Assessment - IPC Mexico in Japanese yen - 3/12/18 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
3/12/18
⇓ Δwk
2/07/18
prc diff
⇓ Δ22
∅-RS
S
IPC
298,125.539
12/08/24
-0.02
236,530.254
259,295.741
-22,765.487
-8.78
-13.73
S
Elektra
5,311.305
26/07/24
5,142.964
2,861.880
2,281.084
79.71
38.95
Megacable
238.712
12/08/24
-0.72
528.742
461.179
67.562
14.65
5.58
S
WalMex
352.082
12/08/24
0.50
289.467
286.021
3.446
1.20
0.35
Coca-Cola FEMSA
931.242
12/08/24
-0.41
699.724
611.887
87.838
14.36
-0.60
S
Bolsa Mexicana
166.767
12/08/24
-0.17
197.119
188.940
8.179
4.33
-1.58
Carso
662.346
12/08/24
-1.65
369.001
358.096
10.904
3.05
-1.99
S
Vesta
316.110
12/08/24
-0.23
146.813
144.928
1.886
1.30
-3.22
S
FEMSA
1,180.465
12/08/24
-0.45
974.409
957.035
17.374
1.82
-4.20
Cementos Chihuahua
877.339
12/08/24
-2.81
599.450
698.576
-99.126
-14.19
-4.26
Bimbo
384.401
12/08/24
-0.84
219.546
208.000
11.545
5.55
-5.68
Gruma
2,091.135
12/08/24
-0.21
1,253.422
1,330.357
-76.935
-5.78
-5.76
Pinfra
977.781
12/08/24
-1.38
1,020.611
979.708
40.904
4.18
-6.68
Quálitas
925.958
12/08/24
-2.49
246.637
268.628
-21.990
-8.19
-6.96
S
Banco del Bajio
292.615
12/08/24
0.64
213.026
227.228
-14.202
-6.25
-8.44
Liverpool
749.580
12/08/24
0.22
680.839
699.466
-18.627
-2.66
-8.81
Gentera
118.710
12/08/24
0.05
86.503
101.861
-15.358
-15.08
-9.19
S
Alfa
58.961
12/08/24
1.65
118.822
125.256
-6.434
-5.14
-9.65
Chedraui
815.230
12/08/24
2.44
208.698
254.902
-46.204
-18.13
-9.98
S
Kimberly-Clark
191.892
12/08/24
-1.01
169.128
183.938
-14.811
-8.05
-11.36
Inbursa
248.661
12/08/24
-2.28
151.760
154.319
-2.560
-1.66
-12.53
Aerop. Centro Norte
868.515
12/08/24
2.22
514.690
569.097
-54.407
-9.56
-13.88
S
Orbia Advance
117.867
12/08/24
-3.23
276.146
317.030
-40.883
-12.90
-14.65
L
America Movil
91.000
12/08/24
0.12
77.454
89.635
-12.182
-13.59
-16.93
Arca Continental
1,046.579
12/08/24
-0.93
588.546
675.626
-87.080
-12.89
-17.18
⇓ instrument
freshest
⇓ Δday
3/12/18
⇓ Δwk
2/07/18
prc diff
⇓ Δ22
∅-RS
S
Banorte
774.592
12/08/24
0.58
547.121
623.890
-76.768
-12.30
-17.88
Becle
174.805
12/08/24
3.67
139.394
160.099
-20.705
-12.93
-19.60
Televisa
43.617
12/08/24
-1.15
314.199
409.221
-95.022
-23.22
-19.87
S
Cemex
66.887
12/08/24
-0.75
58.849
70.630
-11.781
-16.68
-19.82
L
Aerop. Sureste
2,881.184
12/08/24
0.24
1,542.945
1,733.910
-190.965
-11.01
-20.38
S
Alsea
310.320
12/08/24
0.47
286.545
364.542
-77.998
-21.40
-21.20
S
Regional
713.832
12/08/24
-0.39
496.872
582.990
-86.118
-14.77
-22.04
L
Aerop. Pacifico
1,641.083
12/08/24
0.72
818.040
1,008.604
-190.564
-18.89
-22.94
México
596.865
12/08/24
1.09
236.127
310.083
-73.957
-23.85
-27.78
L
Genomma Lab
105.501
12/08/24
68.179
90.524
-22.345
-24.68
-31.18
Peñoles
1,358.361
12/08/24
-0.26
1,313.339
1,841.383
-528.045
-28.68
-34.61
IPC - 35 out of 35 instruments rated - 3/12/18 / 2/07/18 - 10 did rise, Market-Ratio(22) in JPY = 28.57 %
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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