Assessment - IPC Mexico in Japanese yen - 31/01/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
31/01/22
⇓ Δwk
30/08/21
prc diff
⇓ Δ22
∅-RS
S
IPC
295,997.600
12/08/24
-0.02
286,457.553
287,338.002
-880.449
-0.31
5.75
Inbursa
246.886
12/08/24
-2.28
166.023
105.098
60.925
57.97
52.03
Bimbo
381.658
12/08/24
-0.84
360.451
272.141
88.311
32.45
38.07
Gentera
117.862
12/08/24
0.05
82.537
60.797
21.740
35.76
37.47
S
Banco del Bajio
290.526
12/08/24
0.64
247.835
207.356
40.479
19.52
37.52
Chedraui
809.411
12/08/24
2.44
231.651
170.484
61.167
35.88
26.52
L
Aerop. Pacifico
1,629.370
12/08/24
0.72
1,582.716
1,241.841
340.875
27.45
25.09
S
Alsea
308.105
12/08/24
0.47
236.115
217.079
19.036
8.77
23.50
L
America Movil
90.350
12/08/24
0.12
108.320
106.191
2.129
2.00
21.17
Gruma
2,076.209
12/08/24
-0.21
1,505.648
1,228.567
277.081
22.55
18.68
Liverpool
744.230
12/08/24
0.22
527.312
494.245
33.066
6.69
18.28
S
Regional
708.737
12/08/24
-0.39
659.963
665.057
-5.095
-0.77
14.77
L
Aerop. Sureste
2,860.619
12/08/24
0.24
2,330.852
1,964.363
366.489
18.66
14.34
Quálitas
919.349
12/08/24
-2.49
621.847
517.133
104.714
20.25
11.84
Aerop. Centro Norte
862.315
12/08/24
2.22
770.961
667.187
103.773
15.55
11.15
S
Alfa
58.541
12/08/24
1.65
83.765
77.731
6.034
7.76
9.92
Arca Continental
1,039.109
12/08/24
-0.93
680.890
691.933
-11.043
-1.60
8.50
Becle
173.557
12/08/24
3.67
278.137
263.510
14.627
5.55
6.85
S
WalMex
349.569
12/08/24
0.50
391.424
386.034
5.390
1.40
6.85
S
Banorte
769.063
12/08/24
0.58
729.608
702.093
27.516
3.92
6.86
Coca-Cola FEMSA
924.595
12/08/24
-0.41
604.212
627.967
-23.755
-3.78
6.72
L
Genomma Lab
104.748
12/08/24
114.347
106.682
7.664
7.18
4.39
S
Vesta
313.853
12/08/24
-0.23
218.034
204.297
13.737
6.72
3.52
Pinfra
970.802
12/08/24
-1.38
839.770
823.251
16.519
2.01
0.43
Cementos Chihuahua
871.077
12/08/24
-2.81
811.643
899.452
-87.809
-9.76
0.43
⇓ instrument
freshest
⇓ Δday
31/01/22
⇓ Δwk
30/08/21
prc diff
⇓ Δ22
∅-RS
Megacable
237.008
12/08/24
-0.72
370.775
382.592
-11.817
-3.09
-1.25
S
FEMSA
1,172.039
12/08/24
-0.45
866.110
947.413
-81.303
-8.58
-1.73
Televisa
43.306
12/08/24
-1.15
234.609
282.356
-47.747
-16.91
-1.95
México
592.605
12/08/24
1.09
494.386
506.591
-12.205
-2.41
-2.32
Carso
657.619
12/08/24
-1.65
321.945
354.297
-32.351
-9.13
-3.86
S
Orbia Advance
117.025
12/08/24
-3.23
268.818
311.252
-42.434
-13.63
-5.71
S
Elektra
5,273.394
26/07/24
7,563.842
8,741.118
-1,177.275
-13.47
-7.40
S
Kimberly-Clark
190.522
12/08/24
-1.01
166.302
188.947
-22.645
-11.98
-9.18
S
Cemex
66.409
12/08/24
-0.75
70.316
89.858
-19.542
-21.75
-11.60
S
Bolsa Mexicana
165.577
12/08/24
-0.17
196.326
222.487
-26.161
-11.76
-12.32
Peñoles
1,348.665
12/08/24
-0.26
1,233.258
1,548.067
-314.809
-20.34
-16.27
IPC - 35 out of 35 instruments rated - 31/01/22 / 30/08/21 - 20 did rise, Market-Ratio(22) in JPY = 57.14 %
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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