Assessment - IPC Mexico - 23/08/21 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
23/08/21
⇓ Δwk
22/03/21
prc diff
⇓ Δ22
∅-RS
S
IPC
53,040.400
12/08/24
-0.02
52,054.600
47,225.400
4,829.200
10.23
17.24
S
Banco del Bajio
52.060
12/08/24
0.64
38.540
26.180
12.360
47.21
55.88
S
Regional
127.000
12/08/24
-0.39
122.590
99.500
23.090
23.21
47.47
S
Alsea
55.210
12/08/24
0.47
39.660
30.810
8.850
28.72
46.11
Televisa
7.760
12/08/24
-1.15
51.680
40.540
11.140
27.48
39.50
S
Cemex
11.900
12/08/24
-0.75
16.210
13.820
2.390
17.29
38.55
Cementos Chihuahua
156.090
12/08/24
-2.81
166.900
141.350
25.550
18.08
31.96
L
America Movil
16.190
12/08/24
0.12
18.780
14.260
4.520
31.70
30.10
Gentera
21.120
12/08/24
0.05
11.180
9.670
1.510
15.62
28.52
Liverpool
133.360
12/08/24
0.22
89.430
68.030
21.400
31.46
26.00
Coca-Cola FEMSA
165.680
12/08/24
-0.41
117.340
97.120
20.220
20.82
23.71
Arca Continental
186.200
12/08/24
-0.93
125.950
102.350
23.600
23.06
22.82
S
Orbia Advance
20.970
12/08/24
-3.23
56.380
54.800
1.580
2.88
21.98
S
WalMex
62.640
12/08/24
0.50
71.780
62.300
9.480
15.22
20.54
S
Banorte
137.810
12/08/24
0.58
127.940
115.950
11.990
10.34
19.38
S
FEMSA
210.020
12/08/24
-0.45
175.430
154.930
20.500
13.23
19.27
Carso
117.840
12/08/24
-1.65
63.680
54.590
9.090
16.65
18.83
Bimbo
68.390
12/08/24
-0.84
49.930
42.130
7.800
18.51
18.31
S
Elektra
944.950
26/07/24
1,604.670
1,391.760
212.910
15.30
16.41
L
Aerop. Sureste
512.600
12/08/24
0.24
348.720
368.330
-19.610
-5.32
9.38
México
106.190
12/08/24
1.09
88.560
101.810
-13.250
-13.01
9.23
Chedraui
145.040
12/08/24
2.44
31.460
31.310
0.150
0.48
8.25
L
Aerop. Pacifico
291.970
12/08/24
0.72
218.730
225.860
-7.130
-3.16
6.54
Inbursa
44.240
12/08/24
-2.28
19.040
18.810
0.230
1.22
1.97
Aerop. Centro Norte
154.520
12/08/24
2.22
120.820
138.860
-18.040
-12.99
1.15
⇓ instrument
freshest
⇓ Δday
23/08/21
⇓ Δwk
22/03/21
prc diff
⇓ Δ22
∅-RS
Becle
31.100
12/08/24
3.67
47.510
45.240
2.270
5.02
1.02
Megacable
42.470
12/08/24
-0.72
71.490
73.880
-2.390
-3.23
0.29
S
Alfa
10.490
12/08/24
1.65
13.810
12.220
1.590
13.01
0.18
S
Vesta
56.240
12/08/24
-0.23
38.050
43.740
-5.690
-13.01
-0.11
Gruma
372.040
12/08/24
-0.21
226.590
237.490
-10.900
-4.59
-1.67
S
Kimberly-Clark
34.140
12/08/24
-1.01
33.850
35.450
-1.600
-4.51
-1.74
Quálitas
164.740
12/08/24
-2.49
95.210
117.400
-22.190
-18.90
-4.24
Pinfra
173.960
12/08/24
-1.38
149.670
162.330
-12.660
-7.80
-5.69
L
Genomma Lab
18.770
12/08/24
19.220
21.090
-1.870
-8.87
-5.98
S
Bolsa Mexicana
29.670
12/08/24
-0.17
41.180
42.450
-1.270
-2.99
-7.96
Peñoles
241.670
12/08/24
-0.26
277.520
282.170
-4.650
-1.65
-9.14
IPC - 35 out of 35 instruments rated - 23/08/21 / 22/03/21 - 22 did rise, Market-Ratio(22) = 62.86 %
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 7416
days out of 7423 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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