Assessment - IPC Mexico in Japanese yen - 14/01/19 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
14/01/19
⇓ Δwk
13/08/18
prc diff
⇓ Δ22
∅-RS
S
IPC
302,134.007
12/08/24
-0.02
247,208.008
281,772.965
-34,564.957
-12.27
-7.59
S
Elektra
5,382.718
26/07/24
5,656.084
4,544.584
1,111.500
24.46
49.78
Carso
671.252
12/08/24
-1.65
428.077
406.998
21.079
5.18
13.18
S
Bolsa Mexicana
169.009
12/08/24
-0.17
210.364
216.326
-5.962
-2.76
5.33
S
Alfa
59.754
12/08/24
1.65
135.401
140.462
-5.061
-3.60
2.85
Coca-Cola FEMSA
943.763
12/08/24
-0.41
702.183
656.663
45.520
6.93
1.46
Aerop. Centro Norte
880.192
12/08/24
2.22
597.257
698.496
-101.239
-14.49
1.57
S
FEMSA
1,196.337
12/08/24
-0.45
1,012.062
1,055.341
-43.280
-4.10
0.88
S
Vesta
320.360
12/08/24
-0.23
153.173
162.765
-9.591
-5.89
0.45
Megacable
241.922
12/08/24
-0.72
505.433
492.454
12.979
2.64
0.08
S
Banco del Bajio
296.549
12/08/24
0.64
231.441
262.839
-31.398
-11.95
-0.62
Inbursa
252.004
12/08/24
-2.28
168.155
175.765
-7.610
-4.33
-0.83
L
Aerop. Sureste
2,919.923
12/08/24
0.24
1,852.494
1,989.808
-137.315
-6.90
-1.79
Gruma
2,119.251
12/08/24
-0.21
1,279.503
1,324.651
-45.148
-3.41
-2.15
Pinfra
990.928
12/08/24
-1.38
1,053.758
1,123.001
-69.243
-6.17
-2.42
Quálitas
938.408
12/08/24
-2.49
263.853
273.701
-9.849
-3.60
-2.60
S
WalMex
356.816
12/08/24
0.50
281.511
300.742
-19.231
-6.39
-2.63
Liverpool
759.659
12/08/24
0.22
723.886
781.351
-57.466
-7.35
-2.79
L
Aerop. Pacifico
1,663.149
12/08/24
0.72
982.669
1,031.363
-48.694
-4.72
-3.87
Cementos Chihuahua
889.135
12/08/24
-2.81
596.858
723.687
-126.829
-17.53
-5.32
Gentera
120.306
12/08/24
0.05
88.350
115.212
-26.863
-23.32
-5.36
Bimbo
389.570
12/08/24
-0.84
216.232
226.264
-10.033
-4.43
-5.47
Chedraui
826.191
12/08/24
2.44
217.371
243.829
-26.458
-10.85
-6.29
L
America Movil
92.223
12/08/24
0.12
84.989
91.176
-6.187
-6.79
-6.39
S
Kimberly-Clark
194.472
12/08/24
-1.01
173.965
195.237
-21.272
-10.90
-7.26
⇓ instrument
freshest
⇓ Δday
14/01/19
⇓ Δwk
13/08/18
prc diff
⇓ Δ22
∅-RS
S
Banorte
785.007
12/08/24
0.58
587.175
735.186
-148.011
-20.13
-9.74
Arca Continental
1,060.651
12/08/24
-0.93
620.384
712.940
-92.556
-12.98
-9.95
S
Alsea
314.493
12/08/24
0.47
313.126
373.544
-60.418
-16.17
-10.81
S
Regional
723.430
12/08/24
-0.39
543.370
660.534
-117.164
-17.74
-12.30
Becle
177.155
12/08/24
3.67
141.667
149.071
-7.404
-4.97
-15.36
México
604.890
12/08/24
1.09
256.675
322.640
-65.965
-20.45
-16.87
S
Cemex
67.786
12/08/24
-0.75
56.564
76.153
-19.589
-25.72
-18.59
S
Orbia Advance
119.451
12/08/24
-3.23
261.916
372.273
-110.357
-29.64
-18.83
Peñoles
1,376.625
12/08/24
-0.26
1,496.988
1,778.451
-281.463
-15.83
-20.16
L
Genomma Lab
106.920
12/08/24
69.495
90.425
-20.930
-23.15
-24.52
Televisa
44.203
12/08/24
-1.15
275.359
407.403
-132.044
-32.41
-26.15
IPC - 35 out of 35 instruments rated - 14/01/19 / 13/08/18 - 4 did rise, Market-Ratio(22) in JPY = 11.43 %
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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