Assessment - IPC Mexico in Renminbi yuán - 6/01/20 - RS = 26
⇐
⇓ freshest
⇓ 6/01/20
Δwk
12/02/19
prc diff
⇓
⇓
IPC
12,143.755
14:23
1.72
11,938.469
1.72
15,308.401
-3,369.932
-22.01
-15.36
Cemex
1.863
14:23
8.26
1.721
8.26
2.541
-0.820
-32.27
-22.46
L
Alfa
4.100
14:23
5.22
3.897
5.22
5.607
-1.710
-30.50
-15.86
S
Regional
19.734
14:23
4.82
18.827
4.82
38.221
-19.394
-50.74
-36.04
Genomma Lab
6.615
14:23
4.38
6.337
4.38
6.416
-0.079
-1.23
-0.66
Banco Santander MX
5.023
14:22
4.22
4.820
4.22
8.683
-3.864
-44.49
-36.06
Inbursa
5.281
14:23
4.07
5.075
4.07
8.349
-3.274
-39.21
-30.87
L
Bimbo
12.174
14:23
3.63
11.748
3.63
12.181
-0.434
-3.56
-2.50
Arca Continental
32.428
14:23
3.38
31.369
3.38
37.033
-5.664
-15.29
-11.90
S
Gentera
2.989
14:23
3.35
2.893
3.35
6.661
-3.768
-56.58
-43.71
Banco del Bajio
6.683
14:23
3.19
6.476
3.19
10.951
-4.475
-40.86
-33.53
Carso
16.367
14:23
3.17
15.864
3.17
23.643
-7.779
-32.90
-23.24
Banorte
23.224
14:23
3.15
22.514
3.15
36.087
-13.573
-37.61
-30.18
Bolsa Mexicana
14.266
14:23
2.96
13.856
2.96
15.125
-1.269
-8.39
3.46
L
México
16.551
14:23
2.87
16.090
2.87
18.817
-2.727
-14.49
-2.86
S
IEnova
21.433
14:23
2.83
20.842
2.83
29.016
-8.174
-28.17
-23.31
Aerop. Sureste
81.998
14:23
2.43
80.055
2.43
117.354
-37.300
-31.78
-21.49
S
Coca-Cola FEMSA
31.521
14:23
2.40
30.782
2.40
40.240
-9.458
-23.50
-19.72
S
Kimberly-Clark
11.202
14:23
2.39
10.941
2.39
13.819
-2.878
-20.83
-14.84
Aerop. Centro Norte
33.900
14:23
2.30
33.138
2.30
46.066
-12.928
-28.06
-14.86
Alsea
6.331
14:23
2.30
6.189
2.30
19.325
-13.136
-67.98
-44.73
Orbia Advance
10.789
14:23
2.14
10.563
2.14
15.125
-4.562
-30.16
-16.06
Pinfra
56.492
14:21
1.72
55.536
1.72
66.967
-11.431
-17.07
-9.52
Televisa
8.910
14:23
1.58
8.771
1.58
15.035
-6.264
-41.66
-26.34
L
Gruma
75.274
14:23
1.08
74.473
1.08
71.253
3.221
4.52
10.66
⇓ freshest
⇓ 6/01/20
Δwk
12/02/19
prc diff
⇓
⇓
S
Liverpool
18.078
14:23
1.08
17.885
1.08
34.471
-16.586
-48.12
-39.86
L
Peñoles
71.009
14:23
1.07
70.260
1.07
73.714
-3.454
-4.69
-0.14
America Movil
4.923
14:23
0.86
4.881
0.86
5.301
-0.420
-7.92
-3.42
FEMSA
49.916
14:23
0.82
49.512
0.82
63.433
-13.921
-21.95
-15.61
L
Becle
12.610
14:23
0.72
12.519
0.72
12.055
0.464
3.85
13.93
S
Elektra
424.783
14:18
0.66
421.997
0.66
497.573
-75.576
-15.19
-10.28
L
Megacable
21.784
14:23
0.42
21.694
0.42
26.511
-4.817
-18.17
-14.25
L
Alpek
5.014
14:23
0.26
5.001
0.26
7.546
-2.546
-33.73
-12.95
Aerop. Pacifico
51.640
14:23
0.06
51.607
0.06
70.173
-18.566
-26.46
-18.02
Cementos Chihuahua
25.936
Mon
-1.31
25.936
36.868
-10.932
-29.65
-18.78
WalMex
18.020
14:24
-1.15
18.230
-1.15
19.501
-1.271
-6.52
-5.70
IPC - 35 out of 35 instruments rated - 6/01/20 / 12/02/19 - 2 did rise, Market-Ratio(26) in CNY = 5.71 % Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Renminbi yuán * 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
595
8.390
8.387
8.393
0.003
0
10,002
0
Cemex
50
261
19.121
19.731
18.512
-0.610
-3
9,843
-6
100
-2
-3
long
5/12/08
7/28/08
77
Elektra
50
21
231.574
256.439
24.865
11
10,365
62
Orbia Advance
50
266
18.699
15.822
-2.877
-15
9,600
-55
100
-2
-11
short
7/28/08
4/27/09
273
Aerop. Pacifico
50
236
20.327
14.274
28.945
8.619
42
11,634
60
México
50
420
11.426
5.439
24.006
12.580
110
16,917
170
100
76
113
long
4/27/09
8/08/11
833
Elektra
50
27
307.739
370.645
62.906
20
18,616
8
Inbursa
50
847
10.156
12.696
2.540
25
20,767
10
100
23
9
short
8/08/11
1/30/12
175
Cemex
50
3,112
3.336
4.251
2.422
-0.915
-27
17,921
-49
Carso
50
718
14.455
18.596
10.314
-4.141
-29
14,948
-51
100
-28
-50
long
1/30/12
9/02/13
581
Elektra
50
13
545.357
200.250
-345.107
-63
10,461
-47
Peñoles
50
25
304.207
193.392
-110.815
-36
7,691
-25
100
-49
-35
short
9/02/13
12/09/13
98
Elektra
50
19
200.250
226.932
173.569
-26.682
-13
7,184
-41
Peñoles
50
20
193.392
153.150
244.209
50.817
26
8,200
138
100
7
27
long
12/09/13
2/10/14
63
Gruma
50
91
45.018
47.295
2.276
5
8,407
33
Pinfra
50
56
72.954
74.121
1.167
2
8,473
10
100
3
21
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
384
11.005
13.361
8.649
-2.356
-21
7,568
-62
Banco Santander MX
50
340
12.469
16.294
8.644
-3.825
-31
6,267
-77
100
-26
-70
long
5/12/14
12/15/14
217
Gruma
50
48
64.291
59.763
-4.529
-7
6,050
-12
IEnova
50
91
34.674
30.272
-4.402
-13
5,649
-20
100
-10
-16
short
12/15/14
4/20/15
126
Alpek
50
368
7.656
7.962
7.351
-0.306
-4
5,537
-11
OHL México
50
262
10.776
11.692
9.860
-0.916
-8
5,297
-23
100
-6
-17
long
4/20/15
1/11/16
266
Aerop. Centro Norte
50
84
31.382
29.481
-1.902
-6
5,137
-8
Volaris
50
340
7.825
11.021
3.196
41
6,224
60
100
17
25
short
1/11/16
2/22/16
42
Cemex
50
1,082
2.874
3.544
2.204
-0.670
-23
5,499
-90
Peñoles
50
49
62.765
73.657
51.874
-10.892
-17
4,965
-81
100
-20
-86
long
2/22/16
11/21/16
273
Gruma
50
23
103.732
83.313
-20.419
-20
4,495
-25
Volaris
50
197
13.071
10.564
-2.507
-19
4,001
-25
100
-19
-25
short
11/21/16
5/22/17
182
Alfa
50
249
8.014
9.841
6.188
-1.826
-23
3,547
-40
Lala
50
186
10.753
12.097
9.410
-1.344
-12
3,297
-23
100
-18
-32
long
5/22/17
9/25/17
126
America Movil
50
302
5.446
6.062
0.616
11
3,483
36
Elektra
50
7
235.538
298.236
62.698
27
3,922
98
100
19
65
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
300
6.524
10.033
3.015
-3.509
-54
2,869
-56
Volaris
50
252
7.784
4.963
12.208
4.424
57
3,984
61
100
2
2
long
9/03/18
10/29/18
56
Elektra
50
6
325.236
279.541
-45.696
-14
3,710
-63
Aerop. Centro Norte
50
44
45.345
38.425
-6.920
-15
3,405
-66
100
-15
-64
short
10/29/18
5/20/19
203
Cemex
50
496
3.431
3.034
3.881
0.450
13
3,628
25
Genomma Lab
50
386
4.409
6.071
2.747
-1.662
-38
2,986
-57
100
-12
-21
long
5/20/19
7/22/19
63
Elektra
50
3
431.713
462.272
30.559
7
3,078
49
Volaris
50
260
6.499
6.703
0.204
3
3,131
20
100
5
32
short
7/22/19
12/16/19
147
Cemex
50
616
2.541
2.642
2.440
-0.101
-4
3,069
-10
Nemak
50
537
2.913
3.040
2.785
-0.128
-4
3,000
-11
100
-4
-10
long
12/16/19
3/09/20
84
Aerop. Pacifico
50
17
86.556
65.307
-21.249
-25
2,639
-71
Aerop. Centro Norte
50
27
54.678
37.876
-16.802
-31
2,185
-80
100
-28
-75
short
3/09/20
6/02/20
85
Alfa
50
287
3.804
4.100
3.508
-0.296
-8
2,100
-29
Alpek
50
293
3.732
5.014
2.450
-1.282
-34
1,725
-84
100
-21
-64 accum 11/12/07
6/02/20 4586
days out of 5265 invested (87%)
-83
1,725
-13
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total México short 7/28/08 4/27/09 273 11.43 5.44 24.01 12.58 110.10 50 55.05 55.05 Volaris long 4/20/15 1/11/16 266 7.83 11.02 3.20 40.84 20.42 long 2/22/16 11/21/16 273 13.07 10.56 -2.51 -19.18 -9.59 short 9/25/17 9/03/18 343 7.78 4.96 12.21 4.42 56.83 28.41 long 5/20/19 7/22/19 63 6.50 6.70 0.20 3.14 1.57 42.00 Inbursa long 4/27/09 8/08/11 833 10.16 12.70 2.54 25.01 12.51 12.51 Aerop. Pacifico short 7/28/08 4/27/09 273 20.33 14.27 28.95 8.62 42.40 21.20 long 12/16/19 3/09/20 84 86.56 65.31 -21.25 -24.55 -12.27 6.32 America Movil long 5/22/17 9/25/17 126 5.45 6.06 0.62 11.31 5.65 5.65 Pinfra long 12/09/13 2/10/14 63 72.95 74.12 1.17 1.60 0.80 0.80 Alsea short 11/12/07 5/12/08 182 8.39 8.39 8.39 0.00 0.04 0.02 0.02 Nemak short 7/22/19 12/16/19 147 2.91 3.04 2.79 -0.13 -4.38 -2.19 -2.19 OHL México short 12/15/14 4/20/15 126 10.78 11.69 9.86 -0.92 -8.50 -4.25 -4.25 Lala short 11/21/16 5/22/17 182 10.75 12.10 9.41 -1.34 -12.50 -6.25 -6.25 IEnova long 5/12/14 12/15/14 217 34.67 30.27 -4.40 -12.70 -6.35 -6.35 Orbia Advance long 5/12/08 7/28/08 77 18.70 15.82 -2.88 -15.39 -7.69 -7.69 Bolsa Mexicana short 2/10/14 5/12/14 91 11.01 13.36 8.65 -2.36 -21.41 -10.70 -10.70 Gruma long 12/09/13 2/10/14 63 45.02 47.29 2.28 5.06 2.53 long 5/12/14 12/15/14 217 64.29 59.76 -4.53 -7.04 -3.52 long 2/22/16 11/21/16 273 103.73 83.31 -20.42 -19.68 -9.84 -10.82 Carso short 8/08/11 1/30/12 175 14.46 18.60 10.31 -4.14 -28.65 -14.32 -14.32 Alfa short 11/21/16 5/22/17 182 8.01 9.84 6.19 -1.83 -22.79 -11.39 short 3/09/20 6/02/20 85 3.80 4.10 3.51 -0.30 -7.78 -3.89 -14.84 Banco Santander MX short 2/10/14 5/12/14 91 12.47 16.29 8.64 -3.83 -30.68 -15.34 -15.34 Peñoles long 1/30/12 9/02/13 581 304.21 193.39 -110.81 -36.43 -18.21 short 9/02/13 12/09/13 98 193.39 153.15 244.21 50.82 26.28 13.14 short 1/11/16 2/22/16 42 62.77 73.66 51.87 -10.89 -17.35 -8.68 -15.50 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Genomma Lab short 10/29/18 5/20/19 203 4.41 6.07 2.75 -1.66 -37.70 -18.85 -18.85 Elektra long 5/12/08 7/28/08 77 231.57 256.44 24.87 10.74 5.37 long 4/27/09 8/08/11 833 307.74 370.64 62.91 20.44 10.22 long 1/30/12 9/02/13 581 545.36 200.25 -345.11 -63.28 -31.64 short 9/02/13 12/09/13 98 200.25 226.93 173.57 -26.68 -13.32 -6.66 long 5/22/17 9/25/17 126 235.54 298.24 62.70 26.62 13.31 long 9/03/18 10/29/18 56 325.24 279.54 -45.70 -14.05 -7.02 long 5/20/19 7/22/19 63 431.71 462.27 30.56 7.08 3.54 -19.17 Cemex short 11/12/07 5/12/08 182 19.12 19.73 18.51 -0.61 -3.19 -1.59 short 8/08/11 1/30/12 175 3.34 4.25 2.42 -0.91 -27.42 -13.71 short 1/11/16 2/22/16 42 2.87 3.54 2.20 -0.67 -23.33 -11.66 short 10/29/18 5/20/19 203 3.43 3.03 3.88 0.45 13.10 6.55 short 7/22/19 12/16/19 147 2.54 2.64 2.44 -0.10 -3.99 -1.99 -21.67 Aerop. Centro Norte long 4/20/15 1/11/16 266 31.38 29.48 -1.90 -6.06 -3.03 long 9/03/18 10/29/18 56 45.35 38.43 -6.92 -15.26 -7.63 long 12/16/19 3/09/20 84 54.68 37.88 -16.80 -30.73 -15.36 -24.19 Alpek short 12/15/14 4/20/15 126 7.66 7.96 7.35 -0.31 -3.99 -2.00 short 9/25/17 9/03/18 343 6.52 10.03 3.02 -3.51 -53.79 -26.89 short 3/09/20 6/02/20 85 3.73 5.01 2.45 -1.28 -34.34 -17.17 -40.65
Annotations
2/02/18 Banco Santander MX merger of banco and grupo financiero 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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