Share-o-matic - Assessment IPC (IPC Mexico)

Assessment - IPC Mexico in Swiss Franc - 1/17/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	7/19/21	prc diff	⇓ Δ26	∅-RS
		IPC	2,430.840	Mon	0.42	2,430.840		2,249.743	181.097	8.05	8.78
	L	Bimbo	2.997	Mon	0.17	2.997		2.055	0.942	45.85	40.20
	L	Inbursa	1.211	Mon	5.16	1.211		0.878	0.333	37.94	34.95
	L	America Movil	0.937	Mon		0.937		0.722	0.215	29.80	27.75
		Alsea	1.943	Mon	0.94	1.943		1.621	0.322	19.88	25.28
	L	Aerop. Pacifico	12.625	Mon	-2.19	12.625		9.763	2.862	29.31	21.37
		Banorte	6.664	Mon	1.35	6.664		5.644	1.020	18.07	18.64
		Telesites	1.004	Mon	0.18	1.004		0.816	0.188	23.07	17.58
		Banco del Bajio	1.727	Mon	-0.39	1.727		1.496	0.231	15.45	17.28
		Volaris	1.801	Mon	0.71	1.801		1.918	-0.117	-6.08	15.36
	L	Aerop. Sureste	19.246	Mon	-2.39	19.246		16.195	3.051	18.84	14.88
		Liverpool	4.188	Mon	2.34	4.188		4.013	0.175	4.37	14.67
		Arca Continental	5.726	Mon	0.21	5.726		5.453	0.273	5.00	10.96
	L	Becle	2.385	Mon	-0.32	2.385		2.336	0.049	2.10	10.68
	L	Gruma	11.575	Mon	-1.01	11.575		9.992	1.583	15.85	10.40
		Coca-Cola FEMSA	5.110	Mon	0.05	5.110		4.832	0.277	5.73	9.62
	L	Quálitas	4.955	Mon	2.27	4.955		4.167	0.787	18.90	7.49
	L	Aerop. Centro Norte	6.155	Mon	-7.59	6.155		5.347	0.808	15.12	7.37
		WalMex	3.215	Mon	-0.11	3.215		2.953	0.262	8.87	6.19
		FEMSA	7.729	Mon	1.91	7.729		7.613	0.116	1.52	6.24
		Carso	2.938	Mon	2.00	2.938		2.808	0.130	4.62	5.68
		Alfa	0.666	Mon	-0.14	0.666		0.676	-0.011	-1.58	5.55
	S	Cementos Chihuahua	7.026	Mon	0.21	7.026		7.003	0.023	0.33	5.57
		Regional	4.928	Mon	-0.91	4.928		5.032	-0.104	-2.06	4.43
	L	Pinfra	7.134	Mon	1.18	7.134		6.931	0.203	2.93	2.67
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	7/19/21	prc diff	⇓ Δ26	∅-RS
	S	México	4.228	Mon	0.84	4.228		4.147	0.081	1.95	0.79
	L	Megacable	3.126	Mon	4.56	3.126		3.250	-0.124	-3.81	0.17
	L	Vesta	1.726	Mon	0.08	1.726		1.703	0.023	1.35	-1.23
	L	Genomma Lab	0.889	Mon	-3.09	0.889		0.932	-0.043	-4.61	-2.31
	S	Televisa	1.897	Mon	-1.06	1.897		2.362	-0.464	-19.66	-3.66
	S	Cemex	0.629	Mon	0.29	0.629		0.704	-0.076	-10.73	-4.48
	S	Elektra	63.676	Mon	0.38	63.676		73.884	-10.208	-13.82	-6.01
	S	Orbia Advance	2.208	Mon	0.80	2.208		2.380	-0.172	-7.24	-6.39
	S	Kimberly-Clark	1.380	Mon	0.49	1.380		1.478	-0.098	-6.65	-9.64
	L	Bolsa Mexicana	1.652	Mon	-1.21	1.652		1.873	-0.220	-11.77	-11.80
	S	Peñoles	10.514	Mon	0.42	10.514		12.391	-1.877	-15.15	-14.95
IPC - 35 out of 35 instruments rated - 1/17/22 / 7/19/21 - 23 did rise, Market-Ratio(26) in CHF = 65.71 %
Stock Exchange Currency: MXN $ Mexican peso

Technical Chart

	IPC RS = 26 - B/S = 60/40

1/01/18	scale up chart	1/17/22

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
1/02/06		11/12/07	679		- cash -
short	11/12/07	5/12/08	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	5/12/08	7/28/08	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	7/28/08	4/27/09	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	4/27/09	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	1/30/12	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	1/30/12	9/02/13	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	9/02/13	12/09/13	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	12/09/13	2/10/14	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	2/10/14	5/12/14	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	5/12/14	12/15/14	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	12/15/14	4/20/15	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	4/20/15	1/11/16	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	1/11/16	2/22/16	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	2/22/16	11/21/16	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	11/21/16	5/22/17	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	5/22/17	9/25/17	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	9/25/17	9/03/18	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	9/03/18	10/29/18	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	10/29/18	5/20/19	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	5/20/19	7/22/19	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	7/22/19	12/16/19	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	12/16/19	3/09/20	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	3/09/20	9/21/20	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	9/21/20	11/29/21	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	11/29/21	1/17/22	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	1/17/22		0		Bimbo	50	159	2.997	2.997		0.000	0	957	0
					Inbursa	50	395	1.211	1.211		0.000	0	957	0
100							0						0
accum	11/12/07	1/17/22	5181	days out of 5860 invested (88%)							-90		957	-15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
México	short	7/28/08	4/27/09	273	1.74	0.91	3.32	1.59	91.34	50	45.67	45.67
Volaris	long	4/20/15	1/11/16	266	1.21	1.68		0.47	39.25		19.62
	long	2/22/16	11/21/16	273	2.00	1.55		-0.45	-22.60		-11.30
	short	9/25/17	9/03/18	343	1.14	0.71	1.83	0.69	61.10		30.55
	long	5/20/19	7/22/19	63	0.95	0.96		0.01	0.91		0.45	39.15
America Movil	long	5/22/17	9/25/17	126	0.77	0.89		0.12	14.95		7.47	7.47
Pinfra	long	12/09/13	2/10/14	63	10.70	10.97		0.27	2.52		1.26	1.26
Alsea	short	11/12/07	5/12/08	182	1.27	1.25	1.29	0.02	1.71		0.85	0.85
Bimbo	long	1/17/22	1/17/22	0	3.00	3.00		0.00	0.00		0.00	0.00
Nemak	short	7/22/19	12/16/19	147	0.42	0.43	0.40	-0.01	-2.84		-1.42	-1.42
Aerop. Pacifico	short	7/28/08	4/27/09	273	3.09	2.38	4.01	0.92	29.69		14.84
	long	12/16/19	3/09/20	84	12.17	8.70		-3.47	-28.53		-14.26	-1.54
IEnova	long	5/12/14	12/15/14	217	4.94	4.72		-0.21	-4.34		-2.17	-2.17
OHL México	short	12/15/14	4/20/15	126	1.68	1.80	1.56	-0.12	-7.29		-3.65	-3.65
Lala	short	11/21/16	5/22/17	182	1.57	1.71	1.44	-0.14	-8.70		-4.35	-4.35
Inbursa	long	4/27/09	8/08/11	833	1.69	1.51		-0.18	-10.88		-5.44
	long	1/17/22	1/17/22	0	1.21	1.21		0.00	0.00		0.00	-5.44
Orbia Advance	long	5/12/08	7/28/08	77	2.79	2.40		-0.38	-13.69		-6.84	-6.84
Gruma	long	12/09/13	2/10/14	63	6.60	7.00		0.40	6.00		3.00
	long	5/12/14	12/15/14	217	9.15	9.32		0.17	1.85		0.93
	long	2/22/16	11/21/16	273	15.85	12.19		-3.66	-23.08		-11.54	-8.04
Cemex	short	11/12/07	5/12/08	182	2.90	2.94	2.85	-0.04	-1.50		-0.75
	short	8/08/11	1/30/12	175	0.40	0.62	0.18	-0.22	-55.47		-27.74
	short	1/11/16	2/22/16	42	0.44	0.54	0.33	-0.10	-23.58		-11.79
	short	10/29/18	5/20/19	203	0.49	0.44	0.55	0.06	11.53		5.76
	short	7/22/19	12/16/19	147	0.36	0.37	0.35	-0.01	-2.44		-1.22
	long	9/21/20	11/29/21	434	0.33	0.58		0.25	75.04		37.52	-9.10
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Megacable	short	11/29/21	1/17/22	49	2.51	3.13	1.89	-0.62	-24.72		-12.36	-12.36
Bolsa Mexicana	short	2/10/14	5/12/14	91	1.63	1.90	1.36	-0.27	-16.78		-8.39
	short	11/29/21	1/17/22	49	1.52	1.65	1.38	-0.14	-8.96		-4.48	-12.50
Banco Santander MX	short	2/10/14	5/12/14	91	1.85	2.32	1.37	-0.47	-25.70		-12.85	-12.85
Alfa	short	11/21/16	5/22/17	182	1.17	1.39	0.95	-0.22	-18.65		-9.32
	short	3/09/20	9/21/20	196	0.51	0.57	0.44	-0.07	-13.16		-6.58	-15.29
Genomma Lab	short	10/29/18	5/20/19	203	0.63	0.89	0.38	-0.25	-39.64		-19.82	-19.82
Peñoles	long	1/30/12	9/02/13	581	44.16	29.46		-14.70	-33.28		-16.64
	short	9/02/13	12/09/13	98	29.46	22.46	38.64	9.18	31.16		15.58
	short	1/11/16	2/22/16	42	9.57	11.25	7.89	-1.68	-17.58		-8.79
	long	9/21/20	11/29/21	434	13.55	10.95		-2.60	-19.20		-9.60	-20.56
Aerop. Centro Norte	long	4/20/15	1/11/16	266	4.84	4.50		-0.34	-7.12		-3.56
	long	9/03/18	10/29/18	56	6.45	5.53		-0.92	-14.22		-7.11
	long	12/16/19	3/09/20	84	7.69	5.05		-2.64	-34.38		-17.19	-25.82
Elektra	long	5/12/08	7/28/08	77	34.50	38.97		4.47	12.96		6.48
	long	4/27/09	8/08/11	833	51.35	44.09		-7.26	-14.14		-7.07
	long	1/30/12	9/02/13	581	79.16	30.50		-48.65	-61.46		-30.73
	short	9/02/13	12/09/13	98	30.50	33.28	27.73	-2.78	-9.10		-4.55
	long	5/22/17	9/25/17	126	33.30	43.55		10.24	30.76		15.38
	long	9/03/18	10/29/18	56	46.23	40.22		-6.01	-12.99		-6.50
	long	5/20/19	7/22/19	63	63.00	65.99		3.00	4.76		2.38	-27.74
Carso	short	8/08/11	1/30/12	175	1.72	2.70	0.74	-0.98	-56.98		-28.49	-28.49
Alpek	short	12/15/14	4/20/15	126	1.19	1.23	1.16	-0.03	-2.83		-1.42
	short	9/25/17	9/03/18	343	0.95	1.43	0.48	-0.47	-49.71		-24.85
	short	3/09/20	9/21/20	196	0.50	0.63	0.36	-0.14	-27.39		-13.69	-36.06

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


	is taking down something concerning