Share-o-matic - Portfolio

Tue, Dec 3rd, 2024, 17:34UTC

Assessment - IPC Mexico - 7/01/24 - RS = 10

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/22/24	prc diff	⇓ Δ10	∅-RS
	S	IPC	53,040.400	8/12	-0.02	52,884.000	0.30	56,551.900	-3,667.900	-6.49	-3.46
	L	Aerop. Sureste	512.600	8/12	0.24	555.880	-7.79	539.700	16.180	3.00	19.58
		Quálitas	164.740	8/12	-2.49	189.050	-12.86	206.920	-17.870	-8.64	18.49
	L	Genomma Lab	18.770	8/12		17.030	10.22	15.350	1.680	10.94	13.94
		Chedraui	145.040	8/12	2.44	127.100	14.11	118.640	8.460	7.13	12.62
		Megacable	42.470	8/12	-0.72	45.760	-7.19	48.930	-3.170	-6.48	12.59
		Liverpool	133.360	8/12	0.22	133.050	0.23	142.200	-9.150	-6.43	10.27
	L	Aerop. Pacifico	291.970	8/12	0.72	285.700	2.19	274.140	11.560	4.22	9.04
		México	106.190	8/12	1.09	100.840	5.31	100.690	0.150	0.15	8.19
		Gruma	372.040	8/12	-0.21	328.950	13.10	334.900	-5.950	-1.78	8.13
		Gentera	21.120	8/12	0.05	23.420	-9.82	26.380	-2.960	-11.22	5.34
		Coca-Cola FEMSA	165.680	8/12	-0.41	152.780	8.44	162.900	-10.120	-6.21	3.57
		Arca Continental	186.200	8/12	-0.93	177.450	4.93	173.030	4.420	2.55	3.40
		Peñoles	241.670	8/12	-0.26	238.510	1.32	274.210	-35.700	-13.02	2.13
		Pinfra	173.960	8/12	-1.38	168.160	3.45	177.340	-9.180	-5.18	0.27
		Cementos Chihuahua	156.090	8/12	-2.81	172.390	-9.46	194.750	-22.360	-11.48	-0.84
	S	FEMSA	210.020	8/12	-0.45	198.670	5.71	202.820	-4.150	-2.05	-1.69
	L	America Movil	16.190	8/12	0.12	15.730	2.92	15.830	-0.100	-0.63	-2.07
		Inbursa	44.240	8/12	-2.28	44.120	0.27	50.210	-6.090	-12.13	-3.34
		Becle	31.100	8/12	3.67	32.070	-3.02	31.930	0.140	0.44	-4.09
		Aerop. Centro Norte	154.520	8/12	2.22	155.140	-0.40	163.170	-8.030	-4.92	-5.21
	S	Cemex	11.900	8/12	-0.75	11.580	2.76	14.040	-2.460	-17.52	-5.70
	S	Alsea	55.210	8/12	0.47	65.000	-15.06	74.230	-9.230	-12.43	-6.32
	S	Elektra	944.950	7/26		1,060.780	-10.92	1,150.920	-90.140	-7.83	-6.71
	S	Bolsa Mexicana	29.670	8/12	-0.17	31.230	-5.00	34.020	-2.790	-8.20	-7.30
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/22/24	prc diff	⇓ Δ10	∅-RS
		Carso	117.840	8/12	-1.65	131.590	-10.45	140.910	-9.320	-6.61	-7.49
	S	WalMex	62.640	8/12	0.50	62.530	0.18	64.110	-1.580	-2.46	-8.29
	S	Vesta	56.240	8/12	-0.23	55.370	1.57	62.040	-6.670	-10.75	-8.90
	S	Banco del Bajio	52.060	8/12	0.64	55.850	-6.79	61.570	-5.720	-9.29	-9.77
	S	Regional	127.000	8/12	-0.39	138.350	-8.20	154.950	-16.600	-10.71	-9.82
	S	Banorte	137.810	8/12	0.58	146.510	-5.94	181.080	-34.570	-19.09	-11.97
		Televisa	7.760	8/12	-1.15	9.950	-22.01	9.860	0.090	0.91	-12.17
	S	Kimberly-Clark	34.140	8/12	-1.01	31.270	9.18	36.770	-5.500	-14.96	-13.01
	S	Alfa	10.490	8/12	1.65	10.640	-1.41	11.970	-1.330	-11.11	-13.45
		Bimbo	68.390	8/12	-0.84	66.820	2.35	70.990	-4.170	-5.87	-16.23
	S	Orbia Advance	20.970	8/12	-3.23	25.490	-17.73	32.830	-7.340	-22.36	-22.06
IPC - 35 out of 35 instruments rated - 7/01/24 / 4/22/24 - 8 did rise, Market-Ratio(10) = 22.86 %
Stock Exchange Currency: MXN $ Mexican peso

Technical Chart

	IPC RS = 10 - B/S = 81/66

1/06/20	scale up chart	7/01/24

Transactions IPC Mexico * L10 - 81/66 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		1/09/06	7		- cash -
long	1/09/06	2/13/06	35		Orbia Advance	100	2,427	4.120	4.670	0.550	13	11,335	269
2/13/06		4/24/06	70		- cash -
	4/24/06	5/29/06	35		México	100	908	12.470	11.530	-0.940	-8	10,481	-56
5/29/06		8/21/06	84		- cash -
	8/21/06	3/05/07	196		Alsea	100	971	10.790	17.810	7.020	65	17,298	154
3/05/07		4/02/07	28		- cash -
	4/02/07	6/11/07	70		Pinfra	100	574	30.110	40.000	9.890	33	22,975	340
6/11/07		3/31/08	294		- cash -
	3/31/08	5/05/08	35		Orbia Advance	100	1,257	18.270	25.540	7.270	40	32,113	3,190
5/05/08		5/04/09	364		- cash -
	5/04/09	7/13/09	70		Elektra	100	53	599.000	537.000	-62.000	-10	28,827	-43
7/13/09		7/27/09	14		- cash -
	7/27/09	11/02/09	98		Gruma	100	1,726	16.700	24.080	7.380	44	41,565	291
11/02/09		1/11/10	70		- cash -
	1/11/10	1/25/10	14		Genomma Lab	100	2,604	15.960	14.700	-1.260	-8	38,284	-88
1/25/10		3/29/10	63		- cash -
	3/29/10	5/10/10	42		Genomma Lab	100	1,786	21.430	20.840	-0.590	-3	37,230	-22
5/10/10		8/02/10	84		- cash -
	8/02/10	8/09/10	7		Genomma Lab	100	1,692	22.000	23.460	1.460	7	39,700	2,751
8/09/10		10/25/10	77		- cash -
	10/25/10	1/31/11	98		Carso	100	1,153	34.420	34.950	0.530	2	40,312	6
1/31/11		12/05/11	308		- cash -
	12/05/11	12/19/11	14		Elektra	100	29	1,385.160	1,385.020	-0.140	0	40,307	0
12/19/11		2/20/12	63		- cash -
	2/20/12	3/12/12	21		Elektra	100	35	1,148.990	1,118.920	-30.070	-3	39,255	-37
3/12/12		7/23/12	133		- cash -
	7/23/12	2/18/13	210		Banorte	100	528	74.250	88.490	14.240	19	46,774	36
2/18/13		8/05/13	168		- cash -
	8/05/13	8/19/13	14		Pinfra	100	335	139.350	131.020	-8.330	-6	43,983	-80
8/19/13		9/02/13	14		- cash -
	9/02/13	9/09/13	7		Gruma	100	640	68.630	75.280	6.650	10	48,239	12,327
9/09/13		12/09/13	91		- cash -
	12/09/13	12/23/13	14		Gruma	100	504	95.660	98.920	3.260	3	49,882	140
12/23/13		12/30/13	7		- cash -
	12/30/13	1/06/14	7		Gruma	100	506	98.470	102.410	3.940	4	51,876	673
1/06/14		5/12/14	126		- cash -
	5/12/14	9/15/14	126		Gruma	100	388	133.480	140.680	7.200	5	54,669	16
9/15/14		2/23/15	161		- cash -
	2/23/15	3/02/15	7		Gruma	100	304	179.490	193.010	13.520	8	58,780	4,311
3/02/15		3/16/15	14		- cash -
	3/16/15	3/23/15	7		Volaris	100	3,459	16.990	17.660	0.670	4	61,097	651
3/23/15		4/13/15	21		- cash -
	4/13/15	5/11/15	28		Volaris	100	3,260	18.740	19.310	0.570	3	62,955	48
5/11/15		10/26/15	168		- cash -
	10/26/15	11/30/15	35		Volaris	100	2,155	29.210	29.230	0.020	0	62,998	1
11/30/15		3/21/16	112		- cash -
	3/21/16	5/16/16	56		Volaris	100	1,740	36.190	37.840	1.650	5	65,869	34
5/16/16		3/27/17	315		- cash -
	3/27/17	4/17/17	21		Elektra	100	165	399.050	810.060	411.010	103	133,686	> 999,999
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
4/17/17		7/30/18	469		- cash -
	7/30/18	9/17/18	49		Alpek	100	4,284	31.200	29.070	-2.130	-7	124,561	-41
9/17/18		2/04/19	140		- cash -
	2/04/19	3/04/19	28		Elektra	100	120	1,029.910	994.690	-35.220	-3	120,335	-36
3/04/19		10/14/19	224		- cash -
	10/14/19	11/11/19	28		Volaris	100	5,802	20.740	20.900	0.160	1	121,263	11
11/11/19		6/01/20	203		- cash -
	6/01/20	7/13/20	42		Becle	100	3,126	38.780	40.620	1.840	5	127,015	50
7/13/20		11/23/20	133		- cash -
	11/23/20	2/01/21	70		Cemex	100	13,642	9.310	11.760	2.450	26	160,438	238
2/01/21		4/26/21	84		- cash -
	4/26/21	7/05/21	70		Cemex	100	10,555	15.200	16.750	1.550	10	176,798	66
7/05/21		11/14/22	497		- cash -
	11/14/22	3/20/23	126		Peñoles	100	601	293.900	259.560	-34.340	-12	156,160	-30
3/20/23		12/18/23	273		- cash -
	12/18/23	2/12/24	56		Carso	100	953	163.740	152.060	-11.680	-7	145,029	-38
2/12/24		4/01/24	49		- cash -
	4/01/24	4/15/24	14		Alsea	100	1,753	82.700	74.410	-8.290	-10	130,496	-94
4/15/24		12/03/24	232		- cash -
accum	1/09/06	4/15/24	1750	days out of 6910 invested (25%)						1,205		130,496	71

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Gruma	long	7/27/09	11/02/09	98	16.70	24.08	7.38	44.19
		9/02/13	9/09/13	7	68.63	75.28	6.65	9.69
		12/09/13	12/23/13	14	95.66	98.92	3.26	3.41
		12/30/13	1/06/14	7	98.47	102.41	3.94	4.00
		5/12/14	9/15/14	126	133.48	140.68	7.20	5.39
		2/23/15	3/02/15	7	179.49	193.01	13.52	7.53	92.78
Elektra		5/04/09	7/13/09	70	599.00	537.00	-62.00	-10.35
		12/05/11	12/19/11	14	1,385.16	1,385.02	-0.14	-0.01
		2/20/12	3/12/12	21	1,148.99	1,118.92	-30.07	-2.62
		3/27/17	4/17/17	21	399.05	810.06	411.01	103.00
		2/04/19	3/04/19	28	1,029.91	994.69	-35.22	-3.42	71.15
Orbia Advance		1/09/06	2/13/06	35	4.12	4.67	0.55	13.35
		3/31/08	5/05/08	35	18.27	25.54	7.27	39.79	58.45
Alsea		8/21/06	3/05/07	196	10.79	17.81	7.02	65.06
		4/01/24	4/15/24	14	82.70	74.41	-8.29	-10.02	48.51
Cemex		11/23/20	2/01/21	70	9.31	11.76	2.45	26.32
		4/26/21	7/05/21	70	15.20	16.75	1.55	10.20	39.20
Pinfra		4/02/07	6/11/07	70	30.11	40.00	9.89	32.85
		8/05/13	8/19/13	14	139.35	131.02	-8.33	-5.98	24.91
Banorte		7/23/12	2/18/13	210	74.25	88.49	14.24	19.18	19.18
Volaris		3/16/15	3/23/15	7	16.99	17.66	0.67	3.94
		4/13/15	5/11/15	28	18.74	19.31	0.57	3.04
		10/26/15	11/30/15	35	29.21	29.23	0.02	0.07
		3/21/16	5/16/16	56	36.19	37.84	1.65	4.56
		10/14/19	11/11/19	28	20.74	20.90	0.16	0.77	12.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Becle		6/01/20	7/13/20	42	38.78	40.62	1.84	4.74	4.74
Genomma Lab		1/11/10	1/25/10	14	15.96	14.70	-1.26	-7.89
		3/29/10	5/10/10	42	21.43	20.84	-0.59	-2.75
		8/02/10	8/09/10	7	22.00	23.46	1.46	6.64	-4.49
Carso		10/25/10	1/31/11	98	34.42	34.95	0.53	1.54
		12/18/23	2/12/24	56	163.74	152.06	-11.68	-7.13	-5.70
Alpek		7/30/18	9/17/18	49	31.20	29.07	-2.13	-6.83	-6.83
México		4/24/06	5/29/06	35	12.47	11.53	-0.94	-7.54	-7.54
Peñoles		11/14/22	3/20/23	126	293.90	259.56	-34.34	-11.68	-11.68

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


	is taking down something concerning