Assessment - IPC Mexico in Japanese yen - 15/04/19 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
15/04/19
⇓ Δwk
12/11/18
prc diff
⇓ Δ22
∅-RS
S
IPC
314,781.364
12/08/24
-0.02
264,842.840
242,911.762
21,931.078
9.03
1.88
S
Elektra
5,608.039
26/07/24
6,025.964
5,012.418
1,013.546
20.22
40.43
Gentera
125.342
12/08/24
0.05
110.802
96.077
14.725
15.33
18.81
S
Bolsa Mexicana
176.084
12/08/24
-0.17
237.687
170.055
67.632
39.77
16.09
México
630.211
12/08/24
1.09
330.150
261.364
68.786
26.32
14.50
L
Aerop. Pacifico
1,732.768
12/08/24
0.72
1,135.020
843.489
291.532
34.56
12.98
Aerop. Centro Norte
917.037
12/08/24
2.22
680.003
574.104
105.899
18.45
11.49
S
Banorte
817.868
12/08/24
0.58
703.030
553.801
149.229
26.95
10.35
Carso
699.351
12/08/24
-1.65
425.640
342.858
82.782
24.14
10.06
S
WalMex
371.753
12/08/24
0.50
323.978
280.826
43.151
15.37
9.47
Becle
184.571
12/08/24
3.67
171.514
132.140
39.374
29.80
9.41
Coca-Cola FEMSA
983.269
12/08/24
-0.41
736.680
690.877
45.803
6.63
8.63
S
Kimberly-Clark
202.612
12/08/24
-1.01
197.390
167.363
30.027
17.94
7.41
S
Vesta
333.770
12/08/24
-0.23
166.232
139.151
27.081
19.46
7.28
S
FEMSA
1,246.416
12/08/24
-0.45
1,079.056
1,007.599
71.457
7.09
7.16
Bimbo
405.877
12/08/24
-0.84
237.568
220.309
17.259
7.83
6.95
Megacable
252.049
12/08/24
-0.72
543.207
535.741
7.467
1.39
6.27
L
Genomma Lab
111.395
12/08/24
86.113
74.147
11.966
16.14
4.20
Pinfra
1,032.409
12/08/24
-1.38
1,102.083
1,063.910
38.173
3.59
2.26
S
Banco del Bajio
308.963
12/08/24
0.64
236.440
222.496
13.944
6.27
2.10
Quálitas
977.690
12/08/24
-2.49
274.660
245.043
29.617
12.09
1.38
L
America Movil
96.084
12/08/24
0.12
87.003
79.924
7.080
8.86
0.43
S
Regional
753.713
12/08/24
-0.39
600.418
528.169
72.249
13.68
0.31
Inbursa
262.553
12/08/24
-2.28
164.392
151.546
12.846
8.48
0.07
Cementos Chihuahua
926.355
12/08/24
-2.81
625.344
615.552
9.792
1.59
-1.95
⇓ instrument
freshest
⇓ Δday
15/04/19
⇓ Δwk
12/11/18
prc diff
⇓ Δ22
∅-RS
Liverpool
791.458
12/08/24
0.22
712.229
738.214
-25.985
-3.52
-2.02
Chedraui
860.776
12/08/24
2.44
222.553
204.548
18.005
8.80
-2.34
L
Aerop. Sureste
3,042.151
12/08/24
0.24
1,798.228
1,710.646
87.582
5.12
-3.22
Arca Continental
1,105.050
12/08/24
-0.93
624.988
603.437
21.551
3.57
-4.60
Gruma
2,207.963
12/08/24
-0.21
1,186.297
1,304.522
-118.225
-9.06
-8.16
S
Alfa
62.255
12/08/24
1.65
117.923
128.158
-10.235
-7.99
-9.58
S
Cemex
70.623
12/08/24
-0.75
53.828
57.433
-3.605
-6.28
-15.23
S
Orbia Advance
124.452
12/08/24
-3.23
265.165
294.063
-28.898
-9.83
-15.25
S
Alsea
327.657
12/08/24
0.47
269.378
280.209
-10.831
-3.87
-17.49
Peñoles
1,434.250
12/08/24
-0.26
1,341.728
1,440.925
-99.197
-6.88
-19.15
Televisa
46.054
12/08/24
-1.15
234.007
335.118
-101.111
-30.17
-29.84
IPC - 35 out of 35 instruments rated - 15/04/19 / 12/11/18 - 27 did rise, Market-Ratio(22) in JPY = 77.14 %
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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