Assessment - IPC Mexico in Japanese yen - 18/03/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
18/03/24
⇓ Δwk
16/10/23
prc diff
⇓ Δ22
∅-RS
S
IPC
469,684.222
12/08/24
-0.02
497,914.652
415,598.466
82,316.185
19.81
12.23
Quálitas
1,458.808
12/08/24
-2.49
1,765.730
1,149.747
615.984
53.58
56.10
Liverpool
1,180.932
12/08/24
0.22
1,248.940
730.080
518.860
71.07
42.72
S
Alsea
488.896
12/08/24
0.47
659.094
516.410
142.684
27.63
40.30
Chedraui
1,284.361
12/08/24
2.44
1,151.267
870.441
280.825
32.26
34.91
Gentera
187.022
12/08/24
0.05
228.376
177.474
50.902
28.68
34.59
S
Regional
1,124.612
12/08/24
-0.39
1,494.938
1,099.623
395.314
35.95
30.92
Cementos Chihuahua
1,382.211
12/08/24
-2.81
1,744.655
1,343.150
401.504
29.89
30.88
Inbursa
391.755
12/08/24
-2.28
433.817
304.825
128.992
42.32
27.75
S
Cemex
105.377
12/08/24
-0.75
124.681
96.577
28.105
29.10
26.73
México
940.335
12/08/24
1.09
859.045
644.512
214.533
33.29
24.99
Megacable
376.081
12/08/24
-0.72
426.290
317.085
109.205
34.44
24.53
Carso
1,043.499
12/08/24
-1.65
1,266.296
1,077.439
188.857
17.53
22.34
S
Banco del Bajio
461.003
12/08/24
0.64
573.110
460.783
112.327
24.38
20.81
Coca-Cola FEMSA
1,467.132
12/08/24
-0.41
1,454.646
1,119.973
334.673
29.88
18.73
S
Banorte
1,220.337
12/08/24
0.58
1,505.387
1,250.076
255.310
20.42
18.16
S
FEMSA
1,859.773
12/08/24
-0.45
1,893.334
1,592.932
300.402
18.86
18.03
L
Aerop. Sureste
4,539.184
12/08/24
0.24
4,523.687
3,253.418
1,270.270
39.04
17.13
Arca Continental
1,648.841
12/08/24
-0.93
1,664.161
1,263.420
400.741
31.72
17.08
S
Bolsa Mexicana
262.734
12/08/24
-0.17
331.982
273.384
58.598
21.43
15.05
S
Vesta
498.017
12/08/24
-0.23
567.354
473.960
93.394
19.71
15.58
Becle
275.397
12/08/24
3.67
361.736
333.598
28.137
8.43
13.30
L
Genomma Lab
166.212
12/08/24
130.969
111.589
19.380
17.37
12.77
S
Alfa
92.891
12/08/24
1.65
108.034
91.072
16.961
18.62
12.97
S
Kimberly-Clark
302.317
12/08/24
-1.01
336.055
277.971
58.085
20.90
9.03
⇓ instrument
freshest
⇓ Δday
18/03/24
⇓ Δwk
16/10/23
prc diff
⇓ Δ22
∅-RS
Gruma
3,294.495
12/08/24
-0.21
2,614.768
2,423.508
191.260
7.89
8.96
Pinfra
1,540.453
12/08/24
-1.38
1,543.287
1,310.458
232.829
17.77
8.34
S
Elektra
8,367.737
26/07/24
10,194.214
9,907.704
286.510
2.89
7.26
S
WalMex
554.691
12/08/24
0.50
588.783
508.320
80.463
15.83
4.55
Peñoles
2,140.040
12/08/24
-0.26
2,021.912
1,744.386
277.526
15.91
3.12
S
Orbia Advance
185.694
12/08/24
-3.23
304.531
305.743
-1.212
-0.40
0.96
L
America Movil
143.366
12/08/24
0.12
139.293
127.601
11.691
9.16
0.06
L
Aerop. Pacifico
2,585.458
12/08/24
0.72
2,209.199
2,051.129
158.070
7.71
-6.69
Aerop. Centro Norte
1,368.308
12/08/24
2.22
1,294.013
1,246.073
47.940
3.85
-9.49
Bimbo
605.608
12/08/24
-0.84
630.314
654.437
-24.122
-3.69
-10.54
Televisa
68.716
12/08/24
-1.15
84.567
85.818
-1.251
-1.46
-19.52
IPC - 35 out of 35 instruments rated - 18/03/24 / 16/10/23 - 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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