| |
| |
Assessment - MerVal - 5/06/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
12/11/23 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| | |
|
|
|
|
|
Merval |
1,444,220.000 |
Wed |
-1.33 |
1,495,830.000 |
-3.45 |
976,823.000 |
519,007.000 |
53.13 |
|
135.39 |
| | |
|
|
|
L |
|
Banco Macro |
6,930.850 |
Wed |
-0.82 |
7,130.650 |
-2.80 |
2,772.750 |
4,357.900 |
157.17 |
|
275.15 |
| | |
|
|
|
|
|
Supervielle |
1,579.300 |
Wed |
-0.91 |
1,682.300 |
-6.12 |
784.950 |
897.350 |
114.32 |
|
274.05 |
| | |
|
|
|
L |
|
Gr Fin Galicia |
3,840.850 |
Wed |
-0.44 |
4,078.750 |
-5.83 |
1,756.350 |
2,322.400 |
132.23 |
|
237.97 |
| | |
|
|
|
L |
|
BBVA Banco Francés |
3,853.700 |
Wed |
1.68 |
4,250.450 |
-9.33 |
1,875.700 |
2,374.750 |
126.61 |
|
213.70 |
| | |
|
|
|
L |
|
Bolsas y Mercados |
1,657.500 |
Wed |
-1.87 |
1,677.500 |
-1.19 |
891.000 |
786.500 |
88.27 |
|
184.68 |
| | |
|
|
|
|
|
Transener |
1,441.500 |
Wed |
-4.88 |
1,467.000 |
-1.74 |
1,146.500 |
320.500 |
27.95 |
|
167.39 |
| | |
|
|
|
|
|
TGN |
2,534.000 |
Wed |
-3.69 |
2,606.000 |
-2.76 |
1,524.500 |
1,081.500 |
70.94 |
|
156.23 |
| | |
|
|
|
|
|
YPF |
26,393.600 |
Wed |
-0.26 |
26,585.700 |
-0.72 |
17,495.300 |
9,090.400 |
51.96 |
|
143.88 |
| | |
|
|
|
|
|
Central Puerto |
1,174.550 |
Wed |
-2.09 |
1,241.100 |
-5.36 |
909.500 |
331.600 |
36.46 |
|
124.16 |
| | |
|
|
|
|
|
IRSA |
1,216.500 |
Wed |
3.08 |
1,333.900 |
-8.80 |
900.850 |
433.050 |
48.07 |
|
122.03 |
| | |
|
|
|
|
|
TGS |
4,178.500 |
Wed |
-2.17 |
4,368.000 |
-4.34 |
2,896.300 |
1,471.700 |
50.81 |
|
119.84 |
| | |
|
|
|
|
|
Edenor |
1,074.850 |
Wed |
-2.80 |
1,130.050 |
-4.88 |
926.550 |
203.500 |
21.96 |
|
117.10 |
| | |
|
|
|
|
|
Comercial del Plata |
118.050 |
Wed |
2.83 |
115.700 |
2.03 |
69.400 |
46.300 |
66.71 |
|
114.84 |
| | |
|
|
|
|
|
Telecom Argentina |
2,072.200 |
Wed |
1.46 |
1,959.050 |
5.78 |
1,698.050 |
261.000 |
15.37 |
|
109.16 |
| | |
|
|
|
|
|
Cresud |
1,101.550 |
Wed |
-2.35 |
1,149.100 |
-4.14 |
947.200 |
201.900 |
21.32 |
|
91.31 |
| | |
|
|
|
|
|
Banco de Valores |
302.000 |
Wed |
-0.49 |
279.000 |
8.24 |
209.250 |
69.750 |
33.33 |
|
87.24 |
| | |
|
|
|
|
|
Pampa Energía |
2,135.550 |
Wed |
-2.23 |
2,207.500 |
-3.26 |
1,938.600 |
268.900 |
13.87 |
|
71.33 |
| | |
|
|
|
|
|
Loma Negra |
1,627.700 |
Wed |
-1.90 |
1,701.950 |
-4.36 |
1,313.700 |
388.250 |
29.55 |
|
68.09 |
| | |
|
|
|
|
|
Mirgor |
15,610.500 |
Wed |
0.73 |
15,251.500 |
2.35 |
11,728.500 |
3,523.000 |
30.04 |
|
49.87 |
| | |
|
|
|
|
|
Ternium Argentina |
888.000 |
Wed |
-1.22 |
921.000 |
-3.58 |
991.000 |
-70.000 |
-7.06 |
|
47.26 |
| | |
|
|
|
|
|
Aluar |
858.500 |
Wed |
-1.32 |
904.500 |
-5.09 |
1,119.000 |
-214.500 |
-19.17 |
|
44.89 |
MerVal - 21 out of 21 instruments rated - 5/06/24 / 12/11/23 - 19 did rise, Market-Ratio(21) = 90.48 % |
Stock Exchange Currency: ARS $ Argentine peso |
Technical Chart
Transactions MerVal * S21 - 60/30 (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 |
6/05/06 |
154 |
|
- cash - |
short |
6/05/06 |
10/23/06 |
140 |
|
|
|
Comercial del Plata |
100 |
30,303 |
|
0.330 |
0.250 |
0.436 |
0.106 |
32 |
13,200 |
106 |
|
10/23/06 |
1/21/08 |
455 |
|
- cash - |
|
1/21/08 |
3/23/09 |
427 |
|
|
|
Gr Fin Galicia |
100 |
6,700 |
|
1.970 |
0.690 |
5.625 |
3.655 |
186 |
37,685 |
145 |
|
3/23/09 |
5/24/10 |
427 |
|
- cash - |
|
5/24/10 |
7/19/10 |
56 |
|
|
|
Petrobras |
100 |
534 |
|
70.550 |
71.500 |
69.600 |
-0.950 |
-1 |
37,178 |
-8 |
|
7/19/10 |
5/23/11 |
308 |
|
- cash - |
|
5/23/11 |
2/27/12 |
280 |
|
|
|
Banco Macro |
100 |
2,608 |
|
14.250 |
9.930 |
20.449 |
6.199 |
44 |
53,346 |
60 |
|
2/27/12 |
3/12/12 |
14 |
|
- cash - |
|
3/12/12 |
9/24/12 |
196 |
|
|
|
Edenor |
100 |
46,794 |
|
1.140 |
0.710 |
1.830 |
0.690 |
61 |
85,652 |
142 |
|
9/24/12 |
6/24/13 |
273 |
|
- cash - |
|
6/24/13 |
7/22/13 |
28 |
|
|
|
Comercial del Plata |
100 |
182,239 |
|
0.470 |
0.480 |
0.460 |
-0.010 |
-2 |
83,830 |
-24 |
|
7/22/13 |
8/24/15 |
763 |
|
- cash - |
|
8/24/15 |
10/26/15 |
63 |
|
|
|
Petrobras |
100 |
2,465 |
|
34.000 |
34.250 |
33.750 |
-0.250 |
-1 |
83,214 |
-4 |
|
10/26/15 |
4/11/16 |
168 |
|
- cash - |
|
4/11/16 |
5/09/16 |
28 |
|
|
|
YPF |
100 |
336 |
|
247.050 |
280.000 |
214.100 |
-32.950 |
-13 |
72,143 |
-85 |
|
5/09/16 |
6/04/18 |
756 |
|
- cash - |
|
6/04/18 |
10/01/18 |
119 |
|
|
|
San Miguel |
100 |
771 |
|
93.500 |
125.000 |
62.000 |
-31.500 |
-34 |
47,856 |
-72 |
|
10/01/18 |
10/29/18 |
28 |
|
- cash - |
|
10/29/18 |
11/26/18 |
28 |
|
|
|
Holcim (Argentina) |
100 |
1,054 |
|
45.400 |
52.000 |
38.800 |
-6.600 |
-15 |
40,900 |
-87 |
|
11/26/18 |
12/24/18 |
28 |
|
- cash - |
|
12/24/18 |
1/07/19 |
14 |
|
|
|
MetroGAS |
100 |
1,662 |
|
24.600 |
26.950 |
22.250 |
-2.350 |
-10 |
36,994 |
-93 |
|
1/07/19 |
8/19/19 |
224 |
|
- cash - |
|
8/19/19 |
1/13/20 |
147 |
|
|
|
Comercial del Plata |
100 |
26,807 |
|
1.380 |
2.250 |
0.510 |
-0.870 |
-63 |
13,672 |
-92 |
|
1/13/20 |
3/16/20 |
63 |
|
- cash - |
|
3/16/20 |
6/08/20 |
84 |
|
|
|
TGN |
100 |
575 |
|
23.750 |
39.050 |
8.450 |
-15.300 |
-64 |
4,874 |
-99 |
|
6/08/20 |
4/05/21 |
301 |
|
- cash - |
|
4/05/21 |
5/17/21 |
42 |
|
|
|
Cablevisión |
100 |
18 |
|
267.500 |
307.000 |
228.000 |
-39.500 |
-15 |
4,163 |
-75 |
|
5/17/21 |
5/10/24 |
1089 |
|
- cash - |
accum | 6/05/06 |
5/17/21 | 1652 |
days out of 6703 invested (25%) |
-58 |
4,163 |
-18 |
|
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 | 1/21/08 | 3/23/09 | 427 | 1.97 | 0.69 | 5.62 | 3.65 | 185.51 | | | 185.51 |
Edenor | | 3/12/12 | 9/24/12 | 196 | 1.14 | 0.71 | 1.83 | 0.69 | 60.56 | | | 60.56 |
Banco Macro | | 5/23/11 | 2/27/12 | 280 | 14.25 | 9.93 | 20.45 | 6.20 | 43.50 | | | 43.50 |
Petrobras | | 5/24/10 | 7/19/10 | 56 | 70.55 | 71.50 | 69.60 | -0.95 | -1.35 | | | |
| | 8/24/15 | 10/26/15 | 63 | 34.00 | 34.25 | 33.75 | -0.25 | -0.74 | | | -2.07 |
MetroGAS | | 12/24/18 | 1/07/19 | 14 | 24.60 | 26.95 | 22.25 | -2.35 | -9.55 | | | -9.55 |
YPF | | 4/11/16 | 5/09/16 | 28 | 247.05 | 280.00 | 214.10 | -32.95 | -13.34 | | | -13.34 |
Holcim (Argentina) | | 10/29/18 | 11/26/18 | 28 | 45.40 | 52.00 | 38.80 | -6.60 | -14.54 | | | -14.54 |
Cablevisión | | 4/05/21 | 5/17/21 | 42 | 267.50 | 307.00 | 228.00 | -39.50 | -14.77 | | | -14.77 |
San Miguel | | 6/04/18 | 10/01/18 | 119 | 93.50 | 125.00 | 62.00 | -31.50 | -33.69 | | | -33.69 |
Comercial del Plata | | 6/05/06 | 10/23/06 | 140 | 0.33 | 0.25 | 0.44 | 0.11 | 32.00 | | | |
| | 6/24/13 | 7/22/13 | 28 | 0.47 | 0.48 | 0.46 | -0.01 | -2.13 | | | |
| | 8/19/19 | 1/13/20 | 147 | 1.38 | 2.25 | 0.51 | -0.87 | -63.04 | | | -52.26 |
TGN | | 3/16/20 | 6/08/20 | 84 | 23.75 | 39.05 | 8.45 | -15.30 | -64.42 | | | -64.42 |
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) |
|
|