Assessment - IPC Mexico - 4/15/24 - RS = 26
⇐
⇓ freshest
⇓ 4/15/24
⇓ 10/16/23
prc diff
⇓
∅-RS
IPC
55,739.400
Thu
0.58
55,984.000
-0.44
49,832.200
6,151.800
12.35
3.58
Quálitas
192.700
Thu
-0.94
188.790
2.07
137.860
50.930
36.94
31.12
L
Peñoles
307.110
Thu
307.710
-0.19
209.160
98.550
47.12
30.36
L
Gentera
26.750
Thu
-0.56
27.030
-1.04
21.280
5.750
27.02
27.46
L
Liverpool
139.910
Thu
1.30
133.980
4.43
87.540
46.440
53.05
24.42
Alsea
74.210
Thu
-1.53
74.410
-0.27
61.920
12.490
20.17
23.21
L
México
103.690
Thu
1.43
103.590
0.10
77.280
26.310
34.05
22.97
Inbursa
49.320
Thu
0.51
49.840
-1.04
36.550
13.290
36.36
18.27
L
Megacable
49.460
Thu
1.48
48.760
1.44
38.020
10.740
28.25
17.26
Chedraui
117.260
Thu
-0.14
120.340
-2.56
104.370
15.970
15.30
14.55
Cementos Chihuahua
188.700
Thu
-0.07
189.270
-0.30
161.050
28.220
17.52
13.56
Cemex
13.750
Thu
-1.22
14.020
-1.93
11.580
2.440
21.07
13.01
L
Aerop. Sureste
525.900
Thu
2.06
523.640
0.43
390.100
133.540
34.23
12.65
Banorte
174.570
Thu
1.81
173.240
0.77
149.890
23.350
15.58
10.67
Regional
151.070
Thu
-0.87
154.570
-2.26
131.850
22.720
17.23
9.97
Banco del Bajio
60.700
Thu
-0.33
62.740
-3.25
55.250
7.490
13.56
9.08
Alfa
12.060
Thu
-0.66
12.510
-3.60
10.920
1.590
14.56
7.02
Coca-Cola FEMSA
159.270
Thu
2.32
158.960
0.20
134.290
24.670
18.37
6.27
Gruma
332.950
Thu
6.80
313.780
6.11
290.590
23.190
7.98
6.20
Carso
138.560
Thu
1.88
137.070
1.09
129.190
7.880
6.10
3.47
L
Pinfra
174.830
Thu
-0.13
177.530
-1.52
157.130
20.400
12.98
3.41
FEMSA
202.870
Thu
0.92
205.550
-1.30
191.000
14.550
7.62
3.31
L
Genomma Lab
14.580
Thu
3.55
14.500
0.55
13.380
1.120
8.37
2.48
Kimberly-Clark
37.810
Thu
0.32
37.960
-0.40
33.330
4.630
13.89
1.72
S
Elektra
1,152.480
Thu
0.13
1,150.900
0.14
1,187.980
-37.080
-3.12
-1.29
⇓ freshest
⇓ 4/15/24
⇓ 10/16/23
prc diff
⇓
∅-RS
L
Aerop. Centro Norte
160.360
Thu
-0.64
165.720
-3.23
149.410
16.310
10.92
-2.41
Bolsa Mexicana
32.980
Thu
-1.11
33.710
-2.17
32.780
0.930
2.84
-2.99
S
WalMex
63.110
Thu
-0.99
65.420
-3.53
60.950
4.470
7.33
-3.43
S
Vesta
59.970
Thu
0.77
58.160
3.11
56.830
1.330
2.34
-3.83
L
Aerop. Pacifico
266.330
Thu
1.59
268.430
-0.78
245.940
22.490
9.14
-4.15
Orbia Advance
32.960
Thu
-1.76
34.760
-5.18
36.660
-1.900
-5.18
-4.15
S
Arca Continental
172.320
Thu
2.77
164.780
4.58
151.490
13.290
8.77
-5.17
America Movil
15.110
Thu
-1.24
15.030
0.53
15.300
-0.270
-1.76
-8.94
Becle
31.780
Thu
-1.00
33.620
-5.47
40.000
-6.380
-15.95
-11.60
L
Televisa
9.730
Thu
-0.92
10.660
-8.72
10.290
0.370
3.60
-11.91
Bimbo
66.930
Thu
1.16
66.760
0.25
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 (2)
⇐ 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
50
405
12.330
12.680
11.980
-0.350
-3
9,858
-6
Cemex
50
178
28.100
29.830
26.370
-1.730
-6
9,550
-12
100
-4
-9
long
5/12/08
7/28/08
77
Elektra
50
13
350.100
379.740
29.640
8
9,936
47
Orbia Advance
50
176
28.270
23.430
-4.840
-17
9,084
-59
100
-5
-21
short
7/28/08
4/27/09
273
Aerop. Pacifico
50
150
30.100
27.900
32.474
2.374
8
9,440
11
México
50
270
16.920
10.630
26.932
10.012
59
12,143
86
100
34
47
long
4/27/09
8/08/11
833
Elektra
50
10
601.500
691.030
89.530
15
13,038
6
Inbursa
50
308
19.850
23.670
3.820
19
14,215
8
100
17
7
short
8/08/11
1/30/12
175
Cemex
50
1,142
6.220
8.730
3.710
-2.510
-40
11,348
-66
Carso
50
263
26.950
38.190
15.710
-11.240
-42
8,392
-68
100
-41
-67
long
1/30/12
9/02/13
581
Elektra
50
3
1,120.000
436.540
-683.460
-61
6,342
-45
Peñoles
50
8
624.750
421.590
-203.160
-33
4,717
-22
100
-44
-31
short
9/02/13
12/09/13
98
Elektra
50
5
436.540
482.210
390.870
-45.670
-10
4,488
-34
Peñoles
50
6
421.590
325.430
546.164
124.574
30
5,236
162
100
11
48
long
12/09/13
2/10/14
63
Gruma
50
27
95.660
104.000
8.340
9
5,461
62
Pinfra
50
17
155.020
162.990
7.970
5
5,596
34
100
7
47
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
2/10/14
5/12/14
91
Bolsa Mexicana
50
115
24.200
27.740
20.660
-3.540
-15
5,189
-47
Banco Santander MX
50
102
27.420
33.830
21.010
-6.410
-23
4,536
-66
100
-19
-57
long
5/12/14
12/15/14
217
Gruma
50
16
133.480
142.140
8.660
6
4,674
11
IEnova
50
33
71.990
72.000
0.010
0
4,674
0
100
3
5
short
12/15/14
4/20/15
126
Alpek
50
128
18.210
19.830
16.590
-1.620
-9
4,467
-24
OHL México
50
91
25.630
29.120
22.140
-3.490
-14
4,149
-35
100
-11
-29
long
4/20/15
1/11/16
266
Aerop. Centro Norte
50
26
78.160
80.220
2.060
3
4,203
4
Volaris
50
108
19.490
29.990
10.500
54
5,337
81
100
29
41
short
1/11/16
2/22/16
42
Cemex
50
341
7.820
9.840
5.800
-2.020
-26
4,648
-93
Peñoles
50
15
170.790
204.500
137.080
-33.710
-20
4,143
-85
100
-23
-90
long
2/22/16
11/21/16
273
Gruma
50
7
288.000
247.000
-41.000
-14
3,856
-19
Volaris
50
58
36.290
31.320
-4.970
-14
3,567
-18
100
-14
-18
short
11/21/16
5/22/17
182
Alfa
50
75
23.760
26.650
20.870
-2.890
-12
3,351
-23
Lala
50
56
31.880
32.760
31.000
-0.880
-3
3,301
-5
100
-7
-14
long
5/22/17
9/25/17
126
America Movil
50
111
14.750
16.410
1.660
11
3,486
36
Elektra
50
2
637.880
807.280
169.400
27
3,824
98
100
18
61
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
9/25/17
9/03/18
343
Alpek
50
108
17.660
28.240
7.080
-10.580
-60
2,682
-62
Volaris
50
90
21.070
13.970
31.778
10.708
51
3,645
55
100
-5
-5
long
9/03/18
10/29/18
56
Elektra
50
1
915.420
797.620
-117.800
-13
3,528
-59
Aerop. Centro Norte
50
21
127.630
109.640
-17.990
-14
3,150
-63
100
-14
-62
short
10/29/18
5/20/19
203
Cemex
50
160
9.790
8.370
11.451
1.661
17
3,416
33
Genomma Lab
50
125
12.580
16.750
8.410
-4.170
-33
2,894
-52
100
-8
-14
long
5/20/19
7/22/19
63
Elektra
50
1
1,191.120
1,280.750
89.630
8
2,984
52
Volaris
50
94
17.930
18.570
0.640
4
3,044
23
100
5
34
short
7/22/19
12/16/19
147
Cemex
50
216
7.040
7.170
6.910
-0.130
-2
3,016
-5
Nemak
50
188
8.070
8.250
7.890
-0.180
-2
2,982
-5
100
-2
-5
long
12/16/19
3/09/20
84
Aerop. Pacifico
50
6
234.870
199.320
-35.550
-15
2,769
-51
Aerop. Centro Norte
50
10
148.370
115.600
-32.770
-22
2,441
-66
100
-19
-59
short
3/09/20
9/21/20
196
Alfa
50
105
11.610
13.420
9.800
-1.810
-16
2,251
-27
Alpek
50
107
11.390
14.820
7.960
-3.430
-30
1,884
-49
100
-23
-38
long
9/21/20
11/29/21
434
Cemex
50
120
7.820
13.720
5.900
75
2,592
60
Peñoles
50
2
317.120
256.830
-60.290
-19
2,472
-16
100
37
31
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
11/29/21
1/17/22
49
Bolsa Mexicana
50
34
35.570
36.690
34.450
-1.120
-3
2,434
-21
Megacable
50
21
58.790
69.410
48.170
-10.620
-18
2,210
-77
100
-11
-57
long
1/17/22
6/20/22
154
Bimbo
50
16
66.540
64.150
-2.390
-4
2,172
-8
Inbursa
50
42
26.890
32.760
5.870
22
2,419
60
100
9
24
short
6/20/22
12/12/22
175
Cemex
50
167
7.200
8.300
6.100
-1.100
-15
2,235
-29
Volaris
50
56
21.600
19.400
24.050
2.450
11
2,372
25
100
-2
-4
long
12/12/22
8/07/23
238
Bimbo
50
13
85.790
89.190
3.400
4
2,416
6
Banco del Bajio
50
20
61.120
51.450
-9.670
-16
2,223
-23
100
-6
-10
short
8/07/23
12/25/23
140
Alfa
50
108
10.210
14.090
6.330
-3.880
-38
1,804
-71
Televisa
50
67
16.690
11.020
25.277
8.587
51
2,379
195
100
7
19
long
12/25/23
4/18/24
115
Carso
50
6
180.820
138.560
-42.260
-23
2,126
-57
Quálitas
50
7
170.970
192.700
21.730
13
2,278
46
100
-4
-13 accum 11/12/07
4/18/24 6004
days out of 6683 invested (90%)
-77
2,278
-9
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Volaris long 4/20/15 1/11/16 266 19.49 29.99 10.50 53.87 50 26.94 long 2/22/16 11/21/16 273 36.29 31.32 -4.97 -13.70 -6.85 short 9/25/17 9/03/18 343 21.07 13.97 31.78 10.71 50.82 25.41 long 5/20/19 7/22/19 63 17.93 18.57 0.64 3.57 1.78 short 6/20/22 12/12/22 175 21.60 19.40 24.05 2.45 11.34 5.67 59.50 México short 7/28/08 4/27/09 273 16.92 10.63 26.93 10.01 59.17 29.59 29.59 Televisa short 8/07/23 12/25/23 140 16.69 11.02 25.28 8.59 51.45 25.73 25.73 Inbursa long 4/27/09 8/08/11 833 19.85 23.67 3.82 19.24 9.62 long 1/17/22 6/20/22 154 26.89 32.76 5.87 21.83 10.91 21.59 Quálitas long 12/25/23 4/18/24 115 170.97 192.70 21.73 12.71 6.35 6.35 America Movil long 5/22/17 9/25/17 126 14.75 16.41 1.66 11.25 5.63 5.63 Pinfra long 12/09/13 2/10/14 63 155.02 162.99 7.97 5.14 2.57 2.57 Bimbo long 1/17/22 6/20/22 154 66.54 64.15 -2.39 -3.59 -1.80 long 12/12/22 8/07/23 238 85.79 89.19 3.40 3.96 1.98 0.15 Gruma long 12/09/13 2/10/14 63 95.66 104.00 8.34 8.72 4.36 long 5/12/14 12/15/14 217 133.48 142.14 8.66 6.49 3.24 long 2/22/16 11/21/16 273 288.00 247.00 -41.00 -14.24 -7.12 0.08 IEnova long 5/12/14 12/15/14 217 71.99 72.00 0.01 0.01 0.01 0.01 Nemak short 7/22/19 12/16/19 147 8.07 8.25 7.89 -0.18 -2.23 -1.12 -1.12 Lala short 11/21/16 5/22/17 182 31.88 32.76 31.00 -0.88 -2.76 -1.38 -1.38 Alsea short 11/12/07 5/12/08 182 12.33 12.68 11.98 -0.35 -2.84 -1.42 -1.42 Aerop. Pacifico short 7/28/08 4/27/09 273 30.10 27.90 32.47 2.37 7.89 3.94 long 12/16/19 3/09/20 84 234.87 199.32 -35.55 -15.14 -7.57 -3.92 OHL México short 12/15/14 4/20/15 126 25.63 29.12 22.14 -3.49 -13.62 -6.81 -6.81 Cemex short 11/12/07 5/12/08 182 28.10 29.83 26.37 -1.73 -6.16 -3.08 short 8/08/11 1/30/12 175 6.22 8.73 3.71 -2.51 -40.35 -20.18 short 1/11/16 2/22/16 42 7.82 9.84 5.80 -2.02 -25.83 -12.92 short 10/29/18 5/20/19 203 9.79 8.37 11.45 1.66 16.97 8.48 short 7/22/19 12/16/19 147 7.04 7.17 6.91 -0.13 -1.85 -0.92 long 9/21/20 11/29/21 434 7.82 13.72 5.90 75.45 37.72 short 6/20/22 12/12/22 175 7.20 8.30 6.10 -1.10 -15.28 -7.64 -7.89 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Banco del Bajio long 12/12/22 8/07/23 238 61.12 51.45 -9.67 -15.82 -7.91 -7.91 Orbia Advance long 5/12/08 7/28/08 77 28.27 23.43 -4.84 -17.12 -8.56 -8.56 Bolsa Mexicana short 2/10/14 5/12/14 91 24.20 27.74 20.66 -3.54 -14.63 -7.31 short 11/29/21 1/17/22 49 35.57 36.69 34.45 -1.12 -3.15 -1.57 -8.77 Megacable short 11/29/21 1/17/22 49 58.79 69.41 48.17 -10.62 -18.06 -9.03 -9.03 Banco Santander MX short 2/10/14 5/12/14 91 27.42 33.83 21.01 -6.41 -23.38 -11.69 -11.69 Aerop. Centro Norte long 4/20/15 1/11/16 266 78.16 80.22 2.06 2.64 1.32 long 9/03/18 10/29/18 56 127.63 109.64 -17.99 -14.10 -7.05 long 12/16/19 3/09/20 84 148.37 115.60 -32.77 -22.09 -11.04 -16.22 Genomma Lab short 10/29/18 5/20/19 203 12.58 16.75 8.41 -4.17 -33.15 -16.57 -16.57 Elektra long 5/12/08 7/28/08 77 350.10 379.74 29.64 8.47 4.23 long 4/27/09 8/08/11 833 601.50 691.03 89.53 14.88 7.44 long 1/30/12 9/02/13 581 1,120.00 436.54 -683.46 -61.02 -30.51 short 9/02/13 12/09/13 98 436.54 482.21 390.87 -45.67 -10.46 -5.23 long 5/22/17 9/25/17 126 637.88 807.28 169.40 26.56 13.28 long 9/03/18 10/29/18 56 915.42 797.62 -117.80 -12.87 -6.43 long 5/20/19 7/22/19 63 1,191.12 1,280.75 89.63 7.52 3.76 -18.89 Peñoles long 1/30/12 9/02/13 581 624.75 421.59 -203.16 -32.52 -16.26 short 9/02/13 12/09/13 98 421.59 325.43 546.16 124.57 29.55 14.77 short 1/11/16 2/22/16 42 170.79 204.50 137.08 -33.71 -19.74 -9.87 long 9/21/20 11/29/21 434 317.12 256.83 -60.29 -19.01 -9.51 -21.61 Alfa short 11/21/16 5/22/17 182 23.76 26.65 20.87 -2.89 -12.16 -6.08 short 3/09/20 9/21/20 196 11.61 13.42 9.80 -1.81 -15.59 -7.80 short 8/07/23 12/25/23 140 10.21 14.09 6.33 -3.88 -38.00 -19.00 -29.86 Carso short 8/08/11 1/30/12 175 26.95 38.19 15.71 -11.24 -41.71 -20.85 long 12/25/23 4/18/24 115 180.82 138.56 -42.26 -23.37 -11.69 -30.10 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Alpek short 12/15/14 4/20/15 126 18.21 19.83 16.59 -1.62 -8.90 -4.45 short 9/25/17 9/03/18 343 17.66 28.24 7.08 -10.58 -59.91 -29.95 short 3/09/20 9/21/20 196 11.39 14.82 7.96 -3.43 -30.11 -15.06 -43.15
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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