Assessment - IPC Mexico in Japanese yen - 13/06/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
13/06/22
⇓ Δwk
10/01/22
prc diff
⇓ Δ22
∅-RS
S
IPC
348,359.541
12/08/24
-0.02
318,179.774
298,400.947
19,778.827
6.63
8.16
Inbursa
290.560
12/08/24
-2.28
223.962
138.990
84.973
61.14
63.11
Chedraui
952.596
12/08/24
2.44
346.781
241.948
104.833
43.33
55.87
Carso
773.951
12/08/24
-1.65
511.239
342.251
168.988
49.38
36.75
Gentera
138.712
12/08/24
0.05
101.407
78.221
23.186
29.64
36.53
Bimbo
449.173
12/08/24
-0.84
409.109
357.669
51.440
14.38
29.68
L
Aerop. Pacifico
1,917.605
12/08/24
0.72
1,842.403
1,614.791
227.612
14.10
25.38
Liverpool
875.884
12/08/24
0.22
649.557
491.746
157.811
32.09
23.83
L
America Movil
106.333
12/08/24
0.12
128.926
117.020
11.906
10.17
21.50
L
Aerop. Sureste
3,366.662
12/08/24
0.24
2,733.459
2,446.981
286.478
11.71
20.50
Coca-Cola FEMSA
1,088.156
12/08/24
-0.41
745.972
620.231
125.742
20.27
19.01
Arca Continental
1,222.927
12/08/24
-0.93
843.899
720.139
123.760
17.19
18.05
S
Banco del Bajio
341.920
12/08/24
0.64
274.994
220.825
54.169
24.53
18.16
Aerop. Centro Norte
1,014.859
12/08/24
2.22
883.174
801.409
81.765
10.20
17.42
México
697.436
12/08/24
1.09
621.118
504.058
117.061
23.22
16.81
S
Vesta
369.374
12/08/24
-0.23
242.549
216.138
26.412
12.22
13.34
S
Orbia Advance
137.727
12/08/24
-3.23
330.887
274.422
56.465
20.58
11.77
Gruma
2,443.490
12/08/24
-0.21
1,534.964
1,476.649
58.315
3.95
11.52
L
Genomma Lab
123.278
12/08/24
126.365
118.489
7.876
6.65
11.08
S
Alsea
362.609
12/08/24
0.47
260.545
246.127
14.418
5.86
10.40
S
WalMex
411.408
12/08/24
0.50
444.116
407.425
36.690
9.01
9.26
S
Alfa
68.896
12/08/24
1.65
91.490
80.649
10.840
13.44
8.65
Quálitas
1,081.982
12/08/24
-2.49
620.067
596.172
23.896
4.01
7.77
S
Regional
834.113
12/08/24
-0.39
698.553
592.501
106.052
17.90
5.88
Pinfra
1,142.537
12/08/24
-1.38
909.708
886.972
22.736
2.56
5.17
⇓ instrument
freshest
⇓ Δday
13/06/22
⇓ Δwk
10/01/22
prc diff
⇓ Δ22
∅-RS
Becle
204.259
12/08/24
3.67
286.554
289.840
-3.286
-1.13
3.77
S
Banorte
905.111
12/08/24
0.58
776.710
825.355
-48.646
-5.89
2.96
S
Bolsa Mexicana
194.867
12/08/24
-0.17
229.808
212.071
17.737
8.36
2.86
S
FEMSA
1,379.373
12/08/24
-0.45
943.926
924.586
19.341
2.09
1.91
S
Kimberly-Clark
224.225
12/08/24
-1.01
178.645
178.185
0.460
0.26
0.85
Peñoles
1,587.244
12/08/24
-0.26
1,402.491
1,287.112
115.380
8.96
-2.32
Cementos Chihuahua
1,025.170
12/08/24
-2.81
800.157
826.880
-26.723
-3.23
-5.17
S
Elektra
6,206.257
26/07/24
7,638.829
7,974.953
-336.124
-4.21
-5.66
Megacable
278.935
12/08/24
-0.72
333.973
370.489
-36.516
-9.86
-7.84
Televisa
50.966
12/08/24
-1.15
225.210
227.377
-2.166
-0.95
-10.71
S
Cemex
78.157
12/08/24
-0.75
49.653
73.759
-24.106
-32.68
-30.25
IPC - 35 out of 35 instruments rated - 13/06/22 / 10/01/22 - 28 did rise, Market-Ratio(22) in JPY = 80.00 %
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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