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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		IPC	53,040.400	8/12/24	-0.02	52,884.000	0.30	57,386.200	-4,502.200	-7.85		-3.46
						L		Aerop. Sureste	512.600	8/12/24	0.24	555.880	-7.79	497.460	58.420	11.74		19.58
								Quálitas	164.740	8/12/24	-2.49	189.050	-12.86	171.580	17.470	10.18		18.49
						L		Genomma Lab	18.770	8/12/24		17.030	10.22	14.160	2.870	20.27		13.94
								Chedraui	145.040	8/12/24	2.44	127.100	14.11	102.580	24.520	23.90		12.62
								Megacable	42.470	8/12/24	-0.72	45.760	-7.19	37.920	7.840	20.68		12.59
								Liverpool	133.360	8/12/24	0.22	133.050	0.23	115.570	17.480	15.13		10.27
						L		Aerop. Pacifico	291.970	8/12/24	0.72	285.700	2.19	296.430	-10.730	-3.62		9.04
								México	106.190	8/12/24	1.09	100.840	5.31	94.180	6.660	7.07		8.19
								Gruma	372.040	8/12/24	-0.21	328.950	13.10	311.140	17.810	5.72		8.13
								Gentera	21.120	8/12/24	0.05	23.420	-9.82	23.580	-0.160	-0.68		5.34
								Coca-Cola FEMSA	165.680	8/12/24	-0.41	152.780	8.44	160.970	-8.190	-5.09		3.57
								Arca Continental	186.200	8/12/24	-0.93	177.450	4.93	185.410	-7.960	-4.29		3.40
								Peñoles	241.670	8/12/24	-0.26	238.510	1.32	248.240	-9.730	-3.92		2.13
								Pinfra	173.960	8/12/24	-1.38	168.160	3.45	183.720	-15.560	-8.47		0.27
								Cementos Chihuahua	156.090	8/12/24	-2.81	172.390	-9.46	200.080	-27.690	-13.84		-0.84
						S		FEMSA	210.020	8/12/24	-0.45	198.670	5.71	221.000	-22.330	-10.10		-1.69
						L		America Movil	16.190	8/12/24	0.12	15.730	2.92	15.740	-0.010	-0.06		-2.07
								Inbursa	44.240	8/12/24	-2.28	44.120	0.27	46.710	-2.590	-5.54		-3.34
								Becle	31.100	8/12/24	3.67	32.070	-3.02	33.270	-1.200	-3.61		-4.09
								Aerop. Centro Norte	154.520	8/12/24	2.22	155.140	-0.40	179.760	-24.620	-13.70		-5.21
						S		Cemex	11.900	8/12/24	-0.75	11.580	2.76	13.220	-1.640	-12.41		-5.70
						S		Alsea	55.210	8/12/24	0.47	65.000	-15.06	64.160	0.840	1.31		-6.32
						S		Elektra	944.950	7/26/24		1,060.780	-10.92	1,173.160	-112.380	-9.58		-6.71
						S		Bolsa Mexicana	29.670	8/12/24	-0.17	31.230	-5.00	35.140	-3.910	-11.13		-7.30
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Carso	117.840	8/12/24	-1.65	131.590	-10.45	189.590	-58.000	-30.59		-7.49
						S		WalMex	62.640	8/12/24	0.50	62.530	0.18	71.570	-9.040	-12.63		-8.29
						S		Vesta	56.240	8/12/24	-0.23	55.370	1.57	67.430	-12.060	-17.89		-8.90
						S		Banco del Bajio	52.060	8/12/24	0.64	55.850	-6.79	56.800	-0.950	-1.67		-9.77
						S		Regional	127.000	8/12/24	-0.39	138.350	-8.20	162.270	-23.920	-14.74		-9.82
						S		Banorte	137.810	8/12/24	0.58	146.510	-5.94	170.760	-24.250	-14.20		-11.97
								Televisa	7.760	8/12/24	-1.15	9.950	-22.01	11.340	-1.390	-12.26		-12.17
						S		Kimberly-Clark	34.140	8/12/24	-1.01	31.270	9.18	38.170	-6.900	-18.08		-13.01
						S		Alfa	10.490	8/12/24	1.65	10.640	-1.41	13.640	-3.000	-21.99		-13.45
								Bimbo	68.390	8/12/24	-0.84	66.820	2.35	85.950	-19.130	-22.26		-16.23
						S		Orbia Advance	20.970	8/12/24	-3.23	25.490	-17.73	37.620	-12.130	-32.24		-22.06
IPC - 35 out of 35 instruments rated - 7/01/24 / 1/01/24 - 9 did rise, Market-Ratio(26) = 25.71 %
Stock Exchange Currency: MXN $ Mexican peso

 

 

Transactions IPC Mexico * Mixed Straddles L10 - 81/66 (1) - S20 - 34/79 (2)

																⇐
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	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		6/26/06	28				- cash -
short	6/26/06	7/03/06	7				Alfa	50	979		5.350	5.750	4.950	-0.400	-7	10,090	-98
							Inbursa	50	643		8.150	8.450	7.850	-0.300	-4	9,897	-86
7/03/06		8/21/06	49				- cash -
long	8/21/06	3/05/07	196				Alsea	100	917		10.790	17.810		7.020	65	16,334	154
3/05/07		4/02/07	28				- cash -
	4/02/07	6/11/07	70				Pinfra	100	542		30.110	40.000		9.890	33	21,695	340
6/11/07		11/19/07	161				- cash -
short	11/19/07	6/01/09	560				Alsea	50	797		13.600	7.060	26.198	12.598	93	31,735	53
							Cemex	50	383		28.270	14.300	55.888	27.618	98	42,313	56
long	3/31/08	5/05/08	35				Orbia Advance	100	2,315		18.270	25.540		7.270	40	59,143	3,190
	5/04/09	7/13/09	70				Elektra	100	98		599.000	537.000		-62.000	-10	53,067	-43
7/13/09		7/27/09	14				- cash -
	7/27/09	11/02/09	98				Gruma	100	3,177		16.700	24.080		7.380	44	76,513	291
11/02/09		1/11/10	70				- cash -
	1/11/10	1/25/10	14				Genomma Lab	100	4,794		15.960	14.700		-1.260	-8	70,473	-88
1/25/10		3/29/10	63				- cash -
	3/29/10	5/10/10	42				Genomma Lab	100	3,288		21.430	20.840		-0.590	-3	68,533	-22
5/10/10		8/02/10	84				- cash -
	8/02/10	8/09/10	7				Genomma Lab	100	3,115		22.000	23.460		1.460	7	73,081	2,751
8/09/10		10/25/10	77				- cash -
	10/25/10	1/31/11	98				Carso	100	2,123		34.420	34.950		0.530	2	74,206	6
1/31/11		4/25/11	84				- cash -
short	4/25/11	12/26/11	245				Cemex	50	3,732		9.940	7.590	13.018	3.078	31	85,692	49
							Banco Santander MX	50	2,457		15.100	15.000	15.201	0.101	1	85,939	1
long	12/05/11	12/19/11	14				Elektra	100	62		1,385.160	1,385.020		-0.140	0	85,930	0
12/26/11		2/20/12	56				- cash -
	2/20/12	3/12/12	21				Elektra	100	74		1,148.990	1,118.920		-30.070	-3	83,705	-37
3/12/12		7/23/12	133				- cash -
	7/23/12	2/18/13	210				Banorte	100	1,127		74.250	88.490		14.240	19	99,754	36
2/18/13		6/24/13	126				- cash -
short	6/24/13	6/16/14	357				Elektra	50	118		420.080	344.000	512.986	92.906	22	110,717	23
							Peñoles	50	127		394.930	316.780	492.360	97.430	25	123,090	25
long	8/05/13	8/19/13	14				Pinfra	100	883		139.350	131.020		-8.330	-6	115,735	-80
	9/02/13	9/09/13	7				Gruma	100	1,686		68.630	75.280		6.650	10	126,947	12,327
	12/09/13	12/23/13	14				Gruma	100	1,327		95.660	98.920		3.260	3	131,273	140
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	12/30/13	1/06/14	7				Gruma	100	1,333		98.470	102.410		3.940	4	136,525	673
	5/12/14	9/15/14	126				Gruma	100	1,022		133.480	140.680		7.200	5	143,883	16
9/15/14		12/01/14	77				- cash -
short	12/01/14	5/04/15	154				Alpek	50	3,492		20.600	21.300	19.900	-0.700	-3	141,439	-8
							Genomma Lab	50	2,515		28.600	18.030	45.367	16.767	59	183,607	198
long	2/23/15	3/02/15	7				Gruma	100	1,022		179.490	193.010		13.520	8	197,424	4,311
	3/16/15	3/23/15	7				Volaris	100	11,620		16.990	17.660		0.670	4	205,209	651
	4/13/15	5/11/15	28				Volaris	100	10,950		18.740	19.310		0.570	3	211,451	48
5/11/15		10/26/15	168				- cash -
	10/26/15	11/30/15	35				Volaris	100	7,238		29.210	29.230		0.020	0	211,596	1
11/30/15		3/21/16	112				- cash -
	3/21/16	5/16/16	56				Volaris	100	5,846		36.190	37.840		1.650	5	221,242	34
5/16/16		11/21/16	189				- cash -
short	11/21/16	4/10/17	140				Alfa	50	4,655		23.760	26.810	20.710	-3.050	-13	207,044	-30
							Lala	50	3,470		31.880	33.950	29.810	-2.070	-6	199,861	-16
long	3/27/17	4/17/17	21				Elektra	100	500		399.050	810.060		411.010	103	405,366	> 999,999
4/17/17		10/16/17	182				- cash -
short	10/16/17	1/06/20	812				Alfa	50	10,474		19.350	16.540	22.637	3.287	17	439,798	7
							Volaris	50	9,661		20.980	19.830	22.197	1.217	6	451,553	3
long	7/30/18	9/17/18	49				Alpek	100	14,472		31.200	29.070		-2.130	-7	420,727	-41
	2/04/19	3/04/19	28				Elektra	100	408		1,029.910	994.690		-35.220	-3	406,358	-36
	10/14/19	11/11/19	28				Volaris	100	19,592		20.740	20.900		0.160	1	409,492	11
1/06/20		3/09/20	63				- cash -
short	3/09/20	8/17/20	161				Alfa	50	17,635		11.610	14.780	8.440	-3.170	-27	353,589	-51
							Alpek	50	17,976		11.390	17.970	4.810	-6.580	-58	235,307	-86
long	6/01/20	7/13/20	42				Becle	100	6,067		38.780	40.620		1.840	5	246,471	50
8/17/20		11/23/20	98				- cash -
	11/23/20	2/01/21	70				Cemex	100	26,473		9.310	11.760		2.450	26	311,329	238
2/01/21		4/26/21	84				- cash -
	4/26/21	7/05/21	70				Cemex	100	20,482		15.200	16.750		1.550	10	343,077	66
7/05/21		6/20/22	350				- cash -
short	6/20/22	1/16/23	210				Cemex	50	23,824		7.200	9.530	4.870	-2.330	-32	287,567	-49
							Volaris	50	7,941		21.600	19.080	24.453	2.853	13	310,221	24
long	11/14/22	3/20/23	126				Peñoles	100	1,055		293.900	259.560		-34.340	-12	273,992	-30
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
3/20/23		8/21/23	154				- cash -
short	8/21/23	2/19/24	182				Televisa	50	8,753		15.650	11.430	21.428	5.778	37	324,567	88
							Volaris	50	8,313		16.480	12.740	21.318	4.838	29	364,784	68
long	12/18/23	2/12/24	56				Carso	100	2,227		163.740	152.060		-11.680	-7	338,773	-38
2/19/24		4/01/24	42				- cash -
	4/01/24	4/15/24	14				Alsea	100	4,096		82.700	74.410		-8.290	-10	304,817	-94
4/15/24		7/01/24	77				- cash -
short	7/01/24	8/12/24	42				Bimbo	50	2,280		66.820	68.390	65.250	-1.570	-2	301,238	-19
							Orbia Advance	50	5,981		25.490	20.970	30.984	5.494	22	334,099	445
accum	1/09/06	8/12/24	4923	days out of 7569 invested (65%)										3,241		334,099	30

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Alsea	long	8/21/06	3/05/07	196	10.79	17.81		7.02	65.06	100	65.06
	short	11/19/07	6/01/09	560	13.60	7.06	26.20	12.60	92.63	50	46.32
	long	4/01/24	4/15/24	14	82.70	74.41		-8.29	-10.02	100	-10.02	117.30
Cemex	short	11/19/07	6/01/09	560	28.27	14.30	55.89	27.62	97.69	50	48.85
	short	4/25/11	12/26/11	245	9.94	7.59	13.02	3.08	30.96		15.48
	long	11/23/20	2/01/21	70	9.31	11.76		2.45	26.32	100	26.32
	long	4/26/21	7/05/21	70	15.20	16.75		1.55	10.20		10.20
	short	6/20/22	1/16/23	210	7.20	9.53	4.87	-2.33	-32.36	50	-16.18	100.55
Gruma	long	7/27/09	11/02/09	98	16.70	24.08		7.38	44.19	100	44.19
	long	9/02/13	9/09/13	7	68.63	75.28		6.65	9.69		9.69
	long	12/09/13	12/23/13	14	95.66	98.92		3.26	3.41		3.41
	long	12/30/13	1/06/14	7	98.47	102.41		3.94	4.00		4.00
	long	5/12/14	9/15/14	126	133.48	140.68		7.20	5.39		5.39
	long	2/23/15	3/02/15	7	179.49	193.01		13.52	7.53		7.53	92.78
Elektra	long	5/04/09	7/13/09	70	599.00	537.00		-62.00	-10.35		-10.35
	long	12/05/11	12/19/11	14	1,385.16	1,385.02		-0.14	-0.01		-0.01
	long	2/20/12	3/12/12	21	1,148.99	1,118.92		-30.07	-2.62		-2.62
	short	6/24/13	6/16/14	357	420.08	344.00	512.99	92.91	22.12	50	11.06
	long	3/27/17	4/17/17	21	399.05	810.06		411.01	103.00	100	103.00
	long	2/04/19	3/04/19	28	1,029.91	994.69		-35.22	-3.42		-3.42	90.07
Orbia Advance	long	1/09/06	2/13/06	35	4.12	4.67		0.55	13.35		13.35
	long	3/31/08	5/05/08	35	18.27	25.54		7.27	39.79		39.79
	short	7/01/24	8/12/24	42	25.49	20.97	30.98	5.49	21.55	50	10.78	75.53
Volaris	long	3/16/15	3/23/15	7	16.99	17.66		0.67	3.94	100	3.94
	long	4/13/15	5/11/15	28	18.74	19.31		0.57	3.04		3.04
	long	10/26/15	11/30/15	35	29.21	29.23		0.02	0.07		0.07
	long	3/21/16	5/16/16	56	36.19	37.84		1.65	4.56		4.56
	short	10/16/17	1/06/20	812	20.98	19.83	22.20	1.22	5.80	50	2.90
	long	10/14/19	11/11/19	28	20.74	20.90		0.16	0.77	100	0.77
	short	6/20/22	1/16/23	210	21.60	19.08	24.45	2.85	13.21	50	6.60
	short	8/21/23	2/19/24	182	16.48	12.74	21.32	4.84	29.36		14.68	42.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Pinfra	long	4/02/07	6/11/07	70	30.11	40.00		9.89	32.85	100	32.85
	long	8/05/13	8/19/13	14	139.35	131.02		-8.33	-5.98		-5.98	24.91
Genomma Lab	long	1/11/10	1/25/10	14	15.96	14.70		-1.26	-7.89		-7.89
	long	3/29/10	5/10/10	42	21.43	20.84		-0.59	-2.75		-2.75
	long	8/02/10	8/09/10	7	22.00	23.46		1.46	6.64		6.64
	short	12/01/14	5/04/15	154	28.60	18.03	45.37	16.77	58.62	50	29.31	23.51
Banorte	long	7/23/12	2/18/13	210	74.25	88.49		14.24	19.18	100	19.18	19.18
Televisa	short	8/21/23	2/19/24	182	15.65	11.43	21.43	5.78	36.92	50	18.46	18.46
Becle	long	6/01/20	7/13/20	42	38.78	40.62		1.84	4.74	100	4.74	4.74
Banco Santander MX	short	4/25/11	12/26/11	245	15.10	15.00	15.20	0.10	0.67	50	0.33	0.33
Peñoles	short	6/24/13	6/16/14	357	394.93	316.78	492.36	97.43	24.67		12.34
	long	11/14/22	3/20/23	126	293.90	259.56		-34.34	-11.68	100	-11.68	-0.79
Bimbo	short	7/01/24	8/12/24	42	66.82	68.39	65.25	-1.57	-2.35	50	-1.17	-1.17
Inbursa	short	6/26/06	7/03/06	7	8.15	8.45	7.85	-0.30	-3.68		-1.84	-1.84
Lala	short	11/21/16	4/10/17	140	31.88	33.95	29.81	-2.07	-6.49		-3.25	-3.25
Carso	long	10/25/10	1/31/11	98	34.42	34.95		0.53	1.54	100	1.54
	long	12/18/23	2/12/24	56	163.74	152.06		-11.68	-7.13		-7.13	-5.70
México	long	4/24/06	5/29/06	35	12.47	11.53		-0.94	-7.54		-7.54	-7.54
Alfa	short	6/26/06	7/03/06	7	5.35	5.75	4.95	-0.40	-7.48	50	-3.74
	short	11/21/16	4/10/17	140	23.76	26.81	20.71	-3.05	-12.84		-6.42
	short	10/16/17	1/06/20	812	19.35	16.54	22.64	3.29	16.99		8.49
	short	3/09/20	8/17/20	161	11.61	14.78	8.44	-3.17	-27.30		-13.65	-15.61
Alpek	short	12/01/14	5/04/15	154	20.60	21.30	19.90	-0.70	-3.40		-1.70
	long	7/30/18	9/17/18	49	31.20	29.07		-2.13	-6.83	100	-6.83
	short	3/09/20	8/17/20	161	11.39	17.97	4.81	-6.58	-57.77	50	-28.88	-34.87

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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