Assessment - IPC Mexico in Swiss Franc - 14/10/19 - RS = 44
⇐
⇓ freshest
⇓ 14/10/19
Δwk
10/12/18
prc diff
⇓
⇓
L
IPC
2,234.729
Fri
-0.69
2,240.986
-0.28
2,014.829
226.158
11.22
2.14
L
Nemak
0.488
Fri
1.29
0.446
9.41
0.689
-0.243
-35.31
-19.88
L
Orbia Advance
2.201
Fri
-0.82
2.033
8.22
2.558
-0.524
-20.50
-10.08
L
America Movil
0.796
Fri
0.13
0.765
3.99
0.680
0.086
12.63
5.90
L
Regional
5.058
Fri
0.52
4.935
2.47
4.196
0.739
17.62
0.43
México
2.462
Fri
0.70
2.418
1.82
2.056
0.362
17.58
1.29
WalMex
2.927
Fri
-0.62
2.892
1.24
2.435
0.457
18.75
6.23
Aerop. Centro Norte
6.481
Fri
-0.06
6.408
1.15
4.256
2.152
50.56
13.67
L
Becle
1.563
Fri
-0.46
1.547
1.04
1.140
0.407
35.75
10.27
Aerop. Sureste
15.802
Fri
0.21
15.692
0.70
14.101
1.591
11.28
-0.41
Banco Santander MX
1.366
Fri
0.19
1.357
0.69
1.253
0.104
8.30
-2.13
S
FEMSA
9.103
Fri
-0.17
9.078
0.27
8.063
1.015
12.59
-0.45
Pinfra
9.324
Fri
-0.55
9.308
0.17
8.532
0.776
9.09
-0.81
L
Alpek
1.134
Fri
-1.70
1.143
-0.77
1.189
-0.046
-3.87
-8.99
Elektra
71.696
Fri
-0.08
72.258
-0.78
43.072
29.186
67.76
31.30
L
Liverpool
5.561
Fri
-1.19
5.633
-1.28
6.075
-0.442
-7.27
-4.58
Aerop. Pacifico
10.089
Fri
0.52
10.245
-1.53
6.991
3.254
46.54
12.40
L
Alfa
0.898
Fri
-1.87
0.913
-1.64
1.076
-0.163
-15.13
-9.35
L
IEnova
4.322
Fri
-0.61
4.394
-1.65
3.726
0.668
17.94
10.41
L
Cemex
0.400
Fri
-1.15
0.406
-1.66
0.472
-0.066
-13.94
-7.36
L
Televisa
2.174
Fri
-0.87
2.213
-1.75
2.615
-0.402
-15.38
3.81
L
Megacable
4.240
Fri
-0.82
4.331
-2.09
4.624
-0.293
-6.34
-1.56
Bimbo
1.763
Fri
-2.91
1.803
-2.21
1.898
-0.095
-5.00
-8.10
L
Volaris
1.050
Fri
-1.46
1.073
-2.22
0.599
0.474
79.13
34.92
S
Lala
1.058
Fri
-2.01
1.083
-2.25
0.944
0.139
14.67
-3.02
⇓ freshest
⇓ 14/10/19
Δwk
10/12/18
prc diff
⇓
⇓
Kimberly-Clark
2.002
Fri
-2.13
2.051
-2.40
1.460
0.591
40.52
18.98
L
Alsea
2.472
Fri
-0.50
2.535
-2.47
2.436
0.099
4.07
10.06
L
Arca Continental
5.478
Fri
-1.32
5.618
-2.49
4.996
0.622
12.45
3.32
L
Inbursa
1.260
Fri
-1.38
1.293
-2.56
1.356
-0.063
-4.64
-5.71
L
Gruma
9.981
Fri
-1.61
10.249
-2.62
10.705
-0.455
-4.25
-0.72
L
Banorte
5.540
Fri
-1.25
5.727
-3.25
4.538
1.189
26.19
6.20
L
Gentera
0.903
Fri
0.06
0.933
-3.27
0.711
0.222
31.19
14.99
L
Genomma Lab
0.957
Fri
-0.16
0.990
-3.35
0.577
0.413
71.64
33.23
Carso
2.978
Fri
-1.96
3.121
-4.59
3.329
-0.208
-6.24
-8.59
L
Peñoles
11.487
Fri
-1.37
12.303
-6.63
12.005
0.298
2.49
0.87
Coca-Cola FEMSA
5.715
Fri
-5.97
6.158
-7.19
5.783
0.375
6.49
0.32
IPC - 35 out of 35 instruments rated - 14/10/19 / 10/12/18 - 23 did rise, Market-Ratio(44) in CHF = 65.71 % Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Swiss Franc * 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
2/01/06
20/03/06
77
Orbia Advance
100
20,065
0.498
0.571
0.072
15
11,454
90
20/03/06
18/09/06
182
México
100
9,268
1.236
1.297
0.062
5
12,026
10
18/09/06
25/12/06
98
Banco Santander MX
100
6,756
1.780
1.739
-0.040
-2
11,752
-8
25/12/06
5/11/07
315
Pinfra
100
5,305
2.215
4.092
1.877
85
21,710
104
5/11/07
7/07/08
245
Orbia Advance
100
14,090
1.541
2.746
1.205
78
38,690
137
7/07/08 14/07/08 7 - cash -
14/07/08
4/08/08
21
Orbia Advance
100
15,114
2.560
2.442
-0.117
-5
36,917
-56
4/08/08 22/09/08 49 - cash -
22/09/08
13/10/08
21
Elektra
100
940
39.260
30.487
-8.773
-22
28,671
-99
13/10/08 20/07/09 280 - cash -
20/07/09
15/03/10
238
Gruma
100
22,989
1.247
2.068
0.821
66
47,539
117
15/03/10
31/01/11
322
Genomma Lab
100
25,932
1.833
2.371
0.538
29
61,497
34
31/01/11
21/02/11
21
México
100
16,849
3.650
3.683
0.033
1
62,053
17
21/02/11
8/08/11
168
Alfa
100
53,035
1.170
0.907
-0.263
-22
48,117
-42
8/08/11
10/10/11
63
Elektra
100
1,091
44.088
70.070
25.982
59
76,462
1,365
10/10/11 17/10/11 7 - cash -
17/10/11
16/04/12
182
Elektra
100
1,160
65.872
57.905
-7.967
-12
67,221
-23
16/04/12
4/06/12
49
Alsea
100
49,963
1.345
1.089
-0.256
-19
54,425
-79
4/06/12
16/07/12
42
Coca-Cola FEMSA
100
4,736
11.491
11.981
0.490
4
56,745
44
16/07/12
20/08/12
35
Banorte
100
10,543
5.382
5.065
-0.317
-6
53,402
-47
20/08/12
4/02/13
168
Regional
100
15,056
3.547
4.377
0.830
23
65,906
58
4/02/13
1/07/13
147
Banco Santander MX
100
22,848
2.885
2.724
-0.161
-6
62,238
-13
1/07/13
9/06/14
343
Pinfra
100
7,192
8.654
12.165
3.512
41
87,494
44
9/06/14
27/04/15
322
Gruma
100
8,648
10.116
11.644
1.528
15
100,704
17
27/04/15
13/06/16
413
Volaris
100
81,881
1.230
1.714
0.484
39
140,364
34
13/06/16
9/01/17
210
Peñoles
100
8,583
16.354
21.677
5.323
33
186,054
63
9/01/17 16/01/17 7 - cash -
16/01/17
30/01/17
14
Peñoles
100
8,235
22.592
23.194
0.601
3
191,006
98
30/01/17 13/02/17 14 - cash -
13/02/17
24/04/17
70
Peñoles
100
7,579
25.201
23.960
-1.241
-5
181,603
-23
24/04/17
12/02/18
294
Elektra
100
5,740
31.635
30.425
-1.210
-4
174,658
-5
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
12/02/18 19/02/18 7 - cash -
19/02/18
26/02/18
7
Alpek
100
131,331
1.330
1.285
-0.045
-3
168,793
-83
26/02/18 30/07/18 154 - cash -
30/07/18
6/08/18
7
Alpek
100
101,468
1.664
1.715
0.051
3
173,993
387
6/08/18 20/08/18 14 - cash -
20/08/18
29/10/18
70
Elektra
100
3,791
45.895
40.222
-5.673
-12
152,487
-50
29/10/18 5/11/18 7 - cash -
5/11/18
12/11/18
7
Elektra
100
3,161
48.232
44.459
-3.774
-8
140,558
-99
12/11/18 28/01/19 77 - cash -
28/01/19
11/02/19
14
Elektra
100
2,556
54.971
53.711
-1.260
-2
137,338
-45
11/02/19 25/03/19 42 - cash -
25/03/19
27/05/19
63
Elektra
100
2,505
54.816
63.951
9.136
17
160,223
144
27/05/19 2/09/19 98 - cash -
2/09/19
9/09/19
7
Elektra
100
2,327
68.845
70.234
1.390
2
163,457
183
9/09/19 16/09/19 7 - cash -
16/09/19
18/10/19
32
Elektra
100
2,297
71.155
71.696
0.541
1
164,700
9
accum 2/01/06
18/10/19 4270
days out of 5040 invested (85%)
1,547
164,700
27
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total Pinfra long 25/12/06 5/11/07 315 2.22 4.09 1.88 84.74 1/07/13 9/06/14 343 8.65 12.17 3.51 40.58 159.71 Orbia Advance 2/01/06 20/03/06 77 0.50 0.57 0.07 14.54 5/11/07 7/07/08 245 1.54 2.75 1.21 78.22 14/07/08 4/08/08 21 2.56 2.44 -0.12 -4.58 94.77 Gruma 20/07/09 15/03/10 238 1.25 2.07 0.82 65.81 9/06/14 27/04/15 322 10.12 11.64 1.53 15.10 90.85 Volaris 27/04/15 13/06/16 413 1.23 1.71 0.48 39.38 39.38 Peñoles 13/06/16 9/01/17 210 16.35 21.68 5.32 32.55 16/01/17 30/01/17 14 22.59 23.19 0.60 2.66 13/02/17 24/04/17 70 25.20 23.96 -1.24 -4.92 29.38 Genomma Lab 15/03/10 31/01/11 322 1.83 2.37 0.54 29.36 29.36 Regional 20/08/12 4/02/13 168 3.55 4.38 0.83 23.42 23.42 México 20/03/06 18/09/06 182 1.24 1.30 0.06 4.99 31/01/11 21/02/11 21 3.65 3.68 0.03 0.90 5.94 Coca-Cola FEMSA 4/06/12 16/07/12 42 11.49 11.98 0.49 4.26 4.26 Alpek 19/02/18 26/02/18 7 1.33 1.29 -0.04 -3.36 30/07/18 6/08/18 7 1.66 1.71 0.05 3.08 -0.38 Elektra 22/09/08 13/10/08 21 39.26 30.49 -8.77 -22.35 8/08/11 10/10/11 63 44.09 70.07 25.98 58.93 17/10/11 16/04/12 182 65.87 57.91 -7.97 -12.09 24/04/17 12/02/18 294 31.64 30.43 -1.21 -3.82 20/08/18 29/10/18 70 45.90 40.22 -5.67 -12.36 5/11/18 12/11/18 7 48.23 44.46 -3.77 -7.82 28/01/19 11/02/19 14 54.97 53.71 -1.26 -2.29 25/03/19 27/05/19 63 54.82 63.95 9.14 16.67 2/09/19 9/09/19 7 68.84 70.23 1.39 2.02 16/09/19 18/10/19 32 71.16 71.70 0.54 0.76 -1.23 instrument L/S date buy date sell days prc buy prc sell prc diff d % total Banorte 16/07/12 20/08/12 35 5.38 5.06 -0.32 -5.89 -5.89 Banco Santander MX 18/09/06 25/12/06 98 1.78 1.74 -0.04 -2.27 4/02/13 1/07/13 147 2.88 2.72 -0.16 -5.57 -7.71 Alsea 16/04/12 4/06/12 49 1.35 1.09 -0.26 -19.04 -19.04 Alfa 21/02/11 8/08/11 168 1.17 0.91 -0.26 -22.46 -22.46
Annotations
2/02/18 Banco Santander MX merger of banco and grupo financiero 23/02/17 IPC Machine learning processed for all techniques. 21/02/17 IPC index adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns 2/08/16 IPC BMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
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