Assessment - IPC Mexico in Swiss Franc - 6/27/22 - RS = 22
⇐
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
1/24/22
prc diff
⇓ Δ22
∅-RS
IPC
2,324.950
Tue
0.29
2,318.201
0.29
2,249.091
69.110
3.07
-2.02
Inbursa
1.573
Tue
0.06
1.573
0.06
1.165
0.408
34.98
38.56
L
Bimbo
3.168
Tue
0.06
3.166
0.06
2.779
0.387
13.91
22.47
Telesites
1.112
Tue
-0.98
1.123
-0.98
0.957
0.165
17.29
20.22
L
Carso
3.647
Tue
0.96
3.613
0.96
2.600
1.013
38.97
19.19
Aerop. Pacifico
14.097
Tue
0.70
14.000
0.70
11.886
2.113
17.78
16.81
America Movil
0.986
Tue
1.03
0.976
1.03
0.882
0.095
10.74
12.94
L
Coca-Cola FEMSA
5.486
Tue
-3.37
5.677
-3.37
4.794
0.883
18.41
12.09
L
Genomma Lab
1.015
Tue
-0.47
1.020
-0.47
0.854
0.166
19.41
11.52
Arca Continental
6.375
Tue
-1.07
6.444
-1.07
5.402
1.042
19.29
11.23
Aerop. Centro Norte
6.517
Tue
-2.92
6.712
-2.92
5.832
0.880
15.09
10.49
Aerop. Sureste
20.060
Tue
-0.31
20.122
-0.31
17.646
2.476
14.03
9.51
L
Vesta
1.828
Tue
-0.42
1.836
-0.42
1.667
0.169
10.14
6.93
Banco del Bajio
2.006
Tue
-0.33
2.013
-0.33
1.666
0.347
20.86
6.25
S
Liverpool
4.331
Tue
-1.22
4.384
-1.22
4.111
0.273
6.65
3.29
S
Pinfra
7.060
Tue
0.04
7.058
0.04
6.573
0.485
7.37
1.87
S
Alsea
1.902
Tue
-2.00
1.941
-2.00
1.753
0.188
10.75
1.69
S
Alfa
0.673
Tue
0.21
0.672
0.21
0.641
0.031
4.87
-0.52
S
WalMex
3.344
Tue
2.55
3.261
2.55
3.121
0.140
4.49
-0.78
S
Bolsa Mexicana
1.748
Tue
-0.52
1.757
-0.52
1.547
0.210
13.58
-1.54
S
Orbia Advance
2.312
Tue
0.58
2.298
0.58
2.145
0.154
7.16
-3.26
S
Quálitas
4.391
Tue
-1.81
4.472
-1.81
4.671
-0.200
-4.27
-3.50
S
Becle
2.071
Tue
-2.57
2.125
-2.57
2.179
-0.053
-2.45
-3.75
S
México
4.223
Tue
2.34
4.126
2.34
3.837
0.289
7.52
-3.95
S
Gruma
10.641
Tue
0.22
10.618
0.22
11.031
-0.413
-3.74
-4.48
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
1/24/22
prc diff
⇓ Δ22
∅-RS
L
Kimberly-Clark
1.314
Tue
-1.58
1.335
-1.58
1.322
0.013
0.99
-5.07
S
Banorte
5.602
Tue
-0.49
5.630
-0.49
5.748
-0.118
-2.05
-7.03
S
Cementos Chihuahua
6.063
Tue
-1.31
6.144
-1.31
6.640
-0.497
-7.48
-8.65
S
Regional
4.730
Tue
-1.62
4.808
-1.62
4.816
-0.008
-0.17
-9.48
S
FEMSA
6.537
Tue
-1.41
6.630
-1.41
7.326
-0.696
-9.50
-10.31
Elektra
53.977
Tue
-1.38
54.731
-1.38
59.832
-5.101
-8.53
-14.59
S
Megacable
2.434
Tue
-0.96
2.458
-0.96
2.837
-0.379
-13.37
-14.51
Televisa
1.686
Tue
1.41
1.662
1.41
1.749
-0.087
-4.95
-16.30
S
Peñoles
9.155
Tue
-1.14
9.260
-1.14
10.031
-0.771
-7.69
-18.78
Cemex
0.378
Tue
0.378
0.525
-0.148
-28.11
-31.37
Volaris
1.080
Tue
-2.22
1.105
-2.22
1.551
-0.447
-28.80
-32.66
IPC - 35 out of 35 instruments rated - 6/27/22 / 1/24/22 - 22 did rise, Market-Ratio(22) in CHF = 62.86 %
Stock Exchange Currency: MXN $ Mexican peso
Technical Chart
Transactions IPC Mexico in Swiss Franc * 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
20,184
0.495
1.410
0.915
185
28,465
72
short
12/17/07
6/15/09
546
Cemex
100
9,689
2.938
1.110
7.775
4.838
165
75,336
92
long
6/15/09
6/04/18
3276
Gruma
100
66,813
1.128
10.850
9.723
862
724,945
29
short
6/04/18
1/20/20
595
Volaris
100
1,377,823
0.526
1.020
0.033
-0.493
-94
45,055
-82
long
1/20/20
3/09/20
49
Gentera
100
43,833
1.028
0.724
-0.304
-30
31,723
-93
short
3/09/20
3/08/21
364
Alpek
100
63,807
0.497
0.841
0.154
-0.344
-69
9,801
-69
long
3/08/21
6/28/22
477
Cemex
100
15,034
0.652
0.378
-0.274
-42
5,680
-34
accum 1/09/06
6/28/22 6016
days out of 6023 invested (100%)
-43
5,680
-3
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 1.13 10.85 9.72 862.29 862.29
Orbia Advance long 1/09/06 12/17/07 707 0.50 1.41 0.91 184.65 184.65
Cemex short 12/17/07 6/15/09 546 2.94 1.11 7.78 4.84 164.68
long 3/08/21 6/28/22 477 0.65 0.38 -0.27 -42.05 53.38
Gentera long 1/20/20 3/09/20 49 1.03 0.72 -0.30 -29.59 -29.59
Alpek short 3/09/20 3/08/21 364 0.50 0.84 0.15 -0.34 -69.11 -69.11
Volaris short 6/04/18 1/20/20 595 0.53 1.02 0.03 -0.49 -93.79 -93.79
Annotations
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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