Assessment - IPC Mexico in Japanese yen - 3/01/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
3/01/22
⇓ Δwk
2/08/21
prc diff
⇓ Δ22
∅-RS
S
IPC
298,133.572
12/08/24
-0.02
297,574.857
279,617.938
17,956.919
6.42
11.73
L
America Movil
91.002
12/08/24
0.12
120.961
91.631
29.330
32.01
39.44
Bimbo
384.412
12/08/24
-0.84
351.136
262.251
88.885
33.89
39.02
Chedraui
815.252
12/08/24
2.44
240.068
172.269
67.799
39.36
35.29
Gentera
118.713
12/08/24
0.05
76.894
63.763
13.131
20.59
33.04
L
Aerop. Pacifico
1,641.128
12/08/24
0.72
1,599.364
1,254.968
344.397
27.44
29.48
Inbursa
248.668
12/08/24
-2.28
137.880
106.308
31.573
29.70
28.86
S
Banco del Bajio
292.623
12/08/24
0.64
214.043
200.742
13.301
6.63
23.31
S
Alsea
310.329
12/08/24
0.47
224.498
220.695
3.803
1.72
23.31
L
Aerop. Sureste
2,881.262
12/08/24
0.24
2,372.797
1,986.368
386.429
19.45
19.24
Arca Continental
1,046.607
12/08/24
-0.93
722.395
668.517
53.878
8.06
18.17
Gruma
2,091.191
12/08/24
-0.21
1,476.042
1,192.084
283.958
23.82
17.75
S
WalMex
352.092
12/08/24
0.50
415.832
366.415
49.418
13.49
15.58
S
Alfa
58.963
12/08/24
1.65
85.999
82.616
3.383
4.09
14.03
S
Banorte
774.613
12/08/24
0.58
759.437
710.073
49.364
6.95
13.68
Coca-Cola FEMSA
931.267
12/08/24
-0.41
629.257
619.321
9.936
1.60
13.48
Liverpool
749.600
12/08/24
0.22
489.185
512.959
-23.774
-4.63
12.83
Aerop. Centro Norte
868.538
12/08/24
2.22
768.824
667.363
101.461
15.20
12.08
Cementos Chihuahua
877.363
12/08/24
-2.81
883.939
898.227
-14.288
-1.59
11.83
Becle
174.809
12/08/24
3.67
288.182
272.750
15.433
5.66
11.59
L
Genomma Lab
105.504
12/08/24
120.006
105.868
14.138
13.35
10.23
Carso
662.364
12/08/24
-1.65
363.896
352.178
11.718
3.33
8.94
Pinfra
977.808
12/08/24
-1.38
901.027
826.384
74.642
9.03
7.63
S
Vesta
316.118
12/08/24
-0.23
222.249
213.879
8.370
3.91
5.81
S
Regional
713.851
12/08/24
-0.39
595.925
667.198
-71.273
-10.68
5.97
⇓ instrument
freshest
⇓ Δday
3/01/22
⇓ Δwk
2/08/21
prc diff
⇓ Δ22
∅-RS
Quálitas
925.983
12/08/24
-2.49
581.761
536.815
44.946
8.37
4.91
S
Orbia Advance
117.870
12/08/24
-3.23
293.691
306.720
-13.029
-4.25
4.00
S
FEMSA
1,180.497
12/08/24
-0.45
894.338
944.675
-50.337
-5.33
2.82
S
Elektra
5,311.448
26/07/24
8,208.898
8,849.415
-640.517
-7.24
1.38
Megacable
238.719
12/08/24
-0.72
375.980
384.884
-8.903
-2.31
-0.13
México
596.881
12/08/24
1.09
500.764
501.635
-0.871
-0.17
-0.62
S
Cemex
66.888
12/08/24
-0.75
77.456
88.498
-11.042
-12.48
-0.89
S
Bolsa Mexicana
166.771
12/08/24
-0.17
218.877
221.300
-2.423
-1.09
-3.59
S
Kimberly-Clark
191.897
12/08/24
-1.01
175.484
175.952
-0.468
-0.27
-4.69
Televisa
43.618
12/08/24
-1.15
217.865
291.274
-73.409
-25.20
-7.12
Peñoles
1,358.397
12/08/24
-0.26
1,312.362
1,512.271
-199.909
-13.22
-13.16
IPC - 35 out of 35 instruments rated - 3/01/22 / 2/08/21 - 22 did rise, Market-Ratio(22) in JPY = 62.86 %
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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