Assessment - IPC Mexico - 7/02/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
7/02/22
⇓ Δwk
6/09/21
prc diff
⇓ Δ22
∅-RS
S
IPC
53,040.400
12/08/24
-0.02
51,255.300
52,283.100
-1,027.800
-1.97
2.45
Inbursa
44.240
12/08/24
-2.28
30.490
19.000
11.490
60.47
50.48
S
Banco del Bajio
52.060
12/08/24
0.64
48.320
39.140
9.180
23.45
43.69
Gentera
21.120
12/08/24
0.05
14.630
11.080
3.550
32.04
30.59
S
Alsea
55.210
12/08/24
0.47
46.030
41.960
4.070
9.70
28.73
Bimbo
68.390
12/08/24
-0.84
62.000
49.970
12.030
24.07
27.64
Chedraui
145.040
12/08/24
2.44
43.240
31.550
11.690
37.05
27.31
L
Aerop. Pacifico
291.970
12/08/24
0.72
288.010
236.050
51.960
22.01
22.97
S
Regional
127.000
12/08/24
-0.39
123.270
119.500
3.770
3.15
15.61
L
America Movil
16.190
12/08/24
0.12
18.930
19.090
-0.160
-0.84
14.17
Liverpool
133.360
12/08/24
0.22
94.490
87.910
6.580
7.48
14.14
L
Aerop. Sureste
512.600
12/08/24
0.24
425.810
366.120
59.690
16.30
12.95
Gruma
372.040
12/08/24
-0.21
263.200
225.800
37.400
16.56
12.49
Quálitas
164.740
12/08/24
-2.49
113.650
96.680
16.970
17.55
11.24
Aerop. Centro Norte
154.520
12/08/24
2.22
139.540
121.010
18.530
15.31
9.15
Becle
31.100
12/08/24
3.67
51.100
50.720
0.380
0.75
6.41
S
WalMex
62.640
12/08/24
0.50
71.230
70.600
0.630
0.89
5.27
Arca Continental
186.200
12/08/24
-0.93
121.540
124.370
-2.830
-2.28
4.56
Coca-Cola FEMSA
165.680
12/08/24
-0.41
108.960
114.740
-5.780
-5.04
4.13
S
Banorte
137.810
12/08/24
0.58
130.110
127.380
2.730
2.14
2.94
L
Genomma Lab
18.770
12/08/24
20.610
19.510
1.100
5.64
2.42
S
Alfa
10.490
12/08/24
1.65
14.310
13.860
0.450
3.25
1.68
S
Vesta
56.240
12/08/24
-0.23
38.510
36.910
1.600
4.33
-0.52
Pinfra
173.960
12/08/24
-1.38
150.780
150.410
0.370
0.25
-1.86
Televisa
7.760
12/08/24
-1.15
43.250
50.490
-7.240
-14.34
-2.68
⇓ instrument
freshest
⇓ Δday
7/02/22
⇓ Δwk
6/09/21
prc diff
⇓ Δ22
∅-RS
Megacable
42.470
12/08/24
-0.72
66.030
68.780
-2.750
-4.00
-4.07
México
106.190
12/08/24
1.09
88.340
90.840
-2.500
-2.75
-5.02
S
FEMSA
210.020
12/08/24
-0.45
153.800
173.070
-19.270
-11.13
-5.40
Cementos Chihuahua
156.090
12/08/24
-2.81
139.440
159.480
-20.040
-12.57
-6.47
S
Orbia Advance
20.970
12/08/24
-3.23
48.520
58.230
-9.710
-16.68
-7.68
S
Bolsa Mexicana
29.670
12/08/24
-0.17
37.470
41.860
-4.390
-10.49
-8.44
S
Elektra
944.950
26/07/24
1,356.480
1,600.360
-243.880
-15.24
-9.70
Carso
117.840
12/08/24
-1.65
55.800
67.840
-12.040
-17.75
-9.74
S
Kimberly-Clark
34.140
12/08/24
-1.01
29.630
33.830
-4.200
-12.42
-11.61
S
Cemex
11.900
12/08/24
-0.75
12.330
16.170
-3.840
-23.75
-15.87
Peñoles
241.670
12/08/24
-0.26
217.310
284.050
-66.740
-23.50
-19.15
IPC - 35 out of 35 instruments rated - 7/02/22 / 6/09/21 - 20 did rise, Market-Ratio(22) = 57.14 %
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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