Sat, Jun 22nd, 2024, 13:48UTC
 
RS Chart
Assessment - IPC Mexico in Dollar - 6/17/24 - RS = 22
 ⇐ 
  instrument freshest Δday 6/17/24 Δwk 1/15/24  prc diff Δ22   ∅-RS
real-time RS chart chart S add note IPC 2,878.967  Wed 0.16 2,828.961 1.77 3,287.252 -458.291 -13.94   -10.58 
real-time RS chart chart L add note Aerop. Sureste 30.448  Wed -2.46 30.490 -0.14 27.716 2.774 10.01   10.86 
real-time RS chart chart add note Quálitas 10.305  Wed 1.04 10.131 1.72 9.655 0.475 4.92   9.77 
real-time RS chart chart L add note Genomma Lab 0.939  Wed -0.29 0.883 6.36 0.851 0.032 3.79   5.50 
real-time RS chart chart add note Chedraui 6.745  Wed 1.65 6.610 2.04 5.984 0.626 10.46   4.28 
real-time RS chart chart add note Megacable 2.660  Wed 0.80 2.578 3.16 2.351 0.227 9.65   4.35 
real-time RS chart chart add note Liverpool 6.689  Wed 0.22 6.644 0.67 6.726 -0.082 -1.22   2.29 
real-time RS chart chart L add note Aerop. Pacifico 16.267  Wed -1.46 16.314 -0.29 16.071 0.243 1.51   1.05 
real-time RS chart chart add note México 5.137  Wed -2.43 5.078 1.17 5.139 -0.061 -1.19   0.27 
real-time RS chart chart add note Gruma 18.354  Wed 0.05 17.849 2.83 18.505 -0.657 -3.55   0.07 
real-time RS chart chart add note Gentera 1.294  Wed 0.63 1.258 2.83 1.377 -0.119 -8.64   -2.40 
real-time RS chart chart add note Coca-Cola FEMSA 8.511  Wed 0.22 8.457 0.64 9.226 -0.769 -8.33   -4.08 
real-time RS chart chart add note Arca Continental 9.655  Wed -0.67 9.643 0.12 10.885 -1.243 -11.42   -4.26 
real-time RS chart chart add note Peñoles 13.295  Wed -0.87 12.920 2.90 13.236 -0.316 -2.39   -5.37 
real-time RS chart chart add note Pinfra 9.379  Wed -0.91 9.281 1.05 10.247 -0.966 -9.43   -7.11 
real-time RS chart chart add note Cementos Chihuahua 9.398  Wed -0.61 9.399 -0.01 11.264 -1.866 -16.56   -8.15 
real-time RS chart chart S add note FEMSA 11.054  Wed 2.77 10.806 2.29 12.893 -2.087 -16.19   -8.99 
real-time RS chart chart L add note America Movil 0.847  Wed 0.38 0.845 0.19 0.943 -0.097 -10.32   -9.33 
real-time RS chart chart add note Inbursa 2.332  Wed -1.68 2.244 3.90 2.650 -0.406 -15.31   -10.38 
real-time RS chart chart add note Becle 1.917  Wed 1.00 1.891 1.40 1.899 -0.008 -0.45   -11.23 
real-time RS chart chart add note Aerop. Centro Norte 8.719  Wed 0.42 8.559 1.87 9.350 -0.791 -8.46   -12.20 
real-time RS chart chart S add note Cemex 0.647  Wed 0.33 0.651 -0.50 0.773 -0.122 -15.82   -12.61 
real-time RS chart chart S add note Alsea 3.239  Wed -1.01 3.238 0.02 3.630 -0.391 -10.78   -13.24 
real-time RS chart chart S add note Elektra 58.345  Wed -1.56 58.332 0.02 68.594 -10.263 -14.96   -13.66 
real-time RS chart chart S add note Bolsa Mexicana 1.715  Wed -0.35 1.691 1.44 2.008 -0.317 -15.77   -14.14 
  instrument freshest Δday 6/17/24 Δwk 1/15/24  prc diff Δ22   ∅-RS
real-time RS chart chart add note Carso 7.379  Wed 0.60 6.994 5.51 10.032 -3.038 -30.28   -14.33 
real-time RS chart chart S add note WalMex 3.368  Wed 0.58 3.307 1.86 4.179 -0.872 -20.87   -15.08 
real-time RS chart chart S add note Vesta 3.094  Wed 1.20 3.006 2.95 3.907 -0.901 -23.07   -15.65 
real-time RS chart chart S add note Banco del Bajio 2.869  Wed 0.97 2.820 1.74 3.529 -0.709 -20.09   -16.42 
real-time RS chart chart S add note Regional 7.172  Wed 0.44 6.943 3.29 9.214 -2.271 -24.65   -16.46 
real-time RS chart chart S add note Banorte 7.914  Wed 1.37 7.564 4.64 9.771 -2.207 -22.59   -18.45 
real-time RS chart chart add note Televisa 0.542  Wed -0.69 0.533 1.62 0.566 -0.033 -5.78   -18.58 
real-time RS chart chart S add note Kimberly-Clark 1.721  Wed -0.65 1.730 -0.53 2.214 -0.484 -21.85   -19.41 
real-time RS chart chart S add note Alfa 0.558  Wed -0.77 0.552 0.98 0.784 -0.232 -29.56   -19.86 
real-time RS chart chart add note Bimbo 3.810  Wed 1.35 3.591 6.09 5.018 -1.427 -28.43   -22.48 
real-time RS chart chart S add note Orbia Advance 1.452  Wed -0.30 1.446 0.41 2.034 -0.588 -28.90   -27.83 
 IPC - 35 out of 35 instruments rated - 6/17/24 / 1/15/24 - 6 did rise, Market-Ratio(22) in USD = 17.14 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/06/20 scale up chart 6/17/24
 


Transactions IPC Mexico in Dollar * 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  25,634   0.390  1.223    0.833 214  31,356 80  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  12,306   2.548  1.028 6.313  3.765 148  77,687 83  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  74,355   1.045  10.979    9.934 951  816,337 30  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  1,533,354   0.532  1.053 0.012  -0.520 -98  18,247 -90  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  17,191   1.061  0.782    -0.279 -26  13,447 -90  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  25,025   0.537  0.899 0.175  -0.362 -67  4,385 -67  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  6,286   0.697  0.391    -0.306 -44  2,461 -32  
short 8/29/22   1/23/23 147  RT RS QC  Volaris 100  2,632   0.935  1.113 0.757  -0.178 -19  1,993 -41  
long 1/23/23   6/19/24 513  RT RS QC  Banco del Bajio 100  537   3.709  2.869    -0.840 -23  1,542 -17  
accum 1/09/06 6/19/246739 days out of 6746 invested (100%) -85 1,542 -10  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/1832761.0410.989.93 950.80950.80 
 Orbia Advancelong  1/09/06 12/17/077070.391.220.83 213.57213.57 
 Cemexshort 12/17/07  6/15/095462.551.036.313.76 147.76 
 long  3/08/21  8/29/225390.700.39-0.31 -43.8839.04 
 Banco del Bajiolong  1/23/23  6/19/245133.712.87-0.84 -22.65-22.65 
 Genteralong  1/20/20  3/09/20491.060.78-0.28 -26.31-26.31 
 Alpekshort  3/09/20  3/08/213640.540.900.18-0.36 -67.40-67.40 
 Volarisshort  6/04/18  1/20/205950.531.050.01-0.52 -97.76 
 short  8/29/22  1/23/231470.931.110.76-0.18 -19.00-98.19 


Annotations
3/14/24IPCComponent update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
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