Assessment - IPC Mexico - 7/01/24 - RS = 26
⇐
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
⇓
∅-RS
S
IPC
53,040.400
8/12/24
-0.02
52,884.000
0.30
57,386.200
-4,502.200
-7.85
-3.46
L
Aerop. Sureste
512.600
8/12/24
0.24
555.880
-7.79
497.460
58.420
11.74
19.58
Quálitas
164.740
8/12/24
-2.49
189.050
-12.86
171.580
17.470
10.18
18.49
L
Genomma Lab
18.770
8/12/24
17.030
10.22
14.160
2.870
20.27
13.94
Chedraui
145.040
8/12/24
2.44
127.100
14.11
102.580
24.520
23.90
12.62
Megacable
42.470
8/12/24
-0.72
45.760
-7.19
37.920
7.840
20.68
12.59
Liverpool
133.360
8/12/24
0.22
133.050
0.23
115.570
17.480
15.13
10.27
L
Aerop. Pacifico
291.970
8/12/24
0.72
285.700
2.19
296.430
-10.730
-3.62
9.04
México
106.190
8/12/24
1.09
100.840
5.31
94.180
6.660
7.07
8.19
Gruma
372.040
8/12/24
-0.21
328.950
13.10
311.140
17.810
5.72
8.13
Gentera
21.120
8/12/24
0.05
23.420
-9.82
23.580
-0.160
-0.68
5.34
Coca-Cola FEMSA
165.680
8/12/24
-0.41
152.780
8.44
160.970
-8.190
-5.09
3.57
Arca Continental
186.200
8/12/24
-0.93
177.450
4.93
185.410
-7.960
-4.29
3.40
Peñoles
241.670
8/12/24
-0.26
238.510
1.32
248.240
-9.730
-3.92
2.13
Pinfra
173.960
8/12/24
-1.38
168.160
3.45
183.720
-15.560
-8.47
0.27
Cementos Chihuahua
156.090
8/12/24
-2.81
172.390
-9.46
200.080
-27.690
-13.84
-0.84
S
FEMSA
210.020
8/12/24
-0.45
198.670
5.71
221.000
-22.330
-10.10
-1.69
L
America Movil
16.190
8/12/24
0.12
15.730
2.92
15.740
-0.010
-0.06
-2.07
Inbursa
44.240
8/12/24
-2.28
44.120
0.27
46.710
-2.590
-5.54
-3.34
Becle
31.100
8/12/24
3.67
32.070
-3.02
33.270
-1.200
-3.61
-4.09
Aerop. Centro Norte
154.520
8/12/24
2.22
155.140
-0.40
179.760
-24.620
-13.70
-5.21
S
Cemex
11.900
8/12/24
-0.75
11.580
2.76
13.220
-1.640
-12.41
-5.70
S
Alsea
55.210
8/12/24
0.47
65.000
-15.06
64.160
0.840
1.31
-6.32
S
Elektra
944.950
7/26/24
1,060.780
-10.92
1,173.160
-112.380
-9.58
-6.71
S
Bolsa Mexicana
29.670
8/12/24
-0.17
31.230
-5.00
35.140
-3.910
-11.13
-7.30
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
⇓
∅-RS
Carso
117.840
8/12/24
-1.65
131.590
-10.45
189.590
-58.000
-30.59
-7.49
S
WalMex
62.640
8/12/24
0.50
62.530
0.18
71.570
-9.040
-12.63
-8.29
S
Vesta
56.240
8/12/24
-0.23
55.370
1.57
67.430
-12.060
-17.89
-8.90
S
Banco del Bajio
52.060
8/12/24
0.64
55.850
-6.79
56.800
-0.950
-1.67
-9.77
S
Regional
127.000
8/12/24
-0.39
138.350
-8.20
162.270
-23.920
-14.74
-9.82
S
Banorte
137.810
8/12/24
0.58
146.510
-5.94
170.760
-24.250
-14.20
-11.97
Televisa
7.760
8/12/24
-1.15
9.950
-22.01
11.340
-1.390
-12.26
-12.17
S
Kimberly-Clark
34.140
8/12/24
-1.01
31.270
9.18
38.170
-6.900
-18.08
-13.01
S
Alfa
10.490
8/12/24
1.65
10.640
-1.41
13.640
-3.000
-21.99
-13.45
Bimbo
68.390
8/12/24
-0.84
66.820
2.35
85.950
-19.130
-22.26
-16.23
S
Orbia Advance
20.970
8/12/24
-3.23
25.490
-17.73
37.620
-12.130
-32.24
-22.06
IPC - 35 out of 35 instruments rated - 7/01/24 / 1/01/24 - 9 did rise, Market-Ratio(26) = 25.71 % 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
6/17/24
175
Carso
50
6
180.820
129.540
-51.280
-28
2,072
-50
Quálitas
50
7
170.970
187.640
16.670
10
2,188
21
100
-8
-17
short
6/17/24
8/12/24
56
Bimbo
50
16
66.520
68.390
64.650
-1.870
-3
2,158
-17
Orbia Advance
50
41
26.780
20.970
34.200
7.420
28
2,463
392
100
13
118 accum 11/12/07
8/12/24 6449
days out of 7128 invested (90%)
-75
2,463
-8
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 America Movil long 5/22/17 9/25/17 126 14.75 16.41 1.66 11.25 5.63 5.63 Quálitas long 12/25/23 6/17/24 175 170.97 187.64 16.67 9.75 4.88 4.88 Orbia Advance long 5/12/08 7/28/08 77 28.27 23.43 -4.84 -17.12 -8.56 short 6/17/24 8/12/24 56 26.78 20.97 34.20 7.42 27.71 13.85 4.11 Pinfra long 12/09/13 2/10/14 63 155.02 162.99 7.97 5.14 2.57 2.57 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 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 short 6/17/24 8/12/24 56 66.52 68.39 64.65 -1.87 -2.81 -1.41 -1.26 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 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total 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 Banco del Bajio long 12/12/22 8/07/23 238 61.12 51.45 -9.67 -15.82 -7.91 -7.91 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 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total 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 6/17/24 175 180.82 129.54 -51.28 -28.36 -14.18 -32.08 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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