Análisis integral de rentabilidad en escenarios futuros: Un enfoque combinado de series temporales y Monte Carlo aplicado al modelo Dupont para la empresa DINADEC S.A. Año 2025.

Abstract

Abstract: This paper provides a comprehensive analysis of the profitability of Dinadec S.A., combining the Du Pont model, ARIMA projections, and Monte Carlo simulation. The Du Pont model allows for the analysis of return on equity based on net margin, asset turnover, and financial leverage, identifying the factors that influence the company's value creation. The ARIMA model is used to forecast the future financial performance of financial variables, while Monte Carlo sumulation allows for the incorporation of risk and uncertainty, enabling the evaluation of probable scenarios and analysis of the sensitivity of ROE components. This methodological integration provides a more accurate view of the historical and projected profitability, facilitating strategic decision making aimed at sustainability and financial efficiency. The results indicate that the future profitability of Dinadec S.A. depends mainly on net margin management and the ability to generate profits, while revenue and asset size have a limited influence, especially in scenarios of uncertainty. Based on these results, strategies are proposed that focus on controlling operating costs, optimizing asset utilization, improving inventory and working capital management, and using financial projections and simulations to support decision-making.