Assessment - IPC Mexico - 17/06/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
17/06/24
⇓ Δwk
15/01/24
prc diff
⇓ Δ22
∅-RS
S
IPC
53,040.400
12/08/24
-0.02
52,397.200
55,507.900
-3,110.700
-5.60
-3.46
L
Aerop. Sureste
512.600
12/08/24
0.24
564.720
468.000
96.720
20.67
19.58
Quálitas
164.740
12/08/24
-2.49
187.640
163.040
24.600
15.09
18.49
L
Genomma Lab
18.770
12/08/24
16.360
14.370
1.990
13.85
13.94
Chedraui
145.040
12/08/24
2.44
122.430
101.050
21.380
21.16
12.62
Megacable
42.470
12/08/24
-0.72
47.750
39.700
8.050
20.28
12.59
Liverpool
133.360
12/08/24
0.22
123.060
113.580
9.480
8.35
10.27
L
Aerop. Pacifico
291.970
12/08/24
0.72
302.170
271.370
30.800
11.35
9.04
México
106.190
12/08/24
1.09
94.050
86.780
7.270
8.38
8.19
Gruma
372.040
12/08/24
-0.21
330.590
312.480
18.110
5.80
8.13
Gentera
21.120
12/08/24
0.05
23.300
23.250
0.050
0.22
5.34
Coca-Cola FEMSA
165.680
12/08/24
-0.41
156.640
155.790
0.850
0.55
3.57
Arca Continental
186.200
12/08/24
-0.93
178.600
183.810
-5.210
-2.83
3.40
Peñoles
241.670
12/08/24
-0.26
239.300
223.500
15.800
7.07
2.13
Pinfra
173.960
12/08/24
-1.38
171.900
173.030
-1.130
-0.65
0.27
Cementos Chihuahua
156.090
12/08/24
-2.81
174.080
190.210
-16.130
-8.48
-0.84
S
FEMSA
210.020
12/08/24
-0.45
200.140
217.710
-17.570
-8.07
-1.69
L
America Movil
16.190
12/08/24
0.12
15.660
15.920
-0.260
-1.63
-2.07
Inbursa
44.240
12/08/24
-2.28
41.570
44.750
-3.180
-7.11
-3.34
Becle
31.100
12/08/24
3.67
35.020
32.070
2.950
9.20
-4.09
Aerop. Centro Norte
154.520
12/08/24
2.22
158.530
157.890
0.640
0.41
-5.21
S
Cemex
11.900
12/08/24
-0.75
12.050
13.050
-1.000
-7.66
-5.70
S
Alsea
55.210
12/08/24
0.47
59.980
61.290
-1.310
-2.14
-6.32
S
Elektra
944.950
26/07/24
1,080.400
1,158.270
-77.870
-6.72
-6.71
S
Bolsa Mexicana
29.670
12/08/24
-0.17
31.320
33.900
-2.580
-7.61
-7.30
⇓ instrument
freshest
⇓ Δday
17/06/24
⇓ Δwk
15/01/24
prc diff
⇓ Δ22
∅-RS
Carso
117.840
12/08/24
-1.65
129.540
169.400
-39.860
-23.53
-7.49
S
WalMex
62.640
12/08/24
0.50
61.250
70.570
-9.320
-13.21
-8.29
S
Vesta
56.240
12/08/24
-0.23
55.670
65.970
-10.300
-15.61
-8.90
S
Banco del Bajio
52.060
12/08/24
0.64
52.230
59.590
-7.360
-12.35
-9.77
S
Regional
127.000
12/08/24
-0.39
128.600
155.590
-26.990
-17.35
-9.82
S
Banorte
137.810
12/08/24
0.58
140.090
164.990
-24.900
-15.09
-11.97
Televisa
7.760
12/08/24
-1.15
9.870
9.550
0.320
3.35
-12.17
S
Kimberly-Clark
34.140
12/08/24
-1.01
32.050
37.390
-5.340
-14.28
-13.01
S
Alfa
10.490
12/08/24
1.65
10.230
13.240
-3.010
-22.73
-13.45
Bimbo
68.390
12/08/24
-0.84
66.520
84.740
-18.220
-21.50
-16.23
S
Orbia Advance
20.970
12/08/24
-3.23
26.780
34.340
-7.560
-22.02
-22.06
IPC - 35 out of 35 instruments rated - 17/06/24 / 15/01/24 - 15 did rise, Market-Ratio(22) = 42.86 %
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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