Assessment - IPC Mexico in Japanese yen - 8/04/19 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
8/04/19
⇓ Δwk
5/11/18
prc diff
⇓ Δ22
∅-RS
S
IPC
312,262.876
12/08/24
-0.02
267,495.526
265,512.728
1,982.798
0.75
2.81
S
Elektra
5,563.171
26/07/24
6,086.137
5,432.027
654.109
12.04
43.84
S
Bolsa Mexicana
174.675
12/08/24
-0.17
245.558
185.960
59.598
32.05
20.22
México
625.169
12/08/24
1.09
333.572
281.350
52.222
18.56
15.55
Carso
693.755
12/08/24
-1.65
438.307
347.987
90.320
25.95
13.68
Aerop. Centro Norte
909.700
12/08/24
2.22
688.633
651.455
37.178
5.71
13.47
Coca-Cola FEMSA
975.402
12/08/24
-0.41
765.757
711.344
54.413
7.65
13.09
S
WalMex
368.778
12/08/24
0.50
332.159
306.644
25.516
8.32
12.52
Bimbo
402.630
12/08/24
-0.84
247.089
228.097
18.991
8.33
11.31
S
Vesta
331.100
12/08/24
-0.23
172.379
144.560
27.819
19.24
11.27
Becle
183.094
12/08/24
3.67
174.204
142.348
31.856
22.38
10.78
L
Aerop. Pacifico
1,718.905
12/08/24
0.72
1,108.749
1,009.084
99.665
9.88
10.36
S
Banorte
811.324
12/08/24
0.58
699.584
701.759
-2.176
-0.31
9.89
Gentera
124.339
12/08/24
0.05
101.143
104.351
-3.208
-3.07
8.82
S
FEMSA
1,236.443
12/08/24
-0.45
1,072.777
1,023.035
49.742
4.86
6.67
Megacable
250.032
12/08/24
-0.72
540.569
540.696
-0.127
-0.02
5.97
Pinfra
1,024.149
12/08/24
-1.38
1,134.888
1,104.474
30.414
2.75
5.41
S
Kimberly-Clark
200.991
12/08/24
-1.01
192.690
173.313
19.377
11.18
4.85
L
Genomma Lab
110.504
12/08/24
86.425
82.176
4.249
5.17
4.08
L
America Movil
95.315
12/08/24
0.12
88.015
88.245
-0.230
-0.26
1.30
S
Banco del Bajio
306.491
12/08/24
0.64
233.548
240.574
-7.026
-2.92
0.86
Quálitas
969.868
12/08/24
-2.49
273.169
243.183
29.986
12.33
0.63
Chedraui
853.889
12/08/24
2.44
229.015
217.832
11.182
5.13
0.47
Cementos Chihuahua
918.943
12/08/24
-2.81
635.766
671.135
-35.369
-5.27
-0.21
Liverpool
785.126
12/08/24
0.22
726.135
771.572
-45.437
-5.89
-0.31
⇓ instrument
freshest
⇓ Δday
8/04/19
⇓ Δwk
5/11/18
prc diff
⇓ Δ22
∅-RS
Inbursa
260.453
12/08/24
-2.28
161.959
159.702
2.257
1.41
-1.60
L
Aerop. Sureste
3,017.812
12/08/24
0.24
1,825.052
2,053.386
-228.334
-11.12
-1.77
S
Regional
747.683
12/08/24
-0.39
582.721
580.848
1.873
0.32
-2.91
Arca Continental
1,096.209
12/08/24
-0.93
634.294
613.855
20.439
3.33
-3.45
S
Alfa
61.757
12/08/24
1.65
121.101
129.077
-7.976
-6.18
-7.37
S
Orbia Advance
123.456
12/08/24
-3.23
287.769
316.285
-28.516
-9.02
-8.29
Gruma
2,190.298
12/08/24
-0.21
1,172.154
1,279.999
-107.845
-8.43
-9.45
S
Cemex
70.058
12/08/24
-0.75
57.165
62.327
-5.162
-8.28
-10.45
Peñoles
1,422.775
12/08/24
-0.26
1,404.701
1,667.288
-262.587
-15.75
-16.12
S
Alsea
325.036
12/08/24
0.47
259.393
301.029
-41.637
-13.83
-21.16
Televisa
45.685
12/08/24
-1.15
245.263
357.855
-112.592
-31.46
-27.17
IPC - 35 out of 35 instruments rated - 8/04/19 / 5/11/18 - 20 did rise, Market-Ratio(22) in JPY = 57.14 %
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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