Share-o-matic - Assessment MerVal

Assessment - MerVal - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		Merval	1,407,510.000	Fri	-1.91	1,495,830.000	-5.90	637,284.000	858,546.000	134.72	135.39
	L	Banco Macro	6,778.050	Fri	-1.31	7,130.650	-4.94	1,768.000	5,362.650	303.32	275.15
		Supervielle	1,545.500	Fri	-1.86	1,682.300	-8.13	356.000	1,326.300	372.56	274.05
	L	Gr Fin Galicia	3,734.800	Fri	-1.05	4,078.750	-8.43	1,080.000	2,998.750	277.66	237.97
	L	BBVA Banco Francés	3,744.100	Fri	-0.80	4,250.450	-11.91	1,225.000	3,025.450	246.98	213.70
	L	Bolsas y Mercados	340.000	Fri	4.91	1,677.500	-79.73	622.000	1,055.500	169.69	184.68
		Transener	1,384.000	Fri	-3.35	1,467.000	-5.66	515.000	952.000	184.85	167.39
		TGN	2,447.000	Fri	-1.65	2,606.000	-6.10	847.000	1,759.000	207.67	156.23
		YPF	24,649.900	Fri	-6.67	26,585.700	-7.28	9,400.000	17,185.700	182.83	143.88
		Central Puerto	1,115.450	Fri	-3.99	1,241.100	-10.12	530.000	711.100	134.17	124.16
		IRSA	1,204.500	Fri	-0.81	1,333.900	-9.70	544.600	789.300	144.93	122.03
		TGS	4,012.300	Fri	-2.62	4,368.000	-8.14	1,830.000	2,538.000	138.69	119.84
		Edenor	1,088.700	Fri	-0.20	1,130.050	-3.66	493.000	637.050	129.22	117.10
		Comercial del Plata	119.950	Fri	-0.99	115.700	3.67	51.900	63.800	122.93	114.84
		Telecom Argentina	2,041.950	Fri	1.15	1,959.050	4.23	960.000	999.050	104.07	109.16
		Cresud	1,061.850	Fri	3.31	1,149.100	-7.59	668.000	481.100	72.02	91.31
		Banco de Valores	324.000	Fri	8.00	279.000	16.13	129.250	149.750	115.86	87.24
		Pampa Energía	2,036.500	Fri	-3.89	2,207.500	-7.75	1,336.000	871.500	65.23	71.33
		Loma Negra	1,674.050	Fri	2.32	1,701.950	-1.64	1,070.000	631.950	59.06	68.09
		Mirgor	15,481.500	Fri	1.03	15,251.500	1.51	11,299.000	3,952.500	34.98	49.87
		Ternium Argentina	914.000	Fri	4.82	921.000	-0.76	798.000	123.000	15.41	47.26
		Aluar	918.500	Fri	9.09	904.500	1.55	907.000	-2.500	-0.28	44.89
MerVal - 21 out of 21 instruments rated - 5/06/24 / 11/06/23 - 20 did rise, Market-Ratio(26) = 95.24 %
Stock Exchange Currency: ARS $ Argentine peso

Technical Chart

	MerVal RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions MerVal * 26 - 60/40 (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		5/01/06	119		- cash -
short	5/01/06	11/13/06	196		Comercial del Plata	100	24,390	0.410	0.280	0.600	0.190	46	14,644	103
long	11/13/06	8/20/07	280		Tenaris	100	222	65.800	75.600		9.800	15	16,819	20
short	8/20/07	9/24/07	35		YPF	100	151	111.000	123.000	99.000	-12.000	-11	15,007	-70
long	9/24/07	12/17/07	84		Petrobras	100	248	60.450	88.250		27.800	46	21,902	418
short	12/17/07	4/20/09	490		Banco Macro	100	2,931	7.470	3.980	14.020	6.550	88	41,101	60
long	4/20/09	5/03/10	378		Petrobras	100	652	63.000	70.800		7.800	12	46,186	12
short	5/03/10	5/10/10	7		Petrobras	100	652	70.800	73.350	68.250	-2.550	-4	44,524	-85
long	5/10/10	7/05/10	56		Ternium Argentina	100	22,008	2.023	2.115		0.092	5	46,549	34
short	7/05/10	8/02/10	28		Petrobras Argentina	100	16,332	2.850	2.910	2.790	-0.060	-2	45,569	-24
long	8/02/10	6/13/11	315		Banco Macro	100	2,865	15.900	15.700		-0.200	-1	44,996	-1
short	6/13/11	4/02/12	294		Ternium Argentina	100	19,563	2.300	1.630	3.245	0.945	41	63,490	53
long	4/02/12	4/09/12	7		Tenaris	100	644	98.500	95.000		-3.500	-4	61,236	-85
short	4/09/12	12/24/12	259		Edenor	100	63,130	0.970	0.640	1.470	0.500	52	92,814	80
long	12/24/12	7/15/13	203		Gr Fin Galicia	100	20,579	4.510	4.430		-0.080	-2	91,168	-3
short	7/15/13	8/12/13	28		Comercial del Plata	100	178,760	0.510	0.490	0.531	0.021	4	94,886	68
long	8/12/13	8/24/15	742		Telecom Argentina	100	3,075	30.850	40.600		9.750	32	124,867	14
short	8/24/15	8/31/15	7		Petrobras	100	3,672	34.000	41.000	27.000	-7.000	-21	99,163	-100
long	8/31/15	9/14/15	14		Pampa Energía	100	11,141	8.900	9.190		0.290	3	102,394	131
short	9/14/15	11/02/15	49		Petrobras	100	3,070	33.350	33.750	32.950	-0.400	-1	101,166	-9
long	11/02/15	1/18/16	77		Pampa Energía	100	7,606	13.300	10.150		-3.150	-24	77,207	-72
short	1/18/16	1/25/16	7		Petrobras	100	3,416	22.600	21.800	23.429	0.829	4	80,040	555
long	1/25/16	5/02/16	98		Pampa Energía	100	6,697	11.950	11.650		-0.300	-3	78,031	-9
short	5/02/16	6/13/16	42		Comercial del Plata	100	24,693	3.160	2.830	3.529	0.369	12	87,131	161
long	6/13/16	8/29/16	77		Pampa Energía	100	6,009	14.500	15.500		1.000	7	93,140	37
short	8/29/16	9/12/16	14		Comercial del Plata	100	30,045	3.100	3.040	3.161	0.061	2	94,978	66
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/12/16	6/25/18	651		Petrobras	100	1,293	73.400	129.500		56.100	76	167,516	37
short	6/25/18	12/31/18	189		Supervielle	100	2,492	67.200	63.300	71.340	4.140	6	177,833	12
long	12/31/18	3/25/19	84		Petrobras	100	712	249.650	335.200		85.550	34	238,745	260
short	3/25/19	6/17/19	84		MetroGAS	100	10,852	22.000	21.400	22.617	0.617	3	245,439	13
long	6/17/19	8/12/19	56		Holcim (Argentina)	100	2,530	97.000	91.100		-5.900	-6	230,512	-34
short	8/12/19	2/17/20	189		Comercial del Plata	100	120,058	1.920	2.260	1.580	-0.340	-18	189,692	-31
long	2/17/20	3/16/20	28		Banco de Valores	100	13,646	13.900	9.930		-3.970	-29	135,517	-99
short	3/16/20	5/11/20	56		TGN	100	5,705	23.750	31.800	15.700	-8.050	-34	89,592	-93
long	5/11/20	3/01/21	294		Banco de Valores	100	5,224	17.150	24.850		7.700	45	129,817	58
short	3/01/21	3/15/21	14		Cablevisión	100	420	309.000	298.000	320.406	11.406	4	134,607	157
long	3/15/21	4/19/21	35		Cresud	100	1,781	75.550	85.000		9.450	13	151,438	242
short	4/19/21	5/24/21	35		Cablevisión	100	586	258.000	318.500	197.500	-60.500	-23	115,985	-94
long	5/24/21	5/09/22	350		Cresud	100	1,070	108.300	126.000		17.700	16	134,924	17
short	5/09/22	5/30/22	21		Holcim (Argentina)	100	948	142.250	156.000	128.500	-13.750	-10	121,889	-83
long	5/30/22	5/10/24	711		Comercial del Plata	100	12,412	9.820	119.950		110.130	1,121	1,488,822	261
accum	5/01/06	5/10/24	6586	days out of 6705 invested (98%)							14,788		1,488,822	32

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Comercial del Plata	short	5/01/06	11/13/06	196	0.41	0.28	0.60	0.19	46.44
	short	7/15/13	8/12/13	28	0.51	0.49	0.53	0.02	4.08
	short	5/02/16	6/13/16	42	3.16	2.83	3.53	0.37	11.66
	short	8/29/16	9/12/16	14	3.10	3.04	3.16	0.06	1.97
	short	8/12/19	2/17/20	189	1.92	2.26	1.58	-0.34	-17.71
	long	5/30/22	5/10/24	711	9.82	119.95		110.13	1,121.49	1,644.44
Petrobras	long	9/24/07	12/17/07	84	60.45	88.25		27.80	45.99
	long	4/20/09	5/03/10	378	63.00	70.80		7.80	12.38
	short	5/03/10	5/10/10	7	70.80	73.35	68.25	-2.55	-3.60
	short	8/24/15	8/31/15	7	34.00	41.00	27.00	-7.00	-20.59
	short	9/14/15	11/02/15	49	33.35	33.75	32.95	-0.40	-1.20
	short	1/18/16	1/25/16	7	22.60	21.80	23.43	0.83	3.67
	long	9/12/16	6/25/18	651	73.40	129.50		56.10	76.43
	long	12/31/18	3/25/19	84	249.65	335.20		85.55	34.27	204.74
Banco Macro	short	12/17/07	4/20/09	490	7.47	3.98	14.02	6.55	87.69
	long	8/02/10	6/13/11	315	15.90	15.70		-0.20	-1.26	85.33
Edenor	short	4/09/12	12/24/12	259	0.97	0.64	1.47	0.50	51.57	51.57
Ternium Argentina	long	5/10/10	7/05/10	56	2.02	2.12		0.09	4.55
	short	6/13/11	4/02/12	294	2.30	1.63	3.25	0.95	41.10	47.52
Telecom Argentina	long	8/12/13	8/24/15	742	30.85	40.60		9.75	31.60	31.60
Cresud	long	3/15/21	4/19/21	35	75.55	85.00		9.45	12.51
	long	5/24/21	5/09/22	350	108.30	126.00		17.70	16.34	30.90
Tenaris	long	11/13/06	8/20/07	280	65.80	75.60		9.80	14.89
	long	4/02/12	4/09/12	7	98.50	95.00		-3.50	-3.55	10.81
Supervielle	short	6/25/18	12/31/18	189	67.20	63.30	71.34	4.14	6.16	6.16
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Banco de Valores	long	2/17/20	3/16/20	28	13.90	9.93		-3.97	-28.56
	long	5/11/20	3/01/21	294	17.15	24.85		7.70	44.90	3.51
MetroGAS	short	3/25/19	6/17/19	84	22.00	21.40	22.62	0.62	2.80	2.80
Gr Fin Galicia	long	12/24/12	7/15/13	203	4.51	4.43		-0.08	-1.77	-1.77
Petrobras Argentina	short	7/05/10	8/02/10	28	2.85	2.91	2.79	-0.06	-2.11	-2.11
YPF	short	8/20/07	9/24/07	35	111.00	123.00	99.00	-12.00	-10.81	-10.81
Holcim (Argentina)	long	6/17/19	8/12/19	56	97.00	91.10		-5.90	-6.08
	short	5/09/22	5/30/22	21	142.25	156.00	128.50	-13.75	-9.67	-15.16
Pampa Energía	long	8/31/15	9/14/15	14	8.90	9.19		0.29	3.26
	long	11/02/15	1/18/16	77	13.30	10.15		-3.15	-23.68
	long	1/25/16	5/02/16	98	11.95	11.65		-0.30	-2.51
	long	6/13/16	8/29/16	77	14.50	15.50		1.00	6.90	-17.88
Cablevisión	short	3/01/21	3/15/21	14	309.00	298.00	320.41	11.41	3.69
	short	4/19/21	5/24/21	35	258.00	318.50	197.50	-60.50	-23.45	-20.62
TGN	short	3/16/20	5/11/20	56	23.75	31.80	15.70	-8.05	-33.89	-33.89

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)


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