Assessment - IPC Mexico - 2/06/23 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
9/05/22
prc diff
⇓ Δ22
∅-RS
L
IPC
53,125.000
Wed
-0.39
54,049.100
-1.71
46,026.100
8,023.000
17.43
8.04
L
Banco del Bajio
67.060
Wed
-2.91
72.230
-7.16
44.290
27.940
63.08
40.45
L
Vesta
53.100
Wed
-0.30
53.330
-0.43
37.260
16.070
43.13
34.08
L
Bimbo
91.010
Wed
-0.15
93.630
-2.80
70.480
23.150
32.85
33.98
L
Regional
161.220
Wed
-2.19
164.410
-1.94
109.150
55.260
50.63
33.46
L
Gentera
21.750
Wed
-2.55
22.660
-4.02
16.650
6.010
36.10
31.47
L
Carso
93.760
Wed
-2.33
96.950
-3.29
69.460
27.490
39.58
28.79
L
Kimberly-Clark
35.740
Wed
-1.97
37.090
-3.64
27.870
9.220
33.08
26.55
L
Cemex
9.950
Wed
0.30
10.310
-3.49
7.710
2.600
33.72
21.10
L
Pinfra
181.080
Wed
-1.15
184.880
-2.06
145.390
39.490
27.16
21.08
L
Aerop. Centro Norte
176.760
Wed
0.62
174.990
1.01
132.660
42.330
31.91
20.78
L
Liverpool
116.400
Wed
-0.26
118.700
-1.94
91.350
27.350
29.94
18.82
L
Aerop. Sureste
507.070
Wed
0.08
516.200
-1.77
433.310
82.890
19.13
18.44
Peñoles
258.290
Wed
2.46
264.210
-2.24
160.870
103.340
64.24
17.88
L
Cementos Chihuahua
148.730
Wed
-3.01
154.000
-3.42
116.780
37.220
31.87
17.75
Inbursa
40.220
Wed
-0.86
41.650
-3.43
33.180
8.470
25.53
17.33
Arca Continental
156.990
Wed
-1.68
164.890
-4.79
137.400
27.490
20.01
17.11
L
Coca-Cola FEMSA
133.460
Wed
-1.95
138.930
-3.94
120.740
18.190
15.07
16.61
L
Aerop. Pacifico
347.770
Wed
0.71
342.810
1.45
293.000
49.810
17.00
16.37
L
Megacable
57.670
Wed
-2.47
58.830
-1.97
42.760
16.070
37.58
15.41
L
Quálitas
105.650
Wed
-1.59
107.010
-1.27
86.700
20.310
23.43
14.66
Banorte
153.160
Wed
-0.60
153.430
-0.18
123.860
29.570
23.87
13.57
L
Gruma
256.440
Wed
-3.10
268.820
-4.61
220.840
47.980
21.73
11.50
L
Alsea
44.310
Wed
0.02
44.670
-0.81
37.390
7.280
19.47
10.18
L
FEMSA
155.490
Wed
-0.99
158.230
-1.73
130.250
27.980
21.48
9.94
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
9/05/22
prc diff
⇓ Δ22
∅-RS
L
Bolsa Mexicana
40.930
Wed
-0.44
41.070
-0.34
36.790
4.280
11.63
9.67
L
Becle
45.110
Wed
-2.44
47.700
-5.43
41.350
6.350
15.36
7.99
L
WalMex
72.840
Mon
0.33
72.840
70.480
2.360
3.35
0.21
L
America Movil
18.520
Wed
1.15
18.920
-2.11
17.380
1.540
8.86
-0.94
L
Alfa
12.950
Wed
-1.75
13.630
-4.99
13.060
0.570
4.36
-1.85
Volaris
21.960
Wed
2.04
21.530
2.00
17.370
4.160
23.95
-1.89
L
México
83.250
Wed
-0.25
81.600
2.02
76.130
5.470
7.19
-2.92
Telesites
19.710
Wed
-1.50
20.560
-4.13
19.920
0.640
3.21
-6.78
L
Elektra
1,010.170
Wed
-0.07
1,008.640
0.15
1,040.520
-31.880
-3.06
-9.97
L
Orbia Advance
37.030
Wed
-2.42
38.270
-3.24
38.690
-0.420
-1.09
-10.03
L
Televisa
21.750
Wed
-0.50
23.500
-7.45
25.450
-1.950
-7.66
-15.76
Sitios Latinoamérica
8.240
Wed
0.37
8.300
-0.72
-na-
IPC - 35 out of 36 instruments rated - 2/06/23 / 9/05/22 - 32 did rise, Market-Ratio(22) = 91.43 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico * A22 - 85/20 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
1/09/06
7
- cash -
long
1/09/06
12/17/07
707
Orbia Advance
100
2,427
4.120
13.250
9.130
222
32,159
83
short
12/17/07
6/15/09
546
Cemex
100
1,165
27.600
13.790
55.240
27.640
100
64,359
59
long
6/15/09
6/04/18
3276
Gruma
100
4,593
14.010
220.450
206.440
1,474
1,012,538
36
short
6/04/18
1/20/20
595
Volaris
100
94,718
10.690
19.830
1.550
-9.140
-86
146,816
-69
long
1/20/20
3/09/20
49
Gentera
100
7,344
19.990
16.580
-3.410
-17
121,772
-75
short
3/09/20
3/08/21
364
Alpek
100
10,691
11.390
19.230
3.550
-7.840
-69
37,955
-69
long
3/08/21
8/29/22
539
Cemex
100
2,545
14.910
7.820
-7.090
-48
19,911
-35
short
8/29/22
1/23/23
147
Volaris
100
1,065
18.680
20.930
16.430
-2.250
-12
17,515
-27
long
1/23/23
2/08/23
16
Banco del Bajio
100
250
69.780
67.060
-2.720
-4
16,835
-60
accum 1/09/06
2/08/23 6240
days out of 6247 invested (100%)
68
16,835
3
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Gruma long 6/15/09 6/04/18 3276 14.01 220.45 206.44 1,473.52 1,473.52
Orbia Advance long 1/09/06 12/17/07 707 4.12 13.25 9.13 221.60 221.60
Cemex short 12/17/07 6/15/09 546 27.60 13.79 55.24 27.64 100.14
long 3/08/21 8/29/22 539 14.91 7.82 -7.09 -47.55 4.97
Banco del Bajio long 1/23/23 2/08/23 16 69.78 67.06 -2.72 -3.90 -3.90
Gentera long 1/20/20 3/09/20 49 19.99 16.58 -3.41 -17.06 -17.06
Alpek short 3/09/20 3/08/21 364 11.39 19.23 3.55 -7.84 -68.83 -68.83
Volaris short 6/04/18 1/20/20 595 10.69 19.83 1.55 -9.14 -85.50
short 8/29/22 1/23/23 147 18.68 20.93 16.43 -2.25 -12.04 -87.25
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
write an annotation