Assessment - IPC Mexico - 22/02/21 - RS = 22
⇐
⇓ instrument
freshest
Δday
22/02/21
⇓ Δwk
21/09/20
prc diff
⇓ Δ22
⇓ ∅-RS
L
IPC
44,592.900
Fri
0.64
44,946.600
-0.79
35,517.800
9,428.800
26.55
15.96
L
Gentera
10.640
Fri
8.02
8.170
30.23
5.910
2.260
38.24
-4.30
Becle
43.150
Fri
5.68
40.850
5.63
42.270
-1.420
-3.36
0.24
Carso
51.840
Fri
5.30
49.250
5.26
43.340
5.910
13.64
1.53
L
Alsea
25.440
Fri
4.61
24.830
2.46
19.760
5.070
25.66
12.96
Inbursa
18.860
Fri
4.31
18.250
3.34
14.820
3.430
23.14
6.37
L
Alpek
18.980
Fri
3.94
18.000
5.44
14.820
3.180
21.46
21.01
Orbia Advance
48.790
Fri
3.92
44.070
10.71
36.540
7.530
20.61
23.19
S
Bimbo
39.300
Fri
3.07
37.100
5.93
39.090
-1.990
-5.09
-2.11
Bolsa Mexicana
42.850
Fri
2.37
44.390
-3.47
45.140
-0.750
-1.66
0.56
Aerop. Pacifico
211.640
Fri
2.23
209.000
1.26
156.080
52.920
33.91
22.10
Liverpool
63.330
Fri
2.16
64.120
-1.23
57.070
7.050
12.35
3.35
L
Cemex
13.940
Fri
2.05
13.090
6.49
7.820
5.270
67.39
86.08
Gruma
228.020
Fri
1.70
228.740
-0.31
236.060
-7.320
-3.10
0.76
L
Aerop. Sureste
391.430
Fri
1.35
352.910
10.91
234.120
118.790
50.74
32.67
L
Regional
94.740
Fri
1.28
92.070
2.90
51.090
40.980
80.21
39.46
Banorte
105.060
Fri
1.02
106.350
-1.21
74.390
31.960
42.96
26.10
Televisa
31.130
Fri
1.01
32.180
-3.26
26.160
6.020
23.01
12.10
S
Alfa
11.390
Fri
0.80
11.720
-2.82
13.420
-1.700
-12.67
-4.34
Pinfra
153.880
Fri
0.75
152.270
1.06
154.500
-2.230
-1.44
-6.52
L
Genomma Lab
20.990
Fri
0.53
20.970
0.10
21.780
-0.810
-3.72
3.82
Banco Santander MX
19.810
Fri
0.25
20.300
-2.41
13.920
6.380
45.83
23.43
Aerop. Centro Norte
121.360
Fri
0.21
121.230
0.11
94.440
26.790
28.37
17.46
L
FEMSA
143.140
Fri
0.19
144.230
-0.76
115.710
28.520
24.65
3.08
L
Elektra
1,385.840
Fri
0.13
1,379.230
0.48
1,185.350
193.880
16.36
7.41
⇓ instrument
freshest
Δday
22/02/21
⇓ Δwk
21/09/20
prc diff
⇓ Δ22
⇓ ∅-RS
L
WalMex
59.680
Fri
0.12
60.310
-1.04
50.900
9.410
18.49
8.27
Arca Continental
94.770
Fri
0.05
95.480
-0.74
93.460
2.020
2.16
-3.01
Banco del Bajio
24.030
Fri
-0.12
24.270
-0.99
16.160
8.110
50.19
19.33
L
Kimberly-Clark
33.450
Fri
-0.18
34.590
-3.30
34.760
-0.170
-0.49
-0.10
L
México
99.330
Fri
-0.42
109.970
-9.68
55.140
54.830
99.44
90.42
Megacable
72.240
Fri
-0.48
74.080
-2.48
64.170
9.910
15.44
9.73
IEnova
72.810
Fri
-0.51
74.120
-1.77
61.360
12.760
20.80
5.42
Peñoles
287.150
Fri
-0.63
302.070
-4.94
317.120
-15.050
-4.75
18.04
America Movil
13.390
Fri
-0.96
13.630
-1.76
12.980
0.650
5.01
-4.65
Cementos Chihuahua
130.810
Fri
-1.14
123.190
6.19
93.980
29.210
31.08
29.46
L
Coca-Cola FEMSA
87.790
Fri
-1.32
91.610
-4.17
89.200
2.410
2.70
-2.47
IPC - 35 out of 35 instruments rated - 22/02/21 / 21/09/20 - 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
2/01/06
9/01/06
7
- cash -
long
9/01/06
17/12/07
707
Orbia Advance
100
2,427
4.120
13.250
9.130
222
32,159
83
short
17/12/07
15/06/09
546
Cemex
100
1,165
27.600
13.790
55.240
27.640
100
64,359
59
long
15/06/09
4/06/18
3276
Gruma
100
4,593
14.010
220.450
206.440
1,474
1,012,538
36
short
4/06/18
20/01/20
595
Volaris
100
94,718
10.690
19.830
1.550
-9.140
-86
146,816
-69
long
20/01/20
9/03/20
49
Gentera
100
7,344
19.990
16.580
-3.410
-17
121,772
-75
short
9/03/20
26/02/21
354
Alpek
100
10,691
11.390
18.980
3.800
-7.590
-67
40,628
-68
accum 9/01/06
26/02/21 5530
days out of 5537 invested (100%)
306
40,628
10
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Gruma long 15/06/09 4/06/18 3276 14.01 220.45 206.44 1,473.52 1,473.52
Orbia Advance long 9/01/06 17/12/07 707 4.12 13.25 9.13 221.60 221.60
Cemex short 17/12/07 15/06/09 546 27.60 13.79 55.24 27.64 100.14 100.14
Gentera long 20/01/20 9/03/20 49 19.99 16.58 -3.41 -17.06 -17.06
Alpek short 9/03/20 26/02/21 354 11.39 18.98 3.80 -7.59 -66.64 -66.64
Volaris short 4/06/18 20/01/20 595 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
23/02/17 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).
21/02/17 IPC index adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
2/08/16 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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