Assessment - IPC Mexico - 7/01/24 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ22
∅-RS
S
IPC
54,312.000
7/15
-1.17
52,884.000
2.70
57,207.600
-4,323.600
-7.56
-3.46
L
Aerop. Sureste
552.580
7/15
-0.82
555.880
-0.59
505.590
50.290
9.95
19.58
Quálitas
170.050
7/15
-3.11
189.050
-10.05
178.360
10.690
5.99
18.49
L
Genomma Lab
17.980
7/15
-2.65
17.030
5.58
14.150
2.880
20.35
13.94
Chedraui
138.260
7/15
2.13
127.100
8.78
111.440
15.660
14.05
12.62
Megacable
47.500
7/15
1.00
45.760
3.80
44.430
1.330
2.99
12.59
Liverpool
141.110
7/15
-0.47
133.050
6.06
117.410
15.640
13.32
10.27
L
Aerop. Pacifico
293.250
7/15
-0.67
285.700
2.64
275.410
10.290
3.74
9.04
México
109.270
7/15
-2.38
100.840
8.36
89.540
11.300
12.62
8.19
Gruma
351.010
7/15
-0.05
328.950
6.71
311.630
17.320
5.56
8.13
Gentera
23.450
7/15
-0.42
23.420
0.13
22.360
1.060
4.74
5.34
Coca-Cola FEMSA
153.330
7/15
-2.70
152.780
0.36
160.200
-7.420
-4.63
3.57
Arca Continental
178.960
7/15
0.01
177.450
0.85
190.000
-12.550
-6.61
3.40
Peñoles
262.450
7/15
-0.42
238.510
10.04
238.660
-0.150
-0.06
2.13
Pinfra
174.430
7/15
0.14
168.160
3.73
170.020
-1.860
-1.09
0.27
Cementos Chihuahua
161.540
7/15
-1.89
172.390
-6.29
195.780
-23.390
-11.95
-0.84
S
FEMSA
205.480
7/15
-0.61
198.670
3.43
234.490
-35.820
-15.28
-1.69
L
America Movil
16.100
7/15
-0.86
15.730
2.35
15.510
0.220
1.42
-2.07
Inbursa
44.130
7/15
-3.03
44.120
0.02
50.040
-5.920
-11.83
-3.34
Becle
31.560
7/15
-0.66
32.070
-1.59
33.500
-1.430
-4.27
-4.09
Aerop. Centro Norte
162.250
7/15
-2.19
155.140
4.58
158.650
-3.510
-2.21
-5.21
S
Cemex
11.930
7/15
-1.89
11.580
3.02
14.290
-2.710
-18.96
-5.70
S
Alsea
61.780
7/15
-2.74
65.000
-4.95
68.000
-3.000
-4.41
-6.32
S
Elektra
1,050.150
7/15
-0.41
1,060.780
-1.00
1,157.540
-96.760
-8.36
-6.71
S
Bolsa Mexicana
31.690
7/15
-0.35
31.230
1.47
35.070
-3.840
-10.95
-7.30
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ22
∅-RS
Carso
132.130
7/15
-1.06
131.590
0.41
168.980
-37.390
-22.13
-7.49
S
WalMex
67.070
7/15
-1.40
62.530
7.26
70.500
-7.970
-11.30
-8.29
S
Vesta
56.680
7/15
-1.10
55.370
2.37
66.000
-10.630
-16.11
-8.90
S
Banco del Bajio
57.010
7/15
-2.81
55.850
2.08
64.440
-8.590
-13.33
-9.77
S
Regional
143.870
7/15
-0.92
138.350
3.99
158.920
-20.570
-12.94
-9.82
S
Banorte
147.870
7/15
-1.10
146.510
0.93
171.160
-24.650
-14.40
-11.97
Televisa
9.080
7/15
-1.73
9.950
-8.74
10.980
-1.030
-9.38
-12.17
S
Kimberly-Clark
33.030
7/15
-0.21
31.270
5.63
38.460
-7.190
-18.69
-13.01
S
Alfa
11.260
7/15
-1.31
10.640
5.83
13.200
-2.560
-19.39
-13.45
Bimbo
64.890
7/15
-0.09
66.820
-2.89
79.330
-12.510
-15.77
-16.23
S
Orbia Advance
24.340
7/15
-1.89
25.490
-4.51
34.030
-8.540
-25.10
-22.06
IPC - 35 out of 35 instruments rated - 7/01/24 / 1/29/24 - 11 did rise, Market-Ratio(22) = 31.43 %
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
3/08/21
364
Alpek
100
10,691
11.390
19.230
3.550
-7.840
-69
37,955
-69
long
3/08/21
8/29/22
539
Cemex
100
2,545
14.910
7.820
-7.090
-48
19,911
-35
short
8/29/22
1/23/23
147
Volaris
100
1,065
18.680
20.930
16.430
-2.250
-12
17,515
-27
long
1/23/23
7/15/24
539
Banco del Bajio
100
250
69.780
57.010
-12.770
-18
14,322
-13
accum 1/09/06
7/15/24 6774
days out of 6781 invested (100%)
43
14,322
2
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
long 3/08/21 8/29/22 539 14.91 7.82 -7.09 -47.55 4.97
Gentera long 1/20/20 3/09/20 49 19.99 16.58 -3.41 -17.06 -17.06
Banco del Bajio long 1/23/23 7/15/24 539 69.78 57.01 -12.77 -18.30 -18.30
Alpek short 3/09/20 3/08/21 364 11.39 19.23 3.55 -7.84 -68.83 -68.83
Volaris short 6/04/18 1/20/20 595 10.69 19.83 1.55 -9.14 -85.50
short 8/29/22 1/23/23 147 18.68 20.93 16.43 -2.25 -12.04 -87.25
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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