Assessment - IPC Mexico in Pound sterling - 8/15/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
3/14/22
prc diff
⇓ Δ22
∅-RS
IPC
2,022.565
Fri
-0.55
2,029.873
-0.36
1,935.364
94.509
4.88
5.73
Inbursa
1.507
Fri
-1.34
1.584
-4.85
1.360
0.224
16.45
59.07
L
Bimbo
3.070
Fri
3.140
-2.23
2.023
1.117
55.21
40.12
L
Carso
3.257
Fri
-2.25
3.378
-3.61
2.326
1.053
45.26
33.10
L
Coca-Cola FEMSA
5.271
Fri
-0.06
5.213
1.12
3.882
1.331
34.29
24.63
Aerop. Pacifico
12.585
Fri
-1.85
12.519
0.53
9.839
2.680
27.23
23.09
L
Arca Continental
6.013
Fri
-0.29
5.898
1.95
4.683
1.215
25.95
22.33
Banco del Bajio
1.929
Fri
0.37
1.948
-1.01
1.788
0.160
8.95
21.94
Aerop. Sureste
18.395
Fri
-1.87
18.228
0.91
14.723
3.505
23.81
19.85
Telesites
0.913
Fri
-1.04
0.931
-1.93
0.916
0.015
1.62
17.70
L
Vesta
1.622
Fri
0.57
1.622
0.03
1.348
0.274
20.31
15.36
Aerop. Centro Norte
5.658
Fri
-1.93
5.696
-0.67
5.067
0.629
12.42
13.80
Liverpool
3.963
Fri
-1.28
3.888
1.93
3.676
0.212
5.77
12.15
Bolsa Mexicana
1.594
Fri
-0.57
1.601
-0.44
1.379
0.222
16.08
11.74
WalMex
2.981
Fri
-1.99
2.987
-0.21
2.784
0.203
7.28
10.00
S
America Movil
0.805
Fri
0.84
0.802
0.42
0.718
0.083
11.61
9.91
Pinfra
6.324
Fri
1.71
6.104
3.61
5.803
0.301
5.18
8.53
Banorte
5.305
Fri
1.51
5.185
2.30
5.175
0.011
0.20
6.46
S
Alfa
0.589
Fri
-0.98
0.582
1.22
0.544
0.038
7.04
5.97
Gruma
9.676
Fri
-0.14
9.701
-0.26
9.252
0.449
4.85
5.57
Regional
4.447
Fri
-3.14
4.508
-1.36
4.921
-0.413
-8.40
5.44
Becle
1.835
Fri
0.37
1.865
-1.57
1.690
0.175
10.37
5.02
L
Kimberly-Clark
1.255
Fri
1.42
1.146
9.54
0.972
0.174
17.87
1.96
S
Alsea
1.556
Fri
-1.84
1.593
-2.31
1.776
-0.184
-10.35
1.40
S
Quálitas
3.769
Fri
-1.20
3.791
-0.57
4.026
-0.235
-5.84
0.88
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
3/14/22
prc diff
⇓ Δ22
∅-RS
Cementos Chihuahua
5.078
Fri
0.55
5.305
-4.27
5.120
0.185
3.60
-0.31
S
México
3.309
Fri
-0.28
3.418
-3.20
3.973
-0.555
-13.96
-0.66
L
Elektra
48.037
Fri
-0.20
48.161
-0.26
47.097
1.064
2.26
-3.91
S
Genomma Lab
0.713
Fri
-0.12
0.705
1.18
0.686
0.018
2.69
-5.20
S
FEMSA
5.518
Fri
-1.28
5.407
2.06
6.039
-0.632
-10.47
-7.07
S
Orbia Advance
1.729
Fri
-0.26
1.760
-1.73
1.895
-0.135
-7.12
-7.33
L
Cemex
0.361
Fri
-2.48
0.378
-4.31
0.365
0.013
3.47
-8.33
Peñoles
7.271
Fri
0.05
7.989
-8.98
8.757
-0.769
-8.78
-9.98
S
Megacable
1.862
Fri
-0.47
1.896
-1.78
2.151
-0.255
-11.86
-14.96
S
Televisa
1.186
Fri
-2.14
1.236
-4.05
1.503
-0.267
-17.78
-18.64
Volaris
0.869
Fri
-5.71
0.945
-8.04
1.161
-0.216
-18.59
-21.52
IPC - 35 out of 35 instruments rated - 8/15/22 / 3/14/22 - 25 did rise, Market-Ratio(22) in GBP = 71.43 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Pound sterling * 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
1/02/06
1/09/06
7
- cash -
long
1/09/06
12/17/07
707
Orbia Advance
100
45,390
0.220
0.606
0.386
175
27,522
69
short
12/17/07
6/15/09
546
Cemex
100
21,790
1.263
0.625
2.551
1.288
102
55,585
60
long
6/15/09
6/04/18
3276
Gruma
100
87,488
0.635
8.247
7.612
1,198
721,507
33
short
6/04/18
1/20/20
595
Volaris
100
1,804,184
0.400
0.800
0.000
-0.400
-100
0
-100
long
1/20/20
3/09/20
49
Gentera
100
0
0.806
0.596
-0.210
-26
0
0
short
3/09/20
3/08/21
364
Alpek
100
0
0.409
0.650
0.169
-0.240
-59
0
0
long
3/08/21
8/19/22
529
Cemex
100
0
0.504
0.361
-0.142
-28
0
0
accum 1/09/06
8/19/22 6067
days out of 6074 invested (100%)
-100
0
-49
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Gruma long 6/15/09 6/04/18 3276 0.64 8.25 7.61 1,198.03 1,198.03
Orbia Advance long 1/09/06 12/17/07 707 0.22 0.61 0.39 175.22 175.22
Cemex short 12/17/07 6/15/09 546 1.26 0.63 2.55 1.29 101.97
long 3/08/21 8/19/22 529 0.50 0.36 -0.14 -28.24 44.92
Gentera long 1/20/20 3/09/20 49 0.81 0.60 -0.21 -26.09 -26.09
Alpek short 3/09/20 3/08/21 364 0.41 0.65 0.17 -0.24 -58.67 -58.67
Volaris short 6/04/18 1/20/20 595 0.40 0.80 0.00 -0.40 -99.97 -99.97
Annotations
2/23/17 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).
2/21/17 IPC index adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16 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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