This paper proposes a benchmark method based on fuzzy set theory and the c-means fuzzy classification algorithm to detect and forecast business insolvency. The method consists of a set of steps to compare the results obtained in a fuzzy classification process with the projected accounting information. The central aspect of the method is the comparison between the current and future situation of a conglomerate of companies based on a specific set of financial ratios. The future situation is established from the macroeconomic projections of local and foreign analysts. To validate the effectiveness and precision of our proposal, its application is carried out in a specific economic sector of Colombia and the results are compared with the Altman Z2 model.