Assessment - IPC Mexico - 4/22/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
11/20/23
prc diff
⇓ Δ22
∅-RS
IPC
57,833.900
Fri
1.31
56,551.900
2.27
52,685.100
3,866.800
7.34
4.58
L
Quálitas
220.610
Fri
3.36
206.920
6.62
143.990
62.930
43.70
42.34
L
Liverpool
137.370
Fri
-0.99
142.200
-3.40
94.780
47.420
50.03
31.62
L
Gentera
28.290
Fri
5.25
26.380
7.24
19.150
7.230
37.75
23.87
Alsea
73.500
Fri
-1.04
74.230
-0.98
60.370
13.860
22.96
21.66
L
México
106.710
Fri
3.62
100.690
5.98
78.190
22.500
28.78
19.29
Inbursa
48.770
Fri
3.61
50.210
-2.87
41.370
8.840
21.37
18.64
L
Megacable
50.910
Fri
3.86
48.930
4.05
34.920
14.010
40.12
17.59
Cementos Chihuahua
197.140
Fri
0.46
194.750
1.23
176.570
18.180
10.30
16.22
L
Aerop. Sureste
610.260
Fri
2.27
539.700
13.07
397.400
142.300
35.81
16.19
L
Peñoles
288.660
Fri
274.210
5.27
234.860
39.350
16.75
15.98
L
Banorte
173.200
Fri
-1.08
181.080
-4.35
161.220
19.860
12.32
15.37
Gruma
346.910
Fri
2.83
334.900
3.59
325.000
9.900
3.05
12.90
Chedraui
129.130
Fri
-0.22
118.640
8.84
100.380
18.260
18.19
12.67
Cemex
14.140
Fri
0.28
14.040
0.71
12.070
1.970
16.32
12.60
Regional
154.360
Fri
2.45
154.950
-0.38
148.350
6.600
4.45
9.91
Coca-Cola FEMSA
171.170
Fri
0.68
162.900
5.08
145.360
17.540
12.07
8.79
L
Genomma Lab
16.300
Fri
3.16
15.350
6.19
14.120
1.230
8.71
8.48
Banco del Bajio
64.970
Fri
4.66
61.570
5.52
58.620
2.950
5.03
7.06
Carso
138.410
Fri
4.28
140.910
-1.77
136.850
4.060
2.97
5.59
L
Pinfra
177.860
Fri
2.30
177.340
0.29
168.810
8.530
5.05
3.39
Vesta
62.240
Fri
1.12
62.040
0.32
63.170
-1.130
-1.79
2.46
Alfa
12.880
Fri
0.63
11.970
7.60
11.710
0.260
2.22
2.28
FEMSA
205.060
Fri
3.46
202.820
1.10
218.190
-15.370
-7.04
1.52
S
Arca Continental
168.140
Fri
1.41
173.030
-2.83
178.260
-5.230
-2.93
-0.43
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
11/20/23
prc diff
⇓ Δ22
∅-RS
S
Elektra
1,110.960
Fri
0.58
1,150.920
-3.47
1,167.130
-16.210
-1.39
-1.34
S
Kimberly-Clark
36.690
Fri
0.58
36.770
-0.22
34.190
2.580
7.55
-1.39
L
Aerop. Pacifico
314.500
Fri
1.45
274.140
14.72
243.840
30.300
12.43
-1.64
Bolsa Mexicana
33.350
Fri
-0.27
34.020
-1.97
30.740
3.280
10.67
-1.84
L
Aerop. Centro Norte
189.600
Fri
3.50
163.170
16.20
146.520
16.650
11.36
-3.56
L
America Movil
16.180
Fri
2.80
15.830
2.21
15.210
0.620
4.08
-3.62
S
WalMex
66.460
Fri
-1.63
64.110
3.67
68.300
-4.190
-6.13
-5.23
S
Orbia Advance
29.720
Fri
-7.41
32.830
-9.47
33.410
-0.580
-1.74
-9.17
Bimbo
68.920
Fri
-2.24
70.990
-2.92
83.440
-12.450
-14.92
-14.83
Becle
34.970
Fri
-0.14
31.930
9.52
29.990
1.940
6.47
-15.60
L
Televisa
10.770
Fri
6.21
9.860
9.23
7.980
1.880
23.56
-17.72
IPC - 35 out of 35 instruments rated - 4/22/24 / 11/20/23 - 28 did rise, Market-Ratio(22) = 80.00 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico * A22 - 85/20 (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
1/09/06
7
- cash -
long
1/09/06
12/17/07
707
Orbia Advance
100
2,427
4.120
13.250
9.130
222
32,159
83
short
12/17/07
6/15/09
546
Cemex
100
1,165
27.600
13.790
55.240
27.640
100
64,359
59
long
6/15/09
6/04/18
3276
Gruma
100
4,593
14.010
220.450
206.440
1,474
1,012,538
36
short
6/04/18
1/20/20
595
Volaris
100
94,718
10.690
19.830
1.550
-9.140
-86
146,816
-69
long
1/20/20
3/09/20
49
Gentera
100
7,344
19.990
16.580
-3.410
-17
121,772
-75
short
3/09/20
3/08/21
364
Alpek
100
10,691
11.390
19.230
3.550
-7.840
-69
37,955
-69
long
3/08/21
8/29/22
539
Cemex
100
2,545
14.910
7.820
-7.090
-48
19,911
-35
short
8/29/22
1/23/23
147
Volaris
100
1,065
18.680
20.930
16.430
-2.250
-12
17,515
-27
long
1/23/23
4/26/24
459
Banco del Bajio
100
250
69.780
64.970
-4.810
-7
16,312
-6
accum 1/09/06
4/26/24 6684
days out of 6691 invested (100%)
63
16,312
3
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Gruma long 6/15/09 6/04/18 3276 14.01 220.45 206.44 1,473.52 1,473.52
Orbia Advance long 1/09/06 12/17/07 707 4.12 13.25 9.13 221.60 221.60
Cemex short 12/17/07 6/15/09 546 27.60 13.79 55.24 27.64 100.14
long 3/08/21 8/29/22 539 14.91 7.82 -7.09 -47.55 4.97
Banco del Bajio long 1/23/23 4/26/24 459 69.78 64.97 -4.81 -6.89 -6.89
Gentera long 1/20/20 3/09/20 49 19.99 16.58 -3.41 -17.06 -17.06
Alpek short 3/09/20 3/08/21 364 11.39 19.23 3.55 -7.84 -68.83 -68.83
Volaris short 6/04/18 1/20/20 595 10.69 19.83 1.55 -9.14 -85.50
short 8/29/22 1/23/23 147 18.68 20.93 16.43 -2.25 -12.04 -87.25
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.
The algorithm could not determine a long-term exchanging short technique.
This is presumably due to the high volatility of the market.
Even the best alternating technique is not convincing (only 3 transactions).
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,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join
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