Assessment - IPC Mexico - 5/06/24 - RS = 26
⇐
⇓ freshest
⇓ 5/06/24
⇓ 11/06/23
prc diff
⇓
∅-RS
L
IPC
57,718.000
Fri
-0.22
57,282.900
0.76
51,647.700
5,635.200
10.91
5.78
L
Quálitas
202.370
Fri
-2.63
213.140
-5.05
144.160
68.980
47.85
43.48
L
Liverpool
144.410
Fri
-0.52
144.790
-0.26
92.950
51.840
55.77
32.91
L
México
103.850
Fri
-0.08
105.900
-1.94
76.360
29.540
38.69
24.78
L
Aerop. Sureste
585.110
Fri
0.60
580.110
0.86
411.210
168.900
41.07
24.46
L
Megacable
53.290
Fri
0.41
51.660
3.16
34.050
17.610
51.72
23.95
Gentera
26.240
Fri
-0.72
26.660
-1.58
20.130
6.530
32.44
23.88
L
Genomma Lab
17.330
Fri
-0.91
17.040
1.70
14.490
2.550
17.60
20.16
Alsea
70.950
Fri
-3.05
73.720
-3.76
62.230
11.490
18.46
18.68
Cementos Chihuahua
201.230
Fri
0.80
201.420
-0.09
169.080
32.340
19.13
18.68
Chedraui
124.120
Fri
-0.33
124.480
-0.29
101.750
22.730
22.34
17.59
L
Banco del Bajio
62.200
Fri
-0.43
67.000
-7.16
57.960
9.040
15.60
16.23
Inbursa
50.500
Fri
-0.16
48.490
4.15
40.150
8.340
20.77
13.95
L
Gruma
330.560
Fri
-1.12
337.150
-1.95
322.380
14.770
4.58
12.67
L
Aerop. Pacifico
314.520
Fri
-1.73
312.180
0.75
232.090
80.090
34.51
12.32
Regional
155.800
Fri
0.33
158.560
-1.74
143.410
15.150
10.56
11.81
Banorte
175.730
Fri
0.27
173.070
1.54
153.430
19.640
12.80
9.82
Alfa
12.710
Fri
-0.55
12.850
-1.09
11.560
1.290
11.16
9.52
Coca-Cola FEMSA
168.250
Fri
-0.80
163.490
2.91
143.710
19.780
13.76
8.76
L
Aerop. Centro Norte
186.400
Fri
-0.05
182.940
1.89
149.230
33.710
22.59
8.44
Carso
149.140
Fri
0.10
145.990
2.16
133.090
12.900
9.69
7.83
L
Pinfra
191.130
Fri
0.87
183.960
3.90
168.640
15.320
9.08
7.52
Cemex
13.290
Fri
0.45
13.400
-0.82
11.850
1.550
13.08
6.31
L
Peñoles
251.780
Fri
1,281.13
250.190
0.64
228.440
21.750
9.52
5.82
L
America Movil
16.990
Fri
-0.18
16.690
1.80
15.270
1.420
9.30
2.32
⇓ freshest
⇓ 5/06/24
⇓ 11/06/23
prc diff
⇓
∅-RS
Vesta
61.670
Fri
-0.26
61.210
0.75
60.890
0.320
0.53
0.77
FEMSA
203.070
Fri
-0.37
201.460
0.80
210.520
-9.060
-4.30
0.20
S
Kimberly-Clark
36.470
Fri
0.66
36.640
-0.46
34.740
1.900
5.47
-1.34
Bolsa Mexicana
31.780
Fri
-1.06
33.690
-5.67
30.080
3.610
12.00
-2.22
S
WalMex
69.000
Fri
0.97
65.670
5.07
66.860
-1.190
-1.78
-2.57
S
Arca Continental
172.220
Fri
-0.20
165.210
4.24
168.300
-3.090
-1.84
-4.98
S
Elektra
1,121.020
Fri
0.83
1,107.490
1.22
1,153.570
-46.080
-3.99
-5.06
L
Televisa
11.110
Fri
-0.27
11.040
0.63
8.990
2.050
22.80
-6.12
Becle
33.850
Fri
-1.31
34.460
-1.77
32.250
2.210
6.85
-8.04
S
Bimbo
69.950
Fri
-3.64
69.770
0.26
82.100
-12.330
-15.02
-15.34
S
Orbia Advance
29.160
Fri
0.38
29.430
-0.92
32.690
-3.260
-9.97
-17.64
IPC - 35 out of 35 instruments rated - 5/06/24 / 11/06/23 - 29 did rise, Market-Ratio(26) = 82.86 % Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico * 26 - 60/40 (1)
⇐ L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06 11/12/07 679 - cash -
short
11/12/07
5/12/08
182
Alsea
100
811
12.330
12.680
11.980
-0.350
-3
9,716
-6
long
5/12/08
7/28/08
77
Orbia Advance
100
343
28.270
23.430
-4.840
-17
8,056
-59
short
7/28/08
4/27/09
273
Aerop. Pacifico
100
267
30.100
27.900
32.474
2.374
8
8,690
11
long
4/27/09
8/08/11
833
Elektra
100
14
601.500
691.030
89.530
15
9,943
6
short
8/08/11
1/30/12
175
Cemex
100
1,598
6.220
8.730
3.710
-2.510
-40
5,932
-66
long
1/30/12
9/02/13
581
Elektra
100
5
1,120.000
436.540
-683.460
-61
2,515
-45
short
9/02/13
12/09/13
98
Peñoles
100
5
421.590
325.430
546.164
124.574
30
3,138
162
long
12/09/13
2/10/14
63
Gruma
100
32
95.660
104.000
8.340
9
3,405
62
short
2/10/14
5/12/14
91
Banco Santander MX
100
124
27.420
33.830
21.010
-6.410
-23
2,610
-66
long
5/12/14
12/15/14
217
Gruma
100
19
133.480
142.140
8.660
6
2,774
11
short
12/15/14
4/20/15
126
OHL México
100
108
25.630
29.120
22.140
-3.490
-14
2,397
-35
long
4/20/15
1/11/16
266
Volaris
100
123
19.490
29.990
10.500
54
3,689
81
short
1/11/16
2/22/16
42
Cemex
100
471
7.820
9.840
5.800
-2.020
-26
2,738
-93
long
2/22/16
11/21/16
273
Volaris
100
75
36.290
31.320
-4.970
-14
2,365
-18
short
11/21/16
5/22/17
182
Alfa
100
99
23.760
26.650
20.870
-2.890
-12
2,079
-23
long
5/22/17
9/25/17
126
Elektra
100
3
637.880
807.280
169.400
27
2,587
98
short
9/25/17
9/03/18
343
Alpek
100
146
17.660
28.240
7.080
-10.580
-60
1,042
-62
long
9/03/18
10/29/18
56
Elektra
100
1
915.420
797.620
-117.800
-13
924
-59
short
10/29/18
5/20/19
203
Genomma Lab
100
73
12.580
16.750
8.410
-4.170
-33
620
-52
long
5/20/19
7/22/19
63
Elektra
100
0
1,191.120
1,280.750
89.630
8
620
0
short
7/22/19
12/16/19
147
Nemak
100
76
8.070
8.250
7.890
-0.180
-2
606
-5
long
12/16/19
3/09/20
84
Aerop. Centro Norte
100
4
148.370
115.600
-32.770
-22
475
-66
short
3/09/20
9/21/20
196
Alpek
100
41
11.390
14.820
7.960
-3.430
-30
335
-49
long
9/21/20
11/29/21
434
Peñoles
100
1
317.120
256.830
-60.290
-19
274
-16
short
11/29/21
1/17/22
49
Bolsa Mexicana
100
7
35.570
36.690
34.450
-1.120
-3
266
-21
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
1/17/22
6/20/22
154
Bimbo
100
4
66.540
64.150
-2.390
-4
257
-8
short
6/20/22
12/12/22
175
Cemex
100
35
7.200
8.300
6.100
-1.100
-15
218
-29
long
12/12/22
8/07/23
238
Banco del Bajio
100
3
61.120
51.450
-9.670
-16
189
-23
short
8/07/23
12/25/23
140
Alfa
100
18
10.210
14.090
6.330
-3.880
-38
120
-71
long
12/25/23
5/10/24
137
Carso
100
0
180.820
149.140
-31.680
-18
120
0
accum 11/12/07
5/10/24 6025
days out of 6704 invested (90%)
-99
120
-24
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Volaris long 4/20/15 1/11/16 266 19.49 29.99 10.50 53.87 long 2/22/16 11/21/16 273 36.29 31.32 -4.97 -13.70 32.80 Gruma long 12/09/13 2/10/14 63 95.66 104.00 8.34 8.72 long 5/12/14 12/15/14 217 133.48 142.14 8.66 6.49 15.77 Aerop. Pacifico short 7/28/08 4/27/09 273 30.10 27.90 32.47 2.37 7.89 7.89 Peñoles short 9/02/13 12/09/13 98 421.59 325.43 546.16 124.57 29.55 long 9/21/20 11/29/21 434 317.12 256.83 -60.29 -19.01 4.92 Nemak short 7/22/19 12/16/19 147 8.07 8.25 7.89 -0.18 -2.23 -2.23 Alsea short 11/12/07 5/12/08 182 12.33 12.68 11.98 -0.35 -2.84 -2.84 Bolsa Mexicana short 11/29/21 1/17/22 49 35.57 36.69 34.45 -1.12 -3.15 -3.15 Bimbo long 1/17/22 6/20/22 154 66.54 64.15 -2.39 -3.59 -3.59 OHL México short 12/15/14 4/20/15 126 25.63 29.12 22.14 -3.49 -13.62 -13.62 Banco del Bajio long 12/12/22 8/07/23 238 61.12 51.45 -9.67 -15.82 -15.82 Orbia Advance long 5/12/08 7/28/08 77 28.27 23.43 -4.84 -17.12 -17.12 Carso long 12/25/23 5/10/24 137 180.82 149.14 -31.68 -17.52 -17.52 Aerop. Centro Norte long 12/16/19 3/09/20 84 148.37 115.60 -32.77 -22.09 -22.09 Banco Santander MX short 2/10/14 5/12/14 91 27.42 33.83 21.01 -6.41 -23.38 -23.38 Genomma Lab short 10/29/18 5/20/19 203 12.58 16.75 8.41 -4.17 -33.15 -33.15 Alfa short 11/21/16 5/22/17 182 23.76 26.65 20.87 -2.89 -12.16 short 8/07/23 12/25/23 140 10.21 14.09 6.33 -3.88 -38.00 -45.54 Elektra long 4/27/09 8/08/11 833 601.50 691.03 89.53 14.88 long 1/30/12 9/02/13 581 1,120.00 436.54 -683.46 -61.02 long 5/22/17 9/25/17 126 637.88 807.28 169.40 26.56 long 9/03/18 10/29/18 56 915.42 797.62 -117.80 -12.87 long 5/20/19 7/22/19 63 1,191.12 1,280.75 89.63 7.52 -46.91 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Cemex short 8/08/11 1/30/12 175 6.22 8.73 3.71 -2.51 -40.35 short 1/11/16 2/22/16 42 7.82 9.84 5.80 -2.02 -25.83 short 6/20/22 12/12/22 175 7.20 8.30 6.10 -1.10 -15.28 -62.52 Alpek short 9/25/17 9/03/18 343 17.66 28.24 7.08 -10.58 -59.91 short 3/09/20 9/21/20 196 11.39 14.82 7.96 -3.43 -30.11 -71.98
Annotations
3/14/24 IPC Component update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave 2/23/17 IPC Machine learning processed for all techniques. 2/21/17 IPC index adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns 8/02/16 IPC BMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
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