Share-o-matic - Assessment IPC (IPC Mexico)

Assessment - IPC Mexico in Japanese yen - 7/01/24 - RS = 10

		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	4/22/24	prc diff	⇓ Δ10	⇓∅-RS
	S	IPC	465,865.848	8/12/24	-0.02	464,492.151	0.30	510,850.890	-46,358.739	-9.07	-0.95
		Becle	273.158	8/12/24	3.67	281.678	-3.02	288.434	-6.756	-2.34	-10.69
		Chedraui	1,273.919	8/12/24	2.44	1,116.348	14.11	1,071.712	44.636	4.16	18.46
		Aerop. Centro Norte	1,357.184	8/12/24	2.22	1,362.630	-0.40	1,473.965	-111.336	-7.55	-5.54
	S	Alfa	92.136	8/12/24	1.65	93.454	-1.41	108.129	-14.675	-13.57	-8.40
		México	932.691	8/12/24	1.09	885.701	5.31	909.564	-23.864	-2.62	17.82
	L	Aerop. Pacifico	2,564.439	8/12/24	0.72	2,509.368	2.19	2,476.392	32.976	1.33	4.81
	S	Banco del Bajio	457.255	8/12/24	0.64	490.543	-6.79	556.181	-65.638	-11.80	-1.76
	S	Banorte	1,210.416	8/12/24	0.58	1,286.831	-5.94	1,635.752	-348.921	-21.33	-6.37
	S	WalMex	550.181	8/12/24	0.50	549.215	0.18	579.126	-29.910	-5.16	-4.78
	S	Alsea	484.922	8/12/24	0.47	570.910	-15.06	670.543	-99.633	-14.86	3.23
	L	Aerop. Sureste	4,502.282	8/12/24	0.24	4,882.420	-7.79	4,875.278	7.142	0.15	19.56
		Liverpool	1,171.331	8/12/24	0.22	1,168.608	0.23	1,284.537	-115.929	-9.02	21.27
	L	America Movil	142.200	8/12/24	0.12	138.160	2.92	142.997	-4.837	-3.38	0.12
		Gentera	185.502	8/12/24	0.05	205.703	-9.82	238.299	-32.596	-13.68	7.23
	S	Elektra	8,299.710	7/26/24		9,317.071	-10.92	10,396.618	-1,079.547	-10.38	-7.03
	L	Genomma Lab	164.861	8/12/24		149.578	10.22	138.661	10.917	7.87	20.23
	S	Bolsa Mexicana	260.598	8/12/24	-0.17	274.300	-5.00	307.313	-33.013	-10.74	-5.90
		Gruma	3,267.712	8/12/24	-0.21	2,889.242	13.10	3,025.256	-136.013	-4.50	8.88
	S	Vesta	493.969	8/12/24	-0.23	486.327	1.57	560.427	-74.099	-13.22	-7.95
		Peñoles	2,122.642	8/12/24	-0.26	2,094.887	1.32	2,477.024	-382.137	-15.43	3.67
	S	Regional	1,115.470	8/12/24	-0.39	1,215.159	-8.20	1,399.712	-184.552	-13.19	-1.26
		Coca-Cola FEMSA	1,455.205	8/12/24	-0.41	1,341.901	8.44	1,471.526	-129.625	-8.81	2.61
	S	FEMSA	1,844.653	8/12/24	-0.45	1,744.964	5.71	1,832.136	-87.172	-4.76	-1.02
		Megacable	373.024	8/12/24	-0.72	401.920	-7.19	442.000	-40.079	-9.07	9.57
		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	4/22/24	prc diff	⇓ Δ10	⇓∅-RS
	S	Cemex	104.520	8/12/24	-0.75	101.710	2.76	126.828	-25.118	-19.80	-7.84
		Bimbo	600.685	8/12/24	-0.84	586.895	2.35	641.275	-54.380	-8.48	-14.28
		Arca Continental	1,635.437	8/12/24	-0.93	1,558.584	4.93	1,563.034	-4.450	-0.28	4.27
	S	Kimberly-Clark	299.859	8/12/24	-1.01	274.651	9.18	332.155	-57.503	-17.31	-13.49
		Televisa	68.158	8/12/24	-1.15	87.393	-22.01	89.068	-1.675	-1.88	-9.41
		Pinfra	1,527.930	8/12/24	-1.38	1,476.987	3.45	1,601.967	-124.980	-7.80	-0.24
		Carso	1,035.015	8/12/24	-1.65	1,155.785	-10.45	1,272.884	-117.099	-9.20	-4.77
		Inbursa	388.570	8/12/24	-2.28	387.516	0.27	453.563	-66.047	-14.56	4.51
		Quálitas	1,446.949	8/12/24	-2.49	1,660.469	-12.86	1,869.173	-208.704	-11.17	20.52
		Cementos Chihuahua	1,370.974	8/12/24	-2.81	1,514.140	-9.46	1,759.237	-245.097	-13.93	-0.42
	S	Orbia Advance	184.184	8/12/24	-3.23	223.884	-17.73	296.564	-72.679	-24.51	-24.30
IPC - 35 out of 35 instruments rated - 7/01/24 / 4/22/24 - 4 did rise, Market-Ratio(10) in JPY = 11.43 %
Stock Exchange Currency: MXN $ Mexican peso

Technical Chart

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

1/03/22	scale up chart	7/01/24

Transactions IPC Mexico in Japanese yen * 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	223	44.656	52.389	7.732	17	11,724	429
2/13/06		4/24/06	70		- cash -
	4/24/06	5/29/06	35		México	100	89	131.518	116.847	-14.671	-11	10,419	-71
5/29/06		8/21/06	84		- cash -
	8/21/06	3/05/07	196		Alsea	100	90	115.558	185.606	70.048	61	16,723	142
3/05/07		4/02/07	28		- cash -
	4/02/07	6/11/07	70		Pinfra	100	52	321.199	446.223	125.024	39	23,224	455
6/11/07		3/31/08	294		- cash -
	3/31/08	5/05/08	35		Orbia Advance	100	136	169.537	257.194	87.657	52	35,146	7,619
5/05/08		5/04/09	364		- cash -
	5/04/09	7/13/09	70		Elektra	100	8	4,308.460	3,630.770	-677.689	-16	29,724	-59
7/13/09		7/27/09	14		- cash -
	7/27/09	11/02/09	98		Gruma	100	247	119.894	163.609	43.715	36	40,522	218
11/02/09		1/11/10	70		- cash -
	1/11/10	1/25/10	14		Genomma Lab	100	347	116.456	101.856	-14.601	-13	35,455	-97
1/25/10		3/29/10	63		- cash -
	3/29/10	5/10/10	42		Genomma Lab	100	223	158.573	148.153	-10.421	-7	33,131	-45
5/10/10		8/02/10	84		- cash -
	8/02/10	8/09/10	7		Genomma Lab	100	220	150.446	158.045	7.599	5	34,803	1,206
8/09/10		10/25/10	77		- cash -
	10/25/10	1/31/11	98		Carso	100	153	226.975	235.138	8.163	4	36,052	14
1/31/11		12/05/11	308		- cash -
	12/05/11	12/19/11	14		Elektra	100	4	7,923.197	7,766.396	-156.801	-2	35,425	-41
12/19/11		2/20/12	63		- cash -
	2/20/12	3/12/12	21		Elektra	100	4	7,161.714	7,299.987	138.273	2	35,978	39
3/12/12		7/23/12	133		- cash -
	7/23/12	2/18/13	210		Banorte	100	82	436.208	652.035	215.827	49	53,676	101
2/18/13		8/05/13	168		- cash -
	8/05/13	8/19/13	14		Pinfra	100	50	1,063.572	990.665	-72.907	-7	50,030	-84
8/19/13		9/02/13	14		- cash -
	9/02/13	9/09/13	7		Gruma	100	97	512.199	572.945	60.746	12	55,923	34,415
9/09/13		12/09/13	91		- cash -
	12/09/13	12/23/13	14		Gruma	100	73	765.803	794.526	28.722	4	58,020	161
12/23/13		12/30/13	7		- cash -
	12/30/13	1/06/14	7		Gruma	100	72	795.462	816.969	21.507	3	59,568	302
1/06/14		5/12/14	126		- cash -
	5/12/14	9/15/14	126		Gruma	100	56	1,052.856	1,138.962	86.107	8	64,390	26
9/15/14		2/23/15	161		- cash -
	2/23/15	3/02/15	7		Gruma	100	45	1,413.410	1,543.531	130.121	9	70,245	9,770
3/02/15		3/16/15	14		- cash -
	3/16/15	3/23/15	7		Volaris	100	525	133.735	141.652	7.916	6	74,402	1,906
3/23/15		4/13/15	21		- cash -
	4/13/15	5/11/15	28		Volaris	100	508	146.432	150.973	4.541	3	76,709	49
5/11/15		10/26/15	168		- cash -
	10/26/15	11/30/15	35		Volaris	100	358	213.949	217.086	3.138	1	77,832	16
11/30/15		3/21/16	112		- cash -
	3/21/16	5/16/16	56		Volaris	100	334	232.609	225.373	-7.236	-3	75,415	-19
5/16/16		3/27/17	315		- cash -
	3/27/17	4/17/17	21		Elektra	100	32	2,338.889	4,770.982	2,432.093	104	153,242	> 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	820	186.797	172.863	-13.934	-7	141,816	-44
9/17/18		2/04/19	140		- cash -
	2/04/19	3/04/19	28		Elektra	100	23	5,926.884	5,750.715	-176.169	-3	137,765	-33
3/04/19		10/14/19	224		- cash -
	10/14/19	11/11/19	28		Volaris	100	1,180	116.696	119.118	2.422	2	140,622	31
11/11/19		6/01/20	203		- cash -
	6/01/20	7/13/20	42		Becle	100	743	189.029	193.815	4.786	3	144,178	24
7/13/20		11/23/20	133		- cash -
	11/23/20	2/01/21	70		Cemex	100	2,984	48.303	60.517	12.214	25	180,624	224
2/01/21		4/26/21	84		- cash -
	4/26/21	7/05/21	70		Cemex	100	2,180	82.848	93.584	10.735	13	204,027	89
7/05/21		11/14/22	497		- cash -
	11/14/22	3/20/23	126		Peñoles	100	95	2,129.922	1,815.145	-314.778	-15	174,123	-37
3/20/23		12/18/23	273		- cash -
	12/18/23	2/12/24	56		Carso	100	126	1,374.688	1,329.168	-45.521	-3	168,387	-20
2/12/24		4/01/24	49		- cash -
	4/01/24	4/15/24	14		Alsea	100	223	753.579	686.808	-66.771	-9	153,497	-91
4/15/24		5/30/26	775		- cash -
accum	1/09/06	4/15/24	1750	days out of 7453 invested (23%)						1,435		153,497	77

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	119.89	163.61	43.71	36.46
		9/02/13	9/09/13	7	512.20	572.95	60.75	11.86
		12/09/13	12/23/13	14	765.80	794.53	28.72	3.75
		12/30/13	1/06/14	7	795.46	816.97	21.51	2.70
		5/12/14	9/15/14	126	1,052.86	1,138.96	86.11	8.18
		2/23/15	3/02/15	7	1,413.41	1,543.53	130.12	9.21	92.15
Orbia Advance		1/09/06	2/13/06	35	44.66	52.39	7.73	17.32
		3/31/08	5/05/08	35	169.54	257.19	87.66	51.70	77.97
Elektra		5/04/09	7/13/09	70	4,308.46	3,630.77	-677.69	-15.73
		12/05/11	12/19/11	14	7,923.20	7,766.40	-156.80	-1.98
		2/20/12	3/12/12	21	7,161.71	7,299.99	138.27	1.93
		3/27/17	4/17/17	21	2,338.89	4,770.98	2,432.09	103.98
		2/04/19	3/04/19	28	5,926.88	5,750.72	-176.17	-2.97	66.65
Banorte		7/23/12	2/18/13	210	436.21	652.03	215.83	49.48	49.48
Alsea		8/21/06	3/05/07	196	115.56	185.61	70.05	60.62
		4/01/24	4/15/24	14	753.58	686.81	-66.77	-8.86	46.39
Cemex		11/23/20	2/01/21	70	48.30	60.52	12.21	25.29
		4/26/21	7/05/21	70	82.85	93.58	10.74	12.96	41.52
Pinfra		4/02/07	6/11/07	70	321.20	446.22	125.02	38.92
		8/05/13	8/19/13	14	1,063.57	990.67	-72.91	-6.85	29.40
Volaris		3/16/15	3/23/15	7	133.74	141.65	7.92	5.92
		4/13/15	5/11/15	28	146.43	150.97	4.54	3.10
		10/26/15	11/30/15	35	213.95	217.09	3.14	1.47
		3/21/16	5/16/16	56	232.61	225.37	-7.24	-3.11
		10/14/19	11/11/19	28	116.70	119.12	2.42	2.08	9.59
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Becle		6/01/20	7/13/20	42	189.03	193.82	4.79	2.53	2.53
Carso		10/25/10	1/31/11	98	226.97	235.14	8.16	3.60
		12/18/23	2/12/24	56	1,374.69	1,329.17	-45.52	-3.31	0.17
Alpek		7/30/18	9/17/18	49	186.80	172.86	-13.93	-7.46	-7.46
México		4/24/06	5/29/06	35	131.52	116.85	-14.67	-11.16	-11.16
Genomma Lab		1/11/10	1/25/10	14	116.46	101.86	-14.60	-12.54
		3/29/10	5/10/10	42	158.57	148.15	-10.42	-6.57
		8/02/10	8/09/10	7	150.45	158.05	7.60	5.05	-14.16
Peñoles		11/14/22	3/20/23	126	2,129.92	1,815.14	-314.78	-14.78	-14.78

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