Resumo

CARMONA MUNOZ, Diana Milena  e  VERA LEYTON, Marcos. Assessment of risk factors influence on the return of the assets of the basket in Colombia colcap, 2009-2012. Dimens.empres. [online]. 2015, vol.13, n.1, pp.21-40. ISSN 1692-8563.  https://doi.org/10.15665/rde.v13i1.336.

The research aims to assess the potential risk factors with influence on asset returns in the Colombian stock market under the development of the three-factor model of Fama & French, which postulates that the expected return of the portfolio is explained by sensitivity to factors such as market size factor and the relationship book / bag ratio. The development of the research is conducted through a type of non-experimental cross-sectional quantitative methodology using a multifactorial model of microeconomic variables (Fama & French model), through which the shares traded on the local market represented are taken through indexes COLCAP in 2009-2012 periods. The main conclusion is based on factors that are market and firm size (SMB), the most influential in the behavior of asset returns.

Palavras-chave : Asset valuation; risk; return.

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