Assessment - IPC Mexico in Japanese yen - 29/04/19 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
29/04/19
⇓ Δwk
26/11/18
prc diff
⇓ Δ22
∅-RS
S
IPC
312,562.887
12/08/24
-0.02
264,926.281
217,341.961
47,584.320
21.89
2.13
S
Elektra
5,568.516
26/07/24
5,956.329
4,741.003
1,215.326
25.63
34.98
S
Banorte
812.103
12/08/24
0.58
728.895
461.008
267.887
58.11
14.22
México
625.769
12/08/24
1.09
327.234
208.206
119.028
57.17
13.82
S
WalMex
369.133
12/08/24
0.50
335.130
271.655
63.476
23.37
12.75
Becle
183.270
12/08/24
3.67
175.491
124.968
50.523
40.43
12.52
S
Vesta
331.418
12/08/24
-0.23
172.604
132.851
39.753
29.92
11.21
Bimbo
403.017
12/08/24
-0.84
246.324
202.804
43.520
21.46
11.01
S
Bolsa Mexicana
174.843
12/08/24
-0.17
227.467
171.603
55.863
32.55
10.73
Aerop. Centro Norte
910.574
12/08/24
2.22
675.211
487.082
188.129
38.62
10.05
L
Aerop. Pacifico
1,720.556
12/08/24
0.72
1,101.387
746.665
354.722
47.51
9.66
Quálitas
970.800
12/08/24
-2.49
295.176
229.484
65.692
28.63
9.38
L
Genomma Lab
110.610
12/08/24
88.040
67.087
20.953
31.23
7.45
Carso
694.422
12/08/24
-1.65
417.278
337.584
79.694
23.61
7.42
S
FEMSA
1,237.631
12/08/24
-0.45
1,083.296
935.908
147.388
15.75
7.40
S
Kimberly-Clark
201.184
12/08/24
-1.01
196.941
162.783
34.158
20.98
7.21
Coca-Cola FEMSA
976.339
12/08/24
-0.41
723.120
675.940
47.181
6.98
6.59
Gentera
124.458
12/08/24
0.05
100.474
76.568
23.906
31.22
6.79
Inbursa
260.703
12/08/24
-2.28
169.245
142.663
26.582
18.63
3.31
Pinfra
1,025.133
12/08/24
-1.38
1,109.048
943.680
165.367
17.52
2.91
S
Banco del Bajio
306.785
12/08/24
0.64
236.365
189.629
46.736
24.65
2.08
L
America Movil
95.406
12/08/24
0.12
87.215
69.292
17.923
25.87
1.26
Cementos Chihuahua
919.826
12/08/24
-2.81
643.802
581.897
61.905
10.64
0.78
S
Regional
748.401
12/08/24
-0.39
596.187
475.065
121.122
25.50
-0.02
Megacable
250.272
12/08/24
-0.72
511.270
517.015
-5.745
-1.11
-0.41
⇓ instrument
freshest
⇓ Δday
29/04/19
⇓ Δwk
26/11/18
prc diff
⇓ Δ22
∅-RS
Liverpool
785.880
12/08/24
0.22
713.692
611.664
102.028
16.68
-1.54
Chedraui
854.709
12/08/24
2.44
221.279
204.513
16.766
8.20
-2.77
Arca Continental
1,097.262
12/08/24
-0.93
623.648
575.613
48.035
8.35
-4.17
L
Aerop. Sureste
3,020.711
12/08/24
0.24
1,772.178
1,479.934
292.244
19.75
-4.41
Gruma
2,192.402
12/08/24
-0.21
1,139.691
1,239.259
-99.568
-8.03
-11.38
S
Alfa
61.817
12/08/24
1.65
114.676
110.580
4.096
3.70
-11.54
S
Orbia Advance
123.575
12/08/24
-3.23
261.292
238.029
23.263
9.77
-15.70
S
Cemex
70.126
12/08/24
-0.75
51.268
51.321
-0.053
-0.10
-18.26
Peñoles
1,424.142
12/08/24
-0.26
1,280.709
1,206.515
74.193
6.15
-21.32
S
Alsea
325.348
12/08/24
0.47
249.742
257.157
-7.415
-2.88
-22.26
Televisa
45.729
12/08/24
-1.15
229.411
311.124
-81.713
-26.26
-29.77
IPC - 35 out of 35 instruments rated - 29/04/19 / 26/11/18 - 30 did rise, Market-Ratio(22) in JPY = 85.71 %
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
write an annotation