S.I.G.O. Bestinver (19/24)

#145

Re: S.I.G.O. Bestinver

Top 100

09/04/17 08:33

2017-04-07

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-04-07      CRP.PA       =  145,93       63         1,8%
2017-04-07      MAA.PA       =  141,31       36         2,9%
2017-04-07      ^IBEX        =   10529      114        12,6%       vender
2017-04-07      REE.MC       =   18,76       55        10,7%     19,45 vta
2017-04-07      IBE.MC       =    6,77      168        12,1%       vender
2017-04-07      ITX.MC       =   33,92      120        13,6%       vender
2017-04-07      AMS.MC       =   46,84      176        12,2%       vender
2017-04-07      ELE.mc       =   22,18      278        11,5%       vender
2017-04-07      ENG.MC       =   24,49       31        11,6%     25,96 vta
2017-04-07      ABE.MC       =   15,18      150        12,3%       vender
2017-04-07      AENA.MC      =  152,60      254        13,0%       vender
2017-04-07      TEF.MC       =   10,45      179        15,9%       vender
2017-04-07      GAS.mc       =   20,43      182        13,6%       vender
2017-04-07      FER.MC       =   19,14       73        13,9%     19,61 vta
2017-04-07      EBRO.MC      =   19,46       90        10,4%     19,62 vta
2017-04-07      GRF.MC       =   23,08      189        14,5%       vender
2017-04-07      VIS.MC       =   49,03       37        12,5%     51,79 vta
2017-04-07      REP.MC       =   15,00      174        17,7%       vender
2017-04-07      CLNX.mc      =   15,40       49        14,6%     16,15 vta
2017-04-07      ANA.mc       =   75,27      138        13,7%       vender
2017-04-07      BBVA.MC      =    7,12      159        19,4%       vender
2017-04-07      BKT.mc       =    7,97      181        14,7%       vender
2017-04-07      MRL.MC       =   10,88       67        15,0%     11,22 vta
2017-04-07      ACS.mc       =   33,43      198        16,0%       vender
2017-04-07      SAY.mc       =    8,82       79        10,5%      8,96 vta
2017-04-07      SAN.mc       =    5,78      197        20,5%       vender
2017-04-07      GAM.mc       =   18,97        1        18,5%
2017-04-07      BME.MC       =   32,33      178        14,3%       vender
2017-04-07      DIA.mc       =    5,43       70        16,7%      5,60 vta
2017-04-07      TL5.MC       =   12,17      131        16,0%       vender
2017-04-07      LOG.MC       =   21,40      106        13,3%       vender
2017-04-07      MEL.MC       =   13,16      162        15,4%       vender
2017-04-07      MAP.MC       =    3,22      226        17,7%       vender
2017-04-07      ZOT.MC       =    8,53       31        14,9%      9,11 vta
2017-04-07      COL.MC       =    7,09       82        15,0%      7,21 vta
2017-04-07      FCC.mc       =    8,73       76        16,8%      8,94 vta
2017-04-07      TRE.mc       =   37,44       97        17,5%     37,56 vta
2017-04-07      CIE.MC       =   18,26      129        15,2%       vender
2017-04-07      CABK.mc      =    4,05      287        21,3%       vender
2017-04-07      HIS.mc       =   13,89      193        15,6%       vender
2017-04-07      IDR.MC       =   11,90      104        17,4%       vender
2017-04-07      ACX.MC       =   13,36      101        19,2%       vender
2017-04-07      ALM.MC       =   16,17       88        16,6%     16,36 vta
2017-04-07      ALB.mc       =   44,98      137        13,7%       vender
2017-04-07      SAB.mc       =    1,68      170        21,5%       vender
2017-04-07      GCO.mc       =   33,34      172        15,6%       vender
2017-04-07      APPS.mc      =   11,20      166        17,0%       vender
2017-04-07      PSG.MC       =    5,59       22        17,4%
2017-04-07      AXIA.mc      =   14,78      148        17,3%       vender
2017-04-07      LRE.mc       =    7,36        3        15,6%
2017-04-07      BKIA.mc      =    1,08      179        21,2%       vender
2017-04-07      A3M.mc       =   11,82      132        19,1%       vender
2017-04-07      IAG.mc       =    6,13       85        22,2%      6,23 vta
2017-04-07      NHH.mc       =    4,61       87        19,2%      4,67 vta
2017-04-07      scyr.mc      =    2,34       77        21,5%      2,40 vta
2017-04-07      CCE.MC       =   35,05       72        14,3%     35,97 vta
2017-04-07      FAE.mc       =    3,21       27        18,1%      3,46 vta
2017-04-07      vid.MC       =   51,00       35        18,0%     54,55 vta
2017-04-07      eno.mc       =    9,33      102        14,9%       vender
2017-04-07      air.MC       =   72,40      195        17,0%       vender
2017-04-07      enc.mc       =    3,04      185        21,6%       vender
2017-04-07      bdl.MC       =  111,00       61        17,5%    115,51 vta
2017-04-07      pac.mc       =    6,84      277        18,1%       vender
2017-04-07      FDR.mc       =    5,00      201        17,4%       vender
2017-04-07      DOM.mc       =    3,49      119        18,1%       vender
2017-04-07      pop.mc       =    0,81       58        28,9%
2017-04-07      tlgo.mc      =    5,29      113        20,8%       vender
2017-04-07      MCM.mc       =   28,10      216        17,7%       vender
2017-04-07      tub.MC       =    2,96       96        19,8%      2,97 vta
2017-04-07      IBG.mc       =   30,40      325        18,9%       vender
2017-04-07      rovi.mc      =   14,55       75        20,1%     14,94 vta
2017-04-07      LGT.mc       =   18,16      230        19,1%       vender
2017-04-07      ohl.mc       =    4,66      162        35,8%       vender
2017-04-07      MERCADO      =              111         8,5%        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 1% 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 = 336846 = RentaVariable + Liquidez 
RentaVariable = 237403
Liquidez = 99443  [incluye Dividendos=445]

RENTABILIDAD(Reta) = 28042 = 9,1% a 2017-04-07
VOLATILIDAD.anual(Vola) = 6,0%
Correlación = 51%
Rotación.Cartera(Rot) = 29004 = 9,4%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   33,92   =   6920                -  
TEF.MC       =   581 x   10,45   =   6071                -  
GAS.mc       =   370 x   20,43   =   7559    92 x  20,69 = 1903 = vta
FER.MC       =   421 x   19,14   =   8058   115 x  19,61 = 2255 = vta
GRF.MC       =   273 x   23,08   =   6299                -  
REP.MC       =   373 x   15,00   =   5593                -  
BKT.mc       =   901 x    7,97   =   7185   228 x   8,35 = 1904 = vta
MRL.MC       =   642 x   10,88   =   6985                -  
SAY.mc       =   936 x    8,82   =   8252   253 x   8,96 = 2267 = vta
GAM.mc       =   252 x   18,97   =   4780                -  
BME.MC       =   176 x   32,33   =   5689                -  
DIA.mc       =  1612 x    5,43   =   8753   558 x   5,60 = 3125 = vta
MEL.MC       =   598 x   13,16   =   7873   159 x  13,17 = 2094 = vta
MAP.MC       =  2062 x    3,22   =   6631                -  
COL.MC       =  1008 x    7,09   =   7144                -  
TRE.mc       =   153 x   37,44   =   5728                -  
CIE.MC       =   330 x   18,26   =   6026                -  
IDR.MC       =   637 x   11,90   =   7577   178 x  12,48 = 2221 = vta
ACX.MC       =   525 x   13,36   =   7014                -  
ALM.MC       =   450 x   16,17   =   7277                -  
ALB.mc       =   151 x   44,98   =   6792                -  
GCO.mc       =   200 x   33,34   =   6668                -  
APPS.mc      =   526 x   11,20   =   5889                -  
PSG.MC       =  1117 x    5,59   =   6244                -  
IAG.mc       =   954 x    6,13   =   5844                -  
eno.mc       =   738 x    9,33   =   6886                -  
enc.mc       =  1869 x    3,04   =   5682                -  
bdl.MC       =    55 x  111,00   =   6105                -  
pac.mc       =   939 x    6,84   =   6423                -  
FDR.mc       =  1109 x    5,00   =   5551                -  
DOM.mc       =  1533 x    3,49   =   5353                -  
tlgo.mc      =  1466 x    5,29   =   7755   429 x   5,47 = 2347 = vta
MCM.mc       =   268 x   28,10   =   7531    71 x  28,21 = 2003 = vta
tub.MC       =  1637 x    2,96   =   4846                -  
IBG.mc       =   199 x   30,40   =   6050                -  
LGT.mc       =   351 x   18,16   =   6372                -  
______________________________________________________________________

______________ 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

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

#146

Re: S.I.G.O. Bestinver

Top 100

Javi01

11/04/17 08:28

2017-04-10

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-04-10      CRP.PA       =  146,04       65         1,8%
2017-04-10      MAA.PA       =  141,32       36         2,9%
2017-04-10      ^IBEX        =   10438      105        12,6%       vender
2017-04-10      REE.MC       =   18,67       48        10,7%     19,50 vta
2017-04-10      IBE.MC       =    6,74      157        11,9%       vender
2017-04-10      ITX.MC       =   33,85      113        13,6%       vender
2017-04-10      AMS.MC       =   46,62      164        12,2%       vender
2017-04-10      ELE.mc       =   22,01      256        11,5%       vender
2017-04-10      ENG.MC       =   24,51       31        11,6%     26,04 vta
2017-04-10      ABE.MC       =   15,02      130        12,3%       vender
2017-04-10      AENA.MC      =  151,55      236        13,0%       vender
2017-04-10      TEF.MC       =   10,35      162        15,9%       vender
2017-04-10      GAS.mc       =   20,27      166        13,6%       vender
2017-04-10      FER.MC       =   19,07       67        13,7%     19,66 vta
2017-04-10      EBRO.MC      =   19,46       87        10,4%     19,67 vta
2017-04-10      GRF.MC       =   23,20      188        14,5%       vender
2017-04-10      VIS.MC       =   49,65       50        12,5%     51,94 vta
2017-04-10      REP.MC       =   14,94      164        17,5%       vender
2017-04-10      CLNX.mc      =   15,46       51        14,6%     16,21 vta
2017-04-10      ANA.mc       =   74,95      128        13,7%       vender
2017-04-10      BBVA.MC      =    7,04      142        19,4%       vender
2017-04-10      BKT.mc       =    7,90      164        14,7%       vender
2017-04-10      MRL.MC       =   10,81       59        15,0%     11,25 vta
2017-04-10      ACS.mc       =   33,44      190        16,0%       vender
2017-04-10      SAY.mc       =    8,95       95        10,5%      8,99 vta
2017-04-10      SAN.mc       =    5,68      191        20,5%       vender
2017-04-10      GAM.mc       =   19,17       11        18,5%
2017-04-10      BME.MC       =   32,26      169        14,3%       vender
2017-04-10      DIA.mc       =    5,40       62        16,7%      5,61 vta
2017-04-10      TL5.MC       =   12,17      126        16,0%       vender
2017-04-10      LOG.MC       =   21,15       89        13,3%     21,36 vta
2017-04-10      MEL.MC       =   12,96      139        15,6%       vender
2017-04-10      MAP.MC       =    3,19      206        17,7%       vender
2017-04-10      ZOT.MC       =    8,28        2        15,0%
2017-04-10      COL.MC       =    7,09       78        15,0%      7,24 vta
2017-04-10      FCC.mc       =    8,62       61        17,0%      8,97 vta
2017-04-10      TRE.mc       =   37,16       74        17,7%     38,18 vta
2017-04-10      CIE.MC       =   18,05      111        15,2%       vender
2017-04-10      CABK.mc      =    3,93      243        21,5%       vender
2017-04-10      HIS.mc       =   13,75      175        15,6%       vender
2017-04-10      IDR.MC       =   12,00      109        17,4%       vender
2017-04-10      ACX.MC       =   13,36       98        19,2%     13,39 vta
2017-04-10      ALM.MC       =   16,18       86        16,4%     16,41 vta
2017-04-10      ALB.mc       =   45,00      132        13,7%       vender
2017-04-10      SAB.mc       =    1,65      149        21,5%       vender
2017-04-10      GCO.mc       =   33,42      169        15,4%       vender
2017-04-10      APPS.mc      =   11,10      150        17,0%       vender
2017-04-10      PSG.MC       =    5,69       36        17,4%      6,09 vta
2017-04-10      AXIA.mc      =   14,49      122        17,3%       vender
2017-04-10      LRE.mc       =    7,47        5        15,6%
2017-04-10      BKIA.mc      =    1,07      159        21,2%       vender
2017-04-10      A3M.mc       =   11,61      110        19,1%       vender
2017-04-10      IAG.mc       =    6,21       95        22,2%      6,25 vta
2017-04-10      NHH.mc       =    4,51       63        19,4%      4,69 vta
2017-04-10      scyr.mc      =    2,32       67        21,5%      2,41 vta
2017-04-10      CCE.MC       =   35,25       75        14,3%     36,09 vta
2017-04-10      FAE.mc       =    3,29       46        18,1%      3,48 vta
2017-04-10      vid.MC       =   51,30       40        18,0%     54,71 vta
2017-04-10      eno.mc       =    9,40      106        14,9%       vender
2017-04-10      air.MC       =   71,55      174        17,0%       vender
2017-04-10      enc.mc       =    3,06      184        21,6%       vender
2017-04-10      bdl.MC       =  111,00       59        17,5%    115,92 vta
2017-04-10      pac.mc       =    6,85      272        18,0%       vender
2017-04-10      FDR.mc       =    5,00      195        17,4%       vender
2017-04-10      DOM.mc       =    3,51      121        18,1%       vender
2017-04-10      pop.mc       =    0,73       69        30,2%
2017-04-10      tlgo.mc      =    5,39      126        20,9%       vender
2017-04-10      MCM.mc       =   28,26      215        17,7%       vender
2017-04-10      tub.MC       =    2,98       98        19,8%      2,98 vta
2017-04-10      IBG.mc       =   30,50      319        18,8%       vender
2017-04-10      rovi.mc      =   14,75       85        20,1%     15,00 vta
2017-04-10      LGT.mc       =   19,00      263        19,5%       vender
2017-04-10      ohl.mc       =    4,82      181        35,9%       vender
2017-04-10      MERCADO      =              108         8,4%        VTA

______________________ CARTERA OPTIMIZADA 2017 _______________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 337318 = RentaVariable + Liquidez 
RentaVariable = 231511
Liquidez = 105807  [incluye Dividendos=445]

RENTABILIDAD(Reta) = 28514 = 9,2% a 2017-04-10
VOLATILIDAD.anual(Vola) = 5,8%
Correlación = 51%
Rotación.Cartera(Rot) = 35368 =11,5%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   33,85   =   6905                -  
TEF.MC       =   581 x   10,35   =   6013                -  
GAS.mc       =   370 x   20,27   =   7500    92 x  20,69 = 1903 = vta
FER.MC       =   421 x   19,07   =   8026   115 x  19,61 = 2255 = vta
GRF.MC       =   273 x   23,20   =   6334                -  
REP.MC       =   373 x   14,94   =   5573                -  
BKT.mc       =   901 x    7,90   =   7118   228 x   8,35 = 1904 = vta
MRL.MC       =   642 x   10,81   =   6940                -  
SAY.mc       =   683 x    8,95   =   6113                -  
GAM.mc       =   252 x   19,17   =   4831                -  
BME.MC       =   176 x   32,26   =   5677                -  
DIA.mc       =  1612 x    5,40   =   8705   558 x   5,60 = 3125 = vta
MEL.MC       =   439 x   12,96   =   5692                -  
MAP.MC       =  2062 x    3,19   =   6567                -  
COL.MC       =  1008 x    7,09   =   7143                -  
TRE.mc       =   153 x   37,16   =   5685                -  
CIE.MC       =   330 x   18,05   =   5957                -  
IDR.MC       =   637 x   12,00   =   7644   178 x  12,48 = 2221 = vta
ACX.MC       =   525 x   13,36   =   7014                -  
ALM.MC       =   450 x   16,18   =   7281                -  
ALB.mc       =   151 x   45,00   =   6795                -  
GCO.mc       =   200 x   33,42   =   6684                -  
APPS.mc      =   526 x   11,10   =   5839                -  
PSG.MC       =  1117 x    5,69   =   6356                -  
IAG.mc       =   954 x    6,21   =   5926                -  
eno.mc       =   738 x    9,40   =   6937                -  
enc.mc       =  1869 x    3,06   =   5710                -  
bdl.MC       =    55 x  111,00   =   6105                -  
pac.mc       =   939 x    6,85   =   6432                -  
FDR.mc       =  1109 x    5,00   =   5551                -  
DOM.mc       =  1533 x    3,51   =   5382                -  
tlgo.mc      =  1466 x    5,39   =   7902   429 x   5,47 = 2347 = vta
MCM.mc       =   197 x   28,26   =   5567                -  
tub.MC       =  1637 x    2,98   =   4870                -  
IBG.mc       =   199 x   30,50   =   6070                -  
LGT.mc       =   351 x   19,00   =   6669    91 x  20,37 = 1854 = vta
______________________________________________________________________

______________ 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

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

#147

Re: S.I.G.O. Bestinver

Top 100

Javi01

25/04/17 09:27

2017-04-24

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-04-24      CRP.PA       =  145,39       52         1,8%
2017-04-24      MAA.PA       =  141,00       30         2,9%
2017-04-24      ^IBEX        =   10767      134        12,6%       vender
2017-04-24      REE.MC       =   18,40       79        10,9%     18,68 vta
2017-04-24      IBE.MC       =    6,72      173        11,5%       vender
2017-04-24      ITX.MC       =   35,02      200        13,5%       vender
2017-04-24      AMS.MC       =   47,82      216        12,2%       vender
2017-04-24      ELE.mc       =   21,99      282        11,5%       vender
2017-04-24      ENG.MC       =   24,39       72        11,8%     24,91 vta
2017-04-24      ABE.MC       =   16,16      239        12,9%       vender
2017-04-24      AENA.MC      =  154,90      285        13,3%       vender
2017-04-24      TEF.MC       =   10,49      195        15,7%       vender
2017-04-24      GAS.mc       =   21,12      284        13,6%       vender
2017-04-24      FER.MC       =   19,25       85        13,6%     19,48 vta
2017-04-24      EBRO.MC      =   19,46       97        10,4%     19,50 vta
2017-04-24      GRF.MC       =   24,12      256        14,6%       vender
2017-04-24      VIS.MC       =   51,86      108        12,6%       vender
2017-04-24      REP.MC       =   14,68      159        17,4%       vender
2017-04-24      CLNX.mc      =   15,92       90        14,5%     16,04 vta
2017-04-24      ANA.mc       =   74,45      134        13,6%       vender
2017-04-24      BBVA.MC      =    7,61      240        19,6%       vender
2017-04-24      BKT.mc       =    8,27      242        14,6%       vender
2017-04-24      MRL.MC       =   10,75       81        14,9%     10,92 vta
2017-04-24      ACS.mc       =   33,68      216        16,0%       vender
2017-04-24      SAY.mc       =    8,84       89        10,4%      8,91 vta
2017-04-24      SAN.mc       =    6,00      269        20,6%       vender
2017-04-24      GAM.mc       =   19,50      144        17,5%       vender
2017-04-24      BME.MC       =   33,26      224        14,5%       vender
2017-04-24      DIA.mc       =    5,38       65        16,8%      5,55 vta
2017-04-24      TL5.MC       =   12,33      196        16,0%       vender
2017-04-24      LOG.MC       =   21,94      145        13,2%       vender
2017-04-24      MEL.MC       =   13,41      192        15,4%       vender
2017-04-24      MAP.MC       =    3,30      268        17,5%       vender
2017-04-24      ZOT.MC       =    8,15        3        15,3%
2017-04-24      COL.MC       =    7,00       71        15,2%      7,17 vta
2017-04-24      FCC.mc       =    8,33       30        17,1%      8,88 vta
2017-04-24      TRE.mc       =   37,48      103        17,3%       vender
2017-04-24      CIE.MC       =   18,82      173        15,0%       vender
2017-04-24      CABK.mc      =    4,10      308        21,7%       vender
2017-04-24      HIS.mc       =   14,11      237        15,3%       vender
2017-04-24      IDR.MC       =   12,76      185        18,0%       vender
2017-04-24      ACX.MC       =   12,92       82        19,4%     13,15 vta
2017-04-24      ALM.MC       =   16,00       81        16,4%     16,28 vta
2017-04-24      ALB.mc       =   47,80      227        13,6%       vender
2017-04-24      SAB.mc       =    1,76      228        21,7%       vender
2017-04-24      GCO.mc       =   35,66      266        15,6%       vender
2017-04-24      APPS.mc      =   10,99      157        16,6%       vender
2017-04-24      PSG.MC       =    5,69       41        17,3%      6,01 vta
2017-04-24      AXIA.mc      =   14,75      154        17,0%       vender
2017-04-24      LRE.mc       =    7,40        0        16,1%
2017-04-24      BKIA.mc      =    1,11      210        21,5%       vender
2017-04-24      A3M.mc       =   11,37      117        19,9%       vender
2017-04-24      IAG.mc       =    6,70      177        21,9%       vender
2017-04-24      NHH.mc       =    4,64       98        19,4%      4,65 vta
2017-04-24      scyr.mc      =    2,27       49        21,7%      2,39 vta
2017-04-24      CCE.MC       =   35,20       82        13,9%     35,71 vta
2017-04-24      FAE.mc       =    3,22       32        17,7%      3,43 vta
2017-04-24      vid.MC       =   52,95       77        17,7%     54,07 vta
2017-04-24      eno.mc       =    9,70      157        14,6%       vender
2017-04-24      air.MC       =   73,70      249        17,0%       vender
2017-04-24      enc.mc       =    3,16      252        21,3%       vender
2017-04-24      bdl.MC       =  110,50       61        17,1%    114,47 vta
2017-04-24      pac.mc       =    6,79      278        18,1%       vender
2017-04-24      FDR.mc       =    5,30      285        17,1%       vender
2017-04-24      DOM.mc       =    3,65      167        18,4%       vender
2017-04-24      pop.mc       =    0,69       63        32,5%
2017-04-24      tlgo.mc      =    5,25      108        20,6%       vender
2017-04-24      MCM.mc       =   27,82      213        17,7%       vender
2017-04-24      tub.MC       =    2,93       92        19,9%      2,95 vta
2017-04-24      IBG.mc       =   30,28      350        18,7%       vender
2017-04-24      rovi.mc      =   14,91      103        19,8%       vender
2017-04-24      LGT.mc       =   18,50      254        19,2%       vender
2017-04-24      ohl.mc       =    4,11       60        36,2%      4,33 vta
2017-04-24      MERCADO      =              120         8,4%        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 2% 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 = 340950 = RentaVariable + Liquidez 
RentaVariable = 228764
Liquidez = 112186  [incluye Dividendos=445]

RENTABILIDAD(Reta) = 32146 =10,4% a 2017-04-24
VOLATILIDAD.anual(Vola) = 5,7%
Correlación = 51%
Rotación.Cartera(Rot) = 41747 =13,5%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   35,02   =   7143    50 x  36,71 = 1836 = vta
TEF.MC       =   581 x   10,49   =   6092                -  
GAS.mc       =   278 x   21,12   =   5871                -  
FER.MC       =   306 x   19,25   =   5891                -  
GRF.MC       =   273 x   24,12   =   6585                -  
REP.MC       =   373 x   14,68   =   5474                -  
BKT.mc       =   901 x    8,27   =   7451   228 x   8,35 = 1904 = vta
MRL.MC       =   642 x   10,75   =   6902                -  
SAY.mc       =   683 x    8,84   =   6039                -  
GAM.mc       =   252 x   19,50   =   4914                -  
BME.MC       =   176 x   33,26   =   5854                -  
DIA.mc       =  1612 x    5,38   =   8673   558 x   5,60 = 3125 = vta
MEL.MC       =   439 x   13,41   =   5885                -  
MAP.MC       =  2062 x    3,30   =   6811   525 x   3,50 = 1838 = vta
COL.MC       =  1008 x    7,00   =   7056                -  
TRE.mc       =   153 x   37,48   =   5734                -  
CIE.MC       =   330 x   18,82   =   6209                -  
IDR.MC       =   459 x   12,76   =   5859                -  
ACX.MC       =   525 x   12,92   =   6783                -  
ALM.MC       =   450 x   16,00   =   7200                -  
ALB.mc       =   151 x   47,80   =   7218    37 x  49,36 = 1826 = vta
GCO.mc       =   200 x   35,66   =   7132    50 x  36,65 = 1833 = vta
APPS.mc      =   526 x   10,99   =   5781                -  
PSG.MC       =  1117 x    5,69   =   6356                -  
IAG.mc       =   954 x    6,70   =   6391                -  
eno.mc       =   738 x    9,70   =   7159   189 x  10,32 = 1950 = vta
enc.mc       =  1869 x    3,16   =   5906                -  
bdl.MC       =    55 x  110,50   =   6078                -  
pac.mc       =   939 x    6,79   =   6376                -  
FDR.mc       =  1109 x    5,30   =   5872                -  
DOM.mc       =  1533 x    3,65   =   5588                -  
tlgo.mc      =  1466 x    5,25   =   7689   429 x   5,47 = 2347 = vta
MCM.mc       =   197 x   27,82   =   5481                -  
tub.MC       =  1637 x    2,93   =   4796                -  
IBG.mc       =   199 x   30,28   =   6026                -  
LGT.mc       =   351 x   18,50   =   6494    91 x  20,37 = 1854 = vta
______________________________________________________________________

______________ 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

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

#148

Re: S.I.G.O. Bestinver

Top 100

Javi01

29/04/17 18:01

2017-04-28

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-04-28      CRP.PA       =  145,85       59         1,8%
2017-04-28      MAA.PA       =  140,96       28         2,9%
2017-04-28      ^IBEX        =   10716      126        12,5%       vender
2017-04-28      REE.MC       =   17,90       50        10,9%     18,49 vta
2017-04-28      IBE.MC       =    6,60      165        11,6%       vender
2017-04-28      ITX.MC       =   35,21      233        13,5%       vender
2017-04-28      AMS.MC       =   49,50      299        12,2%       vender
2017-04-28      ELE.mc       =   21,64      340        11,5%       vender
2017-04-28      ENG.MC       =   24,15       68        11,8%     24,68 vta
2017-04-28      ABE.MC       =   16,15      268        12,8%       vender
2017-04-28      AENA.MC      =  162,00      430        13,3%       vender
2017-04-28      TEF.MC       =   10,15      177        15,7%       vender
2017-04-28      GAS.mc       =   20,76      291        13,6%       vender
2017-04-28      FER.MC       =   19,54      116        13,6%       vender
2017-04-28      EBRO.MC      =   20,53      190        10,7%       vender
2017-04-28      GRF.MC       =   24,66      318        14,5%       vender
2017-04-28      VIS.MC       =   54,94      206        12,8%       vender
2017-04-28      REP.MC       =   14,54      166        17,3%       vender
2017-04-28      CLNX.mc      =   16,23      136        14,3%       vender
2017-04-28      ANA.mc       =   75,74      176        13,6%       vender
2017-04-28      BBVA.MC      =    7,35      221        19,5%       vender
2017-04-28      BKT.mc       =    8,08      234        14,5%       vender
2017-04-28      MRL.MC       =   10,87      105        14,7%       vender
2017-04-28      ACS.mc       =   34,03      259        15,7%       vender
2017-04-28      SAY.mc       =    9,07      140        10,4%       vender
2017-04-28      SAN.mc       =    5,99      297        20,3%       vender
2017-04-28      GAM.mc       =   19,84      182        17,5%       vender
2017-04-28      BME.MC       =   32,90      233        14,5%       vender
2017-04-28      DIA.mc       =    5,47       92        16,7%      5,50 vta
2017-04-28      TL5.MC       =   12,66      259        15,9%       vender
2017-04-28      LOG.MC       =   21,95      164        13,2%       vender
2017-04-28      MEL.MC       =   13,63      239        15,3%       vender
2017-04-28      MAP.MC       =    3,20      298        17,4%       vender
2017-04-28      ZOT.MC       =    8,51       39        15,3%      8,92 vta
2017-04-28      COL.MC       =    7,12      102        15,0%       vender
2017-04-28      FCC.mc       =    8,50       57        17,3%      8,80 vta
2017-04-28      TRE.mc       =   36,35       76        17,4%     37,05 vta
2017-04-28      CIE.MC       =   19,75      263        15,0%       vender
2017-04-28      CABK.mc      =    4,17      356        21,9%       vender
2017-04-28      HIS.mc       =   13,86      239        15,2%       vender
2017-04-28      IDR.MC       =   12,59      185        18,0%       vender
2017-04-28      ACX.MC       =   12,82      120        19,8%       vender
2017-04-28      ALM.MC       =   16,58      135        16,4%       vender
2017-04-28      ALB.mc       =   49,90      317        13,7%       vender
2017-04-28      SAB.mc       =    1,77      254        21,3%       vender
2017-04-28      GCO.mc       =   35,68      312        15,4%       vender
2017-04-28      APPS.mc      =   11,51      238        16,6%       vender
2017-04-28      PSG.MC       =    5,99      105        17,5%       vender
2017-04-28      AXIA.mc      =   15,24      216        16,8%       vender
2017-04-28      LRE.mc       =    7,60       38        16,1%      7,98 vta
2017-04-28      BKIA.mc      =    1,11      234        21,5%       vender
2017-04-28      A3M.mc       =   11,53      146        20,3%       vender
2017-04-28      IAG.mc       =    6,66      188        21,9%       vender
2017-04-28      NHH.mc       =    4,76      139        19,2%       vender
2017-04-28      scyr.mc      =    2,30       73        21,3%      2,36 vta
2017-04-28      CCE.MC       =   34,95       81        13,7%     35,43 vta
2017-04-28      FAE.mc       =    3,30       66        17,5%      3,39 vta
2017-04-28      vid.MC       =   53,90      107        17,8%       vender
2017-04-28      eno.mc       =   10,00      216        14,5%       vender
2017-04-28      air.MC       =   74,30      288        16,8%       vender
2017-04-28      enc.mc       =    3,28      307        21,2%       vender
2017-04-28      bdl.MC       =  113,10       96        17,3%    113,42 vta
2017-04-28      pac.mc       =    6,90      336        17,8%       vender
2017-04-28      FDR.mc       =    5,80      438        17,7%       vender
2017-04-28      DOM.mc       =    3,66      191        18,1%       vender
2017-04-28      pop.mc       =    0,64       66        32,7%
2017-04-28      tlgo.mc      =    5,51      176        21,0%       vender
2017-04-28      MCM.mc       =   28,37      263        17,8%       vender
2017-04-28      tub.MC       =    2,93      101        19,6%       vender
2017-04-28      IBG.mc       =   30,00      380        18,4%       vender
2017-04-28      rovi.mc      =   15,18      138        19,5%       vender
2017-04-28      LGT.mc       =   20,60      419        19,8%       vender
2017-04-28      ohl.mc       =    4,02       43        34,9%      4,29 vta
2017-04-28      MERCADO      =              130         8,3%        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 3% 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 = 345798 = RentaVariable + Liquidez 
RentaVariable = 226440
Liquidez = 119358  [incluye Dividendos=1535]

RENTABILIDAD(Reta) = 36994 =12,0% a 2017-04-28
VOLATILIDAD.anual(Vola) = 5,4%
Correlación = 50%
Rotación.Cartera(Rot) = 47829 =15,5%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   35,21   =   7183    50 x  36,61 = 1831 = vta
TEF.MC       =   581 x   10,15   =   5900                -  
GAS.mc       =   278 x   20,76   =   5771                -  
FER.MC       =   306 x   19,54   =   5978                -  
GRF.MC       =   273 x   24,66   =   6731    65 x  26,11 = 1697 = vta
REP.MC       =   373 x   14,54   =   5422                -  
BKT.mc       =   901 x    8,08   =   7283   224 x   8,33 = 1866 = vta
MRL.MC       =   642 x   10,87   =   6975                -  
SAY.mc       =   683 x    9,07   =   6195                -  
GAM.mc       =   252 x   19,84   =   4998                -  
BME.MC       =   176 x   32,90   =   5790                -  
DIA.mc       =  1612 x    5,47   =   8810   536 x   5,50 = 2948 = vta
MEL.MC       =   439 x   13,63   =   5984                -  
MAP.MC       =  2062 x    3,20   =   6607   516 x   3,45 = 1780 = vta
COL.MC       =  1008 x    7,12   =   7176                -  
TRE.mc       =   153 x   36,35   =   5562                -  
CIE.MC       =   330 x   19,75   =   6516                -  
IDR.MC       =   459 x   12,59   =   5777                -  
ACX.MC       =   525 x   12,82   =   6731                -  
ALM.MC       =   450 x   16,58   =   7461   122 x  17,40 = 2123 = vta
ALB.mc       =   114 x   49,90   =   5689                -  
GCO.mc       =   200 x   35,68   =   7136    49 x  36,43 = 1785 = vta
APPS.mc      =   526 x   11,51   =   6054                -  
PSG.MC       =  1117 x    5,99   =   6691                -  
IAG.mc       =   954 x    6,66   =   6352                -  
eno.mc       =   738 x   10,00   =   7380   186 x  10,28 = 1912 = vta
enc.mc       =  1869 x    3,28   =   6130                -  
bdl.MC       =    55 x  113,10   =   6221                -  
pac.mc       =   939 x    6,90   =   6479   234 x   7,46 = 1746 = vta
FDR.mc       =  1109 x    5,80   =   6432   266 x   6,14 = 1633 = vta
DOM.mc       =  1533 x    3,66   =   5603                -  
tlgo.mc      =  1037 x    5,51   =   5715                -  
MCM.mc       =   197 x   28,37   =   5589                -  
tub.MC       =  1637 x    2,93   =   4796                -  
IBG.mc       =   199 x   30,00   =   5970                -  
LGT.mc       =   260 x   20,60   =   5356                -  
______________________________________________________________________

______________ 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

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

#149

Re: S.I.G.O. Bestinver

Top 100

Javi01

14/05/17 09:03

2017-05-12

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-05-12      CRP.PA       =  145,92       58         1,8%
2017-05-12      MAA.PA       =  140,33       17         2,9%
2017-05-12      ^IBEX        =   10897      139        12,3%       vender
2017-05-12      REE.MC       =   18,79      141        11,2%       vender
2017-05-12      IBE.MC       =    6,76      231        11,6%       vender
2017-05-12      ITX.MC       =   36,43      327        13,5%       vender
2017-05-12      AMS.MC       =   51,91      457        12,1%       vender
2017-05-12      ELE.mc       =   20,98      320        11,9%       vender
2017-05-12      ENG.MC       =   25,29      157        11,8%       vender
2017-05-12      ABE.MC       =   16,45      301        12,6%       vender
2017-05-12      AENA.MC      =  167,20      558        13,3%       vender
2017-05-12      TEF.MC       =   10,06      221        15,6%       vender
2017-05-12      GAS.mc       =   21,01      358        13,6%       vender
2017-05-12      FER.MC       =   19,61      138        13,6%       vender
2017-05-12      EBRO.MC      =   20,96      263        10,5%       vender
2017-05-12      GRF.MC       =   25,52      428        14,3%       vender
2017-05-12      VIS.MC       =   55,43      252        12,9%       vender
2017-05-12      REP.MC       =   14,64      204        16,7%       vender
2017-05-12      CLNX.mc      =   16,84      216        14,3%       vender
2017-05-12      ANA.mc       =   80,97      313        13,7%       vender
2017-05-12      BBVA.MC      =    7,39      252        19,5%       vender
2017-05-12      BKT.mc       =    8,44      335        14,6%       vender
2017-05-12      MRL.MC       =   11,00      141        14,5%       vender
2017-05-12      ACS.mc       =   35,66      375        15,9%       vender
2017-05-12      SAY.mc       =    9,40      234        10,4%       vender
2017-05-12      SAN.mc       =    6,03      339        19,9%       vender
2017-05-12      GAM.mc       =   20,76      283        17,3%       vender
2017-05-12      BME.MC       =   32,84      265        14,3%       vender
2017-05-12      DIA.mc       =    5,32      126        16,8%       vender
2017-05-12      TL5.MC       =   12,01      199        16,3%       vender
2017-05-12      LOG.MC       =   23,00      263        13,6%       vender
2017-05-12      MEL.MC       =   13,26      241        15,3%       vender
2017-05-12      MAP.MC       =    3,30      384        17,3%       vender
2017-05-12      ZOT.MC       =    8,58       55        14,9%      8,83 vta
2017-05-12      COL.MC       =    7,29      156        14,9%       vender
2017-05-12      FCC.mc       =    8,85      123        17,1%       vender
2017-05-12      TRE.mc       =   36,48       93        17,0%     36,66 vta
2017-05-12      CIE.MC       =   20,14      339        14,7%       vender
2017-05-12      CABK.mc      =    4,20      403        21,6%       vender
2017-05-12      HIS.mc       =   14,58      365        14,9%       vender
2017-05-12      IDR.MC       =   12,20      158        18,1%       vender
2017-05-12      ACX.MC       =   11,98       53        19,2%     12,38 vta
2017-05-12      ALM.MC       =   16,05      120        17,0%       vender
2017-05-12      ALB.mc       =   51,75      435        13,6%       vender
2017-05-12      SAB.mc       =    1,84      340        20,9%       vender
2017-05-12      GCO.mc       =   36,47      395        15,2%       vender
2017-05-12      APPS.mc      =   11,31      244        16,3%       vender
2017-05-12      PSG.MC       =    6,00      125        17,0%       vender
2017-05-12      AXIA.mc      =   15,50      273        16,7%       vender
2017-05-12      LRE.mc       =    8,00      119        15,9%       vender
2017-05-12      BKIA.mc      =    1,11      255        21,3%       vender
2017-05-12      A3M.mc       =   11,20      127        20,1%       vender
2017-05-12      IAG.mc       =    7,07      295        21,9%       vender
2017-05-12      NHH.mc       =    4,96      215        19,1%       vender
2017-05-12      scyr.mc      =    2,41      145        21,9%       vender
2017-05-12      CCE.MC       =   36,70      168        13,7%       vender
2017-05-12      FAE.mc       =    3,23       44        17,5%      3,36 vta
2017-05-12      vid.MC       =   56,20      184        17,4%       vender
2017-05-12      eno.mc       =   11,25      455        14,7%       vender
2017-05-12      air.MC       =   74,45      332        16,7%       vender
2017-05-12      enc.mc       =    3,41      411        21,0%       vender
2017-05-12      bdl.MC       =  111,95       97        16,8%    112,16 vta
2017-05-12      pac.mc       =    6,98      400        17,5%       vender
2017-05-12      FDR.mc       =    5,79      495        17,3%       vender
2017-05-12      DOM.mc       =    3,60      188        17,8%       vender
2017-05-12      pop.mc       =    0,75       36        35,8%
2017-05-12      tlgo.mc      =    5,44      174        21,2%       vender
2017-05-12      MCM.mc       =   29,95      389        17,5%       vender
2017-05-12      tub.MC       =    3,03      156        19,9%       vender
2017-05-12      IBG.mc       =   30,48      474        17,8%       vender
2017-05-12      rovi.mc      =   15,38      175        18,9%       vender
2017-05-12      LGT.mc       =   24,56      836        20,2%       vender
2017-05-12      ohl.mc       =    3,69        6        35,9%
2017-05-12      MERCADO      =              142         8,2%        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 5% 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 = 349911 = RentaVariable + Liquidez 
RentaVariable = 221738
Liquidez = 128173  [incluye Dividendos=1774]

RENTABILIDAD(Reta) = 41107 =13,3% a 2017-05-12
VOLATILIDAD.anual(Vola) = 5,2%
Correlación = 50%
Rotación.Cartera(Rot) = 56405 =18,3%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   204 x   36,43   =   7431    49 x  36,56 = 1791 = vta
TEF.MC       =   581 x   10,06   =   5842                -  
GAS.mc       =   278 x   21,01   =   5839                -  
FER.MC       =   306 x   19,61   =   5999                -  
GRF.MC       =   273 x   25,52   =   6967    66 x  26,38 = 1741 = vta
REP.MC       =   373 x   14,64   =   5461                -  
BKT.mc       =   677 x    8,44   =   5714                -  
MRL.MC       =   642 x   11,00   =   7059                -  
SAY.mc       =   683 x    9,40   =   6420                -  
GAM.mc       =   252 x   20,76   =   5232                -  
BME.MC       =   176 x   32,84   =   5779                -  
DIA.mc       =  1076 x    5,32   =   5726                -  
MEL.MC       =   439 x   13,26   =   5823                -  
MAP.MC       =  2062 x    3,30   =   6798   546 x   3,53 = 1927 = vta
COL.MC       =  1008 x    7,29   =   7348   263 x   7,69 = 2022 = vta
TRE.mc       =   153 x   36,48   =   5581                -  
CIE.MC       =   330 x   20,14   =   6645                -  
IDR.MC       =   459 x   12,20   =   5600                -  
ACX.MC       =   525 x   11,98   =   6290                -  
ALM.MC       =   450 x   16,05   =   7223   123 x  17,32 = 2130 = vta
ALB.mc       =   114 x   51,75   =   5900                -  
GCO.mc       =   151 x   36,47   =   5507                -  
APPS.mc      =   526 x   11,31   =   5949                -  
PSG.MC       =  1117 x    6,00   =   6702                -  
IAG.mc       =   954 x    7,07   =   6744                -  
eno.mc       =   552 x   11,25   =   6210                -  
enc.mc       =  1869 x    3,41   =   6364                -  
bdl.MC       =    55 x  111,95   =   6157                -  
pac.mc       =   939 x    6,98   =   6554                -  
FDR.mc       =  1109 x    5,79   =   6416                -  
DOM.mc       =  1533 x    3,60   =   5519                -  
tlgo.mc      =  1037 x    5,44   =   5637                -  
MCM.mc       =   197 x   29,95   =   5900                -  
tub.MC       =  1637 x    3,03   =   4952                -  
IBG.mc       =   199 x   30,48   =   6066                -  
LGT.mc       =   260 x   24,56   =   6386                -  
______________________________________________________________________

______________ 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

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

#150

Re: S.I.G.O. Bestinver

Top 100

Javi01

04/06/17 18:48

2017-06-02

  Fecha         Empresa         Precio  VALORACION Volatilidad   Operativa
__________________________________________________________________________
2017-06-02      IBE.MC       =    7,15       94        11,6%      7,22 vta
2017-06-02      CCE.MC       =   40,72       10        13,5%
2017-06-02      ITX.MC       =   36,67       83        13,5%     37,79 vta
2017-06-02      REE.MC       =   20,18       61        11,6%
2017-06-02      TEF.MC       =   10,02       26        15,4%
2017-06-02      AMS.MC       =   52,62      120        12,6%       vender
2017-06-02      ENG.MC       =   26,55       41        11,9%
2017-06-02      ELE.mc       =   22,05       89        12,5%     22,46 vta
2017-06-02      ABE.MC       =   16,35       91        12,8%     16,60 vta
2017-06-02      FER.MC       =   20,35       63        13,5%     21,80 vta
2017-06-02      AENA.MC      =  182,55      202        13,6%       vender
2017-06-02      REP.MC       =   14,82       54        16,4%
2017-06-02      GAS.mc       =   22,18       94        13,7%     22,43 vta
2017-06-02      BBVA.MC      =    7,24       54        19,1%
2017-06-02      SAN.mc       =    5,82       69        20,2%      6,23 vta
2017-06-02      EBRO.MC      =   21,24       71        10,7%     22,29 vta
2017-06-02      MRL.MC       =   11,47       44        14,0%
2017-06-02      GRF.MC       =   25,37      112        14,5%       vender
2017-06-02      BKT.mc       =    8,19       75        14,6%      8,58 vta
2017-06-02      ANA.mc       =   83,90       91        13,7%     85,32 vta
2017-06-02      VIS.MC       =   55,17       56        12,8%
2017-06-02      CLNX.mc      =   18,99      116        14,6%       vender
2017-06-02      ACS.mc       =   35,62       98        15,7%     35,77 vta
2017-06-02      DIA.mc       =    5,52       27        16,6%
2017-06-02      COL.MC       =    7,37       50        14,6%
2017-06-02      SAY.mc       =   10,09       87        10,7%     10,31 vta
2017-06-02      GAM.mc       =   19,92       82        18,9%     20,68 vta
2017-06-02      MAP.MC       =    3,19       70        17,4%      3,39 vta
2017-06-02      TL5.MC       =   11,97       57        16,4%
2017-06-02      BME.MC       =   32,12       56        15,0%
2017-06-02      TRE.mc       =   33,87        6        17,3%
2017-06-02      CABK.mc      =    4,12       95        21,6%      4,17 vta
2017-06-02      SAB.mc       =    1,82       82        20,6%      1,89 vta
2017-06-02      ACX.MC       =   12,10        5        18,8%
2017-06-02      ZOT.MC       =    8,96       34        15,3%
2017-06-02      LOG.MC       =   24,22      100        13,9%       vender
2017-06-02      CIE.MC       =   22,02      129        14,9%       vender
2017-06-02      IDR.MC       =   12,86       66        17,8%     13,81 vta
2017-06-02      HIS.mc       =   15,11      107        14,7%       vender
2017-06-02      IAG.mc       =    6,96       59        21,2%
2017-06-02      BKIA.mc      =    1,03       39        21,5%
2017-06-02      FCC.mc       =    9,69       71        17,1%     10,27 vta
2017-06-02      GCO.mc       =   37,09      113        15,2%       vender
2017-06-02      APPS.mc      =   11,44       71        16,0%     12,11 vta
2017-06-02      ALM.MC       =   15,62       20        16,8%
2017-06-02      PSG.MC       =    6,00       37        17,5%
2017-06-02      ALB.mc       =   54,00      138        13,9%       vender
2017-06-02      LRE.mc       =    7,91       36        15,6%
2017-06-02      NHH.mc       =    5,50      101        19,2%       vender
2017-06-02      AXIA.mc      =   15,75       81        16,4%     16,36 vta
2017-06-02      A3M.mc       =   11,37       30        19,4%
2017-06-02      scyr.mc      =    2,64       70        21,7%      2,82 vta
2017-06-02      FAE.mc       =    3,13        1        17,3%
2017-06-01      MEL.MC       =   13,86       89        23,6%     14,20 vta
2017-06-02      enc.mc       =    3,48      115        21,0%       vender
2017-06-02      air.MC       =   75,50       93        16,8%     76,56 vta
2017-06-02      tlgo.mc      =    5,58       55        20,6%
2017-06-02      bdl.MC       =  113,40       27        15,2%
2017-06-02      vid.MC       =   58,20       62        17,5%     62,90 vta
2017-06-02      eno.mc       =   11,64      132        15,6%       vender
2017-06-02      pac.mc       =    7,74      156        18,1%       vender
2017-06-02      FDR.mc       =    6,20      163        17,7%       vender
2017-06-02      DOM.mc       =    3,64       52        18,0%
2017-06-02      tub.MC       =    3,64      106        22,3%       vender
2017-06-02      MCM.mc       =   31,72      131        17,5%       vender
2017-06-02      LGT.mc       =   22,00      146        21,9%       vender
2017-06-02      IBG.mc       =   30,65      116        18,5%       vender
2017-06-02      rovi.mc      =   16,00       61        19,4%
2017-06-02      ohl.mc       =    3,22       39        35,4%
2017-06-02      pop.mc       =    0,41      129        44,5%      comprar
2017-06-02      MERCADO      =               69         8,4%

______________________________________________________________________________________________ 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 Detalles Cartera: https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada ______________________________________________________________________________________________

______________________ CARTERA OPTIMIZADA 2017 _______________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 354353 = RentaVariable + Liquidez 
RentaVariable = 224387
Liquidez = 129966  [incluye Dividendos=1774]

RENTABILIDAD(Reta) = 45549 =14,8% a 2017-06-02
VOLATILIDAD.anual(Vola) = 5,3%
Correlación = 50%
Rotación.Cartera(Rot) = 58198 =18,8%
_______________________________________________ Operativa.Programada ____

ITX.MC       =   155 x   36,67   =   5683                -  
TEF.MC       =   581 x   10,02   =   5819                -  
FER.MC       =   306 x   20,35   =   6227                -  
REP.MC       =   373 x   14,82   =   5528                -  
GAS.mc       =   278 x   22,18   =   6167                -  
MRL.MC       =   642 x   11,47   =   7367   164 x  12,23 = 2006 = vta
GRF.MC       =   273 x   25,37   =   6926    67 x  26,76 = 1793 = vta
BKT.mc       =   677 x    8,19   =   5545                -  
DIA.mc       =  1076 x    5,52   =   5935                -  
COL.MC       =  1008 x    7,37   =   7428   260 x   7,77 = 2020 = vta
SAY.mc       =   683 x   10,09   =   6888                -  
GAM.mc       =   252 x   19,92   =   5020                -  
MAP.MC       =  2062 x    3,19   =   6584                -  
BME.MC       =   176 x   32,12   =   5653                -  
TRE.mc       =   153 x   33,87   =   5182                -  
ACX.MC       =   525 x   12,10   =   6353                -  
CIE.MC       =   330 x   22,02   =   7267    81 x  22,26 = 1803 = vta
IDR.MC       =   459 x   12,86   =   5905                -  
IAG.mc       =   954 x    6,96   =   6636                -  
GCO.mc       =   151 x   37,09   =   5601                -  
APPS.mc      =   526 x   11,44   =   6015                -  
ALM.MC       =   450 x   15,62   =   7029                -  
PSG.MC       =  1117 x    6,00   =   6702                -  
ALB.mc       =   114 x   54,00   =   6156                -  
MEL.MC       =   439 x   13,86   =   6082                -  
enc.mc       =  1869 x    3,48   =   6495                -  
tlgo.mc      =  1037 x    5,58   =   5781                -  
bdl.MC       =    55 x  113,40   =   6237                -  
eno.mc       =   552 x   11,64   =   6425                -  
pac.mc       =   939 x    7,74   =   7268   256 x   7,80 = 1997 = vta
FDR.mc       =  1109 x    6,20   =   6876   301 x   6,55 = 1972 = vta
DOM.mc       =  1533 x    3,64   =   5580                -  
tub.MC       =  1637 x    3,64   =   5959                -  
MCM.mc       =   197 x   31,72   =   6249                -  
LGT.mc       =   260 x   22,00   =   5720                -  
IBG.mc       =   199 x   30,65   =   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 
______________________________________________________________________

Detalles Cartera:  https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada
© MRNCP379420

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

#151

Re: S.I.G.O. Bestinver

Top 100

Javi01

10/06/17 05:27

Bestinver : 2017-06-09

  Fecha          Empresa               Precio  VALORACION Volatilidad  Operativa
__________________________________________________________________________________
2017-06-09  IBE.iberdrola                7,15       91        11,6%      7,26 vta
2017-06-08  CCE.cocacola-europa         40,85       11        13,3%
2017-06-09  ITX.inditex                 36,41       78        13,3%     37,90 vta
2017-06-09  REE.red-electrica           20,37       65        11,5%     21,64 vta
2017-06-09  TEF.telefonica              10,06       27        15,2%
2017-06-09  AMS.amadeus                 53,38      126        12,5%       vender
2017-06-09  ENG.enagas                  26,48       39        11,8%
2017-06-09  ELE.endesa                  22,17       90        12,3%     22,54 vta
2017-06-09  ABE.abertis                 16,34       89        12,6%     16,66 vta
2017-06-09  FER.ferrovial               19,92       50        13,3%
2017-06-09  AENA.aena                  183,70      202        13,3%       vender
2017-06-09  REP.repsol                  14,83       54        16,0%
2017-06-09  GAS.gas                     21,95       86        13,6%     22,52 vta
2017-06-09  BBVA.banco-bilbao            7,46       65        18,9%      8,03 vta
2017-06-09  SAN.banco-santander          6,12       89        20,2%      6,27 vta
2017-06-09  EBRO.ebro-foods             20,61       52        10,7%
2017-06-09  MRL.merlin-propiertis       11,53       46        13,7%
2017-06-09  GRF.grifols                 25,01      102        14,3%       vender
2017-06-09  BKT.bankinter                8,30       80        14,5%      8,61 vta
2017-06-09  ANA.acciona                 85,27       97        13,6%     85,69 vta
2017-06-09  VIS.viscofan                53,56       47        12,9%
2017-06-09  CLNX.cellnex                18,97      112        14,5%       vender
2017-06-09  ACS.acs                     35,95      101        15,4%       vender
2017-06-09  DIA.dia                      5,55       29        16,4%
2017-06-09  COL.colonial                 7,50       57        14,6%
2017-06-09  SAY.saeta                   10,34      100        10,7%     10,34 vta
2017-06-09  GAM.gamesa                  20,32       90        18,7%     20,75 vta
2017-06-09  MAP.mapfre                   3,22       73        17,3%      3,40 vta
2017-06-09  TL5.mediaset                11,31       29        16,6%
2017-06-09  BME.bolsas-mercados         31,49       46        14,7%
2017-06-09  TRE.tecnicas-reunidas       33,72        7        17,0%
2017-06-09  CABK.caixabank               4,19       99        21,2%      4,20 vta
2017-06-09  SAB.banco-sabadell           1,76       64        20,2%      1,90 vta
2017-06-09  ACX.acerinox                12,18        7        18,5%
2017-06-09  ZOT.zardoya-otis             8,70       20        15,2%
2017-06-09  LOG.logista                 23,53       82        13,7%     24,31 vta
2017-06-09  CIE.cie-automotiv           20,91       96        14,9%     21,05 vta
2017-06-09  IDR.indra                   13,06       70        17,8%     13,89 vta
2017-06-09  HIS.hispania                14,63       86        14,7%     15,02 vta
2017-06-09  IAG.inter-air-grup           6,67       39        21,2%
2017-06-09  BKIA.bankia                  4,24       48        21,5%
2017-06-09  FCC.fomento-construccion     9,11       41        17,1%
2017-06-09  GCO.catalana-occidente      37,15      111        15,0%       vender
2017-06-09  APPS.applus-services        10,84       43        16,0%
2017-06-09  ALM.almirall                14,96        2        16,7%
2017-06-09  PSG.prosegur                 5,87       26        17,5%
2017-06-09  ALB.corporacion-alba        54,65      142        13,7%       vender
2017-06-09  LRE.lar-espana               7,85       31        15,3%
2017-06-09  NHH.nh-hoteles               5,28       79        18,9%      5,52 vta
2017-06-09  AXIA.axia                   15,56       73        16,3%     16,40 vta
2017-06-09  A3M.antena3                 10,77        7        19,4%
2017-06-09  scyr.sacyr-vallermoso        2,66       70        21,5%      2,84 vta
2017-06-09  FAE.faes                     3,03       12        17,3%
2017-06-01  MEL.melia-hoteles           13,86       89        23,6%     14,21 vta
2017-06-09  ENC.ence                     3,52      113        21,2%       vender
2017-06-09  AIR.airbus                  75,20       87        17,0%     77,17 vta
2017-06-09  TLGO.talgo                   5,26       30        20,6%
2017-06-09  BDL.baron-de-ley           112,50       23        14,9%
2017-06-09  VID.vidrala                 56,40       46        17,5%
2017-06-09  ENO.elecnor                 11,58      136        15,9%       vender
2017-06-09  PAC.europac                  7,60      141        17,7%       vender
2017-06-09  FDR.fluidra                  6,13      152        17,4%       vender
2017-06-09  DOM.dominium                 3,64       51        17,8%
2017-06-09  TUB.tubacex                  3,44       76        22,0%      3,63 vta
2017-06-09  MCM.miquel-costas           31,80      129        17,3%       vender
2017-06-09  LGT.ligotes-especiales      22,20      143        22,2%       vender
2017-06-09  IBG.iberpapel               30,30      110        18,0%       vender
2017-06-09  ROVI.laboratorios-rovi      15,11       34        19,5%
2017-06-09  ohl.obrascon-huarte-lain     2,76       68        37,9%
2017-06-09      MERCADO                             67         8,3%

______________________________________________________________________________________________________________ 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). Las Empresas cuyo TICKER aparece en MINUSCULAS son de las peores y eventualmente pueden ser excluidas de la Tabla (se alejan excesivamente del Criterio.Calidad SIGO). Detalles.Tabla: https://www.rankia.com/blog/gestion-cartera/617711-tabla-valoraciones ______________________________________________________________________________________________________________



________________________________ CARTERA OPTIMIZADA 2017 _________________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 352438 = RentaVariable + Liquidez 
RentaVariable = 222472
Liquidez = 129966  [incluye Dividendos=1774]

RENTABILIDAD(Reta) = 43634 = 14,1% a 2017-06-09
VOLATILIDAD.anual(Vola) = 5,2%
Correlación = 50%
Rotación.Cartera(Rot) = 58198 =18,8%
__________________________________________________________ Operativa.Programada ___

ITX.inditex                =   155 x   36,41   =   5643                -  
TEF.telefonica             =   581 x   10,06   =   5845                -  
FER.ferrovial              =   306 x   19,92   =   6094                -  
REP.repsol                 =   373 x   14,83   =   5532                -  
GAS.gas                    =   278 x   21,95   =   6102                -  
MRL.merlin-propiertis      =   642 x   11,53   =   7402   163 x  12,26 = 1998 = vta
GRF.grifols                =   273 x   25,01   =   6826    66 x  26,82 = 1770 = vta
BKT.bankinter              =   677 x    8,30   =   5616                -  
DIA.dia                    =  1076 x    5,55   =   5974                -  
COL.colonial               =  1008 x    7,50   =   7560   261 x   7,88 = 2057 = vta
SAY.saeta                  =   683 x   10,34   =   7062   150 x  10,92 = 1638 = vta
GAM.gamesa                 =   252 x   20,32   =   5121                -  
MAP.mapfre                 =  2062 x    3,22   =   6636                -  
BME.bolsas-mercados        =   176 x   31,49   =   5542                -  
TRE.tecnicas-reunidas      =   153 x   33,72   =   5159                -  
ACX.acerinox               =   525 x   12,18   =   6392                -  
CIE.cie-automotiv          =   330 x   20,91   =   6899    81 x  22,32 = 1808 = vta
IDR.indra                  =   459 x   13,06   =   5992                -  
IAG.inter-air-grup         =   954 x    6,67   =   6359                -  
GCO.catalana-occidente     =   151 x   37,15   =   5610                -  
APPS.applus-services       =   526 x   10,84   =   5702                -  
ALM.almirall               =   450 x   14,96   =   6732                -  
PSG.prosegur               =  1117 x    5,87   =   6557                -  
ALB.corporacion-alba       =   114 x   54,65   =   6230                -  
MEL.melia-hoteles          =   439 x   13,86   =   6082                -  
ENC.ence                   =  1869 x    3,52   =   6570                -  
TLGO.talgo                 =  1037 x    5,26   =   5453                -  
BDL.baron-de-ley           =    55 x  112,50   =   6188                -  
ENO.elecnor                =   552 x   11,58   =   6390                -  
PAC.europac                =   939 x    7,60   =   7136   250 x   7,85 = 1963 = vta
FDR.fluidra                =  1109 x    6,13   =   6793   297 x   6,56 = 1948 = vta
DOM.dominium               =  1533 x    3,64   =   5579                -  
TUB.tubacex                =  1637 x    3,44   =   5631                -  
MCM.miquel-costas          =   197 x   31,80   =   6265                -  
LGT.ligotes-especiales     =   260 x   22,20   =   5771                -  
IBG.iberpapel              =   199 x   30,30   =   6030                -  
____________________________________________________________________________________

FUNDAMENTOS de la CARTERA: 11) Criterio selectivo de CALIDAD: empresas de las mas grandes, estables y veteranas (Blue Chips)). 22) DIVERSIFICACION cuantitativa: todas las empresas tienden al mismo montante (cartera homogenea). 33) DIVERSIFICACION cualitativa: se procura que las empresas sean de distinto sector. 44) Control de LIQUIDEZ: tendencia a una Liquidez razonable (sobre un 20%, en regimen estacinario de cartera). Detalles Cartera: https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada ________________________________________________________________________________________________

               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 
______________________________________________________________________

© MRNCP379420

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

#152

Re: S.I.G.O. Bestinver

Top 100

Javi01

17/06/17 17:43

Bestinver : 2017-06-16

  Fecha          Empresa               Precio  VALORACION Volatilidad  Operativa
__________________________________________________________________________________
2017-06-16  ibex35.IBEX-35           10759,40      111        11,9%       vender
2017-06-16  IBE.iberdrola                7,18       91        11,6%      7,28 vta
2017-06-16  ITX.inditex                 35,21       58        13,3%
2017-06-16  REE.red-electrica           20,35       63        11,4%     21,67 vta
2017-06-16  TEF.telefonica               9,63       16        15,3%
2017-06-16  AMS.amadeus                 54,04      128        12,6%       vender
2017-06-16  ENG.enagas                  26,33       35        11,8%
2017-06-16  ELE.endesa                  22,07       86        12,2%     22,60 vta
2017-06-16  ABE.abertis                 16,61       96        12,6%     16,72 vta
2017-06-16  FER.ferrovial               20,75       70        13,5%     21,94 vta
2017-06-16  AENA.aena                  181,85      185        13,6%       vender
2017-06-16  REP.repsol                  13,89       41        16,1%
2017-06-16  GAS.gas                     22,01       85        13,5%     22,60 vta
2017-06-16  BBVA.banco-bilbao            7,31       54        18,7%
2017-06-16  SAN.banco-santander          5,85       66        19,9%      6,29 vta
2017-06-16  EBRO.ebro-foods             20,55       50        10,5%
2017-06-16  MRL.merlin-propiertis       11,44       41        13,6%
2017-06-16  GRF.grifols                 25,79      115        14,3%       vender
2017-06-16  BKT.bankinter                8,12       68        14,3%      8,63 vta
2017-06-16  ANA.acciona                 83,77       85        13,5%     86,01 vta
2017-06-16  VIS.viscofan                54,62       56        12,9%
2017-06-16  CLNX.cellnex                19,38      121        14,3%       vender
2017-06-16  ACS.acs                     36,26      102        15,3%       vender
2017-06-16  DIA.dia                      5,51       25        16,3%
2017-06-16  COL.colonial                 7,64       65        14,5%      8,17 vta
2017-06-16  SAY.saeta                   10,41      103        10,7%       vender
2017-06-16  GAM.gamesa                  19,35       64        18,7%     20,90 vta
2017-06-16  MAP.mapfre                   3,09       63        17,7%      3,33 vta
2017-06-16  TL5.mediaset                11,08       19        16,3%
2017-06-16  BME.bolsas-mercados         31,47       44        14,6%
2017-06-16  TRE.tecnicas-reunidas       34,18        2        17,0%
2017-06-16  CABK.caixabank               4,09       84        21,0%      4,23 vta
2017-06-16  SAB.banco-sabadell           1,75       59        20,1%
2017-06-16  ACX.acerinox                11,30       21        18,7%
2017-06-16  ZOT.zardoya-otis             8,87       28        15,2%
2017-06-16  LOG.logista                 24,00       90        13,7%     24,43 vta
2017-06-16  CIE.cie-automotiv           20,71       89        14,7%     21,14 vta
2017-06-16  IDR.indra                   12,95       63        18,0%     13,97 vta
2017-06-16  HIS.hispania                14,50       79        14,6%     15,08 vta
2017-06-16  IAG.inter-air-grup           6,72       41        21,0%
2017-06-16  BKIA.bankia                  4,00       22        21,3%
2017-06-16  FCC.fomento-construccion     9,62       63        17,1%     10,37 vta
2017-06-16  GCO.catalana-occidente      37,15      108        15,0%       vender
2017-06-16  APPS.applus-services        11,21       57        16,3%
2017-06-16  ALM.almirall                15,11        6        16,4%
2017-06-16  PSG.prosegur                 5,93       31        17,3%
2017-06-16  ALB.corporacion-alba        53,10      122        13,7%       vender
2017-06-16  LRE.lar-espana               7,91       34        15,0%
2017-06-16  NHH.nh-hoteles               5,29       76        19,2%      5,56 vta
2017-06-16  AXIA.axia                   15,56       71        16,1%     16,47 vta
2017-06-16  A3M.antena3                 10,17        6        19,5%
2017-06-16  SCYR.sacyr-vallermoso        2,54       47        21,6%
2017-06-16  FAE.faes                     3,03       10        17,3%
2017-06-01  MEL.melia-hoteles           13,86       89        23,6%     14,21 vta
2017-06-16  ENC.ence                     3,65      122        21,5%       vender
2017-06-16  AIR.airbus                  74,40       79        17,0%     77,65 vta
2017-06-16  TLGO.talgo                   5,16       26        21,3%
2017-06-16  BDL.baron-de-ley           112,30       21        14,7%
2017-06-16  VID.vidrala                 58,20       59        17,3%
2017-06-16  ENO.elecnor                 12,99      185        17,0%       vender
2017-06-16  PAC.europac                  7,95      159        17,8%       vender
2017-06-16  FDR.fluidra                  6,10      149        17,1%       vender
2017-06-16  DOM.dominium                 3,79       66        17,8%      4,06 vta
2017-06-16  TUB.tubacex                  3,38       63        22,4%      3,67 vta
2017-06-16  MCM.miquel-costas           30,70      106        17,4%       vender
2017-06-16  LGT.ligotes-especiales      21,50      122        21,7%       vender
2017-06-16  IBG.iberpapel               30,40      113        18,1%       vender
2017-06-16  ROVI.laboratorios-rovi      15,40       41        19,4%
2017-06-16  ohl.obrascon-huarte-lain     3,21       31        39,1%
2017-06-16      MERCADO                             66         8,2%

______________________________________________________________________________________________________________ 11) ORDEN (Criterio.CALIDAD) : las empresas están Ordenadas de mejor a peor. 22) VALORACION (Criterio.OPORTUNIDAD) = Distancia del Precio.Actual al Precio.más.PROBABLE. . . . VALORACION.negativa = rojo = Infravaloración = Sobreventa = COMPRA [comprar SI menor -100] . . . VALORACION.positiva = verde = Sobrevaloración = Sobrecompra = VENTA [vender SI mayor +100] . . . Está Operativamente NORMALIZADA a 100 [menor -100% = COMPRAR, mayor +100% = VENDER ]. 33) Volatilidad = Volatilidad.FUTURA Anual (Desviación.Típica Anual, MAS PROBABLE) Las Empresas 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). Las Empresas ROJAS son de las peores y eventualmente pueden ser EXCLUIDAS de la Tabla (empiezan a alejarse excesivamente del Criterio.Calidad SIGO). Los Activos NO empresariales (INDICES, Fondos, etc.), aparecen en VERDE . Detalles.Tabla: https://www.rankia.com/blog/gestion-cartera/617711-tabla-valoraciones ______________________________________________________________________________________________________________



________________________________ CARTERA OPTIMIZADA 2017 _________________________
Patrimonio.Inicial(Pat0) = 308804
Patrimonio.Actual = 353034 = RentaVariable + Liquidez 
RentaVariable = 220443
Liquidez = 132591  [incluye Dividendos=2436]

RENTABILIDAD(Reta) = 44230 = 14,3% a 2017-06-16
VOLATILIDAD.anual(Vola) = 5,1%
Correlación = 49%
Rotación.Cartera(Rot) = 60161 =19,5%
________________________________________________________________ Operativa.Programada ___

ITX.inditex                      =   155 x   35,21   =   5458                -  
TEF.telefonica                   =   581 x    9,63   =   5592                -  
FER.ferrovial                    =   306 x   20,75   =   6350                -  
REP.repsol                       =   384 x   13,89   =   5336                -  
GAS.gas                          =   278 x   22,01   =   6117                -  
MRL.merlin-propiertis            =   642 x   11,44   =   7344                -  
GRF.grifols                      =   273 x   25,79   =   7041    66 x  26,82 = 1770 = vta
BKT.bankinter                    =   677 x    8,12   =   5498                -  
DIA.dia                          =  1076 x    5,51   =   5926                -  
COL.colonial                     =  1008 x    7,64   =   7701   261 x   7,88 = 2057 = vta
SAY.saeta                        =   683 x   10,41   =   7110   150 x  10,92 = 1638 = vta
GAM.gamesa                       =   252 x   19,35   =   4875                -  
MAP.mapfre                       =  2062 x    3,09   =   6372                -  
BME.bolsas-mercados              =   176 x   31,47   =   5540                -  
TRE.tecnicas-reunidas            =   153 x   34,18   =   5230                -  
ACX.acerinox                     =   525 x   11,30   =   5933                -  
CIE.cie-automotiv                =   330 x   20,71   =   6834                -  
IDR.indra                        =   459 x   12,95   =   5944                -  
IAG.inter-air-grup               =   954 x    6,72   =   6407                -  
GCO.catalana-occidente           =   151 x   37,15   =   5610                -  
APPS.applus-services             =   526 x   11,21   =   5896                -  
ALM.almirall                     =   450 x   15,11   =   6800                -  
PSG.prosegur                     =  1117 x    5,93   =   6624                -  
ALB.corporacion-alba             =   114 x   53,10   =   6053                -  
MEL.melia-hoteles                =   439 x   13,86   =   6082                -  
ENC.ence                         =  1869 x    3,65   =   6813                -  
TLGO.talgo                       =  1037 x    5,16   =   5349                -  
BDL.baron-de-ley                 =    55 x  112,30   =   6177                -  
ENO.elecnor                      =   552 x   12,99   =   7170   147 x  13,11 = 1927 = vta
PAC.europac                      =   689 x    7,95   =   5478                -  
FDR.fluidra                      =  1109 x    6,10   =   6765   297 x   6,56 = 1948 = vta
DOM.dominium                     =  1533 x    3,79   =   5802                -  
TUB.tubacex                      =  1637 x    3,38   =   5533                -  
MCM.miquel-costas                =   197 x   30,70   =   6048                -  
LGT.ligotes-especiales           =   260 x   21,50   =   5589                -  
IBG.iberpapel                    =   199 x   30,40   =   6050                -  
____________________________________________________________________________________

FUNDAMENTOS de la CARTERA: 11) Criterio selectivo de CALIDAD: empresas de las más grandes, estables y veteranas (Blue Chips)). 22) DIVERSIFICACION cuantitativa: todas las empresas tienden al mismo montante (cartera homogénea). 33) DIVERSIFICACION cualitativa: se procura que las empresas sean de distinto sector. 44) Control de LIQUIDEZ: tendencia a una Liquidez razonable (sobre un 20%, en régimen estacionario de cartera). Detalles Cartera: https://www.rankia.com/blog/gestion-cartera/1759345-cartera-optimizada ________________________________________________________________________________________________

               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 
______________________________________________________________________

© MRNCP379420

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