Assessment - IPC Mexico in Japanese yen - 5/10/20 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
5/10/20
⇓ Δwk
4/05/20
prc diff
⇓ Δ22
∅-RS
S
IPC
262,540.502
12/08/24
-0.02
181,857.920
160,638.480
21,219.439
13.21
-8.18
Peñoles
1,196.223
12/08/24
-0.26
1,727.389
781.188
946.200
121.12
55.75
S
Cemex
58.903
12/08/24
-0.75
41.776
22.658
19.119
84.38
30.60
Becle
153.939
12/08/24
3.67
214.773
158.782
55.991
35.26
17.48
S
Bolsa Mexicana
146.861
12/08/24
-0.17
239.027
187.711
51.316
27.34
11.67
Gruma
1,841.532
12/08/24
-0.21
1,203.797
999.419
204.377
20.45
10.32
Cementos Chihuahua
772.618
12/08/24
-2.81
513.544
310.762
202.782
65.25
12.01
Bimbo
338.518
12/08/24
-0.84
195.369
159.444
35.925
22.53
8.89
México
525.622
12/08/24
1.09
270.161
225.077
45.084
20.03
4.58
S
Alfa
51.924
12/08/24
1.65
66.674
42.092
24.583
58.40
5.51
S
Vesta
278.378
12/08/24
-0.23
166.462
143.191
23.272
16.25
2.66
L
Genomma Lab
92.908
12/08/24
102.808
83.874
18.934
22.57
1.39
S
Orbia Advance
103.798
12/08/24
-3.23
182.599
127.997
54.602
42.66
1.91
L
Aerop. Pacifico
1,445.199
12/08/24
0.72
883.296
690.866
192.430
27.85
2.17
Quálitas
815.434
12/08/24
-2.49
415.439
418.221
-2.782
-0.67
-1.74
S
Kimberly-Clark
168.987
12/08/24
-1.01
171.610
151.980
19.630
12.92
-6.57
S
WalMex
310.057
12/08/24
0.50
257.143
254.537
2.607
1.02
-8.65
Aerop. Centro Norte
764.846
12/08/24
2.22
495.230
394.547
100.683
25.52
-8.14
Chedraui
717.922
12/08/24
2.44
118.944
128.218
-9.274
-7.23
-10.09
Arca Continental
921.657
12/08/24
-0.93
460.878
406.516
54.361
13.37
-10.59
L
America Movil
80.138
12/08/24
0.12
66.130
65.014
1.115
1.72
-11.29
S
Elektra
4,677.334
26/07/24
5,924.491
6,079.241
-154.750
-2.55
-11.38
Megacable
210.219
12/08/24
-0.72
309.017
270.967
38.051
14.04
-11.51
L
Aerop. Sureste
2,537.278
12/08/24
0.24
1,218.844
1,136.073
82.771
7.29
-11.88
Pinfra
861.071
12/08/24
-1.38
762.668
747.047
15.622
2.09
-12.72
⇓ instrument
freshest
⇓ Δday
5/10/20
⇓ Δwk
4/05/20
prc diff
⇓ Δ22
∅-RS
S
Banorte
682.135
12/08/24
0.58
376.137
299.101
77.036
25.76
-11.97
Inbursa
218.980
12/08/24
-2.28
81.078
64.484
16.594
25.73
-12.20
Televisa
38.411
12/08/24
-1.15
137.407
106.797
30.610
28.66
-12.05
Coca-Cola FEMSA
820.086
12/08/24
-0.41
444.147
419.502
24.646
5.88
-14.20
Liverpool
660.108
12/08/24
0.22
299.415
261.559
37.856
14.47
-14.58
Carso
583.287
12/08/24
-1.65
224.722
214.742
9.980
4.65
-15.89
S
Alsea
273.280
12/08/24
0.47
106.570
85.773
20.797
24.25
-19.34
S
FEMSA
1,039.561
12/08/24
-0.45
597.988
670.637
-72.649
-10.83
-22.19
S
Regional
628.627
12/08/24
-0.39
262.885
247.602
15.283
6.17
-26.82
S
Banco del Bajio
257.688
12/08/24
0.64
81.425
83.035
-1.610
-1.94
-27.50
Gentera
104.540
12/08/24
0.05
30.441
44.432
-13.991
-31.49
-46.54
IPC - 35 out of 35 instruments rated - 5/10/20 / 4/05/20 - 29 did rise, Market-Ratio(22) in JPY = 82.86 %
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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