Assessment - IPC Mexico in Japanese yen - 26/09/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
26/09/22
⇓ Δwk
25/04/22
prc diff
⇓ Δ22
∅-RS
S
IPC
375,794.403
12/08/24
-0.02
317,471.608
332,311.461
-14,839.853
-4.47
3.62
Chedraui
1,027.617
12/08/24
2.44
404.557
332.938
71.619
21.51
44.39
Bimbo
484.547
12/08/24
-0.84
507.007
354.401
152.606
43.06
35.16
S
Banco del Bajio
368.848
12/08/24
0.64
348.231
327.635
20.596
6.29
32.76
Gentera
149.636
12/08/24
0.05
113.786
94.061
19.725
20.97
30.70
Inbursa
313.443
12/08/24
-2.28
226.297
231.680
-5.383
-2.32
31.36
Arca Continental
1,319.238
12/08/24
-0.93
993.538
804.694
188.844
23.47
26.48
Carso
834.903
12/08/24
-1.65
504.598
450.672
53.926
11.97
22.29
Coca-Cola FEMSA
1,173.853
12/08/24
-0.41
816.199
714.042
102.157
14.31
20.40
S
Banorte
976.392
12/08/24
0.58
924.459
891.495
32.963
3.70
17.73
S
WalMex
443.808
12/08/24
0.50
513.738
483.877
29.861
6.17
17.27
S
Vesta
398.464
12/08/24
-0.23
266.682
235.026
31.656
13.47
17.40
Aerop. Centro Norte
1,094.783
12/08/24
2.22
948.052
893.326
54.726
6.13
16.04
S
Regional
899.803
12/08/24
-0.39
779.782
805.704
-25.922
-3.22
14.23
L
Aerop. Sureste
3,631.802
12/08/24
0.24
2,796.898
2,587.685
209.214
8.08
11.57
Liverpool
944.864
12/08/24
0.22
621.927
663.982
-42.055
-6.33
10.77
Pinfra
1,232.517
12/08/24
-1.38
991.554
963.840
27.714
2.88
9.83
L
Aerop. Pacifico
2,068.625
12/08/24
0.72
1,844.383
1,831.410
12.973
0.71
9.32
L
America Movil
114.707
12/08/24
0.12
124.626
135.031
-10.405
-7.71
6.42
S
Kimberly-Clark
241.884
12/08/24
-1.01
184.778
183.766
1.012
0.55
4.01
S
Alfa
74.322
12/08/24
1.65
91.043
89.768
1.275
1.42
3.12
S
Bolsa Mexicana
210.214
12/08/24
-0.17
235.720
257.058
-21.338
-8.30
3.37
Cementos Chihuahua
1,105.907
12/08/24
-2.81
825.197
810.754
14.442
1.78
-0.84
Gruma
2,635.926
12/08/24
-0.21
1,470.292
1,534.266
-63.974
-4.17
-0.77
S
Alsea
391.166
12/08/24
0.47
248.260
285.213
-36.952
-12.96
-1.27
⇓ instrument
freshest
⇓ Δday
26/09/22
⇓ Δwk
25/04/22
prc diff
⇓ Δ22
∅-RS
Quálitas
1,167.193
12/08/24
-2.49
581.046
720.292
-139.246
-19.33
-3.17
S
FEMSA
1,488.004
12/08/24
-0.45
866.078
971.794
-105.717
-10.88
-4.87
S
Elektra
6,695.027
26/07/24
7,248.441
7,921.947
-673.506
-8.50
-6.45
Becle
220.345
12/08/24
3.67
258.321
301.437
-43.115
-14.30
-8.58
Peñoles
1,712.246
12/08/24
-0.26
1,229.187
1,502.260
-273.073
-18.18
-10.25
México
752.362
12/08/24
1.09
488.940
617.835
-128.895
-20.86
-10.69
Megacable
300.902
12/08/24
-0.72
300.548
377.380
-76.832
-20.36
-12.17
L
Genomma Lab
132.987
12/08/24
102.167
141.281
-39.114
-27.69
-12.69
S
Orbia Advance
148.574
12/08/24
-3.23
250.882
303.899
-53.017
-17.45
-14.99
S
Cemex
84.312
12/08/24
-0.75
48.037
56.184
-8.147
-14.50
-22.67
Televisa
54.980
12/08/24
-1.15
156.155
254.217
-98.062
-38.57
-31.40
IPC - 35 out of 35 instruments rated - 26/09/22 / 25/04/22 - 17 did rise, Market-Ratio(22) in JPY = 48.57 %
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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