Assessment - IPC Mexico in Japanese yen - 9/05/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
9/05/22
⇓ Δwk
6/12/21
prc diff
⇓ Δ22
∅-RS
S
IPC
340,340.183
12/08/24
-0.02
314,783.420
270,658.422
44,124.998
16.30
8.83
Inbursa
283.871
12/08/24
-2.28
219.641
112.691
106.950
94.91
70.48
Chedraui
930.667
12/08/24
2.44
330.135
201.260
128.875
64.03
57.71
S
Banco del Bajio
334.049
12/08/24
0.64
317.751
196.767
120.984
61.49
44.23
Gentera
135.519
12/08/24
0.05
96.249
65.197
31.052
47.63
35.31
Bimbo
438.833
12/08/24
-0.84
387.115
300.633
86.482
28.77
29.51
Liverpool
855.721
12/08/24
0.22
656.613
471.888
184.725
39.15
29.21
L
Aerop. Pacifico
1,873.461
12/08/24
0.72
1,778.816
1,350.950
427.866
31.67
26.09
S
Regional
814.911
12/08/24
-0.39
796.046
532.806
263.240
49.41
24.36
L
Aerop. Sureste
3,289.160
12/08/24
0.24
2,662.898
2,232.311
430.588
19.29
20.97
Aerop. Centro Norte
991.496
12/08/24
2.22
885.365
688.926
196.440
28.51
20.60
Arca Continental
1,194.775
12/08/24
-0.93
827.680
696.521
131.159
18.83
19.54
L
America Movil
103.885
12/08/24
0.12
121.338
104.133
17.205
16.52
19.52
S
Alsea
354.262
12/08/24
0.47
268.279
208.320
59.959
28.78
18.85
Gruma
2,387.240
12/08/24
-0.21
1,580.478
1,349.987
230.491
17.07
18.19
Quálitas
1,057.074
12/08/24
-2.49
670.537
511.359
159.178
31.13
17.77
Coca-Cola FEMSA
1,063.106
12/08/24
-0.41
705.636
573.936
131.700
22.95
15.94
Carso
756.135
12/08/24
-1.65
418.492
323.471
95.022
29.38
15.62
S
Banorte
884.275
12/08/24
0.58
854.373
696.039
158.334
22.75
15.06
México
681.381
12/08/24
1.09
603.997
494.298
109.699
22.19
14.97
Becle
199.557
12/08/24
3.67
313.195
271.163
42.032
15.50
14.52
L
Genomma Lab
120.440
12/08/24
126.600
101.994
24.606
24.13
12.94
S
WalMex
401.937
12/08/24
0.50
445.827
375.083
70.744
18.86
12.77
S
Bolsa Mexicana
190.381
12/08/24
-0.17
248.580
197.195
51.385
26.06
11.34
S
Vesta
360.871
12/08/24
-0.23
234.656
198.211
36.445
18.39
10.80
⇓ instrument
freshest
⇓ Δday
9/05/22
⇓ Δwk
6/12/21
prc diff
⇓ Δ22
∅-RS
Pinfra
1,116.236
12/08/24
-1.38
920.079
823.064
97.016
11.79
7.30
S
Orbia Advance
134.557
12/08/24
-3.23
311.784
270.522
41.262
15.25
5.89
Cementos Chihuahua
1,001.570
12/08/24
-2.81
867.720
804.184
63.536
7.90
4.02
S
Alfa
67.310
12/08/24
1.65
86.047
84.077
1.970
2.34
3.88
Megacable
272.514
12/08/24
-0.72
376.656
336.842
39.814
11.82
2.99
S
Kimberly-Clark
219.063
12/08/24
-1.01
176.778
171.041
5.736
3.35
-0.68
S
FEMSA
1,347.619
12/08/24
-0.45
905.706
802.686
103.020
12.83
-1.70
Peñoles
1,550.705
12/08/24
-0.26
1,292.500
1,362.021
-69.521
-5.10
-11.12
S
Elektra
6,063.387
26/07/24
7,060.209
7,475.871
-415.662
-5.56
-14.49
Televisa
49.793
12/08/24
-1.15
209.567
228.162
-18.595
-8.15
-18.43
S
Cemex
76.358
12/08/24
-0.75
52.167
68.887
-16.720
-24.27
-30.17
IPC - 35 out of 35 instruments rated - 9/05/22 / 6/12/21 - 31 did rise, Market-Ratio(22) in JPY = 88.57 %
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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