Assessment - IPC Mexico in Euro - 25/09/23 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
25/09/23
⇓ Δwk
24/04/23
prc diff
⇓ Δ22
∅-RS
S
IPC
2,881.033
12/08/24
-0.02
2,793.674
2,756.024
37.650
1.37
4.45
S
Alsea
2.999
12/08/24
0.47
3.489
2.341
1.148
49.04
50.95
Carso
6.401
12/08/24
-1.65
7.077
5.087
1.990
39.12
42.76
Quálitas
8.948
12/08/24
-2.49
7.247
5.888
1.359
23.08
36.25
Aerop. Centro Norte
8.393
12/08/24
2.22
11.393
9.225
2.168
23.50
26.91
S
Cemex
0.646
12/08/24
-0.75
0.630
0.524
0.106
20.28
26.60
Gruma
20.208
12/08/24
-0.21
16.601
13.094
3.507
26.78
25.00
Chedraui
7.878
12/08/24
2.44
5.682
5.439
0.242
4.46
24.07
S
FEMSA
11.408
12/08/24
-0.45
10.420
8.683
1.737
20.01
23.86
Cementos Chihuahua
8.478
12/08/24
-2.81
8.964
7.133
1.830
25.66
23.11
S
Vesta
3.055
12/08/24
-0.23
3.217
2.926
0.291
9.93
23.20
S
Elektra
51.328
26/07/24
63.092
56.128
6.964
12.41
14.49
S
Kimberly-Clark
1.854
12/08/24
-1.01
2.045
2.041
0.005
0.22
12.43
Gentera
1.147
12/08/24
0.05
1.110
1.047
0.063
6.02
9.09
S
Orbia Advance
1.139
12/08/24
-3.23
2.091
2.068
0.022
1.08
8.61
México
5.768
12/08/24
1.09
4.410
4.533
-0.124
-2.73
8.08
Becle
1.689
12/08/24
3.67
2.310
2.181
0.129
5.92
4.84
Coca-Cola FEMSA
8.999
12/08/24
-0.41
7.387
7.655
-0.268
-3.50
4.68
Arca Continental
10.114
12/08/24
-0.93
8.714
8.391
0.323
3.85
4.26
L
Aerop. Pacifico
15.859
12/08/24
0.72
16.769
15.936
0.833
5.23
3.51
S
Banorte
7.486
12/08/24
0.58
7.816
7.959
-0.143
-1.80
2.15
S
Banco del Bajio
2.828
12/08/24
0.64
3.058
3.068
-0.010
-0.31
1.28
Bimbo
3.715
12/08/24
-0.84
4.509
4.688
-0.179
-3.82
1.34
L
Genomma Lab
1.020
12/08/24
0.776
0.761
0.015
1.98
0.38
S
Alfa
0.570
12/08/24
1.65
0.605
0.589
0.016
2.67
-0.97
⇓ instrument
freshest
⇓ Δday
25/09/23
⇓ Δwk
24/04/23
prc diff
⇓ Δ22
∅-RS
S
WalMex
3.402
12/08/24
0.50
3.608
3.625
-0.016
-0.45
-0.79
Pinfra
9.449
12/08/24
-1.38
8.540
9.547
-1.007
-10.55
-2.04
Inbursa
2.403
12/08/24
-2.28
1.908
2.075
-0.167
-8.06
-2.25
S
Regional
6.898
12/08/24
-0.39
6.740
6.647
0.093
1.39
-3.33
S
Bolsa Mexicana
1.612
12/08/24
-0.17
1.819
1.980
-0.161
-8.13
-3.53
L
Aerop. Sureste
27.843
12/08/24
0.24
23.847
25.797
-1.951
-7.56
-4.21
Megacable
2.307
12/08/24
-0.72
2.162
2.331
-0.169
-7.24
-8.16
Peñoles
13.127
12/08/24
-0.26
11.587
14.171
-2.584
-18.24
-9.03
Liverpool
7.244
12/08/24
0.22
5.010
5.418
-0.408
-7.53
-9.05
L
America Movil
0.879
12/08/24
0.12
0.808
0.990
-0.182
-18.40
-14.24
Televisa
0.422
12/08/24
-1.15
0.574
0.888
-0.313
-35.31
-39.10
IPC - 35 out of 35 instruments rated - 25/09/23 / 24/04/23 - 20 did rise, Market-Ratio(22) in EUR = 57.14 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Euro * 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
31,151
0.321
0.848
0.527
164
26,410
65
short
17/12/07
15/06/09
546
Cemex
100
14,954
1.766
0.734
4.251
2.485
141
63,563
80
long
15/06/09
4/06/18
3276
Gruma
100
85,269
0.745
9.384
8.638
1,159
800,138
33
short
4/06/18
20/01/20
595
Volaris
100
1,758,424
0.455
0.940
0.000
-0.455
-100
0
-100
long
20/01/20
9/03/20
49
Gentera
100
0
0.948
0.682
-0.266
-28
0
0
short
9/03/20
8/03/21
364
Alpek
100
0
0.469
0.758
0.179
-0.290
-62
0
0
long
8/03/21
29/08/22
539
Cemex
100
0
0.588
0.391
-0.197
-34
0
0
short
29/08/22
23/01/23
147
Volaris
100
0
0.933
1.024
0.843
-0.091
-10
0
0
long
23/01/23
12/08/24
567
Banco del Bajio
100
0
3.414
2.638
-0.775
-23
0
0
accum 9/01/06
12/08/24 7506
days out of 7513 invested (100%)
-100
0
-42
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 0.75 9.38 8.64 1,158.81 1,158.81
Orbia Advance long 9/01/06 17/12/07 707 0.32 0.85 0.53 164.10 164.10
Cemex short 17/12/07 15/06/09 546 1.77 0.73 4.25 2.48 140.69
long 8/03/21 29/08/22 539 0.59 0.39 -0.20 -33.53 59.97
Banco del Bajio long 23/01/23 12/08/24 567 3.41 2.64 -0.78 -22.71 -22.71
Gentera long 20/01/20 9/03/20 49 0.95 0.68 -0.27 -28.05 -28.05
Alpek short 9/03/20 8/03/21 364 0.47 0.76 0.18 -0.29 -61.78 -61.78
Volaris short 4/06/18 20/01/20 595 0.46 0.94 0.00 -0.45 -99.98
short 29/08/22 23/01/23 147 0.93 1.02 0.84 -0.09 -9.70 -99.98
Annotations
14/03/24 IPC Component update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
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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