Assessment - IPC Mexico in Japanese yen - 29/10/18 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
29/10/18
⇓ Δwk
28/05/18
prc diff
⇓ Δ22
∅-RS
S
IPC
300,409.042
12/08/24
-0.02
248,521.474
250,479.535
-1,958.061
-0.78
-10.94
S
Elektra
5,351.987
26/07/24
4,517.542
2,850.091
1,667.451
58.51
22.30
Megacable
240.541
12/08/24
-0.72
537.266
484.751
52.515
10.83
8.71
Liverpool
755.321
12/08/24
0.22
801.481
627.328
174.153
27.76
6.75
S
WalMex
354.779
12/08/24
0.50
300.180
277.727
22.454
8.08
4.98
Aerop. Centro Norte
875.167
12/08/24
2.22
620.977
541.883
79.094
14.60
4.04
S
Banco del Bajio
294.856
12/08/24
0.64
238.842
210.487
28.355
13.47
3.39
Cementos Chihuahua
884.059
12/08/24
-2.81
623.525
613.422
10.103
1.65
0.70
Gentera
119.619
12/08/24
0.05
97.247
85.390
11.857
13.89
0.10
S
FEMSA
1,189.507
12/08/24
-0.45
986.517
905.837
80.680
8.91
-3.16
S
Banorte
780.525
12/08/24
0.58
654.166
602.588
51.578
8.56
-3.55
Pinfra
985.271
12/08/24
-1.38
1,061.619
1,010.438
51.180
5.07
-3.69
S
Alfa
59.413
12/08/24
1.65
123.867
120.127
3.740
3.11
-5.65
S
Vesta
318.531
12/08/24
-0.23
142.331
143.694
-1.363
-0.95
-6.06
L
Aerop. Sureste
2,903.253
12/08/24
0.24
1,846.845
1,767.443
79.402
4.49
-6.05
S
Orbia Advance
118.769
12/08/24
-3.23
297.405
318.327
-20.922
-6.57
-8.45
Coca-Cola FEMSA
938.375
12/08/24
-0.41
646.803
643.133
3.670
0.57
-9.18
L
Aerop. Pacifico
1,653.653
12/08/24
0.72
984.874
919.575
65.299
7.10
-9.20
Gruma
2,107.152
12/08/24
-0.21
1,217.542
1,186.579
30.963
2.61
-9.88
Quálitas
933.051
12/08/24
-2.49
232.668
273.371
-40.703
-14.89
-10.16
S
Regional
719.300
12/08/24
-0.39
581.613
617.555
-35.942
-5.82
-10.06
Chedraui
821.474
12/08/24
2.44
208.993
214.229
-5.235
-2.44
-10.29
S
Bolsa Mexicana
168.044
12/08/24
-0.17
178.182
175.918
2.265
1.29
-11.64
Bimbo
387.346
12/08/24
-0.84
208.880
211.660
-2.780
-1.31
-11.99
Carso
667.420
12/08/24
-1.65
332.634
342.006
-9.373
-2.74
-12.41
⇓ instrument
freshest
⇓ Δday
29/10/18
⇓ Δwk
28/05/18
prc diff
⇓ Δ22
∅-RS
Inbursa
250.566
12/08/24
-2.28
155.414
156.204
-0.790
-0.51
-12.66
S
Kimberly-Clark
193.361
12/08/24
-1.01
164.363
188.260
-23.897
-12.69
-15.34
S
Alsea
312.697
12/08/24
0.47
311.791
381.323
-69.532
-18.23
-16.33
Arca Continental
1,054.595
12/08/24
-0.93
602.456
663.238
-60.782
-9.16
-17.14
L
America Movil
91.697
12/08/24
0.12
78.840
87.568
-8.728
-9.97
-17.45
Becle
176.143
12/08/24
3.67
144.483
176.979
-32.496
-18.36
-19.60
Peñoles
1,368.765
12/08/24
-0.26
1,682.142
1,900.415
-218.272
-11.49
-20.58
México
601.437
12/08/24
1.09
261.327
295.598
-34.271
-11.59
-23.24
Televisa
43.951
12/08/24
-1.15
305.844
375.068
-69.224
-18.46
-24.42
S
Cemex
67.399
12/08/24
-0.75
55.448
65.173
-9.725
-14.92
-27.97
L
Genomma Lab
106.309
12/08/24
71.250
92.762
-21.511
-23.19
-32.27
IPC - 35 out of 35 instruments rated - 29/10/18 / 28/05/18 - 17 did rise, Market-Ratio(22) in JPY = 48.57 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Japanese yen * 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
2/01/06
9/01/06
7
- cash -
long
9/01/06
17/12/07
707
Orbia Advance
100
223
44.656
138.565
93.909
210
30,942
79
short
17/12/07
15/06/09
546
Cemex
100
107
288.634
101.204
823.182
534.548
185
88,138
101
long
15/06/09
4/06/18
3276
Gruma
100
857
102.819
1,205.569
1,102.750
1,073
1,033,195
32
short
4/06/18
20/01/20
595
Volaris
100
17,673
58.460
114.053
2.867
-55.593
-95
50,701
-84
long
20/01/20
9/03/20
49
Gentera
100
440
114.973
79.867
-35.106
-31
35,255
-93
short
9/03/20
8/03/21
364
Alpek
100
642
54.867
97.883
11.851
-43.016
-78
7,639
-78
long
8/03/21
29/08/22
539
Cemex
100
100
75.894
54.292
-21.601
-28
5,478
-20
short
29/08/22
23/01/23
147
Volaris
100
42
129.690
145.311
114.069
-15.621
-12
4,822
-27
long
23/01/23
12/08/24
567
Banco del Bajio
100
9
484.463
457.255
-27.208
-6
4,577
-4
accum 9/01/06
12/08/24 7416
days out of 7423 invested (100%)
-54
4,577
-4
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Gruma long 15/06/09 4/06/18 3276 102.82 1,205.57 1,102.75 1,072.52 1,072.52
Orbia Advance long 9/01/06 17/12/07 707 44.66 138.57 93.91 210.29 210.29
Cemex short 17/12/07 15/06/09 546 288.63 101.20 823.18 534.55 185.20
long 8/03/21 29/08/22 539 75.89 54.29 -21.60 -28.46 104.02
Banco del Bajio long 23/01/23 12/08/24 567 484.46 457.25 -27.21 -5.62 -5.62
Gentera long 20/01/20 9/03/20 49 114.97 79.87 -35.11 -30.53 -30.53
Alpek short 9/03/20 8/03/21 364 54.87 97.88 11.85 -43.02 -78.40 -78.40
Volaris short 4/06/18 20/01/20 595 58.46 114.05 2.87 -55.59 -95.10
short 29/08/22 23/01/23 147 129.69 145.31 114.07 -15.62 -12.04 -95.69
Annotations
14/03/24 IPC Component update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
23/02/17 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).
21/02/17 IPC index adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
2/08/16 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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