Análisis integral de rentabilidad en escenarios futuros: Un enfoque combinado de series temporales y Monte Carlo aplicado al modelo DuPont para la Corporación El Rosado S.A. Año 2025

Abstract

Abstract: The study focuses on profitability projection for Corporación El Rosado S.A. through the use of an integrated methodological approach. To this end, an ARIMA time series model is applied to historical performance to project its trajectory, complementing this trend with Monte Carlo simulation applied to the components of the DuPont model to determine risk distribution. With a projected profitability of 14.7%, the analysis determines that the financial success of the operation depends significantly on leverage management. After applying a tornado analysis, liability management was identified as the variable with the highest sensitivity hierarchy. In this way, the research provides Corporación El Rosado with a probabilistic model that identifies a clear path to mitigate the challenges of the current economic conditions. Based on these results, financial strategies aligned with corporate objectives are proposed, aimed at reducing ROE volatility through prudent liability management, improving capital efficiency by increasing asset turnover, and sustaining net margin through cost productivity and investment discipline.