Montagem de carteiras de ações listadas na B3 e comparação com índices de investimentos brasileiros sob a ótica de análise fundamentalista

Abstract

As the number of investors on the Brazilian stock market increases and the return of fixed income investments decreases, the search for more profitable investi-ments is imminent. This work aims to build long-term and short-term asset portfolios using fundamentalist stock indicators, and then compare and analyze with brazilian investment rates in order to measure their performance. The indicators applied in this survey for portfolio composition were ROE (Return on Net Patrimonium), Market Share, Payout, Dividend yield, General Debt and Price on Profit. The portfolios were assembled through selection criteria, remaining the 12 best assets that fit those crite-ria. In this way, It was used historical data extracted from 412 companies from Brazi-lian market stock listed period ranging 2011 to 2018. The fundamentalist indicators used in the research proved to be quite effective in investor decision making for stock selection, showing a good risk-return ratio.