RS Chart
Assessment - IPC Mexico - 10/07/19 - RS = 20
 ⇐ 
  instrument freshest Δday 10/07/19 Δwk 5/20/19  prc diff Δ20   ∅-RS
real-time RS chart chart L add note IPC 43,214.600  Fri 0.66 42,952.300 0.61 43,519.200 -566.900 -1.30   -0.04 
real-time RS chart chart L add note Volaris 20.920  Fri 0.24 20.960 -0.19 17.930 3.030 16.90   35.62 
real-time RS chart chart L add note Genomma Lab 18.870  Fri 1.73 19.180 -1.62 16.750 2.430 14.51   32.54 
real-time RS chart chart add note Elektra 1,399.740  Fri 0.43 1,401.540 -0.13 1,191.120 210.420 17.67   31.68 
real-time RS chart chart L add note Kimberly-Clark 39.780  Fri 1.53 39.970 -0.48 34.870 5.100 14.63   19.26 
real-time RS chart chart add note Becle 29.870  Fri 1.25 30.770 -2.92 32.370 -1.600 -4.94   12.25 
real-time RS chart chart L add note WalMex 55.140  Fri -0.42 57.880 -4.73 55.660 2.220 3.99   8.96 
real-time RS chart chart add note Aerop. Pacifico 196.260  Fri -0.10 193.590 1.38 191.870 1.720 0.90   8.49 
real-time RS chart chart L add note Alsea 48.960  Fri 2.88 48.290 1.39 41.880 6.410 15.31   6.98 
real-time RS chart chart L add note Gentera 17.830  Fri 0.96 16.960 5.13 15.720 1.240 7.89   6.80 
real-time RS chart chart add note Aerop. Centro Norte 123.590  Fri 1.28 117.680 5.02 119.250 -1.570 -1.32   6.59 
real-time RS chart chart L add note Peñoles 236.940  Fri -2.38 249.890 -5.18 221.640 28.250 12.75   4.44 
real-time RS chart chart L add note IEnova 85.380  Fri 0.34 81.130 5.24 81.750 -0.620 -0.76   4.18 
real-time RS chart chart L add note Banorte 109.250  Fri 1.22 110.030 -0.71 110.900 -0.870 -0.78   4.00 
real-time RS chart chart L add note America Movil 14.890  Fri 0.07 14.680 1.43 13.760 0.920 6.69   3.87 
real-time RS chart chart L add note Arca Continental 109.340  Fri 0.27 107.970 1.27 107.030 0.940 0.88   1.49 
real-time RS chart chart add note FEMSA 176.970  Fri -0.61 179.710 -1.52 188.190 -8.480 -4.51   0.80 
real-time RS chart chart L add note Gruma 199.650  Fri 201.050 -0.70 192.640 8.410 4.37   -0.47 
real-time RS chart chart add note Coca-Cola FEMSA 119.710  Fri -0.23 118.740 0.82 121.070 -2.330 -1.92   -0.97 
real-time RS chart chart L add note Megacable 83.180  Fri 4.79 84.060 -1.05 82.980 1.080 1.30   -2.44 
real-time RS chart chart add note Lala 21.120  Fri 2.38 21.280 -0.75 24.930 -3.650 -14.64   -2.55 
real-time RS chart chart add note Aerop. Sureste 304.340  Fri -0.21 300.970 1.12 306.770 -5.800 -1.89   -2.65 
real-time RS chart chart L add note Regional 95.520  Fri 0.24 93.730 1.91 101.530 -7.800 -7.68   -2.85 
real-time RS chart chart add note Pinfra 177.980  Fri 177.740 0.14 190.780 -13.040 -6.84   -3.31 
real-time RS chart chart add note México 46.950  Fri 2.49 44.840 4.71 49.420 -4.580 -9.27   -4.25 
  instrument freshest Δday 10/07/19 Δwk 5/20/19  prc diff Δ20   ∅-RS
real-time RS chart chart add note Banco Santander MX 26.550  Fri 1.96 25.900 2.51 29.400 -3.500 -11.90   -4.72 
real-time RS chart chart L add note Liverpool 108.680  Fri 2.49 107.820 0.80 114.600 -6.780 -5.92   -7.01 
real-time RS chart chart L add note Inbursa 24.940  Fri -0.08 24.750 0.77 26.430 -1.680 -6.36   -7.98 
real-time RS chart chart L add note Televisa 41.200  Fri 3.18 38.560 6.85 36.350 2.210 6.08   -8.07 
real-time RS chart chart add note Bimbo 35.640  Fri 0.71 34.980 1.89 41.300 -6.320 -15.30   -8.93 
real-time RS chart chart L add note Alpek 22.050  Fri 0.82 22.070 -0.09 23.090 -1.020 -4.42   -10.66 
real-time RS chart chart L add note Alfa 17.560  Fri 1.15 17.280 1.62 18.030 -0.750 -4.16   -12.68 
real-time RS chart chart L add note Orbia Advance 39.200  Fri 1.19 38.510 1.79 42.540 -4.030 -9.47   -13.68 
real-time RS chart chart S add note Carso 59.780  Fri 3.10 56.690 5.45 73.310 -16.620 -22.67   -15.27 
real-time RS chart chart L add note Cemex 7.790  Fri 3.04 7.210 8.04 8.370 -1.160 -13.86   -16.68 
real-time RS chart chart L add note Nemak 8.630  Fri 1.05 8.740 -1.26 9.430 -0.690 -7.32   -20.32 
 IPC - 35 out of 35 instruments rated - 10/07/19 / 5/20/19 - 14 did rise, Market-Ratio(20) = 40.00 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 20 - B/S = 34/79
Market Chart
1/05/15 scale up chart 10/07/19
 


Transactions IPC Mexico * S20 - 34/79 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 6/26/06 175    - cash -
short 6/26/06   7/03/06 7  RT RS QC  Alfa 50  934   5.350  5.750 4.950  -0.400 -7  9,626 -98  
          RT RS QC  Inbursa 50  613   8.150  8.450 7.850  -0.300 -4  9,443 -86  
100 -6 -95 
7/03/06 11/19/07 504    - cash -
  11/19/07   6/01/09 560  RT RS QC  Alsea 50  347   13.600  7.060 26.198  12.598 93  13,814 53  
          RT RS QC  Cemex 50  167   28.270  14.300 55.888  27.618 98  18,426 56  
100 95 55 
6/01/09 4/25/11 693    - cash -
  4/25/11  12/26/11 245  RT RS QC  Cemex 50  926   9.940  7.590 13.018  3.078 31  21,276 49  
          RT RS QC  Banco Santander MX 50  610   15.100  15.000 15.201  0.101 1  21,338 1  
100 16 24 
12/26/11 6/24/13 546    - cash -
  6/24/13   6/16/14 357  RT RS QC  Elektra 50  25   420.080  344.000 512.986  92.906 22  23,660 23  
          RT RS QC  Peñoles 50  27   394.930  316.780 492.360  97.430 25  26,291 25  
100 23 24 
6/16/14 12/01/14 168    - cash -
  12/01/14   5/04/15 154  RT RS QC  Alpek 50  638   20.600  21.300 19.900  -0.700 -3  25,844 -8  
          RT RS QC  Genomma Lab 50  459   28.600  18.030 45.367  16.767 59  33,540 198  
100 28 78 
5/04/15 11/21/16 567    - cash -
  11/21/16   4/10/17 140  RT RS QC  Alfa 50  705   23.760  26.810 20.710  -3.050 -13  31,390 -30  
          RT RS QC  Lala 50  526   31.880  33.950 29.810  -2.070 -6  30,301 -16  
100 -10 -23 
4/10/17 10/16/17 189    - cash -
  10/16/17  10/11/19 725  RT RS QC  Alfa 50  782   19.350  17.560 21.323  1.973 10  31,843 5  
          RT RS QC  Volaris 50  723   20.980  20.920 21.040  0.060 0  31,887 0  
100 5 3 
accum 6/26/06 10/11/192191 days out of 5033 invested (44%) 219 31,887 21  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Cemexshort 11/19/07  6/01/0956028.2714.3055.8927.62 97.695048.85 
   4/25/11 12/26/112459.947.5913.023.08 30.9615.4871.89 
 Alsea 11/19/07  6/01/0956013.607.0626.2012.60 92.6346.3246.32 
 Genomma Lab 12/01/14  5/04/1515428.6018.0345.3716.77 58.6229.3129.31 
 Peñoles  6/24/13  6/16/14357394.93316.78492.3697.43 24.6712.3412.34 
 Elektra  6/24/13  6/16/14357420.08344.00512.9992.91 22.1211.0611.06 
 Banco Santander MX  4/25/11 12/26/1124515.1015.0015.200.10 0.670.330.33 
 Volaris 10/16/17 10/11/1972520.9820.9221.040.06 0.290.140.14 
 Alpek 12/01/14  5/04/1515420.6021.3019.90-0.70 -3.40-1.70-1.70 
 Inbursa  6/26/06  7/03/0678.158.457.85-0.30 -3.68-1.84-1.84 
 Lala 11/21/16  4/10/1714031.8833.9529.81-2.07 -6.49-3.25-3.25 
 Alfa  6/26/06  7/03/0675.355.754.95-0.40 -7.48-3.74 
  11/21/16  4/10/1714023.7626.8120.71-3.05 -12.84-6.42 
  10/16/17 10/11/1972519.3517.5621.321.97 10.195.10-5.33 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
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