Thu, Feb 13th, 2025, 10:04UTC
 
RS Chart
Assessment - IPC Mexico in Dollar - 7/01/24 - RS = 22
 ⇐ 
  instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 1/29/24  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart S add note IPC 2,883.289  8/12/24 -0.02 2,874.787 0.30 3,319.159 -444.372 -13.39   -8.90 
real-time RS chart chart add note Aerop. Centro Norte 8.400  8/12/24 2.22 8.433 -0.40 9.205 -0.771 -8.38   -13.04 
real-time RS chart chart L add note Aerop. Pacifico 15.872  8/12/24 0.72 15.531 2.19 15.979 -0.448 -2.81   -3.56 
real-time RS chart chart L add note Aerop. Sureste 27.865  8/12/24 0.24 30.218 -7.79 29.334 0.884 3.01   9.81 
real-time RS chart chart S add note Alfa 0.570  8/12/24 1.65 0.578 -1.41 0.766 -0.187 -24.48   -15.79 
real-time RS chart chart S add note Alsea 3.001  8/12/24 0.47 3.533 -15.06 3.945 -0.412 -10.44   -5.19 
real-time RS chart chart L add note America Movil 0.880  8/12/24 0.12 0.855 2.92 0.900 -0.045 -4.98   -7.84 
real-time RS chart chart add note Arca Continental 10.122  8/12/24 -0.93 9.646 4.93 11.024 -1.377 -12.50   -4.08 
real-time RS chart chart S add note Banco del Bajio 2.830  8/12/24 0.64 3.036 -6.79 3.739 -0.703 -18.80   -9.73 
real-time RS chart chart S add note Banorte 7.491  8/12/24 0.58 7.964 -5.94 9.931 -1.966 -19.80   -13.93 
real-time RS chart chart add note Becle 1.691  8/12/24 3.67 1.743 -3.02 1.944 -0.200 -10.31   -17.74 
real-time RS chart chart add note Bimbo 3.718  8/12/24 -0.84 3.632 2.35 4.603 -0.970 -21.08   -20.95 
real-time RS chart chart S add note Bolsa Mexicana 1.613  8/12/24 -0.17 1.698 -5.00 2.035 -0.337 -16.57   -13.38 
real-time RS chart chart add note Carso 6.406  8/12/24 -1.65 7.153 -10.45 9.804 -2.651 -27.04   -12.38 
real-time RS chart chart add note Cementos Chihuahua 8.485  8/12/24 -2.81 9.371 -9.46 11.359 -1.988 -17.50   -8.52 
real-time RS chart chart S add note Cemex 0.647  8/12/24 -0.75 0.629 2.76 0.829 -0.200 -24.08   -15.25 
real-time RS chart chart add note Chedraui 7.884  8/12/24 2.44 6.909 14.11 6.466 0.443 6.86   8.69 
real-time RS chart chart add note Coca-Cola FEMSA 9.006  8/12/24 -0.41 8.305 8.44 9.295 -0.990 -10.65   -5.71 
real-time RS chart chart S add note Elektra 51.368  7/26/24 57.664 -10.92 67.160 -9.496 -14.14   -14.43 
real-time RS chart chart S add note FEMSA 11.417  8/12/24 -0.45 10.800 5.71 13.605 -2.805 -20.62   -8.98 
real-time RS chart chart L add note Genomma Lab 1.020  8/12/24 0.926 10.22 0.821 0.105 12.76   10.43 
real-time RS chart chart add note Gentera 1.148  8/12/24 0.05 1.273 -9.82 1.297 -0.024 -1.87   -1.58 
real-time RS chart chart add note Gruma 20.224  8/12/24 -0.21 17.882 13.10 18.081 -0.199 -1.10   0.04 
real-time RS chart chart add note Inbursa 2.405  8/12/24 -2.28 2.398 0.27 2.903 -0.505 -17.39   -3.98 
real-time RS chart chart S add note Kimberly-Clark 1.856  8/12/24 -1.01 1.700 9.18 2.231 -0.532 -23.82   -20.35 
  instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 1/29/24  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note Liverpool 7.249  8/12/24 0.22 7.233 0.23 6.812 0.421 6.17   11.32 
real-time RS chart chart add note Megacable 2.309  8/12/24 -0.72 2.488 -7.19 2.578 -0.090 -3.50   0.59 
real-time RS chart chart add note México 5.773  8/12/24 1.09 5.482 5.31 5.195 0.287 5.52   8.22 
real-time RS chart chart S add note Orbia Advance 1.140  8/12/24 -3.23 1.386 -17.73 1.974 -0.589 -29.82   -30.17 
real-time RS chart chart add note Peñoles 13.137  8/12/24 -0.26 12.965 1.32 13.847 -0.881 -6.37   -4.71 
real-time RS chart chart add note Pinfra 9.457  8/12/24 -1.38 9.141 3.45 9.864 -0.723 -7.33   -8.26 
real-time RS chart chart add note Quálitas 8.955  8/12/24 -2.49 10.277 -12.86 10.348 -0.072 -0.69   10.45 
real-time RS chart chart S add note Regional 6.904  8/12/24 -0.39 7.521 -8.20 9.220 -1.700 -18.43   -9.25 
real-time RS chart chart add note Televisa 0.422  8/12/24 -1.15 0.541 -22.01 0.637 -0.096 -15.10   -16.41 
real-time RS chart chart S add note Vesta 3.057  8/12/24 -0.23 3.010 1.57 3.829 -0.819 -21.40   -15.31 
real-time RS chart chart S add note WalMex 3.405  8/12/24 0.50 3.399 0.18 4.090 -0.691 -16.90   -12.35 
 IPC - 35 out of 35 instruments rated - 7/01/24 / 1/29/24 - 5 did rise, Market-Ratio(22) in USD = 14.29 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/04/21 scale up chart 7/01/24
 


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   8/12/24 567  RT RS QC  Banco del Bajio 100  537   3.709  2.830    -0.879 -24  1,521 -16  
accum 1/09/06 8/12/246975 days out of 6982 invested (100%) -85 1,521 -9  

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  8/12/245673.712.83-0.88 -23.71-23.71 
 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