Assessment - IPC Mexico in Pound sterling - 7/01/24 - RS = 10
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
4/22/24
prc diff
⇓ Δ10
⇓ ∅-RS
S
IPC
2,280.756
8/12/24
-0.02
2,274.030
0.30
2,670.087
-396.056
-14.83
-9.27
Becle
1.337
8/12/24
3.67
1.379
-3.02
1.508
-0.129
-8.53
-18.04
Chedraui
6.237
8/12/24
2.44
5.465
14.11
5.602
-0.136
-2.43
8.29
Aerop. Centro Norte
6.644
8/12/24
2.22
6.671
-0.40
7.704
-1.033
-13.41
-13.39
S
Alfa
0.451
8/12/24
1.65
0.458
-1.41
0.565
-0.108
-19.05
-16.09
México
4.566
8/12/24
1.09
4.336
5.31
4.754
-0.418
-8.79
7.75
L
Aerop. Pacifico
12.555
8/12/24
0.72
12.285
2.19
12.943
-0.658
-5.09
-4.00
S
Banco del Bajio
2.239
8/12/24
0.64
2.402
-6.79
2.907
-0.505
-17.39
-10.07
S
Banorte
5.926
8/12/24
0.58
6.300
-5.94
8.550
-2.250
-26.31
-14.25
S
WalMex
2.694
8/12/24
0.50
2.689
0.18
3.027
-0.338
-11.17
-12.70
S
Alsea
2.374
8/12/24
0.47
2.795
-15.06
3.505
-0.710
-20.25
-5.52
L
Aerop. Sureste
22.042
8/12/24
0.24
23.903
-7.79
25.482
-1.579
-6.20
9.29
Liverpool
5.735
8/12/24
0.22
5.721
0.23
6.714
-0.993
-14.79
10.79
L
America Movil
0.696
8/12/24
0.12
0.676
2.92
0.747
-0.071
-9.50
-8.22
Gentera
0.908
8/12/24
0.05
1.007
-9.82
1.246
-0.238
-19.15
-1.96
S
Elektra
40.633
7/26/24
45.614
-10.92
54.340
-8.727
-16.06
-14.74
L
Genomma Lab
0.807
8/12/24
0.732
10.22
0.725
0.008
1.04
10.00
S
Bolsa Mexicana
1.276
8/12/24
-0.17
1.343
-5.00
1.606
-0.263
-16.40
-13.74
Gruma
15.998
8/12/24
-0.21
14.145
13.10
15.812
-1.667
-10.54
-0.32
S
Vesta
2.418
8/12/24
-0.23
2.381
1.57
2.929
-0.548
-18.72
-15.63
Peñoles
10.392
8/12/24
-0.26
10.256
1.32
12.947
-2.691
-20.78
-5.10
S
Regional
5.461
8/12/24
-0.39
5.949
-8.20
7.316
-1.367
-18.68
-9.60
Coca-Cola FEMSA
7.124
8/12/24
-0.41
6.570
8.44
7.691
-1.122
-14.58
-6.09
S
FEMSA
9.031
8/12/24
-0.45
8.543
5.71
9.576
-1.033
-10.79
-9.31
Megacable
1.826
8/12/24
-0.72
1.968
-7.19
2.310
-0.343
-14.83
0.15
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
4/22/24
prc diff
⇓ Δ10
⇓ ∅-RS
S
Cemex
0.512
8/12/24
-0.75
0.498
2.76
0.663
-0.165
-24.88
-15.61
Bimbo
2.941
8/12/24
-0.84
2.873
2.35
3.352
-0.478
-14.28
-21.25
Arca Continental
8.007
8/12/24
-0.93
7.630
4.93
8.170
-0.539
-6.60
-4.47
S
Kimberly-Clark
1.468
8/12/24
-1.01
1.345
9.18
1.736
-0.391
-22.55
-20.68
Televisa
0.334
8/12/24
-1.15
0.428
-22.01
0.466
-0.038
-8.09
-16.85
Pinfra
7.480
8/12/24
-1.38
7.231
3.45
8.373
-1.142
-13.64
-8.64
Carso
5.067
8/12/24
-1.65
5.658
-10.45
6.653
-0.995
-14.95
-12.74
Inbursa
1.902
8/12/24
-2.28
1.897
0.27
2.371
-0.473
-19.97
-4.42
Quálitas
7.084
8/12/24
-2.49
8.129
-12.86
9.770
-1.640
-16.79
10.01
Cementos Chihuahua
6.712
8/12/24
-2.81
7.413
-9.46
9.195
-1.782
-19.38
-8.87
S
Orbia Advance
0.902
8/12/24
-3.23
1.096
-17.73
1.550
-0.454
-29.29
-30.43
IPC - 35 out of 35 instruments rated - 7/01/24 / 4/22/24 - 1 did rise, Market-Ratio(10) in GBP = 2.86 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Pound sterling * L10 - 81/66 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
1/09/06
7
- cash -
long
1/09/06
2/13/06
35
Orbia Advance
100
45,390
0.220
0.255
0.035
16
11,566
356
2/13/06
4/24/06
70
- cash -
4/24/06
5/29/06
35
México
100
18,263
0.633
0.558
-0.075
-12
10,188
-73
5/29/06
8/21/06
84
- cash -
8/21/06
3/05/07
196
Alsea
100
19,207
0.530
0.816
0.286
54
15,673
123
3/05/07
4/02/07
28
- cash -
4/02/07
6/11/07
70
Pinfra
100
11,314
1.385
1.861
0.475
34
21,052
366
6/11/07
3/31/08
294
- cash -
3/31/08
5/05/08
35
Orbia Advance
100
24,579
0.857
1.238
0.381
45
30,426
4,556
5/05/08
5/04/09
364
- cash -
5/04/09
7/13/09
70
Elektra
100
1,044
29.117
24.192
-4.925
-17
25,284
-62
7/13/09
7/27/09
14
- cash -
7/27/09
11/02/09
98
Gruma
100
32,831
0.770
1.105
0.335
43
36,272
283
11/02/09
1/11/10
70
- cash -
1/11/10
1/25/10
14
Genomma Lab
100
46,264
0.784
0.703
-0.081
-10
32,536
-94
1/25/10
3/29/10
63
- cash -
3/29/10
5/10/10
42
Genomma Lab
100
28,286
1.150
1.092
-0.058
-5
30,899
-36
5/10/10
8/02/10
84
- cash -
8/02/10
8/09/10
7
Genomma Lab
100
27,860
1.109
1.159
0.050
5
32,299
907
8/09/10
10/25/10
77
- cash -
10/25/10
1/31/11
98
Carso
100
18,155
1.779
1.807
0.028
2
32,798
6
1/31/11
12/05/11
308
- cash -
12/05/11
12/19/11
14
Elektra
100
503
65.130
64.235
-0.895
-1
32,348
-30
12/19/11
2/20/12
63
- cash -
2/20/12
3/12/12
21
Elektra
100
568
56.866
56.463
-0.403
-1
32,118
-12
3/12/12
7/23/12
133
- cash -
7/23/12
2/18/13
210
Banorte
100
9,026
3.558
4.494
0.936
26
40,563
50
2/18/13
8/05/13
168
- cash -
8/05/13
8/19/13
14
Pinfra
100
5,692
7.126
6.486
-0.640
-9
36,920
-91
8/19/13
9/02/13
14
- cash -
9/02/13
9/09/13
7
Gruma
100
11,269
3.276
3.665
0.389
12
41,301
34,541
9/09/13
12/09/13
91
- cash -
12/09/13
12/23/13
14
Gruma
100
9,151
4.513
4.667
0.154
3
42,708
139
12/23/13
12/30/13
7
- cash -
12/30/13
1/06/14
7
Gruma
100
9,313
4.585
4.775
0.190
4
44,476
730
1/06/14
5/12/14
126
- cash -
5/12/14
9/15/14
126
Gruma
100
7,279
6.110
6.546
0.436
7
47,651
22
9/15/14
2/23/15
161
- cash -
2/23/15
3/02/15
7
Gruma
100
6,190
7.697
8.362
0.665
9
51,767
7,420
3/02/15
3/16/15
14
- cash -
3/16/15
3/23/15
7
Volaris
100
69,650
0.743
0.791
0.048
6
55,107
2,506
3/23/15
4/13/15
21
- cash -
4/13/15
5/11/15
28
Volaris
100
66,337
0.831
0.806
-0.024
-3
53,499
-32
5/11/15
10/26/15
168
- cash -
10/26/15
11/30/15
35
Volaris
100
46,440
1.152
1.172
0.020
2
54,447
20
11/30/15
3/21/16
112
- cash -
3/21/16
5/16/16
56
Volaris
100
37,646
1.446
1.435
-0.011
-1
54,031
-5
5/16/16
3/27/17
315
- cash -
3/27/17
4/17/17
21
Elektra
100
3,211
16.824
34.855
18.030
107
111,927
> 999,999
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
4/17/17
7/30/18
469
- cash -
7/30/18
9/17/18
49
Alpek
100
87,369
1.281
1.173
-0.108
-8
102,514
-48
9/17/18
2/04/19
140
- cash -
2/04/19
3/04/19
28
Elektra
100
2,477
41.372
39.060
-2.312
-6
96,787
-53
3/04/19
10/14/19
224
- cash -
10/14/19
11/11/19
28
Volaris
100
113,199
0.855
0.850
-0.005
-1
96,186
-8
11/11/19
6/01/20
203
- cash -
6/01/20
7/13/20
42
Becle
100
68,233
1.410
1.433
0.024
2
97,800
16
7/13/20
11/23/20
133
- cash -
11/23/20
2/01/21
70
Cemex
100
281,312
0.348
0.421
0.074
21
118,571
173
2/01/21
4/26/21
84
- cash -
4/26/21
7/05/21
70
Cemex
100
214,936
0.552
0.609
0.057
10
130,922
68
7/05/21
11/14/22
497
- cash -
11/14/22
3/20/23
126
Peñoles
100
10,134
12.918
11.239
-1.679
-13
113,904
-33
3/20/23
12/18/23
273
- cash -
12/18/23
2/12/24
56
Carso
100
15,217
7.485
7.046
-0.439
-6
107,218
-33
2/12/24
4/01/24
49
- cash -
4/01/24
4/15/24
14
Alsea
100
27,071
3.961
3.577
-0.384
-10
96,837
-93
4/15/24
2/01/26
657
- cash -
accum 1/09/06
4/15/24 1750
days out of 7335 invested (24%)
868
96,837
61
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Gruma long 7/27/09 11/02/09 98 0.77 1.10 0.33 43.46
9/02/13 9/09/13 7 3.28 3.66 0.39 11.87
12/09/13 12/23/13 14 4.51 4.67 0.15 3.41
12/30/13 1/06/14 7 4.59 4.78 0.19 4.14
5/12/14 9/15/14 126 6.11 6.55 0.44 7.14
2/23/15 3/02/15 7 7.70 8.36 0.66 8.64 101.15
Orbia Advance 1/09/06 2/13/06 35 0.22 0.25 0.03 15.66
3/31/08 5/05/08 35 0.86 1.24 0.38 44.53 67.16
Elektra 5/04/09 7/13/09 70 29.12 24.19 -4.93 -16.91
12/05/11 12/19/11 14 65.13 64.24 -0.90 -1.37
2/20/12 3/12/12 21 56.87 56.46 -0.40 -0.71
3/27/17 4/17/17 21 16.82 34.85 18.03 107.17
2/04/19 3/04/19 28 41.37 39.06 -2.31 -5.59 59.14
Alsea 8/21/06 3/05/07 196 0.53 0.82 0.29 53.85
4/01/24 4/15/24 14 3.96 3.58 -0.38 -9.68 38.95
Cemex 11/23/20 2/01/21 70 0.35 0.42 0.07 21.24
4/26/21 7/05/21 70 0.55 0.61 0.06 10.42 33.87
Banorte 7/23/12 2/18/13 210 3.56 4.49 0.94 26.29 26.29
Pinfra 4/02/07 6/11/07 70 1.39 1.86 0.48 34.32
8/05/13 8/19/13 14 7.13 6.49 -0.64 -8.98 22.26
Volaris 3/16/15 3/23/15 7 0.74 0.79 0.05 6.45
4/13/15 5/11/15 28 0.83 0.81 -0.02 -2.92
10/26/15 11/30/15 35 1.15 1.17 0.02 1.77
3/21/16 5/16/16 56 1.45 1.44 -0.01 -0.76
10/14/19 11/11/19 28 0.86 0.85 -0.01 -0.62 3.73
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Becle 6/01/20 7/13/20 42 1.41 1.43 0.02 1.68 1.68
Carso 10/25/10 1/31/11 98 1.78 1.81 0.03 1.55
12/18/23 2/12/24 56 7.48 7.05 -0.44 -5.87 -4.41
Alpek 7/30/18 9/17/18 49 1.28 1.17 -0.11 -8.41 -8.41
Genomma Lab 1/11/10 1/25/10 14 0.78 0.70 -0.08 -10.30
3/29/10 5/10/10 42 1.15 1.09 -0.06 -5.03
8/02/10 8/09/10 7 1.11 1.16 0.05 4.53 -10.96
México 4/24/06 5/29/06 35 0.63 0.56 -0.08 -11.92 -11.92
Peñoles 11/14/22 3/20/23 126 12.92 11.24 -1.68 -13.00 -13.00
Annotations
3/14/24 IPC Component update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
2/23/17 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).
2/21/17 IPC index adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16 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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