Rentabilidad y riesgo en inversiones realizadas en la bolsa colombiana entre 2010-2016 a partir de la Q de Tobin
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2017
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Universidad de La Salle. Facultad de Economía, Empresa y Desarrollo Sostenible – FEEDS. Economía
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Los indicadores técnicos sobre inversiones en el mercado bursátil han sido investigados en los países desarrollados y con alto nivel de impacto dentro de sus economías, reflejado por inversiones en la bolsa de valores de gran parte de la población. Sin embargo, el análisis sobre el funcionamiento de dichos indicadores en países como Colombia, donde la población general no invierte en mercados de valores genera dudas sobre el funcionamiento de dichos indicadores. En este sentido, se propone realizar un análisis de validación de la Q de Tobin, el cual es un indicador desarrollado con el fin de medir el precio “real” de las acciones en el mercado accionario, teniendo en cuenta los factores de cada empresa y la variabilidad del precio de la acción. Este estudio se realiza mediante la metodología backtesting, los cuales miden la efectividad del indicador mencionado en el mercado bursátil colombiano, Este indicador es seleccionado debido a que es fácil de encontrar y con baja complejidad para ser operado por cualquier persona que quiera invertir en el mercado
Models on investments in the stock market have been researched in developed countries and with a high level of impact within their economies, reflected by investments in the stock market of a large part of the population. However, the analysis of the operation of such models in countries such as Colombia, where the general population does not invest in stock markets, generates doubts about the operation of these models. In this sense, it is proposed to make a validation analysis of the Tobin Q, which is a model developed in order to measure the "real" price of assets in the stock market, taking into account the factors of each company and the variability of the share price. This study is carried out through the backtesting methodology, which measures the effectiveness of the mentioned indicator in the Colombian stock market, because it is easy to find and with low complexity to be operated by anyone who wants to invest in the market
Models on investments in the stock market have been researched in developed countries and with a high level of impact within their economies, reflected by investments in the stock market of a large part of the population. However, the analysis of the operation of such models in countries such as Colombia, where the general population does not invest in stock markets, generates doubts about the operation of these models. In this sense, it is proposed to make a validation analysis of the Tobin Q, which is a model developed in order to measure the "real" price of assets in the stock market, taking into account the factors of each company and the variability of the share price. This study is carried out through the backtesting methodology, which measures the effectiveness of the mentioned indicator in the Colombian stock market, because it is easy to find and with low complexity to be operated by anyone who wants to invest in the market
Palabras clave
Backtest, Mercado bursátil, Rentabilidad, Q de Tobin, Stock market, Profitability, Tobin Q, Bolsa de valores, Inversiones, Stock exchanges, Investments