Assessment - MerVal in Pound sterling - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Merval	1,376.285	12/08/24	0.32	1,381.326	-0.36	903.285	478.041	52.92		9.04
								Aluar	0.802	12/08/24	-2.73	0.879	-8.72	0.894	-0.016	-1.74		-20.28
								Banco Macro	5.786	12/08/24	0.91	6.258	-7.54	2.594	3.664	141.23		46.09
								Banco de Valores	0.295	12/08/24	-0.15	0.304	-2.71	0.219	0.085	38.72		9.43
								BBVA Banco Francés	3.486	12/08/24	0.75	3.441	1.32	1.725	1.716	99.50		24.14
								Bolsas y Mercados	0.249	12/08/24		0.304	-18.09	0.164	0.140	85.49		26.96
								Central Puerto	1.018	12/08/24	1.73	1.056	-3.66	0.875	0.181	20.73		-2.34
						L		Comercial del Plata	0.206	12/08/24	4.28	0.168	22.39	0.071	0.097	135.94		55.47
								Cresud	0.875	12/08/24	-1.94	0.960	-8.91	0.895	0.066	7.37		-14.97
								Edenor	0.948	12/08/24	-0.90	0.927	2.34	0.915	0.012	1.26		-13.73
								Gr Fin Galicia	3.612	12/08/24	0.48	3.423	5.52	1.629	1.794	110.09		30.15
								IRSA	1.104	12/08/24	0.39	1.032	7.01	0.823	0.209	25.35		-10.39
								Loma Negra	1.516	12/08/24	-2.23	1.608	-5.75	1.354	0.254	18.79		-10.94
						L		Mirgor	16.328	12/08/24	-1.57	16.888	-3.32	10.095	6.793	67.29		0.66
								Pampa Energía	2.295	12/08/24	0.57	2.100	9.31	1.877	0.223	11.90		-10.81
								Supervielle	1.537	12/08/24	1.14	1.497	2.69	0.757	0.740	97.71		47.11
								Telecom Argentina	1.568	12/08/24	-0.82	1.680	-6.70	1.344	0.337	25.05		-8.43
								Ternium Argentina	0.767	12/08/24	-2.32	0.880	-12.80	0.825	0.055	6.69		-17.32
								Transener	1.464	12/08/24	-3.43	1.499	-2.34	1.176	0.323	27.50		25.64
						L		TGN	2.525	12/08/24	-1.19	2.567	-1.64	1.753	0.814	46.45		25.68
						L		TGS	4.366	12/08/24	0.20	4.394	-0.65	2.872	1.522	52.99		16.99
								YPF	23.798	12/08/24	1.85	23.725	0.31	16.214	7.511	46.32		7.03
MerVal - 21 out of 21 instruments rated - 1/07/24 / 1/01/24 - 20 did rise, Market-Ratio(26) in GBP = 95.24 %
Stock Exchange Currency: ARS $ Argentine peso

 

 

Transactions MerVal in Pound sterling * Mixed Straddles L34 - 48/44 (2) - 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
2/01/06		1/05/06	119				- cash -
long	1/05/06	8/05/06	7				Banco Macro	50	3,891		1.285	1.207		-0.078	-6	9,696	-96
							Tenaris	50	418		11.947	11.083		-0.863	-7	9,335	-98
8/05/06		5/06/06	28				- cash -
short	5/06/06	23/10/06	140				Comercial del Plata	100	163,679		0.057	0.043	0.076	0.019	33	12,391	109
long	31/07/06	7/08/06	7				Banco Macro	50	5,628		1.101	1.074		-0.027	-2	12,238	-73
							Tenaris	50	597		10.370	9.522		-0.847	-8	11,732	-99
	21/08/06	28/08/06	7				Banco Macro	50	5,414		1.084	1.069		-0.014	-1	11,654	-50
							Tenaris	50	583		10.059	9.954		-0.104	-1	11,594	-42
	18/09/06	27/08/07	343				Telecom Argentina	50	3,879		1.494	2.582		1.087	73	15,812	79
							Tenaris	50	612		9.463	11.735		2.272	24	17,202	26
27/08/07		10/09/07	14				- cash -
	10/09/07	21/01/08	133				Pampa Energía	50	21,107		0.407	0.350		-0.057	-14	15,996	-34
							Petrobras	50	1,045		8.228	13.382		5.154	63	21,382	280
short	21/01/08	23/03/09	427				Gr Fin Galicia	100	66,915		0.320	0.131	0.781	0.462	145	52,281	115
long	31/03/08	28/04/08	28				Petrobras	50	1,858		14.065	15.885		1.820	13	55,662	388
							Petrobras Argentina	50	38,620		0.677	0.858		0.181	27	62,642	2,086
23/03/09		1/06/09	70				- cash -
	1/06/09	31/05/10	364				BBVA Banco Francés	50	31,126		1.006	1.501		0.495	49	78,043	49
							Petrobras	50	2,279		13.741	12.609		-1.132	-8	75,463	-8
short	24/05/10	19/07/10	56				Petrobras	100	6,054		12.464	11.852	13.107	0.644	5	79,359	39
long	7/06/10	1/08/11	420				Gr Fin Galicia	50	94,670		0.419	0.830		0.411	98	118,251	81
							Ternium Argentina	50	112,337		0.353	0.348		-0.006	-2	117,617	-1
short	23/05/11	27/02/12	280				Banco Macro	100	54,798		2.146	1.436	3.208	1.062	49	175,799	69
27/02/12		12/03/12	14				- cash -
	12/03/12	24/09/12	196				Edenor	100	1,048,777		0.168	0.093	0.301	0.133	79	315,472	197
24/09/12		17/12/12	84				- cash -
long	17/12/12	29/06/15	924				BBVA Banco Francés	50	110,886		1.423	4.714		3.291	231	680,435	61
							Gr Fin Galicia	50	287,532		0.549	1.668		1.119	204	1,002,310	55
short	24/06/13	22/07/13	28				Comercial del Plata	100	17,648,308		0.057	0.058	0.056	-0.001	-2	984,776	-21
29/06/15		6/07/15	7				- cash -
long	6/07/15	2/07/18	1092				Pampa Energía	50	889,046		0.554	1.051		0.497	90	1,426,678	24
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Comercial del Plata	50	2,196,138		0.224	0.091		-0.133	-59	1,134,977	-26
short	24/08/15	26/10/15	63				Petrobras	100	488,209		2.325	2.343	2.307	-0.018	-1	1,126,203	-4
	11/04/16	9/05/16	28				YPF	100	94,266		11.947	13.657	10.237	-1.710	-14	965,012	-87
	4/06/18	1/10/18	119				San Miguel	100	342,938		2.814	2.425	3.265	0.451	16	1,119,694	58
long	9/07/18	16/07/18	7				Petrobras	50	142,146		3.939	4.002		0.064	2	1,128,782	132
							Tenaris	50	39,217		14.275	14.101		-0.174	-1	1,121,956	-47
	30/07/18	6/08/18	7				Petrobras	50	124,654		4.500	4.781		0.280	6	1,156,910	2,238
							Tenaris	50	40,483		13.857	13.257		-0.600	-4	1,132,602	-90
1/10/18		29/10/18	28				- cash -
short	29/10/18	26/11/18	28				Holcim (Argentina)	100	1,178,703		0.961	1.040	0.882	-0.079	-8	1,039,027	-68
26/11/18		24/12/18	28				- cash -
	24/12/18	7/01/19	14				MetroGAS	100	2,038,905		0.510	0.567	0.453	-0.057	-11	922,809	-95
7/01/19		21/01/19	14				- cash -
long	21/01/19	29/04/19	98				Petrobras	50	76,269		6.050	5.862		-0.188	-3	908,500	-11
							Loma Negra	50	240,783		1.916	1.498		-0.418	-22	807,791	-60
29/04/19		10/06/19	42				- cash -
	10/06/19	19/08/19	70				Banco Macro	50	88,737		4.552	3.265		-1.286	-28	693,665	-82
							Holcim (Argentina)	50	247,321		1.633	1.090		-0.543	-33	559,408	-88
short	19/08/19	13/01/20	147				Comercial del Plata	100	26,956,607		0.021	0.029	0.013	-0.008	-38	347,740	-69
long	4/11/19	18/11/19	14				Petrobras	50	21,291		8.166	7.820		-0.347	-4	340,361	-68
							Banco de Valores	50	1,084,223		0.160	0.132		-0.028	-18	309,903	-99
	9/12/19	10/02/20	63				Mirgor	50	20,501		7.558	10.200		2.642	35	364,074	468
							Banco de Valores	50	1,062,582		0.146	0.182		0.036	25	402,132	257
10/02/20		16/03/20	35				- cash -
short	16/03/20	8/06/20	84				TGN	100	1,305,310		0.308	0.445	0.171	-0.137	-44	223,208	-92
long	20/04/20	28/09/20	161				Ternium Argentina	50	377,737		0.295	0.408		0.113	38	265,776	108
							Cablevisión	50	23,062		4.839	3.498		-1.341	-28	234,856	-52
28/09/20		5/10/20	7				- cash -
	5/10/20	22/03/21	168				Ternium Argentina	50	276,914		0.424	0.382		-0.043	-10	223,077	-21
							Bolsas y Mercados	50	1,089,163		0.108	0.099		-0.009	-8	213,800	-16
22/03/21		5/04/21	14				- cash -
short	5/04/21	17/05/21	42				Cablevisión	100	102,531		2.085	2.307	1.864	-0.221	-11	191,099	-62
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	10/05/21	27/06/22	413				Cresud	50	120,961		0.790	0.827		0.037	5	195,542	4
							Bolsas y Mercados	50	876,116		0.109	0.159		0.050	45	239,010	39
27/06/22		15/12/25	1267				- cash -
accum	1/05/06	27/06/22	5516	days out of 7287 invested (76%)										2,290		239,010	23

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Gr Fin Galicia	short	21/01/08	23/03/09	427	0.32	0.13	0.78	0.46	144.51	100	144.51
	long	7/06/10	1/08/11	420	0.42	0.83		0.41	98.01	50	49.01
	long	17/12/12	29/06/15	924	0.55	1.67		1.12	204.06		102.03	636.06
BBVA Banco Francés	long	1/06/09	31/05/10	364	1.01	1.50		0.49	49.17		24.59
	long	17/12/12	29/06/15	924	1.42	4.71		3.29	231.38		115.69	168.72
Edenor	short	12/03/12	24/09/12	196	0.17	0.09	0.30	0.13	79.45	100	79.45	79.45
Petrobras	long	10/09/07	21/01/08	133	8.23	13.38		5.15	62.64	50	31.32
	long	31/03/08	28/04/08	28	14.07	15.88		1.82	12.94		6.47
	long	1/06/09	31/05/10	364	13.74	12.61		-1.13	-8.24		-4.12
	short	24/05/10	19/07/10	56	12.46	11.85	13.11	0.64	5.16	100	5.16
	short	24/08/15	26/10/15	63	2.32	2.34	2.31	-0.02	-0.77		-0.77
	long	9/07/18	16/07/18	7	3.94	4.00		0.06	1.62	50	0.81
	long	30/07/18	6/08/18	7	4.50	4.78		0.28	6.23		3.12
	long	21/01/19	29/04/19	98	6.05	5.86		-0.19	-3.10		-1.55
	long	4/11/19	18/11/19	14	8.17	7.82		-0.35	-4.24		-2.12	40.12
Telecom Argentina	long	18/09/06	27/08/07	343	1.49	2.58		1.09	72.78		36.39	36.39
Pampa Energía	long	10/09/07	21/01/08	133	0.41	0.35		-0.06	-14.02		-7.01
	long	6/07/15	2/07/18	1092	0.55	1.05		0.50	89.75		44.87	34.72
Banco Macro	long	1/05/06	8/05/06	7	1.28	1.21		-0.08	-6.09		-3.05
	long	31/07/06	7/08/06	7	1.10	1.07		-0.03	-2.46		-1.23
	long	21/08/06	28/08/06	7	1.08	1.07		-0.01	-1.33		-0.67
	short	23/05/11	27/02/12	280	2.15	1.44	3.21	1.06	49.47	100	49.47
	long	10/06/19	19/08/19	70	4.55	3.27		-1.29	-28.26	50	-14.13	22.10
Bolsas y Mercados	long	5/10/20	22/03/21	168	0.11	0.10		-0.01	-7.90		-3.95
	long	10/05/21	27/06/22	413	0.11	0.16		0.05	45.49		22.75	17.90
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Mirgor	long	9/12/19	10/02/20	63	7.56	10.20		2.64	34.96		17.48	17.48
San Miguel	short	4/06/18	1/10/18	119	2.81	2.43	3.27	0.45	16.03	100	16.03	16.03
Petrobras Argentina	long	31/03/08	28/04/08	28	0.68	0.86		0.18	26.70	50	13.35	13.35
Ternium Argentina	long	7/06/10	1/08/11	420	0.35	0.35		-0.01	-1.60		-0.80
	long	20/04/20	28/09/20	161	0.30	0.41		0.11	38.14		19.07
	long	5/10/20	22/03/21	168	0.42	0.38		-0.04	-10.03		-5.02	12.20
Banco de Valores	long	4/11/19	18/11/19	14	0.16	0.13		-0.03	-17.52		-8.76
	long	9/12/19	10/02/20	63	0.15	0.18		0.04	24.56		12.28	2.45
Cresud	long	10/05/21	27/06/22	413	0.79	0.83		0.04	4.65		2.32	2.32
Tenaris	long	1/05/06	8/05/06	7	11.95	11.08		-0.86	-7.23		-3.61
	long	31/07/06	7/08/06	7	10.37	9.52		-0.85	-8.17		-4.09
	long	21/08/06	28/08/06	7	10.06	9.95		-0.10	-1.04		-0.52
	long	18/09/06	27/08/07	343	9.46	11.73		2.27	24.00		12.00
	long	9/07/18	16/07/18	7	14.28	14.10		-0.17	-1.22		-0.61
	long	30/07/18	6/08/18	7	13.86	13.26		-0.60	-4.33		-2.17	0.16
Loma Negra	long	21/01/19	29/04/19	98	1.92	1.50		-0.42	-21.83		-10.91	-10.91
MetroGAS	short	24/12/18	7/01/19	14	0.51	0.57	0.45	-0.06	-11.19	100	-11.19	-11.19
YPF	short	11/04/16	9/05/16	28	11.95	13.66	10.24	-1.71	-14.31		-14.31	-14.31
Cablevisión	long	20/04/20	28/09/20	161	4.84	3.50		-1.34	-27.71	50	-13.85
	short	5/04/21	17/05/21	42	2.09	2.31	1.86	-0.22	-10.62	100	-10.62	-23.00
Holcim (Argentina)	short	29/10/18	26/11/18	28	0.96	1.04	0.88	-0.08	-8.26		-8.26
	long	10/06/19	19/08/19	70	1.63	1.09		-0.54	-33.24	50	-16.62	-23.51
Comercial del Plata	short	5/06/06	23/10/06	140	0.06	0.04	0.08	0.02	32.74	100	32.74
	short	24/06/13	22/07/13	28	0.06	0.06	0.06	-0.00	-1.75		-1.75
	long	6/07/15	2/07/18	1092	0.22	0.09		-0.13	-59.24	50	-29.62
	short	19/08/19	13/01/20	147	0.02	0.03	0.01	-0.01	-37.84	100	-37.84	-42.94
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
TGN	short	16/03/20	8/06/20	84	0.31	0.45	0.17	-0.14	-44.49		-44.49	-44.49

Annotations

14/03/24	MerVal			Component update: IRSA comes new, Agrometal, Cablevisión and Holcim leave
25/10/16	Mirgor			stock split 1:3 (three for one)

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