Assessment - IPC Mexico - 7/01/24 - RS = 44
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
8/28/23
prc diff
⇓ Δ44
∅-RS
S
IPC
53,040.400
8/12
-0.02
52,884.000
0.30
53,465.000
-581.000
-1.09
-3.46
L
Aerop. Sureste
512.600
8/12
0.24
555.880
-7.79
458.310
97.570
21.29
19.58
Quálitas
164.740
8/12
-2.49
189.050
-12.86
133.580
55.470
41.53
18.49
L
Genomma Lab
18.770
8/12
17.030
10.22
13.710
3.320
24.22
13.94
Chedraui
145.040
8/12
2.44
127.100
14.11
94.890
32.210
33.94
12.62
Megacable
42.470
8/12
-0.72
45.760
-7.19
40.720
5.040
12.38
12.59
Liverpool
133.360
8/12
0.22
133.050
0.23
105.950
27.100
25.58
10.27
L
Aerop. Pacifico
291.970
8/12
0.72
285.700
2.19
310.140
-24.440
-7.88
9.04
México
106.190
8/12
1.09
100.840
5.31
81.790
19.050
23.29
8.19
Gruma
372.040
8/12
-0.21
328.950
13.10
293.270
35.680
12.17
8.13
Gentera
21.120
8/12
0.05
23.420
-9.82
21.280
2.140
10.06
5.34
Coca-Cola FEMSA
165.680
8/12
-0.41
152.780
8.44
145.470
7.310
5.03
3.57
Arca Continental
186.200
8/12
-0.93
177.450
4.93
163.510
13.940
8.53
3.40
Peñoles
241.670
8/12
-0.26
238.510
1.32
237.270
1.240
0.52
2.13
Pinfra
173.960
8/12
-1.38
168.160
3.45
166.830
1.330
0.80
0.27
Cementos Chihuahua
156.090
8/12
-2.81
172.390
-9.46
166.750
5.640
3.38
-0.84
S
FEMSA
210.020
8/12
-0.45
198.670
5.71
196.560
2.110
1.07
-1.69
L
America Movil
16.190
8/12
0.12
15.730
2.92
15.830
-0.100
-0.63
-2.07
Inbursa
44.240
8/12
-2.28
44.120
0.27
36.690
7.430
20.25
-3.34
Becle
31.100
8/12
3.67
32.070
-3.02
47.850
-15.780
-32.98
-4.09
Aerop. Centro Norte
154.520
8/12
2.22
155.140
-0.40
188.580
-33.440
-17.73
-5.21
S
Cemex
11.900
8/12
-0.75
11.580
2.76
13.840
-2.260
-16.33
-5.70
S
Alsea
55.210
8/12
0.47
65.000
-15.06
58.910
6.090
10.34
-6.32
S
Elektra
944.950
7/26
1,060.780
-10.92
1,158.800
-98.020
-8.46
-6.71
S
Bolsa Mexicana
29.670
8/12
-0.17
31.230
-5.00
34.220
-2.990
-8.74
-7.30
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
8/28/23
prc diff
⇓ Δ44
∅-RS
Carso
117.840
8/12
-1.65
131.590
-10.45
137.370
-5.780
-4.21
-7.49
S
WalMex
62.640
8/12
0.50
62.530
0.18
68.490
-5.960
-8.70
-8.29
S
Vesta
56.240
8/12
-0.23
55.370
1.57
63.750
-8.380
-13.15
-8.90
S
Banco del Bajio
52.060
8/12
0.64
55.850
-6.79
54.020
1.830
3.39
-9.77
S
Regional
127.000
8/12
-0.39
138.350
-8.20
124.510
13.840
11.12
-9.82
S
Banorte
137.810
8/12
0.58
146.510
-5.94
145.800
0.710
0.49
-11.97
Televisa
7.760
8/12
-1.15
9.950
-22.01
15.050
-5.100
-33.89
-12.17
S
Kimberly-Clark
34.140
8/12
-1.01
31.270
9.18
39.810
-8.540
-21.45
-13.01
S
Alfa
10.490
8/12
1.65
10.640
-1.41
10.940
-0.300
-2.74
-13.45
Bimbo
68.390
8/12
-0.84
66.820
2.35
88.020
-21.200
-24.09
-16.23
S
Orbia Advance
20.970
8/12
-3.23
25.490
-17.73
37.720
-12.230
-32.42
-22.06
IPC - 35 out of 35 instruments rated - 7/01/24 / 8/28/23 - 20 did rise, Market-Ratio(44) = 57.14 %
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
3/15/10
238
Gruma
100
2,466
15.450
24.500
9.050
59
60,431
103
3/15/10
1/31/11
322
Genomma Lab
100
2,782
21.720
30.720
9.000
41
85,469
48
1/31/11
2/21/11
21
México
100
1,807
47.280
46.900
-0.380
-1
84,782
-13
2/21/11
8/08/11
168
Alfa
100
5,690
14.900
14.220
-0.680
-5
80,913
-10
8/08/11
10/03/11
56
Elektra
100
117
691.030
977.900
286.870
42
114,477
861
10/03/11
10/24/11
21
- cash -
10/24/11
4/16/12
175
Elektra
100
114
1,000.500
829.800
-170.700
-17
95,017
-32
4/16/12
6/04/12
49
Alsea
100
4,928
19.280
16.120
-3.160
-16
79,445
-74
6/04/12
7/16/12
42
Coca-Cola FEMSA
100
467
170.050
162.440
-7.610
-4
75,891
-33
7/16/12
8/20/12
35
Banorte
100
1,040
72.970
68.260
-4.710
-6
70,993
-50
8/20/12
2/11/13
175
Regional
100
1,485
47.800
59.520
11.720
25
88,397
58
2/11/13
5/20/13
98
Aerop. Centro Norte
100
2,014
43.880
44.920
1.040
2
90,491
9
5/20/13
6/24/13
35
Alsea
100
2,590
34.930
28.750
-6.180
-18
74,485
-87
6/24/13
6/09/14
350
Pinfra
100
638
116.720
176.550
59.830
51
112,657
54
6/09/14
7/20/15
406
Gruma
100
767
146.810
202.560
55.750
38
155,417
34
7/20/15
9/14/15
56
Aerop. Centro Norte
100
1,804
86.110
83.540
-2.570
-3
150,781
-18
9/14/15
2/22/16
161
Aerop. Pacifico
100
1,024
147.110
148.000
0.890
1
151,692
1
2/22/16
3/14/16
21
Gruma
100
526
288.000
258.890
-29.110
-10
136,380
-84
3/14/16
5/02/16
49
Alsea
100
2,145
63.570
66.250
2.680
4
142,129
36
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
5/02/16
12/26/16
238
Genomma Lab
100
7,255
19.590
21.260
1.670
9
154,245
13
12/26/16
11/06/17
315
Cementos Chihuahua
100
2,319
66.490
92.570
26.080
39
214,724
47
11/06/17
2/05/18
91
Elektra
100
264
812.450
677.340
-135.110
-17
179,055
-52
2/05/18
2/12/18
7
Quálitas
100
3,845
46.560
46.370
-0.190
0
178,324
-19
2/12/18
2/19/18
7
- cash -
2/19/18
3/19/18
28
Quálitas
100
3,634
49.070
51.730
2.660
5
187,991
99
3/19/18
4/09/18
21
- cash -
4/09/18
5/07/18
28
Quálitas
100
3,594
52.300
49.570
-2.730
-5
178,179
-50
5/07/18
7/09/18
63
- cash -
7/09/18
10/08/18
91
Cementos Chihuahua
100
1,422
125.240
116.720
-8.520
-7
166,064
-25
10/08/18
11/12/18
35
Elektra
100
199
830.370
893.690
63.320
8
178,665
115
11/12/18
1/21/19
70
- cash -
1/21/19
2/11/19
21
Elektra
100
170
1,049.830
1,029.560
-20.270
-2
175,219
-29
2/11/19
3/25/19
42
- cash -
3/25/19
5/27/19
63
Elektra
100
166
1,051.670
1,213.900
162.230
15
202,149
130
5/27/19
9/02/19
98
- cash -
9/02/19
9/09/19
7
Elektra
100
144
1,399.750
1,385.410
-14.340
-1
200,084
-42
9/09/19
9/16/19
7
- cash -
9/16/19
3/09/20
175
Quálitas
100
2,887
69.290
84.110
14.820
21
242,869
50
3/09/20
6/08/20
91
- cash -
6/08/20
6/15/20
7
Becle
100
6,150
39.490
40.230
0.740
2
247,420
163
6/15/20
6/22/20
7
- cash -
6/22/20
7/06/20
14
Becle
100
5,729
43.180
43.760
0.580
1
250,743
42
7/06/20
11/16/20
133
- cash -
11/16/20
12/14/20
28
Peñoles
100
753
332.590
319.660
-12.930
-4
241,007
-40
12/14/20
12/28/20
14
- cash -
12/28/20
5/03/21
126
México
100
2,830
85.140
90.920
5.780
7
257,364
21
5/03/21
8/02/21
91
Cemex
100
15,702
16.390
16.100
-0.290
-2
252,811
-7
8/02/21
11/15/21
105
Banco del Bajio
100
6,922
36.520
37.530
1.010
3
259,802
10
11/15/21
11/29/21
14
Alsea
100
5,957
43.610
38.570
-5.040
-12
229,778
-96
11/29/21
12/06/21
7
Chedraui
100
5,881
39.070
37.630
-1.440
-4
221,310
-86
12/06/21
1/24/22
49
America Movil
100
11,366
19.470
19.950
0.480
2
226,766
20
1/24/22
9/05/22
224
Inbursa
100
8,602
26.360
33.180
6.820
26
285,431
45
9/05/22
9/12/22
7
- cash -
9/12/22
9/26/22
14
Chedraui
100
4,838
58.990
57.100
-1.890
-3
276,287
-57
9/26/22
10/03/22
7
- cash -
10/03/22
6/05/23
245
Chedraui
100
4,605
59.990
93.530
33.540
56
430,739
94
6/05/23
10/23/23
140
Carso
100
3,844
112.040
124.680
12.640
11
479,327
32
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
10/23/23
10/30/23
7
- cash -
10/30/23
8/12/24
287
Quálitas
100
3,216
149.010
164.740
15.730
11
529,915
14
accum 1/02/06
8/12/24 5913
days out of 6886 invested (86%)
5,199
529,915
28
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Orbia Advance long 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 0.89 116.55
Pinfra 1/29/07 11/19/07 294 26.37 34.83 8.46 32.08
6/24/13 6/09/14 350 116.72 176.55 59.83 51.26 99.79
Gruma 7/20/09 3/15/10 238 15.45 24.50 9.05 58.58
6/09/14 7/20/15 406 146.81 202.56 55.75 37.97
2/22/16 3/14/16 21 288.00 258.89 -29.11 -10.11 96.68
Genomma Lab 3/15/10 1/31/11 322 21.72 30.72 9.00 41.44
5/02/16 12/26/16 238 19.59 21.26 1.67 8.52 53.49
Chedraui 11/29/21 12/06/21 7 39.07 37.63 -1.44 -3.69
9/12/22 9/26/22 14 58.99 57.10 -1.89 -3.20
10/03/22 6/05/23 245 59.99 93.53 33.54 55.91 45.35
Quálitas 2/05/18 2/12/18 7 46.56 46.37 -0.19 -0.41
2/19/18 3/19/18 28 49.07 51.73 2.66 5.42
4/09/18 5/07/18 28 52.30 49.57 -2.73 -5.22
9/16/19 3/09/20 175 69.29 84.11 14.82 21.39
10/30/23 8/12/24 287 149.01 164.74 15.73 10.56 33.55
Cementos Chihuahua 12/26/16 11/06/17 315 66.49 92.57 26.08 39.22
7/09/18 10/08/18 91 125.24 116.72 -8.52 -6.80 29.75
Inbursa 1/24/22 9/05/22 224 26.36 33.18 6.82 25.87 25.87
Regional 8/20/12 2/11/13 175 47.80 59.52 11.72 24.52 24.52
Elektra 8/08/11 10/03/11 56 691.03 977.90 286.87 41.51
10/24/11 4/16/12 175 1,000.50 829.80 -170.70 -17.06
11/06/17 2/05/18 91 812.45 677.34 -135.11 -16.63
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 17.99
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
México 3/20/06 9/18/06 182 10.24 11.30 1.06 10.35
1/31/11 2/21/11 21 47.28 46.90 -0.38 -0.80
12/28/20 5/03/21 126 85.14 90.92 5.78 6.79 16.90
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
Carso 6/05/23 10/23/23 140 112.04 124.68 12.64 11.28 11.28
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
Banco del Bajio 8/02/21 11/15/21 105 36.52 37.53 1.01 2.77 2.77
America Movil 12/06/21 1/24/22 49 19.47 19.95 0.48 2.47 2.47
Aerop. Pacifico 9/14/15 2/22/16 161 147.11 148.00 0.89 0.60 0.60
Aerop. Centro Norte 2/11/13 5/20/13 98 43.88 44.92 1.04 2.37
7/20/15 9/14/15 56 86.11 83.54 -2.57 -2.98 -0.69
Cemex 5/03/21 8/02/21 91 16.39 16.10 -0.29 -1.77 -1.77
Peñoles 11/16/20 12/14/20 28 332.59 319.66 -12.93 -3.89 -3.89
Coca-Cola FEMSA 6/04/12 7/16/12 42 170.05 162.44 -7.61 -4.48 -4.48
Alfa 2/21/11 8/08/11 168 14.90 14.22 -0.68 -4.56 -4.56
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
3/14/16 5/02/16 49 63.57 66.25 2.68 4.22
11/15/21 11/29/21 14 43.61 38.57 -5.04 -11.56 -36.57
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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