Assessment - IPC Mexico in Japanese yen - 10/06/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
10/06/24
⇓ Δwk
8/01/24
prc diff
⇓ Δ22
∅-RS
S
IPC
451,577.828
12/08/24
-0.02
452,277.666
479,970.803
-27,693.137
-5.77
-3.53
Quálitas
1,402.571
12/08/24
-2.49
1,701.918
1,390.157
311.761
22.43
26.33
L
Genomma Lab
159.805
12/08/24
150.695
122.397
28.298
23.12
22.10
L
Aerop. Sureste
4,364.198
12/08/24
0.24
4,840.037
4,128.305
711.732
17.24
19.18
Chedraui
1,234.848
12/08/24
2.44
1,091.305
867.127
224.178
25.85
17.21
Megacable
361.583
12/08/24
-0.72
415.391
332.379
83.012
24.98
14.06
Liverpool
1,135.407
12/08/24
0.22
1,073.511
969.167
104.344
10.77
12.05
México
904.085
12/08/24
1.09
816.478
784.332
32.146
4.10
9.30
Gruma
3,167.491
12/08/24
-0.21
2,846.519
2,719.929
126.591
4.65
8.27
L
Aerop. Pacifico
2,485.788
12/08/24
0.72
2,565.052
2,460.937
104.115
4.23
7.06
Gentera
179.812
12/08/24
0.05
202.970
203.481
-0.511
-0.25
6.92
Coca-Cola FEMSA
1,410.574
12/08/24
-0.41
1,376.348
1,295.901
80.448
6.21
5.59
Arca Continental
1,585.278
12/08/24
-0.93
1,511.548
1,532.825
-21.277
-1.39
1.27
Pinfra
1,481.069
12/08/24
-1.38
1,500.651
1,549.248
-48.597
-3.14
1.29
Cementos Chihuahua
1,328.926
12/08/24
-2.81
1,525.000
1,694.139
-169.139
-9.98
1.14
Peñoles
2,057.541
12/08/24
-0.26
2,014.036
2,022.498
-8.463
-0.42
-0.68
Inbursa
376.653
12/08/24
-2.28
368.394
397.897
-29.502
-7.41
-0.61
Carso
1,003.272
12/08/24
-1.65
1,188.618
1,573.282
-384.664
-24.45
-1.30
Aerop. Centro Norte
1,315.560
12/08/24
2.22
1,421.983
1,455.504
-33.521
-2.30
-1.86
S
FEMSA
1,788.078
12/08/24
-0.45
1,705.068
1,849.894
-144.826
-7.83
-2.89
Becle
264.781
12/08/24
3.67
306.498
287.389
19.110
6.65
-3.28
S
Alsea
470.049
12/08/24
0.47
529.050
535.604
-6.553
-1.22
-4.00
L
America Movil
137.839
12/08/24
0.12
132.220
131.463
0.757
0.58
-4.74
S
Bolsa Mexicana
252.606
12/08/24
-0.17
278.573
293.119
-14.546
-4.96
-4.84
S
Cemex
101.315
12/08/24
-0.75
103.784
111.876
-8.093
-7.23
-5.83
⇓ instrument
freshest
⇓ Δday
10/06/24
⇓ Δwk
8/01/24
prc diff
⇓ Δ22
∅-RS
S
Regional
1,081.259
12/08/24
-0.39
1,150.391
1,350.214
-199.823
-14.80
-6.49
S
Vesta
478.819
12/08/24
-0.23
488.184
556.987
-68.803
-12.35
-7.55
S
WalMex
533.307
12/08/24
0.50
531.264
599.924
-68.660
-11.44
-8.10
S
Elektra
8,045.159
26/07/24
9,055.583
9,948.183
-892.600
-8.97
-9.70
Televisa
66.067
12/08/24
-1.15
88.203
89.125
-0.921
-1.03
-10.16
S
Kimberly-Clark
290.663
12/08/24
-1.01
287.342
318.095
-30.753
-9.67
-10.01
S
Alfa
89.310
12/08/24
1.65
91.524
114.699
-23.175
-20.21
-10.35
S
Banco del Bajio
443.231
12/08/24
0.64
443.571
510.115
-66.544
-13.04
-11.26
Bimbo
582.262
12/08/24
-0.84
603.632
737.888
-134.256
-18.19
-12.74
S
Banorte
1,173.293
12/08/24
0.58
1,180.019
1,424.114
-244.095
-17.14
-14.08
S
Orbia Advance
178.535
12/08/24
-3.23
226.724
305.351
-78.627
-25.75
-24.37
IPC - 35 out of 35 instruments rated - 10/06/24 / 8/01/24 - 12 did rise, Market-Ratio(22) in JPY = 34.29 %
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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