S&P/BMV IPC Live Price, Chart & Factor Exposure Free Data & Analytics Access
I.IPC in our API & Excel add-in to retrieve this data.S&P/BMV IPC Forecast
S&P/BMV IPC long-term forecast is aSELL since long-term trend is -50.00%. S&P/BMV IPC price based on realized volatility has a forecasted price between 65,311.69 to 65,313.23 on a daily basis, 65,310.76 to 65,314.16 on a weekly basis, 65,308.91 to 65,316.01 on a monthly basis, and 65,300.17 to 65,324.75 on an annual basis.
S&P/BMV IPC Price Chart
S&P/BMV IPC Factors
Factor exposure for S&P/BMV IPC — signals, relative value, risk-model betas and fundamentals, plus factor models published by contributors.
What each factor says now, and what the next week and month paid when it last said the same thing — annualised, against the volatility it came with.
Quantitative Factors
| Factor | Value | Where in its own range | Forward 1 week, annualised | Forward 1 month, annualised | n · hit | Reading | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| in this state return / vol |
all history return / vol |
Sharpe | in this state return / vol |
all history return / vol |
Sharpe | |||||
|
Momentum
|
-0.5 | signal, −1 to +1 | no factor history — no forward return, and no volatility to measure it against | Negative | ||||||
|
Trend
|
0.25 | signal, −1 to +1 | no factor history — no forward return, and no volatility to measure it against | Positive | ||||||
|
Mean Reversion
|
0 | price vs 250d mean | no factor history — no forward return, and no volatility to measure it against | Neutral | ||||||
|
Realised Volatility (20D)
|
0.419 | annualised | no factor history — no forward return, and no volatility to measure it against | Elevated | ||||||
Annualised on trading-day offsets — the 1-week forward return is 5 trading days so ×50.4, the 1-month is 20 so ×12.6, volatility by the square root of the same. Sharpe is return ÷ volatility. No t-statistic: daily sampling overlaps these windows, so the observation count overstates the independent evidence behind them.
Research on S&P/BMV IPC
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Statistical Distribution of Returns
Filters
| Factor | Indicator | Criteria | Value | And (for Between) | Action |
|---|
| Statistic | Unfiltered | Filtered |
|---|
About S&P/BMV IPC (Mexico)
S&P/BMV IPC (Mexico) is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).
Last updated: October 8, 2026
Frequently asked questions
What is S&P/BMV IPC?
What factors affect S&P/BMV IPC?
Where can I download free S&P/BMV IPC historical data?
How is S&P/BMV IPC analysed statistically?
Is the S&P/BMV IPC data updated in real time?
Free S&P/BMV IPC historical data (last 10 years)
Browse or instantly download the last 10 years of S&P/BMV IPC daily price history. A free account unlocks the full history, an Excel export with factors, and API access.
Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)
| Date | Close |
|---|---|
| 2026-09-28 | 64944.4 |
| 2026-09-25 | 64992.2 |
| 2026-09-24 | 64264.2 |
| 2026-09-23 | 64276.7 |
| 2026-09-22 | 64456.6 |
| 2026-09-21 | 63537 |
| 2026-09-18 | 63375.9 |
| 2026-09-17 | 63873.3 |
| 2026-09-15 | 63507.1 |
| 2026-09-14 | 64217 |
See how this market's returns behaved when a factor was in a given state, for example when Momentum was strong or bond yields were above 4%, and compare that with all periods.
Reading the chart
- Each bar is a return bucket; its height is the share of periods that landed there.
- All periods: every return in the date range.
- Matching periods: only the periods where all your filters were true. If orange shifts right of the grey, returns were better in that regime.
- Each period's return is the return over the following day, week or month (set by Timeframe), measured from the day the factor was read, so there is no look-ahead.
Adding a filter
- Factor: grouped the same way as the Factors section on this page (Quantitative, Country, Sector, …). Locked factors are listed but greyed out.
- Criteria: greater (>), greater or equal (≥), equal (=), smaller or equal (≤), smaller (<) or between two values.
- Value: depends on the factor.
- Momentum and Trend are signals from −1 to +1, picked as −100 to +100 in steps of 25.
- Mean Reversion is a z-score of price against its 250-day mean, picked in σ from −3 to +3.
- Everything else is a number you type. The line under the box shows the latest reading and its typical range over the last 10 years.
Add several filters to combine conditions; a period must pass every one. Narrow the window with the From/To dates or the 1Y / 5Y / 10Y / MAX buttons; Clear resets filters and dates.
Return statistics
- Unfiltered vs Filtered: all periods vs matching periods.
- Average return, Std dev and Sharpe are annualised (252 days, 52 weeks, 12 months, 6 two-month periods, 4 quarters).
- Maximum drawdown compounds non-overlapping periods; in the Filtered column it assumes you held only while the condition was true.
- Min, 25th percentile, median, 75th percentile and max are per period, not annualised.