cu_07112018

Page 1

Situaciรณn de la bolsa chilena en el contexto global

1


MEDICIÓN RIESGO GLOBAL

2


PIB

3250 SPX EARNINGS

2250

1250

250

03/2018

09/2017

03/2017

09/2016

03/2016

09/2015

03/2015

09/2014

03/2014

09/2013

03/2013

09/2012

SPX

03/2012

09/2011

03/2011

09/2010

03/2010

09/2009

03/2009

09/2008

03/2008

09/2007

03/2007

09/2006

03/2006

09/2005

03/2005

09/2004

03/2004

09/2003

03/2003

09/2002

03/2002

09/2001

03/2001

09/2000

LA BOLSA AMERICANA ESTÁ SOBRE VALORADA SPX vs SPX Earnings 45

2750 40

35

30

1750

25

20

15

750 10

5

0

PIB vs Market Cap SPX / EE.UU. (USD)

30000

25000

20000

15000

10000

5000

0

Market Cap SPX

3


FLUJOS FF.MM. y ETF Octubre 31, 2018 1 sem 1 mes 3m YTD 1 año 3 años

TOTAL EMERG. 152 918 3,703 14,001 20,833 93,572

ETF FLOWS GLOBAL LATAM EMERG. 184 -32 940 -22 3,828 -125 14,076 -75 21,252 -419 92,693 879

ASIA exJAPÓN 38 -104 162 -338 345 4,327

JAPÓN -2,351 -1,578 4,844 41,088 52,834 123,209

EUROPA DES. -740 -1,028 -1,693 -12,053 -10,980 3,247

US 10,973 8,256 57,627 134,189 182,959 548,509

MUTUAL FUND FLOWS PERÍODO

TOTAL EMERG.

GLOBAL EMERG.

LATAM

ASIA exJAPÓN

EUROPA DES.

US

Octubre Septiembre Agosto Julio Junio Mayo Abril Marzo Febrero Enero

-4,243 -4,874 -3,356 -5,075 -3,864 -3,754 12,340 5,872 11,616 26,474

-2,848 -3,415 -1,782 -3,187 -3,634 -3,457 5,763 3,495 7,361 18,023

-324 -58 -102 -211 -101 247 883 1,285 851 386

-1,021 -1,187 -1,347 -1,534 331 332 5,714 1,005 3,382 7,428

-6,982 -3,647 -3,720 -8,125 -9,095 -9,364 -12,042 -7,822 5,164 11,561

-12,560 -15,378 -8,709 -9,666 -9,620 23,260 -2,454 -15,560 -35,304 22,896

31,136 65,210 -4,443 -73,801 -25,002 -17,342 51,597 -34,190 84,112

16,319 56,929 20,578 -26,421 -8,766 3,808 46,432 1,198 55,045

2,856 3,960 1,136 -5,996 -6,037 -8,651 -240 -7,426 1,842

13,103 7,584 -25,445 -38,562 -4,447 -2,767 8,590 -17,387 19,609

-44,072 24,733 -106,116 130,987 15,021 48,420 -13,740 -7,956 -10,256

-63,095 2,176 -31,564 -138,259 116,111 123,858 -9,912 18,322 33,467

Acum. 2018 Acum. 2017 Acum. 2016 Acum. 2015 Acum. 2014 Acum. 2013 Acum. 2012 Acum. 2011 Total 2010

4


PROYECCIÓN UTILIDADES GEOGRÁFICA 31/10/2018

Nombre MSCI WORLD S&P 500 INDEX MSCI AC EUROPE MSCI JAPAN MSCI EM MSCI EM ASIA MSCI EM FAR EAST MSCI EM LATIN AMERICA MSCI BRAZIL MSCI CHILE

Precio P/B P / B Prom P / U UPA UPA UPA P / U e P / U e P / U e Var Util Var Util Var Util Actual Actual 15A Prom 15A 2018 2019 2020 2018 2019 2020 2018 2019 2020 1997 2712 422 984 936 467 412 2650 2024 1583

2.25 3.23 1.61 1.28 1.44 1.40 1.32 1.96 2.05 1.71

2.11 2.77 1.80 1.45 1.69 1.69 1.61 1.85 1.68 2.00

18.52 18.64 19.46 31.46 13.47 14.43 13.47 15.88 17.42 20.09

132.5 163.3 32.7 79.7 86.1 42.3 39.3 196.1 156.5 100.5

144.7 179.2 35.8 83.0 95.4 46.7 43.1 235.1 191.8 114.8

157.2 196.3 38.5 87.0 106.2 52.4 48.4 254.2 204.5 123.9

15.1 16.6 12.9 12.4 10.9 11.0 10.5 13.5 12.9 15.7

13.8 15.1 11.8 11.8 9.8 10.0 9.6 11.3 10.6 13.8

12.7 13.8 11.0 11.3 8.8 8.9 8.5 10.4 9.9 12.8

16% 22% 7% 12% 6% 4% 5% 9% 13% 10%

9% 10% 9% 4% 11% 10% 10% 20% 23% 14%

9% 10% 7% 5% 11% 12% 12% 8% 7% 8%

5


RENTA FIJA INTERNACIONAL

6


RENTA FIJA INTERNACIONAL

TASAS DE INTERÉS AMERICANO – 10y / 2y

7


RENTA FIJA INTERNACIONAL

TLT

LQD

JNK

EMB

8


ESTADOS UNIDOS

9


EE.UU. EE.UU.

PIB

CTA CTE

CTA FISC

INFLAC

INTERES

RENT.%

2000

3.7%

-4.2%

2.4%

3.4%

6.50%

---

2001

0.8%

-3.8%

1.3%

2.8%

1.75%

---

2002

1.9%

-4.5%

-1.5%

1.6%

1.25%

-24.0%

2003

3.0%

-4.7%

-3.5%

2.3%

1.00%

26.0%

2004

4.4%

-5.7%

-4.6%

2.7%

2.25%

9.0%

2005

3.5%

-6.4%

-2.6%

3.4%

4.30%

3.0%

2006

2.9%

-6.7%

-1.9%

3.2%

5.00%

14.0%

2007

2.2%

-5.4%

-1.2%

2.9%

4.25%

5.0%

2008

0.4%

-4.7%

-3.2%

3.9%

0.25%

-38.0%

2009

-2.6%

-2.7%

-10.1%

-0.4%

0.25%

23.0%

2010

2.9%

-3.2%

-9.0%

1.6%

0.25%

12.8%

2011

1.8%

-3.0%

-8.7%

3.2%

0.25%

-0.2%

2012

2.8%

-2.8%

-7.0%

2.1%

0.25%

15.2%

2013

1.9%

-2.4%

-4.1%

1.5%

0.25%

29.7%

2014

2.4%

-2.4%

-2.8%

1.6%

0.25%

13.5%

2015

2.4%

-2.5%

-2.6%

0.1%

0.50%

1.3%

2016

1.5%

-2.4%

-3.1%

1.3%

0.75%

12.0%

2017

2.3%

-2.4%

-3.4%

2.1%

1.50%

21.7%

2018

2.9%

-2.5%

-4.0%

2.5%

2.50%

3.1%

2019

2.5%

-2.5%

-4.7%

2.4%

3.10%

2020

1.9%

-2.5%

-4.9%

2.3%

3.05% 10


SPY – Mensual L/P

11


SPY – Semanal 4y

12


GESTIÓN ASIA EMERGENTE

13


CHINA CHINA

PIB

CTA CTE

CTA FISC

INFLAC

INTERES

RENT.%

var.T.C

2000

8.0%

1.9%

-2.8%

1.0%

3.5%

---

---

2001

7.5%

1.5%

-2.6%

-0.3%

3.5%

---

---

2002

8.3%

2.7%

-2.9%

-0.4%

3.0%

---

---

2003

9.5%

3.1%

-2.4%

3.2%

3.0%

---

---

2004

10.1%

4.0%

-1.6%

2.4%

5.5%

3.0%

-0.2%

2005

11.3%

5.9%

-1.2%

1.8%

5.6%

11.0%

-2.5%

2006

12.7%

8.6%

-0.8%

1.5%

6.1%

83.0%

-3.2%

2007

14.2%

9.7%

0.6%

4.8%

7.5%

55.0%

-6.5%

2008

9.6%

9.1%

-0.4%

5.9%

5.3%

-49.0%

-6.4%

2009

9.2%

4.9%

-2.3%

-0.7%

5.3%

45.0%

0.0%

2010

10.4%

3.9%

-1.7%

3.3%

5.8%

2.0%

-3.2%

2011

9.3%

1.8%

-1.1%

5.4%

6.6%

-19.1%

-4.7%

2012

7.7%

2.3%

-1.7%

2.7%

6.0%

19.1%

-1.1%

2013

7.7%

1.9%

-1.8%

2.6%

6.0%

-2.2%

-2.9%

2014

7.3%

2.1%

-1.8%

2.0%

5.6%

11.4%

2.6%

2015

6.9%

2.7%

-2.6%

1.4%

4.4%

-12.9%

4.5%

2016

6.7%

1.8%

-3.0%

2.0%

4.4%

1.1%

7.1%

2017

6.9%

1.4%

-3.5%

1.6%

4.4%

36.2%

-6.3%

2018

6.6%

0.5%

-4.0%

2.2%

4.4%

-12.2%

6.0%

2019

6.3%

0.1%

-4.0%

2.3%

4.4%

2020

6.2%

0.5%

-4.2%

2.3%

4.4% 14


COREA / TAIWÁN COREA

PIB

CTA CTE CTA FISC INFLAC INTERES var.T.C

TAIWÁN

PIB

CTA CTE CTA FISC INFLAC INTERES var.T.C

2000

8.5%

2.4%

1.1%

3.2%

5.4%

11.5%

2000

5.8%

2.8%

-2.4%

1.7%

4.8%

5.4%

2001

3.8%

1.8%

1.2%

3.2%

4.0%

3.6%

2001

-2.2%

6.2%

-4.3%

-1.7%

2.3%

5.4%

2002

7.0%

1.0%

3.3%

3.7%

4.3%

-9.7%

2002

4.2%

8.7%

-4.3%

0.8%

1.5%

-1.1%

2003

3.1%

2.0%

0.4%

3.4%

3.8%

-0.1%

2003

3.4%

9.8%

-2.8%

-0.1%

1.4%

-1.8%

2004

4.6%

4.1%

2.7%

3.0%

3.3% -12.7%

2004

6.1%

5.8%

-0.2%

1.3%

1.8%

-6.5%

2005

4.0%

2.3%

3.4%

2.8%

3.8%

-2.4%

2005

4.7%

4.9%

-0.1%

2.3%

2.3%

3.4%

2006

5.2%

1.4%

3.9%

2.2%

4.5%

-8.0%

2006

5.4%

7.0%

-0.1%

0.6%

2.8%

-0.7%

2007

5.5%

1.0%

4.9%

2.5%

5.0%

0.6%

2007

6.0%

8.9%

-0.2%

1.8%

3.4%

-0.5%

2008

2.8%

0.8%

2.9%

4.7%

3.0%

34.7%

2008

0.7%

6.8%

-0.3%

3.5%

2.0%

1.1%

2009

0.7%

4.7%

-1.0%

2.8%

2.0%

-7.6%

2009

-1.8%

11.3%

-0.4%

-0.9%

1.3%

-2.4%

2010

6.5%

3.1%

1.0%

3.0%

2.5%

-3.3%

2010

10.8%

9.2%

-0.1%

1.0%

1.6%

-8.4%

2011

3.7%

1.8%

1.0%

4.0%

3.3%

2.3%

2011

4.2%

9.1%

-0.1%

1.4%

1.9%

3.3%

2012

2.3%

4.6%

1.0%

2.2%

2.8%

-7.6%

2012

1.5%

10.6%

0.0%

1.9%

1.9%

-4.1%

2013

3.0%

6.2%

-0.4%

1.3%

2.5%

-1.3%

2013

2.2%

11.2%

-0.5%

0.8%

1.9%

2.7%

2014

3.3%

6.3%

-0.6%

1.3%

2.0%

3.9%

2014

3.8%

12.5%

-0.3%

1.2%

1.9%

6.2%

2015

2.6%

7.9%

0.0%

1.3%

1.5%

7.7%

2015

0.8%

14.6%

-0.2%

-0.3%

1.6%

3.8%

2016

2.8%

7.0%

0.5%

1.3%

1.3%

2.6%

2016

1.5%

13.5%

-0.3%

1.4%

1.4%

-1.6%

2017

3.1%

5.6%

0.8%

1.5%

1.5% -11.5%

2017

2.9%

14.3%

-0.1%

0.6%

1.4%

-8.0%

2018

2.8%

4.3%

1.0%

1.6%

1.7%

2018

2.7%

13.0%

-0.8%

1.5%

1.5%

3.6%

2019

2.7%

4.1%

0.6%

1.9%

2.0%

2019

2.3%

12.7%

-0.9%

1.3%

1.6%

2020

2.5%

3.8%

0.4%

1.9%

2.1%

2020

2.1%

11.9%

-0.9%

1.3%

1.4%

5.2%

15


INDIA / SINGAPUR CTA CTE CTA FISC INFLAC INTERES var.T.C

SINGAPUR

PIB

CTA CTE CTA FISC INFLAC INTERES var.T.C

INDIA

PIB

2000

3.9%

-0.6%

-6.2%

5.5%

7.0%

6.9%

2000

9.6%

14.3%

2.2%

2.1%

2.8%

0.0%

2001

5.1%

0.8%

-6.8%

1.6%

6.0%

4.7%

2001

-2.0%

18.8%

-0.9%

-0.6%

1.3%

11.8%

2002

4.1%

1.4%

-6.4%

6.5%

5.0%

-2.7%

2002

3.2%

21.3%

0.1%

0.4%

0.8% -10.5%

2003

8.6%

1.9%

-4.9%

4.6%

4.5%

-5.3%

2003

1.4%

29.2%

-1.2%

0.8%

0.8%

0.0%

2004

7.3%

0.1%

-4.5%

4.0%

4.8%

-2.9%

2004

9.3%

16.6%

-1.1%

1.5%

1.5%

-5.9%

2005

9.2%

-1.4%

-4.6%

4.0%

5.3%

3.1%

2005

7.3%

17.8%

-0.3%

0.5%

3.3%

3.7%

2006

9.6%

-1.2%

-3.7%

6.3%

6.0%

-1.7%

2006

8.7%

24.2%

0.5%

1.0%

3.4%

-7.2%

2007

9.7%

-1.0%

-2.9%

6.4%

7.8% -11.0%

2007

9.1%

25.8%

3.0%

2.1%

2.4%

-6.5%

2008

8.2%

-2.6%

-5.2%

8.3%

6.5%

23.8%

2008

1.9%

13.9%

1.5%

6.6%

1.0%

-0.7%

2009

6.6%

-1.7%

-7.3%

10.8%

4.8%

-4.7%

2009

-0.6%

16.2%

-1.1%

0.6%

0.7%

-2.1%

2010

9.4%

-3.6%

-4.0%

12.1%

6.3%

-3.9%

2010

15.4%

23.5%

0.2%

2.8%

0.4%

-8.6%

2011

7.7%

-3.8%

-7.1%

8.9%

8.5%

18.7%

2011

5.3%

23.8%

1.2%

5.2%

0.4%

1.6%

2012

4.8%

-5.4%

-5.9%

9.3%

8.0%

3.6%

2012

2.5%

17.2%

2.0%

4.6%

0.4%

-6.2%

2013

4.7%

-2.6%

-5.5%

10.9%

7.8%

12.4%

2013

4.4%

18.1%

1.3%

2.4%

0.4%

3.3%

2014

6.9%

-1.4%

-4.3%

6.4%

8.0%

2.0%

2014

3.3%

19.2%

1.3%

1.0%

0.5%

5.6%

2015

7.2%

-1.2%

-3.5%

5.9%

6.8%

4.9%

2015

2.0%

19.7%

0.6%

-0.5%

1.2%

6.8%

2016

8.0%

-1.0%

-3.7%

5.0%

6.3%

2.7%

2016

2.0%

19.0%

-1.2%

-0.5%

1.0%

2.1%

2017

7.1%

-1.5%

-3.5%

3.3%

6.0%

-6.0%

2017

3.6%

18.8%

0.7%

0.6%

1.5%

-7.6%

2018

7.5%

-1.8%

-3.5%

3.5%

6.8%

14.3%

2018

3.2%

19.0%

-0.3%

0.6%

1.8%

3.0%

2019

7.4%

-2.7%

-3.3%

4.6%

6.8%

2019

2.7%

19.0%

-0.5%

1.5%

2.2%

2020

7.5%

-2.5%

-3.1%

4.8%

6.9%

2020

2.5%

16.2%

0.4%

1.7%

2.4% 16


FILIPINAS / TAILANDIA FILIPINAS

PIB

CTA CTE

CTA FISC INFLAC INTERES

TAILANDIA

PIB

CTA CTE

CTA FISC INFLAC INTERES

2006

5.2%

4.3%

-1.0%

5.5%

7.5%

2006

5.1%

1.1%

0.7%

4.7%

4.9%

2007

6.6%

5.3%

-0.2%

3.0%

5.3%

2007

5.0%

6.3%

-2.4%

2.2%

3.2%

2008

4.2%

0.1%

-0.9%

8.2%

5.5%

2008

2.5%

0.7%

-1.7%

5.5%

3.3%

2009

1.1%

5.0%

-3.7%

4.3%

4.0%

2009

-2.3%

8.4%

-5.1%

-0.8%

2010

7.6%

3.6%

-3.5%

3.8%

4.0%

2010

7.8%

3.1%

-1.9%

3.3%

2.0%

2011

3.6%

2.5%

-2.0%

4.7%

4.5%

2011

0.1%

2.6%

-1.6%

3.8%

3.5%

2012

6.8%

2.7%

-2.3%

3.2%

3.5%

2012

6.5%

-0.4%

-4.6%

3.0%

2.7%

2013

7.2%

4.2%

-1.4%

2.9%

3.5%

2013

2.9%

-0.8%

-2.6%

2.2%

2.2%

2014

6.2%

3.8%

-0.6%

4.2%

4.0%

2014

0.8%

3.8%

-2.9%

1.9%

2.0%

2015

6.3%

2.5%

-0.9%

1.4%

4.0%

2015

2.8%

8.1%

-3.0%

-0.9%

1.5%

2016

6.8%

0.2%

-3.4%

1.8%

3.0%

2016

3.3%

11.3%

-2.6%

0.2%

1.5%

2017

6.7%

-0.8%

-2.2%

2.9%

3.0%

2017

3.9%

10.5%

-2.8%

0.7%

1.5%

2018

6.5%

-1.5%

-2.8%

5.0%

4.8%

2018

4.4%

9.0%

-2.8%

1.2%

1.6%

2019

6.5%

-1.5%

-2.9%

4.0%

4.9%

2019

3.9%

7.7%

-2.5%

1.5%

1.9%

2020

6.5%

-1.3%

-3.0%

3.6%

4.4%

2020

3.8%

7.0%

-3.0%

1.5%

2.2%

---

17


INDONESIA / MALASIA INDONESIA

PIB

CTA CTE

CTA FISC INFLAC INTERES

MALASIA

PIB

CTA CTE CTA FISC INFLAC INTERES var.T.C

2000

8.6%

9.4%

-5.7%

1.3%

5.5%

0.0%

2001

0.3%

8.3%

-5.5%

1.2%

5.0%

0.0%

8.0%

2002

4.4%

8.4%

-5.6%

1.7%

5.0%

0.0%

10.3%

9.3%

2003

5.4%

12.9%

-5.3%

1.0%

4.5%

0.0%

2004

6.8%

12.1%

-4.3%

1.5%

2.7%

0.0%

-0.9%

4.9%

6.5%

2005

5.3%

15.0%

-3.6%

3.1%

3.0%

-0.5%

0.7%

-2.1%

5.1%

6.5%

2006

5.8%

16.7%

-3.3%

3.6%

3.5%

-6.6%

6.5%

0.2%

-2.0%

5.4%

6.0%

2007

6.3%

15.4%

-3.2%

2.0%

3.5%

-6.2%

2008

4.8%

17.1%

-4.8%

5.4%

3.3%

4.8%

2012

6.0%

-2.7%

-1.5%

4.0%

5.8%

2009

-1.5%

15.5%

-6.7%

0.7%

2.0%

-1.2%

2013

5.6%

-3.3%

-2.5%

6.4%

7.5%

2010

7.4%

10.9%

-5.4%

1.7%

2.7% -10.8%

2014

5.0%

-3.1%

-2.1%

6.4%

7.8%

2011

5.2%

11.6%

-4.8%

3.2%

3.0%

3.6%

2012

5.6%

5.8%

-4.5%

1.7%

3.0%

-3.5%

2015

4.8%

-2.1%

-1.9%

6.4%

7.5%

2013

4.7%

3.9%

-4.0%

2.1%

3.0%

7.2%

2016

5.0%

-1.8%

-2.7%

3.5%

4.8%

2014

6.0%

4.4%

-3.5%

3.2%

3.2%

6.7%

2015

5.0%

3.0%

-3.2%

2.1%

3.1%

22.6%

2017

5.1%

-1.7%

-2.5%

3.8%

4.3%

2016

4.2%

2.0%

-3.1%

2.1%

3.0%

4.7%

2018

5.2%

-2.4%

-2.3%

3.5%

6.1%

2017

5.9%

3.1%

-3.0%

3.9%

2.9%

-9.8%

2019

5.3%

-2.3%

-2.2%

3.8%

6.5%

2018

5.1%

3.0%

-3.2%

1.3%

3.3%

2019

5.0%

3.0%

-3.0%

2.0%

3.4%

2020

5.3%

-2.2%

-2.2%

3.9%

6.2%

2020

4.9%

3.2%

-2.8%

2.2%

3.7%

2006

5.5%

3.0%

-1.2%

13.3%

9.8%

2007

6.3%

2.4%

-1.5%

6.4%

2008

6.0%

0.0%

-1.2%

2009

4.6%

1.9%

2010

6.2%

2011

18


FXI – Mensual L/P

19


FXI – Semanal 4y

20


EUROPA y JAPÓN

21


EUROPA

2

Nombre

Precio Actual

MSCI AC EUROPE

422

CTA CTE

CTA FISC

P/B P / B Prom P / U 15A Prom 15A Actual 1,61

INFLAC

1,80

INTERES

19,46

RENT.%

UPA 2018

UPA 2019

UPA 2020

P/Ue 2018

P/Ue 2019

P/Ue 2020

32,7

35,8

38,5

12,9

11,8

11,0

EURO

PIB

2000

3.1%

-0.7%

0.0%

2.5%

4.8%

---

6.7%

2001

1.1%

0.1%

-1.8%

2.1%

3.3%

---

6.0%

2002

1.2%

0.6%

-2.5%

2.3%

2.8%

-21.0%

-15.2%

2003

0.7%

0.3%

-2.8%

2.1%

2.0%

36.0%

-10.7%

2004

1.8%

0.6%

-2.7%

2.1%

2.0%

17.0%

-0.7%

2005

1.7%

-0.2%

-2.5%

2.2%

2.3%

7.0%

14.5%

2006

2.9%

-0.1%

-2.2%

2.2%

3.1%

33.0%

11.9%

2007

2.9%

0.1%

-0.7%

2.1%

4.0%

12.0%

10.6%

2008

0.4%

-1.6%

-2.1%

3.3%

2.5%

-46.0%

-4.1%

2009

-4.4%

-0.2%

-6.4%

0.3%

1.0%

25.0%

2.1%

2010

2.0%

0.0%

-6.2%

1.6%

1.0%

0.8%

-6.3%

2011

1.6%

0.1%

-4.1%

2.7%

1.0%

-14.1%

-3.0%

2012

-0.7%

1.4%

-3.7%

2.5%

0.8%

20.5%

1.5%

2013

-0.4%

2.2%

-2.9%

1.3%

0.3%

24.1%

3.8%

2014

0.9%

2.1%

-2.4%

0.4%

0.1%

-7.3%

-11.7%

2015

2.0%

3.0%

-2.2%

0.0%

0.1%

-3.3%

-9.9%

2016

1.8%

3.3%

-1.5%

0.2%

0.0%

-0.2%

-3.7%

2017

2.4%

3.2%

-1.2%

1.5%

0.0%

24.9%

14.3%

2018

2.0%

3.3%

-0.8%

1.8%

0.0%

-11.1%

-3.3%

2019

1.8%

3.2%

-0.9%

1.7%

0.2%

2020

1.6%

3.0%

-0.8%

1.7%

0.6%

Var Util Var Util Var Util 2018 2019 2020 7%

9%

7%

var.T.C

22


JAPÓN

JAPÓN

Nombre

Precio Actual

MSCI JAPAN

984

PIB

CTA CTE

CTA FISC

P/B P / B Prom P / U 15A Prom 15A Actual 1,28

INFLAC

1,45

INTERES

31,46

RENT.%

UPA 2018

UPA 2019

UPA 2020

P/Ue 2018

P/Ue 2019

P/Ue 2020

79,7

83,0

87,0

12,4

11,8

11,3

Var Util Var Util Var Util 2018 2019 2020 12%

4%

5%

var.T.C

2000

2.4%

2.5%

-7.5%

-0.2%

0.3%

---

11.6%

2001

0.2%

2.1%

-6.1%

-1.2%

0.2%

---

15.1%

2002

-0.3%

2.8%

-7.9%

-0.3%

0.2%

-10.0%

-9.8%

2003

1.4%

3.2%

-8.2%

-0.3%

0.0%

38.0%

-5.8%

2004

2.6%

3.7%

-6.2%

0.0%

0.0%

13.0%

1.0%

2005

1.3%

3.6%

-6.7%

-0.3%

0.3%

24.0%

14.8%

2006

1.7%

3.9%

-1.6%

0.2%

0.5%

6.0%

1.1%

2007

2.2%

4.9%

-2.1%

0.1%

0.5%

-6.0%

-6.1%

2008

-1.0%

3.0%

-1.9%

1.4%

0.1%

-28.0%

-18.9%

2009

-5.5%

2.9%

-8.8%

-1.3%

0.1%

2.0%

2.6%

2010

4.7%

4.0%

-8.3%

-0.7%

0.1%

12.0%

-12.8%

2011

-0.5%

2.2%

-8.8%

-0.3%

0.1%

-16.5%

-5.2%

2012

1.5%

1.0%

-8.7%

0.0%

0.1%

9.2%

12.8%

2013

1.6%

0.7%

-7.8%

0.4%

0.1%

26.0%

21.4%

2014

-0.1%

0.5%

-7.1%

2.7%

0.1%

-6.2%

13.7%

2015

0.5%

3.3%

-6.7%

0.8%

0.0%

9.2%

0.4%

2016

1.0%

3.8%

-5.7%

-0.1%

-0.1%

2.8%

-2.7%

2017

1.7%

4.0%

-5.0%

0.5%

-0.1%

24.3%

-3.7%

2018

1.1%

3.8%

-4.0%

0.9%

-0.1%

-6.06%

-0.6%

2019

1.1%

3.7%

-3.8%

1.1%

0.0%

2020

0.6%

3.8%

-3.2%

1.5%

0.0% 23


LATINOAMÉRICA

24


BRASIL BRASIL

PIB

CTA CTE

CTA FISC

INFLAC

INTERES

RENT.%

var.T.C

2000

4.4%

-4.0%

-4.5%

6.0%

15.8%

---

9.5%

2001

1.4%

-4.6%

-5.2%

7.7%

19.0%

---

18.4%

2002

1.9%

-1.7%

-10.3%

12.5%

25.0%

-38.0%

52.2%

2003

0.5%

0.8%

-3.6%

9.3%

16.5%

110.0%

-18.1%

2004

5.7%

1.9%

-2.5%

7.6%

18.0%

31.0%

-8.3%

2005

3.2%

1.7%

-3.1%

6.9%

13.5%

50.0%

-11.7%

2006

4.0%

1.4%

-3.2%

4.2%

13.0%

43.0%

-8.5%

2007

6.1%

0.1%

-2.6%

3.6%

11.3%

75.0%

-16.8%

2008

5.2%

-1.7%

-2.1%

5.7%

13.8%

-57.0%

29.8%

2009

-0.3%

-1.4%

-3.3%

4.9%

8.8%

113.0%

-24.7%

2010

7.6%

-2.2%

-2.9%

5.0%

10.8%

3.7%

-4.6%

2011

2.8%

-2.1%

-2.3%

6.6%

11.0%

-25.9%

12.7%

2012

1.0%

-2.4%

-2.6%

5.4%

7.3%

0.4%

9.6%

2013

2.5%

-3.6%

-3.0%

6.2%

10.0%

-17.5%

15.1%

2014

0.1%

-4.4%

-3.8%

6.3%

11.8%

-15.5%

12.7%

2015

-3.8%

-3.2%

-8.2%

9.0%

14.3%

-41.7%

48.9%

2016

-3.5%

-1.3%

-9.7%

8.8%

13.8%

64.5%

-17.7%

2017

1.0%

-0.5%

-8.9%

3.5%

7.0%

23.7%

1.5%

2018

1.4%

-0.9%

-7.2%

3.7%

6.7%

-1.7%

18.1%

2019

2.4%

-1.5%

-6.5%

4.3%

8.2%

2020

2.5%

-1.7%

-6.3%

4.1%

8.0%

25


LATINOAMÉRICA MÉXICO

PIB

CTA CTE

CTA FISC

INFLAC

INTERES

var.T.C

2000

6.6%

-3.2%

-3.4%

9.0%

17.6%

2.1%

2001

-0.2%

-2.8%

-3.2%

4.4%

7.4%

-5.2%

2002

0.8%

-2.1%

-2.7%

5.7%

7.0%

13.2%

2003

1.4%

-1.3%

-2.6%

4.0%

6.0%

8.7%

2004

4.4%

-1.1%

-0.2%

5.2%

8.6%

-0.4%

2005

3.0%

-0.7%

-0.1%

4.0%

8.3%

-4.7%

2006

4.8%

-0.5%

0.1%

3.6%

7.0%

1.6%

2007

3.1%

-1.4%

0.0%

4.0%

7.6%

0.9%

2008

1.4%

-1.9%

-0.1%

5.1%

8.3%

25.4%

2009

-4.7%

-0.9%

-2.3%

5.3%

4.7%

-4.2%

2010

5.1%

-0.3%

-2.8%

4.2%

4.6%

-5.7%

2011

4.0%

-1.1%

-2.4%

3.4%

4.5%

13.0%

2012

3.9%

-1.2%

-2.6%

4.1%

4.5%

-7.8%

2013

1.1%

-2.1%

-2.3%

3.8%

3.6%

1.5%

2014

2.1%

-1.9%

-3.2%

4.0%

3.1%

13.1%

2015

2.5%

-2.0%

-3.5%

2.7%

3.4%

16.7%

2016

2.3%

-2.1%

-2.6%

2.8%

5.8%

20.5%

2017

2.0%

-1.7%

-1.1%

6.0%

7.4%

-5.2%

2018

2.1%

-1.7%

-2.3%

4.8%

7.8%

-3.4%

2019

2.1%

-1.9%

-2.5%

4.0%

6.9%

-1.6%

2020

2.4%

-2.0%

-2.8%

3.6%

7.0%

COLOMBIA

PIB

CTA CTE

CTA FISC

INFLAC

INTERES

ARGENTINA

PIB

CTA CTE

CTA FISC

INFLAC

INTERES

2010

10.1%

-0.4%

0.4%

25.8%

11.2%

2011

6.0%

-1.0%

0.1%

23.9%

10.1%

2012

-1.0%

-0.4%

0.0%

23.7%

10.5%

2013

2.4%

-2.3%

-0.2%

25.7%

14.5%

2014

-2.5%

-1.5%

-0.2%

42.7%

29.5%

2015

2.7%

-3.0%

-0.4%

26.7%

2016

-2.3%

-2.7%

-1.1%

39.0%

2017

2.9%

-4.4%

-6.2%

25.3%

28.7%

2018

-1.0%

-4.3%

-5.2%

30.5%

42.3%

2019

1.5%

-3.0%

-3.7%

25.6%

26.9%

2020

3.0%

-2.6%

-3.3%

18.1%

17.8%

PERÚ

PIB

CTA CTE

CTA FISC

INFLAC

INTERES

2007

6.9%

-2.9%

-2.8%

5.5%

8.8%

2007

8.9%

1.5%

---

1.8%

5.0%

2008

3.5%

-2.7%

-1.7%

7.0%

9.5%

2008

9.3%

-4.4%

---

5.8%

6.5%

2009

1.7%

-2.0%

-3.8%

4.2%

3.5%

2009

1.1%

-0.5%

---

3.0%

1.3%

2010

4.0%

-3.0%

-3.5%

2.3%

3.0%

2010

8.4%

-2.4%

---

1.5%

3.0%

2011

6.6%

-2.9%

-2.0%

3.4%

4.8%

2011

6.5%

-1.9%

---

3.4%

4.3%

2012

4.0%

-3.0%

-1.9%

3.2%

4.3%

2012

5.9%

-3.2%

---

3.7%

4.3%

2013

4.9%

-3.4%

-2.2%

2.0%

3.3%

2013

5.6%

-4.6%

0.5%

2.8%

4.0%

2014

4.4%

-5.3%

-2.6%

2.9%

4.5%

2014

2.5%

-4.0%

0.2%

3.3%

3.5%

2015

3.1%

-6.7%

-3.1%

5.0%

5.8%

2015

3.2%

-4.8%

-2.3%

3.5%

3.8%

2016

2.0%

-4.2%

-3.8%

7.5%

7.5%

2016

3.9%

-2.7%

-2.7%

3.6%

4.3%

2017

1.8%

-3.3%

-3.3%

4.3%

4.8%

2017

2.5%

-1.3%

-3.1%

2.8%

3.3%

2018

2.6%

-3.0%

-3.1%

3.3%

4.3%

2018

4.0%

-1.6%

-3.0%

1.4%

2.9%

2019

3.2%

-3.0%

-2.6%

3.4%

4.9%

2019

3.9%

-1.8%

-2.8%

2.5%

3.5%

2020

3.3%

-2.9%

-2.4%

3.2%

4.7%

2020

3.8%

-1.6%

-2.4%

2.5%

4.0%

26


EWZ – Mensual L/P

27


EWZ – Semanal 4y

28


CHILE

29


CHILE CHILE

PIB

CTA CTE

2000

8.9%

2001

3.5%

-1.7%

2002

2.1%

2003

CTA FISC

INFLAC

INTERES

RENT.%

T.C.

var.T.C

1.1%

8.0%

---

---

3.6%

6.5%

---

-1.0%

---

2.5%

3.0%

-16.0%

720.3

3.8%

-1.0%

---

2.8%

2.3%

49.0%

592.8

-17.7%

2004

5.9%

2.2%

---

1.1%

2.3%

21.0%

555.8

-6.2%

2005

5.6%

1.2%

---

3.1%

4.5%

9.0%

512.0

-7.9%

2006

4.5%

4.9%

---

3.4%

5.3%

37.0%

532.3

4.0%

2007

5.2%

4.2%

---

4.4%

6.0%

13.0%

497.8

-6.5%

2008

3.4%

-3.8%

---

8.7%

8.3%

-22.0%

638.5

28.3%

2009

-1.1%

2.0%

---

1.6%

0.5%

51.0%

507.5

-20.5%

2010

5.7%

1.5%

---

1.4%

3.3%

37.6%

468.0

-7.8%

2011

5.9%

-1.4%

---

3.2%

5.3%

-15.4%

519.6

11.0%

2012

5.4%

-3.4%

---

2.9%

5.0%

3.0%

479.2

-7.8%

2013

4.1%

-3.5%

---

1.8%

4.5%

-14.0%

525.5

9.7%

2014

1.9%

-1.2%

-2.0%

4.4%

3.0%

4.1%

606.5

15.4%

2015

2.3%

-2.1%

-3.2%

4.3%

3.5%

-4.4%

708.6

16.8%

2016

1.6%

-1.4%

-3.0%

3.8%

3.5%

12.8%

670.4

-5.4%

2017

1.5%

-1.5%

-2.9%

2.2%

2.5%

34.0%

615.4

-8.2%

2018

4.0%

-1.6%

-2.3%

2.5%

2.8%

-7.94%

672.5

9.3%

2019

3.5%

-2.0%

-2.2%

3.0%

3.7%

652.5

-3.0%

2020

3.0%

-1.9%

-2.0%

3.0%

4.0%

647.5

-0.8% 30


RENTA FIJA

▪ SOBREPONDERAR PORTFOLIOS EN UF ▪ BUSCAR PORTFOLIOS CON DURATION ENTRE 1 Y 3 AÑOS

31


VISIÓN COBRE

3

32


TIPO DE CAMBIO GLOBAL / REAL

33


USD/PESO – Mensual L/P

34


USD/PESO – Semanal 4y

35


USD/PESO – Diario 6m

36


BOLSA CHILENA

37


ECH – Mensual L/P

38


ECH – Semanal 4y

39


IPSA

40


SELECCIÓN DE EMPRESAS CHILENAS CMPC COPEC BANCO CHILE ITAÚ CORPBANCA

40% 20% 20% 20%

41


CMPC

42


COPEC

43


ITAUCORP

44


Este informe ha sido preparado para otorgar información a clientes. No corresponde a una solicitud de comprar o vender ninguna de las acciones. Esta información y aquella en la que está basada, ha sido obtenida de bases de información pública, de fuentes que hasta donde podemos estimar, nos parecen confiables, sin embargo, ésta no garantiza que sea exacta ni completa. Por tanto, dada la posibilidad de error humano o mecánico, no se garantiza la exactitud o integridad de la información y resultados contenidos en este informe, por lo cual, no nos hacemos responsables de errores u omisiones. Adicionalmente, dada la posibilidad de cambios económicos o de administración interna de las empresas que pudieran afectar su evolución, no se asume responsabilidad alguna por las consecuencias asociadas al empleo de esta información.

45


Turn static files into dynamic content formats.

Create a flipbook
Issuu converts static files into: digital portfolios, online yearbooks, online catalogs, digital photo albums and more. Sign up and create your flipbook.