Assessment - IPC Mexico in Japanese yen - 11/12/23 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
11/12/23
⇓ Δwk
10/07/23
prc diff
⇓ Δ22
∅-RS
S
IPC
445,303.690
12/08/24
-0.02
457,046.556
444,966.395
12,080.161
2.71
11.00
Carso
989.332
12/08/24
-1.65
1,374.688
1,010.944
363.744
35.98
64.91
Quálitas
1,383.084
12/08/24
-2.49
1,421.536
1,123.189
298.347
26.56
56.73
Cementos Chihuahua
1,310.462
12/08/24
-2.81
1,579.960
1,204.097
375.863
31.22
34.97
S
FEMSA
1,763.235
12/08/24
-0.45
1,870.194
1,542.820
327.375
21.22
35.20
S
Alsea
463.519
12/08/24
0.47
517.166
487.442
29.724
6.10
33.45
S
Alfa
88.069
12/08/24
1.65
112.500
83.893
28.607
34.10
24.18
S
Cemex
99.907
12/08/24
-0.75
104.441
96.991
7.450
7.68
26.04
S
Vesta
472.166
12/08/24
-0.23
536.308
489.514
46.794
9.56
24.16
Gruma
3,123.483
12/08/24
-0.21
2,659.796
2,347.182
312.615
13.32
22.56
Inbursa
371.419
12/08/24
-2.28
365.123
339.551
25.571
7.53
21.42
S
Regional
1,066.236
12/08/24
-0.39
1,279.315
1,033.410
245.905
23.80
19.28
Arca Continental
1,563.253
12/08/24
-0.93
1,547.133
1,462.077
85.056
5.82
19.93
S
Banorte
1,156.992
12/08/24
0.58
1,396.097
1,211.973
184.124
15.19
19.35
Coca-Cola FEMSA
1,390.976
12/08/24
-0.41
1,317.347
1,147.809
169.537
14.77
19.56
Peñoles
2,028.954
12/08/24
-0.26
2,174.113
1,934.928
239.185
12.36
13.36
Chedraui
1,217.692
12/08/24
2.44
849.127
794.497
54.630
6.88
12.55
S
Elektra
7,933.381
26/07/24
9,686.122
9,819.631
-133.510
-1.36
12.14
S
Orbia Advance
176.055
12/08/24
-3.23
315.421
317.749
-2.328
-0.73
8.25
Bimbo
574.172
12/08/24
-0.84
733.100
726.272
6.828
0.94
7.05
Gentera
177.314
12/08/24
0.05
167.659
158.750
8.909
5.61
6.79
México
891.524
12/08/24
1.09
670.049
697.838
-27.788
-3.98
5.76
Liverpool
1,119.631
12/08/24
0.22
861.552
864.380
-2.828
-0.33
3.87
Pinfra
1,460.491
12/08/24
-1.38
1,401.386
1,413.415
-12.029
-0.85
3.87
S
WalMex
525.898
12/08/24
0.50
553.687
572.827
-19.140
-3.34
2.54
⇓ instrument
freshest
⇓ Δday
11/12/23
⇓ Δwk
10/07/23
prc diff
⇓ Δ22
∅-RS
S
Banco del Bajio
437.073
12/08/24
0.64
459.405
435.133
24.272
5.58
-0.22
S
Kimberly-Clark
286.624
12/08/24
-1.01
287.716
318.910
-31.194
-9.78
0.38
S
Bolsa Mexicana
249.096
12/08/24
-0.17
277.725
287.740
-10.015
-3.48
-0.75
Megacable
356.559
12/08/24
-0.72
339.097
335.738
3.359
1.00
-2.31
L
America Movil
135.924
12/08/24
0.12
133.489
151.704
-18.214
-12.01
-3.54
L
Genomma Lab
157.585
12/08/24
110.821
110.503
0.318
0.29
-4.80
Aerop. Centro Norte
1,297.281
12/08/24
2.22
1,298.121
1,532.540
-234.419
-15.30
-5.63
L
Aerop. Sureste
4,303.562
12/08/24
0.24
3,363.764
4,032.006
-668.242
-16.57
-9.53
L
Aerop. Pacifico
2,451.251
12/08/24
0.72
2,100.736
2,636.828
-536.092
-20.33
-11.35
Becle
261.102
12/08/24
3.67
265.300
337.147
-71.848
-21.31
-18.67
Televisa
65.150
12/08/24
-1.15
92.519
138.440
-45.921
-33.17
-21.63
IPC - 35 out of 35 instruments rated - 11/12/23 / 10/07/23 - 21 did rise, Market-Ratio(22) in JPY = 60.00 %
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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