Sat, 12th Oct 2024, 7:08UTC
 
RS Chart
Assessment - IPC Mexico in Euro - 1/07/24 - RS = 22
 ⇐ 
  instrument freshest ⇓ Δday 1/07/24 ⇓ Δwk 29/01/24  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart S add note IPC 2,688.080  12/08 -0.02 2,680.154 0.30 3,068.550 -388.396 -12.66   -8.12 
real-time RS chart chart add note Aerop. Centro Norte 7.831  12/08 2.22 7.862 -0.40 8.510 -0.647 -7.61   -12.30 
real-time RS chart chart L add note Aerop. Pacifico 14.797  12/08 0.72 14.479 2.19 14.773 -0.293 -1.99   -2.76 
real-time RS chart chart L add note Aerop. Sureste 25.979  12/08 0.24 28.172 -7.79 27.119 1.053 3.88   10.73 
real-time RS chart chart S add note Alfa 0.532  12/08 1.65 0.539 -1.41 0.708 -0.169 -23.84   -15.04 
real-time RS chart chart S add note Alsea 2.798  12/08 0.47 3.294 -15.06 3.647 -0.353 -9.68   -4.33 
real-time RS chart chart L add note America Movil 0.821  12/08 0.12 0.797 2.92 0.832 -0.035 -4.18   -7.07 
real-time RS chart chart add note Arca Continental 9.437  12/08 -0.93 8.993 4.93 10.191 -1.198 -11.76   -3.26 
real-time RS chart chart S add note Banco del Bajio 2.638  12/08 0.64 2.830 -6.79 3.456 -0.626 -18.11   -8.93 
real-time RS chart chart S add note Banorte 6.984  12/08 0.58 7.425 -5.94 9.181 -1.756 -19.12   -13.17 
real-time RS chart chart add note Becle 1.576  12/08 3.67 1.625 -3.02 1.797 -0.172 -9.55   -17.01 
real-time RS chart chart add note Bimbo 3.466  12/08 -0.84 3.386 2.35 4.255 -0.869 -20.42   -20.29 
real-time RS chart chart S add note Bolsa Mexicana 1.504  12/08 -0.17 1.583 -5.00 1.881 -0.298 -15.86   -12.65 
real-time RS chart chart add note Carso 5.972  12/08 -1.65 6.669 -10.45 9.064 -2.395 -26.42   -11.64 
real-time RS chart chart add note Cementos Chihuahua 7.911  12/08 -2.81 8.737 -9.46 10.501 -1.765 -16.80   -7.71 
real-time RS chart chart S add note Cemex 0.603  12/08 -0.75 0.587 2.76 0.766 -0.180 -23.43   -14.53 
real-time RS chart chart add note Chedraui 7.351  12/08 2.44 6.441 14.11 5.978 0.464 7.76   9.69 
real-time RS chart chart add note Coca-Cola FEMSA 8.397  12/08 -0.41 7.743 8.44 8.593 -0.850 -9.89   -4.90 
real-time RS chart chart S add note Elektra 47.890  26/07 53.760 -10.92 62.089 -8.329 -13.41   -13.69 
real-time RS chart chart S add note FEMSA 10.644  12/08 -0.45 10.069 5.71 12.578 -2.509 -19.95   -8.18 
real-time RS chart chart L add note Genomma Lab 0.951  12/08 0.863 10.22 0.759 0.104 13.71   11.40 
real-time RS chart chart add note Gentera 1.070  12/08 0.05 1.187 -9.82 1.199 -0.012 -1.04   -0.69 
real-time RS chart chart add note Gruma 18.855  12/08 -0.21 16.671 13.10 16.715 -0.044 -0.27   0.93 
real-time RS chart chart add note Inbursa 2.242  12/08 -2.28 2.236 0.27 2.684 -0.448 -16.69   -3.18 
real-time RS chart chart S add note Kimberly-Clark 1.730  12/08 -1.01 1.585 9.18 2.063 -0.478 -23.18   -19.68 
  instrument freshest ⇓ Δday 1/07/24 ⇓ Δwk 29/01/24  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note Liverpool 6.759  12/08 0.22 6.743 0.23 6.298 0.445 7.07   12.25 
real-time RS chart chart add note Megacable 2.152  12/08 -0.72 2.319 -7.19 2.383 -0.064 -2.69   1.47 
real-time RS chart chart add note México 5.382  12/08 1.09 5.111 5.31 4.803 0.308 6.41   9.15 
real-time RS chart chart S add note Orbia Advance 1.063  12/08 -3.23 1.292 -17.73 1.825 -0.534 -29.23   -29.58 
real-time RS chart chart add note Peñoles 12.248  12/08 -0.26 12.088 1.32 12.801 -0.714 -5.58   -3.90 
real-time RS chart chart add note Pinfra 8.816  12/08 -1.38 8.522 3.45 9.120 -0.597 -6.55   -7.49 
real-time RS chart chart add note Quálitas 8.349  12/08 -2.49 9.581 -12.86 9.567 0.014 0.15   11.45 
real-time RS chart chart S add note Regional 6.436  12/08 -0.39 7.012 -8.20 8.524 -1.513 -17.75   -8.47 
real-time RS chart chart add note Televisa 0.393  12/08 -1.15 0.504 -22.01 0.589 -0.085 -14.38   -15.77 
real-time RS chart chart S add note Vesta 2.850  12/08 -0.23 2.806 1.57 3.540 -0.734 -20.73   -14.58 
real-time RS chart chart S add note WalMex 3.175  12/08 0.50 3.169 0.18 3.782 -0.613 -16.20   -11.61 
 IPC - 35 out of 35 instruments rated - 1/07/24 / 29/01/24 - 6 did rise, Market-Ratio(22) in EUR = 17.14 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
6/01/20 scale up chart 1/07/24
 


Transactions IPC Mexico in Euro * 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  31,151   0.321  0.848    0.527 164  26,410 65  
short 17/12/07  15/06/09 546  RT RS QC  Cemex 100  14,954   1.766  0.734 4.251  2.485 141  63,563 80  
long 15/06/09   4/06/18 3276  RT RS QC  Gruma 100  85,269   0.745  9.384    8.638 1,159  800,138 33  
short 4/06/18  20/01/20 595  RT RS QC  Volaris 100  1,758,424   0.455  0.940 0.000  -0.455 -100  0 -100  
long 20/01/20   9/03/20 49  RT RS QC  Gentera 100  0   0.948  0.682    -0.266 -28  0 0  
short 9/03/20   8/03/21 364  RT RS QC  Alpek 100  0   0.469  0.758 0.179  -0.290 -62  0 0  
long 8/03/21  29/08/22 539  RT RS QC  Cemex 100  0   0.588  0.391    -0.197 -34  0 0  
short 29/08/22  23/01/23 147  RT RS QC  Volaris 100  0   0.933  1.024 0.843  -0.091 -10  0 0  
long 23/01/23  12/08/24 567  RT RS QC  Banco del Bajio 100  0   3.414  2.638    -0.775 -23  0 0  
accum 9/01/06 12/08/246851 days out of 6858 invested (100%) -100 0 -45  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong 15/06/09  4/06/1832760.759.388.64 1,158.811,158.81 
 Orbia Advancelong  9/01/06 17/12/077070.320.850.53 164.10164.10 
 Cemexshort 17/12/07 15/06/095461.770.734.252.48 140.69 
 long  8/03/21 29/08/225390.590.39-0.20 -33.5359.97 
 Banco del Bajiolong 23/01/23 12/08/245673.412.64-0.78 -22.71-22.71 
 Genteralong 20/01/20  9/03/20490.950.68-0.27 -28.05-28.05 
 Alpekshort  9/03/20  8/03/213640.470.760.18-0.29 -61.78-61.78 
 Volarisshort  4/06/18 20/01/205950.460.940.00-0.45 -99.98 
 short 29/08/22 23/01/231470.931.020.84-0.09 -9.70-99.98 


Annotations
14/03/24IPCComponent update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
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