Assessment - IPC Mexico in Renminbi yuán - 21/10/19 - RS = 26
⇐
⇓ freshest
⇓ 21/10/19
Δwk
22/04/19
prc diff
⇓
⇓
L
IPC
16,062.045
16:27
0.70
16,034.118
0.17
16,161.780
-127.663
-0.79
5.69
L
Alsea
18.359
16:27
2.03
17.994
2.03
15.755
2.238
14.21
13.09
Banco Santander MX
10.000
16:27
1.61
9.841
1.61
11.435
-1.595
-13.94
2.65
L
Aerop. Centro Norte
47.420
16:27
1.46
46.737
1.46
41.173
5.564
13.51
19.76
L
Regional
36.486
16:28
1.32
36.009
1.32
37.084
-1.075
-2.90
6.07
Carso
22.146
16:22
1.20
21.883
1.20
25.595
-3.712
-14.50
-7.57
L
Cemex
2.892
16:28
1.16
2.859
1.16
3.259
-0.399
-12.26
-5.42
L
Alpek
8.097
16:25
1.15
8.005
1.15
9.081
-1.076
-11.85
-7.51
L
Banorte
39.947
16:28
1.07
39.523
1.07
43.861
-4.339
-9.89
6.09
L
Genomma Lab
7.111
16:27
1.05
7.037
1.05
5.317
1.720
32.35
36.47
L
Becle
11.348
16:27
0.79
11.259
0.79
10.360
0.899
8.68
15.93
L
Arca Continental
39.194
16:28
0.69
38.924
0.69
37.950
0.974
2.57
3.51
L
Megacable
30.406
16:28
0.61
30.221
0.61
32.586
-2.365
-7.26
-0.61
L
Orbia Advance
15.703
16:28
0.54
15.618
0.54
16.436
-0.817
-4.97
0.32
L
Liverpool
40.649
16:25
0.52
40.439
0.52
42.875
-2.436
-5.68
-0.76
L
WalMex
21.023
16:28
0.35
20.949
0.35
20.100
0.849
4.22
11.19
Kimberly-Clark
14.370
16:28
0.26
14.333
0.26
12.055
2.278
18.89
19.76
Pinfra
66.419
16:27
0.22
66.271
0.22
66.330
-0.059
-0.09
2.07
L
Alfa
6.446
16:28
0.11
6.439
0.11
7.169
-0.730
-10.19
-7.32
L
America Movil
5.759
16:28
0.06
5.755
0.06
5.278
0.477
9.05
14.94
S
FEMSA
65.030
16:27
-0.01
65.034
-0.01
64.328
0.705
1.10
3.05
L
Volaris
7.547
16:24
-0.05
7.551
-0.05
6.008
1.543
25.68
36.11
L
Gruma
71.794
16:27
-0.10
71.864
-0.10
70.522
1.342
1.90
0.75
S
Lala
7.547
16:28
-0.10
7.554
-0.10
9.359
-1.805
-19.28
-2.51
Elektra
511.713
16:27
-0.12
512.319
-0.12
361.009
151.309
41.91
33.21
⇓ freshest
⇓ 21/10/19
Δwk
22/04/19
prc diff
⇓
⇓
L
IEnova
30.642
16:28
-0.14
30.686
-0.14
29.495
1.191
4.04
11.49
L
Televisa
15.478
16:28
-0.14
15.500
-0.14
14.146
1.355
9.58
5.47
L
Inbursa
8.962
16:28
-0.16
8.977
-0.16
10.217
-1.241
-12.15
-5.34
S
Coca-Cola FEMSA
40.690
16:27
-0.21
40.775
-0.21
43.067
-2.292
-5.32
-4.13
Aerop. Pacifico
71.232
16:26
-0.24
71.406
-0.24
69.325
2.081
3.00
13.10
Aerop. Sureste
111.837
16:28
-0.33
112.210
-0.33
108.806
3.404
3.13
3.09
L
Peñoles
83.090
16:28
-0.67
83.651
-0.67
80.290
3.361
4.19
-0.43
Bimbo
12.515
16:27
-0.96
12.637
-0.96
14.431
-1.793
-12.43
-6.89
L
Nemak
3.310
16:25
-1.43
3.358
-1.43
3.868
-0.510
-13.18
-12.17
L
Gentera
6.243
16:28
-1.46
6.335
-1.46
6.831
-0.495
-7.25
12.78
México
17.731
16:28
-1.90
18.075
-1.90
20.887
-2.812
-13.46
9.41
IPC - 35 out of 35 instruments rated - 21/10/19 / 22/04/19 - 17 did rise, Market-Ratio(26) in CNY = 48.57 % 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
2/01/06 12/11/07 679 - cash -
short
12/11/07
12/05/08
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
12/05/08
28/07/08
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
28/07/08
27/04/09
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
27/04/09
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
30/01/12
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
30/01/12
2/09/13
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
2/09/13
9/12/13
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
9/12/13
10/02/14
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
10/02/14
12/05/14
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
12/05/14
15/12/14
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
15/12/14
20/04/15
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
20/04/15
11/01/16
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
11/01/16
22/02/16
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
22/02/16
21/11/16
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
21/11/16
22/05/17
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
22/05/17
25/09/17
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
25/09/17
3/09/18
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
3/09/18
29/10/18
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
29/10/18
20/05/19
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
20/05/19
22/07/19
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
22/07/19
22/10/19
92
Cemex
50
616
2.541
2.892
2.190
-0.351
-14
2,915
-45
Nemak
50
537
2.913
3.310
2.516
-0.397
-14
2,701
-44
100
-14
-44 accum 12/11/07
22/10/19 4362
days out of 5041 invested (87%)
-73
2,701
-10
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 28/07/08 27/04/09 273 11.43 5.44 24.01 12.58 110.10 50 55.05 55.05 Volaris long 20/04/15 11/01/16 266 7.83 11.02 3.20 40.84 20.42 long 22/02/16 21/11/16 273 13.07 10.56 -2.51 -19.18 -9.59 short 25/09/17 3/09/18 343 7.78 4.96 12.21 4.42 56.83 28.41 long 20/05/19 22/07/19 63 6.50 6.70 0.20 3.14 1.57 42.00 Aerop. Pacifico short 28/07/08 27/04/09 273 20.33 14.27 28.95 8.62 42.40 21.20 21.20 Inbursa long 27/04/09 8/08/11 833 10.16 12.70 2.54 25.01 12.51 12.51 America Movil long 22/05/17 25/09/17 126 5.45 6.06 0.62 11.31 5.65 5.65 Pinfra long 9/12/13 10/02/14 63 72.95 74.12 1.17 1.60 0.80 0.80 Alsea short 12/11/07 12/05/08 182 8.39 8.39 8.39 0.00 0.04 0.02 0.02 OHL México short 15/12/14 20/04/15 126 10.78 11.69 9.86 -0.92 -8.50 -4.25 -4.25 Lala short 21/11/16 22/05/17 182 10.75 12.10 9.41 -1.34 -12.50 -6.25 -6.25 IEnova long 12/05/14 15/12/14 217 34.67 30.27 -4.40 -12.70 -6.35 -6.35 Nemak short 22/07/19 22/10/19 92 2.91 3.31 2.52 -0.40 -13.63 -6.82 -6.82 Orbia Advance long 12/05/08 28/07/08 77 18.70 15.82 -2.88 -15.39 -7.69 -7.69 Aerop. Centro Norte long 20/04/15 11/01/16 266 31.38 29.48 -1.90 -6.06 -3.03 long 3/09/18 29/10/18 56 45.35 38.43 -6.92 -15.26 -7.63 -10.43 Bolsa Mexicana short 10/02/14 12/05/14 91 11.01 13.36 8.65 -2.36 -21.41 -10.70 -10.70 Gruma long 9/12/13 10/02/14 63 45.02 47.29 2.28 5.06 2.53 long 12/05/14 15/12/14 217 64.29 59.76 -4.53 -7.04 -3.52 long 22/02/16 21/11/16 273 103.73 83.31 -20.42 -19.68 -9.84 -10.82 Alfa short 21/11/16 22/05/17 182 8.01 9.84 6.19 -1.83 -22.79 -11.39 -11.39 Carso short 8/08/11 30/01/12 175 14.46 18.60 10.31 -4.14 -28.65 -14.32 -14.32 Banco Santander MX short 10/02/14 12/05/14 91 12.47 16.29 8.64 -3.83 -30.68 -15.34 -15.34 Peñoles long 30/01/12 2/09/13 581 304.21 193.39 -110.81 -36.43 -18.21 short 2/09/13 9/12/13 98 193.39 153.15 244.21 50.82 26.28 13.14 short 11/01/16 22/02/16 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 29/10/18 20/05/19 203 4.41 6.07 2.75 -1.66 -37.70 -18.85 -18.85 Elektra long 12/05/08 28/07/08 77 231.57 256.44 24.87 10.74 5.37 long 27/04/09 8/08/11 833 307.74 370.64 62.91 20.44 10.22 long 30/01/12 2/09/13 581 545.36 200.25 -345.11 -63.28 -31.64 short 2/09/13 9/12/13 98 200.25 226.93 173.57 -26.68 -13.32 -6.66 long 22/05/17 25/09/17 126 235.54 298.24 62.70 26.62 13.31 long 3/09/18 29/10/18 56 325.24 279.54 -45.70 -14.05 -7.02 long 20/05/19 22/07/19 63 431.71 462.27 30.56 7.08 3.54 -19.17 Cemex short 12/11/07 12/05/08 182 19.12 19.73 18.51 -0.61 -3.19 -1.59 short 8/08/11 30/01/12 175 3.34 4.25 2.42 -0.91 -27.42 -13.71 short 11/01/16 22/02/16 42 2.87 3.54 2.20 -0.67 -23.33 -11.66 short 29/10/18 20/05/19 203 3.43 3.03 3.88 0.45 13.10 6.55 short 22/07/19 22/10/19 92 2.54 2.89 2.19 -0.35 -13.83 -6.91 -25.60 Alpek short 15/12/14 20/04/15 126 7.66 7.96 7.35 -0.31 -3.99 -2.00 short 25/09/17 3/09/18 343 6.52 10.03 3.02 -3.51 -53.79 -26.89 -28.35
Annotations
2/02/18 Banco Santander MX merger of banco and grupo financiero 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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