Sun, 17th Oct 2021, 16:48UTC
 
RS Chart
Assessment - IPC Mexico in Swiss Franc - 11/10/21 - RS = 22
 ⇐ 
  instrument freshest ⇓ Δday 11/10/21 ⇓ Δwk 10/05/21  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note IPC 2,353.409  Fri 1.26 2,302.078 2.23 2,257.532 44.545 1.97   10.05 
real-time RS chart chart add note Aerop. Centro Norte 5.744  Fri 0.48 5.677 1.19 5.861 -0.184 -3.15   2.66 
real-time RS chart chart add note Aerop. Pacifico 11.845  Fri 1.52 11.450 3.45 10.195 1.255 12.31   18.28 
real-time RS chart chart add note Aerop. Sureste 18.009  Fri 0.97 17.870 0.78 16.709 1.160 6.95   17.66 
real-time RS chart chart add note Alfa 0.682  Fri 0.13 0.668 2.20 0.632 0.035 5.58   7.41 
real-time RS chart chart add note Alpek 1.129  Fri 0.16 1.116 1.12 1.039 0.077 7.43   24.15 
real-time RS chart chart add note Alsea 2.034  Fri 1.78 1.878 8.31 1.465 0.413 28.23   41.68 
real-time RS chart chart add note America Movil 0.825  Fri 1.37 0.807 2.15 0.667 0.140 20.97   19.58 
real-time RS chart chart L add note Arca Continental 5.644  Fri 0.07 5.655 -0.20 4.956 0.699 14.11   18.83 
real-time RS chart chart add note Banco del Bajio 1.857  Fri 4.41 1.768 5.02 1.375 0.393 28.57   41.01 
real-time RS chart chart add note Banco Santander MX 1.043  Fri 0.09 1.048 -0.47 1.029 0.019 1.84   9.11 
real-time RS chart chart add note Banorte 6.239  Fri 2.93 6.067 2.82 5.437 0.630 11.59   16.40 
real-time RS chart chart S add note Becle 1.951  Fri -0.21 1.974 -1.13 2.172 -0.198 -9.11   -8.12 
real-time RS chart chart L add note Bimbo 2.580  Fri 1.24 2.567 0.50 1.840 0.727 39.49   30.81 
real-time RS chart chart S add note Bolsa Mexicana 1.790  Fri 1.77 1.769 1.21 2.076 -0.307 -14.81   -10.59 
real-time RS chart chart L add note Carso 3.337  Fri 1.41 3.340 -0.11 2.676 0.664 24.83   30.79 
real-time RS chart chart add note Cementos Chihuahua 6.897  Fri 2.83 6.794 1.52 6.542 0.252 3.85   12.34 
real-time RS chart chart add note Cemex 0.656  Fri 0.55 0.621 5.60 0.764 -0.143 -18.69   6.46 
real-time RS chart chart add note Coca-Cola FEMSA 5.125  Fri 0.90 5.059 1.31 4.381 0.677 15.46   15.13 
real-time RS chart chart add note Elektra 69.589  Fri 0.27 69.534 0.08 72.817 -3.283 -4.51   7.90 
real-time RS chart chart add note FEMSA 7.646  Fri -0.60 7.692 -0.60 7.304 0.388 5.31   10.87 
real-time RS chart chart add note Genomma Lab 0.867  Fri 1.99 0.863 0.52 0.872 -0.009 -1.08   -4.97 
real-time RS chart chart add note Gentera 0.575  Fri -1.68 0.572 0.47 0.479 0.093 19.38   35.93 
real-time RS chart chart add note Gruma 9.980  Fri 1.45 9.879 1.02 9.744 0.135 1.39   -3.70 
real-time RS chart chart add note IEnova 3.285  Fri 3.330 -1.34 4.008 -0.678 -16.92   -4.85 
  instrument freshest ⇓ Δday 11/10/21 ⇓ Δwk 10/05/21  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note Inbursa 0.928  Fri 2.36 0.894 3.89 0.888 0.006 0.67   3.75 
real-time RS chart chart S add note Kimberly-Clark 1.474  Fri 1.19 1.453 1.47 1.612 -0.159 -9.86   -5.82 
real-time RS chart chart add note Liverpool 3.879  Fri -0.22 3.789 2.39 3.792 -0.004 -0.10   12.45 
real-time RS chart chart S add note Megacable 2.809  Fri 4.06 2.644 6.24 3.374 -0.730 -21.65   -18.02 
real-time RS chart chart add note México 4.179  Fri 4.78 3.898 7.22 4.931 -1.034 -20.97   0.16 
real-time RS chart chart add note Orbia Advance 2.499  Fri 3.37 2.383 4.86 2.580 -0.198 -7.66   8.27 
real-time RS chart chart add note Peñoles 12.806  Fri 4.31 11.935 7.29 13.139 -1.204 -9.17   -10.30 
real-time RS chart chart S add note Pinfra 6.728  Fri 3.21 6.345 6.03 7.108 -0.763 -10.73   -10.07 
real-time RS chart chart add note Regional 5.343  Fri 3.51 5.256 1.67 4.520 0.736 16.28   24.28 
real-time RS chart chart add note Televisa 2.187  Fri 0.82 2.110 3.68 2.288 -0.178 -7.78   17.02 
real-time RS chart chart L add note WalMex 3.168  Fri -1.51 3.191 -0.73 2.895 0.296 10.22   14.57 
 IPC - 35 out of 35 instruments rated - 11/10/21 / 10/05/21 - 20 did rise, Market-Ratio(22) in CHF = 57.14 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
2/01/17 scale up chart 11/10/21
 


Transactions IPC Mexico in Swiss Franc * 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  20,184   0.495  1.410    0.915 185  28,465 72  
short 17/12/07  15/06/09 546  RT RS QC  Cemex 100  9,689   2.938  1.110 7.775  4.838 165  75,336 92  
long 15/06/09   4/06/18 3276  RT RS QC  Gruma 100  66,813   1.128  10.850    9.723 862  724,945 29  
short 4/06/18  20/01/20 595  RT RS QC  Volaris 100  1,377,823   0.526  1.020 0.033  -0.493 -94  45,055 -82  
long 20/01/20   9/03/20 49  RT RS QC  Gentera 100  43,833   1.028  0.724    -0.304 -30  31,723 -93  
short 9/03/20   8/03/21 364  RT RS QC  Alpek 100  63,807   0.497  0.841 0.154  -0.344 -69  9,801 -69  
long 8/03/21  15/10/21 221  RT RS QC  Cemex 100  15,034   0.652  0.656    0.004 1  9,865 1  
accum 9/01/06 15/10/215760 days out of 5767 invested (100%) -1 9,865 0  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong 15/06/09  4/06/1832761.1310.859.72 862.29862.29 
 Orbia Advancelong  9/01/06 17/12/077070.501.410.91 184.65184.65 
 Cemexshort 17/12/07 15/06/095462.941.117.784.84 164.68 
 long  8/03/21 15/10/212210.650.660.00 0.65166.40 
 Genteralong 20/01/20  9/03/20491.030.72-0.30 -29.59-29.59 
 Alpekshort  9/03/20  8/03/213640.500.840.15-0.34 -69.11-69.11 
 Volarisshort  4/06/18 20/01/205950.531.020.03-0.49 -93.79-93.79 


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