Assessment - IPC Mexico in Swiss Franc - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		IPC	2,605.422	8/12/24	-0.02	2,597.739	0.30	2,845.775	-248.036	-8.72		-7.21
								Chedraui	7.125	8/12/24	2.44	6.243	14.11	5.087	1.156	22.73		10.83
								Megacable	2.086	8/12/24	-0.72	2.248	-7.19	1.880	0.367	19.54		2.56
						L		Genomma Lab	0.922	8/12/24		0.837	10.22	0.702	0.134	19.13		12.57
								Liverpool	6.551	8/12/24	0.22	6.536	0.23	5.731	0.805	14.04		13.44
						L		Aerop. Sureste	25.180	8/12/24	0.24	27.306	-7.79	24.669	2.637	10.69		11.90
								Quálitas	8.092	8/12/24	-2.49	9.286	-12.86	8.509	0.778	9.14		12.59
								México	5.216	8/12/24	1.09	4.953	5.31	4.670	0.283	6.06		10.30
								Gruma	18.275	8/12/24	-0.21	16.159	13.10	15.429	0.729	4.73		1.94
						S		Alsea	2.712	8/12/24	0.47	3.193	-15.06	3.182	0.011	0.35		-3.34
						L		America Movil	0.795	8/12/24	0.12	0.773	2.92	0.781	-0.008	-1.01		-6.12
								Gentera	1.037	8/12/24	0.05	1.150	-9.82	1.169	-0.019	-1.62		0.32
						S		Banco del Bajio	2.557	8/12/24	0.64	2.743	-6.79	2.817	-0.073	-2.60		-8.02
								Becle	1.528	8/12/24	3.67	1.575	-3.02	1.650	-0.075	-4.52		-16.16
						L		Aerop. Pacifico	14.342	8/12/24	0.72	14.034	2.19	14.700	-0.666	-4.53		-1.75
								Peñoles	11.871	8/12/24	-0.26	11.716	1.32	12.310	-0.594	-4.83		-2.89
								Arca Continental	9.146	8/12/24	-0.93	8.717	4.93	9.194	-0.478	-5.20		-2.33
								Coca-Cola FEMSA	8.138	8/12/24	-0.41	7.505	8.44	7.982	-0.478	-5.98		-3.95
								Inbursa	2.173	8/12/24	-2.28	2.167	0.27	2.316	-0.149	-6.44		-2.21
								Pinfra	8.545	8/12/24	-1.38	8.260	3.45	9.111	-0.850	-9.33		-6.55
						S		Elektra	46.417	7/26/24		52.107	-10.92	58.177	-6.070	-10.43		-12.84
						S		FEMSA	10.316	8/12/24	-0.45	9.759	5.71	10.959	-1.200	-10.95		-7.31
						S		Bolsa Mexicana	1.457	8/12/24	-0.17	1.534	-5.00	1.743	-0.209	-11.97		-11.79
								Televisa	0.381	8/12/24	-1.15	0.489	-22.01	0.562	-0.074	-13.09		-14.91
						S		Cemex	0.585	8/12/24	-0.75	0.569	2.76	0.656	-0.087	-13.23		-13.69
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		WalMex	3.077	8/12/24	0.50	3.072	0.18	3.549	-0.478	-13.46		-10.75
								Aerop. Centro Norte	7.590	8/12/24	2.22	7.621	-0.40	8.914	-1.294	-14.51		-11.40
								Cementos Chihuahua	7.667	8/12/24	-2.81	8.468	-9.46	9.922	-1.454	-14.65		-6.82
						S		Banorte	6.769	8/12/24	0.58	7.197	-5.94	8.468	-1.271	-15.01		-12.32
						S		Regional	6.238	8/12/24	-0.39	6.796	-8.20	8.047	-1.251	-15.55		-7.58
						S		Vesta	2.763	8/12/24	-0.23	2.720	1.57	3.344	-0.624	-18.66		-13.75
						S		Kimberly-Clark	1.677	8/12/24	-1.01	1.536	9.18	1.893	-0.357	-18.85		-18.89
						S		Alfa	0.515	8/12/24	1.65	0.523	-1.41	0.676	-0.154	-22.73		-14.24
								Bimbo	3.359	8/12/24	-0.84	3.282	2.35	4.262	-0.980	-22.99		-19.54
								Carso	5.788	8/12/24	-1.65	6.464	-10.45	9.402	-2.938	-31.25		-10.84
						S		Orbia Advance	1.030	8/12/24	-3.23	1.252	-17.73	1.866	-0.613	-32.88		-28.92
IPC - 35 out of 35 instruments rated - 7/01/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in CHF = 25.71 %
Stock Exchange Currency: MXN $ Mexican peso

 

 

Transactions IPC Mexico in Swiss Franc * 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	20,184		0.495	0.581		0.085	17	11,725	426
2/13/06		4/24/06	70				- cash -
	4/24/06	5/29/06	35				México	100	8,147		1.439	1.271		-0.168	-12	10,356	-73
5/29/06		6/26/06	28				- cash -
short	6/26/06	7/03/06	7				Alfa	50	8,837		0.586	0.620	0.552	-0.034	-6	10,056	-96
							Inbursa	50	5,802		0.893	0.911	0.874	-0.018	-2	9,949	-66
7/03/06		8/21/06	49				- cash -
long	8/21/06	3/05/07	196				Alsea	100	8,084		1.231	1.934		0.704	57	15,637	132
3/05/07		4/02/07	28				- cash -
	4/02/07	6/11/07	70				Pinfra	100	4,718		3.314	4.527		1.214	37	21,363	409
6/11/07		11/19/07	161				- cash -
short	11/19/07	6/01/09	560				Alsea	50	7,681		1.391	0.573	3.376	1.985	143	36,612	78
							Cemex	50	3,695		2.890	1.160	7.202	4.311	149	52,542	81
long	3/31/08	5/05/08	35				Orbia Advance	100	30,910		1.700	2.580		0.881	52	79,759	7,670
	5/04/09	7/13/09	70				Elektra	100	1,616		49.342	42.617		-6.724	-14	68,892	-53
7/13/09		7/27/09	14				- cash -
	7/27/09	11/02/09	98				Gruma	100	50,818		1.356	1.865		0.509	38	94,764	228
11/02/09		1/11/10	70				- cash -
	1/11/10	1/25/10	14				Genomma Lab	100	73,650		1.287	1.179		-0.107	-8	86,864	-90
1/25/10		3/29/10	63				- cash -
	3/29/10	5/10/10	42				Genomma Lab	100	47,612		1.824	1.790		-0.035	-2	85,206	-15
5/10/10		8/02/10	84				- cash -
	8/02/10	8/09/10	7				Genomma Lab	100	47,047		1.811	1.920		0.109	6	90,346	2,021
8/09/10		10/25/10	77				- cash -
	10/25/10	1/31/11	98				Carso	100	33,153		2.725	2.698		-0.027	-1	89,447	-4
1/31/11		4/25/11	84				- cash -
short	4/25/11	12/26/11	245				Cemex	50	58,916		0.759	0.514	1.121	0.362	48	110,787	79
							Banco Santander MX	50	38,784		1.153	1.016	1.309	0.156	14	116,846	21
long	12/05/11	12/19/11	14				Elektra	100	1,248		93.607	93.489		-0.118	0	116,700	-3
12/26/11		2/20/12	56				- cash -
	2/20/12	3/12/12	21				Elektra	100	1,409		82.779	81.322		-1.457	-2	114,647	-27
3/12/12		7/23/12	133				- cash -
	7/23/12	2/18/13	210				Banorte	100	20,875		5.492	6.428		0.936	17	134,195	31
2/18/13		6/24/13	126				- cash -
short	6/24/13	6/16/14	357				Elektra	50	2,274		29.504	23.666	36.781	7.277	25	150,743	25
							Peñoles	50	2,419		27.737	21.794	35.302	7.565	27	169,043	28
long	8/05/13	8/19/13	14				Pinfra	100	16,576		10.198	9.382		-0.816	-8	155,512	-89
	9/02/13	9/09/13	7				Gruma	100	32,427		4.796	5.362		0.566	12	173,870	33,543
	12/09/13	12/23/13	14				Gruma	100	26,335		6.602	6.823		0.221	3	179,680	136
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	26,743		6.719	7.086		0.368	5	189,514	1,510
	5/12/14	9/15/14	126				Gruma	100	20,708		9.151	9.939		0.788	9	205,832	27
9/15/14		12/01/14	77				- cash -
short	12/01/14	5/04/15	154				Alpek	50	72,446		1.421	1.288	1.567	0.146	10	216,411	26
							Genomma Lab	50	52,182		1.972	1.090	3.567	1.595	81	299,643	307
long	2/23/15	3/02/15	7				Gruma	100	26,519		11.299	12.310		1.011	9	326,461	8,633
	3/16/15	3/23/15	7				Volaris	100	293,820		1.111	1.143		0.032	3	335,870	340
	4/13/15	5/11/15	28				Volaris	100	281,708		1.192	1.174		-0.018	-2	330,771	-18
5/11/15		10/26/15	168				- cash -
	10/26/15	11/30/15	35				Volaris	100	190,326		1.738	1.814		0.076	4	345,321	57
11/30/15		3/21/16	112				- cash -
	3/21/16	5/16/16	56				Volaris	100	171,233		2.017	2.021		0.004	0	346,018	1
5/16/16		11/21/16	189				- cash -
short	11/21/16	4/10/17	140				Alfa	50	147,533		1.173	1.446	0.899	-0.273	-23	305,670	-50
							Lala	50	109,955		1.573	1.831	1.316	-0.258	-16	277,319	-37
long	3/27/17	4/17/17	21				Elektra	100	13,317		20.824	44.002		23.177	111	585,971	> 999,999
4/17/17		10/16/17	182				- cash -
short	10/16/17	1/06/20	812				Alfa	50	295,218		0.992	0.850	1.158	0.166	17	634,878	7
							Volaris	50	272,282		1.076	1.020	1.136	0.060	6	651,096	2
long	7/30/18	9/17/18	49				Alpek	100	391,400		1.664	1.486		-0.177	-11	581,634	-57
	2/04/19	3/04/19	28				Elektra	100	10,806		53.824	51.480		-2.344	-4	556,301	-44
	10/14/19	11/11/19	28				Volaris	100	518,256		1.073	1.085		0.012	1	562,425	15
1/06/20		3/09/20	63				- cash -
short	3/09/20	8/17/20	161				Alfa	50	554,902		0.507	0.608	0.406	-0.101	-20	506,503	-40
							Alpek	50	565,621		0.497	0.739	0.256	-0.241	-49	369,920	-78
long	6/01/20	7/13/20	42				Becle	100	219,042		1.689	1.700		0.012	1	372,440	6
8/17/20		11/23/20	98				- cash -
	11/23/20	2/01/21	70				Cemex	100	881,057		0.423	0.517		0.094	22	455,329	185
2/01/21		4/26/21	84				- cash -
	4/26/21	7/05/21	70				Cemex	100	649,965		0.701	0.778		0.078	11	505,799	73
7/05/21		6/20/22	350				- cash -
short	6/20/22	1/16/23	210				Cemex	50	735,549		0.344	0.470	0.218	-0.126	-37	413,029	-55
							Volaris	50	245,183		1.031	0.941	1.131	0.099	10	437,407	17
long	11/14/22	3/20/23	126				Peñoles	100	30,558		14.314	12.799		-1.514	-11	391,128	-28
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	241,879		0.809	0.592	1.104	0.295	37	462,599	87
							Volaris	50	229,697		0.851	0.660	1.098	0.247	29	519,311	67
long	12/18/23	2/12/24	56				Carso	100	62,871		8.260	7.793		-0.467	-6	489,980	-32
2/19/24		4/01/24	42				- cash -
	4/01/24	4/15/24	14				Alsea	100	108,979		4.496	4.059		-0.437	-10	442,329	-93
4/15/24		7/01/24	77				- cash -
short	7/01/24	8/12/24	42				Bimbo	50	67,380		3.282	3.359	3.205	-0.077	-2	437,134	-19
							Orbia Advance	50	176,636		1.252	1.030	1.522	0.270	22	484,807	445
accum	1/09/06	8/12/24	4748	days out of 7394 invested (64%)										4,748		484,807	35

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	1.23	1.93		0.70	57.17	100	57.17
	short	11/19/07	6/01/09	560	1.39	0.57	3.38	1.99	142.78	50	71.39
	long	4/01/24	4/15/24	14	4.50	4.06		-0.44	-9.73	100	-9.73	143.18
Cemex	short	11/19/07	6/01/09	560	2.89	1.16	7.20	4.31	149.15	50	74.57
	short	4/25/11	12/26/11	245	0.76	0.51	1.12	0.36	47.71		23.86
	long	11/23/20	2/01/21	70	0.42	0.52		0.09	22.26	100	22.26
	long	4/26/21	7/05/21	70	0.70	0.78		0.08	11.08		11.08
	short	6/20/22	1/16/23	210	0.34	0.47	0.22	-0.13	-36.68	50	-18.34	139.79
Gruma	long	7/27/09	11/02/09	98	1.36	1.86		0.51	37.55	100	37.55
	long	9/02/13	9/09/13	7	4.80	5.36		0.57	11.80		11.80
	long	12/09/13	12/23/13	14	6.60	6.82		0.22	3.34		3.34
	long	12/30/13	1/06/14	7	6.72	7.09		0.37	5.47		5.47
	long	5/12/14	9/15/14	126	9.15	9.94		0.79	8.61		8.61
	long	2/23/15	3/02/15	7	11.30	12.31		1.01	8.95		8.95	98.36
Orbia Advance	long	1/09/06	2/13/06	35	0.50	0.58		0.09	17.25		17.25
	long	3/31/08	5/05/08	35	1.70	2.58		0.88	51.80		51.80
	short	7/01/24	8/12/24	42	1.25	1.03	1.52	0.27	21.56	50	10.78	97.18
Elektra	long	5/04/09	7/13/09	70	49.34	42.62		-6.72	-13.63	100	-13.63
	long	12/05/11	12/19/11	14	93.61	93.49		-0.12	-0.13		-0.13
	long	2/20/12	3/12/12	21	82.78	81.32		-1.46	-1.76		-1.76
	short	6/24/13	6/16/14	357	29.50	23.67	36.78	7.28	24.67	50	12.33
	long	3/27/17	4/17/17	21	20.82	44.00		23.18	111.30	100	111.30
	long	2/04/19	3/04/19	28	53.82	51.48		-2.34	-4.36		-4.36	92.39
Genomma Lab	long	1/11/10	1/25/10	14	1.29	1.18		-0.11	-8.34		-8.34
	long	3/29/10	5/10/10	42	1.82	1.79		-0.03	-1.91		-1.91
	long	8/02/10	8/09/10	7	1.81	1.92		0.11	6.03		6.03
	short	12/01/14	5/04/15	154	1.97	1.09	3.57	1.60	80.87	50	40.44	33.89
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Volaris	long	3/16/15	3/23/15	7	1.11	1.14		0.03	2.88	100	2.88
	long	4/13/15	5/11/15	28	1.19	1.17		-0.02	-1.52		-1.52
	long	10/26/15	11/30/15	35	1.74	1.81		0.08	4.40		4.40
	long	3/21/16	5/16/16	56	2.02	2.02		0.00	0.20		0.20
	short	10/16/17	1/06/20	812	1.08	1.02	1.14	0.06	5.54	50	2.77
	long	10/14/19	11/11/19	28	1.07	1.09		0.01	1.10	100	1.10
	short	6/20/22	1/16/23	210	1.03	0.94	1.13	0.10	9.64	50	4.82
	short	8/21/23	2/19/24	182	0.85	0.66	1.10	0.25	29.00		14.50	32.17
Pinfra	long	4/02/07	6/11/07	70	3.31	4.53		1.21	36.62	100	36.62
	long	8/05/13	8/19/13	14	10.20	9.38		-0.82	-8.00		-8.00	25.69
Televisa	short	8/21/23	2/19/24	182	0.81	0.59	1.10	0.30	36.55	50	18.27	18.27
Banorte	long	7/23/12	2/18/13	210	5.49	6.43		0.94	17.05	100	17.05	17.05
Banco Santander MX	short	4/25/11	12/26/11	245	1.15	1.02	1.31	0.16	13.55	50	6.77	6.77
Peñoles	short	6/24/13	6/16/14	357	27.74	21.79	35.30	7.56	27.27		13.64
	long	11/14/22	3/20/23	126	14.31	12.80		-1.51	-10.58	100	-10.58	1.61
Becle	long	6/01/20	7/13/20	42	1.69	1.70		0.01	0.68		0.68	0.68
Inbursa	short	6/26/06	7/03/06	7	0.89	0.91	0.87	-0.02	-2.06	50	-1.03	-1.03
Bimbo	short	7/01/24	8/12/24	42	3.28	3.36	3.21	-0.08	-2.35		-1.17	-1.17
Carso	long	10/25/10	1/31/11	98	2.73	2.70		-0.03	-0.99	100	-0.99
	long	12/18/23	2/12/24	56	8.26	7.79		-0.47	-5.65		-5.65	-6.59
Lala	short	11/21/16	4/10/17	140	1.57	1.83	1.32	-0.26	-16.39	50	-8.19	-8.19
México	long	4/24/06	5/29/06	35	1.44	1.27		-0.17	-11.68	100	-11.68	-11.68
Alfa	short	6/26/06	7/03/06	7	0.59	0.62	0.55	-0.03	-5.80	50	-2.90
	short	11/21/16	4/10/17	140	1.17	1.45	0.90	-0.27	-23.32		-11.66
	short	10/16/17	1/06/20	812	0.99	0.85	1.16	0.17	16.69		8.35
	short	3/09/20	8/17/20	161	0.51	0.61	0.41	-0.10	-19.89		-9.94	-16.30
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Alpek	short	12/01/14	5/04/15	154	1.42	1.29	1.57	0.15	10.28		5.14
	long	7/30/18	9/17/18	49	1.66	1.49		-0.18	-10.67	100	-10.67
	short	3/09/20	8/17/20	161	0.50	0.74	0.26	-0.24	-48.57	50	-24.28	-28.89

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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