Assessment - IPC Mexico - 2/22/21 - RS = 44
⇐
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
4/20/20
prc diff
⇓ Δ44
∅-RS
L
IPC
44,592.900
Fri
0.64
44,946.600
-0.79
34,477.100
10,469.500
30.37
15.96
L
México
99.330
Fri
-0.42
109.970
-9.68
44.990
64.980
144.43
90.42
L
Cemex
13.940
Fri
2.05
13.090
6.49
4.970
8.120
163.38
86.08
L
Regional
94.740
Fri
1.28
92.070
2.90
58.110
33.960
58.44
39.46
L
Aerop. Sureste
391.430
Fri
1.35
352.910
10.91
237.100
115.810
48.84
32.67
Cementos Chihuahua
130.810
Fri
-1.14
123.190
6.19
70.570
52.620
74.56
29.46
Banorte
105.060
Fri
1.02
106.350
-1.21
61.490
44.860
72.95
26.10
Banco Santander MX
19.810
Fri
0.25
20.300
-2.41
12.920
7.380
57.12
23.43
Orbia Advance
48.790
Fri
3.92
44.070
10.71
27.210
16.860
61.96
23.19
Aerop. Pacifico
211.640
Fri
2.23
209.000
1.26
138.370
70.630
51.04
22.10
L
Alpek
18.980
Fri
3.94
18.000
5.44
10.780
7.220
66.98
21.01
Banco del Bajio
24.030
Fri
-0.12
24.270
-0.99
17.910
6.360
35.51
19.33
Peñoles
287.150
Fri
-0.63
302.070
-4.94
181.560
120.510
66.37
18.04
Aerop. Centro Norte
121.360
Fri
0.21
121.230
0.11
89.260
31.970
35.82
17.46
L
Alsea
25.440
Fri
4.61
24.830
2.46
16.240
8.590
52.89
12.96
Televisa
31.130
Fri
1.01
32.180
-3.26
27.030
5.150
19.05
12.10
Megacable
72.240
Fri
-0.48
74.080
-2.48
59.940
14.140
23.59
9.73
L
WalMex
59.680
Fri
0.12
60.310
-1.04
57.370
2.940
5.12
8.27
L
Elektra
1,385.840
Fri
0.13
1,379.230
0.48
1,404.960
-25.730
-1.83
7.41
Inbursa
18.860
Fri
4.31
18.250
3.34
15.750
2.500
15.87
6.37
IEnova
72.810
Fri
-0.51
74.120
-1.77
67.510
6.610
9.79
5.42
L
Genomma Lab
20.990
Fri
0.53
20.970
0.10
18.000
2.970
16.50
3.82
Liverpool
63.330
Fri
2.16
64.120
-1.23
67.550
-3.430
-5.08
3.35
L
FEMSA
143.140
Fri
0.19
144.230
-0.76
137.020
7.210
5.26
3.08
Carso
51.840
Fri
5.30
49.250
5.26
48.500
0.750
1.55
1.53
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
4/20/20
prc diff
⇓ Δ44
∅-RS
Gruma
228.020
Fri
1.70
228.740
-0.31
203.820
24.920
12.23
0.76
Bolsa Mexicana
42.850
Fri
2.37
44.390
-3.47
38.660
5.730
14.82
0.56
Becle
43.150
Fri
5.68
40.850
5.63
37.080
3.770
10.17
0.24
L
Kimberly-Clark
33.450
Fri
-0.18
34.590
-3.30
34.650
-0.060
-0.17
-0.10
S
Bimbo
39.300
Fri
3.07
37.100
5.93
31.920
5.180
16.23
-2.11
L
Coca-Cola FEMSA
87.790
Fri
-1.32
91.610
-4.17
98.650
-7.040
-7.14
-2.47
Arca Continental
94.770
Fri
0.05
95.480
-0.74
96.920
-1.440
-1.49
-3.01
L
Gentera
10.640
Fri
8.02
8.170
30.23
10.010
-1.840
-18.38
-4.30
S
Alfa
11.390
Fri
0.80
11.720
-2.82
9.970
1.750
17.55
-4.34
America Movil
13.390
Fri
-0.96
13.630
-1.76
13.140
0.490
3.73
-4.65
Pinfra
153.880
Fri
0.75
152.270
1.06
152.170
0.100
0.07
-6.52
IPC - 35 out of 35 instruments rated - 2/22/21 / 4/20/20 - 29 did rise, Market-Ratio(44) = 82.86 %
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
12/25/06
98
Banco Santander MX
100
835
15.500
15.500
0.000
0
12,951
0
12/25/06
11/05/07
315
Pinfra
100
656
19.740
37.900
18.160
92
24,864
113
11/05/07
7/07/08
245
Orbia Advance
100
1,742
14.270
27.690
13.420
94
48,242
168
7/07/08
7/14/08
7
- cash -
7/14/08
8/04/08
21
Orbia Advance
100
1,861
25.920
23.120
-2.800
-11
43,031
-86
8/04/08
7/20/09
350
- cash -
7/20/09
3/15/10
238
Gruma
100
2,785
15.450
24.500
9.050
59
68,236
103
3/15/10
1/31/11
322
Genomma Lab
100
3,141
21.720
30.720
9.000
41
96,505
48
1/31/11
2/21/11
21
México
100
2,041
47.280
46.900
-0.380
-1
95,729
-13
2/21/11
8/08/11
168
Alfa
100
6,424
14.900
14.220
-0.680
-5
91,361
-10
8/08/11
10/03/11
56
Elektra
100
132
691.030
977.900
286.870
42
129,227
861
10/03/11
10/24/11
21
- cash -
10/24/11
4/16/12
175
Elektra
100
129
1,000.500
829.800
-170.700
-17
107,207
-32
4/16/12
6/04/12
49
Alsea
100
5,560
19.280
16.120
-3.160
-16
89,638
-74
6/04/12
7/16/12
42
Coca-Cola FEMSA
100
527
170.050
162.440
-7.610
-4
85,627
-33
7/16/12
8/20/12
35
Banorte
100
1,173
72.970
68.260
-4.710
-6
80,102
-50
8/20/12
2/04/13
168
Regional
100
1,675
47.800
60.760
12.960
27
101,810
68
2/04/13
7/01/13
147
Banco Santander MX
100
2,542
40.040
37.310
-2.730
-7
94,871
-16
7/01/13
6/09/14
343
Pinfra
100
800
118.530
176.550
58.020
49
141,287
53
6/09/14
7/20/15
406
Gruma
100
962
146.810
202.560
55.750
38
194,918
34
7/20/15
9/14/15
56
Aerop. Centro Norte
100
2,263
86.110
83.540
-2.570
-3
189,102
-18
9/14/15
2/22/16
161
Aerop. Pacifico
100
1,285
147.110
148.000
0.890
1
190,246
1
2/22/16
3/14/16
21
Gruma
100
660
288.000
258.890
-29.110
-10
171,033
-84
3/14/16
5/09/16
56
Alpek
100
6,351
26.930
28.790
1.860
7
182,846
55
5/09/16
12/26/16
231
Genomma Lab
100
10,336
17.690
21.260
3.570
20
219,746
34
12/26/16
11/06/17
315
Cementos Chihuahua
100
3,304
66.490
92.570
26.080
39
305,914
47
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
11/06/17
2/05/18
91
Elektra
100
376
812.450
677.340
-135.110
-17
255,113
-52
2/05/18
3/19/18
42
Alpek
100
9,300
27.430
25.050
-2.380
-9
232,979
-55
3/19/18
4/09/18
21
- cash -
4/09/18
5/07/18
28
Alpek
100
9,122
25.540
26.510
0.970
4
241,827
63
5/07/18
7/16/18
70
- cash -
7/16/18
8/13/18
28
Cementos Chihuahua
100
1,893
127.690
125.250
-2.440
-2
237,208
-22
8/13/18
8/20/18
7
- cash -
8/20/18
10/29/18
70
Elektra
100
269
881.480
797.620
-83.860
-10
214,650
-41
10/29/18
11/05/18
7
- cash -
11/05/18
11/12/18
7
Elektra
100
224
957.820
893.690
-64.130
-7
200,285
-97
11/12/18
1/21/19
70
- cash -
1/21/19
2/11/19
21
Elektra
100
190
1,049.830
1,029.560
-20.270
-2
196,433
-29
2/11/19
3/25/19
42
- cash -
3/25/19
5/13/19
49
Elektra
100
186
1,051.670
1,111.410
59.740
6
207,545
51
5/13/19
5/20/19
7
- cash -
5/20/19
5/27/19
7
Elektra
100
174
1,191.120
1,213.900
22.780
2
211,509
169
5/27/19
9/02/19
98
- cash -
9/02/19
9/09/19
7
Elektra
100
151
1,399.750
1,385.410
-14.340
-1
209,343
-42
9/09/19
9/23/19
14
- cash -
9/23/19
12/16/19
84
Elektra
100
146
1,429.630
1,398.000
-31.630
-2
204,725
-9
12/16/19
3/02/20
77
Aerop. Centro Norte
100
1,379
148.370
130.670
-17.700
-12
180,317
-45
3/02/20
3/09/20
7
Genomma Lab
100
8,821
20.440
17.820
-2.620
-13
157,206
-100
3/09/20
6/08/20
91
- cash -
6/08/20
6/15/20
7
Becle
100
3,980
39.490
40.230
0.740
2
160,151
163
6/15/20
1/04/21
203
- cash -
1/04/21
2/26/21
53
México
100
1,805
88.710
99.330
10.620
12
179,320
118
accum 1/02/06
2/26/21 4528
days out of 5536 invested (82%)
1,693
179,320
26
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Pinfra long 12/25/06 11/05/07 315 19.74 37.90 18.16 92.00
7/01/13 6/09/14 343 118.53 176.55 58.02 48.95 185.98
Orbia Advance 1/02/06 3/20/06 77 4.03 4.73 0.70 17.37
11/05/07 7/07/08 245 14.27 27.69 13.42 94.04
7/14/08 8/04/08 21 25.92 23.12 -2.80 -10.80 103.15
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
5/09/16 12/26/16 231 17.69 21.26 3.57 20.18
3/02/20 3/09/20 7 20.44 17.82 -2.62 -12.82 48.19
Cementos Chihuahua 12/26/16 11/06/17 315 66.49 92.57 26.08 39.22
7/16/18 8/13/18 28 127.69 125.25 -2.44 -1.91 36.56
Regional 8/20/12 2/04/13 168 47.80 60.76 12.96 27.11 27.11
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
1/04/21 2/26/21 53 88.71 99.33 10.62 11.97 22.57
Becle 6/08/20 6/15/20 7 39.49 40.23 0.74 1.87 1.87
Alpek 3/14/16 5/09/16 56 26.93 28.79 1.86 6.91
2/05/18 3/19/18 42 27.43 25.05 -2.38 -8.68
4/09/18 5/07/18 28 25.54 26.51 0.97 3.80 1.34
Aerop. Pacifico 9/14/15 2/22/16 161 147.11 148.00 0.89 0.60 0.60
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
Banorte 7/16/12 8/20/12 35 72.97 68.26 -4.71 -6.45 -6.45
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Banco Santander MX 9/18/06 12/25/06 98 15.50 15.50 0.00 0.00
2/04/13 7/01/13 147 40.04 37.31 -2.73 -6.82 -6.82
Aerop. Centro Norte 7/20/15 9/14/15 56 86.11 83.54 -2.57 -2.98
12/16/19 3/02/20 77 148.37 130.67 -17.70 -11.93 -14.56
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
8/20/18 10/29/18 70 881.48 797.62 -83.86 -9.51
11/05/18 11/12/18 7 957.82 893.69 -64.13 -6.70
1/21/19 2/11/19 21 1,049.83 1,029.56 -20.27 -1.93
3/25/19 5/13/19 49 1,051.67 1,111.41 59.74 5.68
5/20/19 5/27/19 7 1,191.12 1,213.90 22.78 1.91
9/02/19 9/09/19 7 1,399.75 1,385.41 -14.34 -1.02
9/23/19 12/16/19 84 1,429.63 1,398.00 -31.63 -2.21 -15.55
Alsea 4/16/12 6/04/12 49 19.28 16.12 -3.16 -16.39 -16.39
Annotations
2/02/18 Banco Santander MX merger of banco and grupo financiero
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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