Assessment - IPC Mexico - 3/25/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ22
∅-RS
IPC
57,369.000
Wed
0.28
56,552.500
1.44
48,166.900
8,385.600
17.41
5.03
L
Alsea
81.980
Wed
-0.53
78.950
3.84
59.250
19.700
33.25
35.82
Quálitas
193.450
Wed
-0.79
189.390
2.14
136.940
52.450
38.30
35.78
L
Liverpool
144.210
Wed
-0.46
141.230
2.11
87.870
53.360
60.73
32.79
L
Gentera
28.450
Wed
4.10
26.800
6.16
21.280
5.520
25.94
29.05
L
Chedraui
133.670
Wed
0.58
131.740
1.47
104.370
27.370
26.22
26.87
Inbursa
51.130
Wed
0.45
50.280
1.69
34.080
16.200
47.54
21.17
Cementos Chihuahua
197.610
Wed
-0.71
197.900
-0.15
152.120
45.780
30.09
21.06
L
Cemex
14.670
Wed
0.07
14.450
1.52
10.830
3.620
33.43
19.50
L
Megacable
46.220
Wed
-3.65
48.660
-5.01
35.590
13.070
36.72
17.52
L
México
98.130
Wed
0.12
98.030
0.10
74.650
23.380
31.32
17.37
Regional
163.690
Wed
0.03
160.900
1.73
125.560
35.340
28.15
15.63
Carso
148.120
Wed
2.49
144.440
2.55
124.680
19.760
15.85
12.67
L
Banco del Bajio
64.800
Wed
1.41
63.960
1.31
53.570
10.390
19.40
11.24
L
Aerop. Sureste
524.360
Wed
0.18
518.230
1.18
383.930
134.300
34.98
11.18
FEMSA
215.640
Wed
-1.06
215.850
-0.10
183.410
32.440
17.69
9.99
L
Genomma Lab
15.780
Wed
1.61
15.460
2.07
12.990
2.470
19.01
9.90
Banorte
176.370
Wed
-0.52
170.010
3.74
143.260
26.750
18.67
9.61
Coca-Cola FEMSA
160.380
Wed
0.44
158.330
1.29
129.930
28.400
21.86
6.32
L
Bolsa Mexicana
37.020
Wed
-0.11
36.970
0.14
29.720
7.250
24.39
6.10
Vesta
64.870
Wed
2.04
63.260
2.55
55.130
8.130
14.75
5.71
Alfa
12.370
Wed
1.48
12.230
1.14
10.710
1.520
14.19
5.31
Arca Continental
181.450
Wed
-1.12
181.140
0.17
154.560
26.580
17.20
4.76
L
Becle
39.200
Wed
-0.88
40.100
-2.24
40.940
-0.840
-2.05
4.32
Gruma
310.680
Wed
1.71
299.890
3.60
292.940
6.950
2.37
2.53
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ22
∅-RS
Pinfra
176.010
Wed
0.05
173.210
1.62
150.860
22.350
14.82
0.66
Kimberly-Clark
38.600
Wed
2.36
37.330
3.40
32.720
4.610
14.09
0.04
S
Elektra
1,152.430
Wed
0.17
1,153.710
-0.11
1,176.010
-22.300
-1.90
-0.42
WalMex
67.000
Wed
-0.03
66.950
0.07
60.250
6.700
11.12
-1.64
Peñoles
234.970
Wed
1.97
227.300
3.37
201.350
25.950
12.89
-3.71
Orbia Advance
34.730
Wed
0.84
34.650
0.23
34.880
-0.230
-0.66
-4.88
L
America Movil
15.580
Wed
2.50
15.370
1.37
15.210
0.160
1.05
-8.08
Bimbo
78.470
Wed
-0.93
77.640
1.07
75.090
2.550
3.40
-8.40
Aerop. Centro Norte
163.410
Wed
1.58
156.800
4.22
153.000
3.800
2.48
-8.62
Aerop. Pacifico
267.010
Wed
0.80
257.980
3.50
225.670
32.310
14.32
-9.16
L
Televisa
10.380
Wed
0.29
10.250
1.27
8.540
1.710
20.02
-17.76
IPC - 35 out of 35 instruments rated - 3/25/24 / 10/23/23 - 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
3/27/24
429
Banco del Bajio
100
250
69.780
64.800
-4.980
-7
16,270
-6
accum 1/09/06
3/27/24 6654
days out of 6661 invested (100%)
63
16,270
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 3/27/24 429 69.78 64.80 -4.98 -7.14 -7.14
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
3/14/24 IPC Component update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
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
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