Detección de empresas con dificultades financieras y validación de sus ratios contables a través de métodos de clasificación

Financial statements provide essential information for decision making and performance evaluation of companies. This information is even more relevant for identifying financial vulnerability situations. With this purpose, this article explores the behavior of certain financial ratios, aiming to dete...

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Autores principales: Caro , Norma P., Guardiola, Mariana, Mantovani, María L.
Formato: Artículo revista
Lenguaje:Español
Publicado: Escuela de Perfeccionamiento en Investigación Operativa 2019
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Acceso en línea:https://revistas.unc.edu.ar/index.php/epio/article/view/26471
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Sumario:Financial statements provide essential information for decision making and performance evaluation of companies. This information is even more relevant for identifying financial vulnerability situations. With this purpose, this article explores the behavior of certain financial ratios, aiming to determine whether a company is facing a financial challenge when their financial position is unknown a priori. Latin American markets —Argentina, Brazil, Chile, and Peru- are compared in terms of their companies' financial ratios from the 2000 decade, available at the respective stock markets. Cluster analysis provided the first approach in grouping companies and characterize them according to their financial position. This article uses non-parametric methods for mean comparison to identify accounting ratios that were significant for clustering the companies. Some findings strongly suggest that companies with financial difficulties are similar. These present lower economic profitability and cash flow indexes when compared to companies that are not facing these challenges.  Moreover, they show higher debt levels and lower total asset turnover.