Assessment - IPC Mexico in Japanese yen - 6/04/20 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
6/04/20
⇓ Δwk
4/11/19
prc diff
⇓ Δ22
∅-RS
S
IPC
234,987.482
12/08/24
-0.02
152,322.486
248,330.499
-96,008.013
-38.66
-35.26
S
Elektra
4,186.458
26/07/24
6,131.913
7,956.070
-1,824.157
-22.93
-15.33
Quálitas
729.856
12/08/24
-2.49
304.365
460.233
-155.868
-33.87
-16.95
Gruma
1,648.267
12/08/24
-0.21
861.880
1,180.648
-318.768
-27.00
-18.49
S
Bolsa Mexicana
131.448
12/08/24
-0.17
170.347
240.006
-69.659
-29.02
-19.86
S
WalMex
277.517
12/08/24
0.50
244.600
325.581
-80.981
-24.87
-20.77
L
Genomma Lab
83.158
12/08/24
77.177
118.274
-41.098
-34.75
-22.31
L
America Movil
71.727
12/08/24
0.12
63.000
88.295
-25.295
-28.65
-22.29
Becle
137.784
12/08/24
3.67
130.164
189.171
-59.008
-31.19
-24.15
S
Vesta
249.163
12/08/24
-0.23
126.708
183.617
-56.909
-30.99
-25.11
S
Kimberly-Clark
151.252
12/08/24
-1.01
151.252
212.237
-60.985
-28.73
-26.77
Arca Continental
824.931
12/08/24
-0.93
418.624
602.480
-183.856
-30.52
-28.08
México
470.459
12/08/24
1.09
190.815
297.811
-106.996
-35.93
-29.21
Bimbo
302.992
12/08/24
-0.84
140.309
207.590
-67.280
-32.41
-29.37
Chedraui
642.578
12/08/24
2.44
111.778
148.991
-37.213
-24.98
-29.82
Coca-Cola FEMSA
734.020
12/08/24
-0.41
440.731
620.332
-179.601
-28.95
-31.29
Megacable
188.157
12/08/24
-0.72
289.568
452.753
-163.185
-36.04
-32.23
S
FEMSA
930.462
12/08/24
-0.45
658.616
977.875
-319.260
-32.65
-32.73
Pinfra
770.704
12/08/24
-1.38
641.559
1,010.292
-368.733
-36.50
-36.96
Carso
522.072
12/08/24
-1.65
221.252
377.436
-156.184
-41.38
-37.62
Peñoles
1,070.682
12/08/24
-0.26
665.527
1,351.854
-686.327
-50.77
-43.25
L
Aerop. Sureste
2,270.997
12/08/24
0.24
969.538
1,775.194
-805.656
-45.38
-43.80
Televisa
34.380
12/08/24
-1.15
114.835
250.604
-135.769
-54.18
-44.53
Inbursa
195.999
12/08/24
-2.28
73.101
139.810
-66.709
-47.71
-44.55
Cementos Chihuahua
691.533
12/08/24
-2.81
295.726
607.241
-311.515
-51.30
-46.87
⇓ instrument
freshest
⇓ Δday
6/04/20
⇓ Δwk
4/11/19
prc diff
⇓ Δ22
∅-RS
S
Orbia Advance
92.904
12/08/24
-3.23
116.341
238.022
-121.681
-51.12
-46.87
S
Cemex
52.721
12/08/24
-0.75
20.424
42.164
-21.740
-51.56
-48.20
S
Banorte
610.546
12/08/24
0.58
295.504
588.709
-293.205
-49.80
-48.76
Aerop. Centro Norte
684.578
12/08/24
2.22
338.080
734.866
-396.786
-53.99
-49.18
L
Aerop. Pacifico
1,293.529
12/08/24
0.72
511.750
1,138.427
-626.678
-55.05
-52.59
S
Regional
562.654
12/08/24
-0.39
251.998
573.917
-321.919
-56.09
-52.64
Gentera
93.569
12/08/24
0.05
41.778
111.871
-70.092
-62.65
-54.87
S
Banco del Bajio
230.644
12/08/24
0.64
77.398
174.380
-96.982
-55.62
-57.12
Liverpool
590.831
12/08/24
0.22
230.555
567.797
-337.241
-59.39
-57.98
S
Alfa
46.474
12/08/24
1.65
33.848
96.342
-62.495
-64.87
-59.94
S
Alsea
244.600
12/08/24
0.47
63.531
294.241
-230.710
-78.41
-71.69
IPC - 35 out of 35 instruments rated - 6/04/20 / 4/11/19 - 0 did rise, Market-Ratio(22) in JPY = 0.00 %
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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