Tue, 26th Oct 2021, 19:01UTC
 
RS Chart
Assessment - IPC Mexico in Euro - 25/10/21 - RS = 22
 ⇐ 
  ⇓instrument freshest ⇓ Δday 25/10/21 ⇓ Δwk 24/05/21  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note IPC 2,214.969  16:27 0.16 2,211.368 0.16 2,038.039 173.329 8.50   13.18 
real-time RS chart chart L add note Alsea 1.947  16:28 -1.00 1.966 -1.00 1.315 0.651 49.54   56.66 
real-time RS chart chart add note Banco del Bajio 1.691  16:27 0.41 1.684 0.41 1.336 0.348 26.04   40.62 
real-time RS chart chart add note Gentera 0.540  16:28 0.16 0.539 0.16 0.457 0.082 17.91   34.93 
real-time RS chart chart L add note Bimbo 2.464  16:28 2.01 2.416 2.01 1.669 0.747 44.74   31.98 
real-time RS chart chart add note Carso 3.055  16:18 1.24 3.017 1.24 2.348 0.669 28.50   25.75 
real-time RS chart chart add note Liverpool 3.855  16:27 -1.72 3.922 -1.72 3.489 0.433 12.41   24.79 
real-time RS chart chart add note Regional 4.978  16:26 -0.03 4.980 -0.03 4.379 0.601 13.73   23.84 
real-time RS chart chart L add note Aerop. Pacifico 10.967  16:26 -0.11 10.979 -0.11 9.126 1.853 20.30   21.56 
real-time RS chart chart add note Alpek 1.006  16:28 -0.92 1.015 -0.92 0.955 0.061 6.35   20.37 
real-time RS chart chart add note Arca Continental 5.376  16:28 0.62 5.343 0.62 4.489 0.854 19.02   20.34 
real-time RS chart chart L add note WalMex 3.125  16:28 0.11 3.122 0.11 2.587 0.535 20.70   20.13 
real-time RS chart chart add note America Movil 0.759  16:28 0.85 0.753 0.85 0.620 0.133 21.43   19.60 
real-time RS chart chart add note Banorte 5.888  16:28 0.67 5.849 0.67 5.376 0.474 8.81   19.51 
real-time RS chart chart add note Aerop. Sureste 16.863  16:28 -0.56 16.958 -0.56 15.265 1.692 11.09   18.52 
real-time RS chart chart add note Alfa 0.656  16:28 -0.58 0.660 -0.58 0.580 0.080 13.83   15.04 
real-time RS chart chart add note Coca-Cola FEMSA 4.710  16:28 0.39 4.692 0.39 4.006 0.686 17.12   14.79 
real-time RS chart chart add note Cementos Chihuahua 6.491  16:20 0.45 6.462 0.45 5.983 0.479 8.01   14.23 
real-time RS chart chart add note Inbursa 0.887  16:28 -0.76 0.894 -0.76 0.805 0.089 11.06   11.85 
real-time RS chart chart add note Televisa 1.858  16:28 -2.13 1.898 -2.13 2.088 -0.189 -9.08   12.00 
real-time RS chart chart add note México 4.011  16:28 -1.48 4.071 -1.48 3.876 0.196 5.05   11.01 
real-time RS chart chart add note FEMSA 7.304  16:28 1.59 7.190 1.59 6.799 0.390 5.74   10.83 
real-time RS chart chart add note Banco Santander MX 0.997  15:55 0.43 0.993 0.43 0.959 0.034 3.58   10.24 
real-time RS chart chart L add note Gruma 10.241  16:28 0.15 10.225 0.15 8.650 1.576 18.21   8.52 
real-time RS chart chart add note Orbia Advance 2.219  16:28 0.02 2.219 0.02 2.323 -0.104 -4.49   7.69 
  ⇓instrument freshest ⇓ Δday 25/10/21 ⇓ Δwk 24/05/21  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note Elektra 64.209  16:28 -0.64 64.625 -0.64 66.598 -1.973 -2.96   7.61 
real-time RS chart chart add note Cemex 0.590  16:28 0.36 0.588 0.36 0.684 -0.095 -13.94   6.55 
real-time RS chart chart L add note Peñoles 12.601  16:28 -1.06 12.736 -1.06 11.407 1.329 11.65   4.96 
real-time RS chart chart add note Aerop. Centro Norte 5.316  16:27 -0.49 5.342 -0.49 5.280 0.063 1.19   3.81 
real-time RS chart chart S add note Kimberly-Clark 1.421  16:28 0.51 1.413 0.51 1.446 -0.033 -2.28   -0.40 
real-time RS chart chart S add note Genomma Lab 0.815  16:20 -1.29 0.826 -1.29 0.844 -0.018 -2.13   -0.89 
real-time RS chart chart add note Pinfra 6.397  16:28 -0.35 6.419 -0.35 6.361 0.058 0.92   -1.17 
real-time RS chart chart add note Bolsa Mexicana 1.715  16:27 -0.12 1.718 -0.12 1.848 -0.130 -7.04   -5.12 
real-time RS chart chart S add note Becle 1.852  16:26 -0.55 1.863 -0.55 1.985 -0.123 -6.18   -5.74 
real-time RS chart chart S add note Megacable 2.663  16:27 0.19 2.658 0.19 3.022 -0.363 -12.03   -10.31 
 IPC - 34 out of 34 instruments rated - 25/10/21 / 24/05/21 - 25 did rise, Market-Ratio(22) in EUR = 73.53 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
2/01/17 scale up chart 25/10/21
 


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  26/10/21 232  RT RS QC  Cemex 100  0   0.588  0.590    0.003 0  0 0  
accum 9/01/06 26/10/215769 days out of 5776 invested (100%) -100 0 -51  

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 26/10/212320.590.590.00 0.44141.75 
 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 -99.98-99.98 


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