Assessment - IPC Mexico - 4/22/24 - RS = 10
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ10
∅-RS
IPC
56,551.900
Mon
1.23
56,551.900
57,418.600
-866.700
-1.51
4.58
Quálitas
206.920
Mon
5.19
206.920
186.790
20.130
10.78
42.34
L
Liverpool
142.200
Mon
0.63
142.200
126.250
15.950
12.63
31.62
L
Gentera
26.380
Mon
1.46
26.380
23.920
2.460
10.28
23.87
Alsea
74.230
Mon
0.73
74.230
65.440
8.790
13.43
21.66
L
México
100.690
Mon
-1.78
100.690
86.400
14.290
16.54
19.29
Inbursa
50.210
Mon
1.95
50.210
53.830
-3.620
-6.72
18.64
L
Megacable
48.930
Mon
0.08
48.930
39.730
9.200
23.16
17.59
Cementos Chihuahua
194.750
Mon
3.97
194.750
193.420
1.330
0.69
16.22
L
Aerop. Sureste
539.700
Mon
2.50
539.700
510.690
29.010
5.68
16.19
L
Peñoles
274.210
Mon
274.210
218.170
56.040
25.69
15.98
Banorte
181.080
Mon
4.45
181.080
184.210
-3.130
-1.70
15.37
Gruma
334.900
Mon
2.02
334.900
315.870
19.030
6.02
12.90
Chedraui
118.640
Mon
1.54
118.640
119.240
-0.600
-0.50
12.67
Cemex
14.040
Mon
2.63
14.040
13.310
0.730
5.48
12.60
Regional
154.950
Mon
3.93
154.950
165.100
-10.150
-6.15
9.91
Coca-Cola FEMSA
162.900
Mon
1.86
162.900
167.430
-4.530
-2.71
8.79
L
Genomma Lab
15.350
Mon
1.93
15.350
13.130
2.220
16.91
8.48
Banco del Bajio
61.570
Mon
1.37
61.570
67.790
-6.220
-9.18
7.06
Carso
140.910
Mon
1.97
140.910
152.060
-11.150
-7.33
5.59
L
Pinfra
177.340
Mon
1.43
177.340
183.330
-5.990
-3.27
3.39
S
Vesta
62.040
Mon
3.26
62.040
62.950
-0.910
-1.45
2.46
Alfa
11.970
Mon
-0.83
11.970
13.530
-1.560
-11.53
2.28
FEMSA
202.820
Mon
-1.30
202.820
242.310
-39.490
-16.30
1.52
S
Arca Continental
173.030
Mon
2.46
173.030
194.510
-21.480
-11.04
-0.43
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ10
∅-RS
S
Elektra
1,150.920
Mon
-0.77
1,150.920
1,171.170
-20.250
-1.73
-1.34
Kimberly-Clark
36.770
Mon
1.43
36.770
38.490
-1.720
-4.47
-1.39
L
Aerop. Pacifico
274.140
Mon
3.00
274.140
271.920
2.220
0.82
-1.64
Bolsa Mexicana
34.020
Mon
1.34
34.020
36.200
-2.180
-6.02
-1.84
L
Aerop. Centro Norte
163.170
Mon
1.78
163.170
158.180
4.990
3.15
-3.56
America Movil
15.830
Mon
1.41
15.830
14.690
1.140
7.76
-3.62
S
WalMex
64.110
Mon
-0.39
64.110
71.400
-7.290
-10.21
-5.23
Orbia Advance
32.830
Mon
1.67
32.830
33.710
-0.880
-2.61
-9.17
Bimbo
70.990
Mon
2.76
70.990
78.960
-7.970
-10.09
-14.83
Becle
31.930
Mon
-0.19
31.930
32.950
-1.020
-3.10
-15.60
L
Televisa
9.860
Mon
3.35
9.860
10.470
-0.610
-5.83
-17.72
IPC - 35 out of 35 instruments rated - 4/22/24 / 2/12/24 - 15 did rise, Market-Ratio(10) = 42.86 %
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
4/23/24
8
- cash -
accum 1/09/06
4/15/24 1750
days out of 6686 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
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