The development of quantitative tools to guide decision-making in the capital markets are elements that can be innovated for the benefit of optimizing the investment, depending on the risk profile of the investor. In this context, the research problem was to propose a methodology to identify the degree or speculative level in investments in the Mexican capital market, represented by the Price and Quotation Index of the Mexican Stock Exchange during the period 2015 to 2021. The methodology used in this research was quantitative, documentary and descriptive, analyzing the historical performance during the period 2015 to 2021 of strategic multiples of market value in the companies listed in the Price Index of the Mexican Stock Exchange. The period 2015 to 2021 was analyzed, obtaining the information from the Reuters Eikon platform, quantitatively and graphically analyzing the behavior of th...

The 5Ps of Sustainable Development typically refer to the economic, social, and environmental dimensions of sustainability, namely: People, Prosperity, Peace, Planet, and Partnerships. In this context, the research problem aimed to propose a methodology for assessing the status of Sustainable Development in the Americas based on the 5P framework. This involved utilizing relevant quality indices related to sustainable development, which were developed in recent years from 2020 to 2023, based on their availability. The methodology employed in this research was quantitative, documentary, and descriptive. It utilized strategically selected indices of sustainable development, quantitatively analyzing their results and normalizing them. The goal was to propose a methodology to identify the level of progress in achieving sustainable development in the countries of the Americas. This approach ai...

This study applies Monte Carlo simulation to analyze investment portfolios, focusing on the risk and return of ten selected Mexican stocks from diverse industries. By generating 1,000 random weight combinations, the simulation revealed a wide range of portfolio performance scenarios. Results highlighted the importance of the Sharpe ratio in identifying optimal portfolios, showing that higher returns often come with greater volatility, while stable portfolios provide better risk-return balance. The efficient frontier visualized the relationship between volatility and expected returns. This analysis demonstrates the value of Monte Carlo simulation as a tool for optimizing asset allocation and supporting informed investment decisions.