Assessment - IPC Mexico in Japanese yen - 30/08/21 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
30/08/21
⇓ Δwk
29/03/21
prc diff
⇓ Δ22
∅-RS
S
IPC
289,732.208
12/08/24
-0.02
287,338.002
254,572.801
32,765.201
12.87
23.17
S
Banco del Bajio
284.377
12/08/24
0.64
207.356
143.795
63.561
44.20
59.17
S
Alsea
301.584
12/08/24
0.47
217.079
170.080
46.999
27.63
52.06
S
Regional
693.735
12/08/24
-0.39
665.057
531.140
133.917
25.21
51.80
S
Cemex
65.004
12/08/24
-0.75
89.858
74.323
15.535
20.90
45.74
Televisa
42.389
12/08/24
-1.15
282.356
208.255
74.101
35.58
44.94
L
America Movil
88.438
12/08/24
0.12
106.191
76.083
30.108
39.57
39.79
Cementos Chihuahua
852.639
12/08/24
-2.81
899.452
755.922
143.530
18.99
35.14
Gentera
115.368
12/08/24
0.05
60.797
49.424
11.373
23.01
33.43
Liverpool
728.477
12/08/24
0.22
494.245
391.664
102.582
26.19
32.27
Arca Continental
1,017.114
12/08/24
-0.93
691.933
561.157
130.776
23.30
28.62
S
Orbia Advance
114.548
12/08/24
-3.23
311.252
300.599
10.653
3.54
28.02
Coca-Cola FEMSA
905.024
12/08/24
-0.41
627.967
508.907
119.060
23.40
26.05
Carso
643.699
12/08/24
-1.65
354.297
312.915
41.382
13.22
25.83
S
Banorte
752.785
12/08/24
0.58
702.093
623.804
78.289
12.55
24.47
S
WalMex
342.170
12/08/24
0.50
386.034
353.969
32.065
9.06
23.47
Bimbo
373.579
12/08/24
-0.84
272.141
235.499
36.642
15.56
22.69
S
FEMSA
1,147.230
12/08/24
-0.45
947.413
841.922
105.491
12.53
22.67
S
Elektra
5,161.772
26/07/24
8,741.118
7,378.161
1,362.956
18.47
20.68
México
580.061
12/08/24
1.09
506.591
552.093
-45.503
-8.24
18.97
L
Aerop. Sureste
2,800.068
12/08/24
0.24
1,964.363
1,896.577
67.786
3.57
17.27
L
Aerop. Pacifico
1,594.881
12/08/24
0.72
1,241.841
1,126.686
115.155
10.22
14.98
Chedraui
792.278
12/08/24
2.44
170.484
170.453
0.031
0.02
11.90
S
Alfa
57.301
12/08/24
1.65
77.731
64.246
13.485
20.99
7.55
Inbursa
241.660
12/08/24
-2.28
105.098
100.662
4.436
4.41
7.33
⇓ instrument
freshest
⇓ Δday
30/08/21
⇓ Δwk
29/03/21
prc diff
⇓ Δ22
∅-RS
Becle
169.883
12/08/24
3.67
263.510
248.455
15.055
6.06
6.66
Aerop. Centro Norte
844.063
12/08/24
2.22
667.187
691.036
-23.849
-3.45
6.35
S
Kimberly-Clark
186.489
12/08/24
-1.01
188.947
184.049
4.898
2.66
4.72
Megacable
231.992
12/08/24
-0.72
382.592
398.648
-16.056
-4.03
2.36
Gruma
2,032.262
12/08/24
-0.21
1,228.567
1,306.256
-77.689
-5.95
1.81
S
Vesta
307.210
12/08/24
-0.23
204.297
234.593
-30.296
-12.91
2.12
L
Genomma Lab
102.531
12/08/24
106.682
109.086
-2.403
-2.20
-0.24
Pinfra
950.253
12/08/24
-1.38
823.251
890.653
-67.403
-7.57
-0.96
Quálitas
899.889
12/08/24
-2.49
517.133
599.065
-81.932
-13.68
-0.82
Peñoles
1,320.118
12/08/24
-0.26
1,548.067
1,441.787
106.280
7.37
-3.34
S
Bolsa Mexicana
162.072
12/08/24
-0.17
222.487
223.130
-0.643
-0.29
-5.16
IPC - 35 out of 35 instruments rated - 30/08/21 / 29/03/21 - 26 did rise, Market-Ratio(22) in JPY = 74.29 %
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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