Assessment - IPC Mexico - 7/01/24 - RS = 10
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
4/22/24
prc diff
⇓ Δ10
∅-RS
S
IPC
54,312.000
7/15
-1.17
52,884.000
2.70
56,551.900
-3,667.900
-6.49
-3.46
L
Aerop. Sureste
552.580
7/15
-0.82
555.880
-0.59
539.700
16.180
3.00
19.58
Quálitas
170.050
7/15
-3.11
189.050
-10.05
206.920
-17.870
-8.64
18.49
L
Genomma Lab
17.980
7/15
-2.65
17.030
5.58
15.350
1.680
10.94
13.94
Chedraui
138.260
7/15
2.13
127.100
8.78
118.640
8.460
7.13
12.62
Megacable
47.500
7/15
1.00
45.760
3.80
48.930
-3.170
-6.48
12.59
Liverpool
141.110
7/15
-0.47
133.050
6.06
142.200
-9.150
-6.43
10.27
L
Aerop. Pacifico
293.250
7/15
-0.67
285.700
2.64
274.140
11.560
4.22
9.04
México
109.270
7/15
-2.38
100.840
8.36
100.690
0.150
0.15
8.19
Gruma
351.010
7/15
-0.05
328.950
6.71
334.900
-5.950
-1.78
8.13
Gentera
23.450
7/15
-0.42
23.420
0.13
26.380
-2.960
-11.22
5.34
Coca-Cola FEMSA
153.330
7/15
-2.70
152.780
0.36
162.900
-10.120
-6.21
3.57
Arca Continental
178.960
7/15
0.01
177.450
0.85
173.030
4.420
2.55
3.40
Peñoles
262.450
7/15
-0.42
238.510
10.04
274.210
-35.700
-13.02
2.13
Pinfra
174.430
7/15
0.14
168.160
3.73
177.340
-9.180
-5.18
0.27
Cementos Chihuahua
161.540
7/15
-1.89
172.390
-6.29
194.750
-22.360
-11.48
-0.84
S
FEMSA
205.480
7/15
-0.61
198.670
3.43
202.820
-4.150
-2.05
-1.69
L
America Movil
16.100
7/15
-0.86
15.730
2.35
15.830
-0.100
-0.63
-2.07
Inbursa
44.130
7/15
-3.03
44.120
0.02
50.210
-6.090
-12.13
-3.34
Becle
31.560
7/15
-0.66
32.070
-1.59
31.930
0.140
0.44
-4.09
Aerop. Centro Norte
162.250
7/15
-2.19
155.140
4.58
163.170
-8.030
-4.92
-5.21
S
Cemex
11.930
7/15
-1.89
11.580
3.02
14.040
-2.460
-17.52
-5.70
S
Alsea
61.780
7/15
-2.74
65.000
-4.95
74.230
-9.230
-12.43
-6.32
S
Elektra
1,050.150
7/15
-0.41
1,060.780
-1.00
1,150.920
-90.140
-7.83
-6.71
S
Bolsa Mexicana
31.690
7/15
-0.35
31.230
1.47
34.020
-2.790
-8.20
-7.30
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
4/22/24
prc diff
⇓ Δ10
∅-RS
Carso
132.130
7/15
-1.06
131.590
0.41
140.910
-9.320
-6.61
-7.49
S
WalMex
67.070
7/15
-1.40
62.530
7.26
64.110
-1.580
-2.46
-8.29
S
Vesta
56.680
7/15
-1.10
55.370
2.37
62.040
-6.670
-10.75
-8.90
S
Banco del Bajio
57.010
7/15
-2.81
55.850
2.08
61.570
-5.720
-9.29
-9.77
S
Regional
143.870
7/15
-0.92
138.350
3.99
154.950
-16.600
-10.71
-9.82
S
Banorte
147.870
7/15
-1.10
146.510
0.93
181.080
-34.570
-19.09
-11.97
Televisa
9.080
7/15
-1.73
9.950
-8.74
9.860
0.090
0.91
-12.17
S
Kimberly-Clark
33.030
7/15
-0.21
31.270
5.63
36.770
-5.500
-14.96
-13.01
S
Alfa
11.260
7/15
-1.31
10.640
5.83
11.970
-1.330
-11.11
-13.45
Bimbo
64.890
7/15
-0.09
66.820
-2.89
70.990
-4.170
-5.87
-16.23
S
Orbia Advance
24.340
7/15
-1.89
25.490
-4.51
32.830
-7.340
-22.36
-22.06
IPC - 35 out of 35 instruments rated - 7/01/24 / 4/22/24 - 8 did rise, Market-Ratio(10) = 22.86 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico * L10 - 81/66 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
1/09/06
7
- cash -
long
1/09/06
2/13/06
35
Orbia Advance
100
2,427
4.120
4.670
0.550
13
11,335
269
2/13/06
4/24/06
70
- cash -
4/24/06
5/29/06
35
México
100
908
12.470
11.530
-0.940
-8
10,481
-56
5/29/06
8/21/06
84
- cash -
8/21/06
3/05/07
196
Alsea
100
971
10.790
17.810
7.020
65
17,298
154
3/05/07
4/02/07
28
- cash -
4/02/07
6/11/07
70
Pinfra
100
574
30.110
40.000
9.890
33
22,975
340
6/11/07
3/31/08
294
- cash -
3/31/08
5/05/08
35
Orbia Advance
100
1,257
18.270
25.540
7.270
40
32,113
3,190
5/05/08
5/04/09
364
- cash -
5/04/09
7/13/09
70
Elektra
100
53
599.000
537.000
-62.000
-10
28,827
-43
7/13/09
7/27/09
14
- cash -
7/27/09
11/02/09
98
Gruma
100
1,726
16.700
24.080
7.380
44
41,565
291
11/02/09
1/11/10
70
- cash -
1/11/10
1/25/10
14
Genomma Lab
100
2,604
15.960
14.700
-1.260
-8
38,284
-88
1/25/10
3/29/10
63
- cash -
3/29/10
5/10/10
42
Genomma Lab
100
1,786
21.430
20.840
-0.590
-3
37,230
-22
5/10/10
8/02/10
84
- cash -
8/02/10
8/09/10
7
Genomma Lab
100
1,692
22.000
23.460
1.460
7
39,700
2,751
8/09/10
10/25/10
77
- cash -
10/25/10
1/31/11
98
Carso
100
1,153
34.420
34.950
0.530
2
40,312
6
1/31/11
12/05/11
308
- cash -
12/05/11
12/19/11
14
Elektra
100
29
1,385.160
1,385.020
-0.140
0
40,307
0
12/19/11
2/20/12
63
- cash -
2/20/12
3/12/12
21
Elektra
100
35
1,148.990
1,118.920
-30.070
-3
39,255
-37
3/12/12
7/23/12
133
- cash -
7/23/12
2/18/13
210
Banorte
100
528
74.250
88.490
14.240
19
46,774
36
2/18/13
8/05/13
168
- cash -
8/05/13
8/19/13
14
Pinfra
100
335
139.350
131.020
-8.330
-6
43,983
-80
8/19/13
9/02/13
14
- cash -
9/02/13
9/09/13
7
Gruma
100
640
68.630
75.280
6.650
10
48,239
12,327
9/09/13
12/09/13
91
- cash -
12/09/13
12/23/13
14
Gruma
100
504
95.660
98.920
3.260
3
49,882
140
12/23/13
12/30/13
7
- cash -
12/30/13
1/06/14
7
Gruma
100
506
98.470
102.410
3.940
4
51,876
673
1/06/14
5/12/14
126
- cash -
5/12/14
9/15/14
126
Gruma
100
388
133.480
140.680
7.200
5
54,669
16
9/15/14
2/23/15
161
- cash -
2/23/15
3/02/15
7
Gruma
100
304
179.490
193.010
13.520
8
58,780
4,311
3/02/15
3/16/15
14
- cash -
3/16/15
3/23/15
7
Volaris
100
3,459
16.990
17.660
0.670
4
61,097
651
3/23/15
4/13/15
21
- cash -
4/13/15
5/11/15
28
Volaris
100
3,260
18.740
19.310
0.570
3
62,955
48
5/11/15
10/26/15
168
- cash -
10/26/15
11/30/15
35
Volaris
100
2,155
29.210
29.230
0.020
0
62,998
1
11/30/15
3/21/16
112
- cash -
3/21/16
5/16/16
56
Volaris
100
1,740
36.190
37.840
1.650
5
65,869
34
5/16/16
3/27/17
315
- cash -
3/27/17
4/17/17
21
Elektra
100
165
399.050
810.060
411.010
103
133,686
> 999,999
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
4/17/17
7/30/18
469
- cash -
7/30/18
9/17/18
49
Alpek
100
4,284
31.200
29.070
-2.130
-7
124,561
-41
9/17/18
2/04/19
140
- cash -
2/04/19
3/04/19
28
Elektra
100
120
1,029.910
994.690
-35.220
-3
120,335
-36
3/04/19
10/14/19
224
- cash -
10/14/19
11/11/19
28
Volaris
100
5,802
20.740
20.900
0.160
1
121,263
11
11/11/19
6/01/20
203
- cash -
6/01/20
7/13/20
42
Becle
100
3,126
38.780
40.620
1.840
5
127,015
50
7/13/20
11/23/20
133
- cash -
11/23/20
2/01/21
70
Cemex
100
13,642
9.310
11.760
2.450
26
160,438
238
2/01/21
4/26/21
84
- cash -
4/26/21
7/05/21
70
Cemex
100
10,555
15.200
16.750
1.550
10
176,798
66
7/05/21
11/14/22
497
- cash -
11/14/22
3/20/23
126
Peñoles
100
601
293.900
259.560
-34.340
-12
156,160
-30
3/20/23
12/18/23
273
- cash -
12/18/23
2/12/24
56
Carso
100
953
163.740
152.060
-11.680
-7
145,029
-38
2/12/24
4/01/24
49
- cash -
4/01/24
4/15/24
14
Alsea
100
1,753
82.700
74.410
-8.290
-10
130,496
-94
4/15/24
7/27/24
103
- cash -
accum 1/09/06
4/15/24 1750
days out of 6781 invested (26%)
1,205
130,496
71
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Gruma long 7/27/09 11/02/09 98 16.70 24.08 7.38 44.19
9/02/13 9/09/13 7 68.63 75.28 6.65 9.69
12/09/13 12/23/13 14 95.66 98.92 3.26 3.41
12/30/13 1/06/14 7 98.47 102.41 3.94 4.00
5/12/14 9/15/14 126 133.48 140.68 7.20 5.39
2/23/15 3/02/15 7 179.49 193.01 13.52 7.53 92.78
Elektra 5/04/09 7/13/09 70 599.00 537.00 -62.00 -10.35
12/05/11 12/19/11 14 1,385.16 1,385.02 -0.14 -0.01
2/20/12 3/12/12 21 1,148.99 1,118.92 -30.07 -2.62
3/27/17 4/17/17 21 399.05 810.06 411.01 103.00
2/04/19 3/04/19 28 1,029.91 994.69 -35.22 -3.42 71.15
Orbia Advance 1/09/06 2/13/06 35 4.12 4.67 0.55 13.35
3/31/08 5/05/08 35 18.27 25.54 7.27 39.79 58.45
Alsea 8/21/06 3/05/07 196 10.79 17.81 7.02 65.06
4/01/24 4/15/24 14 82.70 74.41 -8.29 -10.02 48.51
Cemex 11/23/20 2/01/21 70 9.31 11.76 2.45 26.32
4/26/21 7/05/21 70 15.20 16.75 1.55 10.20 39.20
Pinfra 4/02/07 6/11/07 70 30.11 40.00 9.89 32.85
8/05/13 8/19/13 14 139.35 131.02 -8.33 -5.98 24.91
Banorte 7/23/12 2/18/13 210 74.25 88.49 14.24 19.18 19.18
Volaris 3/16/15 3/23/15 7 16.99 17.66 0.67 3.94
4/13/15 5/11/15 28 18.74 19.31 0.57 3.04
10/26/15 11/30/15 35 29.21 29.23 0.02 0.07
3/21/16 5/16/16 56 36.19 37.84 1.65 4.56
10/14/19 11/11/19 28 20.74 20.90 0.16 0.77 12.93
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Becle 6/01/20 7/13/20 42 38.78 40.62 1.84 4.74 4.74
Genomma Lab 1/11/10 1/25/10 14 15.96 14.70 -1.26 -7.89
3/29/10 5/10/10 42 21.43 20.84 -0.59 -2.75
8/02/10 8/09/10 7 22.00 23.46 1.46 6.64 -4.49
Carso 10/25/10 1/31/11 98 34.42 34.95 0.53 1.54
12/18/23 2/12/24 56 163.74 152.06 -11.68 -7.13 -5.70
Alpek 7/30/18 9/17/18 49 31.20 29.07 -2.13 -6.83 -6.83
México 4/24/06 5/29/06 35 12.47 11.53 -0.94 -7.54 -7.54
Peñoles 11/14/22 3/20/23 126 293.90 259.56 -34.34 -11.68 -11.68
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.
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
write an annotation