Assessment - IPC Mexico - 2/24/20 - RS = 20
⇐
⇓ freshest
⇓ 2/24/20
⇓ 10/07/19
prc diff
⇓
∅-RS
IPC
41,563.400
15:31
-2.75
43,805.700
-5.12
42,952.300
853.400
1.99
1.56
L
Aerop. Centro Norte
131.320
15:31
-4.22
151.700
-13.43
117.680
34.020
28.91
23.79
Genomma Lab
19.690
15:31
-3.15
20.580
-4.32
19.180
1.400
7.30
20.95
L
Bolsa Mexicana
42.110
15:31
-3.84
45.770
-8.00
37.240
8.530
22.91
19.15
Aerop. Pacifico
214.750
15:31
-2.45
233.000
-7.83
193.590
39.410
20.36
17.96
Gentera
20.110
15:31
-1.85
20.300
-0.94
16.960
3.340
19.69
17.40
L
Regional
105.290
15:31
-4.88
114.200
-7.80
93.730
20.470
21.84
15.08
Aerop. Sureste
301.510
15:31
-9.87
354.410
-14.93
300.970
53.440
17.76
11.85
Becle
31.500
15:29
-2.26
34.010
-7.38
30.770
3.240
10.53
11.03
L
America Movil
15.580
15:31
-1.08
15.920
-2.14
14.680
1.240
8.45
10.01
Elektra
1,382.840
15:30
-0.16
1,379.510
0.24
1,401.540
-22.030
-1.57
9.92
Televisa
37.700
15:31
-4.82
42.820
-11.96
38.560
4.260
11.05
9.51
L
Pinfra
191.130
15:31
-3.21
199.470
-4.18
177.740
21.730
12.23
7.55
IEnova
83.750
15:31
-2.47
86.800
-3.51
81.130
5.670
6.99
7.53
L
Gruma
193.120
15:24
-3.81
204.310
-5.48
201.050
3.260
1.62
5.68
Kimberly-Clark
38.300
15:31
-0.55
38.390
-0.23
39.970
-1.580
-3.95
4.66
L
Banorte
106.650
15:31
-5.06
112.650
-5.33
110.030
2.620
2.38
4.64
L
Arca Continental
104.940
15:31
-3.41
109.980
-4.58
107.970
2.010
1.86
4.58
Banco Santander MX
26.800
15:31
-3.21
28.250
-5.13
25.900
2.350
9.07
4.06
WalMex
55.160
15:31
-1.62
56.730
-2.77
57.880
-1.150
-1.99
3.23
L
Coca-Cola FEMSA
113.610
15:30
-2.36
118.440
-4.08
118.740
-0.300
-0.25
0.66
S
México
45.010
15:31
-1.57
49.110
-8.35
44.840
4.270
9.52
-0.86
Orbia Advance
39.500
15:31
-2.81
41.160
-4.03
38.510
2.650
6.88
-1.01
S
Alsea
40.540
15:31
-4.27
42.910
-5.52
48.290
-5.380
-11.14
-3.43
S
Cementos Chihuahua
95.860
15:27
-4.12
98.490
-2.67
102.710
-4.220
-4.11
-4.93
⇓ freshest
⇓ 2/24/20
⇓ 10/07/19
prc diff
⇓
∅-RS
S
Carso
59.020
15:31
-2.85
63.630
-7.25
56.690
6.940
12.24
-4.98
S
FEMSA
163.990
15:31
-1.95
168.680
-2.78
179.710
-11.030
-6.14
-5.91
Peñoles
196.500
15:31
-0.51
206.770
-4.97
249.890
-43.120
-17.26
-6.64
L
Cemex
6.120
15:31
-4.97
7.060
-13.31
7.210
-0.150
-2.08
-8.15
Liverpool
92.590
15:31
-1.21
92.600
-0.01
107.820
-15.220
-14.12
-12.00
S
Bimbo
31.360
15:31
-0.54
32.360
-3.09
34.980
-2.620
-7.49
-12.40
Banco del Bajio
29.100
15:31
-4.84
30.010
-3.03
32.240
-2.230
-6.92
-13.15
S
Megacable
67.160
15:31
-1.39
69.600
-3.51
84.060
-14.460
-17.20
-13.44
Inbursa
20.270
15:31
-4.02
21.870
-7.32
24.750
-2.880
-11.64
-13.50
S
Alfa
12.500
15:31
-3.70
13.140
-4.87
17.280
-4.140
-23.96
-23.67
S
Alpek
13.810
15:30
-2.88
14.510
-4.82
22.070
-7.560
-34.25
-34.46
IPC - 35 out of 35 instruments rated - 2/24/20 / 10/07/19 - 19 did rise, Market-Ratio(20) = 54.29 % 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 2/27/20 52 - cash -
accum 6/26/06
1/06/20 2275
days out of 5169 invested (44%)
238
33,751
22
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 71.89 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 2.90 Banco Santander MX 4/25/11 12/26/11 245 15.10 15.00 15.20 0.10 0.67 0.33 0.33 Alpek 12/01/14 5/04/15 154 20.60 21.30 19.90 -0.70 -3.40 -1.70 -1.70 Inbursa 6/26/06 7/03/06 7 8.15 8.45 7.85 -0.30 -3.68 -1.84 -1.84 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 -2.26 Lala 11/21/16 4/10/17 140 31.88 33.95 29.81 -2.07 -6.49 -3.25 -3.25
Annotations
2/02/18 Banco Santander MX merger of banco and grupo financiero 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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