Sat, Jun 22nd, 2024, 13:57UTC
 
RS Chart
Assessment - IPC Mexico in Dollar - 5/20/24 - RS = 22
historical assessment - show freshest
 ⇐ 
  instrument freshest Δday 5/20/24 Δwk 12/18/23  prc diff Δ22   ∅-RS
real-time RS chart chart S add note IPC 3,220.240  Wed 0.16 3,471.525 3,121.657 349.868 11.21   9.92 
real-time RS chart chart add note Megacable 2.975  Wed 0.80 3.402 2.316 1.086 46.88   39.69 
real-time RS chart chart add note México 5.746  Wed -2.43 6.944 4.576 2.367 51.73   39.67 
real-time RS chart chart add note Quálitas 11.526  Wed 1.04 12.169 9.709 2.460 25.33   37.74 
real-time RS chart chart add note Liverpool 7.482  Wed 0.22 8.680 5.884 2.796 47.51   35.78 
real-time RS chart chart L add note Aerop. Sureste 34.057  Wed -2.46 35.511 22.975 12.536 54.57   30.34 
real-time RS chart chart L add note Genomma Lab 1.051  Wed -0.29 1.036 0.757 0.279 36.83   24.88 
real-time RS chart chart add note Gentera 1.447  Wed 0.63 1.551 1.145 0.406 35.48   22.65 
real-time RS chart chart L add note Aerop. Pacifico 18.196  Wed -1.46 19.747 14.348 5.399 37.63   22.16 
real-time RS chart chart add note Chedraui 7.545  Wed 1.65 7.506 5.800 1.706 29.42   20.98 
real-time RS chart chart add note Peñoles 14.871  Wed -0.87 16.208 14.849 1.358 9.15   18.19 
real-time RS chart chart add note Inbursa 2.608  Wed -1.68 2.928 2.494 0.434 17.40   17.64 
real-time RS chart chart add note Cementos Chihuahua 10.512  Wed -0.61 11.657 10.791 0.865 8.02   16.45 
real-time RS chart chart add note Aerop. Centro Norte 9.753  Wed 0.42 11.355 8.866 2.488 28.07   15.72 
real-time RS chart chart S add note Alsea 3.623  Wed -1.01 4.230 3.532 0.697 19.75   15.52 
real-time RS chart chart S add note Banco del Bajio 3.209  Wed 0.97 3.873 3.138 0.735 23.43   15.01 
real-time RS chart chart add note Pinfra 10.490  Wed -0.91 11.411 9.572 1.840 19.22   14.56 
real-time RS chart chart S add note Regional 8.022  Wed 0.44 9.276 8.738 0.538 6.16   11.73 
real-time RS chart chart S add note Banorte 8.853  Wed 1.37 10.272 9.535 0.737 7.73   11.41 
real-time RS chart chart add note Gruma 20.530  Wed 0.05 19.539 18.167 1.373 7.56   11.35 
real-time RS chart chart add note Coca-Cola FEMSA 9.520  Wed 0.22 9.726 8.998 0.728 8.10   10.91 
real-time RS chart chart add note Carso 8.254  Wed 0.60 8.674 9.389 -0.715 -7.62   8.35 
real-time RS chart chart S add note Cemex 0.724  Wed 0.33 0.787 0.713 0.074 10.31   6.67 
real-time RS chart chart S add note Alfa 0.624  Wed -0.77 0.727 0.768 -0.041 -5.37   5.88 
real-time RS chart chart S add note Vesta 3.461  Wed 1.20 3.745 3.663 0.082 2.25   5.53 
  instrument freshest Δday 5/20/24 Δwk 12/18/23  prc diff Δ22   ∅-RS
real-time RS chart chart S add note WalMex 3.768  Wed 0.58 4.121 3.782 0.339 8.97   5.29 
real-time RS chart chart L add note America Movil 0.948  Wed 0.38 0.992 0.912 0.080 8.76   4.92 
real-time RS chart chart S add note Kimberly-Clark 1.925  Wed -0.65 2.200 1.965 0.235 11.95   2.05 
real-time RS chart chart add note Televisa 0.606  Wed -0.69 0.682 0.632 0.050 7.90   1.03 
real-time RS chart chart S add note FEMSA 12.364  Wed 2.77 11.888 12.774 -0.886 -6.93   0.94 
real-time RS chart chart add note Arca Continental 10.799  Wed -0.67 10.084 10.567 -0.483 -4.57   -0.24 
real-time RS chart chart S add note Elektra 65.261  Wed -1.56 66.671 66.157 0.515 0.78   -1.68 
real-time RS chart chart S add note Bolsa Mexicana 1.919  Wed -0.35 1.931 1.897 0.034 1.78   -3.12 
real-time RS chart chart add note Becle 2.144  Wed 1.00 1.981 1.812 0.169 9.35   -8.54 
real-time RS chart chart add note Bimbo 4.262  Wed 1.35 4.216 5.007 -0.791 -15.79   -11.12 
real-time RS chart chart S add note Orbia Advance 1.624  Wed -0.30 1.813 2.154 -0.341 -15.85   -11.82 
 IPC - 35 out of 35 instruments rated - 5/20/24 / 12/18/23 - 29 did rise, Market-Ratio(22) in USD = 82.86 % 
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