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

Assessment - IPC Mexico - 9/26/22 - RS = 44

		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	11/22/21	prc diff	⇓ Δ44	∅-RS
	S	IPC	44,626.800	Fri	-1.05	44,808.600	-0.41	50,497.100	-5,688.500	-11.27	-11.60
		Bimbo	70.970	Fri	-2.53	71.560	-0.82	56.400	15.160	26.88	14.32
		Banco del Bajio	50.910	Fri	1.82	49.150	3.58	38.410	10.740	27.96	12.25
		Inbursa	31.920	Fri	-1.69	31.940	-0.06	21.070	10.870	51.59	9.82
		Arca Continental	145.020	Fri	1.14	140.230	3.42	129.480	10.750	8.30	7.33
		Carso	73.760	Fri	-1.27	71.220	3.57	65.240	5.980	9.17	3.30
		Coca-Cola FEMSA	117.670	Fri	0.74	115.200	2.14	106.500	8.700	8.17	2.12
	L	Banorte	129.320	Fri	0.51	130.480	-0.89	134.930	-4.450	-3.30	0.49
	L	WalMex	70.830	Fri	-2.96	72.510	-2.32	71.970	0.540	0.75	-0.15
		Vesta	37.520	Fri	-0.79	37.640	-0.32	36.940	0.700	1.89	-0.24
	S	Aerop. Centro Norte	126.720	Fri	-2.31	133.810	-5.30	131.680	2.130	1.62	-1.42
	L	Regional	113.530	Fri	0.22	110.060	3.15	110.640	-0.580	-0.52	-2.82
	S	Aerop. Sureste	396.670	Fri	-1.04	394.760	0.48	412.170	-17.410	-4.22	-5.16
	S	Liverpool	88.500	Fri	-0.01	87.780	0.82	84.490	3.290	3.89	-6.01
	S	Pinfra	137.160	Fri	-2.37	139.950	-1.99	149.490	-9.540	-6.38	-6.40
	S	Aerop. Pacifico	254.550	Fri	-3.67	260.320	-2.22	266.480	-6.160	-2.31	-7.32
	S	America Movil	16.630	Fri	-2.86	17.590	-5.46	18.190	-0.600	-3.30	-9.48
		Kimberly-Clark	26.910	Fri	1.01	26.080	3.18	31.650	-5.570	-17.60	-11.13
	S	Alfa	12.820	Fri	1.18	12.850	-0.23	15.800	-2.950	-18.67	-11.97
		Bolsa Mexicana	33.690	Fri	-1.12	33.270	1.26	35.010	-1.740	-4.97	-11.99
	S	Cementos Chihuahua	120.700	Fri	1.81	116.470	3.63	145.410	-28.940	-19.90	-15.04
	S	Gruma	192.900	Fri	-5.96	207.520	-7.05	251.510	-43.990	-17.49	-15.32
		Alsea	36.290	Fri	2.86	35.040	3.57	40.700	-5.660	-13.91	-15.81
	S	Quálitas	83.050	Fri	-0.02	82.010	1.27	95.590	-13.580	-14.21	-17.29
		Telesites	16.740	Fri	-1.53	17.760	-5.74	19.500	-1.740	-8.92	-18.07
		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	11/22/21	prc diff	⇓ Δ44	∅-RS
	S	FEMSA	126.220	Fri	2.06	122.240	3.26	156.270	-34.030	-21.78	-18.42
	S	Elektra	1,031.350	Fri	-1.96	1,023.060	0.81	1,560.180	-537.120	-34.43	-19.53
	S	Becle	35.670	Fri	0.14	36.460	-2.17	48.630	-12.170	-25.03	-21.92
		Peñoles	195.780	Fri	5.81	173.490	12.85	255.310	-81.820	-32.05	-22.86
		México	68.120	Fri	-1.33	69.010	-1.29	85.660	-16.650	-19.44	-23.80
		Megacable	40.580	Fri	-1.48	42.420	-4.34	58.150	-15.730	-27.05	-24.45
	S	Genomma Lab	13.840	Fri	-1.28	14.420	-4.02	18.270	-3.850	-21.07	-25.52
	S	Orbia Advance	33.780	Fri	-2.45	35.410	-4.60	51.800	-16.390	-31.64	-27.22
		Cemex	6.940	Fri	1.02	6.780	2.36	12.990	-6.210	-47.81	-32.92
	S	Televisa	21.800	Fri	-3.07	22.040	-1.09	40.950	-18.910	-46.18	-40.85
		Volaris	14.230	Fri	-4.24	14.610	-2.60	34.280	-19.670	-57.38	-49.40
IPC - 35 out of 35 instruments rated - 9/26/22 / 11/22/21 - 10 did rise, Market-Ratio(44) = 28.57 %
Stock Exchange Currency: MXN $ Mexican peso

Technical Chart

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

1/01/18	scale up chart	9/26/22

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	10/10/11	63		Elektra	100	117	691.030	1,016.990	325.960	47	119,051	838
10/10/11		10/17/11	7		- cash -
	10/17/11	4/16/12	182		Elektra	100	121	978.500	829.800	-148.700	-15	101,058	-28
	4/16/12	6/04/12	49		Alsea	100	5,241	19.280	16.120	-3.160	-16	84,496	-74
	6/04/12	7/16/12	42		Coca-Cola FEMSA	100	496	170.050	162.440	-7.610	-4	80,722	-33
	7/16/12	8/20/12	35		Banorte	100	1,106	72.970	68.260	-4.710	-6	75,513	-50
	8/20/12	2/11/13	175		Regional	100	1,579	47.800	59.520	11.720	25	94,018	58
	2/11/13	5/20/13	98		Aerop. Centro Norte	100	2,142	43.880	44.920	1.040	2	96,246	9
	5/20/13	6/24/13	35		Alsea	100	2,755	34.930	28.750	-6.180	-18	79,220	-87
	6/24/13	2/03/14	224		Pinfra	100	678	116.720	162.000	45.280	39	109,920	71
2/03/14		2/24/14	21		- cash -
	2/24/14	3/03/14	7		Gruma	100	1,014	108.300	102.780	-5.520	-5	104,323	-93
3/03/14		3/17/14	14		- cash -
	3/17/14	4/27/15	406		Gruma	100	979	106.550	187.170	80.620	76	183,250	66
	4/27/15	6/13/16	413		Volaris	100	9,269	19.770	33.490	13.720	69	310,420	59
	6/13/16	3/13/17	273		Peñoles	100	971	319.490	442.670	123.180	39	430,028	55
	3/13/17	11/06/17	238		Cementos Chihuahua	100	5,034	85.410	92.570	7.160	8	466,072	13
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	573	812.450	677.340	-135.110	-17	388,654	-52
	2/05/18	3/19/18	42		Quálitas	100	8,347	46.560	51.730	5.170	11	431,808	150
3/19/18		3/26/18	7		- cash -
	3/26/18	5/07/18	42		Quálitas	100	8,603	50.190	49.570	-0.620	-1	426,474	-10
5/07/18		7/09/18	63		- cash -
	7/09/18	10/08/18	91		Cementos Chihuahua	100	3,405	125.240	116.720	-8.520	-7	397,463	-25
	10/08/18	10/29/18	21		Elektra	100	478	830.370	797.620	-32.750	-4	381,809	-50
10/29/18		11/05/18	7		- cash -
	11/05/18	11/12/18	7		Elektra	100	398	957.820	893.690	-64.130	-7	356,285	-97
11/12/18		1/21/19	70		- cash -
	1/21/19	2/11/19	21		Elektra	100	339	1,049.830	1,029.560	-20.270	-2	349,413	-29
2/11/19		3/25/19	42		- cash -
	3/25/19	5/27/19	63		Elektra	100	332	1,051.670	1,213.900	162.230	15	403,274	130
5/27/19		6/03/19	7		- cash -
	6/03/19	6/10/19	7		Elektra	100	335	1,203.490	1,195.730	-7.760	-1	400,674	-29
6/10/19		6/17/19	7		- cash -
	6/17/19	7/01/19	14		Elektra	100	324	1,235.610	1,242.640	7.030	1	402,952	16
7/01/19		7/08/19	7		- cash -
	7/08/19	7/15/19	7		Elektra	100	321	1,253.850	1,246.780	-7.070	-1	400,682	-26
7/15/19		9/02/19	49		- cash -
	9/02/19	9/09/19	7		Elektra	100	286	1,399.750	1,385.410	-14.340	-1	396,581	-42
9/09/19		9/16/19	7		- cash -
	9/16/19	3/09/20	175		Quálitas	100	5,723	69.290	84.110	14.820	21	481,396	50
3/09/20		6/01/20	84		- cash -
	6/01/20	6/15/20	14		Becle	100	12,413	38.780	40.230	1.450	4	499,395	160
6/15/20		6/22/20	7		- cash -
	6/22/20	7/06/20	14		Becle	100	11,565	43.180	43.760	0.580	1	506,103	42
7/06/20		11/16/20	133		- cash -
	11/16/20	11/30/20	14		Peñoles	100	1,521	332.590	296.590	-36.000	-11	451,347	-95
	11/30/20	12/14/20	14		Volaris	100	21,370	21.120	22.730	1.610	8	485,752	579
12/14/20		12/28/20	14		- cash -
	12/28/20	5/03/21	126		México	100	5,705	85.140	90.920	5.780	7	518,727	21
	5/03/21	8/02/21	91		Cemex	100	31,649	16.390	16.100	-0.290	-2	509,549	-7
	8/02/21	11/08/21	98		Volaris	100	11,684	43.610	38.040	-5.570	-13	444,469	-40
	11/08/21	12/13/21	35		Alsea	100	10,110	43.960	36.060	-7.900	-18	364,600	-87
	12/13/21	1/31/22	49		America Movil	100	18,630	19.570	19.410	-0.160	-1	361,619	-6
	1/31/22	8/29/22	210		Inbursa	100	12,155	29.750	34.180	4.430	15	415,466	27
8/29/22		9/12/22	14		- cash -
	9/12/22	9/30/22	18		Inbursa	100	12,158	34.170	31.920	-2.250	-7	388,110	-75
accum	1/02/06	9/30/22	5179	days out of 6117 invested (85%)						3,781		388,110	29

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Gruma	long	7/20/09	3/15/10	238	15.45	24.50	9.05	58.58
		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	164.36
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	116.55
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
Volaris		4/27/15	6/13/16	413	19.77	33.49	13.72	69.40
		11/30/20	12/14/20	14	21.12	22.73	1.61	7.62
		8/02/21	11/08/21	98	43.61	38.04	-5.57	-12.77	59.03
Genomma Lab		3/15/10	1/31/11	322	21.72	30.72	9.00	41.44	41.44
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
Regional		8/20/12	2/11/13	175	47.80	59.52	11.72	24.52	24.52
Peñoles		6/13/16	3/13/17	273	319.49	442.67	123.18	38.56
		11/16/20	11/30/20	14	332.59	296.59	-36.00	-10.82	23.56
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
Inbursa		1/31/22	8/29/22	210	29.75	34.18	4.43	14.89
		9/12/22	9/30/22	18	34.17	31.92	-2.25	-6.58	7.33
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Becle		6/01/20	6/15/20	14	38.78	40.23	1.45	3.74
		6/22/20	7/06/20	14	43.18	43.76	0.58	1.34	5.13
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
		11/06/17	2/05/18	91	812.45	677.34	-135.11	-16.63
		10/08/18	10/29/18	21	830.37	797.62	-32.75	-3.94
		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	5/27/19	63	1,051.67	1,213.90	162.23	15.43
		6/03/19	6/10/19	7	1,203.49	1,195.73	-7.76	-0.64
		6/17/19	7/01/19	14	1,235.61	1,242.64	7.03	0.57
		7/08/19	7/15/19	7	1,253.85	1,246.78	-7.07	-0.56
		9/02/19	9/09/19	7	1,399.75	1,385.41	-14.34	-1.02	3.81
Aerop. Centro Norte		2/11/13	5/20/13	98	43.88	44.92	1.04	2.37	2.37
Cementos Chihuahua		3/13/17	11/06/17	238	85.41	92.57	7.16	8.38
		7/09/18	10/08/18	91	125.24	116.72	-8.52	-6.80	1.01
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
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
		11/08/21	12/13/21	35	43.96	36.06	-7.90	-17.97	-43.55

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


	is taking down something concerning