Assessment - IPC Mexico - 5/06/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
12/04/23
prc diff
⇓ Δ22
∅-RS
L
IPC
57,718.000
Fri
-0.22
57,282.900
0.76
54,048.900
3,234.000
5.98
5.78
L
Quálitas
202.370
Fri
-2.63
213.140
-5.05
166.630
46.510
27.91
43.48
L
Liverpool
144.410
Fri
-0.52
144.790
-0.26
102.530
42.260
41.22
32.91
L
México
103.850
Fri
-0.08
105.900
-1.94
80.580
25.320
31.42
24.78
L
Aerop. Sureste
585.110
Fri
0.60
580.110
0.86
404.430
175.680
43.44
24.46
L
Megacable
53.290
Fri
0.41
51.660
3.16
45.860
5.800
12.65
23.95
Gentera
26.240
Fri
-0.72
26.660
-1.58
19.940
6.720
33.70
23.88
L
Genomma Lab
17.330
Fri
-0.91
17.040
1.70
13.860
3.180
22.94
20.16
Alsea
70.950
Fri
-3.05
73.720
-3.76
60.270
13.450
22.32
18.68
Cementos Chihuahua
201.230
Fri
0.80
201.420
-0.09
174.030
27.390
15.74
18.68
Chedraui
124.120
Fri
-0.33
124.480
-0.29
101.910
22.570
22.15
17.59
L
Banco del Bajio
62.200
Fri
-0.43
67.000
-7.16
54.750
12.250
22.37
16.23
Inbursa
50.500
Fri
-0.16
48.490
4.15
41.780
6.710
16.06
13.95
L
Gruma
330.560
Fri
-1.12
337.150
-1.95
317.140
20.010
6.31
12.67
L
Aerop. Pacifico
314.520
Fri
-1.73
312.180
0.75
261.900
50.280
19.20
12.32
Regional
155.800
Fri
0.33
158.560
-1.74
149.280
9.280
6.22
11.81
Banorte
175.730
Fri
0.27
173.070
1.54
160.250
12.820
8.00
9.82
Alfa
12.710
Fri
-0.55
12.850
-1.09
12.730
0.120
0.94
9.52
Coca-Cola FEMSA
168.250
Fri
-0.80
163.490
2.91
150.600
12.890
8.56
8.76
L
Aerop. Centro Norte
186.400
Fri
-0.05
182.940
1.89
156.180
26.760
17.13
8.44
Carso
149.140
Fri
0.10
145.990
2.16
158.090
-12.100
-7.65
7.83
L
Pinfra
191.130
Fri
0.87
183.960
3.90
173.130
10.830
6.26
7.52
Cemex
13.290
Fri
0.45
13.400
-0.82
12.320
1.080
8.77
6.31
L
Peñoles
251.780
Fri
1,281.13
250.190
0.64
260.670
-10.480
-4.02
5.82
L
America Movil
16.990
Fri
-0.18
16.690
1.80
16.010
0.680
4.25
2.32
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
12/04/23
prc diff
⇓ Δ22
∅-RS
Vesta
61.670
Fri
-0.26
61.210
0.75
63.440
-2.230
-3.52
0.77
FEMSA
203.070
Fri
-0.37
201.460
0.80
220.250
-18.790
-8.53
0.20
S
Kimberly-Clark
36.470
Fri
0.66
36.640
-0.46
34.770
1.870
5.38
-1.34
Bolsa Mexicana
31.780
Fri
-1.06
33.690
-5.67
34.000
-0.310
-0.91
-2.22
S
WalMex
69.000
Fri
0.97
65.670
5.07
66.170
-0.500
-0.76
-2.57
S
Arca Continental
172.220
Fri
-0.20
165.210
4.24
177.610
-12.400
-6.98
-4.98
S
Elektra
1,121.020
Fri
0.83
1,107.490
1.22
1,175.340
-67.850
-5.77
-5.06
L
Televisa
11.110
Fri
-0.27
11.040
0.63
11.820
-0.780
-6.60
-6.12
Becle
33.850
Fri
-1.31
34.460
-1.77
30.190
4.270
14.14
-8.04
S
Bimbo
69.950
Fri
-3.64
69.770
0.26
87.620
-17.850
-20.37
-15.34
S
Orbia Advance
29.160
Fri
0.38
29.430
-0.92
37.340
-7.910
-21.18
-17.64
IPC - 35 out of 35 instruments rated - 5/06/24 / 12/04/23 - 24 did rise, Market-Ratio(22) = 68.57 %
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
5/10/24
473
Banco del Bajio
100
250
69.780
62.200
-7.580
-11
15,620
-8
accum 1/09/06
5/10/24 6698
days out of 6705 invested (100%)
56
15,620
2
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 5/10/24 473 69.78 62.20 -7.58 -10.86 -10.86
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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