Assessment - IPC Mexico - 1/07/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
29/01/24
prc diff
⇓ Δ22
∅-RS
S
IPC
53,040.400
12/08
-0.02
52,884.000
0.30
57,207.600
-4,323.600
-7.56
-3.46
L
Aerop. Sureste
512.600
12/08
0.24
555.880
-7.79
505.590
50.290
9.95
19.58
Quálitas
164.740
12/08
-2.49
189.050
-12.86
178.360
10.690
5.99
18.49
L
Genomma Lab
18.770
12/08
17.030
10.22
14.150
2.880
20.35
13.94
Chedraui
145.040
12/08
2.44
127.100
14.11
111.440
15.660
14.05
12.62
Megacable
42.470
12/08
-0.72
45.760
-7.19
44.430
1.330
2.99
12.59
Liverpool
133.360
12/08
0.22
133.050
0.23
117.410
15.640
13.32
10.27
L
Aerop. Pacifico
291.970
12/08
0.72
285.700
2.19
275.410
10.290
3.74
9.04
México
106.190
12/08
1.09
100.840
5.31
89.540
11.300
12.62
8.19
Gruma
372.040
12/08
-0.21
328.950
13.10
311.630
17.320
5.56
8.13
Gentera
21.120
12/08
0.05
23.420
-9.82
22.360
1.060
4.74
5.34
Coca-Cola FEMSA
165.680
12/08
-0.41
152.780
8.44
160.200
-7.420
-4.63
3.57
Arca Continental
186.200
12/08
-0.93
177.450
4.93
190.000
-12.550
-6.61
3.40
Peñoles
241.670
12/08
-0.26
238.510
1.32
238.660
-0.150
-0.06
2.13
Pinfra
173.960
12/08
-1.38
168.160
3.45
170.020
-1.860
-1.09
0.27
Cementos Chihuahua
156.090
12/08
-2.81
172.390
-9.46
195.780
-23.390
-11.95
-0.84
S
FEMSA
210.020
12/08
-0.45
198.670
5.71
234.490
-35.820
-15.28
-1.69
L
America Movil
16.190
12/08
0.12
15.730
2.92
15.510
0.220
1.42
-2.07
Inbursa
44.240
12/08
-2.28
44.120
0.27
50.040
-5.920
-11.83
-3.34
Becle
31.100
12/08
3.67
32.070
-3.02
33.500
-1.430
-4.27
-4.09
Aerop. Centro Norte
154.520
12/08
2.22
155.140
-0.40
158.650
-3.510
-2.21
-5.21
S
Cemex
11.900
12/08
-0.75
11.580
2.76
14.290
-2.710
-18.96
-5.70
S
Alsea
55.210
12/08
0.47
65.000
-15.06
68.000
-3.000
-4.41
-6.32
S
Elektra
944.950
26/07
1,060.780
-10.92
1,157.540
-96.760
-8.36
-6.71
S
Bolsa Mexicana
29.670
12/08
-0.17
31.230
-5.00
35.070
-3.840
-10.95
-7.30
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
29/01/24
prc diff
⇓ Δ22
∅-RS
Carso
117.840
12/08
-1.65
131.590
-10.45
168.980
-37.390
-22.13
-7.49
S
WalMex
62.640
12/08
0.50
62.530
0.18
70.500
-7.970
-11.30
-8.29
S
Vesta
56.240
12/08
-0.23
55.370
1.57
66.000
-10.630
-16.11
-8.90
S
Banco del Bajio
52.060
12/08
0.64
55.850
-6.79
64.440
-8.590
-13.33
-9.77
S
Regional
127.000
12/08
-0.39
138.350
-8.20
158.920
-20.570
-12.94
-9.82
S
Banorte
137.810
12/08
0.58
146.510
-5.94
171.160
-24.650
-14.40
-11.97
Televisa
7.760
12/08
-1.15
9.950
-22.01
10.980
-1.030
-9.38
-12.17
S
Kimberly-Clark
34.140
12/08
-1.01
31.270
9.18
38.460
-7.190
-18.69
-13.01
S
Alfa
10.490
12/08
1.65
10.640
-1.41
13.200
-2.560
-19.39
-13.45
Bimbo
68.390
12/08
-0.84
66.820
2.35
79.330
-12.510
-15.77
-16.23
S
Orbia Advance
20.970
12/08
-3.23
25.490
-17.73
34.030
-8.540
-25.10
-22.06
IPC - 35 out of 35 instruments rated - 1/07/24 / 29/01/24 - 11 did rise, Market-Ratio(22) = 31.43 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico * 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
2,427
4.120
13.250
9.130
222
32,159
83
short
17/12/07
15/06/09
546
Cemex
100
1,165
27.600
13.790
55.240
27.640
100
64,359
59
long
15/06/09
4/06/18
3276
Gruma
100
4,593
14.010
220.450
206.440
1,474
1,012,538
36
short
4/06/18
20/01/20
595
Volaris
100
94,718
10.690
19.830
1.550
-9.140
-86
146,816
-69
long
20/01/20
9/03/20
49
Gentera
100
7,344
19.990
16.580
-3.410
-17
121,772
-75
short
9/03/20
8/03/21
364
Alpek
100
10,691
11.390
19.230
3.550
-7.840
-69
37,955
-69
long
8/03/21
29/08/22
539
Cemex
100
2,545
14.910
7.820
-7.090
-48
19,911
-35
short
29/08/22
23/01/23
147
Volaris
100
1,065
18.680
20.930
16.430
-2.250
-12
17,515
-27
long
23/01/23
12/08/24
567
Banco del Bajio
100
250
69.780
52.060
-17.720
-25
13,085
-17
accum 9/01/06
12/08/24 6875
days out of 6882 invested (100%)
31
13,085
1
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 14.01 220.45 206.44 1,473.52 1,473.52
Orbia Advance long 9/01/06 17/12/07 707 4.12 13.25 9.13 221.60 221.60
Cemex short 17/12/07 15/06/09 546 27.60 13.79 55.24 27.64 100.14
long 8/03/21 29/08/22 539 14.91 7.82 -7.09 -47.55 4.97
Gentera long 20/01/20 9/03/20 49 19.99 16.58 -3.41 -17.06 -17.06
Banco del Bajio long 23/01/23 12/08/24 567 69.78 52.06 -17.72 -25.39 -25.39
Alpek short 9/03/20 8/03/21 364 11.39 19.23 3.55 -7.84 -68.83 -68.83
Volaris short 4/06/18 20/01/20 595 10.69 19.83 1.55 -9.14 -85.50
short 29/08/22 23/01/23 147 18.68 20.93 16.43 -2.25 -12.04 -87.25
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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