RS Chart
Assessment - IPC Mexico - 22/11/21 - RS = 22
 ⇐ 
  ⇓instrument freshest ⇓ Δday 22/11/21 ⇓ Δwk 21/06/21  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note IPC 50,831.900  Fri -0.42 50,497.100 0.66 50,315.700 181.400 0.36   4.56 
real-time RS chart chart add note Alsea 43.890  Fri 0.53 40.700 7.84 36.700 4.000 10.90   25.81 
real-time RS chart chart add note Bimbo 60.470  Fri -0.07 56.400 7.22 43.810 12.590 28.74   24.50 
real-time RS chart chart add note Banco del Bajio 39.010  Fri 4.33 38.410 1.56 34.940 3.470 9.93   24.40 
real-time RS chart chart L add note Aerop. Pacifico 261.260  Fri -2.04 266.480 -1.96 225.000 41.480 18.44   19.26 
real-time RS chart chart add note Arca Continental 127.130  Fri 0.36 129.480 -1.81 114.340 15.140 13.24   17.96 
real-time RS chart chart add note America Movil 18.270  Fri -2.09 18.190 0.44 15.770 2.420 15.35   17.06 
real-time RS chart chart add note Banco Santander MX 26.320  Fri -0.11 26.300 0.08 25.260 1.040 4.12   16.96 
real-time RS chart chart L add note Aerop. Sureste 407.440  Fri -1.51 412.170 -1.15 379.910 32.260 8.49   15.50 
real-time RS chart chart L add note Alfa 15.910  Fri -0.38 15.800 0.70 14.900 0.900 6.04   13.58 
real-time RS chart chart add note Gentera 12.050  Fri 0.42 11.670 3.26 11.600 0.070 0.60   13.27 
real-time RS chart chart add note WalMex 72.150  Fri -0.57 71.970 0.25 63.310 8.660 13.68   11.77 
real-time RS chart chart add note Banorte 136.630  Fri 1.39 134.930 1.26 129.510 5.420 4.19   11.48 
real-time RS chart chart L add note Gruma 257.230  Fri 2.59 251.510 2.27 225.910 25.600 11.33   9.99 
real-time RS chart chart add note Regional 116.080  Fri 4.51 110.640 4.92 111.020 -0.380 -0.34   7.97 
real-time RS chart chart add note Carso 68.160  Fri -0.28 65.240 4.48 64.970 0.270 0.42   7.89 
real-time RS chart chart add note Liverpool 85.350  Fri -2.21 84.490 1.02 89.010 -4.520 -5.08   7.70 
real-time RS chart chart L add note Inbursa 21.300  Fri 0.33 21.070 1.09 20.360 0.710 3.49   7.44 
real-time RS chart chart add note Coca-Cola FEMSA 106.900  Fri 0.79 106.500 0.38 105.710 0.790 0.75   5.80 
real-time RS chart chart add note Elektra 1,582.240  Fri 1.94 1,560.180 1.41 1,621.760 -61.580 -3.80   5.41 
real-time RS chart chart L add note Aerop. Centro Norte 133.250  Fri 0.26 131.680 1.19 132.350 -0.670 -0.51   4.60 
real-time RS chart chart add note Cementos Chihuahua 141.940  Fri -2.81 145.410 -2.39 149.810 -4.400 -2.94   3.13 
real-time RS chart chart add note Becle 48.850  Fri 2.39 48.630 0.45 51.680 -3.050 -5.90   2.01 
real-time RS chart chart add note Orbia Advance 52.620  Fri -0.85 51.800 1.58 51.910 -0.110 -0.21   1.18 
real-time RS chart chart S add note FEMSA 156.270  Fri -0.46 156.270 171.530 -15.260 -8.90   -2.64 
  ⇓instrument freshest ⇓ Δday 22/11/21 ⇓ Δwk 21/06/21  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart S add note Televisa 41.070  Fri 0.02 40.950 0.29 58.500 -17.550 -30.00   -3.18 
real-time RS chart chart S add note Alpek 20.590  Fri -3.20 20.170 2.08 22.710 -2.540 -11.18   -3.97 
real-time RS chart chart L add note Pinfra 152.230  Fri 0.11 149.490 1.83 163.000 -13.510 -8.29   -4.74 
real-time RS chart chart S add note México 86.180  Fri -1.01 85.660 0.61 87.950 -2.290 -2.60   -6.42 
real-time RS chart chart add note Cemex 13.010  Fri -0.76 12.990 0.15 15.930 -2.940 -18.46   -6.74 
real-time RS chart chart S add note Kimberly-Clark 31.200  Fri -2.47 31.650 -1.42 36.090 -4.440 -12.30   -7.55 
real-time RS chart chart add note Genomma Lab 18.630  Fri -1.48 18.270 1.97 21.240 -2.970 -13.98   -9.08 
real-time RS chart chart add note Peñoles 257.220  Fri -1.75 255.310 0.75 279.960 -24.650 -8.80   -11.46 
real-time RS chart chart S add note Megacable 57.620  Fri -0.76 58.150 -0.91 72.510 -14.360 -19.80   -17.83 
real-time RS chart chart S add note Bolsa Mexicana 34.940  Fri -2.40 35.010 -0.20 43.460 -8.450 -19.44   -18.81 
 IPC - 34 out of 34 instruments rated - 22/11/21 / 21/06/21 - 16 did rise, Market-Ratio(22) = 47.06 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
2/01/17 scale up chart 22/11/21
 


Transactions IPC Mexico * A22 - 85/20 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 9/01/06 7    - cash -
long 9/01/06  17/12/07 707  RT RS QC  Orbia Advance 100  2,427   4.120  13.250    9.130 222  32,159 83  
short 17/12/07  15/06/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 15/06/09   4/06/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 4/06/18  20/01/20 595  RT RS QC  Volaris 100  94,718   10.690  19.830 1.550  -9.140 -86  146,816 -69  
long 20/01/20   9/03/20 49  RT RS QC  Gentera 100  7,344   19.990  16.580    -3.410 -17  121,772 -75  
short 9/03/20   8/03/21 364  RT RS QC  Alpek 100  10,691   11.390  19.230 3.550  -7.840 -69  37,955 -69  
long 8/03/21  26/11/21 263  RT RS QC  Cemex 100  2,545   14.910  13.010    -1.900 -13  33,120 -17  
accum 9/01/06 26/11/215801 days out of 5808 invested (100%) 231 33,120 8  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong 15/06/09  4/06/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  9/01/06 17/12/077074.1213.259.13 221.60221.60 
 Cemexshort 17/12/07 15/06/0954627.6013.7955.2427.64 100.14 
 long  8/03/21 26/11/2126314.9113.01-1.90 -12.7474.64 
 Genteralong 20/01/20  9/03/204919.9916.58-3.41 -17.06-17.06 
 Alpekshort  9/03/20  8/03/2136411.3919.233.55-7.84 -68.83-68.83 
 Volarisshort  4/06/18 20/01/2059510.6919.831.55-9.14 -85.50-85.50 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
23/02/17IPCMachine 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).
21/02/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
2/08/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join