Assessment - IPC Mexico - 4/15/24 - RS = 26
⇐
⇓ freshest
⇓ 4/15/24
⇓ 10/16/23
prc diff
⇓
∅-RS
IPC
55,415.700
Wed
-0.68
55,984.000
-1.02
49,832.200
6,151.800
12.35
3.58
Quálitas
194.520
Wed
1.75
188.790
3.04
137.860
50.930
36.94
31.12
L
Peñoles
305.190
Wed
307.710
-0.82
209.160
98.550
47.12
30.36
L
Gentera
26.900
Wed
-0.88
27.030
-0.48
21.280
5.750
27.02
27.46
L
Liverpool
138.120
Wed
0.47
133.980
3.09
87.540
46.440
53.05
24.42
Alsea
75.360
Wed
0.43
74.410
1.28
61.920
12.490
20.17
23.21
L
México
102.230
Wed
-1.58
103.590
-1.31
77.280
26.310
34.05
22.97
Inbursa
49.070
Wed
-0.67
49.840
-1.54
36.550
13.290
36.36
18.27
L
Megacable
48.740
Wed
-1.87
48.760
-0.04
38.020
10.740
28.25
17.26
Chedraui
117.430
Wed
-0.76
120.340
-2.42
104.370
15.970
15.30
14.55
Cementos Chihuahua
188.840
Wed
-1.23
189.270
-0.23
161.050
28.220
17.52
13.56
Cemex
13.920
Wed
-2.93
14.020
-0.71
11.580
2.440
21.07
13.01
L
Aerop. Sureste
515.300
Wed
-1.94
523.640
-1.59
390.100
133.540
34.23
12.65
Banorte
171.460
Wed
0.80
173.240
-1.03
149.890
23.350
15.58
10.67
Regional
152.400
Wed
-0.83
154.570
-1.40
131.850
22.720
17.23
9.97
Banco del Bajio
60.900
Wed
1.79
62.740
-2.93
55.250
7.490
13.56
9.08
Alfa
12.140
Wed
-0.65
12.510
-2.96
10.920
1.590
14.56
7.02
Coca-Cola FEMSA
155.660
Wed
-1.72
158.960
-2.08
134.290
24.670
18.37
6.27
Gruma
311.740
Wed
-1.61
313.780
-0.65
290.590
23.190
7.98
6.20
Carso
136.000
Wed
-0.80
137.070
-0.78
129.190
7.880
6.10
3.47
L
Pinfra
175.060
Wed
-0.42
177.530
-1.39
157.130
20.400
12.98
3.41
FEMSA
201.020
Wed
-1.57
205.550
-2.20
191.000
14.550
7.62
3.31
L
Genomma Lab
14.080
Wed
-1.95
14.500
-2.90
13.380
1.120
8.37
2.48
Kimberly-Clark
37.690
Wed
-0.42
37.960
-0.71
33.330
4.630
13.89
1.72
S
Elektra
1,150.940
Wed
0.05
1,150.900
1,187.980
-37.080
-3.12
-1.29
⇓ freshest
⇓ 4/15/24
⇓ 10/16/23
prc diff
⇓
∅-RS
L
Aerop. Centro Norte
161.390
Wed
-1.97
165.720
-2.61
149.410
16.310
10.92
-2.41
Bolsa Mexicana
33.350
Wed
-1.10
33.710
-1.07
32.780
0.930
2.84
-2.99
S
WalMex
63.740
Wed
0.38
65.420
-2.57
60.950
4.470
7.33
-3.43
S
Vesta
59.510
Wed
0.22
58.160
2.32
56.830
1.330
2.34
-3.83
L
Aerop. Pacifico
262.160
Wed
-2.66
268.430
-2.34
245.940
22.490
9.14
-4.15
Orbia Advance
33.550
Wed
-4.39
34.760
-3.48
36.660
-1.900
-5.18
-4.15
S
Arca Continental
167.680
Wed
1.19
164.780
1.76
151.490
13.290
8.77
-5.17
America Movil
15.300
Wed
1.53
15.030
1.80
15.300
-0.270
-1.76
-8.94
Becle
32.100
Wed
-1.29
33.620
-4.52
40.000
-6.380
-15.95
-11.60
L
Televisa
9.820
Wed
-4.94
10.660
-7.88
10.290
0.370
3.60
-11.91
Bimbo
66.160
Wed
-2.42
66.760
-0.90
78.470
-11.710
-14.92
-20.44
IPC - 35 out of 35 instruments rated - 4/15/24 / 10/16/23 - 30 did rise, Market-Ratio(26) = 85.71 % Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico * 26 - 60/40 (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 11/12/07 679 - cash -
short
11/12/07
5/12/08
182
Alsea
100
811
12.330
12.680
11.980
-0.350
-3
9,716
-6
long
5/12/08
7/28/08
77
Orbia Advance
100
343
28.270
23.430
-4.840
-17
8,056
-59
short
7/28/08
4/27/09
273
Aerop. Pacifico
100
267
30.100
27.900
32.474
2.374
8
8,690
11
long
4/27/09
8/08/11
833
Elektra
100
14
601.500
691.030
89.530
15
9,943
6
short
8/08/11
1/30/12
175
Cemex
100
1,598
6.220
8.730
3.710
-2.510
-40
5,932
-66
long
1/30/12
9/02/13
581
Elektra
100
5
1,120.000
436.540
-683.460
-61
2,515
-45
short
9/02/13
12/09/13
98
Peñoles
100
5
421.590
325.430
546.164
124.574
30
3,138
162
long
12/09/13
2/10/14
63
Gruma
100
32
95.660
104.000
8.340
9
3,405
62
short
2/10/14
5/12/14
91
Banco Santander MX
100
124
27.420
33.830
21.010
-6.410
-23
2,610
-66
long
5/12/14
12/15/14
217
Gruma
100
19
133.480
142.140
8.660
6
2,774
11
short
12/15/14
4/20/15
126
OHL México
100
108
25.630
29.120
22.140
-3.490
-14
2,397
-35
long
4/20/15
1/11/16
266
Volaris
100
123
19.490
29.990
10.500
54
3,689
81
short
1/11/16
2/22/16
42
Cemex
100
471
7.820
9.840
5.800
-2.020
-26
2,738
-93
long
2/22/16
11/21/16
273
Volaris
100
75
36.290
31.320
-4.970
-14
2,365
-18
short
11/21/16
5/22/17
182
Alfa
100
99
23.760
26.650
20.870
-2.890
-12
2,079
-23
long
5/22/17
9/25/17
126
Elektra
100
3
637.880
807.280
169.400
27
2,587
98
short
9/25/17
9/03/18
343
Alpek
100
146
17.660
28.240
7.080
-10.580
-60
1,042
-62
long
9/03/18
10/29/18
56
Elektra
100
1
915.420
797.620
-117.800
-13
924
-59
short
10/29/18
5/20/19
203
Genomma Lab
100
73
12.580
16.750
8.410
-4.170
-33
620
-52
long
5/20/19
7/22/19
63
Elektra
100
0
1,191.120
1,280.750
89.630
8
620
0
short
7/22/19
12/16/19
147
Nemak
100
76
8.070
8.250
7.890
-0.180
-2
606
-5
long
12/16/19
3/09/20
84
Aerop. Centro Norte
100
4
148.370
115.600
-32.770
-22
475
-66
short
3/09/20
9/21/20
196
Alpek
100
41
11.390
14.820
7.960
-3.430
-30
335
-49
long
9/21/20
11/29/21
434
Peñoles
100
1
317.120
256.830
-60.290
-19
274
-16
short
11/29/21
1/17/22
49
Bolsa Mexicana
100
7
35.570
36.690
34.450
-1.120
-3
266
-21
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
1/17/22
6/20/22
154
Bimbo
100
4
66.540
64.150
-2.390
-4
257
-8
short
6/20/22
12/12/22
175
Cemex
100
35
7.200
8.300
6.100
-1.100
-15
218
-29
long
12/12/22
8/07/23
238
Banco del Bajio
100
3
61.120
51.450
-9.670
-16
189
-23
short
8/07/23
12/25/23
140
Alfa
100
18
10.210
14.090
6.330
-3.880
-38
120
-71
long
12/25/23
4/17/24
114
Carso
100
0
180.820
136.000
-44.820
-25
120
0
accum 11/12/07
4/17/24 6002
days out of 6681 invested (90%)
-99
120
-24
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Volaris long 4/20/15 1/11/16 266 19.49 29.99 10.50 53.87 long 2/22/16 11/21/16 273 36.29 31.32 -4.97 -13.70 32.80 Gruma long 12/09/13 2/10/14 63 95.66 104.00 8.34 8.72 long 5/12/14 12/15/14 217 133.48 142.14 8.66 6.49 15.77 Aerop. Pacifico short 7/28/08 4/27/09 273 30.10 27.90 32.47 2.37 7.89 7.89 Peñoles short 9/02/13 12/09/13 98 421.59 325.43 546.16 124.57 29.55 long 9/21/20 11/29/21 434 317.12 256.83 -60.29 -19.01 4.92 Nemak short 7/22/19 12/16/19 147 8.07 8.25 7.89 -0.18 -2.23 -2.23 Alsea short 11/12/07 5/12/08 182 12.33 12.68 11.98 -0.35 -2.84 -2.84 Bolsa Mexicana short 11/29/21 1/17/22 49 35.57 36.69 34.45 -1.12 -3.15 -3.15 Bimbo long 1/17/22 6/20/22 154 66.54 64.15 -2.39 -3.59 -3.59 OHL México short 12/15/14 4/20/15 126 25.63 29.12 22.14 -3.49 -13.62 -13.62 Banco del Bajio long 12/12/22 8/07/23 238 61.12 51.45 -9.67 -15.82 -15.82 Orbia Advance long 5/12/08 7/28/08 77 28.27 23.43 -4.84 -17.12 -17.12 Aerop. Centro Norte long 12/16/19 3/09/20 84 148.37 115.60 -32.77 -22.09 -22.09 Banco Santander MX short 2/10/14 5/12/14 91 27.42 33.83 21.01 -6.41 -23.38 -23.38 Carso long 12/25/23 4/17/24 114 180.82 136.00 -44.82 -24.79 -24.79 Genomma Lab short 10/29/18 5/20/19 203 12.58 16.75 8.41 -4.17 -33.15 -33.15 Alfa short 11/21/16 5/22/17 182 23.76 26.65 20.87 -2.89 -12.16 short 8/07/23 12/25/23 140 10.21 14.09 6.33 -3.88 -38.00 -45.54 Elektra long 4/27/09 8/08/11 833 601.50 691.03 89.53 14.88 long 1/30/12 9/02/13 581 1,120.00 436.54 -683.46 -61.02 long 5/22/17 9/25/17 126 637.88 807.28 169.40 26.56 long 9/03/18 10/29/18 56 915.42 797.62 -117.80 -12.87 long 5/20/19 7/22/19 63 1,191.12 1,280.75 89.63 7.52 -46.91 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Cemex short 8/08/11 1/30/12 175 6.22 8.73 3.71 -2.51 -40.35 short 1/11/16 2/22/16 42 7.82 9.84 5.80 -2.02 -25.83 short 6/20/22 12/12/22 175 7.20 8.30 6.10 -1.10 -15.28 -62.52 Alpek short 9/25/17 9/03/18 343 17.66 28.24 7.08 -10.58 -59.91 short 3/09/20 9/21/20 196 11.39 14.82 7.96 -3.43 -30.11 -71.98
Annotations
3/14/24 IPC Component update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave 2/23/17 IPC Machine learning processed for all techniques. 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,
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