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

Assessment - IPC Mexico - 2/06/23 - RS = 44

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	4/04/22	prc diff	⇓ Δ44	∅-RS
	L	IPC	53,125.000	Wed	-0.39	54,049.100	-1.71	56,313.200	-2,264.100	-4.02	8.04
	L	Banco del Bajio	67.060	Wed	-2.91	72.230	-7.16	54.380	17.850	32.82	40.45
	L	Vesta	53.100	Wed	-0.30	53.330	-0.43	38.260	15.070	39.39	34.08
	L	Bimbo	91.010	Wed	-0.15	93.630	-2.80	64.320	29.310	45.57	33.98
	L	Regional	161.220	Wed	-2.19	164.410	-1.94	139.630	24.780	17.75	33.46
	L	Gentera	21.750	Wed	-2.55	22.660	-4.02	16.690	5.970	35.77	31.47
	L	Carso	93.760	Wed	-2.33	96.950	-3.29	74.210	22.740	30.64	28.79
	L	Kimberly-Clark	35.740	Wed	-1.97	37.090	-3.64	28.310	8.780	31.01	26.55
	L	Cemex	9.950	Wed	0.30	10.310	-3.49	10.580	-0.270	-2.55	21.10
	L	Pinfra	181.080	Wed	-1.15	184.880	-2.06	158.330	26.550	16.77	21.08
	L	Aerop. Centro Norte	176.760	Wed	0.62	174.990	1.01	153.020	21.970	14.36	20.78
	L	Liverpool	116.400	Wed	-0.26	118.700	-1.94	102.450	16.250	15.86	18.82
	L	Aerop. Sureste	507.070	Wed	0.08	516.200	-1.77	442.090	74.110	16.76	18.44
		Peñoles	258.290	Wed	2.46	264.210	-2.24	247.890	16.320	6.58	17.88
	L	Cementos Chihuahua	148.730	Wed	-3.01	154.000	-3.42	141.690	12.310	8.69	17.75
		Inbursa	40.220	Wed	-0.86	41.650	-3.43	42.080	-0.430	-1.02	17.33
		Arca Continental	156.990	Wed	-1.68	164.890	-4.79	135.550	29.340	21.65	17.11
	L	Coca-Cola FEMSA	133.460	Wed	-1.95	138.930	-3.94	110.680	28.250	25.52	16.61
	L	Aerop. Pacifico	347.770	Wed	0.71	342.810	1.45	325.750	17.060	5.24	16.37
	L	Megacable	57.670	Wed	-2.47	58.830	-1.97	61.790	-2.960	-4.79	15.41
	L	Quálitas	105.650	Wed	-1.59	107.010	-1.27	115.690	-8.680	-7.50	14.66
		Banorte	153.160	Wed	-0.60	153.430	-0.18	146.560	6.870	4.69	13.57
	L	Gruma	256.440	Wed	-3.10	268.820	-4.61	255.870	12.950	5.06	11.50
	L	Alsea	44.310	Wed	0.02	44.670	-0.81	48.620	-3.950	-8.12	10.18
	L	FEMSA	155.490	Wed	-0.99	158.230	-1.73	163.620	-5.390	-3.29	9.94
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	4/04/22	prc diff	⇓ Δ44	∅-RS
	L	Bolsa Mexicana	40.930	Wed	-0.44	41.070	-0.34	42.280	-1.210	-2.86	9.67
	L	Becle	45.110	Wed	-2.44	47.700	-5.43	47.200	0.500	1.06	7.99
	L	WalMex	72.840	Mon	0.33	72.840		77.990	-5.150	-6.60	0.21
	L	America Movil	18.520	Wed	1.15	18.920	-2.11	21.500	-2.580	-12.00	-0.94
	L	Alfa	12.950	Wed	-1.75	13.630	-4.99	15.140	-1.510	-9.97	-1.85
		Volaris	21.960	Wed	2.04	21.530	2.00	38.080	-16.550	-43.46	-1.89
	L	México	83.250	Wed	-0.25	81.600	2.02	118.840	-37.240	-31.34	-2.92
		Telesites	19.710	Wed	-1.50	20.560	-4.13	24.860	-4.300	-17.30	-6.78
	L	Elektra	1,010.170	Wed	-0.07	1,008.640	0.15	1,289.130	-280.490	-21.76	-9.97
	L	Orbia Advance	37.030	Wed	-2.42	38.270	-3.24	53.100	-14.830	-27.93	-10.03
	L	Televisa	21.750	Wed	-0.50	23.500	-7.45	45.890	-22.390	-48.79	-15.76
		Sitios Latinoamérica	8.240	Wed	0.37	8.300	-0.72				-na-
IPC - 35 out of 36 instruments rated - 2/06/23 / 4/04/22 - 19 did rise, Market-Ratio(44) = 54.29 %
Stock Exchange Currency: MXN $ Mexican peso

Technical Chart

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

1/07/19	scale up chart	2/06/23

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	4/12/10	266		Gruma	100	2,466	15.450	26.990	11.540	75	66,571	115
	4/12/10	9/06/10	147		Orbia Advance	100	1,755	37.930	34.840	-3.090	-8	61,149	-19
	9/06/10	6/20/11	287		Carso	100	2,074	29.470	37.970	8.500	29	78,778	38
	6/20/11	8/08/11	49		Alfa	100	4,561	17.270	14.220	-3.050	-18	64,866	-76
	8/08/11	10/10/11	63		Elektra	100	93	691.030	1,016.990	325.960	47	95,181	838
10/10/11		10/17/11	7		- cash -
	10/17/11	4/16/12	182		Elektra	100	97	978.500	829.800	-148.700	-15	80,757	-28
	4/16/12	6/04/12	49		Alsea	100	4,188	19.280	16.120	-3.160	-16	67,523	-74
	6/04/12	7/16/12	42		Coca-Cola FEMSA	100	397	170.050	162.440	-7.610	-4	64,502	-33
	7/16/12	8/20/12	35		Banorte	100	883	72.970	68.260	-4.710	-6	60,343	-50
	8/20/12	2/11/13	175		Regional	100	1,262	47.800	59.520	11.720	25	75,133	58
	2/11/13	5/20/13	98		Aerop. Centro Norte	100	1,712	43.880	44.920	1.040	2	76,914	9
	5/20/13	6/24/13	35		Alsea	100	2,201	34.930	28.750	-6.180	-18	63,312	-87
	6/24/13	2/03/14	224		Pinfra	100	542	116.720	162.000	45.280	39	87,853	71
2/03/14		2/24/14	21		- cash -
	2/24/14	3/03/14	7		Gruma	100	811	108.300	102.780	-5.520	-5	83,377	-93
3/03/14		3/17/14	14		- cash -
	3/17/14	4/27/15	406		Gruma	100	782	106.550	187.170	80.620	76	146,422	66
	4/27/15	6/13/16	413		Volaris	100	7,406	19.770	33.490	13.720	69	248,032	59
	6/13/16	4/24/17	315		Peñoles	100	776	319.490	450.640	131.150	41	349,804	49
	4/24/17	2/05/18	287		Elektra	100	587	594.990	677.340	82.350	14	398,144	18
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
	2/05/18	3/19/18	42		Quálitas	100	8,551	46.560	51.730	5.170	11	442,352	150
3/19/18		3/26/18	7		- cash -
	3/26/18	5/07/18	42		Quálitas	100	8,813	50.190	49.570	-0.620	-1	436,888	-10
5/07/18		7/09/18	63		- cash -
	7/09/18	10/08/18	91		Cementos Chihuahua	100	3,488	125.240	116.720	-8.520	-7	407,171	-25
	10/08/18	11/12/18	35		Elektra	100	490	830.370	893.690	63.320	8	438,197	115
11/12/18		1/21/19	70		- cash -
	1/21/19	2/11/19	21		Elektra	100	417	1,049.830	1,029.560	-20.270	-2	429,745	-29
2/11/19		3/25/19	42		- cash -
	3/25/19	5/27/19	63		Elektra	100	408	1,051.670	1,213.900	162.230	15	495,935	130
5/27/19		9/02/19	98		- cash -
	9/02/19	9/09/19	7		Elektra	100	354	1,399.750	1,385.410	-14.340	-1	490,858	-42
9/09/19		9/16/19	7		- cash -
	9/16/19	3/09/20	175		Quálitas	100	7,084	69.290	84.110	14.820	21	595,843	50
3/09/20		6/08/20	91		- cash -
	6/08/20	6/15/20	7		Becle	100	15,088	39.490	40.230	0.740	2	607,008	163
6/15/20		6/22/20	7		- cash -
	6/22/20	7/06/20	14		Becle	100	14,057	43.180	43.760	0.580	1	615,161	42
7/06/20		11/23/20	140		- cash -
	11/23/20	12/14/20	21		Volaris	100	29,461	20.880	22.730	1.850	9	669,664	337
12/14/20		12/28/20	14		- cash -
	12/28/20	5/03/21	126		México	100	7,865	85.140	90.920	5.780	7	715,124	21
	5/03/21	8/02/21	91		Cemex	100	43,631	16.390	16.100	-0.290	-2	702,471	-7
	8/02/21	10/25/21	84		Volaris	100	16,108	43.610	37.600	-6.010	-14	605,662	-47
	10/25/21	12/13/21	49		Alsea	100	13,140	46.090	36.060	-10.030	-22	473,868	-84
	12/13/21	1/31/22	49		America Movil	100	24,213	19.570	19.410	-0.160	-1	469,993	-6
	1/31/22	9/05/22	217		Inbursa	100	15,798	29.750	33.180	3.430	12	524,181	20
9/05/22		9/12/22	7		- cash -
	9/12/22	9/26/22	14		Inbursa	100	15,340	34.170	31.940	-2.230	-7	489,972	-83
9/26/22		10/03/22	7		- cash -
	10/03/22	2/08/23	128		Banco del Bajio	100	9,386	52.200	67.060	14.860	28	629,448	104
accum	1/02/06	2/08/23	5274	days out of 6247 invested (84%)						6,194		629,448	33

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Gruma	long	7/20/09	4/12/10	266	15.45	26.99	11.54	74.69
		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	191.23
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
		4/12/10	9/06/10	147	37.93	34.84	-3.09	-8.15	98.91
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
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
		4/24/17	2/05/18	287	594.99	677.34	82.35	13.84
		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	71.32
Volaris		4/27/15	6/13/16	413	19.77	33.49	13.72	69.40
		11/23/20	12/14/20	21	20.88	22.73	1.85	8.86
		8/02/21	10/25/21	84	43.61	37.60	-6.01	-13.78	58.99
Peñoles		6/13/16	4/24/17	315	319.49	450.64	131.15	41.05	41.05
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
Carso		9/06/10	6/20/11	287	29.47	37.97	8.50	28.84	28.84
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Banco del Bajio		10/03/22	2/08/23	128	52.20	67.06	14.86	28.47	28.47
Regional		8/20/12	2/11/13	175	47.80	59.52	11.72	24.52	24.52
México		3/20/06	9/18/06	182	10.24	11.30	1.06	10.35
		12/28/20	5/03/21	126	85.14	90.92	5.78	6.79	17.84
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	9/05/22	217	29.75	33.18	3.43	11.53
		9/12/22	9/26/22	14	34.17	31.94	-2.23	-6.53	4.25
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
Aerop. Centro Norte		2/11/13	5/20/13	98	43.88	44.92	1.04	2.37	2.37
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
Cementos Chihuahua		7/09/18	10/08/18	91	125.24	116.72	-8.52	-6.80	-6.80
Alfa		6/20/11	8/08/11	49	17.27	14.22	-3.05	-17.66	-17.66
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
		10/25/21	12/13/21	49	46.09	36.06	-10.03	-21.76	-46.16

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