Assessment - IPC Mexico in Japanese yen - 31/12/18 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
31/12/18
⇓ Δwk
30/07/18
prc diff
⇓ Δ22
∅-RS
S
IPC
296,169.473
12/08/24
-0.02
232,513.060
297,572.908
-65,059.847
-21.86
-13.77
S
Elektra
5,276.456
26/07/24
5,315.431
4,273.219
1,042.212
24.39
42.05
Carso
658.001
12/08/24
-1.65
393.159
460.347
-67.188
-14.60
4.12
S
Alfa
58.575
12/08/24
1.65
130.550
150.934
-20.384
-13.51
-0.70
S
Vesta
314.036
12/08/24
-0.23
149.815
176.080
-26.265
-14.92
-1.39
Megacable
237.146
12/08/24
-0.72
492.160
537.460
-45.300
-8.43
-2.34
Pinfra
971.366
12/08/24
-1.38
1,050.489
1,155.626
-105.137
-9.10
-2.95
S
WalMex
349.772
12/08/24
0.50
279.025
324.380
-45.355
-13.98
-3.50
Coca-Cola FEMSA
925.132
12/08/24
-0.41
665.315
698.453
-33.138
-4.74
-4.41
Bimbo
381.879
12/08/24
-0.84
218.608
237.927
-19.319
-8.12
-4.94
Chedraui
809.881
12/08/24
2.44
220.004
269.239
-49.235
-18.29
-5.06
Gruma
2,077.414
12/08/24
-0.21
1,243.523
1,451.209
-207.686
-14.31
-5.42
Liverpool
744.662
12/08/24
0.22
704.514
830.408
-125.894
-15.16
-5.42
S
FEMSA
1,172.720
12/08/24
-0.45
942.162
1,086.955
-144.792
-13.32
-6.48
S
Bolsa Mexicana
165.673
12/08/24
-0.17
187.003
207.333
-20.330
-9.81
-6.45
Inbursa
247.029
12/08/24
-2.28
157.967
184.821
-26.854
-14.53
-7.46
S
Kimberly-Clark
190.633
12/08/24
-1.01
174.049
207.572
-33.524
-16.15
-7.67
S
Banco del Bajio
290.695
12/08/24
0.64
214.252
262.055
-47.802
-18.24
-7.96
Cementos Chihuahua
871.583
12/08/24
-2.81
560.842
727.610
-166.768
-22.92
-10.86
Aerop. Centro Norte
862.816
12/08/24
2.22
522.927
686.120
-163.192
-23.78
-11.36
Arca Continental
1,039.712
12/08/24
-0.93
612.939
734.435
-121.496
-16.54
-11.83
L
Aerop. Sureste
2,862.280
12/08/24
0.24
1,654.047
2,017.527
-363.480
-18.02
-12.99
Becle
173.658
12/08/24
3.67
146.632
155.724
-9.092
-5.84
-13.25
L
Aerop. Pacifico
1,630.316
12/08/24
0.72
892.522
1,081.327
-188.805
-17.46
-13.51
S
Orbia Advance
117.093
12/08/24
-3.23
278.857
387.963
-109.106
-28.12
-13.68
⇓ instrument
freshest
⇓ Δday
31/12/18
⇓ Δwk
30/07/18
prc diff
⇓ Δ22
∅-RS
Gentera
117.931
12/08/24
0.05
80.854
119.742
-38.888
-32.48
-13.91
Quálitas
919.883
12/08/24
-2.49
231.004
298.875
-67.871
-22.71
-14.19
L
America Movil
90.402
12/08/24
0.12
78.006
95.494
-17.488
-18.31
-14.82
S
Banorte
769.510
12/08/24
0.58
534.821
777.542
-242.721
-31.22
-18.38
S
Regional
709.149
12/08/24
-0.39
505.282
682.228
-176.946
-25.94
-19.11
S
Alsea
308.284
12/08/24
0.47
285.614
384.490
-98.877
-25.72
-19.45
S
Cemex
66.448
12/08/24
-0.75
52.991
83.879
-30.888
-36.82
-25.14
Televisa
43.331
12/08/24
-1.15
275.507
445.559
-170.052
-38.17
-27.49
México
592.949
12/08/24
1.09
225.811
347.790
-121.979
-35.07
-28.27
Peñoles
1,349.448
12/08/24
-0.26
1,339.788
1,855.816
-516.027
-27.81
-30.07
L
Genomma Lab
104.809
12/08/24
65.163
91.602
-26.439
-28.86
-30.68
IPC - 35 out of 35 instruments rated - 31/12/18 / 30/07/18 - 1 did rise, Market-Ratio(22) in JPY = 2.86 %
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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