Assessment - IPC Mexico in Swiss Franc - 7/01/24 - RS = 10
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
4/22/24
prc diff
⇓ Δ10
⇓ ∅-RS
S
IPC
2,605.422
8/12/24
-0.02
2,597.739
0.30
3,006.158
-408.419
-13.59
-7.21
Becle
1.528
8/12/24
3.67
1.575
-3.02
1.697
-0.122
-7.19
-16.16
Chedraui
7.125
8/12/24
2.44
6.243
14.11
6.307
-0.063
-1.00
10.83
Aerop. Centro Norte
7.590
8/12/24
2.22
7.621
-0.40
8.674
-1.053
-12.14
-11.40
S
Alfa
0.515
8/12/24
1.65
0.523
-1.41
0.636
-0.114
-17.86
-14.24
México
5.216
8/12/24
1.09
4.953
5.31
5.352
-0.399
-7.45
10.30
L
Aerop. Pacifico
14.342
8/12/24
0.72
14.034
2.19
14.573
-0.539
-3.70
-1.75
S
Banco del Bajio
2.557
8/12/24
0.64
2.743
-6.79
3.273
-0.529
-16.18
-8.02
S
Banorte
6.769
8/12/24
0.58
7.197
-5.94
9.626
-2.429
-25.23
-12.32
S
WalMex
3.077
8/12/24
0.50
3.072
0.18
3.408
-0.336
-9.87
-10.75
S
Alsea
2.712
8/12/24
0.47
3.193
-15.06
3.946
-0.753
-19.08
-3.34
L
Aerop. Sureste
25.180
8/12/24
0.24
27.306
-7.79
28.689
-1.383
-4.82
11.90
Liverpool
6.551
8/12/24
0.22
6.536
0.23
7.559
-1.023
-13.54
13.44
L
America Movil
0.795
8/12/24
0.12
0.773
2.92
0.841
-0.069
-8.18
-6.12
Gentera
1.037
8/12/24
0.05
1.150
-9.82
1.402
-0.252
-17.96
0.32
S
Elektra
46.417
7/26/24
52.107
-10.92
61.180
-9.073
-14.83
-12.84
L
Genomma Lab
0.922
8/12/24
0.837
10.22
0.816
0.021
2.52
12.57
S
Bolsa Mexicana
1.457
8/12/24
-0.17
1.534
-5.00
1.808
-0.274
-15.17
-11.79
Gruma
18.275
8/12/24
-0.21
16.159
13.10
17.802
-1.644
-9.23
1.94
S
Vesta
2.763
8/12/24
-0.23
2.720
1.57
3.298
-0.578
-17.53
-13.75
Peñoles
11.871
8/12/24
-0.26
11.716
1.32
14.576
-2.860
-19.62
-2.89
S
Regional
6.238
8/12/24
-0.39
6.796
-8.20
8.237
-1.441
-17.49
-7.58
Coca-Cola FEMSA
8.138
8/12/24
-0.41
7.505
8.44
8.659
-1.155
-13.33
-3.95
S
FEMSA
10.316
8/12/24
-0.45
9.759
5.71
10.781
-1.022
-9.48
-7.31
Megacable
2.086
8/12/24
-0.72
2.248
-7.19
2.601
-0.353
-13.58
2.56
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
4/22/24
prc diff
⇓ Δ10
⇓ ∅-RS
S
Cemex
0.585
8/12/24
-0.75
0.569
2.76
0.746
-0.178
-23.78
-13.69
Bimbo
3.359
8/12/24
-0.84
3.282
2.35
3.774
-0.491
-13.02
-19.54
Arca Continental
9.146
8/12/24
-0.93
8.717
4.93
9.198
-0.481
-5.23
-2.33
S
Kimberly-Clark
1.677
8/12/24
-1.01
1.536
9.18
1.955
-0.419
-21.41
-18.89
Televisa
0.381
8/12/24
-1.15
0.489
-22.01
0.524
-0.035
-6.75
-14.91
Pinfra
8.545
8/12/24
-1.38
8.260
3.45
9.427
-1.167
-12.38
-6.55
Carso
5.788
8/12/24
-1.65
6.464
-10.45
7.490
-1.027
-13.70
-10.84
Inbursa
2.173
8/12/24
-2.28
2.167
0.27
2.669
-0.502
-18.80
-2.21
Quálitas
8.092
8/12/24
-2.49
9.286
-12.86
10.999
-1.713
-15.57
12.59
Cementos Chihuahua
7.667
8/12/24
-2.81
8.468
-9.46
10.352
-1.884
-18.20
-6.82
S
Orbia Advance
1.030
8/12/24
-3.23
1.252
-17.73
1.745
-0.493
-28.25
-28.92
IPC - 35 out of 35 instruments rated - 7/01/24 / 4/22/24 - 1 did rise, Market-Ratio(10) in CHF = 2.86 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Swiss Franc * 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
20,184
0.495
0.581
0.085
17
11,725
426
2/13/06
4/24/06
70
- cash -
4/24/06
5/29/06
35
México
100
8,147
1.439
1.271
-0.168
-12
10,356
-73
5/29/06
8/21/06
84
- cash -
8/21/06
3/05/07
196
Alsea
100
8,414
1.231
1.934
0.704
57
16,276
132
3/05/07
4/02/07
28
- cash -
4/02/07
6/11/07
70
Pinfra
100
4,911
3.314
4.527
1.214
37
22,236
409
6/11/07
3/31/08
294
- cash -
3/31/08
5/05/08
35
Orbia Advance
100
13,081
1.700
2.580
0.881
52
33,754
7,670
5/05/08
5/04/09
364
- cash -
5/04/09
7/13/09
70
Elektra
100
684
49.342
42.617
-6.724
-14
29,155
-53
7/13/09
7/27/09
14
- cash -
7/27/09
11/02/09
98
Gruma
100
21,506
1.356
1.865
0.509
38
40,104
228
11/02/09
1/11/10
70
- cash -
1/11/10
1/25/10
14
Genomma Lab
100
31,168
1.287
1.179
-0.107
-8
36,761
-90
1/25/10
3/29/10
63
- cash -
3/29/10
5/10/10
42
Genomma Lab
100
20,149
1.824
1.790
-0.035
-2
36,059
-15
5/10/10
8/02/10
84
- cash -
8/02/10
8/09/10
7
Genomma Lab
100
19,910
1.811
1.920
0.109
6
38,234
2,021
8/09/10
10/25/10
77
- cash -
10/25/10
1/31/11
98
Carso
100
14,030
2.725
2.698
-0.027
-1
37,854
-4
1/31/11
12/05/11
308
- cash -
12/05/11
12/19/11
14
Elektra
100
404
93.607
93.489
-0.118
0
37,806
-3
12/19/11
2/20/12
63
- cash -
2/20/12
3/12/12
21
Elektra
100
456
82.779
81.322
-1.457
-2
37,142
-27
3/12/12
7/23/12
133
- cash -
7/23/12
2/18/13
210
Banorte
100
6,762
5.492
6.428
0.936
17
43,474
31
2/18/13
8/05/13
168
- cash -
8/05/13
8/19/13
14
Pinfra
100
4,263
10.198
9.382
-0.816
-8
39,994
-89
8/19/13
9/02/13
14
- cash -
9/02/13
9/09/13
7
Gruma
100
8,339
4.796
5.362
0.566
12
44,715
33,543
9/09/13
12/09/13
91
- cash -
12/09/13
12/23/13
14
Gruma
100
6,772
6.602
6.823
0.221
3
46,209
136
12/23/13
12/30/13
7
- cash -
12/30/13
1/06/14
7
Gruma
100
6,877
6.719
7.086
0.368
5
48,738
1,510
1/06/14
5/12/14
126
- cash -
5/12/14
9/15/14
126
Gruma
100
5,325
9.151
9.939
0.788
9
52,934
27
9/15/14
2/23/15
161
- cash -
2/23/15
3/02/15
7
Gruma
100
4,684
11.299
12.310
1.011
9
57,671
8,633
3/02/15
3/16/15
14
- cash -
3/16/15
3/23/15
7
Volaris
100
51,904
1.111
1.143
0.032
3
59,333
340
3/23/15
4/13/15
21
- cash -
4/13/15
5/11/15
28
Volaris
100
49,765
1.192
1.174
-0.018
-2
58,432
-18
5/11/15
10/26/15
168
- cash -
10/26/15
11/30/15
35
Volaris
100
33,622
1.738
1.814
0.076
4
61,003
57
11/30/15
3/21/16
112
- cash -
3/21/16
5/16/16
56
Volaris
100
30,249
2.017
2.021
0.004
0
61,126
1
5/16/16
3/27/17
315
- cash -
3/27/17
4/17/17
21
Elektra
100
2,935
20.824
44.002
23.177
111
129,151
> 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
77,637
1.664
1.486
-0.177
-11
115,373
-57
9/17/18
2/04/19
140
- cash -
2/04/19
3/04/19
28
Elektra
100
2,143
53.824
51.480
-2.344
-4
110,349
-44
3/04/19
10/14/19
224
- cash -
10/14/19
11/11/19
28
Volaris
100
102,802
1.073
1.085
0.012
1
111,564
15
11/11/19
6/01/20
203
- cash -
6/01/20
7/13/20
42
Becle
100
66,060
1.689
1.700
0.012
1
112,324
6
7/13/20
11/23/20
133
- cash -
11/23/20
2/01/21
70
Cemex
100
265,716
0.423
0.517
0.094
22
137,322
185
2/01/21
4/26/21
84
- cash -
4/26/21
7/05/21
70
Cemex
100
196,021
0.701
0.778
0.078
11
152,543
73
7/05/21
11/14/22
497
- cash -
11/14/22
3/20/23
126
Peñoles
100
10,657
14.314
12.799
-1.514
-11
136,404
-28
3/20/23
12/18/23
273
- cash -
12/18/23
2/12/24
56
Carso
100
16,513
8.260
7.793
-0.467
-6
128,700
-32
2/12/24
4/01/24
49
- cash -
4/01/24
4/15/24
14
Alsea
100
28,625
4.496
4.059
-0.437
-10
116,184
-93
4/15/24
2/01/26
657
- cash -
accum 1/09/06
4/15/24 1750
days out of 7335 invested (24%)
1,062
116,184
67
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 1.36 1.86 0.51 37.55
9/02/13 9/09/13 7 4.80 5.36 0.57 11.80
12/09/13 12/23/13 14 6.60 6.82 0.22 3.34
12/30/13 1/06/14 7 6.72 7.09 0.37 5.47
5/12/14 9/15/14 126 9.15 9.94 0.79 8.61
2/23/15 3/02/15 7 11.30 12.31 1.01 8.95 98.36
Orbia Advance 1/09/06 2/13/06 35 0.50 0.58 0.09 17.25
3/31/08 5/05/08 35 1.70 2.58 0.88 51.80 77.99
Elektra 5/04/09 7/13/09 70 49.34 42.62 -6.72 -13.63
12/05/11 12/19/11 14 93.61 93.49 -0.12 -0.13
2/20/12 3/12/12 21 82.78 81.32 -1.46 -1.76
3/27/17 4/17/17 21 20.82 44.00 23.18 111.30
2/04/19 3/04/19 28 53.82 51.48 -2.34 -4.36 71.27
Alsea 8/21/06 3/05/07 196 1.23 1.93 0.70 57.17
4/01/24 4/15/24 14 4.50 4.06 -0.44 -9.73 41.89
Cemex 11/23/20 2/01/21 70 0.42 0.52 0.09 22.26
4/26/21 7/05/21 70 0.70 0.78 0.08 11.08 35.81
Pinfra 4/02/07 6/11/07 70 3.31 4.53 1.21 36.62
8/05/13 8/19/13 14 10.20 9.38 -0.82 -8.00 25.69
Banorte 7/23/12 2/18/13 210 5.49 6.43 0.94 17.05 17.05
Volaris 3/16/15 3/23/15 7 1.11 1.14 0.03 2.88
4/13/15 5/11/15 28 1.19 1.17 -0.02 -1.52
10/26/15 11/30/15 35 1.74 1.81 0.08 4.40
3/21/16 5/16/16 56 2.02 2.02 0.00 0.20
10/14/19 11/11/19 28 1.07 1.09 0.01 1.10 7.16
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Becle 6/01/20 7/13/20 42 1.69 1.70 0.01 0.68 0.68
Genomma Lab 1/11/10 1/25/10 14 1.29 1.18 -0.11 -8.34
3/29/10 5/10/10 42 1.82 1.79 -0.03 -1.91
8/02/10 8/09/10 7 1.81 1.92 0.11 6.03 -4.66
Carso 10/25/10 1/31/11 98 2.73 2.70 -0.03 -0.99
12/18/23 2/12/24 56 8.26 7.79 -0.47 -5.65 -6.59
Peñoles 11/14/22 3/20/23 126 14.31 12.80 -1.51 -10.58 -10.58
Alpek 7/30/18 9/17/18 49 1.66 1.49 -0.18 -10.67 -10.67
México 4/24/06 5/29/06 35 1.44 1.27 -0.17 -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
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