Share-o-matic - Assessment IPC (IPC Mexico)

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

	IPC RS = 44 - B/S = 37/37

1/02/17	scale up chart	2/22/21

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


	is taking down something concerning