RS Chart
Assessment - IPC Mexico - 12/06/21 - RS = 44
 ⇐ 
  instrument freshest Δday 12/06/21 Δwk 2/01/21  prc diff Δ44   ∅-RS
real-time RS chart chart add note IPC 51,056.300  Wed 0.27 50,605.600 0.89 42,985.700 7,619.900 17.73   4.04 
real-time RS chart chart add note America Movil 19.830  Wed 1.38 19.470 1.85 13.670 5.800 42.43   24.29 
real-time RS chart chart add note Bimbo 54.790  Wed -4.86 56.210 -2.53 38.520 17.690 45.92   22.99 
real-time RS chart chart add note Alsea 38.630  Wed -1.70 38.950 -0.82 23.110 15.840 68.54   18.39 
real-time RS chart chart add note Arca Continental 131.290  Wed 0.44 130.230 0.81 93.070 37.160 39.93   17.39 
real-time RS chart chart add note Banco del Bajio 38.400  Wed 1.13 36.790 4.38 24.760 12.030 48.59   17.15 
real-time RS chart chart add note Gentera 12.240  Wed -1.77 12.190 0.41 8.020 4.170 52.00   16.80 
real-time RS chart chart L add note Aerop. Sureste 417.030  Wed -0.45 417.380 -0.08 322.530 94.850 29.41   15.71 
real-time RS chart chart add note Banco Santander MX 24.500  Wed -1.53 26.120 -6.20 20.350 5.770 28.35   15.16 
real-time RS chart chart L add note Alfa 15.700  Wed -1.32 15.720 -0.13 12.900 2.820 21.86   12.99 
real-time RS chart chart add note Aerop. Pacifico 258.940  Wed 0.57 252.590 2.51 206.600 45.990 22.26   12.19 
real-time RS chart chart add note Liverpool 88.910  Wed -2.34 88.230 0.77 65.510 22.720 34.68   11.43 
real-time RS chart chart L add note Gruma 250.620  Wed -0.71 252.410 -0.71 225.060 27.350 12.15   9.84 
real-time RS chart chart add note WalMex 73.180  Wed 4.71 70.130 4.35 58.350 11.780 20.19   7.81 
real-time RS chart chart L add note Inbursa 21.350  Wed 21.070 1.33 18.280 2.790 15.26   7.18 
real-time RS chart chart add note Banorte 130.470  Wed -0.34 130.140 0.25 101.570 28.570 28.13   6.70 
real-time RS chart chart L add note Becle 50.870  Wed -0.37 50.700 0.34 43.730 6.970 15.94   6.33 
real-time RS chart chart add note Coca-Cola FEMSA 108.020  Wed 0.58 107.310 0.66 88.920 18.390 20.68   5.99 
real-time RS chart chart add note Cementos Chihuahua 152.830  Wed 0.17 150.360 1.64 130.420 19.940 15.29   5.05 
real-time RS chart chart add note Alpek 22.650  Wed -0.92 22.000 2.95 17.660 4.340 24.58   4.00 
real-time RS chart chart L add note Aerop. Centro Norte 131.310  Wed 0.94 128.810 1.94 120.990 7.820 6.46   2.02 
real-time RS chart chart add note México 91.720  Wed -1.85 92.420 -0.76 87.840 4.580 5.21   0.02 
real-time RS chart chart S add note Televisa 41.340  Wed -2.43 42.660 -3.09 30.990 11.670 37.66   -0.07 
real-time RS chart chart S add note Carso 60.820  Wed -0.77 60.480 0.56 51.590 8.890 17.23   -1.31 
real-time RS chart chart L add note Pinfra 155.790  Wed 0.13 153.890 1.23 154.060 -0.170 -0.11   -1.57 
  instrument freshest Δday 12/06/21 Δwk 2/01/21  prc diff Δ44   ∅-RS
real-time RS chart chart S add note Orbia Advance 53.990  Wed 2.45 50.580 6.74 44.180 6.400 14.49   -2.13 
real-time RS chart chart S add note Regional 96.780  Wed -0.64 99.620 -2.85 83.860 15.760 18.79   -3.79 
real-time RS chart chart S add note Genomma Lab 19.560  Wed -1.06 19.070 2.57 20.990 -1.920 -9.15   -4.83 
real-time RS chart chart S add note Elektra 1,399.400  Wed 0.05 1,397.780 0.12 1,386.010 11.770 0.85   -6.18 
real-time RS chart chart add note Kimberly-Clark 31.640  Wed -0.66 31.980 -1.06 35.810 -3.830 -10.70   -6.55 
real-time RS chart chart S add note FEMSA 149.830  Wed -0.16 150.080 -0.17 139.700 10.380 7.43   -6.68 
real-time RS chart chart add note Cemex 12.930  Wed -0.54 12.880 0.39 11.760 1.120 9.52   -9.17 
real-time RS chart chart add note Megacable 64.380  Wed 0.99 62.980 2.22 74.120 -11.140 -15.03   -10.16 
real-time RS chart chart S add note Peñoles 250.990  Wed -0.17 254.660 -1.44 306.750 -52.090 -16.98   -11.09 
real-time RS chart chart S add note Bolsa Mexicana 37.720  Wed 2.31 36.870 2.31 46.000 -9.130 -19.85   -13.53 
 IPC - 34 out of 34 instruments rated - 12/06/21 / 2/01/21 - 28 did rise, Market-Ratio(44) = 82.35 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 44 - B/S = 37/37
Market Chart
1/02/17 scale up chart 12/06/21
 


Transactions IPC Mexico * L44 - 37 ex 4 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
long 1/02/06   3/20/06 77  RT RS QC  Orbia Advance 100  2,481   4.030  4.730    0.700 17  11,737 114  
  3/20/06   9/18/06 182  RT RS QC  México 100  1,146   10.240  11.300    1.060 10  12,951 22  
  9/18/06  12/25/06 98  RT RS QC  Banco Santander MX 100  835   15.500  15.500    0.000 0  12,951 0  
  12/25/06  11/05/07 315  RT RS QC  Pinfra 100  656   19.740  37.900    18.160 92  24,864 113  
  11/05/07   7/07/08 245  RT RS QC  Orbia Advance 100  1,742   14.270  27.690    13.420 94  48,242 168  
7/07/08 7/14/08 7    - cash -
  7/14/08   8/04/08 21  RT RS QC  Orbia Advance 100  1,861   25.920  23.120    -2.800 -11  43,031 -86  
8/04/08 7/20/09 350    - cash -
  7/20/09   3/15/10 238  RT RS QC  Gruma 100  2,785   15.450  24.500    9.050 59  68,236 103  
  3/15/10   1/31/11 322  RT RS QC  Genomma Lab 100  3,141   21.720  30.720    9.000 41  96,505 48  
  1/31/11   2/21/11 21  RT RS QC  México 100  2,041   47.280  46.900    -0.380 -1  95,729 -13  
  2/21/11   8/08/11 168  RT RS QC  Alfa 100  6,424   14.900  14.220    -0.680 -5  91,361 -10  
  8/08/11  10/03/11 56  RT RS QC  Elektra 100  132   691.030  977.900    286.870 42  129,227 861  
10/03/11 10/24/11 21    - cash -
  10/24/11   4/16/12 175  RT RS QC  Elektra 100  129   1,000.500  829.800    -170.700 -17  107,207 -32  
  4/16/12   6/04/12 49  RT RS QC  Alsea 100  5,560   19.280  16.120    -3.160 -16  89,638 -74  
  6/04/12   7/16/12 42  RT RS QC  Coca-Cola FEMSA 100  527   170.050  162.440    -7.610 -4  85,627 -33  
  7/16/12   8/20/12 35  RT RS QC  Banorte 100  1,173   72.970  68.260    -4.710 -6  80,102 -50  
  8/20/12   2/04/13 168  RT RS QC  Regional 100  1,675   47.800  60.760    12.960 27  101,810 68  
  2/04/13   7/01/13 147  RT RS QC  Banco Santander MX 100  2,542   40.040  37.310    -2.730 -7  94,871 -16  
  7/01/13   6/09/14 343  RT RS QC  Pinfra 100  800   118.530  176.550    58.020 49  141,287 53  
  6/09/14   7/20/15 406  RT RS QC  Gruma 100  962   146.810  202.560    55.750 38  194,918 34  
  7/20/15   9/14/15 56  RT RS QC  Aerop. Centro Norte 100  2,263   86.110  83.540    -2.570 -3  189,102 -18  
  9/14/15   2/22/16 161  RT RS QC  Aerop. Pacifico 100  1,285   147.110  148.000    0.890 1  190,246 1  
  2/22/16   3/14/16 21  RT RS QC  Gruma 100  660   288.000  258.890    -29.110 -10  171,033 -84  
  3/14/16   5/09/16 56  RT RS QC  Alpek 100  6,351   26.930  28.790    1.860 7  182,846 55  
  5/09/16  12/26/16 231  RT RS QC  Genomma Lab 100  10,336   17.690  21.260    3.570 20  219,746 34  
  12/26/16  11/06/17 315  RT RS QC  Cementos Chihuahua 100  3,304   66.490  92.570    26.080 39  305,914 47  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
  11/06/17   2/05/18 91  RT RS QC  Elektra 100  376   812.450  677.340    -135.110 -17  255,113 -52  
  2/05/18   2/12/18 7  RT RS QC  Alpek 100  9,300   27.430  26.700    -0.730 -3  248,324 -75  
2/12/18 2/19/18 7    - cash -
  2/19/18   3/05/18 14  RT RS QC  Alpek 100  9,374   26.490  25.670    -0.820 -3  240,637 -56  
3/05/18 3/12/18 7    - cash -
  3/12/18   3/19/18 7  RT RS QC  Alpek 100  9,515   25.290  25.050    -0.240 -1  238,353 -39  
3/19/18 4/16/18 28    - cash -
  4/16/18   5/07/18 21  RT RS QC  Alpek 100  9,031   26.390  26.510    0.120 0  239,437 8  
5/07/18 7/16/18 70    - cash -
  7/16/18   8/13/18 28  RT RS QC  Cementos Chihuahua 100  1,875   127.690  125.250    -2.440 -2  234,862 -22  
8/13/18 8/20/18 7    - cash -
  8/20/18  10/29/18 70  RT RS QC  Elektra 100  266   881.480  797.620    -83.860 -10  212,555 -41  
10/29/18 11/05/18 7    - cash -
  11/05/18  11/12/18 7  RT RS QC  Elektra 100  221   957.820  893.690    -64.130 -7  198,383 -97  
11/12/18 1/21/19 70    - cash -
  1/21/19   2/11/19 21  RT RS QC  Elektra 100  188   1,049.830  1,029.560    -20.270 -2  194,572 -29  
2/11/19 3/25/19 42    - cash -
  3/25/19   5/13/19 49  RT RS QC  Elektra 100  185   1,051.670  1,111.410    59.740 6  205,624 51  
5/13/19 5/20/19 7    - cash -
  5/20/19   5/27/19 7  RT RS QC  Elektra 100  172   1,191.120  1,213.900    22.780 2  209,542 169  
5/27/19 9/23/19 119    - cash -
  9/23/19  12/09/19 77  RT RS QC  Elektra 100  146   1,429.630  1,376.010    -53.620 -4  201,713 -17  
12/09/19 12/16/19 7    - cash -
  12/16/19   3/02/20 77  RT RS QC  Aerop. Centro Norte 100  1,359   148.370  130.670    -17.700 -12  177,659 -45  
  3/02/20   3/09/20 7  RT RS QC  Genomma Lab 100  8,691   20.440  17.820    -2.620 -13  154,889 -100  
3/09/20 6/08/20 91    - cash -
  6/08/20   6/15/20 7  RT RS QC  Becle 100  3,922   39.490  40.230    0.740 2  157,791 163  
6/15/20 1/04/21 203    - cash -
  1/04/21   5/03/21 119  RT RS QC  México 100  1,778   88.710  90.920    2.210 2  161,720 8  
  5/03/21   8/02/21 91  RT RS QC  Cemex 100  9,867   16.390  16.100    -0.290 -2  158,859 -7  
  8/02/21  12/06/21 126  RT RS QC  Banco del Bajio 100  4,349   36.520  36.790    0.270 1  160,033 2  
  12/06/21  12/08/21 2  RT RS QC  America Movil 100  8,219   19.470  19.830    0.360 2  162,992 2,732  
accum 1/02/06 12/08/214777 days out of 5820 invested (82%) 1,530 162,992 24  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Pinfralong 12/25/06 11/05/0731519.7437.9018.16 92.00 
   7/01/13  6/09/14343118.53176.5558.02 48.95185.98 
 Orbia Advance  1/02/06  3/20/06774.034.730.70 17.37 
  11/05/07  7/07/0824514.2727.6913.42 94.04 
   7/14/08  8/04/082125.9223.12-2.80 -10.80103.15 
 Gruma  7/20/09  3/15/1023815.4524.509.05 58.58 
   6/09/14  7/20/15406146.81202.5655.75 37.97 
   2/22/16  3/14/1621288.00258.89-29.11 -10.1196.68 
 Genomma Lab  3/15/10  1/31/1132221.7230.729.00 41.44 
   5/09/16 12/26/1623117.6921.263.57 20.18 
   3/02/20  3/09/20720.4417.82-2.62 -12.8248.19 
 Cementos Chihuahua 12/26/16 11/06/1731566.4992.5726.08 39.22 
   7/16/18  8/13/1828127.69125.25-2.44 -1.9136.56 
 Regional  8/20/12  2/04/1316847.8060.7612.96 27.1127.11 
 México  3/20/06  9/18/0618210.2411.301.06 10.35 
   1/31/11  2/21/112147.2846.90-0.38 -0.80 
   1/04/21  5/03/2111988.7190.922.21 2.4912.19 
 Becle  6/08/20  6/15/20739.4940.230.74 1.871.87 
 America Movil 12/06/21 12/08/21219.4719.830.36 1.851.85 
 Banco del Bajio  8/02/21 12/06/2112636.5236.790.27 0.740.74 
 Aerop. Pacifico  9/14/15  2/22/16161147.11148.000.89 0.600.60 
 Alpek  3/14/16  5/09/165626.9328.791.86 6.91 
   2/05/18  2/12/18727.4326.70-0.73 -2.66 
   2/19/18  3/05/181426.4925.67-0.82 -3.10 
   3/12/18  3/19/18725.2925.05-0.24 -0.95 
   4/16/18  5/07/182126.3926.510.12 0.450.34 
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Cemex  5/03/21  8/02/219116.3916.10-0.29 -1.77-1.77 
 Coca-Cola FEMSA  6/04/12  7/16/1242170.05162.44-7.61 -4.48-4.48 
 Alfa  2/21/11  8/08/1116814.9014.22-0.68 -4.56-4.56 
 Banorte  7/16/12  8/20/123572.9768.26-4.71 -6.45-6.45 
 Banco Santander MX  9/18/06 12/25/069815.5015.500.00 0.00 
   2/04/13  7/01/1314740.0437.31-2.73 -6.82-6.82 
 Aerop. Centro Norte  7/20/15  9/14/155686.1183.54-2.57 -2.98 
  12/16/19  3/02/2077148.37130.67-17.70 -11.93-14.56 
 Elektra  8/08/11 10/03/1156691.03977.90286.87 41.51 
  10/24/11  4/16/121751,000.50829.80-170.70 -17.06 
  11/06/17  2/05/1891812.45677.34-135.11 -16.63 
   8/20/18 10/29/1870881.48797.62-83.86 -9.51 
  11/05/18 11/12/187957.82893.69-64.13 -6.70 
   1/21/19  2/11/19211,049.831,029.56-20.27 -1.93 
   3/25/19  5/13/19491,051.671,111.4159.74 5.68 
   5/20/19  5/27/1971,191.121,213.9022.78 1.91 
   9/23/19 12/09/19771,429.631,376.01-53.62 -3.75-16.01 
 Alsea  4/16/12  6/04/124919.2816.12-3.16 -16.39-16.39 


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