Sat, Jun 22nd, 2024, 14:01UTC
 
RS Chart
Assessment - IPC Mexico in Dollar - 3/14/22 - RS = 22
historical assessment - show freshest
 ⇐ 
  instrument freshest Δday 3/14/22 Δwk 10/11/21  prc diff Δ22   ∅-RS
real-time RS chart chart S add note IPC 2,545.832  Wed 0.16 2,521.206 2,483.266 37.940 1.53   0.97 
real-time RS chart chart add note Inbursa 2.062  Wed -1.68 1.772 0.964 0.808 83.83   70.13 
real-time RS chart chart S add note Banco del Bajio 2.537  Wed 0.97 2.329 1.907 0.422 22.12   31.51 
real-time RS chart chart add note Chedraui 5.965  Wed 1.65 2.225 1.780 0.444 24.96   28.13 
real-time RS chart chart add note Gentera 1.144  Wed 0.63 0.736 0.617 0.118 19.17   26.71 
real-time RS chart chart S add note Alsea 2.864  Wed -1.01 2.314 2.026 0.288 14.24   23.51 
real-time RS chart chart S add note Regional 6.342  Wed 0.44 6.411 5.669 0.742 13.08   18.90 
real-time RS chart chart add note México 4.543  Wed -2.43 5.176 4.204 0.972 23.11   12.92 
real-time RS chart chart add note Liverpool 5.915  Wed 0.22 4.788 4.087 0.701 17.16   12.68 
real-time RS chart chart L add note America Movil 0.749  Wed 0.38 0.936 0.871 0.065 7.47   11.01 
real-time RS chart chart L add note Aerop. Pacifico 14.385  Wed -1.46 12.818 12.351 0.466 3.78   8.03 
real-time RS chart chart S add note WalMex 2.979  Wed 0.58 3.627 3.442 0.185 5.37   7.07 
real-time RS chart chart S add note Banorte 6.999  Wed 1.37 6.741 6.545 0.196 3.00   6.27 
real-time RS chart chart add note Bimbo 3.369  Wed 1.35 2.635 2.769 -0.134 -4.82   5.53 
real-time RS chart chart add note Quálitas 9.112  Wed 1.04 5.245 4.600 0.644 14.00   4.31 
real-time RS chart chart add note Aerop. Centro Norte 7.710  Wed 0.42 6.601 6.124 0.477 7.79   3.62 
real-time RS chart chart add note Arca Continental 8.537  Wed -0.67 6.100 6.101 -0.000 -0.01   3.58 
real-time RS chart chart add note Gruma 16.230  Wed 0.05 12.053 10.657 1.396 13.10   3.30 
real-time RS chart chart L add note Aerop. Sureste 26.924  Wed -2.46 19.179 19.276 -0.097 -0.50   1.47 
real-time RS chart chart add note Pinfra 8.293  Wed -0.91 7.560 6.845 0.715 10.44   0.01 
real-time RS chart chart S add note Alfa 0.493  Wed -0.77 0.708 0.720 -0.012 -1.70   -0.06 
real-time RS chart chart add note Carso 6.526  Wed 0.60 3.030 3.603 -0.573 -15.92   -1.73 
real-time RS chart chart S add note FEMSA 9.774  Wed 2.77 7.867 8.297 -0.430 -5.18   -2.56 
real-time RS chart chart add note Coca-Cola FEMSA 7.526  Wed 0.22 5.057 5.457 -0.400 -7.33   -3.52 
real-time RS chart chart S add note Orbia Advance 1.284  Wed -0.30 2.468 2.570 -0.102 -3.97   -5.45 
  instrument freshest Δday 3/14/22 Δwk 10/11/21  prc diff Δ22   ∅-RS
real-time RS chart chart S add note Vesta 2.736  Wed 1.20 1.756 1.705 0.051 2.96   -7.32 
real-time RS chart chart add note Becle 1.695  Wed 1.00 2.201 2.129 0.072 3.38   -8.12 
real-time RS chart chart L add note Genomma Lab 0.831  Wed -0.29 0.894 0.931 -0.037 -3.94   -8.88 
real-time RS chart chart add note Cementos Chihuahua 8.310  Wed -0.61 6.670 7.329 -0.658 -8.98   -9.20 
real-time RS chart chart S add note Bolsa Mexicana 1.517  Wed -0.35 1.797 1.908 -0.111 -5.83   -9.42 
real-time RS chart chart add note Peñoles 11.757  Wed -0.87 11.408 12.874 -1.466 -11.39   -12.02 
real-time RS chart chart add note Televisa 0.479  Wed -0.69 1.958 2.276 -0.318 -13.96   -12.95 
real-time RS chart chart add note Megacable 2.352  Wed 0.80 2.802 2.852 -0.050 -1.76   -15.63 
real-time RS chart chart S add note Elektra 51.594  Wed -1.56 61.353 75.006 -13.653 -18.20   -16.64 
real-time RS chart chart S add note Kimberly-Clark 1.522  Wed -0.65 1.266 1.567 -0.301 -19.22   -21.82 
real-time RS chart chart S add note Cemex 0.572  Wed 0.33 0.476 0.670 -0.195 -29.05   -32.15 
 IPC - 35 out of 35 instruments rated - 3/14/22 / 10/11/21 - 18 did rise, Market-Ratio(22) in USD = 51.43 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/06/20 scale up chart 6/17/24
 


Transactions IPC Mexico in Dollar * A22 - 85/20 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/09/06 7    - cash -
long 1/09/06  12/17/07 707  RT RS QC  Orbia Advance 100  25,634   0.390  1.223    0.833 214  31,356 80  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  12,306   2.548  1.028 6.313  3.765 148  77,687 83  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  74,355   1.045  10.979    9.934 951  816,337 30  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  1,533,354   0.532  1.053 0.012  -0.520 -98  18,247 -90  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  17,191   1.061  0.782    -0.279 -26  13,447 -90  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  25,025   0.537  0.899 0.175  -0.362 -67  4,385 -67  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  6,286   0.697  0.391    -0.306 -44  2,461 -32  
short 8/29/22   1/23/23 147  RT RS QC  Volaris 100  2,632   0.935  1.113 0.757  -0.178 -19  1,993 -41  
long 1/23/23   6/19/24 513  RT RS QC  Banco del Bajio 100  537   3.709  2.869    -0.840 -23  1,542 -17  
accum 1/09/06 6/19/246739 days out of 6746 invested (100%) -85 1,542 -10  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/1832761.0410.989.93 950.80950.80 
 Orbia Advancelong  1/09/06 12/17/077070.391.220.83 213.57213.57 
 Cemexshort 12/17/07  6/15/095462.551.036.313.76 147.76 
 long  3/08/21  8/29/225390.700.39-0.31 -43.8839.04 
 Banco del Bajiolong  1/23/23  6/19/245133.712.87-0.84 -22.65-22.65 
 Genteralong  1/20/20  3/09/20491.060.78-0.28 -26.31-26.31 
 Alpekshort  3/09/20  3/08/213640.540.900.18-0.36 -67.40-67.40 
 Volarisshort  6/04/18  1/20/205950.531.050.01-0.52 -97.76 
 short  8/29/22  1/23/231470.931.110.76-0.18 -19.00-98.19 


Annotations
3/14/24IPCComponent update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
2/23/17IPCMachine 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).
2/21/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join