La depreciación del peso mexicano durante 2012-2015 y su efecto en el Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores. Un análisis intersectorial

Abstract

The Mexican peso had depreciated by over 30% in the last five years, historically decreases the national currency had a negative impact on domestic companies with foreign currency transactions. This research shows the effects of the depreciation of the Mexican peso against the dollar in the companies that comprise the Index of Prices and Quotations (ipc) of the Mexican Stock Exchange (bmv), with a sectoral approach, according to the classification of sectors bmv during 2012-2015. To evaluate the effects in three corporations that measure financial multiples were used: (1) the currency depreciation, (2) foreign exchange gains, and (3) the level of liabilities in foreign currency, and to calculate the impact on each sectors statistical analysis of variance (anova), with a confidence level of 95%, and thus consider whether there is statistical difference in the mean values in the prevailing financial multiples between sectors was used. The results indicate that the effect was different for each sector in relation to the areas of foreign exchange losses and level of foreign currency debt, but in the line of foreign exchange gains the effect was similar for all sectors.