Assessment - IPC Mexico - 2/22/21 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/21/20
prc diff
⇓ Δ22
∅-RS
L
IPC
44,310.300
Thu
-1.86
44,946.600
-1.42
35,517.800
9,428.800
26.55
15.96
L
México
99.750
Thu
-4.34
109.970
-9.29
55.140
54.830
99.44
90.42
L
Cemex
13.660
Thu
-2.50
13.090
4.35
7.820
5.270
67.39
86.08
L
Regional
93.540
Thu
-1.48
92.070
1.60
51.090
40.980
80.21
39.46
L
Aerop. Sureste
386.210
Thu
1.73
352.910
9.44
234.120
118.790
50.74
32.67
Cementos Chihuahua
132.320
Thu
-0.87
123.190
7.41
93.980
29.210
31.08
29.46
Banorte
104.000
Thu
-4.70
106.350
-2.21
74.390
31.960
42.96
26.10
Banco Santander MX
19.760
Thu
-0.70
20.300
-2.66
13.920
6.380
45.83
23.43
Orbia Advance
46.950
Thu
3.30
44.070
6.54
36.540
7.530
20.61
23.19
Aerop. Pacifico
207.020
Thu
-2.83
209.000
-0.95
156.080
52.920
33.91
22.10
L
Alpek
18.260
Thu
2.30
18.000
1.44
14.820
3.180
21.46
21.01
Banco del Bajio
24.060
Thu
-1.76
24.270
-0.87
16.160
8.110
50.19
19.33
Peñoles
288.980
Thu
-4.15
302.070
-4.33
317.120
-15.050
-4.75
18.04
Aerop. Centro Norte
121.100
Thu
-1.78
121.230
-0.11
94.440
26.790
28.37
17.46
L
Alsea
24.320
Thu
-1.42
24.830
-2.05
19.760
5.070
25.66
12.96
Televisa
30.820
Thu
-4.55
32.180
-4.23
26.160
6.020
23.01
12.10
Megacable
72.590
Thu
-0.82
74.080
-2.01
64.170
9.910
15.44
9.73
L
WalMex
59.610
Thu
-3.14
60.310
-1.16
50.900
9.410
18.49
8.27
L
Elektra
1,383.990
Thu
0.01
1,379.230
0.35
1,185.350
193.880
16.36
7.41
Inbursa
18.080
Thu
-2.16
18.250
-0.93
14.820
3.430
23.14
6.37
IEnova
73.180
Thu
-1.40
74.120
-1.27
61.360
12.760
20.80
5.42
L
Genomma Lab
20.880
Thu
2.00
20.970
-0.43
21.780
-0.810
-3.72
3.82
Liverpool
61.990
Thu
-2.99
64.120
-3.32
57.070
7.050
12.35
3.35
L
FEMSA
142.870
Thu
-0.20
144.230
-0.94
115.710
28.520
24.65
3.08
Carso
49.230
Thu
-1.99
49.250
-0.04
43.340
5.910
13.64
1.53
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/21/20
prc diff
⇓ Δ22
∅-RS
Gruma
224.200
Thu
-0.54
228.740
-1.98
236.060
-7.320
-3.10
0.76
Bolsa Mexicana
41.860
Thu
-0.24
44.390
-5.70
45.140
-0.750
-1.66
0.56
Becle
40.830
Thu
-1.99
40.850
-0.05
42.270
-1.420
-3.36
0.24
L
Kimberly-Clark
33.510
Thu
-0.09
34.590
-3.12
34.760
-0.170
-0.49
-0.10
S
Bimbo
38.130
Thu
-1.88
37.100
2.78
39.090
-1.990
-5.09
-2.11
L
Coca-Cola FEMSA
88.960
Thu
-1.63
91.610
-2.89
89.200
2.410
2.70
-2.47
Arca Continental
94.720
Thu
-0.28
95.480
-0.80
93.460
2.020
2.16
-3.01
L
Gentera
9.850
Thu
11.30
8.170
20.56
5.910
2.260
38.24
-4.30
S
Alfa
11.300
Thu
-0.88
11.720
-3.58
13.420
-1.700
-12.67
-4.34
America Movil
13.520
Thu
0.75
13.630
-0.81
12.980
0.650
5.01
-4.65
Pinfra
152.740
Thu
-2.34
152.270
0.31
154.500
-2.230
-1.44
-6.52
IPC - 35 out of 35 instruments rated - 2/22/21 / 9/21/20 - 26 did rise, Market-Ratio(22) = 74.29 %
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
2/25/21
353
Alpek
100
10,691
11.390
18.260
4.520
-6.870
-60
48,325
-62
accum 1/09/06
2/25/21 5527
days out of 5534 invested (100%)
383
48,325
11
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 27.64 100.14 100.14
Gentera long 1/20/20 3/09/20 49 19.99 16.58 -3.41 -17.06 -17.06
Alpek short 3/09/20 2/25/21 353 11.39 18.26 4.52 -6.87 -60.32 -60.32
Volaris short 6/04/18 1/20/20 595 10.69 19.83 1.55 -9.14 -85.50 -85.50
Annotations
2/02/18 Banco Santander MX merger of banco and grupo financiero
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