Assessment - IPC Mexico in Japanese yen - 22/07/19 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
22/07/19
⇓ Δwk
18/02/19
prc diff
⇓ Δ22
∅-RS
S
IPC
300,239.187
12/08/24
-0.02
233,268.352
246,962.657
-13,694.304
-5.55
-8.97
S
Elektra
5,348.961
26/07/24
7,249.782
5,872.684
1,377.098
23.45
31.95
L
Genomma Lab
106.249
12/08/24
97.702
71.363
26.338
36.91
19.17
Quálitas
932.523
12/08/24
-2.49
316.766
277.868
38.898
14.00
15.84
S
Kimberly-Clark
193.252
12/08/24
-1.01
205.649
180.476
25.173
13.95
9.71
Aerop. Centro Norte
874.672
12/08/24
2.22
686.401
617.733
68.669
11.12
7.12
L
Aerop. Pacifico
1,652.718
12/08/24
0.72
1,095.435
971.790
123.645
12.72
6.60
Becle
176.044
12/08/24
3.67
161.440
141.290
20.150
14.26
3.51
S
WalMex
354.578
12/08/24
0.50
311.332
300.793
10.538
3.50
2.67
Bimbo
387.127
12/08/24
-0.84
224.951
209.952
14.999
7.14
-0.35
S
Vesta
318.351
12/08/24
-0.23
154.647
157.263
-2.616
-1.66
-2.78
Coca-Cola FEMSA
937.844
12/08/24
-0.41
663.080
678.983
-15.903
-2.34
-3.57
S
FEMSA
1,188.834
12/08/24
-0.45
995.073
1,027.007
-31.935
-3.11
-3.68
L
America Movil
91.645
12/08/24
0.12
79.814
81.993
-2.179
-2.66
-4.51
Gentera
119.551
12/08/24
0.05
89.947
81.361
8.586
10.55
-5.44
L
Aerop. Sureste
2,901.611
12/08/24
0.24
1,728.683
1,812.575
-83.892
-4.63
-6.55
Pinfra
984.714
12/08/24
-1.38
1,015.224
1,039.361
-24.137
-2.32
-7.24
Carso
667.042
12/08/24
-1.65
364.824
413.584
-48.760
-11.79
-8.76
S
Regional
718.893
12/08/24
-0.39
525.132
577.397
-52.266
-9.05
-9.84
Cementos Chihuahua
883.559
12/08/24
-2.81
560.171
607.333
-47.162
-7.77
-11.13
Megacable
240.405
12/08/24
-0.72
452.167
494.427
-42.261
-8.55
-11.26
S
Banorte
780.084
12/08/24
0.58
567.869
596.301
-28.432
-4.77
-11.17
Arca Continental
1,053.999
12/08/24
-0.93
557.793
617.618
-59.825
-9.69
-11.82
Inbursa
250.424
12/08/24
-2.28
142.816
156.631
-13.815
-8.82
-11.86
S
Bolsa Mexicana
167.949
12/08/24
-0.17
183.629
212.423
-28.794
-13.55
-12.38
⇓ instrument
freshest
⇓ Δday
22/07/19
⇓ Δwk
18/02/19
prc diff
⇓ Δ22
∅-RS
México
601.097
12/08/24
1.09
246.518
257.010
-10.492
-4.08
-12.45
S
Banco del Bajio
294.690
12/08/24
0.64
200.950
214.491
-13.541
-6.31
-13.12
Peñoles
1,367.991
12/08/24
-0.26
1,231.571
1,384.742
-153.170
-11.06
-17.10
Gruma
2,105.960
12/08/24
-0.21
968.411
1,309.989
-341.577
-26.07
-21.07
S
Orbia Advance
118.702
12/08/24
-3.23
221.555
298.323
-76.768
-25.73
-23.30
Chedraui
821.010
12/08/24
2.44
166.704
214.606
-47.902
-22.32
-23.47
Liverpool
754.894
12/08/24
0.22
525.415
691.337
-165.922
-24.00
-26.35
S
Alfa
59.379
12/08/24
1.65
89.324
129.166
-39.842
-30.85
-27.93
Televisa
43.926
12/08/24
-1.15
195.460
273.443
-77.984
-28.52
-29.09
S
Alsea
312.520
12/08/24
0.47
198.233
299.070
-100.836
-33.72
-30.18
S
Cemex
67.361
12/08/24
-0.75
39.850
54.873
-15.022
-27.38
-30.19
IPC - 35 out of 35 instruments rated - 22/07/19 / 18/02/19 - 10 did rise, Market-Ratio(22) in JPY = 28.57 %
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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