Assessment - IPC Mexico in Japanese yen - 2/05/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
2/05/22
⇓ Δwk
29/11/21
prc diff
⇓ Δ22
∅-RS
S
IPC
336,917.418
12/08/24
-0.02
329,594.093
261,315.369
68,278.723
26.13
14.44
Inbursa
281.016
12/08/24
-2.28
225.372
105.583
119.789
113.45
77.11
Chedraui
921.307
12/08/24
2.44
327.958
205.027
122.931
59.96
58.32
S
Banco del Bajio
330.690
12/08/24
0.64
318.557
194.532
124.026
63.76
46.20
Gentera
134.156
12/08/24
0.05
101.824
58.984
42.840
72.63
44.68
Bimbo
434.419
12/08/24
-0.84
426.162
277.130
149.031
53.78
44.35
L
Aerop. Pacifico
1,854.620
12/08/24
0.72
1,984.647
1,310.137
674.510
51.48
42.14
Liverpool
847.115
12/08/24
0.22
658.902
429.786
229.117
53.31
30.50
L
Aerop. Sureste
3,256.082
12/08/24
0.24
2,807.624
2,057.880
749.744
36.43
28.47
L
America Movil
102.840
12/08/24
0.12
126.534
97.450
29.084
29.85
25.90
Aerop. Centro Norte
981.525
12/08/24
2.22
913.177
656.748
256.429
39.05
25.03
S
Regional
806.715
12/08/24
-0.39
781.815
542.086
239.729
44.22
22.93
Quálitas
1,046.443
12/08/24
-2.49
696.126
496.798
199.327
40.12
22.54
S
Alsea
350.699
12/08/24
0.47
273.966
202.403
71.562
35.36
22.37
S
Banorte
875.382
12/08/24
0.58
896.153
660.999
235.154
35.58
21.42
Gruma
2,363.232
12/08/24
-0.21
1,612.224
1,348.550
263.674
19.55
21.26
Becle
197.550
12/08/24
3.67
329.737
249.685
80.052
32.06
21.05
L
Genomma Lab
119.229
12/08/24
134.728
94.563
40.165
42.47
20.68
Arca Continental
1,182.759
12/08/24
-0.93
820.245
696.893
123.353
17.70
19.20
S
WalMex
397.895
12/08/24
0.50
468.276
366.236
102.040
27.86
19.05
Carso
748.530
12/08/24
-1.65
426.606
308.721
117.885
38.18
18.54
México
674.528
12/08/24
1.09
611.389
460.642
150.747
32.73
16.85
Coca-Cola FEMSA
1,052.414
12/08/24
-0.41
689.329
548.016
141.313
25.79
13.91
S
Vesta
357.242
12/08/24
-0.23
239.791
190.963
48.828
25.57
13.50
S
Bolsa Mexicana
188.467
12/08/24
-0.17
253.067
186.660
66.407
35.58
13.42
⇓ instrument
freshest
⇓ Δday
2/05/22
⇓ Δwk
29/11/21
prc diff
⇓ Δ22
∅-RS
Pinfra
1,105.010
12/08/24
-1.38
947.859
786.471
161.388
20.52
10.77
S
Orbia Advance
133.203
12/08/24
-3.23
311.697
265.585
46.112
17.36
5.88
Cementos Chihuahua
991.498
12/08/24
-2.81
878.621
799.485
79.136
9.90
5.55
S
Alfa
66.633
12/08/24
1.65
86.706
83.858
2.848
3.40
4.96
S
FEMSA
1,334.066
12/08/24
-0.45
959.991
812.342
147.650
18.18
4.42
S
Kimberly-Clark
216.860
12/08/24
-1.01
183.131
175.220
7.911
4.51
2.82
Megacable
269.773
12/08/24
-0.72
367.723
308.511
59.211
19.19
0.39
Peñoles
1,535.110
12/08/24
-0.26
1,418.358
1,347.763
70.595
5.24
-2.56
Televisa
49.292
12/08/24
-1.15
241.634
208.700
32.933
15.78
-6.18
S
Elektra
6,002.408
26/07/24
7,501.438
7,576.925
-75.487
-1.00
-9.34
S
Cemex
75.590
12/08/24
-0.75
57.105
71.998
-14.893
-20.69
-24.24
IPC - 35 out of 35 instruments rated - 2/05/22 / 29/11/21 - 33 did rise, Market-Ratio(22) in JPY = 94.29 %
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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