Assessment - IPC Mexico in Japanese yen - 30/05/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
30/05/22
⇓ Δwk
27/12/21
prc diff
⇓ Δ22
∅-RS
S
IPC
346,195.095
12/08/24
-0.02
340,462.424
295,410.111
45,052.313
15.25
16.56
Inbursa
288.755
12/08/24
-2.28
251.029
135.892
115.137
84.73
87.59
Chedraui
946.677
12/08/24
2.44
371.583
236.507
135.075
57.11
71.44
Carso
769.143
12/08/24
-1.65
533.583
350.878
182.704
52.07
44.84
S
Banco del Bajio
339.796
12/08/24
0.64
326.873
205.335
121.537
59.19
43.23
Gentera
137.850
12/08/24
0.05
100.516
75.378
25.138
33.35
37.73
L
America Movil
105.672
12/08/24
0.12
140.657
119.862
20.795
17.35
34.96
L
Aerop. Pacifico
1,905.690
12/08/24
0.72
1,891.070
1,568.803
322.267
20.54
31.08
Bimbo
446.382
12/08/24
-0.84
398.735
348.549
50.186
14.40
29.03
Aerop. Centro Norte
1,008.553
12/08/24
2.22
944.066
764.655
179.411
23.46
26.86
L
Aerop. Sureste
3,345.744
12/08/24
0.24
2,829.523
2,328.133
501.390
21.54
26.44
México
693.103
12/08/24
1.09
666.277
500.249
166.028
33.19
26.21
Liverpool
870.442
12/08/24
0.22
643.628
483.886
159.742
33.01
24.23
Arca Continental
1,215.329
12/08/24
-0.93
868.418
725.552
142.867
19.69
23.02
Coca-Cola FEMSA
1,081.395
12/08/24
-0.41
761.375
626.822
134.553
21.47
22.95
S
Regional
828.930
12/08/24
-0.39
795.055
580.730
214.325
36.91
21.89
S
Vesta
367.079
12/08/24
-0.23
256.903
226.801
30.102
13.27
20.57
S
Alsea
360.356
12/08/24
0.47
278.703
211.714
66.989
31.64
20.18
Quálitas
1,075.259
12/08/24
-2.49
675.088
574.074
101.014
17.60
17.82
Gruma
2,428.308
12/08/24
-0.21
1,584.562
1,454.542
130.019
8.94
16.37
S
WalMex
408.852
12/08/24
0.50
467.464
430.860
36.604
8.50
16.21
L
Genomma Lab
122.512
12/08/24
130.736
123.190
7.546
6.13
15.55
S
Orbia Advance
136.871
12/08/24
-3.23
338.230
289.089
49.140
17.00
14.70
S
Alfa
68.468
12/08/24
1.65
95.816
85.251
10.565
12.39
14.58
S
Bolsa Mexicana
193.656
12/08/24
-0.17
255.075
216.262
38.813
17.95
14.32
⇓ instrument
freshest
⇓ Δday
30/05/22
⇓ Δwk
27/12/21
prc diff
⇓ Δ22
∅-RS
S
Banorte
899.487
12/08/24
0.58
842.245
733.761
108.484
14.78
12.12
Cementos Chihuahua
1,018.801
12/08/24
-2.81
918.285
877.085
41.200
4.70
9.25
S
Kimberly-Clark
222.832
12/08/24
-1.01
193.265
172.721
20.543
11.89
8.98
Becle
202.990
12/08/24
3.67
296.065
284.042
12.023
4.23
7.44
S
FEMSA
1,370.802
12/08/24
-0.45
977.680
884.961
92.719
10.48
5.78
Peñoles
1,577.382
12/08/24
-0.26
1,519.553
1,338.674
180.879
13.51
5.35
Pinfra
1,135.438
12/08/24
-1.38
908.690
829.051
79.639
9.61
5.25
Televisa
50.650
12/08/24
-1.15
260.819
219.202
41.617
18.99
2.83
Megacable
277.202
12/08/24
-0.72
366.753
379.887
-13.135
-3.46
0.72
S
Elektra
6,167.696
26/07/24
7,580.206
7,730.696
-150.490
-1.95
-6.92
S
Cemex
77.671
12/08/24
-0.75
59.983
77.874
-17.891
-22.97
-17.14
IPC - 35 out of 35 instruments rated - 30/05/22 / 27/12/21 - 32 did rise, Market-Ratio(22) in JPY = 91.43 %
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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