Assessment - IPC Mexico in Japanese yen - 22/04/19 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
22/04/19
⇓ Δwk
19/11/18
prc diff
⇓ Δ22
∅-RS
S
IPC
315,086.348
12/08/24
-0.02
269,586.892
233,664.570
35,922.322
15.37
3.86
S
Elektra
5,613.473
26/07/24
6,021.823
4,724.663
1,297.159
27.46
38.49
Gentera
125.463
12/08/24
0.05
113.939
84.478
29.460
34.87
21.67
México
630.821
12/08/24
1.09
348.410
243.386
105.024
43.15
21.09
S
Bolsa Mexicana
176.255
12/08/24
-0.17
244.867
181.656
63.211
34.80
19.48
L
Aerop. Pacifico
1,734.447
12/08/24
0.72
1,156.377
796.527
359.851
45.18
15.16
S
Banorte
818.660
12/08/24
0.58
731.632
543.202
188.430
34.69
14.86
S
WalMex
372.113
12/08/24
0.50
335.282
274.803
60.478
22.01
13.13
Aerop. Centro Norte
917.926
12/08/24
2.22
686.781
523.656
163.125
31.15
12.30
S
Vesta
334.094
12/08/24
-0.23
173.165
144.000
29.166
20.25
11.76
Becle
184.749
12/08/24
3.67
172.809
124.509
48.300
38.79
10.56
Carso
700.028
12/08/24
-1.65
426.944
356.135
70.809
19.88
10.19
S
Kimberly-Clark
202.809
12/08/24
-1.01
201.086
165.423
35.663
21.56
9.52
Bimbo
406.271
12/08/24
-0.84
240.709
214.288
26.421
12.33
8.44
L
Genomma Lab
111.503
12/08/24
88.692
70.951
17.741
25.00
7.88
S
FEMSA
1,247.623
12/08/24
-0.45
1,073.032
962.060
110.972
11.53
6.50
Megacable
252.293
12/08/24
-0.72
543.555
529.067
14.489
2.74
6.17
Coca-Cola FEMSA
984.222
12/08/24
-0.41
718.384
680.024
38.361
5.64
5.90
Inbursa
262.808
12/08/24
-2.28
170.433
150.129
20.304
13.52
3.95
S
Regional
754.443
12/08/24
-0.39
618.584
515.318
103.266
20.04
3.59
Quálitas
978.638
12/08/24
-2.49
278.847
231.791
47.056
20.30
3.15
S
Banco del Bajio
309.262
12/08/24
0.64
238.986
211.969
27.017
12.75
3.25
Pinfra
1,033.409
12/08/24
-1.38
1,106.418
1,021.802
84.615
8.28
2.68
L
America Movil
96.177
12/08/24
0.12
88.038
75.037
13.001
17.33
1.96
Cementos Chihuahua
927.252
12/08/24
-2.81
641.514
583.067
58.447
10.02
0.55
⇓ instrument
freshest
⇓ Δday
22/04/19
⇓ Δwk
19/11/18
prc diff
⇓ Δ22
∅-RS
Chedraui
861.610
12/08/24
2.44
226.986
215.337
11.649
5.41
-0.28
Liverpool
792.225
12/08/24
0.22
715.176
728.723
-13.547
-1.86
-1.40
L
Aerop. Sureste
3,045.099
12/08/24
0.24
1,814.941
1,619.612
195.329
12.06
-2.20
Arca Continental
1,106.121
12/08/24
-0.93
633.019
580.251
52.769
9.09
-3.00
S
Alfa
62.316
12/08/24
1.65
119.582
118.215
1.368
1.16
-8.01
Gruma
2,210.103
12/08/24
-0.21
1,176.337
1,285.784
-109.446
-8.51
-8.71
S
Orbia Advance
124.572
12/08/24
-3.23
274.154
282.754
-8.600
-3.04
-11.91
S
Cemex
70.692
12/08/24
-0.75
54.356
56.043
-1.687
-3.01
-13.85
Peñoles
1,435.640
12/08/24
-0.26
1,339.285
1,474.342
-135.057
-9.16
-18.51
S
Alsea
327.975
12/08/24
0.47
262.808
262.546
0.262
0.10
-18.86
Televisa
46.098
12/08/24
-1.15
235.957
332.889
-96.933
-29.12
-28.50
IPC - 35 out of 35 instruments rated - 22/04/19 / 19/11/18 - 29 did rise, Market-Ratio(22) in JPY = 82.86 %
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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