Assessment - IPC Mexico in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		IPC	2,883.289	12/08/24	-0.02	2,874.787	0.30	3,397.262	-522.475	-15.38		-8.90
								Chedraui	7.884	12/08/24	2.44	6.909	14.11	6.073	0.836	13.77		8.69
								Megacable	2.309	12/08/24	-0.72	2.488	-7.19	2.245	0.243	10.81		0.59
						L		Genomma Lab	1.020	12/08/24		0.926	10.22	0.838	0.087	10.44		10.43
								Liverpool	7.249	12/08/24	0.22	7.233	0.23	6.842	0.391	5.71		11.32
						L		Aerop. Sureste	27.865	12/08/24	0.24	30.218	-7.79	29.450	0.768	2.61		9.81
								Quálitas	8.955	12/08/24	-2.49	10.277	-12.86	10.158	0.119	1.17		10.45
								México	5.773	12/08/24	1.09	5.482	5.31	5.575	-0.094	-1.68		8.22
								Gruma	20.224	12/08/24	-0.21	17.882	13.10	18.419	-0.538	-2.92		0.04
						S		Alsea	3.001	12/08/24	0.47	3.533	-15.06	3.798	-0.265	-6.97		-5.19
						L		America Movil	0.880	12/08/24	0.12	0.855	2.92	0.932	-0.077	-8.23		-7.84
								Gentera	1.148	12/08/24	0.05	1.273	-9.82	1.396	-0.123	-8.80		-1.58
						S		Banco del Bajio	2.830	12/08/24	0.64	3.036	-6.79	3.363	-0.327	-9.71		-9.73
								Becle	1.691	12/08/24	3.67	1.743	-3.02	1.970	-0.226	-11.49		-17.74
						L		Aerop. Pacifico	15.872	12/08/24	0.72	15.531	2.19	17.549	-2.018	-11.50		-3.56
								Peñoles	13.137	12/08/24	-0.26	12.965	1.32	14.696	-1.730	-11.77		-4.71
								Arca Continental	10.122	12/08/24	-0.93	9.646	4.93	10.976	-1.330	-12.12		-4.08
								Coca-Cola FEMSA	9.006	12/08/24	-0.41	8.305	8.44	9.529	-1.224	-12.85		-5.71
								Inbursa	2.405	12/08/24	-2.28	2.398	0.27	2.765	-0.367	-13.27		-3.98
								Pinfra	9.457	12/08/24	-1.38	9.141	3.45	10.876	-1.735	-15.95		-8.26
						S		Elektra	51.368	26/07/24		57.664	-10.92	69.451	-11.787	-16.97		-14.43
						S		FEMSA	11.417	12/08/24	-0.45	10.800	5.71	13.083	-2.283	-17.45		-8.98
						S		Bolsa Mexicana	1.613	12/08/24	-0.17	1.698	-5.00	2.080	-0.383	-18.39		-13.38
								Televisa	0.422	12/08/24	-1.15	0.541	-22.01	0.671	-0.130	-19.43		-16.41
						S		Cemex	0.647	12/08/24	-0.75	0.629	2.76	0.783	-0.153	-19.57		-15.25
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		WalMex	3.405	12/08/24	0.50	3.399	0.18	4.237	-0.838	-19.77		-12.35
								Aerop. Centro Norte	8.400	12/08/24	2.22	8.433	-0.40	10.642	-2.208	-20.75		-13.04
								Cementos Chihuahua	8.485	12/08/24	-2.81	9.371	-9.46	11.845	-2.474	-20.88		-8.52
						S		Banorte	7.491	12/08/24	0.58	7.964	-5.94	10.109	-2.145	-21.22		-13.93
						S		Regional	6.904	12/08/24	-0.39	7.521	-8.20	9.606	-2.086	-21.71		-9.25
						S		Vesta	3.057	12/08/24	-0.23	3.010	1.57	3.992	-0.982	-24.60		-15.31
						S		Kimberly-Clark	1.856	12/08/24	-1.01	1.700	9.18	2.260	-0.560	-24.77		-20.35
						S		Alfa	0.570	12/08/24	1.65	0.578	-1.41	0.807	-0.229	-28.37		-15.79
								Bimbo	3.718	12/08/24	-0.84	3.632	2.35	5.088	-1.456	-28.61		-20.95
								Carso	6.406	12/08/24	-1.65	7.153	-10.45	11.224	-4.070	-36.27		-12.38
						S		Orbia Advance	1.140	12/08/24	-3.23	1.386	-17.73	2.227	-0.841	-37.78		-30.17
IPC - 35 out of 35 instruments rated - 1/07/24 / 1/01/24 - 6 did rise, Market-Ratio(26) in USD = 17.14 %
Stock Exchange Currency: MXN $ Mexican peso

 

 

Transactions IPC Mexico in Dollar * Mixed Straddles L10 - 81/66 (1) - S20 - 34/79 (2)

																⇐
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	13/02/06	35				Orbia Advance	100	25,634		0.390	0.445		0.054	14	11,395	290
13/02/06		24/04/06	70				- cash -
	24/04/06	29/05/06	35				México	100	10,099		1.128	1.037		-0.091	-8	10,472	-59
29/05/06		26/06/06	28				- cash -
short	26/06/06	3/07/06	7				Alfa	50	11,165		0.469	0.507	0.431	-0.038	-8	10,050	-99
							Inbursa	50	7,329		0.714	0.745	0.684	-0.030	-4	9,827	-90
3/07/06		21/08/06	49				- cash -
long	21/08/06	5/03/07	196				Alsea	100	9,847		0.998	1.589		0.591	59	15,649	138
5/03/07		2/04/07	28				- cash -
	2/04/07	11/06/07	70				Pinfra	100	5,740		2.726	3.666		0.940	34	21,042	368
11/06/07		19/11/07	161				- cash -
short	19/11/07	1/06/09	560				Alsea	50	8,456		1.244	0.537	2.884	1.639	132	34,904	73
							Cemex	50	4,067		2.586	1.087	6.151	3.565	138	49,402	76
long	31/03/08	5/05/08	35				Orbia Advance	100	28,918		1.708	2.441		0.732	43	70,578	4,027
	4/05/09	13/07/09	70				Elektra	100	1,624		43.448	39.223		-4.225	-10	63,717	-41
13/07/09		27/07/09	14				- cash -
	27/07/09	2/11/09	98				Gruma	100	50,379		1.265	1.817		0.552	44	91,538	286
2/11/09		11/01/10	70				- cash -
	11/01/10	25/01/10	14				Genomma Lab	100	72,821		1.257	1.133		-0.124	-10	82,497	-93
25/01/10		29/03/10	63				- cash -
	29/03/10	10/05/10	42				Genomma Lab	100	48,120		1.714	1.618		-0.097	-6	77,835	-40
10/05/10		2/08/10	84				- cash -
	2/08/10	9/08/10	7				Genomma Lab	100	44,735		1.740	1.848		0.108	6	82,688	2,242
9/08/10		25/10/10	77				- cash -
	25/10/10	31/01/11	98				Carso	100	29,636		2.790	2.864		0.074	3	84,874	10
31/01/11		25/04/11	84				- cash -
short	25/04/11	26/12/11	245				Cemex	50	49,547		0.857	0.548	1.338	0.482	56	108,741	94
							Banco Santander MX	50	32,615		1.301	1.083	1.563	0.262	20	117,272	31
long	5/12/11	19/12/11	14				Elektra	100	1,154		101.610	99.851		-1.758	-2	115,243	-37
26/12/11		20/02/12	56				- cash -
	20/02/12	12/03/12	21				Elektra	100	1,279		90.066	88.498		-1.568	-2	113,238	-26
12/03/12		23/07/12	133				- cash -
	23/07/12	18/02/13	210				Banorte	100	20,374		5.558	6.973		1.415	25	142,077	48
18/02/13		24/06/13	126				- cash -
short	24/06/13	16/06/14	357				Elektra	50	2,249		31.573	26.377	37.792	6.219	20	156,064	20
							Peñoles	50	2,394		29.683	24.290	36.273	6.590	22	171,840	23
long	5/08/13	19/08/13	14				Pinfra	100	15,571		11.036	10.153		-0.883	-8	158,095	-89
	2/09/13	9/09/13	7				Gruma	100	30,738		5.143	5.752		0.609	12	176,802	33,982
	9/12/13	23/12/13	14				Gruma	100	23,845		7.414	7.634		0.220	3	182,047	114
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	30/12/13	6/01/14	7				Gruma	100	24,057		7.567	7.840		0.273	4	188,606	533
	12/05/14	15/09/14	126				Gruma	100	18,299		10.307	10.627		0.320	3	194,465	9
15/09/14		1/12/14	77				- cash -
short	1/12/14	4/05/15	154				Alpek	50	66,014		1.473	1.380	1.573	0.100	7	201,041	17
							Genomma Lab	50	47,549		2.045	1.168	3.581	1.536	75	274,067	277
long	23/02/15	2/03/15	7				Gruma	100	23,038		11.896	12.848		0.952	8	295,997	5,436
	16/03/15	23/03/15	7				Volaris	100	268,645		1.102	1.183		0.081	7	317,836	3,993
	13/04/15	11/05/15	28				Volaris	100	260,755		1.219	1.257		0.038	3	327,766	49
11/05/15		26/10/15	168				- cash -
	26/10/15	30/11/15	35				Volaris	100	185,388		1.768	1.763		-0.005	0	326,926	-3
30/11/15		21/03/16	112				- cash -
	21/03/16	16/05/16	56				Volaris	100	157,323		2.078	2.067		-0.011	-1	325,117	-4
16/05/16		21/11/16	189				- cash -
short	21/11/16	10/04/17	140				Alfa	50	139,795		1.163	1.434	0.891	-0.272	-23	287,145	-50
							Lala	50	104,189		1.560	1.817	1.304	-0.256	-16	260,438	-37
long	27/03/17	17/04/17	21				Elektra	100	12,322		21.136	43.808		22.673	107	539,809	> 999,999
17/04/17		16/10/17	182				- cash -
short	16/10/17	6/01/20	812				Alfa	50	265,275		1.017	0.878	1.179	0.161	16	582,584	7
							Volaris	50	244,665		1.103	1.053	1.156	0.053	5	595,464	2
long	30/07/18	17/09/18	49				Alpek	100	353,558		1.684	1.545		-0.139	-8	546,241	-47
	4/02/19	4/03/19	28				Elektra	100	10,127		53.937	51.509		-2.429	-5	521,647	-45
	14/10/19	11/11/19	28				Volaris	100	484,492		1.077	1.093		0.017	2	529,668	22
6/01/20		9/03/20	63				- cash -
short	9/03/20	17/08/20	161				Alfa	50	483,512		0.548	0.671	0.425	-0.123	-22	470,134	-44
							Alpek	50	492,853		0.537	0.816	0.259	-0.278	-52	332,997	-81
long	1/06/20	13/07/20	42				Becle	100	189,437		1.758	1.809		0.051	3	342,698	28
17/08/20		23/11/20	98				- cash -
	23/11/20	1/02/21	70				Cemex	100	737,908		0.464	0.577		0.112	24	425,528	209
1/02/21		26/04/21	84				- cash -
	26/04/21	5/07/21	70				Cemex	100	555,113		0.767	0.845		0.078	10	468,816	66
5/07/21		20/06/22	350				- cash -
short	20/06/22	16/01/23	210				Cemex	50	659,143		0.356	0.508	0.204	-0.152	-43	368,610	-62
							Volaris	50	219,714		1.067	1.016	1.120	0.053	5	380,260	9
long	14/11/22	20/03/23	126				Peñoles	100	25,025		15.195	13.794		-1.401	-9	345,198	-24
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
20/03/23		21/08/23	154				- cash -
short	21/08/23	19/02/24	182				Televisa	50	187,500		0.921	0.671	1.263	0.342	37	409,393	89
							Volaris	50	178,057		0.969	0.748	1.256	0.287	30	460,505	68
long	18/12/23	12/02/24	56				Carso	100	49,046		9.389	8.908		-0.482	-5	436,879	-29
19/02/24		1/04/24	42				- cash -
	1/04/24	15/04/24	14				Alsea	100	87,887		4.971	4.455		-0.516	-10	391,537	-94
15/04/24		1/07/24	77				- cash -
short	1/07/24	12/08/24	42				Bimbo	50	53,895		3.632	3.718	3.547	-0.085	-2	386,937	-19
							Orbia Advance	50	141,285		1.386	1.140	1.684	0.299	22	429,133	445
accum	9/01/06	12/08/24	4736	days out of 7382 invested (64%)										4,191		429,133	34

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Alsea	long	21/08/06	5/03/07	196	1.00	1.59		0.59	59.25	100	59.25
	short	19/11/07	1/06/09	560	1.24	0.54	2.88	1.64	131.76	50	65.88
	long	1/04/24	15/04/24	14	4.97	4.45		-0.52	-10.38	100	-10.38	136.75
Cemex	short	19/11/07	1/06/09	560	2.59	1.09	6.15	3.56	137.84	50	68.92
	short	25/04/11	26/12/11	245	0.86	0.55	1.34	0.48	56.24		28.12
	long	23/11/20	1/02/21	70	0.46	0.58		0.11	24.17	100	24.17
	long	26/04/21	5/07/21	70	0.77	0.84		0.08	10.17		10.17
	short	20/06/22	16/01/23	210	0.36	0.51	0.20	-0.15	-42.75	50	-21.37	132.79
Gruma	long	27/07/09	2/11/09	98	1.26	1.82		0.55	43.66	100	43.66
	long	2/09/13	9/09/13	7	5.14	5.75		0.61	11.83		11.83
	long	9/12/13	23/12/13	14	7.41	7.63		0.22	2.97		2.97
	long	30/12/13	6/01/14	7	7.57	7.84		0.27	3.60		3.60
	long	12/05/14	15/09/14	126	10.31	10.63		0.32	3.11		3.11
	long	23/02/15	2/03/15	7	11.90	12.85		0.95	8.00		8.00	90.85
Elektra	long	4/05/09	13/07/09	70	43.45	39.22		-4.22	-9.72		-9.72
	long	5/12/11	19/12/11	14	101.61	99.85		-1.76	-1.73		-1.73
	long	20/02/12	12/03/12	21	90.07	88.50		-1.57	-1.74		-1.74
	short	24/06/13	16/06/14	357	31.57	26.38	37.79	6.22	19.70	50	9.85
	long	27/03/17	17/04/17	21	21.14	43.81		22.67	107.27	100	107.27
	long	4/02/19	4/03/19	28	53.94	51.51		-2.43	-4.50		-4.50	89.54
Orbia Advance	long	9/01/06	13/02/06	35	0.39	0.44		0.05	13.95		13.95
	long	31/03/08	5/05/08	35	1.71	2.44		0.73	42.86		42.86
	short	1/07/24	12/08/24	42	1.39	1.14	1.68	0.30	21.55	50	10.78	80.34
Volaris	long	16/03/15	23/03/15	7	1.10	1.18		0.08	7.38	100	7.38
	long	13/04/15	11/05/15	28	1.22	1.26		0.04	3.12		3.12
	long	26/10/15	30/11/15	35	1.77	1.76		-0.00	-0.26		-0.26
	long	21/03/16	16/05/16	56	2.08	2.07		-0.01	-0.55		-0.55
	short	16/10/17	6/01/20	812	1.10	1.05	1.16	0.05	4.77	50	2.39
	long	14/10/19	11/11/19	28	1.08	1.09		0.02	1.54	100	1.54
	short	20/06/22	16/01/23	210	1.07	1.02	1.12	0.05	4.97	50	2.49
	short	21/08/23	19/02/24	182	0.97	0.75	1.26	0.29	29.61		14.81	34.35
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Banorte	long	23/07/12	18/02/13	210	5.56	6.97		1.42	25.47	100	25.47	25.47
Genomma Lab	long	11/01/10	25/01/10	14	1.26	1.13		-0.12	-9.88		-9.88
	long	29/03/10	10/05/10	42	1.71	1.62		-0.10	-5.65		-5.65
	long	2/08/10	9/08/10	7	1.74	1.85		0.11	6.24		6.24
	short	1/12/14	4/05/15	154	2.04	1.17	3.58	1.54	75.11	50	37.55	24.25
Pinfra	long	2/04/07	11/06/07	70	2.73	3.67		0.94	34.46	100	34.46
	long	5/08/13	19/08/13	14	11.04	10.15		-0.88	-8.00		-8.00	23.71
Televisa	short	21/08/23	19/02/24	182	0.92	0.67	1.26	0.34	37.19	50	18.60	18.60
Banco Santander MX	short	25/04/11	26/12/11	245	1.30	1.08	1.56	0.26	20.10		10.05	10.05
Becle	long	1/06/20	13/07/20	42	1.76	1.81		0.05	2.91	100	2.91	2.91
Peñoles	short	24/06/13	16/06/14	357	29.68	24.29	36.27	6.59	22.20	50	11.10
	long	14/11/22	20/03/23	126	15.19	13.79		-1.40	-9.22	100	-9.22	0.86
Bimbo	short	1/07/24	12/08/24	42	3.63	3.72	3.55	-0.09	-2.35	50	-1.17	-1.17
Inbursa	short	26/06/06	3/07/06	7	0.71	0.74	0.68	-0.03	-4.26		-2.13	-2.13
Carso	long	25/10/10	31/01/11	98	2.79	2.86		0.07	2.64	100	2.64
	long	18/12/23	12/02/24	56	9.39	8.91		-0.48	-5.13		-5.13	-2.62
México	long	24/04/06	29/05/06	35	1.13	1.04		-0.09	-8.10		-8.10	-8.10
Lala	short	21/11/16	10/04/17	140	1.56	1.82	1.30	-0.26	-16.43	50	-8.21	-8.21
Alfa	short	26/06/06	3/07/06	7	0.47	0.51	0.43	-0.04	-8.07		-4.04
	short	21/11/16	10/04/17	140	1.16	1.43	0.89	-0.27	-23.36		-11.68
	short	16/10/17	6/01/20	812	1.02	0.88	1.18	0.16	15.85		7.92
	short	9/03/20	17/08/20	161	0.55	0.67	0.42	-0.12	-22.48		-11.24	-18.81
Alpek	short	1/12/14	4/05/15	154	1.47	1.38	1.57	0.10	6.76		3.38
	long	30/07/18	17/09/18	49	1.68	1.54		-0.14	-8.27	100	-8.27
	short	9/03/20	17/08/20	161	0.54	0.82	0.26	-0.28	-51.78	50	-25.89	-29.72

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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