RS Chart
Assessment - IPC Mexico - 2/24/20 - RS = 20
 ⇐ 
  instrument freshest Δday 2/24/20 Δwk 10/07/19  prc diff Δ20   ∅-RS
real-time RS chart chart add note IPC 41,563.400  15:31 -2.75 43,805.700 -5.12 42,952.300 853.400 1.99   1.56 
real-time RS chart chart L add note Aerop. Centro Norte 131.320  15:31 -4.22 151.700 -13.43 117.680 34.020 28.91   23.79 
real-time RS chart chart add note Genomma Lab 19.690  15:31 -3.15 20.580 -4.32 19.180 1.400 7.30   20.95 
real-time RS chart chart L add note Bolsa Mexicana 42.110  15:31 -3.84 45.770 -8.00 37.240 8.530 22.91   19.15 
real-time RS chart chart add note Aerop. Pacifico 214.750  15:31 -2.45 233.000 -7.83 193.590 39.410 20.36   17.96 
real-time RS chart chart add note Gentera 20.110  15:31 -1.85 20.300 -0.94 16.960 3.340 19.69   17.40 
real-time RS chart chart L add note Regional 105.290  15:31 -4.88 114.200 -7.80 93.730 20.470 21.84   15.08 
real-time RS chart chart add note Aerop. Sureste 301.510  15:31 -9.87 354.410 -14.93 300.970 53.440 17.76   11.85 
real-time RS chart chart add note Becle 31.500  15:29 -2.26 34.010 -7.38 30.770 3.240 10.53   11.03 
real-time RS chart chart L add note America Movil 15.580  15:31 -1.08 15.920 -2.14 14.680 1.240 8.45   10.01 
real-time RS chart chart add note Elektra 1,382.840  15:30 -0.16 1,379.510 0.24 1,401.540 -22.030 -1.57   9.92 
real-time RS chart chart add note Televisa 37.700  15:31 -4.82 42.820 -11.96 38.560 4.260 11.05   9.51 
real-time RS chart chart L add note Pinfra 191.130  15:31 -3.21 199.470 -4.18 177.740 21.730 12.23   7.55 
real-time RS chart chart add note IEnova 83.750  15:31 -2.47 86.800 -3.51 81.130 5.670 6.99   7.53 
real-time RS chart chart L add note Gruma 193.120  15:24 -3.81 204.310 -5.48 201.050 3.260 1.62   5.68 
real-time RS chart chart add note Kimberly-Clark 38.300  15:31 -0.55 38.390 -0.23 39.970 -1.580 -3.95   4.66 
real-time RS chart chart L add note Banorte 106.650  15:31 -5.06 112.650 -5.33 110.030 2.620 2.38   4.64 
real-time RS chart chart L add note Arca Continental 104.940  15:31 -3.41 109.980 -4.58 107.970 2.010 1.86   4.58 
real-time RS chart chart add note Banco Santander MX 26.800  15:31 -3.21 28.250 -5.13 25.900 2.350 9.07   4.06 
real-time RS chart chart add note WalMex 55.160  15:31 -1.62 56.730 -2.77 57.880 -1.150 -1.99   3.23 
real-time RS chart chart L add note Coca-Cola FEMSA 113.610  15:30 -2.36 118.440 -4.08 118.740 -0.300 -0.25   0.66 
real-time RS chart chart S add note México 45.010  15:31 -1.57 49.110 -8.35 44.840 4.270 9.52   -0.86 
real-time RS chart chart add note Orbia Advance 39.500  15:31 -2.81 41.160 -4.03 38.510 2.650 6.88   -1.01 
real-time RS chart chart S add note Alsea 40.540  15:31 -4.27 42.910 -5.52 48.290 -5.380 -11.14   -3.43 
real-time RS chart chart S add note Cementos Chihuahua 95.860  15:27 -4.12 98.490 -2.67 102.710 -4.220 -4.11   -4.93 
  instrument freshest Δday 2/24/20 Δwk 10/07/19  prc diff Δ20   ∅-RS
real-time RS chart chart S add note Carso 59.020  15:31 -2.85 63.630 -7.25 56.690 6.940 12.24   -4.98 
real-time RS chart chart S add note FEMSA 163.990  15:31 -1.95 168.680 -2.78 179.710 -11.030 -6.14   -5.91 
real-time RS chart chart add note Peñoles 196.500  15:31 -0.51 206.770 -4.97 249.890 -43.120 -17.26   -6.64 
real-time RS chart chart L add note Cemex 6.120  15:31 -4.97 7.060 -13.31 7.210 -0.150 -2.08   -8.15 
real-time RS chart chart add note Liverpool 92.590  15:31 -1.21 92.600 -0.01 107.820 -15.220 -14.12   -12.00 
real-time RS chart chart S add note Bimbo 31.360  15:31 -0.54 32.360 -3.09 34.980 -2.620 -7.49   -12.40 
real-time RS chart chart add note Banco del Bajio 29.100  15:31 -4.84 30.010 -3.03 32.240 -2.230 -6.92   -13.15 
real-time RS chart chart S add note Megacable 67.160  15:31 -1.39 69.600 -3.51 84.060 -14.460 -17.20   -13.44 
real-time RS chart chart add note Inbursa 20.270  15:31 -4.02 21.870 -7.32 24.750 -2.880 -11.64   -13.50 
real-time RS chart chart S add note Alfa 12.500  15:31 -3.70 13.140 -4.87 17.280 -4.140 -23.96   -23.67 
real-time RS chart chart S add note Alpek 13.810  15:30 -2.88 14.510 -4.82 22.070 -7.560 -34.25   -34.46 
 IPC - 35 out of 35 instruments rated - 2/24/20 / 10/07/19 - 19 did rise, Market-Ratio(20) = 54.29 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 20 - B/S = 34/79
Market Chart
1/04/16 scale up chart 2/24/20
 


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   1/06/20 812  RT RS QC  Alfa 50  782   19.350  16.540 22.637  3.287 17  32,872 7  
          RT RS QC  Volaris 50  723   20.980  19.830 22.197  1.217 6  33,751 3  
100 11 5 
1/06/20 2/27/20 52    - cash -
accum 6/26/06 1/06/202275 days out of 5169 invested (44%) 238 33,751 22  

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 
 Volaris 10/16/17  1/06/2081220.9819.8322.201.22 5.802.902.90 
 Banco Santander MX  4/25/11 12/26/1124515.1015.0015.200.10 0.670.330.33 
 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 
 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  1/06/2081219.3516.5422.643.29 16.998.49-2.26 
 Lala 11/21/16  4/10/1714031.8833.9529.81-2.07 -6.49-3.25-3.25 


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