Assessment - IPC Mexico in Japanese yen - 8/05/23 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
8/05/23
⇓ Δwk
5/12/22
prc diff
⇓ Δ22
∅-RS
S
IPC
402,536.575
12/08/24
-0.02
417,659.663
350,877.555
66,782.108
19.03
19.36
Chedraui
1,100.744
12/08/24
2.44
794.518
577.779
216.739
37.51
60.65
S
Cemex
90.312
12/08/24
-0.75
88.263
57.467
30.796
53.59
49.46
S
Vesta
426.819
12/08/24
-0.23
424.391
303.153
121.238
39.99
40.29
S
Alsea
419.002
12/08/24
0.47
387.279
270.206
117.073
43.33
38.81
S
Kimberly-Clark
259.097
12/08/24
-1.01
301.824
231.664
70.160
30.29
38.04
Coca-Cola FEMSA
1,257.386
12/08/24
-0.41
1,218.301
919.405
298.897
32.51
37.63
Bimbo
519.028
12/08/24
-0.84
742.380
577.572
164.808
28.53
37.62
Aerop. Centro Norte
1,172.690
12/08/24
2.22
1,437.934
1,147.892
290.042
25.27
34.32
Carso
894.317
12/08/24
-1.65
760.139
570.803
189.335
33.17
33.29
Peñoles
1,834.093
12/08/24
-0.26
2,102.069
1,839.639
262.430
14.27
33.35
S
FEMSA
1,593.893
12/08/24
-0.45
1,338.667
1,043.042
295.625
28.34
31.78
Quálitas
1,250.252
12/08/24
-2.49
856.370
584.203
272.167
46.59
31.16
Pinfra
1,320.225
12/08/24
-1.38
1,424.653
1,184.983
239.670
20.23
28.79
Arca Continental
1,413.117
12/08/24
-0.93
1,331.457
1,110.663
220.794
19.88
28.14
Inbursa
335.748
12/08/24
-2.28
321.177
239.608
81.569
34.04
26.98
Gruma
2,823.503
12/08/24
-0.21
2,137.435
1,695.211
442.224
26.09
26.36
S
Banorte
1,045.874
12/08/24
0.58
1,177.927
1,038.345
139.581
13.44
22.62
S
Banco del Bajio
395.096
12/08/24
0.64
453.381
418.640
34.742
8.30
19.60
S
Bolsa Mexicana
225.173
12/08/24
-0.17
308.503
262.815
45.687
17.38
18.63
L
Aerop. Sureste
3,890.247
12/08/24
0.24
3,801.832
3,280.876
520.957
15.88
18.69
S
Elektra
7,171.457
26/07/24
8,731.654
7,182.009
1,549.644
21.58
17.85
México
805.902
12/08/24
1.09
661.099
543.451
117.648
21.65
17.80
Gentera
160.285
12/08/24
0.05
149.508
143.530
5.978
4.17
17.96
Cementos Chihuahua
1,184.605
12/08/24
-2.81
1,084.124
943.373
140.751
14.92
17.10
⇓ instrument
freshest
⇓ Δday
8/05/23
⇓ Δwk
5/12/22
prc diff
⇓ Δ22
∅-RS
Liverpool
1,012.102
12/08/24
0.22
818.500
790.311
28.189
3.57
14.30
L
Aerop. Pacifico
2,215.832
12/08/24
0.72
2,424.991
2,096.859
328.132
15.65
13.71
L
America Movil
122.870
12/08/24
0.12
149.129
126.814
22.314
17.60
12.48
S
Regional
963.834
12/08/24
-0.39
988.499
976.872
11.627
1.19
12.25
S
WalMex
475.390
12/08/24
0.50
552.876
503.942
48.934
9.71
10.26
S
Orbia Advance
159.146
12/08/24
-3.23
303.039
255.770
47.268
18.48
8.28
Becle
236.026
12/08/24
3.67
315.713
304.672
11.040
3.62
3.92
Megacable
322.315
12/08/24
-0.72
352.445
347.980
4.465
1.28
3.27
L
Genomma Lab
142.450
12/08/24
113.232
115.556
-2.324
-2.01
-2.53
S
Alfa
79.611
12/08/24
1.65
85.910
91.450
-5.540
-6.06
-6.81
Televisa
58.893
12/08/24
-1.15
131.749
140.421
-8.672
-6.18
-19.67
IPC - 35 out of 35 instruments rated - 8/05/23 / 5/12/22 - 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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