Assessment - IPC Mexico in Swiss Franc - 1/07/24 - RS = 26
⇐
⇓ freshest
⇓ 1/07/24
⇓ 1/01/24
prc diff
⇓
∅-RS
S
IPC
2,605.422
12/08/24
-0.02
2,597.739
0.30
2,845.775
-248.036
-8.72
-7.21
L
Aerop. Sureste
25.180
12/08/24
0.24
27.306
-7.79
24.669
2.637
10.69
11.90
Quálitas
8.092
12/08/24
-2.49
9.286
-12.86
8.509
0.778
9.14
12.59
L
Genomma Lab
0.922
12/08/24
0.837
10.22
0.702
0.134
19.13
12.57
Chedraui
7.125
12/08/24
2.44
6.243
14.11
5.087
1.156
22.73
10.83
Megacable
2.086
12/08/24
-0.72
2.248
-7.19
1.880
0.367
19.54
2.56
Liverpool
6.551
12/08/24
0.22
6.536
0.23
5.731
0.805
14.04
13.44
L
Aerop. Pacifico
14.342
12/08/24
0.72
14.034
2.19
14.700
-0.666
-4.53
-1.75
México
5.216
12/08/24
1.09
4.953
5.31
4.670
0.283
6.06
10.30
Gruma
18.275
12/08/24
-0.21
16.159
13.10
15.429
0.729
4.73
1.94
Gentera
1.037
12/08/24
0.05
1.150
-9.82
1.169
-0.019
-1.62
0.32
Coca-Cola FEMSA
8.138
12/08/24
-0.41
7.505
8.44
7.982
-0.478
-5.98
-3.95
Arca Continental
9.146
12/08/24
-0.93
8.717
4.93
9.194
-0.478
-5.20
-2.33
Peñoles
11.871
12/08/24
-0.26
11.716
1.32
12.310
-0.594
-4.83
-2.89
Pinfra
8.545
12/08/24
-1.38
8.260
3.45
9.111
-0.850
-9.33
-6.55
Cementos Chihuahua
7.667
12/08/24
-2.81
8.468
-9.46
9.922
-1.454
-14.65
-6.82
S
FEMSA
10.316
12/08/24
-0.45
9.759
5.71
10.959
-1.200
-10.95
-7.31
L
America Movil
0.795
12/08/24
0.12
0.773
2.92
0.781
-0.008
-1.01
-6.12
Inbursa
2.173
12/08/24
-2.28
2.167
0.27
2.316
-0.149
-6.44
-2.21
Becle
1.528
12/08/24
3.67
1.575
-3.02
1.650
-0.075
-4.52
-16.16
Aerop. Centro Norte
7.590
12/08/24
2.22
7.621
-0.40
8.914
-1.294
-14.51
-11.40
S
Cemex
0.585
12/08/24
-0.75
0.569
2.76
0.656
-0.087
-13.23
-13.69
S
Alsea
2.712
12/08/24
0.47
3.193
-15.06
3.182
0.011
0.35
-3.34
S
Elektra
46.417
26/07/24
52.107
-10.92
58.177
-6.070
-10.43
-12.84
S
Bolsa Mexicana
1.457
12/08/24
-0.17
1.534
-5.00
1.743
-0.209
-11.97
-11.79
⇓ freshest
⇓ 1/07/24
⇓ 1/01/24
prc diff
⇓
∅-RS
Carso
5.788
12/08/24
-1.65
6.464
-10.45
9.402
-2.938
-31.25
-10.84
S
WalMex
3.077
12/08/24
0.50
3.072
0.18
3.549
-0.478
-13.46
-10.75
S
Vesta
2.763
12/08/24
-0.23
2.720
1.57
3.344
-0.624
-18.66
-13.75
S
Banco del Bajio
2.557
12/08/24
0.64
2.743
-6.79
2.817
-0.073
-2.60
-8.02
S
Regional
6.238
12/08/24
-0.39
6.796
-8.20
8.047
-1.251
-15.55
-7.58
S
Banorte
6.769
12/08/24
0.58
7.197
-5.94
8.468
-1.271
-15.01
-12.32
Televisa
0.381
12/08/24
-1.15
0.489
-22.01
0.562
-0.074
-13.09
-14.91
S
Kimberly-Clark
1.677
12/08/24
-1.01
1.536
9.18
1.893
-0.357
-18.85
-18.89
S
Alfa
0.515
12/08/24
1.65
0.523
-1.41
0.676
-0.154
-22.73
-14.24
Bimbo
3.359
12/08/24
-0.84
3.282
2.35
4.262
-0.980
-22.99
-19.54
S
Orbia Advance
1.030
12/08/24
-3.23
1.252
-17.73
1.866
-0.613
-32.88
-28.92
IPC - 35 out of 35 instruments rated - 1/07/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in CHF = 25.71 % Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Swiss Franc * 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
2/01/06 12/11/07 679 - cash -
short
12/11/07
12/05/08
182
Alsea
50
3,934
1.271
1.249
1.292
0.022
2
10,085
3
Cemex
50
1,726
2.896
2.939
2.853
-0.043
-1
10,010
-3
100
0
0
long
12/05/08
28/07/08
77
Elektra
50
145
34.498
38.968
4.470
13
10,658
78
Orbia Advance
50
1,797
2.786
2.404
-0.381
-14
9,973
-50
100
0
-2
short
28/07/08
27/04/09
273
Aerop. Pacifico
50
1,614
3.089
2.382
4.006
0.917
30
11,453
42
México
50
2,872
1.736
0.907
3.322
1.586
91
16,008
138
100
61
88
long
27/04/09
8/08/11
833
Elektra
50
155
51.348
44.088
-7.259
-14
14,883
-6
Inbursa
50
4,750
1.695
1.510
-0.184
-11
14,007
-5
100
-12
-6
short
8/08/11
30/01/12
175
Cemex
50
17,648
0.397
0.617
0.177
-0.220
-55
10,122
-82
Carso
50
4,073
1.719
2.699
0.740
-0.980
-57
6,132
-83
100
-56
-82
long
30/01/12
2/09/13
581
Elektra
50
38
79.157
30.504
-48.653
-61
4,283
-45
Peñoles
50
70
44.155
29.460
-14.695
-33
3,254
-22
100
-47
-33
short
2/09/13
9/12/13
98
Elektra
50
53
30.504
33.281
27.728
-2.777
-9
3,107
-30
Peñoles
50
55
29.460
22.460
38.640
9.180
31
3,612
175
100
11
48
long
9/12/13
10/02/14
63
Gruma
50
273
6.602
6.999
0.396
6
3,720
40
Pinfra
50
169
10.699
10.968
0.269
3
3,766
15
100
4
27
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
10/02/14
12/05/14
91
Bolsa Mexicana
50
1,156
1.629
1.902
1.355
-0.273
-17
3,450
-52
Banco Santander MX
50
1,020
1.845
2.319
1.371
-0.474
-26
2,966
-70
100
-21
-62
long
12/05/14
15/12/14
217
Gruma
50
162
9.151
9.321
0.170
2
2,994
3
IEnova
50
300
4.936
4.722
-0.214
-4
2,929
-7
100
-1
-2
short
15/12/14
20/04/15
126
Alpek
50
1,226
1.194
1.228
1.160
-0.034
-3
2,888
-8
OHL México
50
871
1.681
1.803
1.558
-0.123
-7
2,781
-20
100
-5
-14
long
20/04/15
11/01/16
266
Aerop. Centro Norte
50
287
4.840
4.496
-0.345
-7
2,682
-10
Volaris
50
1,153
1.207
1.681
0.474
39
3,228
58
100
16
23
short
11/01/16
22/02/16
42
Cemex
50
3,683
0.438
0.542
0.335
-0.103
-24
2,848
-90
Peñoles
50
168
9.571
11.254
7.888
-1.683
-18
2,565
-81
100
-21
-87
long
22/02/16
21/11/16
273
Gruma
50
80
15.849
12.191
-3.659
-23
2,272
-30
Volaris
50
649
1.997
1.546
-0.451
-23
1,980
-29
100
-23
-29
short
21/11/16
22/05/17
182
Alfa
50
844
1.173
1.391
0.954
-0.219
-19
1,795
-34
Lala
50
629
1.573
1.710
1.437
-0.137
-9
1,709
-17
100
-14
-26
long
22/05/17
25/09/17
126
America Movil
50
1,109
0.770
0.885
0.115
15
1,836
50
Elektra
50
25
33.303
43.545
10.242
31
2,093
117
100
23
81
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
25/09/17
3/09/18
343
Alpek
50
1,098
0.953
1.426
0.479
-0.473
-50
1,573
-52
Volaris
50
920
1.137
0.705
1.831
0.694
61
2,212
66
100
6
6
long
3/09/18
29/10/18
56
Elektra
50
23
46.228
40.222
-6.006
-13
2,073
-60
Aerop. Centro Norte
50
178
6.445
5.529
-0.916
-14
1,910
-63
100
-14
-62
short
29/10/18
20/05/19
203
Cemex
50
1,934
0.494
0.443
0.551
0.057
12
2,020
22
Genomma Lab
50
1,506
0.634
0.886
0.383
-0.251
-40
1,642
-60
100
-14
-24
long
20/05/19
22/07/19
63
Elektra
50
13
62.995
65.993
2.998
5
1,681
31
Volaris
50
867
0.948
0.957
0.009
1
1,688
5
100
3
18
short
22/07/19
16/12/19
147
Cemex
50
2,326
0.363
0.372
0.354
-0.009
-2
1,667
-6
Nemak
50
2,030
0.416
0.428
0.404
-0.012
-3
1,643
-7
100
-3
-6
long
16/12/19
9/03/20
84
Aerop. Pacifico
50
67
12.173
8.700
-3.473
-29
1,411
-77
Aerop. Centro Norte
50
107
7.690
5.046
-2.644
-34
1,128
-84
100
-31
-81
short
9/03/20
21/09/20
196
Alfa
50
1,112
0.507
0.573
0.440
-0.067
-13
1,054
-23
Alpek
50
1,135
0.497
0.633
0.361
-0.136
-27
899
-45
100
-20
-34
long
21/09/20
29/11/21
434
Cemex
50
1,345
0.334
0.585
0.251
75
1,236
60
Peñoles
50
33
13.552
10.950
-2.602
-19
1,151
-16
100
28
23
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
29/11/21
17/01/22
49
Bolsa Mexicana
50
379
1.517
1.652
1.381
-0.136
-9
1,099
-50
Megacable
50
229
2.507
3.126
1.887
-0.620
-25
957
-88
100
-17
-75
long
17/01/22
20/06/22
154
Bimbo
50
159
2.997
3.063
0.067
2
968
5
Inbursa
50
396
1.211
1.564
0.353
29
1,108
83
100
16
41
short
20/06/22
12/12/22
175
Cemex
50
1,610
0.344
0.391
0.296
-0.048
-14
1,031
-27
Volaris
50
537
1.031
0.915
1.163
0.131
13
1,102
28
100
-1
-1
long
12/12/22
7/08/23
238
Bimbo
50
136
4.046
4.570
0.524
13
1,173
21
Banco del Bajio
50
191
2.883
2.636
-0.246
-9
1,126
-13
100
2
3
short
7/08/23
25/12/23
140
Alfa
50
1,075
0.523
0.712
0.334
-0.189
-36
922
-69
Televisa
50
658
0.855
0.557
1.313
0.458
53
1,223
206
100
9
24
long
25/12/23
17/06/24
175
Carso
50
66
9.141
6.239
-2.902
-32
1,032
-55
Quálitas
50
71
8.643
9.037
0.394
5
1,060
10
100
-13
-26
short
17/06/24
12/08/24
56
Bimbo
50
165
3.204
3.359
3.048
-0.156
-5
1,034
-28
Orbia Advance
50
411
1.290
1.030
1.615
0.325
25
1,168
333
100
10
88 accum 12/11/07
12/08/24 6391
days out of 7070 invested (90%)
-88
1,168
-12
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 20/04/15 11/01/16 266 1.21 1.68 0.47 39.25 50 19.62 long 22/02/16 21/11/16 273 2.00 1.55 -0.45 -22.60 -11.30 short 25/09/17 3/09/18 343 1.14 0.71 1.83 0.69 61.10 30.55 long 20/05/19 22/07/19 63 0.95 0.96 0.01 0.91 0.45 short 20/06/22 12/12/22 175 1.03 0.91 1.16 0.13 12.73 6.37 48.01 México short 28/07/08 27/04/09 273 1.74 0.91 3.32 1.59 91.34 45.67 45.67 Televisa short 7/08/23 25/12/23 140 0.86 0.56 1.31 0.46 53.50 26.75 26.75 Inbursa long 27/04/09 8/08/11 833 1.69 1.51 -0.18 -10.88 -5.44 long 17/01/22 20/06/22 154 1.21 1.56 0.35 29.18 14.59 8.35 America Movil long 22/05/17 25/09/17 126 0.77 0.89 0.12 14.95 7.47 7.47 Bimbo long 17/01/22 20/06/22 154 3.00 3.06 0.07 2.22 1.11 long 12/12/22 7/08/23 238 4.05 4.57 0.52 12.95 6.47 short 17/06/24 12/08/24 56 3.20 3.36 3.05 -0.16 -4.86 -2.43 5.04 Orbia Advance long 12/05/08 28/07/08 77 2.79 2.40 -0.38 -13.69 -6.84 short 17/06/24 12/08/24 56 1.29 1.03 1.62 0.33 25.21 12.61 4.90 Quálitas long 25/12/23 17/06/24 175 8.64 9.04 0.39 4.56 2.28 2.28 Pinfra long 9/12/13 10/02/14 63 10.70 10.97 0.27 2.52 1.26 1.26 Alsea short 12/11/07 12/05/08 182 1.27 1.25 1.29 0.02 1.71 0.85 0.85 Nemak short 22/07/19 16/12/19 147 0.42 0.43 0.40 -0.01 -2.84 -1.42 -1.42 Aerop. Pacifico short 28/07/08 27/04/09 273 3.09 2.38 4.01 0.92 29.69 14.84 long 16/12/19 9/03/20 84 12.17 8.70 -3.47 -28.53 -14.26 -1.54 IEnova long 12/05/14 15/12/14 217 4.94 4.72 -0.21 -4.34 -2.17 -2.17 OHL México short 15/12/14 20/04/15 126 1.68 1.80 1.56 -0.12 -7.29 -3.65 -3.65 Banco del Bajio long 12/12/22 7/08/23 238 2.88 2.64 -0.25 -8.55 -4.27 -4.27 Lala short 21/11/16 22/05/17 182 1.57 1.71 1.44 -0.14 -8.70 -4.35 -4.35 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Gruma long 9/12/13 10/02/14 63 6.60 7.00 0.40 6.00 3.00 long 12/05/14 15/12/14 217 9.15 9.32 0.17 1.85 0.93 long 22/02/16 21/11/16 273 15.85 12.19 -3.66 -23.08 -11.54 -8.04 Megacable short 29/11/21 17/01/22 49 2.51 3.13 1.89 -0.62 -24.72 -12.36 -12.36 Bolsa Mexicana short 10/02/14 12/05/14 91 1.63 1.90 1.36 -0.27 -16.78 -8.39 short 29/11/21 17/01/22 49 1.52 1.65 1.38 -0.14 -8.96 -4.48 -12.50 Banco Santander MX short 10/02/14 12/05/14 91 1.85 2.32 1.37 -0.47 -25.70 -12.85 -12.85 Cemex short 12/11/07 12/05/08 182 2.90 2.94 2.85 -0.04 -1.50 -0.75 short 8/08/11 30/01/12 175 0.40 0.62 0.18 -0.22 -55.47 -27.74 short 11/01/16 22/02/16 42 0.44 0.54 0.33 -0.10 -23.58 -11.79 short 29/10/18 20/05/19 203 0.49 0.44 0.55 0.06 11.53 5.76 short 22/07/19 16/12/19 147 0.36 0.37 0.35 -0.01 -2.44 -1.22 long 21/09/20 29/11/21 434 0.33 0.58 0.25 75.04 37.52 short 20/06/22 12/12/22 175 0.34 0.39 0.30 -0.05 -13.85 -6.93 -15.40 Genomma Lab short 29/10/18 20/05/19 203 0.63 0.89 0.38 -0.25 -39.64 -19.82 -19.82 Peñoles long 30/01/12 2/09/13 581 44.16 29.46 -14.70 -33.28 -16.64 short 2/09/13 9/12/13 98 29.46 22.46 38.64 9.18 31.16 15.58 short 11/01/16 22/02/16 42 9.57 11.25 7.89 -1.68 -17.58 -8.79 long 21/09/20 29/11/21 434 13.55 10.95 -2.60 -19.20 -9.60 -20.56 Aerop. Centro Norte long 20/04/15 11/01/16 266 4.84 4.50 -0.34 -7.12 -3.56 long 3/09/18 29/10/18 56 6.45 5.53 -0.92 -14.22 -7.11 long 16/12/19 9/03/20 84 7.69 5.05 -2.64 -34.38 -17.19 -25.82 Elektra long 12/05/08 28/07/08 77 34.50 38.97 4.47 12.96 6.48 long 27/04/09 8/08/11 833 51.35 44.09 -7.26 -14.14 -7.07 long 30/01/12 2/09/13 581 79.16 30.50 -48.65 -61.46 -30.73 short 2/09/13 9/12/13 98 30.50 33.28 27.73 -2.78 -9.10 -4.55 long 22/05/17 25/09/17 126 33.30 43.55 10.24 30.76 15.38 long 3/09/18 29/10/18 56 46.23 40.22 -6.01 -12.99 -6.50 long 20/05/19 22/07/19 63 63.00 65.99 3.00 4.76 2.38 -27.74 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Alfa short 21/11/16 22/05/17 182 1.17 1.39 0.95 -0.22 -18.65 -9.32 short 9/03/20 21/09/20 196 0.51 0.57 0.44 -0.07 -13.16 -6.58 short 7/08/23 25/12/23 140 0.52 0.71 0.33 -0.19 -36.16 -18.08 -30.60 Alpek short 15/12/14 20/04/15 126 1.19 1.23 1.16 -0.03 -2.83 -1.42 short 25/09/17 3/09/18 343 0.95 1.43 0.48 -0.47 -49.71 -24.85 short 9/03/20 21/09/20 196 0.50 0.63 0.36 -0.14 -27.39 -13.69 -36.06 Carso short 8/08/11 30/01/12 175 1.72 2.70 0.74 -0.98 -56.98 -28.49 long 25/12/23 17/06/24 175 9.14 6.24 -2.90 -31.75 -15.87 -39.84
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. 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,
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