Análisis integral de rentabilidad en escenarios futuros: Un enfoque combinado de series temporales y Monte Carlo aplicado al modelo DuPont para la empresa Guerrero y Cornejo ARQ. Año 2025.

Abstract

Abstract: This research aimed to analyze the future profitability of Guerrero y Cornejo Arquitectos through an integrated methodological approach that combines time series models, Monte Carlo simulation, and the DuPont model, in order to support financial decision-making under conditions of uncertainty. Revenue projections were estimated using the ARIMA (2,0,0) model, which produced consistent and reliable results. The analyzed series showed no evidence of seasonality, which justified the non-application of the SARIMA model. Subsequently, the projected values were incorporated into a Monte Carlo simulation with 10,000 iterations, allowing the estimation of multiple future scenarios for return on equity (ROE) under the DuPont framework. The results indicated an expected ROE of 4.13%, with minimum and maximum values of 3% and 5.46%, respectively, reflecting a relatively stable performance. Sensitivity analysis using a Tornado chart identified net profit margin and financial leverage as the main drivers of ROE volatility, while asset turnover acts as a stabilizing factor. This study provides a prospective tool for strategic financial planning.