Assessment - IPC Mexico in Japanese yen - 2/12/19 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
2/12/19
⇓ Δwk
1/07/19
prc diff
⇓ Δ22
∅-RS
S
IPC
295,647.891
12/08/24
-0.02
237,116.850
246,325.191
-9,208.341
-3.74
-1.95
Quálitas
918.263
12/08/24
-2.49
464.092
300.321
163.772
54.53
50.52
S
Elektra
5,267.164
26/07/24
7,707.077
7,046.644
660.433
9.37
17.95
S
Alsea
307.741
12/08/24
0.47
299.325
213.275
86.049
40.35
18.06
Becle
173.352
12/08/24
3.67
186.729
164.621
22.109
13.43
16.57
L
Genomma Lab
104.624
12/08/24
99.385
98.954
0.431
0.44
15.12
Gentera
117.723
12/08/24
0.05
103.175
92.659
10.516
11.35
13.65
S
Bolsa Mexicana
165.381
12/08/24
-0.17
234.276
204.996
29.280
14.28
12.29
Aerop. Centro Norte
861.297
12/08/24
2.22
713.529
660.807
52.722
7.98
11.69
S
Vesta
313.483
12/08/24
-0.23
180.765
160.878
19.887
12.36
11.26
S
Regional
707.900
12/08/24
-0.39
592.016
563.158
28.858
5.12
9.03
México
591.904
12/08/24
1.09
291.465
290.567
0.898
0.31
9.05
S
Kimberly-Clark
190.297
12/08/24
-1.01
214.042
202.047
11.995
5.94
8.54
L
Aerop. Pacifico
1,627.445
12/08/24
0.72
1,086.933
1,131.532
-44.600
-3.94
4.94
L
Aerop. Sureste
2,857.239
12/08/24
0.24
1,817.741
1,766.595
51.147
2.90
4.49
Televisa
43.254
12/08/24
-1.15
232.882
184.638
48.244
26.13
2.55
L
America Movil
90.243
12/08/24
0.12
82.105
80.411
1.695
2.11
1.67
Pinfra
969.655
12/08/24
-1.38
1,037.268
1,076.753
-39.485
-3.67
0.50
S
WalMex
349.156
12/08/24
0.50
302.056
307.182
-5.126
-1.67
-0.43
Gruma
2,073.756
12/08/24
-0.21
1,103.655
1,030.424
73.231
7.11
-1.72
S
FEMSA
1,170.654
12/08/24
-0.45
982.531
1,062.917
-80.386
-7.56
-2.35
Cementos Chihuahua
870.048
12/08/24
-2.81
571.058
603.476
-32.419
-5.37
-3.28
S
Orbia Advance
116.887
12/08/24
-3.23
234.276
237.489
-3.213
-1.35
-3.14
Carso
656.842
12/08/24
-1.65
366.213
401.032
-34.820
-8.68
-3.54
Arca Continental
1,037.881
12/08/24
-0.93
573.622
589.470
-15.848
-2.69
-4.22
⇓ instrument
freshest
⇓ Δday
2/12/19
⇓ Δwk
1/07/19
prc diff
⇓ Δ22
∅-RS
S
Banorte
768.155
12/08/24
0.58
558.962
630.979
-72.017
-11.41
-5.75
Coca-Cola FEMSA
923.503
12/08/24
-0.41
623.286
677.422
-54.136
-7.99
-7.16
Bimbo
381.207
12/08/24
-0.84
188.680
227.452
-38.772
-17.05
-11.98
Peñoles
1,347.072
12/08/24
-0.26
1,141.781
1,352.860
-211.079
-15.60
-13.10
Inbursa
246.594
12/08/24
-2.28
129.317
156.738
-27.421
-17.49
-13.22
Megacable
236.728
12/08/24
-0.72
410.638
465.054
-54.417
-11.70
-13.25
Liverpool
743.350
12/08/24
0.22
533.935
606.992
-73.057
-12.04
-15.09
S
Cemex
66.331
12/08/24
-0.75
39.353
46.216
-6.864
-14.85
-15.02
S
Banco del Bajio
290.183
12/08/24
0.64
169.617
219.059
-49.442
-22.57
-17.19
S
Alfa
58.471
12/08/24
1.65
86.843
105.929
-19.086
-18.02
-18.69
Chedraui
808.455
12/08/24
2.44
150.108
184.468
-34.360
-18.63
-18.87
IPC - 35 out of 35 instruments rated - 2/12/19 / 1/07/19 - 16 did rise, Market-Ratio(22) in JPY = 45.71 %
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
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