Assessment - IPC Mexico in Japanese yen - 25/02/19 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
25/02/19
⇓ Δwk
24/09/18
prc diff
⇓ Δ22
∅-RS
S
IPC
308,329.905
12/08/24
-0.02
253,825.565
294,807.394
-40,981.829
-13.90
-3.47
S
Elektra
5,493.102
26/07/24
6,082.726
4,875.336
1,207.391
24.77
54.74
Carso
685.017
12/08/24
-1.65
441.680
375.838
65.842
17.52
16.13
Aerop. Centro Norte
898.242
12/08/24
2.22
667.346
776.255
-108.909
-14.03
12.38
S
Bolsa Mexicana
172.475
12/08/24
-0.17
222.875
235.585
-12.710
-5.40
10.91
L
Aerop. Pacifico
1,697.255
12/08/24
0.72
1,085.773
1,181.623
-95.850
-8.11
7.80
Quálitas
957.652
12/08/24
-2.49
288.272
299.597
-11.324
-3.78
5.54
S
WalMex
364.133
12/08/24
0.50
307.397
334.377
-26.979
-8.07
5.52
S
Vesta
326.930
12/08/24
-0.23
159.977
171.513
-11.537
-6.73
4.30
Megacable
246.883
12/08/24
-0.72
519.751
572.228
-52.478
-9.17
2.53
S
FEMSA
1,220.870
12/08/24
-0.45
1,014.795
1,074.181
-59.386
-5.53
1.45
Pinfra
1,011.249
12/08/24
-1.38
1,089.029
1,183.114
-94.086
-7.95
1.41
S
Kimberly-Clark
198.460
12/08/24
-1.01
186.892
198.061
-11.169
-5.64
1.06
Coca-Cola FEMSA
963.117
12/08/24
-0.41
677.635
680.267
-2.632
-0.39
-0.25
México
617.295
12/08/24
1.09
294.899
332.050
-37.151
-11.19
-0.26
Inbursa
257.172
12/08/24
-2.28
165.732
178.076
-12.344
-6.93
-0.34
L
Aerop. Sureste
2,979.802
12/08/24
0.24
1,853.337
2,264.216
-410.879
-18.15
-0.65
S
Alfa
60.980
12/08/24
1.65
130.097
143.654
-13.556
-9.44
-1.23
Cementos Chihuahua
907.369
12/08/24
-2.81
616.539
738.134
-121.595
-16.47
-2.27
Arca Continental
1,082.402
12/08/24
-0.93
654.033
718.925
-64.891
-9.03
-2.33
S
Regional
738.266
12/08/24
-0.39
594.333
696.613
-102.280
-14.68
-2.35
Bimbo
397.559
12/08/24
-0.84
217.352
240.954
-23.602
-9.80
-2.81
Liverpool
775.237
12/08/24
0.22
715.711
832.690
-116.980
-14.05
-2.82
Gentera
122.773
12/08/24
0.05
88.883
110.902
-22.020
-19.85
-2.96
S
Banorte
801.105
12/08/24
0.58
622.061
785.919
-163.858
-20.85
-3.02
⇓ instrument
freshest
⇓ Δday
25/02/19
⇓ Δwk
24/09/18
prc diff
⇓ Δ22
∅-RS
Chedraui
843.134
12/08/24
2.44
220.550
251.990
-31.441
-12.48
-3.74
Gruma
2,162.711
12/08/24
-0.21
1,244.704
1,401.160
-156.456
-11.17
-4.39
S
Orbia Advance
121.901
12/08/24
-3.23
301.526
378.582
-77.056
-20.35
-5.56
L
America Movil
94.114
12/08/24
0.12
82.953
92.707
-9.754
-10.52
-6.95
S
Banco del Bajio
302.631
12/08/24
0.64
215.143
269.172
-54.028
-20.07
-7.80
Becle
180.788
12/08/24
3.67
148.409
178.851
-30.442
-17.02
-7.92
Peñoles
1,404.855
12/08/24
-0.26
1,597.967
2,077.430
-479.463
-23.08
-9.34
S
Alsea
320.942
12/08/24
0.47
293.620
384.548
-90.928
-23.65
-14.42
S
Cemex
69.176
12/08/24
-0.75
54.876
78.329
-23.454
-29.94
-17.24
L
Genomma Lab
109.112
12/08/24
70.978
99.090
-28.112
-28.37
-18.42
Televisa
45.110
12/08/24
-1.15
257.463
419.447
-161.984
-38.62
-27.01
IPC - 35 out of 35 instruments rated - 25/02/19 / 24/09/18 - 2 did rise, Market-Ratio(22) in JPY = 5.71 %
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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