Assessment - IPC Mexico - 8/15/22 - RS = 20
⇐
⇓ freshest
⇓ 8/15/22
⇓ 3/28/22
prc diff
⇓
∅-RS
IPC
48,638.400
Mon
-0.44
48,638.400
55,685.100
-7,046.700
-12.65
-5.07
Inbursa
37.960
Mon
0.18
37.960
41.880
-3.920
-9.36
41.19
L
Bimbo
75.240
Mon
-1.89
75.240
59.220
16.020
27.05
25.31
L
Carso
80.950
Mon
1.80
80.950
75.810
5.140
6.78
18.95
L
Coca-Cola FEMSA
124.910
Mon
0.85
124.910
107.770
17.140
15.90
11.70
Aerop. Pacifico
299.970
Mon
0.01
299.970
303.390
-3.420
-1.13
10.13
L
Arca Continental
141.320
Mon
1.02
141.320
129.720
11.600
8.94
9.59
Banco del Bajio
46.680
Mon
-0.38
46.680
54.960
-8.280
-15.07
8.96
Aerop. Sureste
436.770
Mon
2.18
436.770
437.340
-0.570
-0.13
7.43
Telesites
22.300
Mon
-1.06
22.300
24.860
-2.560
-10.30
5.07
L
Vesta
38.860
Mon
-0.46
38.860
36.810
2.050
5.57
3.39
Aerop. Centro Norte
136.490
Mon
-0.34
136.490
144.270
-7.780
-5.39
1.94
Liverpool
93.150
Mon
1.61
93.150
99.470
-6.320
-6.35
0.41
Bolsa Mexicana
38.360
Mon
1.59
38.360
39.590
-1.230
-3.11
0.28
WalMex
71.570
Mon
-0.29
71.570
79.830
-8.260
-10.35
-1.33
S
America Movil
19.210
Mon
-0.57
19.210
20.720
-1.510
-7.29
-1.56
Pinfra
146.250
Mon
-1.26
146.250
158.240
-11.990
-7.58
-2.59
Banorte
124.250
Mon
0.62
124.250
151.260
-27.010
-17.86
-4.34
S
Alfa
13.940
Mon
-1.34
13.940
15.070
-1.130
-7.50
-4.86
Gruma
232.450
Mon
-1.60
232.450
254.880
-22.430
-8.80
-5.27
Regional
108.020
Mon
-1.74
108.020
141.800
-33.780
-23.82
-5.42
Becle
44.680
Mon
0.90
44.680
48.240
-3.560
-7.38
-5.69
L
Kimberly-Clark
27.450
Mon
-0.76
27.450
26.230
1.220
4.65
-8.29
S
Alsea
38.160
Mon
-2.03
38.160
48.760
-10.600
-21.74
-9.01
S
Quálitas
90.830
Mon
-0.87
90.830
110.150
-19.320
-17.54
-9.43
⇓ freshest
⇓ 8/15/22
⇓ 3/28/22
prc diff
⇓
∅-RS
Cementos Chihuahua
127.110
Mon
-0.82
127.110
147.080
-19.970
-13.58
-10.28
S
México
81.910
Mon
-2.24
81.910
116.360
-34.450
-29.61
-10.88
L
Elektra
1,154.010
Mon
0.08
1,154.010
1,300.090
-146.080
-11.24
-13.30
S
Genomma Lab
16.890
Mon
-0.06
16.890
20.890
-4.000
-19.15
-15.02
S
FEMSA
129.560
Mon
-1.05
129.560
163.130
-33.570
-20.58
-16.31
S
Orbia Advance
42.170
Mon
-1.03
42.170
52.900
-10.730
-20.28
-16.72
L
Cemex
9.050
Mon
-1.74
9.050
10.540
-1.490
-14.14
-16.83
Peñoles
191.420
Mon
1.50
191.420
258.050
-66.630
-25.82
-18.85
S
Megacable
45.420
Mon
-1.43
45.420
59.400
-13.980
-23.54
-23.37
S
Televisa
29.610
Mon
29.610
46.030
-16.420
-35.67
-26.64
Volaris
22.640
Mon
4.86
22.640
32.250
-9.610
-29.80
-28.82
IPC - 35 out of 35 instruments rated - 8/15/22 / 3/28/22 - 6 did rise, Market-Ratio(20) = 17.14 % 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
8/15/22
56
Cemex
50
1,346
7.200
9.050
5.350
-1.850
-26
16,904
-86
Volaris
50
449
21.600
22.640
20.560
-1.040
-5
16,437
-28
100
-15
-66 accum 6/26/06
8/15/22 2493
days out of 6070 invested (41%)
64
16,437
8
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 8/15/22 56 7.20 9.05 5.35 -1.85 -25.69 -12.85 49.81 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 8/15/22 56 21.60 22.64 20.56 -1.04 -4.81 -2.41 0.42 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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