| | |
| | |
Assessment - MerVal in Pound sterling - 7/01/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Merval |
1,376.285 |
8/12/24 |
0.32 |
1,381.326 |
-0.36 |
977.244 |
404.082 |
41.35 |
|
9.04 |
| |  |
 |
 |
 |
|
 |
Banco Macro |
5.786 |
8/12/24 |
0.91 |
6.258 |
-7.54 |
3.939 |
2.318 |
58.85 |
|
46.09 |
| |  |
 |
 |
 |
|
 |
Supervielle |
1.537 |
8/12/24 |
1.14 |
1.497 |
2.69 |
0.868 |
0.630 |
72.55 |
|
47.11 |
| |  |
 |
 |
 |
|
 |
Gr Fin Galicia |
3.612 |
8/12/24 |
0.48 |
3.423 |
5.52 |
2.189 |
1.234 |
56.37 |
|
30.15 |
| |  |
 |
 |
 |
|
 |
BBVA Banco Francés |
3.486 |
8/12/24 |
0.75 |
3.441 |
1.32 |
2.164 |
1.277 |
59.03 |
|
24.14 |
| |  |
 |
 |
 |
L |
 |
TGN |
2.525 |
8/12/24 |
-1.19 |
2.567 |
-1.64 |
1.654 |
0.913 |
55.20 |
|
25.68 |
| |  |
 |
 |
 |
L |
 |
Comercial del Plata |
0.206 |
8/12/24 |
4.28 |
0.168 |
22.39 |
0.098 |
0.070 |
71.78 |
|
55.47 |
| |  |
 |
 |
 |
|
 |
Transener |
1.464 |
8/12/24 |
-3.43 |
1.499 |
-2.34 |
1.024 |
0.475 |
46.41 |
|
25.64 |
| |  |
 |
 |
 |
|
 |
Bolsas y Mercados |
0.249 |
8/12/24 |
|
0.304 |
-18.09 |
0.203 |
0.101 |
49.64 |
|
26.96 |
| |  |
 |
 |
 |
L |
 |
TGS |
4.366 |
8/12/24 |
0.20 |
4.394 |
-0.65 |
2.689 |
1.706 |
63.43 |
|
16.99 |
| |  |
 |
 |
 |
|
 |
YPF |
23.798 |
8/12/24 |
1.85 |
23.725 |
0.31 |
18.535 |
5.190 |
28.00 |
|
7.03 |
| |  |
 |
 |
 |
|
 |
Banco de Valores |
0.295 |
8/12/24 |
-0.15 |
0.304 |
-2.71 |
0.247 |
0.057 |
23.05 |
|
9.43 |
| |  |
 |
 |
 |
|
 |
Central Puerto |
1.018 |
8/12/24 |
1.73 |
1.056 |
-3.66 |
0.801 |
0.255 |
31.83 |
|
-2.34 |
| |  |
 |
 |
 |
L |
 |
Mirgor |
16.328 |
8/12/24 |
-1.57 |
16.888 |
-3.32 |
10.733 |
6.155 |
57.34 |
|
0.66 |
| |  |
 |
 |
 |
|
 |
IRSA |
1.104 |
8/12/24 |
0.39 |
1.032 |
7.01 |
0.773 |
0.259 |
33.58 |
|
-10.39 |
| |  |
 |
 |
 |
|
 |
Telecom Argentina |
1.568 |
8/12/24 |
-0.82 |
1.680 |
-6.70 |
1.460 |
0.220 |
15.06 |
|
-8.43 |
| |  |
 |
 |
 |
|
 |
Edenor |
0.948 |
8/12/24 |
-0.90 |
0.927 |
2.34 |
0.856 |
0.071 |
8.24 |
|
-13.73 |
| |  |
 |
 |
 |
|
 |
Pampa Energía |
2.295 |
8/12/24 |
0.57 |
2.100 |
9.31 |
1.665 |
0.435 |
26.11 |
|
-10.81 |
| |  |
 |
 |
 |
|
 |
Loma Negra |
1.516 |
8/12/24 |
-2.23 |
1.608 |
-5.75 |
1.415 |
0.193 |
13.63 |
|
-10.94 |
| |  |
 |
 |
 |
|
 |
Cresud |
0.875 |
8/12/24 |
-1.94 |
0.960 |
-8.91 |
0.772 |
0.189 |
24.45 |
|
-14.97 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
0.767 |
8/12/24 |
-2.32 |
0.880 |
-12.80 |
0.735 |
0.145 |
19.80 |
|
-17.32 |
| |  |
 |
 |
 |
|
 |
Aluar |
0.802 |
8/12/24 |
-2.73 |
0.879 |
-8.72 |
0.752 |
0.127 |
16.88 |
|
-20.28 |
| MerVal - 21 out of 21 instruments rated - 7/01/24 / 3/04/24 - 21 did rise, Market-Ratio(17) in GBP = 100.00 % |
| Stock Exchange Currency: ARS $ Argentine peso |
Technical Chart
Transactions MerVal in Pound sterling * A17 - 53/51 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
3/27/06 |
84 |
|
- cash - |
| long |
3/27/06 |
5/01/06 |
35 |
 |
 |
 |
Tenaris |
100 |
978 |
|
10.219 |
11.947 |
|
1.727 |
17 |
11,689 |
410 |
|
| short |
5/01/06 |
10/02/06 |
154 |
 |
 |
 |
Comercial del Plata |
100 |
158,225 |
|
0.074 |
0.046 |
0.118 |
0.044 |
59 |
18,591 |
200 |
|
| long |
10/02/06 |
6/11/07 |
252 |
 |
 |
 |
Banco Macro |
100 |
15,440 |
|
1.204 |
1.764 |
|
0.560 |
46 |
27,233 |
74 |
|
| short |
6/11/07 |
6/18/07 |
7 |
 |
 |
 |
YPF |
100 |
1,285 |
|
21.190 |
21.637 |
20.743 |
-0.447 |
-2 |
26,659 |
-67 |
|
| long |
6/18/07 |
8/06/07 |
49 |
 |
 |
 |
Telecom Argentina |
100 |
10,241 |
|
2.603 |
2.140 |
|
-0.463 |
-18 |
21,915 |
-77 |
|
| short |
8/06/07 |
9/03/07 |
28 |
 |
 |
 |
YPF |
100 |
1,096 |
|
19.982 |
19.596 |
20.376 |
0.394 |
2 |
22,347 |
29 |
|
| long |
9/03/07 |
9/10/07 |
7 |
 |
 |
 |
Pampa Energía |
100 |
53,792 |
|
0.415 |
0.407 |
|
-0.008 |
-2 |
21,919 |
-63 |
|
| short |
9/10/07 |
9/24/07 |
14 |
 |
 |
 |
YPF |
100 |
1,185 |
|
18.493 |
19.374 |
17.613 |
-0.880 |
-5 |
20,876 |
-72 |
|
| long |
9/24/07 |
11/05/07 |
42 |
 |
 |
 |
Petrobras |
100 |
2,192 |
|
9.521 |
13.336 |
|
3.814 |
40 |
29,237 |
1,769 |
|
| short |
11/05/07 |
11/19/07 |
14 |
 |
 |
 |
Gr Fin Galicia |
100 |
78,395 |
|
0.373 |
0.367 |
0.379 |
0.006 |
2 |
29,728 |
54 |
|
| long |
11/19/07 |
12/24/07 |
35 |
 |
 |
 |
Petrobras |
100 |
2,378 |
|
12.500 |
14.545 |
|
2.045 |
16 |
34,590 |
385 |
|
| short |
12/24/07 |
2/16/09 |
420 |
 |
 |
 |
Gr Fin Galicia |
100 |
93,574 |
|
0.370 |
0.138 |
0.993 |
0.623 |
169 |
92,928 |
136 |
|
| long |
2/16/09 |
2/23/09 |
7 |
 |
 |
 |
YPF |
100 |
3,065 |
|
30.310 |
23.852 |
|
-6.458 |
-21 |
73,135 |
-100 |
|
| short |
2/23/09 |
3/16/09 |
21 |
 |
 |
 |
Edenor |
100 |
561,346 |
|
0.130 |
0.126 |
0.135 |
0.005 |
4 |
75,726 |
83 |
|
| long |
3/16/09 |
3/23/09 |
7 |
 |
 |
 |
Petrobras |
100 |
6,376 |
|
11.876 |
11.903 |
|
0.027 |
0 |
75,901 |
13 |
|
| short |
3/23/09 |
5/04/09 |
42 |
 |
 |
 |
Ternium Argentina |
100 |
585,042 |
|
0.130 |
0.148 |
0.112 |
-0.018 |
-14 |
65,349 |
-73 |
|
| long |
5/04/09 |
2/01/10 |
273 |
 |
 |
 |
Banco Macro |
100 |
66,191 |
|
0.987 |
1.571 |
|
0.584 |
59 |
103,976 |
86 |
|
| short |
2/01/10 |
3/08/10 |
35 |
 |
 |
 |
Comercial del Plata |
100 |
1,985,747 |
|
0.052 |
0.050 |
0.055 |
0.003 |
5 |
109,216 |
67 |
|
| long |
3/08/10 |
5/03/10 |
56 |
 |
 |
 |
Ternium Argentina |
100 |
328,453 |
|
0.333 |
0.317 |
|
-0.016 |
-5 |
103,964 |
-27 |
|
| short |
5/03/10 |
5/31/10 |
28 |
 |
 |
 |
Petrobras |
100 |
8,707 |
|
11.939 |
12.609 |
11.270 |
-0.670 |
-6 |
98,134 |
-53 |
|
| long |
5/31/10 |
6/28/10 |
28 |
 |
 |
 |
Ternium Argentina |
100 |
284,976 |
|
0.344 |
0.348 |
|
0.004 |
1 |
99,312 |
17 |
|
| short |
6/28/10 |
7/19/10 |
21 |
 |
 |
 |
Petrobras |
100 |
8,345 |
|
11.900 |
11.852 |
11.948 |
0.048 |
0 |
99,713 |
7 |
|
| long |
7/19/10 |
7/26/10 |
7 |
 |
 |
 |
Banco Macro |
100 |
43,121 |
|
2.312 |
2.368 |
|
0.056 |
2 |
102,118 |
246 |
|
| short |
7/26/10 |
8/30/10 |
35 |
 |
 |
 |
Petrobras Argentina |
100 |
213,377 |
|
0.479 |
0.487 |
0.470 |
-0.008 |
-2 |
100,373 |
-16 |
|
| long |
8/30/10 |
4/11/11 |
224 |
 |
 |
 |
Gr Fin Galicia |
100 |
183,352 |
|
0.547 |
0.846 |
|
0.298 |
55 |
155,087 |
103 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
4/11/11 |
1/16/12 |
280 |
 |
 |
 |
Petrobras |
100 |
13,089 |
|
11.848 |
10.342 |
13.572 |
1.725 |
15 |
177,660 |
19 |
|
| long |
1/16/12 |
2/06/12 |
21 |
 |
 |
 |
Tenaris |
100 |
12,679 |
|
14.012 |
13.501 |
|
-0.511 |
-4 |
171,180 |
-48 |
|
| short |
2/06/12 |
2/27/12 |
21 |
 |
 |
 |
Gr Fin Galicia |
100 |
346,995 |
|
0.493 |
0.505 |
0.482 |
-0.011 |
-2 |
167,252 |
-33 |
|
| long |
2/27/12 |
3/05/12 |
7 |
 |
 |
 |
Tenaris |
100 |
11,688 |
|
14.309 |
14.400 |
|
0.091 |
1 |
168,316 |
39 |
|
| short |
3/05/12 |
3/12/12 |
7 |
 |
 |
 |
Aluar |
100 |
420,782 |
|
0.400 |
0.429 |
0.371 |
-0.029 |
-7 |
155,984 |
-98 |
|
| long |
3/12/12 |
4/23/12 |
42 |
 |
 |
 |
Tenaris |
100 |
10,161 |
|
15.351 |
14.625 |
|
-0.726 |
-5 |
148,612 |
-34 |
|
| short |
4/23/12 |
8/27/12 |
126 |
 |
 |
 |
YPF |
100 |
13,496 |
|
11.011 |
11.431 |
10.592 |
-0.420 |
-4 |
142,949 |
-11 |
|
| long |
8/27/12 |
9/03/12 |
7 |
 |
 |
 |
Tenaris |
100 |
7,833 |
|
18.248 |
18.619 |
|
0.371 |
2 |
145,854 |
186 |
|
| short |
9/03/12 |
9/10/12 |
7 |
 |
 |
 |
Pampa Energía |
100 |
1,094,699 |
|
0.133 |
0.131 |
0.135 |
0.002 |
1 |
148,003 |
114 |
|
| long |
9/10/12 |
10/15/12 |
35 |
 |
 |
 |
Tenaris |
100 |
7,834 |
|
18.892 |
17.334 |
|
-1.558 |
-8 |
135,796 |
-59 |
|
| short |
10/15/12 |
10/22/12 |
7 |
 |
 |
 |
Pampa Energía |
100 |
1,117,648 |
|
0.122 |
0.115 |
0.129 |
0.007 |
6 |
143,953 |
1,994 |
|
| long |
10/22/12 |
10/29/12 |
7 |
 |
 |
 |
Tenaris |
100 |
8,696 |
|
16.552 |
17.000 |
|
0.448 |
3 |
147,845 |
302 |
|
| short |
10/29/12 |
12/24/12 |
56 |
 |
 |
 |
Pampa Energía |
100 |
1,270,342 |
|
0.116 |
0.120 |
0.113 |
-0.003 |
-3 |
143,549 |
-17 |
|
| long |
12/24/12 |
5/27/13 |
154 |
 |
 |
 |
Gr Fin Galicia |
100 |
252,442 |
|
0.569 |
0.596 |
|
0.027 |
5 |
150,402 |
12 |
|
| short |
5/27/13 |
6/10/13 |
14 |
 |
 |
 |
Pampa Energía |
100 |
1,080,269 |
|
0.139 |
0.134 |
0.144 |
0.005 |
4 |
155,883 |
154 |
|
| long |
6/10/13 |
6/17/13 |
7 |
 |
 |
 |
Telecom Argentina |
100 |
48,433 |
|
3.218 |
2.777 |
|
-0.442 |
-14 |
134,497 |
-100 |
|
| short |
6/17/13 |
8/12/13 |
56 |
 |
 |
 |
Comercial del Plata |
100 |
2,252,182 |
|
0.060 |
0.058 |
0.062 |
0.002 |
4 |
139,410 |
26 |
|
| long |
8/12/13 |
2/10/14 |
182 |
 |
 |
 |
Telecom Argentina |
100 |
38,455 |
|
3.625 |
2.495 |
|
-1.131 |
-31 |
95,935 |
-53 |
|
| short |
2/10/14 |
2/24/14 |
14 |
 |
 |
 |
Petrobras |
100 |
20,543 |
|
4.670 |
4.645 |
4.695 |
0.025 |
1 |
96,457 |
15 |
|
| long |
2/24/14 |
12/15/14 |
294 |
 |
 |
 |
Edenor |
100 |
371,990 |
|
0.259 |
0.452 |
|
0.193 |
74 |
168,224 |
99 |
|
| short |
12/15/14 |
2/09/15 |
56 |
 |
 |
 |
Petrobras |
100 |
64,301 |
|
2.616 |
3.117 |
2.115 |
-0.501 |
-19 |
136,004 |
-75 |
|
| long |
2/09/15 |
2/16/15 |
7 |
 |
 |
 |
Aluar |
100 |
194,909 |
|
0.698 |
0.698 |
|
-0.000 |
0 |
135,974 |
-1 |
|
| short |
2/16/15 |
2/23/15 |
7 |
 |
 |
 |
Petrobras |
100 |
43,469 |
|
3.128 |
2.866 |
3.414 |
0.286 |
9 |
148,390 |
9,423 |
|
| long |
2/23/15 |
3/02/15 |
7 |
 |
 |
 |
Comercial del Plata |
100 |
817,910 |
|
0.181 |
0.190 |
|
0.009 |
5 |
155,471 |
1,037 |
|
| short |
3/02/15 |
3/09/15 |
7 |
 |
 |
 |
Petrobras |
100 |
54,670 |
|
2.844 |
2.529 |
3.198 |
0.354 |
12 |
174,830 |
45,350 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | long |
3/09/15 |
6/29/15 |
112 |
 |
 |
 |
Comercial del Plata |
100 |
877,242 |
|
0.199 |
0.204 |
|
0.004 |
2 |
178,537 |
7 |
|
| short |
6/29/15 |
10/12/15 |
105 |
 |
 |
 |
Tenaris |
100 |
14,790 |
|
12.071 |
13.392 |
10.751 |
-1.320 |
-11 |
159,007 |
-33 |
|
| long |
10/12/15 |
10/19/15 |
7 |
 |
 |
 |
Pampa Energía |
100 |
260,407 |
|
0.611 |
0.679 |
|
0.068 |
11 |
176,799 |
25,129 |
|
| short |
10/19/15 |
10/26/15 |
7 |
 |
 |
 |
YPF |
100 |
10,732 |
|
16.473 |
18.536 |
14.409 |
-2.064 |
-13 |
154,652 |
-100 |
|
| long |
10/26/15 |
3/07/16 |
133 |
 |
 |
 |
Pampa Energía |
100 |
186,858 |
|
0.828 |
0.562 |
|
-0.266 |
-32 |
104,990 |
-65 |
|
| short |
3/07/16 |
4/11/16 |
35 |
 |
 |
 |
YPF |
100 |
8,227 |
|
12.761 |
11.947 |
13.632 |
0.870 |
7 |
112,148 |
99 |
|
| long |
4/11/16 |
6/20/16 |
70 |
 |
 |
 |
Gr Fin Galicia |
100 |
61,432 |
|
1.826 |
2.066 |
|
0.241 |
13 |
126,946 |
91 |
|
| short |
6/20/16 |
7/04/16 |
14 |
 |
 |
 |
Comercial del Plata |
100 |
934,793 |
|
0.136 |
0.155 |
0.116 |
-0.019 |
-14 |
108,810 |
-98 |
|
| long |
7/04/16 |
11/21/16 |
140 |
 |
 |
 |
Petrobras |
100 |
38,525 |
|
2.824 |
4.144 |
|
1.320 |
47 |
159,655 |
172 |
|
| short |
11/21/16 |
11/28/16 |
7 |
 |
 |
 |
BBVA Banco Francés |
100 |
33,089 |
|
4.825 |
4.825 |
4.825 |
-0.000 |
0 |
159,655 |
0 |
|
| long |
11/28/16 |
12/19/16 |
21 |
 |
 |
 |
Petrobras |
100 |
38,525 |
|
4.144 |
3.965 |
|
-0.179 |
-4 |
152,745 |
-54 |
|
| short |
12/19/16 |
12/26/16 |
7 |
 |
 |
 |
Petrobras Argentina |
100 |
397,498 |
|
0.384 |
0.526 |
0.243 |
-0.141 |
-37 |
96,553 |
-100 |
|
| long |
12/26/16 |
4/30/18 |
490 |
 |
 |
 |
Petrobras |
100 |
23,279 |
|
4.148 |
5.139 |
|
0.992 |
24 |
119,643 |
17 |
|
| short |
4/30/18 |
6/11/18 |
42 |
 |
 |
 |
San Miguel |
100 |
35,161 |
|
3.403 |
3.016 |
3.839 |
0.436 |
13 |
134,972 |
185 |
|
| long |
6/11/18 |
6/18/18 |
7 |
 |
 |
 |
Tenaris |
100 |
9,648 |
|
13.989 |
13.165 |
|
-0.824 |
-6 |
127,019 |
-96 |
|
| short |
6/18/18 |
9/24/18 |
98 |
 |
 |
 |
Consultatio |
100 |
128,924 |
|
0.985 |
0.881 |
1.102 |
0.117 |
12 |
142,049 |
52 |
|
| long |
9/24/18 |
10/08/18 |
14 |
 |
 |
 |
Tenaris |
100 |
11,173 |
|
12.713 |
13.046 |
|
0.333 |
3 |
145,769 |
96 |
|
| short |
10/08/18 |
10/29/18 |
21 |
 |
 |
 |
Supervielle |
100 |
128,718 |
|
1.132 |
1.264 |
1.001 |
-0.131 |
-12 |
128,898 |
-88 |
|
| long |
10/29/18 |
11/26/18 |
28 |
 |
 |
 |
Petrobras |
100 |
21,327 |
|
6.044 |
5.316 |
|
-0.727 |
-12 |
113,387 |
-81 |
|
| short |
11/26/18 |
12/10/18 |
14 |
 |
 |
 |
Mirgor |
100 |
18,619 |
|
6.090 |
7.231 |
4.948 |
-1.142 |
-19 |
92,131 |
-100 |
|
| long |
12/10/18 |
1/14/19 |
35 |
 |
 |
 |
Petrobras |
100 |
17,007 |
|
5.417 |
5.978 |
|
0.561 |
10 |
101,674 |
180 |
|
| short |
1/14/19 |
2/04/19 |
21 |
 |
 |
 |
MetroGAS |
100 |
171,885 |
|
0.592 |
0.623 |
0.560 |
-0.032 |
-5 |
96,204 |
-62 |
|
| long |
2/04/19 |
4/15/19 |
70 |
 |
 |
 |
Petrobras |
100 |
15,183 |
|
6.336 |
5.737 |
|
-0.599 |
-9 |
87,102 |
-40 |
|
| short |
4/15/19 |
7/01/19 |
77 |
 |
 |
 |
MetroGAS |
100 |
253,381 |
|
0.344 |
0.385 |
0.303 |
-0.041 |
-12 |
76,724 |
-45 |
|
| long |
7/01/19 |
8/19/19 |
49 |
 |
 |
 |
Banco Macro |
100 |
13,554 |
|
5.660 |
3.265 |
|
-2.395 |
-42 |
44,265 |
-98 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
8/19/19 |
12/16/19 |
119 |
 |
 |
 |
Comercial del Plata |
100 |
2,133,010 |
|
0.021 |
0.023 |
0.018 |
-0.002 |
-11 |
39,247 |
-31 |
|
| long |
12/16/19 |
3/02/20 |
77 |
 |
 |
 |
Banco de Valores |
100 |
246,552 |
|
0.159 |
0.182 |
|
0.023 |
14 |
44,929 |
90 |
|
| short |
3/02/20 |
5/18/20 |
77 |
 |
 |
 |
Edenor |
100 |
182,864 |
|
0.246 |
0.252 |
0.240 |
-0.006 |
-2 |
43,814 |
-11 |
|
| long |
5/18/20 |
5/25/20 |
7 |
 |
 |
 |
Banco de Valores |
100 |
173,159 |
|
0.253 |
0.259 |
|
0.006 |
2 |
44,883 |
251 |
|
| short |
5/25/20 |
6/08/20 |
14 |
 |
 |
 |
TGN |
100 |
122,547 |
|
0.366 |
0.445 |
0.287 |
-0.079 |
-22 |
35,220 |
-100 |
|
| long |
6/08/20 |
9/21/20 |
105 |
 |
 |
 |
Banco de Valores |
100 |
133,475 |
|
0.264 |
0.208 |
|
-0.056 |
-21 |
27,754 |
-56 |
|
| short |
9/21/20 |
9/28/20 |
7 |
 |
 |
 |
YPF |
100 |
4,685 |
|
5.924 |
5.581 |
6.288 |
0.364 |
6 |
29,460 |
2,143 |
|
| long |
9/28/20 |
10/05/20 |
7 |
 |
 |
 |
Bolsas y Mercados |
100 |
272,987 |
|
0.108 |
0.108 |
|
-0.000 |
0 |
29,432 |
-5 |
|
| short |
10/05/20 |
10/12/20 |
7 |
 |
 |
 |
YPF |
100 |
5,082 |
|
5.791 |
6.056 |
5.525 |
-0.266 |
-5 |
28,082 |
-91 |
|
| long |
10/12/20 |
12/07/20 |
56 |
 |
 |
 |
Ternium Argentina |
100 |
60,494 |
|
0.464 |
0.498 |
|
0.034 |
7 |
30,128 |
58 |
|
| short |
12/07/20 |
12/14/20 |
7 |
 |
 |
 |
Banco Macro |
100 |
13,429 |
|
2.243 |
2.107 |
2.388 |
0.145 |
6 |
32,073 |
2,510 |
|
| long |
12/14/20 |
2/15/21 |
63 |
 |
 |
 |
Ternium Argentina |
100 |
67,395 |
|
0.476 |
0.413 |
|
-0.062 |
-13 |
27,866 |
-56 |
|
| short |
2/15/21 |
5/17/21 |
91 |
 |
 |
 |
Cablevisión |
100 |
10,025 |
|
2.780 |
2.307 |
3.349 |
0.570 |
21 |
33,579 |
111 |
|
| long |
5/17/21 |
2/21/22 |
280 |
 |
 |
 |
Cresud |
100 |
37,923 |
|
0.885 |
0.820 |
|
-0.065 |
-7 |
31,110 |
-9 |
|
| short |
2/21/22 |
2/28/22 |
7 |
 |
 |
 |
Holcim (Argentina) |
100 |
27,015 |
|
1.152 |
1.129 |
1.174 |
0.022 |
2 |
31,716 |
174 |
|
| long |
2/28/22 |
3/07/22 |
7 |
 |
 |
 |
TGN |
100 |
41,766 |
|
0.759 |
0.801 |
|
0.042 |
6 |
33,470 |
1,555 |
|
| short |
3/07/22 |
3/21/22 |
14 |
 |
 |
 |
Holcim (Argentina) |
100 |
31,532 |
|
1.061 |
1.097 |
1.026 |
-0.036 |
-3 |
32,343 |
-59 |
|
| long |
3/21/22 |
5/09/22 |
49 |
 |
 |
 |
Comercial del Plata |
100 |
577,249 |
|
0.056 |
0.060 |
|
0.004 |
7 |
34,500 |
62 |
|
| short |
5/09/22 |
5/16/22 |
7 |
 |
 |
 |
Holcim (Argentina) |
100 |
34,979 |
|
0.986 |
1.114 |
0.858 |
-0.128 |
-13 |
30,027 |
-100 |
|
| long |
5/16/22 |
6/06/22 |
21 |
 |
 |
 |
Comercial del Plata |
100 |
475,435 |
|
0.063 |
0.065 |
|
0.001 |
2 |
30,691 |
46 |
|
| short |
6/06/22 |
7/11/22 |
35 |
 |
 |
 |
BBVA Banco Francés |
100 |
22,963 |
|
1.337 |
1.478 |
1.195 |
-0.142 |
-11 |
27,434 |
-69 |
|
| long |
7/11/22 |
8/12/24 |
763 |
 |
 |
 |
Comercial del Plata |
100 |
295,600 |
|
0.093 |
0.206 |
|
0.113 |
122 |
60,874 |
46 |
|
| accum | 3/27/06 |
8/12/24 | 7194 |
days out of 7278 invested (99%) |
509 |
60,874 |
10 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Gr Fin Galicia | short | 11/05/07 | 11/19/07 | 14 | 0.37 | 0.37 | 0.38 | 0.01 | 1.68 | | | |
| | short | 12/24/07 | 2/16/09 | 420 | 0.37 | 0.14 | 0.99 | 0.62 | 168.66 | | | |
| | long | 8/30/10 | 4/11/11 | 224 | 0.55 | 0.85 | | 0.30 | 54.51 | | | |
| | short | 2/06/12 | 2/27/12 | 21 | 0.49 | 0.50 | 0.48 | -0.01 | -2.29 | | | |
| | long | 12/24/12 | 5/27/13 | 154 | 0.57 | 0.60 | | 0.03 | 4.77 | | | |
| | long | 4/11/16 | 6/20/16 | 70 | 1.83 | 2.07 | | 0.24 | 13.20 | | | 389.08 |
| Comercial del Plata | short | 5/01/06 | 10/02/06 | 154 | 0.07 | 0.05 | 0.12 | 0.04 | 59.05 | | | |
| | short | 2/01/10 | 3/08/10 | 35 | 0.05 | 0.05 | 0.06 | 0.00 | 5.04 | | | |
| | short | 6/17/13 | 8/12/13 | 56 | 0.06 | 0.06 | 0.06 | 0.00 | 3.65 | | | |
| | long | 2/23/15 | 3/02/15 | 7 | 0.18 | 0.19 | | 0.01 | 4.77 | | | |
| | long | 3/09/15 | 6/29/15 | 112 | 0.20 | 0.20 | | 0.00 | 2.12 | | | |
| | short | 6/20/16 | 7/04/16 | 14 | 0.14 | 0.16 | 0.12 | -0.02 | -14.29 | | | |
| | short | 8/19/19 | 12/16/19 | 119 | 0.02 | 0.02 | 0.02 | -0.00 | -11.33 | | | |
| | long | 3/21/22 | 5/09/22 | 49 | 0.06 | 0.06 | | 0.00 | 6.67 | | | |
| | long | 5/16/22 | 6/06/22 | 21 | 0.06 | 0.06 | | 0.00 | 2.21 | | | |
| | long | 7/11/22 | 8/12/24 | 763 | 0.09 | 0.21 | | 0.11 | 121.89 | | | 240.64 |
| Petrobras | long | 9/24/07 | 11/05/07 | 42 | 9.52 | 13.34 | | 3.81 | 40.06 | | | |
| | long | 11/19/07 | 12/24/07 | 35 | 12.50 | 14.55 | | 2.04 | 16.36 | | | |
| | long | 3/16/09 | 3/23/09 | 7 | 11.88 | 11.90 | | 0.03 | 0.23 | | | |
| | short | 5/03/10 | 5/31/10 | 28 | 11.94 | 12.61 | 11.27 | -0.67 | -5.61 | | | |
| | short | 6/28/10 | 7/19/10 | 21 | 11.90 | 11.85 | 11.95 | 0.05 | 0.40 | | | |
| | short | 4/11/11 | 1/16/12 | 280 | 11.85 | 10.34 | 13.57 | 1.72 | 14.56 | | | |
| | short | 2/10/14 | 2/24/14 | 14 | 4.67 | 4.64 | 4.70 | 0.03 | 0.54 | | | |
| | short | 12/15/14 | 2/09/15 | 56 | 2.62 | 3.12 | 2.12 | -0.50 | -19.15 | | | |
| | short | 2/16/15 | 2/23/15 | 7 | 3.13 | 2.87 | 3.41 | 0.29 | 9.13 | | | |
| | short | 3/02/15 | 3/09/15 | 7 | 2.84 | 2.53 | 3.20 | 0.35 | 12.45 | | | |
| | long | 7/04/16 | 11/21/16 | 140 | 2.82 | 4.14 | | 1.32 | 46.73 | | | |
| | long | 11/28/16 | 12/19/16 | 21 | 4.14 | 3.96 | | -0.18 | -4.33 | | | |
| | long | 12/26/16 | 4/30/18 | 490 | 4.15 | 5.14 | | 0.99 | 23.92 | | | |
| | long | 10/29/18 | 11/26/18 | 28 | 6.04 | 5.32 | | -0.73 | -12.03 | | | |
| | long | 12/10/18 | 1/14/19 | 35 | 5.42 | 5.98 | | 0.56 | 10.36 | | | |
| | long | 2/04/19 | 4/15/19 | 70 | 6.34 | 5.74 | | -0.60 | -9.46 | | | 170.48 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Edenor | short | 2/23/09 | 3/16/09 | 21 | 0.13 | 0.13 | 0.13 | 0.00 | 3.54 | | | |
| | long | 2/24/14 | 12/15/14 | 294 | 0.26 | 0.45 | | 0.19 | 74.40 | | | |
| | short | 3/02/20 | 5/18/20 | 77 | 0.25 | 0.25 | 0.24 | -0.01 | -2.48 | | | 76.10 |
| Banco Macro | long | 10/02/06 | 6/11/07 | 252 | 1.20 | 1.76 | | 0.56 | 46.48 | | | |
| | long | 5/04/09 | 2/01/10 | 273 | 0.99 | 1.57 | | 0.58 | 59.11 | | | |
| | long | 7/19/10 | 7/26/10 | 7 | 2.31 | 2.37 | | 0.06 | 2.41 | | | |
| | long | 7/01/19 | 8/19/19 | 49 | 5.66 | 3.27 | | -2.39 | -42.31 | | | |
| | short | 12/07/20 | 12/14/20 | 7 | 2.24 | 2.11 | 2.39 | 0.14 | 6.46 | | | 46.59 |
| Cablevisión | short | 2/15/21 | 5/17/21 | 91 | 2.78 | 2.31 | 3.35 | 0.57 | 20.50 | | | 20.50 |
| San Miguel | short | 4/30/18 | 6/11/18 | 42 | 3.40 | 3.02 | 3.84 | 0.44 | 12.81 | | | 12.81 |
| Consultatio | short | 6/18/18 | 9/24/18 | 98 | 0.99 | 0.88 | 1.10 | 0.12 | 11.83 | | | 11.83 |
| Bolsas y Mercados | long | 9/28/20 | 10/05/20 | 7 | 0.11 | 0.11 | | -0.00 | -0.10 | | | -0.10 |
| Aluar | short | 3/05/12 | 3/12/12 | 7 | 0.40 | 0.43 | 0.37 | -0.03 | -7.33 | | | |
| | long | 2/09/15 | 2/16/15 | 7 | 0.70 | 0.70 | | -0.00 | -0.02 | | | -7.35 |
| Cresud | long | 5/17/21 | 2/21/22 | 280 | 0.89 | 0.82 | | -0.07 | -7.35 | | | -7.35 |
| Banco de Valores | long | 12/16/19 | 3/02/20 | 77 | 0.16 | 0.18 | | 0.02 | 14.48 | | | |
| | long | 5/18/20 | 5/25/20 | 7 | 0.25 | 0.26 | | 0.01 | 2.44 | | | |
| | long | 6/08/20 | 9/21/20 | 105 | 0.26 | 0.21 | | -0.06 | -21.20 | | | -7.59 |
| BBVA Banco Francés | short | 11/21/16 | 11/28/16 | 7 | 4.82 | 4.82 | 4.82 | -0.00 | 0.00 | | | |
| | short | 6/06/22 | 7/11/22 | 35 | 1.34 | 1.48 | 1.19 | -0.14 | -10.61 | | | -10.61 |
| Tenaris | long | 3/27/06 | 5/01/06 | 35 | 10.22 | 11.95 | | 1.73 | 16.90 | | | |
| | long | 1/16/12 | 2/06/12 | 21 | 14.01 | 13.50 | | -0.51 | -3.65 | | | |
| | long | 2/27/12 | 3/05/12 | 7 | 14.31 | 14.40 | | 0.09 | 0.64 | | | |
| | long | 3/12/12 | 4/23/12 | 42 | 15.35 | 14.63 | | -0.73 | -4.73 | | | |
| | long | 8/27/12 | 9/03/12 | 7 | 18.25 | 18.62 | | 0.37 | 2.03 | | | |
| | long | 9/10/12 | 10/15/12 | 35 | 18.89 | 17.33 | | -1.56 | -8.25 | | | |
| | long | 10/22/12 | 10/29/12 | 7 | 16.55 | 17.00 | | 0.45 | 2.70 | | | |
| | short | 6/29/15 | 10/12/15 | 105 | 12.07 | 13.39 | 10.75 | -1.32 | -10.94 | | | |
| | long | 6/11/18 | 6/18/18 | 7 | 13.99 | 13.17 | | -0.82 | -5.89 | | | |
| | long | 9/24/18 | 10/08/18 | 14 | 12.71 | 13.05 | | 0.33 | 2.62 | | | -10.69 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Supervielle | short | 10/08/18 | 10/29/18 | 21 | 1.13 | 1.26 | 1.00 | -0.13 | -11.57 | | | -11.57 |
| Holcim (Argentina) | short | 2/21/22 | 2/28/22 | 7 | 1.15 | 1.13 | 1.17 | 0.02 | 1.95 | | | |
| | short | 3/07/22 | 3/21/22 | 14 | 1.06 | 1.10 | 1.03 | -0.04 | -3.37 | | | |
| | short | 5/09/22 | 5/16/22 | 7 | 0.99 | 1.11 | 0.86 | -0.13 | -12.97 | | | -14.26 |
| MetroGAS | short | 1/14/19 | 2/04/19 | 21 | 0.59 | 0.62 | 0.56 | -0.03 | -5.38 | | | |
| | short | 4/15/19 | 7/01/19 | 77 | 0.34 | 0.38 | 0.30 | -0.04 | -11.91 | | | -16.65 |
| TGN | short | 5/25/20 | 6/08/20 | 14 | 0.37 | 0.45 | 0.29 | -0.08 | -21.53 | | | |
| | long | 2/28/22 | 3/07/22 | 7 | 0.76 | 0.80 | | 0.04 | 5.53 | | | -17.19 |
| Mirgor | short | 11/26/18 | 12/10/18 | 14 | 6.09 | 7.23 | 4.95 | -1.14 | -18.75 | | | -18.75 |
| Pampa Energía | long | 9/03/07 | 9/10/07 | 7 | 0.42 | 0.41 | | -0.01 | -1.91 | | | |
| | short | 9/03/12 | 9/10/12 | 7 | 0.13 | 0.13 | 0.14 | 0.00 | 1.47 | | | |
| | short | 10/15/12 | 10/22/12 | 7 | 0.12 | 0.11 | 0.13 | 0.01 | 6.01 | | | |
| | short | 10/29/12 | 12/24/12 | 56 | 0.12 | 0.12 | 0.11 | -0.00 | -2.91 | | | |
| | short | 5/27/13 | 6/10/13 | 14 | 0.14 | 0.13 | 0.14 | 0.01 | 3.64 | | | |
| | long | 10/12/15 | 10/19/15 | 7 | 0.61 | 0.68 | | 0.07 | 11.19 | | | |
| | long | 10/26/15 | 3/07/16 | 133 | 0.83 | 0.56 | | -0.27 | -32.11 | | | -19.85 |
| Ternium Argentina | short | 3/23/09 | 5/04/09 | 42 | 0.13 | 0.15 | 0.11 | -0.02 | -13.90 | | | |
| | long | 3/08/10 | 5/03/10 | 56 | 0.33 | 0.32 | | -0.02 | -4.81 | | | |
| | long | 5/31/10 | 6/28/10 | 28 | 0.34 | 0.35 | | 0.00 | 1.20 | | | |
| | long | 10/12/20 | 12/07/20 | 56 | 0.46 | 0.50 | | 0.03 | 7.29 | | | |
| | long | 12/14/20 | 2/15/21 | 63 | 0.48 | 0.41 | | -0.06 | -13.12 | | | -22.69 |
| YPF | short | 6/11/07 | 6/18/07 | 7 | 21.19 | 21.64 | 20.74 | -0.45 | -2.11 | | | |
| | short | 8/06/07 | 9/03/07 | 28 | 19.98 | 19.60 | 20.38 | 0.39 | 1.97 | | | |
| | short | 9/10/07 | 9/24/07 | 14 | 18.49 | 19.37 | 17.61 | -0.88 | -4.76 | | | |
| | long | 2/16/09 | 2/23/09 | 7 | 30.31 | 23.85 | | -6.46 | -21.31 | | | |
| | short | 4/23/12 | 8/27/12 | 126 | 11.01 | 11.43 | 10.59 | -0.42 | -3.81 | | | |
| | short | 10/19/15 | 10/26/15 | 7 | 16.47 | 18.54 | 14.41 | -2.06 | -12.53 | | | |
| | short | 3/07/16 | 4/11/16 | 35 | 12.76 | 11.95 | 13.63 | 0.87 | 6.82 | | | |
| | short | 9/21/20 | 9/28/20 | 7 | 5.92 | 5.58 | 6.29 | 0.36 | 6.15 | | | |
| | short | 10/05/20 | 10/12/20 | 7 | 5.79 | 6.06 | 5.53 | -0.27 | -4.59 | | | -31.90 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Petrobras Argentina | short | 7/26/10 | 8/30/10 | 35 | 0.48 | 0.49 | 0.47 | -0.01 | -1.71 | | | |
| | short | 12/19/16 | 12/26/16 | 7 | 0.38 | 0.53 | 0.24 | -0.14 | -36.79 | | | -37.87 |
| Telecom Argentina | long | 6/18/07 | 8/06/07 | 49 | 2.60 | 2.14 | | -0.46 | -17.80 | | | |
| | long | 6/10/13 | 6/17/13 | 7 | 3.22 | 2.78 | | -0.44 | -13.72 | | | |
| | long | 8/12/13 | 2/10/14 | 182 | 3.63 | 2.49 | | -1.13 | -31.19 | | | -51.19 |
Annotations
| 3/14/24 | MerVal | | | Component update: IRSA comes new, Agrometal, Cablevisión and Holcim leave |
| 10/25/16 | Mirgor | | | stock split 1:3 (three for one) |
|
|