Assessment - IPC Mexico in Japanese yen - 23/03/20 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
23/03/20
⇓ Δwk
21/10/19
prc diff
⇓ Δ22
∅-RS
S
IPC
235,371.475
12/08/24
-0.02
146,281.558
246,096.452
-99,814.893
-40.56
-39.35
S
Elektra
4,193.299
26/07/24
6,229.265
7,863.221
-1,633.956
-20.78
-13.96
L
Genomma Lab
83.294
12/08/24
77.436
108.008
-30.572
-28.31
-21.97
Arca Continental
826.279
12/08/24
-0.93
459.867
597.418
-137.551
-23.02
-22.16
L
America Movil
71.845
12/08/24
0.12
63.546
88.334
-24.788
-28.06
-22.46
S
WalMex
277.971
12/08/24
0.50
228.669
321.530
-92.861
-28.88
-26.71
Quálitas
731.048
12/08/24
-2.49
257.247
470.587
-213.340
-45.33
-29.84
Gruma
1,650.960
12/08/24
-0.21
757.940
1,102.987
-345.047
-31.28
-29.60
Becle
138.009
12/08/24
3.67
122.034
172.813
-50.779
-29.38
-29.93
S
Kimberly-Clark
151.499
12/08/24
-1.01
144.044
219.985
-75.941
-34.52
-31.07
S
Bolsa Mexicana
131.663
12/08/24
-0.17
144.222
218.398
-74.176
-33.96
-33.40
S
Vesta
249.570
12/08/24
-0.23
113.558
180.127
-66.569
-36.96
-34.04
Coca-Cola FEMSA
735.220
12/08/24
-0.41
428.671
625.824
-197.153
-31.50
-34.75
Bimbo
303.487
12/08/24
-0.84
131.131
193.961
-62.830
-32.39
-35.39
S
FEMSA
931.982
12/08/24
-0.45
638.036
998.154
-360.118
-36.08
-36.27
Chedraui
643.628
12/08/24
2.44
104.505
151.892
-47.387
-31.20
-36.30
Pinfra
771.963
12/08/24
-1.38
648.953
1,017.148
-368.195
-36.20
-37.63
Megacable
188.464
12/08/24
-0.72
270.560
463.840
-193.280
-41.67
-38.47
Carso
522.925
12/08/24
-1.65
221.879
335.874
-113.995
-33.94
-39.36
México
471.228
12/08/24
1.09
166.454
277.419
-110.965
-40.00
-39.82
Peñoles
1,072.432
12/08/24
-0.26
709.260
1,283.908
-574.648
-44.76
-41.44
Cementos Chihuahua
692.663
12/08/24
-2.81
331.266
592.826
-261.560
-44.12
-42.47
L
Aerop. Sureste
2,274.708
12/08/24
0.24
932.870
1,722.234
-789.364
-45.83
-47.55
Televisa
34.436
12/08/24
-1.15
112.138
237.901
-125.764
-52.86
-47.79
S
Orbia Advance
93.056
12/08/24
-3.23
111.827
239.716
-127.889
-53.35
-51.11
⇓ instrument
freshest
⇓ Δday
23/03/20
⇓ Δwk
21/10/19
prc diff
⇓ Δ22
∅-RS
Liverpool
591.797
12/08/24
0.22
279.923
620.664
-340.741
-54.90
-51.50
S
Banorte
611.544
12/08/24
0.58
285.958
606.603
-320.645
-52.86
-52.46
S
Cemex
52.807
12/08/24
-0.75
18.815
43.884
-25.068
-57.12
-54.73
Inbursa
196.319
12/08/24
-2.28
62.037
137.774
-75.737
-54.97
-55.03
L
Aerop. Pacifico
1,295.643
12/08/24
0.72
494.836
1,095.957
-601.121
-54.85
-55.78
S
Regional
563.574
12/08/24
-0.39
233.062
552.684
-319.622
-57.83
-58.13
S
Banco del Bajio
231.021
12/08/24
0.64
79.655
181.148
-101.493
-56.03
-58.13
Aerop. Centro Norte
685.696
12/08/24
2.22
287.644
717.333
-429.688
-59.90
-58.45
Gentera
93.722
12/08/24
0.05
36.078
97.236
-61.158
-62.90
-63.17
S
Alfa
46.550
12/08/24
1.65
30.708
98.823
-68.115
-68.93
-66.50
S
Alsea
244.999
12/08/24
0.47
75.173
276.172
-200.999
-72.78
-69.36
IPC - 35 out of 35 instruments rated - 23/03/20 / 21/10/19 - 0 did rise, Market-Ratio(22) in JPY = 0.00 %
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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