2017-04-03      MERCADO      =              102         8,6%        VTA

______________________________________________________________________________________________ 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 sobrepasa en un 0% las condiciones.optimas de VENTA. 00) MERCADO = calmado (su volatilidad es un 6.2% menor 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 2017 _______________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 334353 = RentaVariable + Liquidez 
RentaVariable = 241304
Liquidez = 93049  [incluye Dividendos=445]

RENTABILIDAD(Reta) = 25549 = 8,3% a 2017-04-03
VOLATILIDAD.anual(Vola) = 6,2%
Correlación = 52%
Rotación.Cartera(Rot) = 22610 = 7,3%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   32,73   =   6678                -  
TEF.MC       =   581 x   10,39   =   6037                -  
GAS.mc       =   370 x   20,30   =   7511    93 x  20,72 = 1927 = vta
FER.MC       =   421 x   18,82   =   7923   120 x  19,80 = 2376 = vta
GRF.MC       =   273 x   23,11   =   6308                -  
REP.MC       =   373 x   14,30   =   5336                -  
BKT.mc       =   901 x    7,81   =   7033   230 x   8,37 = 1925 = vta
MRL.MC       =   642 x   10,49   =   6735                -  
SAY.mc       =   936 x    8,62   =   8068   258 x   9,02 = 2327 = vta
GAM.mc       =   345 x   22,46   =   7749    93 x  22,49 = 2092 = vta
BME.MC       =   237 x   31,82   =   7541    61 x  32,64 = 1991 = vta
DIA.mc       =  1612 x    5,40   =   8697   570 x   5,65 = 3221 = vta
MEL.MC       =   598 x   12,79   =   7645   162 x  13,18 = 2135 = vta
MAP.MC       =  2062 x    3,16   =   6512                -  
COL.MC       =  1008 x    6,96   =   7018                -  
TRE.mc       =   153 x   36,88   =   5643                -  
CIE.MC       =   330 x   18,50   =   6105                -  
IDR.MC       =   637 x   11,80   =   7517   178 x  12,51 = 2227 = vta
ACX.MC       =   525 x   13,16   =   6906                -  
ALM.MC       =   450 x   15,49   =   6971                -  
ALB.mc       =   151 x   44,40   =   6704                -  
GCO.mc       =   200 x   33,40   =   6680                -  
APPS.mc      =   526 x   11,23   =   5907                -  
PSG.MC       =  1117 x    5,63   =   6289                -  
IAG.mc       =   954 x    6,17   =   5881                -  
eno.mc       =   738 x    9,37   =   6915                -  
enc.mc       =  2642 x    2,92   =   7701   773 x   2,98 = 2304 = vta
bdl.MC       =    55 x  115,25   =   6339                -  
pac.mc       =   939 x    6,55   =   6146                -  
FDR.mc       =  1109 x    4,97   =   5506                -  
DOM.mc       =  1533 x    3,54   =   5419                -  
tlgo.mc      =  1466 x    5,11   =   7491   435 x   5,49 = 2388 = vta
MCM.mc       =   268 x   26,97   =   7228    72 x  28,26 = 2035 = vta
tub.MC       =  1637 x    2,97   =   4862                -  
IBG.mc       =   199 x   30,47   =   6064                -  
LGT.mc       =   351 x   17,78   =   6241                -  
______________________________________________________________________

______________ 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   36%     13,3%   7,7%        10,5%   8,6%     169,88
 2017    308804   ...     ..,..   .,..        ..,..   .,..     187,79
 2018    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2019    ......   ...     ..,..   .,..        ..,..   .,..       ....
 2020    ......   ...     ..,..   .,..        ..,..   .,..       ....
                         -------------       -------------    -------
         PROMEDIOS =      10,4%   6,7%         7.8%   7,5%
         RATIO.Reta/Vola =     1,6                 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