S.I.G.O. Bestinver

2017-01-25

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-01-24      CRP.PA       =  144,69       53         1,8%
2017-01-24      MAA.PA       =  140,03       28         2,9%
2017-01-24      ^IBEX        =    9387       14        13,6%
2017-01-25      REE.MC       =   16,82       27        11,8%
2017-01-25      IBE.MC       =    5,94       24        12,6%
2017-01-25      ITX.MC       =   31,12       23        14,7%
2017-01-25      ELE.mc       =   19,22       89        12,2%     19,47 vta
2017-01-25      ENG.MC       =   22,77       17        12,5%
2017-01-25      AMS.MC       =   43,27       78        13,0%     44,46 vta
2017-01-25      ABE.MC       =   13,49        1        13,2%
2017-01-25      AENA.MC      =  133,85       89        14,2%    135,73 vta
2017-01-25      TEF.MC       =    9,16       22        17,5%
2017-01-25      FER.MC       =   17,21       11        15,0%
2017-01-25      GAS.mc       =   17,53       24        14,5%
2017-01-25      GRF.MC       =   19,57       28        15,2%
2017-01-25      EBRO.MC      =   19,33       61        11,1%     20,22 vta
2017-01-25      VIS.MC       =   47,63        3        13,3%
2017-01-25      CLNX.mc      =   13,47       27        14,6%
2017-01-25      REP.MC       =   14,25      113        19,4%       vender
2017-01-25      BBVA.MC      =    6,47       59        21,6%      6,89 vta
2017-01-25      ANA.mc       =   73,55       98        14,9%     73,78 vta
2017-01-25      BKT.mc       =    7,67      109        16,1%       vender
2017-01-25      SAN.mc       =    5,37      132        22,7%       vender
2017-01-25      ACS.mc       =   29,44       63        17,3%     30,98 vta
2017-01-25      MRL.MC       =   10,35       22        16,6%
2017-01-25      DIA.mc       =    4,83       10        17,8%
2017-01-25      SAY.mc       =    8,08        8        10,9%
2016-11-29      CAF.MC       =  349,85      204        17,1%       vender
2017-01-25      MEL.MC       =   11,79       54        16,3%     12,56 vta
2017-01-25      BME.MC       =   28,47       22        15,4%
2017-01-25      FCC.mc       =    7,89        2        17,4%
2017-01-25      LOG.MC       =   22,58      113        13,9%       vender
2017-01-25      GAM.mc       =   19,43       44        19,4%     21,11 vta
2017-01-25      TL5.MC       =   11,28       52        18,0%     12,09 vta
2017-01-25      MAP.MC       =    2,87      115        19,5%       vender
2017-01-25      ZOT.MC       =    7,92       21        15,2%
2017-01-25      ACX.MC       =   12,94       86        21,2%     13,22 vta
2017-01-25      IDR.MC       =   10,43        1        18,8%
2017-01-25      CIE.MC       =   18,13       94        16,1%     18,26 vta
2017-01-25      PSG.MC       =    5,86       49        17,5%      6,30 vta
2017-01-25      TRE.mc       =   37,34       84        19,5%     38,18 vta
2017-01-25      ALM.MC       =   15,08       22        17,5%
2017-01-25      ALB.mc       =   43,71       93        14,9%     44,12 vta
2017-01-25      A3M.mc       =   10,50       34        21,3%
2017-01-25      IAG.mc       =    5,83       48        25,0%      6,36 vta
2017-01-25      bdl.MC       =  112,00       69        16,6%    116,77 vta
2017-01-25      eno.mc       =    9,32       88        16,7%      9,47 vta
2017-01-25      pac.mc       =    5,73      103        17,8%       vender
2017-01-25      enc.mc       =    2,46       29        24,7%
2017-01-25      tlgo.mc      =    4,56        5        23,4%
2017-01-25      tub.MC       =    2,87       80        21,6%      2,95 vta
2017-01-25      COL.MC       =    6,64       21        16,6%
2017-01-25      MCM.mc       =   25,52      124        18,1%       vender
2017-01-25      IBG.mc       =   25,50      189        20,2%       vender
2017-01-25      APPS.mc      =   10,63      119        18,1%       vender
2017-01-25      FDR.mc       =    4,32       74        18,0%      4,48 vta
2017-01-25      LGT.mc       =   17,40      185        21,3%       vender
2017-01-25      GCO.mc       =   30,35       76        16,6%     31,37 vta
2017-01-25      DOM.mc       =    3,22       73        19,5%      3,35 vta
2017-01-25      FAE.mc       =    3,45       78        20,1%      3,56 vta
2017-01-25      MERCADO      =               72         9,5%

______________________________________________________________________________________________ 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 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 = 315316 = RentaVariable + Liquidez 
RentaVariable = 243201
Liquidez = 72115  [incluye Dividendos=237]

RENTABILIDAD(Reta) = 6512 = 2,1% a 2017-01-25
VOLATILIDAD.anual(Vola) = 7,3%
Correlación = 53%
Rotación.Cartera(Rot) = 1884 = 0,6%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   31,12   =   6348                -  
TEF.MC       =   811 x    9,16   =   7431                -  
FER.MC       =   421 x   17,21   =   7243                -  
GAS.mc       =   370 x   17,53   =   6484                -  
GRF.MC       =   369 x   19,57   =   7221                -  
REP.MC       =   494 x   14,25   =   7040   121 x  15,15 = 1833 = vta
BKT.mc       =   901 x    7,67   =   6912                -  
MRL.MC       =   642 x   10,35   =   6641                -  
DIA.mc       =  1612 x    4,83   =   7786                -  
SAY.mc       =   936 x    8,08   =   7563                -  
MEL.MC       =   598 x   11,79   =   7050                -  
BME.MC       =   237 x   28,47   =   6747                -  
GAM.mc       =   345 x   19,43   =   6703                -  
MAP.MC       =  2062 x    2,87   =   5922                -  
ACX.MC       =   525 x   12,94   =   6794                -  
IDR.MC       =   637 x   10,43   =   6644                -  
CIE.MC       =   330 x   18,13   =   5981                -  
PSG.MC       =  1117 x    5,86   =   6546                -  
TRE.mc       =   153 x   37,34   =   5712                -  
ALM.MC       =   450 x   15,08   =   6786                -  
ALB.mc       =   151 x   43,71   =   6600                -  
IAG.mc       =  1292 x    5,83   =   7534                -  
bdl.MC       =    55 x  112,00   =   6160                -  
eno.mc       =   738 x    9,32   =   6878                -  
pac.mc       =  1262 x    5,73   =   7231   290 x   6,07 = 1760 = vta
enc.mc       =  2642 x    2,46   =   6486                -  
tlgo.mc      =  1466 x    4,56   =   6683                -  
tub.MC       =  2428 x    2,87   =   6956                -  
COL.MC       =  1008 x    6,64   =   6697                -  
MCM.mc       =   268 x   25,52   =   6839    63 x  27,76 = 1749 = vta
IBG.mc       =   261 x   25,50   =   6656    69 x  27,29 = 1883 = vta
APPS.mc      =   686 x   10,63   =   7292   160 x  11,08 = 1773 = vta
FDR.mc       =  1535 x    4,32   =   6631                -  
LGT.mc       =   351 x   17,40   =   6107                -  
GCO.mc       =   200 x   30,35   =   6070                -  
DOM.mc       =  2119 x    3,22   =   6823                -  
______________________________________________________________________

______________ 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

2017-02-06

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-02-06      CRP.PA       =  145,17       59         1,8%
2017-02-06      MAA.PA       =  139,60       21         2,9%
2017-02-06      ^IBEX        =    9357       10        13,5%
2017-02-06      REE.MC       =   16,66       29        11,5%
2017-02-06      IBE.MC       =    5,83        9        12,5%
2017-02-06      ITX.MC       =   30,57       10        14,5%
2017-02-06      ELE.mc       =   19,21       82        12,1%     19,62 vta
2017-02-06      ENG.MC       =   22,64       19        12,2%
2017-02-06      AMS.MC       =   43,59       78        13,0%     44,85 vta
2017-02-06      ABE.MC       =   13,31        5        13,0%
2017-02-06      AENA.MC      =  132,80       76        14,0%    136,93 vta
2017-02-06      TEF.MC       =    8,90        2        17,3%
2017-02-06      FER.MC       =   16,95       16        14,7%
2017-02-06      GAS.mc       =   18,20       48        14,5%     19,52 vta
2017-02-06      GRF.MC       =   20,32       51        15,0%     21,72 vta
2017-02-06      EBRO.MC      =   19,01       45        10,9%
2017-02-06      VIS.MC       =   47,54        3        13,0%
2017-02-06      CLNX.mc      =   13,62       22        15,2%
2017-02-06      REP.MC       =   13,86       86        18,9%     14,15 vta
2017-02-06      BBVA.MC      =    6,12       22        21,2%
2017-02-06      ANA.mc       =   72,50       80        14,7%     74,48 vta
2017-02-06      BKT.mc       =    7,41       76        15,9%      7,66 vta
2017-02-06      SAN.mc       =    5,22      100        22,3%       vender
2017-02-06      ACS.mc       =   28,58       39        17,0%
2017-02-06      MRL.MC       =   10,42       25        16,1%
2017-02-06      DIA.mc       =    5,00        0        17,8%
2017-02-06      SAY.mc       =    8,25        0        10,9%
2017-02-06      MEL.MC       =   12,17       70        16,4%     12,69 vta
2017-02-06      BME.MC       =   28,98       32        15,4%
2017-02-06      FCC.mc       =    7,90        1        17,7%
2017-02-06      LOG.MC       =   21,70       73        13,9%     22,48 vta
2017-02-06      GAM.mc       =   20,02       61        18,9%     21,24 vta
2017-02-06      TL5.MC       =   11,34       51        17,5%     12,19 vta
2017-02-06      MAP.MC       =    2,88      104        19,4%       vender
2017-02-06      ZOT.MC       =    7,82       24        15,2%
2017-02-06      ACX.MC       =   13,33       97        20,8%     13,38 vta
2017-02-06      IDR.MC       =   10,44        2        18,7%
2017-02-06      CIE.MC       =   17,47       61        16,1%     18,46 vta
2017-02-06      PSG.MC       =    5,89       48        17,5%      6,36 vta
2017-02-06      TRE.mc       =   37,42       79        18,9%     38,58 vta
2017-02-06      ALM.MC       =   15,21       25        17,5%
2017-02-06      ALB.mc       =   43,23       78        14,5%     44,51 vta
2017-02-06      A3M.mc       =   10,49       30        20,6%
2017-02-06      IAG.mc       =    5,50       13        24,8%
2017-02-06      bdl.MC       =  112,50       66        16,7%    118,07 vta
2017-02-06      eno.mc       =    9,25       75        16,3%      9,57 vta
2017-02-06      pac.mc       =    5,71      105        17,5%       vender
2017-02-06      enc.mc       =    2,52       40        24,1%
2017-02-06      tlgo.mc      =    4,73       22        22,9%
2017-02-06      tub.MC       =    3,09      121        21,7%       vender
2017-02-06      COL.MC       =    6,80       35        16,1%
2017-02-06      MCM.mc       =   25,24      105        18,0%       vender
2017-02-06      IBG.mc       =   25,87      187        19,6%       vender
2017-02-06      APPS.mc      =   11,18      143        18,0%       vender
2017-02-06      FDR.mc       =    4,30       66        17,7%      4,52 vta
2017-02-06      LGT.mc       =   18,29      200        21,2%       vender
2017-02-06      GCO.mc       =   31,18       92        16,3%     31,54 vta
2017-02-06      DOM.mc       =    3,34       86        20,1%      3,41 vta
2017-02-06      FAE.mc       =    3,39       60        19,9%      3,60 vta
2017-02-06      MERCADO      =               67         9,3%

______________________________________________________________________________________________ 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) 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 = 317966 = RentaVariable + Liquidez 
RentaVariable = 242226
Liquidez = 75740  [incluye Dividendos=237]

RENTABILIDAD(Reta) = 9162 = 3,0% a 2017-02-06
VOLATILIDAD.anual(Vola) = 7,1%
Correlación = 52%
Rotación.Cartera(Rot) = 5509 = 1,8%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   30,57   =   6235                -  
TEF.MC       =   811 x    8,90   =   7218                -  
FER.MC       =   421 x   16,95   =   7134                -  
GAS.mc       =   370 x   18,20   =   6734                -  
GRF.MC       =   369 x   20,32   =   7498                -  
REP.MC       =   373 x   13,86   =   5168                -  
BKT.mc       =   901 x    7,41   =   6673                -  
MRL.MC       =   642 x   10,42   =   6690                -  
DIA.mc       =  1612 x    5,00   =   8065                -  
SAY.mc       =   936 x    8,25   =   7722                -  
MEL.MC       =   598 x   12,17   =   7275                -  
BME.MC       =   237 x   28,98   =   6867                -  
GAM.mc       =   345 x   20,02   =   6907                -  
MAP.MC       =  2062 x    2,88   =   5939                -  
ACX.MC       =   525 x   13,33   =   6998                -  
IDR.MC       =   637 x   10,44   =   6650                -  
CIE.MC       =   330 x   17,47   =   5765                -  
PSG.MC       =  1117 x    5,89   =   6579                -  
TRE.mc       =   153 x   37,42   =   5724                -  
ALM.MC       =   450 x   15,21   =   6845                -  
ALB.mc       =   151 x   43,23   =   6528                -  
IAG.mc       =  1292 x    5,50   =   7111                -  
bdl.MC       =    55 x  112,50   =   6188                -  
eno.mc       =   738 x    9,25   =   6827                -  
pac.mc       =  1262 x    5,71   =   7206   290 x   6,07 = 1760 = vta
enc.mc       =  2642 x    2,52   =   6658                -  
tlgo.mc      =  1466 x    4,73   =   6934                -  
tub.MC       =  2428 x    3,09   =   7503   738 x   3,20 = 2362 = vta
COL.MC       =  1008 x    6,80   =   6856                -  
MCM.mc       =   268 x   25,24   =   6764                -  
IBG.mc       =   261 x   25,87   =   6752    55 x  27,63 = 1520 = vta
APPS.mc      =   526 x   11,18   =   5881                -  
FDR.mc       =  1535 x    4,30   =   6601                -  
LGT.mc       =   351 x   18,29   =   6420                -  
GCO.mc       =   200 x   31,18   =   6236                -  
DOM.mc       =  2119 x    3,34   =   7077                -  
______________________________________________________________________

______________ 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

2017-02-10

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-02-09      CRP.PA       =  145,33       62         1,8%
2017-02-09      MAA.PA       =  140,47       33         2,9%
2017-02-09      ^IBEX        =    9438       18        13,5%
2017-02-10      REE.MC       =   17,17       21        11,6%
2017-02-10      IBE.MC       =    6,00       31        12,5%
2017-02-10      ELE.mc       =   19,70      107        12,1%       vender
2017-02-10      ENG.MC       =   23,22        9        12,2%
2017-02-10      AMS.MC       =   42,92       68        12,9%     44,64 vta
2017-02-10      ITX.MC       =   31,14       24        14,3%
2017-02-10      ABE.MC       =   13,50        0        13,0%
2017-02-10      AENA.MC      =  134,25       88        13,7%    136,19 vta
2017-02-10      EBRO.MC      =   19,21       56        10,8%     20,18 vta
2017-02-10      FER.MC       =   17,32        9        14,7%
2017-02-10      GAS.mc       =   18,06       43        14,5%
2017-02-10      TEF.MC       =    9,03       12        17,1%
2017-02-10      VIS.MC       =   48,35        5        13,0%
2017-02-10      GRF.MC       =   20,90       73        15,0%     21,65 vta
2017-02-10      SAY.mc       =    8,19        3        10,8%
2017-02-10      ANA.mc       =   73,10       89        14,6%     74,11 vta
2017-02-10      CLNX.mc      =   13,85       17        15,0%
2017-02-10      BKT.mc       =    7,26       59        15,9%      7,67 vta
2017-02-10      MRL.MC       =   10,63       39        16,0%
2017-02-10      ACS.mc       =   29,75       68        17,0%     31,10 vta
2017-02-10      REP.MC       =   13,68       80        18,8%     14,08 vta
2017-02-10      BME.MC       =   28,97       33        15,2%
2017-02-10      LOG.MC       =   21,88       82        13,9%     22,38 vta
2017-02-10      BBVA.MC      =    5,97        8        20,9%
2017-02-10      DIA.mc       =    5,13       16        17,7%
2017-02-10      SAN.mc       =    5,04       79        22,3%      5,20 vta
2017-02-10      MEL.MC       =   12,04       64        16,3%     12,64 vta
2017-02-10      TL5.MC       =   11,44       59        17,3%     12,11 vta
2017-02-10      GAM.mc       =   20,21       69        18,8%     21,13 vta
2017-02-10      ZOT.MC       =    7,80       24        14,9%
2017-02-10      FCC.mc       =    8,41       38        17,8%
2017-02-10      COL.MC       =    6,92       47        16,0%      7,43 vta
2017-02-10      CIE.MC       =   17,61       62        16,1%     18,53 vta
2017-02-10      MAP.MC       =    2,88      107        19,2%       vender
2017-02-10      ALB.mc       =   43,50       85        14,5%     44,35 vta
2017-02-10      TRE.mc       =   37,05       74        18,9%     38,44 vta
2017-02-10      IDR.MC       =   10,73       19        18,4%
2017-02-10      GCO.mc       =   31,30       96        16,3%     31,45 vta
2017-02-10      ALM.MC       =   15,47       37        17,4%
2017-02-10      PSG.MC       =    5,69       26        17,5%
2017-02-10      APPS.mc      =   11,20      148        18,0%       vender
2017-02-10      ACX.MC       =   13,61      114        20,5%       vender
2017-02-10      A3M.mc       =   10,42       27        20,3%
2017-02-10      IAG.mc       =    5,71       32        24,6%
2017-02-10      bdl.MC       =  111,00       58        16,6%    117,57 vta
2017-02-10      eno.mc       =    9,30       82        16,1%      9,53 vta
2017-02-10      pac.mc       =    5,82      120        17,5%       vender
2017-02-10      MCM.mc       =   25,90      121        18,5%       vender
2017-02-10      FAE.mc       =    3,43       70        19,9%      3,59 vta
2017-02-10      FDR.mc       =    4,39       81        17,4%      4,50 vta
2017-02-10      DOM.mc       =    3,36       90        20,1%      3,41 vta
2017-02-10      tlgo.mc      =    4,70       18        22,7%
2017-02-10      enc.mc       =    2,55       45        24,1%      2,78 vta
2017-02-10      tub.MC       =    3,18      144        21,5%       vender
2017-02-10      IBG.mc       =   26,76      214        19,5%       vender
2017-02-10      LGT.mc       =   17,38      163        21,2%       vender
2017-02-10      MERCADO      =               73         9,2%

______________________________________________________________________________________________ 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) 00) MERCADO : este Mercado se encuentra a un 3% 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 = 319835 = RentaVariable + Liquidez 
RentaVariable = 244095
Liquidez = 75740  [incluye Dividendos=237]

RENTABILIDAD(Reta) = 11031 = 3,6% a 2017-02-10
VOLATILIDAD.anual(Vola) = 7,0%
Correlación = 52%
Rotación.Cartera(Rot) = 5509 = 1,8%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   31,14   =   6353                -  
FER.MC       =   421 x   17,32   =   7290                -  
GAS.mc       =   370 x   18,06   =   6680                -  
TEF.MC       =   811 x    9,03   =   7323                -  
GRF.MC       =   369 x   20,90   =   7712                -  
SAY.mc       =   936 x    8,19   =   7666                -  
BKT.mc       =   901 x    7,26   =   6541                -  
MRL.MC       =   642 x   10,63   =   6821                -  
REP.MC       =   373 x   13,68   =   5103                -  
BME.MC       =   237 x   28,97   =   6866                -  
DIA.mc       =  1612 x    5,13   =   8270                -  
MEL.MC       =   598 x   12,04   =   7200                -  
GAM.mc       =   345 x   20,21   =   6972                -  
COL.MC       =  1008 x    6,92   =   6975                -  
CIE.MC       =   330 x   17,61   =   5810                -  
MAP.MC       =  2062 x    2,88   =   5947                -  
ALB.mc       =   151 x   43,50   =   6569                -  
TRE.mc       =   153 x   37,05   =   5669                -  
IDR.MC       =   637 x   10,73   =   6832                -  
GCO.mc       =   200 x   31,30   =   6260                -  
ALM.MC       =   450 x   15,47   =   6962                -  
PSG.MC       =  1117 x    5,69   =   6356                -  
APPS.mc      =   526 x   11,20   =   5891                -  
ACX.MC       =   525 x   13,61   =   7143   130 x  14,64 = 1903 = vta
IAG.mc       =  1292 x    5,71   =   7375                -  
bdl.MC       =    55 x  111,00   =   6105                -  
eno.mc       =   738 x    9,30   =   6863                -  
pac.mc       =  1262 x    5,82   =   7345   323 x   6,09 = 1967 = vta
MCM.mc       =   268 x   25,90   =   6941                -  
FDR.mc       =  1535 x    4,39   =   6731                -  
DOM.mc       =  2119 x    3,36   =   7120                -  
tlgo.mc      =  1466 x    4,70   =   6890                -  
enc.mc       =  2642 x    2,55   =   6724                -  
tub.MC       =  2428 x    3,18   =   7709   791 x   3,18 = 2515 = vta
IBG.mc       =   261 x   26,76   =   6984    62 x  27,58 = 1710 = vta
LGT.mc       =   351 x   17,38   =   6099                -  
______________________________________________________________________

______________ 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

2017-02-17

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-02-17      CRP.PA       =  145,68       66         1,8%    147,60 vta
2017-02-17      MAA.PA       =  140,30       29         2,9%
2017-02-17      ^IBEX        =    9500       23        13,3%
2017-02-17      REE.MC       =   17,29       14        11,5%
2017-02-17      IBE.MC       =    6,02       35        12,5%
2017-02-17      ELE.mc       =   19,95      121        11,9%       vender
2017-02-17      ENG.MC       =   23,40        6        12,2%
2017-02-17      AMS.MC       =   43,30       78        12,8%     44,43 vta
2017-02-17      ITX.MC       =   31,02       22        14,0%
2017-02-17      ABE.MC       =   13,76       14        12,9%
2017-02-17      AENA.MC      =  135,00       96        13,6%    135,59 vta
2017-02-17      EBRO.MC      =   19,68       79        10,8%     20,12 vta
2017-02-17      FER.MC       =   17,02       14        14,6%
2017-02-17      GAS.mc       =   18,05       44        14,3%     19,33 vta
2017-02-17      TEF.MC       =    9,32       33        17,0%
2017-02-17      VIS.MC       =   49,90       30        13,2%
2017-02-17      GRF.MC       =   21,11       84        14,7%     21,53 vta
2017-02-17      SAY.mc       =    8,16        4        10,8%
2017-02-17      ANA.mc       =   73,04       91        14,5%     73,84 vta
2017-02-17      CLNX.mc      =   14,34        5        15,0%
2017-02-17      BKT.mc       =    7,25       63        15,7%      7,59 vta
2017-02-17      MRL.MC       =   11,00       65        15,9%     11,50 vta
2017-02-17      ACS.mc       =   29,69       68        16,7%     30,95 vta
2017-02-17      REP.MC       =   13,63       77        18,7%     14,07 vta
2017-02-17      BME.MC       =   29,22       40        14,9%
2017-02-17      LOG.MC       =   21,41       66        13,9%     22,31 vta
2017-02-17      BBVA.MC      =    6,24       35        21,2%
2017-02-17      DIA.mc       =    4,96        2        17,5%
2017-02-17      SAN.mc       =    5,14       92        22,2%      5,20 vta
2017-02-17      MEL.MC       =   12,22       76        16,3%     12,60 vta
2017-02-17      TL5.MC       =   11,10       39        17,0%
2017-02-17      GAM.mc       =   20,40       79        18,4%     20,98 vta
2017-02-17      ZOT.MC       =    7,82       23        14,7%
2017-02-17      FCC.mc       =    8,52       48        17,7%      9,14 vta
2017-02-17      COL.MC       =    7,08       67        15,9%      7,39 vta
2017-02-17      CIE.MC       =   18,35      100        16,1%       vender
2017-02-17      MAP.MC       =    2,89      112        18,8%       vender
2017-02-17      ALB.mc       =   43,50       88        14,3%     44,15 vta
2017-02-17      TRE.mc       =   36,51       65        18,5%     38,28 vta
2017-02-17      IDR.MC       =   11,03       39        18,2%
2017-02-17      GCO.mc       =   30,98       90        16,3%     31,38 vta
2017-02-17      ALM.MC       =   15,68       47        17,0%     16,82 vta
2017-02-17      PSG.MC       =    5,87       48        17,4%      6,30 vta
2017-02-17      APPS.mc      =   11,27      153        17,8%       vender
2017-02-17      ACX.MC       =   13,43      107        20,1%       vender
2017-02-17      A3M.mc       =   10,45       29        20,3%
2017-02-17      IAG.mc       =    6,01       62        24,4%      6,37 vta
2017-02-17      bdl.MC       =  113,85       78        16,7%    117,11 vta
2017-02-17      eno.mc       =    9,40       93        16,0%      9,49 vta
2017-02-17      pac.mc       =    6,16      165        17,8%       vender
2017-02-17      MCM.mc       =   26,00      127        18,2%       vender
2017-02-17      FAE.mc       =    3,34       56        19,5%      3,56 vta
2017-02-17      FDR.mc       =    4,43       91        17,3%      4,48 vta
2017-02-17      DOM.mc       =    3,40       99        19,5%       vender
2017-02-17      tlgo.mc      =    4,70       18        22,4%
2017-02-17      enc.mc       =    2,62       63        23,9%      2,77 vta
2017-02-17      tub.MC       =    3,17      142        21,0%       vender
2017-02-17      IBG.mc       =   27,00      228        19,1%       vender
2017-02-17      LGT.mc       =   17,95      187        21,2%       vender
2017-02-17      MERCADO      =               79         9,0%

______________________________________________________________________________________________ 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 3% 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 = 322508 = RentaVariable + Liquidez 
RentaVariable = 242270
Liquidez = 80238  [incluye Dividendos=237]

RENTABILIDAD(Reta) = 13704 = 4,4% a 2017-02-17
VOLATILIDAD.anual(Vola) = 6,8%
Correlación = 52%
Rotación.Cartera(Rot) = 10007 = 3,2%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   31,02   =   6328                -  
FER.MC       =   421 x   17,02   =   7165                -  
GAS.mc       =   370 x   18,05   =   6677                -  
TEF.MC       =   811 x    9,32   =   7562                -  
GRF.MC       =   369 x   21,11   =   7790    87 x  21,67 = 1885 = vta
SAY.mc       =   936 x    8,16   =   7638                -  
BKT.mc       =   901 x    7,25   =   6531                -  
MRL.MC       =   642 x   11,00   =   7062                -  
REP.MC       =   373 x   13,63   =   5082                -  
BME.MC       =   237 x   29,22   =   6925                -  
DIA.mc       =  1612 x    4,96   =   7996                -  
MEL.MC       =   598 x   12,22   =   7305                -  
GAM.mc       =   345 x   20,40   =   7038                -  
COL.MC       =  1008 x    7,08   =   7140                -  
CIE.MC       =   330 x   18,35   =   6056                -  
MAP.MC       =  2062 x    2,89   =   5951                -  
ALB.mc       =   151 x   43,50   =   6569                -  
TRE.mc       =   153 x   36,51   =   5586                -  
IDR.MC       =   637 x   11,03   =   7029                -  
GCO.mc       =   200 x   30,98   =   6196                -  
ALM.MC       =   450 x   15,68   =   7056                -  
PSG.MC       =  1117 x    5,87   =   6557                -  
APPS.mc      =   526 x   11,27   =   5928                -  
ACX.MC       =   525 x   13,43   =   7048                -  
IAG.mc       =  1292 x    6,01   =   7758   315 x   6,40 = 2016 = vta
bdl.MC       =    55 x  113,85   =   6262                -  
eno.mc       =   738 x    9,40   =   6937                -  
pac.mc       =   939 x    6,16   =   5780                -  
MCM.mc       =   268 x   26,00   =   6968                -  
FDR.mc       =  1535 x    4,43   =   6800                -  
DOM.mc       =  2119 x    3,40   =   7205                -  
tlgo.mc      =  1466 x    4,70   =   6890                -  
enc.mc       =  2642 x    2,62   =   6922                -  
tub.MC       =  1637 x    3,17   =   5189                -  
IBG.mc       =   261 x   27,00   =   7047    62 x  27,58 = 1710 = vta
LGT.mc       =   351 x   17,95   =   6299                -  
______________________________________________________________________

______________ 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

prueba

casa.1.1 casa.1.2 casa.2.1 casa.2.2 casa.3.1 casa.3.2

FIN.-

Tengo problemas con el nuevo editor HTML.- Salud.

2017-02-27

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-02-24      CRP.PA       =  146,50       79         1,8%    147,68 vta
2017-02-24      MAA.PA       =  141,76       48         2,9%
2017-02-24      ^IBEX        =    9454       18        13,2%
2017-02-27      REE.MC       =   17,15       17        11,2%
2017-02-27      IBE.MC       =    6,27       65        12,5%      6,53 vta
2017-02-27      ELE.mc       =   19,97      117        11,8%       vender
2017-02-27      ENG.MC       =   23,15       10        12,1%
2017-02-27      AMS.MC       =   43,75       75        12,8%     45,07 vta
2017-02-27      ITX.MC       =   29,95        2        14,0%
2017-02-27      ABE.MC       =   13,91       21        12,8%
2017-02-27      AENA.MC      =  135,15       91        13,7%    136,69 vta
2017-02-27      EBRO.MC      =   19,32       60        10,7%     20,17 vta
2017-02-27      FER.MC       =   17,17       11        14,3%
2017-02-27      GAS.mc       =   18,11       45        14,0%     19,40 vta
2017-02-27      TEF.MC       =    9,60       50        16,7%     10,26 vta
2017-02-27      VIS.MC       =   49,28       19        13,0%
2017-02-27      GRF.MC       =   20,79       68        14,5%     21,64 vta
2017-02-27      SAY.mc       =    8,15        5        10,7%
2017-02-27      ANA.mc       =   69,90       52        14,5%     74,30 vta
2017-02-27      CLNX.mc      =   14,20        8        14,7%
2017-02-27      BKT.mc       =    7,24       60        15,4%      7,63 vta
2017-02-27      MRL.MC       =   10,89       54        15,6%     11,56 vta
2017-02-27      ACS.mc       =   29,60       62        16,6%     31,14 vta
2017-02-27      REP.MC       =   13,79       81        18,4%     14,16 vta
2017-02-27      BME.MC       =   29,10       22        14,9%
2017-02-27      LOG.MC       =   21,26       57        13,7%     22,41 vta
2017-02-27      BBVA.MC      =    6,13       21        20,6%
2017-02-27      DIA.mc       =    5,08       10        17,4%
2017-02-27      SAN.mc       =    5,06       75        21,7%      5,25 vta
2017-02-27      MEL.MC       =   12,09       64        16,1%     12,67 vta
2017-02-27      TL5.MC       =   11,05       33        16,7%
2017-02-27      GAM.mc       =   21,07       98        18,1%     21,13 vta
2017-02-27      ZOT.MC       =    7,56       32        14,9%
2017-02-27      FCC.mc       =    8,60       51        17,3%      9,19 vta
2017-02-27      COL.MC       =    6,90       44        15,7%      7,43 vta
2017-02-27      CIE.MC       =   17,98       73        16,0%     18,62 vta
2017-02-27      MAP.MC       =    2,89      108        18,5%       vender
2017-02-27      ALB.mc       =   43,20       77        14,5%     44,44 vta
2017-02-27      TRE.mc       =   35,41       40        18,4%
2017-02-27      IDR.MC       =   11,88       86        18,7%     12,11 vta
2017-02-27      GCO.mc       =   31,13       88        16,1%     31,61 vta
2017-02-27      ALM.MC       =   15,10       18        17,0%
2017-02-27      PSG.MC       =    5,40        5        17,5%
2017-02-27      APPS.mc      =   10,84      115        17,8%       vender
2017-02-27      ACX.MC       =   13,41       98        20,1%     13,44 vta
2017-02-27      A3M.mc       =   10,88       51        20,2%     11,68 vta
2017-02-27      IAG.mc       =    6,16       72        24,0%      6,43 vta
2017-02-27      bdl.MC       =  113,00       70        16,4%    117,63 vta
2017-02-27      eno.mc       =    9,26       77        16,0%      9,54 vta
2017-02-27      pac.mc       =    5,94      122        18,0%       vender
2017-02-27      MCM.mc       =   25,51      105        18,1%       vender
2017-02-27      FAE.mc       =    3,36       56        19,2%      3,58 vta
2017-02-27      FDR.mc       =    5,04      176        18,0%       vender
2017-02-27      DOM.mc       =    3,51      115        19,4%       vender
2017-02-27      tlgo.mc      =    4,78       28        22,3%
2017-02-27      enc.mc       =    2,57       44        23,1%      2,80 vta
2017-02-27      tub.MC       =    3,21      145        20,9%       vender
2017-02-27      IBG.mc       =   28,61      256        19,1%       vender
2017-02-27      LGT.mc       =   17,61      160        20,9%       vender
2017-02-27      MERCADO      =               76         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 3% 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 = 323078 = RentaVariable + Liquidez 
RentaVariable = 241008
Liquidez = 82070  [incluye Dividendos=353]

RENTABILIDAD(Reta) = 14274 = 4,6% a 2017-02-27
VOLATILIDAD.anual(Vola) = 6,6%
Correlación = 51%
Rotación.Cartera(Rot) = 11723 = 3,8%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   29,95   =   6110                -  
FER.MC       =   421 x   17,17   =   7226                -  
GAS.mc       =   370 x   18,11   =   6699                -  
TEF.MC       =   811 x    9,60   =   7782   175 x  10,26 = 1796 = vta
GRF.MC       =   369 x   20,79   =   7672    77 x  21,83 = 1681 = vta
SAY.mc       =   936 x    8,15   =   7628                -  
BKT.mc       =   901 x    7,24   =   6526                -  
MRL.MC       =   642 x   10,89   =   6991                -  
REP.MC       =   373 x   13,79   =   5146                -  
BME.MC       =   237 x   29,10   =   6897                -  
DIA.mc       =  1612 x    5,08   =   8189                -  
MEL.MC       =   598 x   12,09   =   7230                -  
GAM.mc       =   345 x   21,07   =   7267                -  
COL.MC       =  1008 x    6,90   =   6958                -  
CIE.MC       =   330 x   17,98   =   5933                -  
MAP.MC       =  2062 x    2,89   =   5963                -  
ALB.mc       =   151 x   43,20   =   6523                -  
TRE.mc       =   153 x   35,41   =   5417                -  
IDR.MC       =   637 x   11,88   =   7568                -  
GCO.mc       =   200 x   31,13   =   6226                -  
ALM.MC       =   450 x   15,10   =   6795                -  
PSG.MC       =  1117 x    5,40   =   6032                -  
APPS.mc      =   526 x   10,84   =   5699                -  
ACX.MC       =   525 x   13,41   =   7040                -  
IAG.mc       =  1292 x    6,16   =   7955   338 x   6,43 = 2173 = vta
bdl.MC       =    55 x  113,00   =   6215                -  
eno.mc       =   738 x    9,26   =   6834                -  
pac.mc       =   939 x    5,94   =   5573                -  
MCM.mc       =   268 x   25,51   =   6837                -  
FDR.mc       =  1535 x    5,04   =   7736   426 x   5,04 = 2147 = vta
DOM.mc       =  2119 x    3,51   =   7429   472 x   3,69 = 1742 = vta
tlgo.mc      =  1466 x    4,78   =   7007                -  
enc.mc       =  2642 x    2,57   =   6777                -  
tub.MC       =  1637 x    3,21   =   5255                -  
IBG.mc       =   199 x   28,61   =   5693                -  
LGT.mc       =   351 x   17,61   =   6179                -  
______________________________________________________________________

______________ 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

2017-03-01

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-03-01      CRP.PA       =  145,72       65         1,8%
2017-03-01      MAA.PA       =  140,84       35         2,9%
2017-03-01      ^IBEX        =    9752       47        13,2%
2017-03-01      REE.MC       =   17,17       15        11,2%
2017-03-01      IBE.MC       =    6,29       75        12,3%      6,45 vta
2017-03-01      ELE.mc       =   20,06      135        11,8%       vender
2017-03-01      ENG.MC       =   23,19        9        11,9%
2017-03-01      AMS.MC       =   44,61      110        12,6%       vender
2017-03-01      ITX.MC       =   30,89       20        14,0%
2017-03-01      ABE.MC       =   13,87       22        12,6%
2017-03-01      AENA.MC      =  135,45      104        13,6%       vender
2017-03-01      EBRO.MC      =   19,13       59        10,7%     19,92 vta
2017-03-01      FER.MC       =   18,06       14        14,5%
2017-03-01      GAS.mc       =   18,38       63        14,0%     19,15 vta
2017-03-01      TEF.MC       =    9,91       83        16,7%     10,12 vta
2017-03-01      VIS.MC       =   48,59        8        13,0%
2017-03-01      GRF.MC       =   21,03       85        14,6%     21,38 vta
2017-03-01      SAY.mc       =    8,28        3        10,7%
2017-03-01      ANA.mc       =   71,01       71        14,3%     73,32 vta
2017-03-01      CLNX.mc      =   14,25        7        14,6%
2017-03-01      BKT.mc       =    7,46       87        15,6%      7,57 vta
2017-03-01      MRL.MC       =   10,77       51        15,6%     11,40 vta
2017-03-01      ACS.mc       =   30,20       86        16,6%     30,71 vta
2017-03-01      REP.MC       =   14,30      119        18,4%       vender
2017-03-01      BME.MC       =   29,81       58        14,9%     31,25 vta
2017-03-01      LOG.MC       =   21,63       80        13,6%     22,11 vta
2017-03-01      BBVA.MC      =    6,36       50        20,6%      6,80 vta
2017-03-01      DIA.mc       =    5,32       47        17,7%      5,69 vta
2017-03-01      SAN.mc       =    5,32      121        21,9%       vender
2017-03-01      MEL.MC       =   12,32       87        16,1%     12,51 vta
2017-03-01      TL5.MC       =   11,48       68        16,8%     11,93 vta
2017-03-01      GAM.mc       =   21,32      118        18,2%       vender
2017-03-01      ZOT.MC       =    7,62       28        14,9%
2017-03-01      FCC.mc       =    8,62       58        17,3%      9,07 vta
2017-03-01      COL.MC       =    6,95       55        15,6%      7,32 vta
2017-03-01      CIE.MC       =   18,46      104        16,0%       vender
2017-03-01      MAP.MC       =    2,98      143        18,5%       vender
2017-03-01      ALB.mc       =   43,45       91        14,3%     43,88 vta
2017-03-01      TRE.mc       =   37,37       86        18,7%     38,04 vta
2017-03-01      IDR.MC       =   12,17      114        18,7%       vender
2017-03-01      GCO.mc       =   31,53      110        16,0%       vender
2017-03-01      ALM.MC       =   15,15       22        16,8%
2017-03-01      PSG.MC       =    5,49        1        17,4%
2017-03-01      APPS.mc      =   11,30      162        18,0%       vender
2017-03-01      ACX.MC       =   13,89      136        20,2%       vender
2017-03-01      A3M.mc       =   11,12       74        20,2%     11,51 vta
2017-03-01      IAG.mc       =    6,42      110        24,1%       vender
2017-03-01      bdl.MC       =  113,00       79        16,4%    115,91 vta
2017-03-01      eno.mc       =    9,30       90        15,7%      9,40 vta
2017-03-01      pac.mc       =    6,19      169        18,2%       vender
2017-03-01      MCM.mc       =   26,34      142        18,2%       vender
2017-03-01      FAE.mc       =    3,38       69        19,1%      3,52 vta
2017-03-01      FDR.mc       =    5,26      230        18,2%       vender
2017-03-01      DOM.mc       =    3,54      134        19,1%       vender
2017-03-01      tlgo.mc      =    4,70       19        22,2%
2017-03-01      enc.mc       =    2,70       85        23,6%      2,76 vta
2017-03-01      tub.MC       =    3,10      126        21,5%       vender
2017-03-01      IBG.mc       =   28,32      281        19,1%       vender
2017-03-01      LGT.mc       =   17,97      195        20,9%       vender
2017-03-01      MERCADO      =               90         9,0%

______________________________________________________________________________________________ 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 = 328148 = RentaVariable + Liquidez 
RentaVariable = 241754
Liquidez = 86394  [incluye Dividendos=353]

RENTABILIDAD(Reta) = 19344 = 6,3% a 2017-03-01
VOLATILIDAD.anual(Vola) = 6,6%
Correlación = 52%
Rotación.Cartera(Rot) = 16047 = 5,2%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   30,89   =   6302                -  
FER.MC       =   421 x   18,06   =   7603                -  
GAS.mc       =   370 x   18,38   =   6801                -  
TEF.MC       =   811 x    9,91   =   8039   210 x  10,12 = 2125 = vta
GRF.MC       =   369 x   21,03   =   7758    83 x  21,75 = 1805 = vta
SAY.mc       =   936 x    8,28   =   7745                -  
BKT.mc       =   901 x    7,46   =   6721                -  
MRL.MC       =   642 x   10,77   =   6914                -  
REP.MC       =   373 x   14,30   =   5332                -  
BME.MC       =   237 x   29,81   =   7065                -  
DIA.mc       =  1612 x    5,32   =   8576   469 x   5,69 = 2669 = vta
MEL.MC       =   598 x   12,32   =   7367                -  
GAM.mc       =   345 x   21,32   =   7354                -  
COL.MC       =  1008 x    6,95   =   7002                -  
CIE.MC       =   330 x   18,46   =   6092                -  
MAP.MC       =  2062 x    2,98   =   6139                -  
ALB.mc       =   151 x   43,45   =   6561                -  
TRE.mc       =   153 x   37,37   =   5718                -  
IDR.MC       =   637 x   12,17   =   7752   161 x  12,48 = 2009 = vta
GCO.mc       =   200 x   31,53   =   6306                -  
ALM.MC       =   450 x   15,15   =   6818                -  
PSG.MC       =  1117 x    5,49   =   6132                -  
APPS.mc      =   526 x   11,30   =   5941                -  
ACX.MC       =   525 x   13,89   =   7290                -  
IAG.mc       =   954 x    6,42   =   6124                -  
bdl.MC       =    55 x  113,00   =   6215                -  
eno.mc       =   738 x    9,30   =   6863                -  
pac.mc       =   939 x    6,19   =   5808                -  
MCM.mc       =   268 x   26,34   =   7059                -  
FDR.mc       =  1109 x    5,26   =   5828                -  
DOM.mc       =  2119 x    3,54   =   7495   513 x   3,67 = 1883 = vta
tlgo.mc      =  1466 x    4,70   =   6892                -  
enc.mc       =  2642 x    2,70   =   7133                -  
tub.MC       =  1637 x    3,10   =   5067                -  
IBG.mc       =   199 x   28,32   =   5636                -  
LGT.mc       =   351 x   17,97   =   6307                -  
______________________________________________________________________

______________ 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