Assessment - IPC Mexico in Japanese yen - 12/09/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
12/09/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ22
∅-RS
S
IPC
380,529.047
12/08/24
-0.02
343,366.763
342,664.936
701.827
0.20
12.91
Chedraui
1,040.564
12/08/24
2.44
423.213
312.819
110.395
35.29
56.49
Inbursa
317.392
12/08/24
-2.28
245.147
255.880
-10.733
-4.19
47.90
Bimbo
490.652
12/08/24
-0.84
528.748
367.493
161.255
43.88
44.03
Gentera
151.522
12/08/24
0.05
120.887
103.497
17.390
16.80
42.61
Coca-Cola FEMSA
1,188.642
12/08/24
-0.41
919.677
692.329
227.348
32.84
37.47
Arca Continental
1,335.859
12/08/24
-0.93
1,013.302
807.528
205.774
25.48
30.87
Carso
845.422
12/08/24
-1.65
534.918
460.420
74.498
16.18
31.16
S
Banco del Bajio
373.495
12/08/24
0.64
334.180
333.833
0.347
0.10
29.96
L
Aerop. Sureste
3,677.559
12/08/24
0.24
3,172.773
2,549.297
623.476
24.46
28.82
L
Aerop. Pacifico
2,094.688
12/08/24
0.72
2,125.394
1,873.767
251.627
13.43
28.48
Liverpool
956.768
12/08/24
0.22
708.321
666.344
41.977
6.30
27.97
Aerop. Centro Norte
1,108.577
12/08/24
2.22
1,007.993
909.767
98.226
10.80
25.40
S
WalMex
449.400
12/08/24
0.50
538.218
496.534
41.684
8.40
24.29
S
Regional
911.139
12/08/24
-0.39
826.195
795.385
30.810
3.87
22.24
S
Vesta
403.484
12/08/24
-0.23
274.418
231.342
43.075
18.62
22.39
S
Banorte
988.694
12/08/24
0.58
915.731
862.076
53.655
6.22
18.11
S
Kimberly-Clark
244.931
12/08/24
-1.01
208.486
175.599
32.887
18.73
17.64
S
Bolsa Mexicana
212.862
12/08/24
-0.17
265.522
267.393
-1.872
-0.70
17.02
Peñoles
1,733.819
12/08/24
-0.26
1,568.523
1,572.776
-4.254
-0.27
14.70
S
Alsea
396.094
12/08/24
0.47
278.005
292.497
-14.492
-4.95
11.51
México
761.842
12/08/24
1.09
604.150
715.041
-110.891
-15.51
11.33
Pinfra
1,248.046
12/08/24
-1.38
982.811
993.508
-10.697
-1.08
9.75
S
Alfa
75.259
12/08/24
1.65
95.705
92.172
3.533
3.83
9.41
Gruma
2,669.136
12/08/24
-0.21
1,583.804
1,607.947
-24.143
-1.50
7.75
⇓ instrument
freshest
⇓ Δday
12/09/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ22
∅-RS
L
America Movil
116.152
12/08/24
0.12
125.479
137.220
-11.741
-8.56
7.99
S
FEMSA
1,506.752
12/08/24
-0.45
972.623
993.697
-21.074
-2.12
6.89
Becle
223.121
12/08/24
3.67
296.515
302.752
-6.237
-2.06
5.47
Cementos Chihuahua
1,119.840
12/08/24
-2.81
862.928
846.599
16.329
1.93
3.82
Quálitas
1,181.898
12/08/24
-2.49
612.687
711.770
-99.082
-13.92
2.70
S
Orbia Advance
150.446
12/08/24
-3.23
281.807
330.939
-49.131
-14.85
-4.64
S
Elektra
6,779.378
26/07/24
7,374.058
7,931.202
-557.145
-7.02
-5.38
Megacable
304.694
12/08/24
-0.72
321.625
371.268
-49.643
-13.37
-6.50
S
Cemex
85.374
12/08/24
-0.75
57.395
57.379
0.015
0.03
-8.89
L
Genomma Lab
134.662
12/08/24
107.830
141.247
-33.417
-23.66
-7.98
Televisa
55.673
12/08/24
-1.15
188.685
278.089
-89.404
-32.15
-18.40
IPC - 35 out of 35 instruments rated - 12/09/22 / 11/04/22 - 19 did rise, Market-Ratio(22) in JPY = 54.29 %
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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