Assessment - IPC Mexico - 2/06/23 - RS = 44
⇐
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
4/04/22
prc diff
⇓ Δ44
∅-RS
L
IPC
53,125.000
Wed
-0.39
54,049.100
-1.71
56,313.200
-2,264.100
-4.02
8.04
L
Banco del Bajio
67.060
Wed
-2.91
72.230
-7.16
54.380
17.850
32.82
40.45
L
Vesta
53.100
Wed
-0.30
53.330
-0.43
38.260
15.070
39.39
34.08
L
Bimbo
91.010
Wed
-0.15
93.630
-2.80
64.320
29.310
45.57
33.98
L
Regional
161.220
Wed
-2.19
164.410
-1.94
139.630
24.780
17.75
33.46
L
Gentera
21.750
Wed
-2.55
22.660
-4.02
16.690
5.970
35.77
31.47
L
Carso
93.760
Wed
-2.33
96.950
-3.29
74.210
22.740
30.64
28.79
L
Kimberly-Clark
35.740
Wed
-1.97
37.090
-3.64
28.310
8.780
31.01
26.55
L
Cemex
9.950
Wed
0.30
10.310
-3.49
10.580
-0.270
-2.55
21.10
L
Pinfra
181.080
Wed
-1.15
184.880
-2.06
158.330
26.550
16.77
21.08
L
Aerop. Centro Norte
176.760
Wed
0.62
174.990
1.01
153.020
21.970
14.36
20.78
L
Liverpool
116.400
Wed
-0.26
118.700
-1.94
102.450
16.250
15.86
18.82
L
Aerop. Sureste
507.070
Wed
0.08
516.200
-1.77
442.090
74.110
16.76
18.44
Peñoles
258.290
Wed
2.46
264.210
-2.24
247.890
16.320
6.58
17.88
L
Cementos Chihuahua
148.730
Wed
-3.01
154.000
-3.42
141.690
12.310
8.69
17.75
Inbursa
40.220
Wed
-0.86
41.650
-3.43
42.080
-0.430
-1.02
17.33
Arca Continental
156.990
Wed
-1.68
164.890
-4.79
135.550
29.340
21.65
17.11
L
Coca-Cola FEMSA
133.460
Wed
-1.95
138.930
-3.94
110.680
28.250
25.52
16.61
L
Aerop. Pacifico
347.770
Wed
0.71
342.810
1.45
325.750
17.060
5.24
16.37
L
Megacable
57.670
Wed
-2.47
58.830
-1.97
61.790
-2.960
-4.79
15.41
L
Quálitas
105.650
Wed
-1.59
107.010
-1.27
115.690
-8.680
-7.50
14.66
Banorte
153.160
Wed
-0.60
153.430
-0.18
146.560
6.870
4.69
13.57
L
Gruma
256.440
Wed
-3.10
268.820
-4.61
255.870
12.950
5.06
11.50
L
Alsea
44.310
Wed
0.02
44.670
-0.81
48.620
-3.950
-8.12
10.18
L
FEMSA
155.490
Wed
-0.99
158.230
-1.73
163.620
-5.390
-3.29
9.94
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
4/04/22
prc diff
⇓ Δ44
∅-RS
L
Bolsa Mexicana
40.930
Wed
-0.44
41.070
-0.34
42.280
-1.210
-2.86
9.67
L
Becle
45.110
Wed
-2.44
47.700
-5.43
47.200
0.500
1.06
7.99
L
WalMex
72.840
Mon
0.33
72.840
77.990
-5.150
-6.60
0.21
L
America Movil
18.520
Wed
1.15
18.920
-2.11
21.500
-2.580
-12.00
-0.94
L
Alfa
12.950
Wed
-1.75
13.630
-4.99
15.140
-1.510
-9.97
-1.85
Volaris
21.960
Wed
2.04
21.530
2.00
38.080
-16.550
-43.46
-1.89
L
México
83.250
Wed
-0.25
81.600
2.02
118.840
-37.240
-31.34
-2.92
Telesites
19.710
Wed
-1.50
20.560
-4.13
24.860
-4.300
-17.30
-6.78
L
Elektra
1,010.170
Wed
-0.07
1,008.640
0.15
1,289.130
-280.490
-21.76
-9.97
L
Orbia Advance
37.030
Wed
-2.42
38.270
-3.24
53.100
-14.830
-27.93
-10.03
L
Televisa
21.750
Wed
-0.50
23.500
-7.45
45.890
-22.390
-48.79
-15.76
Sitios Latinoamérica
8.240
Wed
0.37
8.300
-0.72
-na-
IPC - 35 out of 36 instruments rated - 2/06/23 / 4/04/22 - 19 did rise, Market-Ratio(44) = 54.29 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico * L44 - 37 ex 4 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield long
1/02/06
3/20/06
77
Orbia Advance
100
2,481
4.030
4.730
0.700
17
11,737
114
3/20/06
9/18/06
182
México
100
1,146
10.240
11.300
1.060
10
12,951
22
9/18/06
1/29/07
133
Banorte
100
368
35.140
42.450
7.310
21
15,642
68
1/29/07
11/19/07
294
Pinfra
100
593
26.370
34.830
8.460
32
20,658
41
11/19/07
4/21/08
154
Orbia Advance
100
1,509
13.690
22.830
9.140
67
34,451
236
4/21/08
4/28/08
7
- cash -
4/28/08
7/07/08
70
Orbia Advance
100
1,364
25.250
27.690
2.440
10
37,779
62
7/07/08
7/14/08
7
- cash -
7/14/08
7/21/08
7
Orbia Advance
100
1,457
25.920
26.150
0.230
1
38,114
59
7/21/08
7/20/09
364
- cash -
7/20/09
4/12/10
266
Gruma
100
2,466
15.450
26.990
11.540
75
66,571
115
4/12/10
9/06/10
147
Orbia Advance
100
1,755
37.930
34.840
-3.090
-8
61,149
-19
9/06/10
6/20/11
287
Carso
100
2,074
29.470
37.970
8.500
29
78,778
38
6/20/11
8/08/11
49
Alfa
100
4,561
17.270
14.220
-3.050
-18
64,866
-76
8/08/11
10/10/11
63
Elektra
100
93
691.030
1,016.990
325.960
47
95,181
838
10/10/11
10/17/11
7
- cash -
10/17/11
4/16/12
182
Elektra
100
97
978.500
829.800
-148.700
-15
80,757
-28
4/16/12
6/04/12
49
Alsea
100
4,188
19.280
16.120
-3.160
-16
67,523
-74
6/04/12
7/16/12
42
Coca-Cola FEMSA
100
397
170.050
162.440
-7.610
-4
64,502
-33
7/16/12
8/20/12
35
Banorte
100
883
72.970
68.260
-4.710
-6
60,343
-50
8/20/12
2/11/13
175
Regional
100
1,262
47.800
59.520
11.720
25
75,133
58
2/11/13
5/20/13
98
Aerop. Centro Norte
100
1,712
43.880
44.920
1.040
2
76,914
9
5/20/13
6/24/13
35
Alsea
100
2,201
34.930
28.750
-6.180
-18
63,312
-87
6/24/13
2/03/14
224
Pinfra
100
542
116.720
162.000
45.280
39
87,853
71
2/03/14
2/24/14
21
- cash -
2/24/14
3/03/14
7
Gruma
100
811
108.300
102.780
-5.520
-5
83,377
-93
3/03/14
3/17/14
14
- cash -
3/17/14
4/27/15
406
Gruma
100
782
106.550
187.170
80.620
76
146,422
66
4/27/15
6/13/16
413
Volaris
100
7,406
19.770
33.490
13.720
69
248,032
59
6/13/16
4/24/17
315
Peñoles
100
776
319.490
450.640
131.150
41
349,804
49
4/24/17
2/05/18
287
Elektra
100
587
594.990
677.340
82.350
14
398,144
18
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/05/18
3/19/18
42
Quálitas
100
8,551
46.560
51.730
5.170
11
442,352
150
3/19/18
3/26/18
7
- cash -
3/26/18
5/07/18
42
Quálitas
100
8,813
50.190
49.570
-0.620
-1
436,888
-10
5/07/18
7/09/18
63
- cash -
7/09/18
10/08/18
91
Cementos Chihuahua
100
3,488
125.240
116.720
-8.520
-7
407,171
-25
10/08/18
11/12/18
35
Elektra
100
490
830.370
893.690
63.320
8
438,197
115
11/12/18
1/21/19
70
- cash -
1/21/19
2/11/19
21
Elektra
100
417
1,049.830
1,029.560
-20.270
-2
429,745
-29
2/11/19
3/25/19
42
- cash -
3/25/19
5/27/19
63
Elektra
100
408
1,051.670
1,213.900
162.230
15
495,935
130
5/27/19
9/02/19
98
- cash -
9/02/19
9/09/19
7
Elektra
100
354
1,399.750
1,385.410
-14.340
-1
490,858
-42
9/09/19
9/16/19
7
- cash -
9/16/19
3/09/20
175
Quálitas
100
7,084
69.290
84.110
14.820
21
595,843
50
3/09/20
6/08/20
91
- cash -
6/08/20
6/15/20
7
Becle
100
15,088
39.490
40.230
0.740
2
607,008
163
6/15/20
6/22/20
7
- cash -
6/22/20
7/06/20
14
Becle
100
14,057
43.180
43.760
0.580
1
615,161
42
7/06/20
11/23/20
140
- cash -
11/23/20
12/14/20
21
Volaris
100
29,461
20.880
22.730
1.850
9
669,664
337
12/14/20
12/28/20
14
- cash -
12/28/20
5/03/21
126
México
100
7,865
85.140
90.920
5.780
7
715,124
21
5/03/21
8/02/21
91
Cemex
100
43,631
16.390
16.100
-0.290
-2
702,471
-7
8/02/21
10/25/21
84
Volaris
100
16,108
43.610
37.600
-6.010
-14
605,662
-47
10/25/21
12/13/21
49
Alsea
100
13,140
46.090
36.060
-10.030
-22
473,868
-84
12/13/21
1/31/22
49
America Movil
100
24,213
19.570
19.410
-0.160
-1
469,993
-6
1/31/22
9/05/22
217
Inbursa
100
15,798
29.750
33.180
3.430
12
524,181
20
9/05/22
9/12/22
7
- cash -
9/12/22
9/26/22
14
Inbursa
100
15,340
34.170
31.940
-2.230
-7
489,972
-83
9/26/22
10/03/22
7
- cash -
10/03/22
2/08/23
128
Banco del Bajio
100
9,386
52.200
67.060
14.860
28
629,448
104
accum 1/02/06
2/08/23 5274
days out of 6247 invested (84%)
6,194
629,448
33
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Gruma long 7/20/09 4/12/10 266 15.45 26.99 11.54 74.69
2/24/14 3/03/14 7 108.30 102.78 -5.52 -5.10
3/17/14 4/27/15 406 106.55 187.17 80.62 75.66 191.23
Orbia Advance 1/02/06 3/20/06 77 4.03 4.73 0.70 17.37
11/19/07 4/21/08 154 13.69 22.83 9.14 66.76
4/28/08 7/07/08 70 25.25 27.69 2.44 9.66
7/14/08 7/21/08 7 25.92 26.15 0.23 0.89
4/12/10 9/06/10 147 37.93 34.84 -3.09 -8.15 98.91
Pinfra 1/29/07 11/19/07 294 26.37 34.83 8.46 32.08
6/24/13 2/03/14 224 116.72 162.00 45.28 38.79 83.32
Elektra 8/08/11 10/10/11 63 691.03 1,016.99 325.96 47.17
10/17/11 4/16/12 182 978.50 829.80 -148.70 -15.20
4/24/17 2/05/18 287 594.99 677.34 82.35 13.84
10/08/18 11/12/18 35 830.37 893.69 63.32 7.63
1/21/19 2/11/19 21 1,049.83 1,029.56 -20.27 -1.93
3/25/19 5/27/19 63 1,051.67 1,213.90 162.23 15.43
9/02/19 9/09/19 7 1,399.75 1,385.41 -14.34 -1.02 71.32
Volaris 4/27/15 6/13/16 413 19.77 33.49 13.72 69.40
11/23/20 12/14/20 21 20.88 22.73 1.85 8.86
8/02/21 10/25/21 84 43.61 37.60 -6.01 -13.78 58.99
Peñoles 6/13/16 4/24/17 315 319.49 450.64 131.15 41.05 41.05
Quálitas 2/05/18 3/19/18 42 46.56 51.73 5.17 11.10
3/26/18 5/07/18 42 50.19 49.57 -0.62 -1.24
9/16/19 3/09/20 175 69.29 84.11 14.82 21.39 33.20
Carso 9/06/10 6/20/11 287 29.47 37.97 8.50 28.84 28.84
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco del Bajio 10/03/22 2/08/23 128 52.20 67.06 14.86 28.47 28.47
Regional 8/20/12 2/11/13 175 47.80 59.52 11.72 24.52 24.52
México 3/20/06 9/18/06 182 10.24 11.30 1.06 10.35
12/28/20 5/03/21 126 85.14 90.92 5.78 6.79 17.84
Banorte 9/18/06 1/29/07 133 35.14 42.45 7.31 20.80
7/16/12 8/20/12 35 72.97 68.26 -4.71 -6.45 13.01
Inbursa 1/31/22 9/05/22 217 29.75 33.18 3.43 11.53
9/12/22 9/26/22 14 34.17 31.94 -2.23 -6.53 4.25
Becle 6/08/20 6/15/20 7 39.49 40.23 0.74 1.87
6/22/20 7/06/20 14 43.18 43.76 0.58 1.34 3.24
Aerop. Centro Norte 2/11/13 5/20/13 98 43.88 44.92 1.04 2.37 2.37
America Movil 12/13/21 1/31/22 49 19.57 19.41 -0.16 -0.82 -0.82
Cemex 5/03/21 8/02/21 91 16.39 16.10 -0.29 -1.77 -1.77
Coca-Cola FEMSA 6/04/12 7/16/12 42 170.05 162.44 -7.61 -4.48 -4.48
Cementos Chihuahua 7/09/18 10/08/18 91 125.24 116.72 -8.52 -6.80 -6.80
Alfa 6/20/11 8/08/11 49 17.27 14.22 -3.05 -17.66 -17.66
Alsea 4/16/12 6/04/12 49 19.28 16.12 -3.16 -16.39
5/20/13 6/24/13 35 34.93 28.75 -6.18 -17.69
10/25/21 12/13/21 49 46.09 36.06 -10.03 -21.76 -46.16
Annotations
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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