Assessment - IPC Mexico - 12/05/22 - RS = 20
⇐
⇓ freshest
⇓ 12/05/22
⇓ 7/18/22
prc diff
⇓
∅-RS
L
IPC
51,020.600
Tue
0.44
50,799.500
0.44
46,923.200
3,876.300
8.26
1.43
L
Banco del Bajio
60.440
Tue
-0.28
60.610
-0.28
43.700
16.910
38.70
29.23
L
Bimbo
83.620
Mon
0.92
83.620
71.500
12.120
16.95
26.71
L
Regional
141.430
Mon
-1.90
141.430
102.220
39.210
38.36
21.65
L
Peñoles
266.340
Mon
-2.21
266.340
188.290
78.050
41.45
21.63
L
Liverpool
114.420
Mon
1.68
114.420
90.620
23.800
26.26
19.83
L
Arca Continental
164.880
Tue
2.54
160.800
2.54
137.640
23.160
16.83
18.80
L
Aerop. Centro Norte
171.560
Tue
3.23
166.190
3.23
125.290
40.900
32.64
18.53
L
Carso
82.640
Mon
-4.39
82.640
77.320
5.320
6.88
17.08
L
Kimberly-Clark
33.540
Mon
1.79
33.540
28.510
5.030
17.64
16.51
L
Coca-Cola FEMSA
133.110
Mon
-0.27
133.110
112.980
20.130
17.82
15.48
L
Pinfra
171.560
Mon
-2.87
171.560
144.160
27.400
19.01
14.80
L
Vesta
43.890
Mon
-2.44
43.890
40.290
3.600
8.94
13.93
L
Banorte
147.570
Tue
-1.84
150.330
-1.84
111.600
38.730
34.70
13.42
L
Aerop. Sureste
493.160
Tue
3.82
475.000
3.82
387.710
87.290
22.51
12.25
Inbursa
34.690
Mon
-1.42
34.690
34.550
0.140
0.41
5.51
L
Aerop. Pacifico
312.950
Tue
3.09
303.580
3.09
291.020
12.560
4.32
5.32
L
FEMSA
151.010
Mon
-0.15
151.010
122.010
29.000
23.77
4.62
L
Cementos Chihuahua
136.580
Mon
-0.76
136.580
120.420
16.160
13.42
3.23
L
Bolsa Mexicana
38.050
Mon
-0.60
38.050
35.770
2.280
6.37
2.21
Gruma
245.430
Mon
-0.13
245.430
249.360
-3.930
-1.58
2.10
L
WalMex
72.960
Mon
-2.64
72.960
71.690
1.270
1.77
0.15
L
Becle
44.970
Tue
1.95
44.110
1.95
45.910
-1.800
-3.92
-2.55
L
Alsea
38.660
Tue
-1.18
39.120
-1.18
38.500
0.620
1.61
-3.45
L
Megacable
50.380
Mon
-0.12
50.380
47.020
3.360
7.15
-3.92
⇓ freshest
⇓ 12/05/22
⇓ 7/18/22
prc diff
⇓
∅-RS
L
America Movil
18.420
Tue
0.33
18.360
0.33
19.280
-0.920
-4.77
-5.32
Telesites
20.670
Mon
-3.82
20.670
23.270
-2.600
-11.17
-5.98
L
Alfa
13.310
Tue
0.53
13.240
0.53
14.940
-1.700
-11.38
-6.48
L
Cemex
8.320
Mon
-2.12
8.320
7.950
0.370
4.65
-7.98
Genomma Lab
16.730
Mon
0.60
16.730
19.600
-2.870
-14.64
-8.30
México
78.680
Mon
-1.39
78.680
77.440
1.240
1.60
-8.86
Elektra
1,039.800
Mon
-0.27
1,039.800
1,099.280
-59.480
-5.41
-11.20
Quálitas
84.580
Mon
-2.52
84.580
84.370
0.210
0.25
-11.74
Orbia Advance
37.030
Mon
-3.09
37.030
43.460
-6.430
-14.80
-17.29
Volaris
19.150
Mon
-0.52
19.150
19.010
0.140
0.74
-21.37
Televisa
20.330
Mon
-0.39
20.330
32.730
-12.400
-37.89
-36.04
IPC - 35 out of 35 instruments rated - 12/05/22 / 7/18/22 - 26 did rise, Market-Ratio(20) = 74.29 % Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico * S20 - 34/79 (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 6/26/06 175 - cash -
short
6/26/06
7/03/06
7
Alfa
50
934
5.350
5.750
4.950
-0.400
-7
9,626
-98
Inbursa
50
613
8.150
8.450
7.850
-0.300
-4
9,443
-86
100
-6
-95
7/03/06 11/19/07 504 - cash -
11/19/07
6/01/09
560
Alsea
50
347
13.600
7.060
26.198
12.598
93
13,814
53
Cemex
50
167
28.270
14.300
55.888
27.618
98
18,426
56
100
95
55
6/01/09 4/25/11 693 - cash -
4/25/11
12/26/11
245
Cemex
50
926
9.940
7.590
13.018
3.078
31
21,276
49
Banco Santander MX
50
610
15.100
15.000
15.201
0.101
1
21,338
1
100
16
24
12/26/11 6/24/13 546 - cash -
6/24/13
6/16/14
357
Elektra
50
25
420.080
344.000
512.986
92.906
22
23,660
23
Peñoles
50
27
394.930
316.780
492.360
97.430
25
26,291
25
100
23
24
6/16/14 12/01/14 168 - cash -
12/01/14
5/04/15
154
Alpek
50
638
20.600
21.300
19.900
-0.700
-3
25,844
-8
Genomma Lab
50
459
28.600
18.030
45.367
16.767
59
33,540
198
100
28
78
5/04/15 11/21/16 567 - cash -
11/21/16
4/10/17
140
Alfa
50
705
23.760
26.810
20.710
-3.050
-13
31,390
-30
Lala
50
526
31.880
33.950
29.810
-2.070
-6
30,301
-16
100
-10
-23
4/10/17 10/16/17 189 - cash -
10/16/17
1/06/20
812
Alfa
50
782
19.350
16.540
22.637
3.287
17
32,872
7
Volaris
50
723
20.980
19.830
22.197
1.217
6
33,751
3
100
11
5
1/06/20 3/09/20 63 - cash -
3/09/20
8/17/20
161
Alfa
50
1,453
11.610
14.780
8.440
-3.170
-27
29,145
-51
Alpek
50
1,482
11.390
17.970
4.810
-6.580
-58
19,394
-86
100
-43
-72
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
8/17/20 6/20/22 672 - cash -
6/20/22
12/05/22
168
Cemex
50
1,346
7.200
8.320
6.080
-1.120
-16
17,886
-31
Volaris
50
449
21.600
19.150
24.363
2.763
13
19,127
30
100
-1
-3 accum 6/26/06
12/05/22 2607
days out of 6184 invested (42%)
91
19,127
10
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Cemex short 11/19/07 6/01/09 560 28.27 14.30 55.89 27.62 97.69 50 48.85 4/25/11 12/26/11 245 9.94 7.59 13.02 3.08 30.96 15.48 6/20/22 12/05/22 168 7.20 8.32 6.08 -1.12 -15.56 -7.78 58.52 Alsea 11/19/07 6/01/09 560 13.60 7.06 26.20 12.60 92.63 46.32 46.32 Genomma Lab 12/01/14 5/04/15 154 28.60 18.03 45.37 16.77 58.62 29.31 29.31 Peñoles 6/24/13 6/16/14 357 394.93 316.78 492.36 97.43 24.67 12.34 12.34 Elektra 6/24/13 6/16/14 357 420.08 344.00 512.99 92.91 22.12 11.06 11.06 Volaris 10/16/17 1/06/20 812 20.98 19.83 22.20 1.22 5.80 2.90 6/20/22 12/05/22 168 21.60 19.15 24.36 2.76 12.79 6.40 9.48 Banco Santander MX 4/25/11 12/26/11 245 15.10 15.00 15.20 0.10 0.67 0.33 0.33 Inbursa 6/26/06 7/03/06 7 8.15 8.45 7.85 -0.30 -3.68 -1.84 -1.84 Lala 11/21/16 4/10/17 140 31.88 33.95 29.81 -2.07 -6.49 -3.25 -3.25 Alfa 6/26/06 7/03/06 7 5.35 5.75 4.95 -0.40 -7.48 -3.74 11/21/16 4/10/17 140 23.76 26.81 20.71 -3.05 -12.84 -6.42 10/16/17 1/06/20 812 19.35 16.54 22.64 3.29 16.99 8.49 3/09/20 8/17/20 161 11.61 14.78 8.44 -3.17 -27.30 -13.65 -15.61 Alpek 12/01/14 5/04/15 154 20.60 21.30 19.90 -0.70 -3.40 -1.70 3/09/20 8/17/20 161 11.39 17.97 4.81 -6.58 -57.77 -28.88 -30.09
Annotations
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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