RS Chart
Assessment - IPC Mexico - 10/07/19 - RS = 22
 ⇐ 
  ⇓instrument freshest ⇓ Δday 10/07/19 ⇓ Δwk 5/06/19  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart L add note IPC 43,214.600  Fri 0.66 42,952.300 0.61 44,116.700 -1,164.400 -2.64   -0.04 
real-time RS chart chart L add note Volaris 20.920  Fri 0.24 20.960 -0.19 18.630 2.330 12.51   35.62 
real-time RS chart chart L add note Genomma Lab 18.870  Fri 1.73 19.180 -1.62 15.480 3.700 23.90   32.54 
real-time RS chart chart add note Elektra 1,399.740  Fri 0.43 1,401.540 -0.13 1,061.430 340.110 32.04   31.68 
real-time RS chart chart L add note Kimberly-Clark 39.780  Fri 1.53 39.970 -0.48 33.340 6.630 19.89   19.26 
real-time RS chart chart add note Becle 29.870  Fri 1.25 30.770 -2.92 29.800 0.970 3.26   12.25 
real-time RS chart chart L add note WalMex 55.140  Fri -0.42 57.880 -4.73 55.490 2.390 4.31   8.96 
real-time RS chart chart add note Aerop. Pacifico 196.260  Fri -0.10 193.590 1.38 187.460 6.130 3.27   8.49 
real-time RS chart chart L add note Alsea 48.960  Fri 2.88 48.290 1.39 42.870 5.420 12.64   6.98 
real-time RS chart chart L add note Gentera 17.830  Fri 0.96 16.960 5.13 17.310 -0.350 -2.02   6.80 
real-time RS chart chart add note Aerop. Centro Norte 123.590  Fri 1.28 117.680 5.02 115.120 2.560 2.22   6.59 
real-time RS chart chart L add note Peñoles 236.940  Fri -2.38 249.890 -5.18 211.350 38.540 18.24   4.44 
real-time RS chart chart L add note IEnova 85.380  Fri 0.34 81.130 5.24 83.650 -2.520 -3.01   4.18 
real-time RS chart chart L add note Banorte 109.250  Fri 1.22 110.030 -0.71 116.100 -6.070 -5.23   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 1.27 108.760 -0.790 -0.73   1.49 
real-time RS chart chart add note FEMSA 176.970  Fri -0.61 179.710 -1.52 186.990 -7.280 -3.89   0.80 
real-time RS chart chart L add note Gruma 199.650  Fri 201.050 -0.70 189.890 11.160 5.88   -0.47 
real-time RS chart chart add note Coca-Cola FEMSA 119.710  Fri -0.23 118.740 0.82 123.300 -4.560 -3.70   -0.97 
real-time RS chart chart L add note Megacable 83.180  Fri 4.79 84.060 -1.05 82.190 1.870 2.28   -2.44 
real-time RS chart chart add note Lala 21.120  Fri 2.38 21.280 -0.75 24.600 -3.320 -13.50   -2.55 
real-time RS chart chart add note Aerop. Sureste 304.340  Fri -0.21 300.970 1.12 310.720 -9.750 -3.14   -2.65 
real-time RS chart chart L add note Regional 95.520  Fri 0.24 93.730 1.91 101.440 -7.710 -7.60   -2.85 
real-time RS chart chart add note Pinfra 177.980  Fri 177.740 0.14 192.220 -14.480 -7.53   -3.31 
real-time RS chart chart add note México 46.950  Fri 2.49 44.840 4.71 53.080 -8.240 -15.52   -4.25 
  ⇓instrument freshest ⇓ Δday 10/07/19 ⇓ Δwk 5/06/19  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note Banco Santander MX 26.550  Fri 1.96 25.900 2.51 31.070 -5.170 -16.64   -4.72 
real-time RS chart chart L add note Liverpool 108.680  Fri 2.49 107.820 0.80 118.760 -10.940 -9.21   -7.01 
real-time RS chart chart L add note Inbursa 24.940  Fri -0.08 24.750 0.77 28.760 -4.010 -13.94   -7.98 
real-time RS chart chart L add note Televisa 41.200  Fri 3.18 38.560 6.85 37.100 1.460 3.94   -8.07 
real-time RS chart chart add note Bimbo 35.640  Fri 0.71 34.980 1.89 43.030 -8.050 -18.71   -8.93 
real-time RS chart chart L add note Alpek 22.050  Fri 0.82 22.070 -0.09 23.650 -1.580 -6.68   -10.66 
real-time RS chart chart L add note Alfa 17.560  Fri 1.15 17.280 1.62 18.950 -1.670 -8.81   -12.68 
real-time RS chart chart L add note Orbia Advance 39.200  Fri 1.19 38.510 1.79 44.520 -6.010 -13.50   -13.68 
real-time RS chart chart S add note Carso 59.780  Fri 3.10 56.690 5.45 71.030 -14.340 -20.19   -15.27 
real-time RS chart chart L add note Cemex 7.790  Fri 3.04 7.210 8.04 8.760 -1.550 -17.69   -16.68 
real-time RS chart chart L add note Nemak 8.630  Fri 1.05 8.740 -1.26 9.980 -1.240 -12.42   -20.32 
 IPC - 35 out of 35 instruments rated - 10/07/19 / 5/06/19 - 14 did rise, Market-Ratio(22) = 40.00 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/05/15 scale up chart 10/07/19
 


Transactions IPC Mexico * 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  2,427   4.120  13.250    9.130 222  32,159 83  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 6/04/18  10/11/19 494  RT RS QC  Volaris 100  94,718   10.690  20.920 0.460  -10.230 -96  43,573 -90  
accum 1/09/06 10/11/195026 days out of 5033 invested (100%) 336 43,573 11  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  1/09/06 12/17/077074.1213.259.13 221.60221.60 
 Cemexshort 12/17/07  6/15/0954627.6013.7955.2427.64 100.14100.14 
 Volarisshort  6/04/18 10/11/1949410.6920.920.46-10.23 -95.70-95.70 


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