Assessment - IPC Mexico in Japanese yen - 6/02/23 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
6/02/23
⇓ Δwk
5/09/22
prc diff
⇓ Δ22
∅-RS
S
IPC
366,271.861
12/08/24
-0.02
373,237.465
323,607.835
49,629.630
15.34
12.37
Chedraui
1,001.577
12/08/24
2.44
625.019
413.280
211.739
51.23
60.08
S
Banco del Bajio
359.502
12/08/24
0.64
498.786
311.401
187.385
60.17
46.85
S
Vesta
388.367
12/08/24
-0.23
368.272
261.974
106.298
40.58
40.26
Bimbo
472.269
12/08/24
-0.84
646.564
495.542
151.022
30.48
40.93
S
Regional
877.002
12/08/24
-0.39
1,135.338
767.430
367.908
47.94
39.20
Gentera
145.845
12/08/24
0.05
156.479
117.066
39.414
33.67
37.92
Carso
813.747
12/08/24
-1.65
669.491
488.371
181.120
37.09
35.29
S
Kimberly-Clark
235.755
12/08/24
-1.01
256.126
195.953
60.173
30.71
32.20
S
Cemex
82.176
12/08/24
-0.75
71.196
54.209
16.987
31.34
25.21
Pinfra
1,201.285
12/08/24
-1.38
1,276.694
1,022.232
254.462
24.89
26.14
Aerop. Centro Norte
1,067.042
12/08/24
2.22
1,208.398
932.728
275.670
29.56
26.08
Liverpool
920.921
12/08/24
0.22
819.686
642.279
177.407
27.62
23.92
L
Aerop. Sureste
3,539.773
12/08/24
0.24
3,564.633
3,046.587
518.046
17.00
23.71
Peñoles
1,668.858
12/08/24
-0.26
1,824.509
1,131.071
693.438
61.31
22.62
Cementos Chihuahua
1,077.884
12/08/24
-2.81
1,063.451
821.076
242.375
29.52
22.51
Inbursa
305.500
12/08/24
-2.28
287.615
233.287
54.328
23.29
22.39
Arca Continental
1,285.809
12/08/24
-0.93
1,138.652
966.054
172.598
17.87
22.78
Coca-Cola FEMSA
1,144.108
12/08/24
-0.41
959.385
848.919
110.466
13.01
22.13
L
Aerop. Pacifico
2,016.206
12/08/24
0.72
2,367.283
2,060.072
307.211
14.91
21.47
Megacable
293.278
12/08/24
-0.72
406.252
300.644
105.608
35.13
19.27
Quálitas
1,137.616
12/08/24
-2.49
738.960
609.585
129.376
21.22
18.52
S
Banorte
951.651
12/08/24
0.58
1,059.515
870.855
188.660
21.66
18.58
Gruma
2,569.132
12/08/24
-0.21
1,856.343
1,552.718
303.625
19.55
15.76
S
Alsea
381.254
12/08/24
0.47
308.470
262.888
45.582
17.34
14.21
⇓ instrument
freshest
⇓ Δday
6/02/23
⇓ Δwk
5/09/22
prc diff
⇓ Δ22
∅-RS
S
FEMSA
1,450.299
12/08/24
-0.45
1,092.661
915.783
176.878
19.31
14.17
S
Bolsa Mexicana
204.887
12/08/24
-0.17
283.610
258.669
24.941
9.64
14.11
Becle
214.762
12/08/24
3.67
329.394
290.730
38.663
13.30
11.99
L
Genomma Lab
129.617
12/08/24
131.205
108.277
22.928
21.18
10.50
S
WalMex
432.562
12/08/24
0.50
502.999
495.542
7.456
1.50
4.40
L
America Movil
111.800
12/08/24
0.12
130.653
122.198
8.454
6.92
3.05
S
Alfa
72.439
12/08/24
1.65
94.122
91.824
2.298
2.50
2.00
México
733.298
12/08/24
1.09
563.491
535.267
28.224
5.27
0.13
S
Elektra
6,525.377
26/07/24
6,965.190
7,315.858
-350.669
-4.79
-6.82
S
Orbia Advance
144.809
12/08/24
-3.23
264.274
272.028
-7.754
-2.85
-7.16
Televisa
53.587
12/08/24
-1.15
162.280
178.938
-16.658
-9.31
-13.85
IPC - 35 out of 35 instruments rated - 6/02/23 / 5/09/22 - 32 did rise, Market-Ratio(22) in JPY = 91.43 %
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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