Assessment - IPC Mexico in Euro - 1/07/24 - RS = mixed
⇐
⇓ freshest
⇓ 1/07/24
⇓ 1/01/24
prc diff
⇓
∅-RS
S
IPC
2,688.080
12/08/24
-0.02
2,680.154
0.30
3,068.420
-388.266
-12.65
-8.12
L
Aerop. Sureste
25.979
12/08/24
0.24
28.172
-7.79
26.599
1.573
5.91
10.73
Quálitas
8.349
12/08/24
-2.49
9.581
-12.86
9.174
0.407
4.43
11.45
L
Genomma Lab
0.951
12/08/24
0.863
10.22
0.757
0.106
13.99
11.40
Chedraui
7.351
12/08/24
2.44
6.441
14.11
5.485
0.956
17.44
9.69
Megacable
2.152
12/08/24
-0.72
2.319
-7.19
2.028
0.292
14.38
1.47
Liverpool
6.759
12/08/24
0.22
6.743
0.23
6.179
0.563
9.12
12.25
L
Aerop. Pacifico
14.797
12/08/24
0.72
14.479
2.19
15.850
-1.371
-8.65
-2.76
México
5.382
12/08/24
1.09
5.111
5.31
5.036
0.075
1.49
9.15
Gruma
18.855
12/08/24
-0.21
16.671
13.10
16.637
0.035
0.21
0.93
Gentera
1.070
12/08/24
0.05
1.187
-9.82
1.261
-0.074
-5.86
-0.69
Coca-Cola FEMSA
8.397
12/08/24
-0.41
7.743
8.44
8.607
-0.864
-10.04
-4.90
Arca Continental
9.437
12/08/24
-0.93
8.993
4.93
9.914
-0.921
-9.29
-3.26
Peñoles
12.248
12/08/24
-0.26
12.088
1.32
13.273
-1.186
-8.93
-3.90
Pinfra
8.816
12/08/24
-1.38
8.522
3.45
9.823
-1.301
-13.25
-7.49
Cementos Chihuahua
7.911
12/08/24
-2.81
8.737
-9.46
10.698
-1.962
-18.33
-7.71
S
FEMSA
10.644
12/08/24
-0.45
10.069
5.71
11.817
-1.748
-14.79
-8.18
L
America Movil
0.821
12/08/24
0.12
0.797
2.92
0.842
-0.044
-5.28
-7.07
Inbursa
2.242
12/08/24
-2.28
2.236
0.27
2.498
-0.262
-10.47
-3.18
Becle
1.576
12/08/24
3.67
1.625
-3.02
1.779
-0.154
-8.64
-17.01
Aerop. Centro Norte
7.831
12/08/24
2.22
7.862
-0.40
9.612
-1.749
-18.20
-12.30
S
Cemex
0.603
12/08/24
-0.75
0.587
2.76
0.707
-0.120
-16.98
-14.53
S
Alsea
2.798
12/08/24
0.47
3.294
-15.06
3.431
-0.136
-3.98
-4.33
S
Elektra
47.890
26/07/24
53.760
-10.92
62.728
-8.968
-14.30
-13.69
S
Bolsa Mexicana
1.504
12/08/24
-0.17
1.583
-5.00
1.879
-0.296
-15.76
-12.65
⇓ freshest
⇓ 1/07/24
⇓ 1/01/24
prc diff
⇓
∅-RS
Carso
5.972
12/08/24
-1.65
6.669
-10.45
10.137
-3.468
-34.21
-11.64
S
WalMex
3.175
12/08/24
0.50
3.169
0.18
3.827
-0.658
-17.19
-11.61
S
Vesta
2.850
12/08/24
-0.23
2.806
1.57
3.605
-0.799
-22.17
-14.58
S
Banco del Bajio
2.638
12/08/24
0.64
2.830
-6.79
3.037
-0.207
-6.80
-8.93
S
Regional
6.436
12/08/24
-0.39
7.012
-8.20
8.677
-1.665
-19.19
-8.47
S
Banorte
6.984
12/08/24
0.58
7.425
-5.94
9.130
-1.705
-18.68
-13.17
Televisa
0.393
12/08/24
-1.15
0.504
-22.01
0.606
-0.102
-16.84
-15.77
S
Kimberly-Clark
1.730
12/08/24
-1.01
1.585
9.18
2.041
-0.456
-22.35
-19.68
S
Alfa
0.532
12/08/24
1.65
0.539
-1.41
0.729
-0.190
-26.06
-15.04
Bimbo
3.466
12/08/24
-0.84
3.386
2.35
4.596
-1.209
-26.31
-20.29
S
Orbia Advance
1.063
12/08/24
-3.23
1.292
-17.73
2.012
-0.720
-35.78
-29.58
IPC - 35 out of 35 instruments rated - 1/07/24 / 1/01/24 - 8 did rise, Market-Ratio(26) in EUR = 22.86 % Stock Exchange Currency: MXN $ Mexican peso
Drawing of market charts for mixed techniques is really a worry to me.
Transactions IPC Mexico in Euro * Mixed Cut 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
2/01/06 9/01/06 7 - cash -
long
9/01/06
13/02/06
35
Orbia Advance
100
31,151
0.321
0.373
0.052
16
11,630
383
13/02/06 24/04/06 70 - cash -
24/04/06
29/05/06
35
México
100
12,721
0.914
0.814
-0.100
-11
10,358
-70
29/05/06 26/06/06 28 - cash -
short
26/06/06
3/07/06
7
Alfa
50
13,812
0.375
0.396
0.354
-0.021
-6
10,065
-95
Inbursa
50
9,067
0.571
0.582
0.560
-0.011
-2
9,964
-64
3/07/06 21/08/06 49 - cash -
long
21/08/06
5/03/07
196
Alsea
100
12,805
0.778
1.205
0.427
55
15,433
126
5/03/07 2/04/07 28 - cash -
2/04/07
11/06/07
70
Pinfra
100
7,560
2.041
2.741
0.700
34
20,723
365
11/06/07 19/11/07 161 - cash -
short
19/11/07
1/06/09
560
Alsea
50
12,211
0.849
0.379
1.898
1.049
124
33,534
69
Cemex
50
5,874
1.764
0.769
4.048
2.284
130
46,951
72
1/06/09 27/07/09 56 - cash -
long
27/07/09
2/11/09
98
Gruma
100
52,729
0.890
1.235
0.344
39
65,104
238
2/11/09 11/01/10 70 - cash -
11/01/10
25/01/10
14
Genomma Lab
100
74,643
0.872
0.801
-0.071
-8
59,795
-89
25/01/10 29/03/10 63 - cash -
29/03/10
10/05/10
42
Genomma Lab
100
46,803
1.278
1.266
-0.012
-1
59,255
-8
10/05/10 2/08/10 84 - cash -
2/08/10
9/08/10
7
Genomma Lab
100
44,451
1.333
1.392
0.059
4
61,864
846
9/08/10 25/10/10 77 - cash -
25/10/10
31/01/11
98
Carso
100
30,949
1.999
2.105
0.106
5
65,133
21
31/01/11 25/04/11 84 - cash -
short
25/04/11
26/12/11
245
Cemex
50
55,368
0.588
0.420
0.823
0.235
40
78,140
65
Banco Santander MX
50
36,448
0.894
0.831
0.961
0.068
8
80,608
11
26/12/11 20/02/12 56 - cash -
long
20/02/12
12/03/12
21
Elektra
100
1,177
68.481
67.443
-1.038
-2
79,386
-23
12/03/12 23/07/12 133 - cash -
23/07/12
18/02/13
210
Banorte
100
17,360
4.573
5.219
0.646
14
90,606
26
18/02/13 24/06/13 126 - cash -
short
24/06/13
16/06/14
357
Elektra
50
1,882
24.061
19.434
29.790
5.729
24
101,388
24
Peñoles
50
2,003
22.621
17.896
28.593
5.972
26
113,350
27
16/06/14 1/12/14 168 - cash -
1/12/14
4/05/15
154
Alpek
50
47,994
1.181
1.237
1.124
-0.056
-5
110,641
-11
Genomma Lab
50
34,570
1.639
1.047
2.566
0.927
57
142,682
189
4/05/15 26/10/15 175 - cash -
long
26/10/15
30/11/15
35
Volaris
100
89,200
1.600
1.669
0.070
4
148,890
56
30/11/15 21/03/16 112 - cash -
21/03/16
16/05/16
56
Volaris
100
80,525
1.849
1.826
-0.023
-1
147,020
-8
16/05/16 21/11/16 189 - cash -
short
21/11/16
10/04/17
140
Alfa
50
67,192
1.094
1.354
0.834
-0.260
-24
129,562
-51
Lala
50
50,078
1.468
1.714
1.221
-0.247
-17
117,218
-38
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
10/04/17 16/10/17 189 - cash -
16/10/17
6/01/20
812
Alfa
50
67,949
0.863
0.784
0.948
0.086
10
123,052
4
Volaris
50
62,670
0.935
0.940
0.930
-0.005
-1
122,720
0
6/01/20 9/03/20 63 - cash -
9/03/20
17/08/20
161
Alfa
50
128,455
0.478
0.565
0.390
-0.087
-18
111,483
-37
Alpek
50
130,937
0.469
0.687
0.250
-0.219
-47
82,871
-76
17/08/20 23/11/20 98 - cash -
long
23/11/20
1/02/21
70
Cemex
100
211,874
0.391
0.478
0.087
22
101,203
183
1/02/21 26/04/21 84 - cash -
26/04/21
5/07/21
70
Cemex
100
159,659
0.634
0.711
0.077
12
113,547
82
5/07/21 20/06/22 350 - cash -
short
20/06/22
16/01/23
210
Cemex
50
168,047
0.338
0.469
0.206
-0.131
-39
91,459
-58
Volaris
50
56,015
1.014
0.940
1.093
0.080
8
95,932
14
16/01/23 21/08/23 217 - cash -
21/08/23
19/02/24
182
Televisa
50
56,823
0.844
0.622
1.145
0.301
36
113,012
84
Volaris
50
53,962
0.889
0.694
1.139
0.250
28
126,497
64
19/02/24 1/04/24 42 - cash -
long
1/04/24
15/04/24
14
Alsea
100
27,342
4.626
4.192
-0.435
-9
114,612
-92
15/04/24 1/07/24 77 - cash -
short
1/07/24
12/08/24
42
Bimbo
50
16,922
3.386
3.466
3.307
-0.080
-2
113,266
-19
Orbia Advance
50
44,360
1.292
1.063
1.570
0.278
22
125,619
445
accum 9/01/06
12/08/24 4657
days out of 7513 invested (62%)
1,156
125,619
22
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Alsea long 21/08/06 5/03/07 196 0.78 1.21 0.43 54.89 100 54.89 short 19/11/07 1/06/09 560 0.85 0.38 1.90 1.05 123.64 50 61.82 long 1/04/24 15/04/24 14 4.63 4.19 -0.43 -9.40 100 -9.40 127.09 Cemex short 19/11/07 1/06/09 560 1.76 0.77 4.05 2.28 129.51 50 64.75 short 25/04/11 26/12/11 245 0.59 0.42 0.82 0.23 39.94 19.97 long 23/11/20 1/02/21 70 0.39 0.48 0.09 22.12 100 22.12 long 26/04/21 5/07/21 70 0.63 0.71 0.08 12.20 12.20 short 20/06/22 16/01/23 210 0.34 0.47 0.21 -0.13 -38.91 50 -19.45 118.14 Gruma long 27/07/09 2/11/09 98 0.89 1.23 0.34 38.67 100 38.67 38.67 Pinfra long 2/04/07 11/06/07 70 2.04 2.74 0.70 34.28 34.28 34.28 Orbia Advance long 9/01/06 13/02/06 35 0.32 0.37 0.05 16.30 16.30 short 1/07/24 12/08/24 42 1.29 1.06 1.57 0.28 21.56 50 10.78 28.84 Genomma Lab long 11/01/10 25/01/10 14 0.87 0.80 -0.07 -8.16 100 -8.16 long 29/03/10 10/05/10 42 1.28 1.27 -0.01 -0.90 -0.90 long 2/08/10 9/08/10 7 1.33 1.39 0.06 4.40 4.40 short 1/12/14 4/05/15 154 1.64 1.05 2.57 0.93 56.53 50 28.27 21.88 Volaris long 26/10/15 30/11/15 35 1.60 1.67 0.07 4.35 100 4.35 long 21/03/16 16/05/16 56 1.85 1.83 -0.02 -1.26 -1.26 short 16/10/17 6/01/20 812 0.94 0.94 0.93 -0.01 -0.57 50 -0.28 short 20/06/22 16/01/23 210 1.01 0.94 1.09 0.08 7.88 3.94 short 21/08/23 19/02/24 182 0.89 0.69 1.14 0.25 28.11 14.06 21.81 Televisa short 21/08/23 19/02/24 182 0.84 0.62 1.14 0.30 35.61 17.80 17.80 Banorte long 23/07/12 18/02/13 210 4.57 5.22 0.65 14.13 100 14.13 14.13 Peñoles short 24/06/13 16/06/14 357 22.62 17.90 28.59 5.97 26.40 50 13.20 13.20 Elektra long 20/02/12 12/03/12 21 68.48 67.44 -1.04 -1.52 100 -1.52 short 24/06/13 16/06/14 357 24.06 19.43 29.79 5.73 23.81 50 11.91 10.21 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Carso long 25/10/10 31/01/11 98 2.00 2.10 0.11 5.28 100 5.28 5.28 Banco Santander MX short 25/04/11 26/12/11 245 0.89 0.83 0.96 0.07 7.58 50 3.79 3.79 Inbursa short 26/06/06 3/07/06 7 0.57 0.58 0.56 -0.01 -1.94 -0.97 -0.97 Bimbo short 1/07/24 12/08/24 42 3.39 3.47 3.31 -0.08 -2.35 -1.17 -1.17 Lala short 21/11/16 10/04/17 140 1.47 1.71 1.22 -0.25 -16.79 -8.40 -8.40 México long 24/04/06 29/05/06 35 0.91 0.81 -0.10 -10.94 100 -10.94 -10.94 Alfa short 26/06/06 3/07/06 7 0.37 0.40 0.35 -0.02 -5.67 50 -2.84 short 21/11/16 10/04/17 140 1.09 1.35 0.83 -0.26 -23.75 -11.87 short 16/10/17 6/01/20 812 0.86 0.78 0.95 0.09 9.95 4.98 short 9/03/20 17/08/20 161 0.48 0.57 0.39 -0.09 -18.31 -9.16 -18.34 Alpek short 1/12/14 4/05/15 154 1.18 1.24 1.12 -0.06 -4.78 -2.39 short 9/03/20 17/08/20 161 0.47 0.69 0.25 -0.22 -46.63 -23.32 -25.15
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. 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,
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