| |
| |
Assessment - MerVal - 10/01/18 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/01/18 |
⇓ Δwk |
6/04/18 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
|
|
Merval |
1,588,910.000 |
8/12 |
0.32 |
32,584.900 |
|
29,018.600 |
3,566.300 |
12.29 |
|
11.45 |
| | |
|
|
|
L |
|
TGS |
5,040.000 |
8/12 |
0.20 |
112.279 |
|
80.935 |
31.344 |
38.73 |
|
41.63 |
| | |
|
|
|
|
|
Aluar |
926.000 |
8/12 |
-2.73 |
21.750 |
|
15.550 |
6.200 |
39.87 |
|
37.43 |
| | |
|
|
|
|
|
YPF |
27,475.000 |
8/12 |
1.85 |
600.550 |
|
449.000 |
151.550 |
33.75 |
|
35.49 |
| | |
|
|
|
|
|
Cresud |
1,010.000 |
8/12 |
-1.94 |
54.300 |
|
42.000 |
12.300 |
29.29 |
|
31.74 |
| | |
|
|
|
|
|
IRSA |
1,275.000 |
8/12 |
0.39 |
69.250 |
|
51.277 |
17.973 |
35.05 |
|
28.94 |
| | |
|
|
|
|
|
Central Puerto |
1,175.000 |
8/12 |
1.73 |
40.600 |
|
34.350 |
6.250 |
18.20 |
|
23.56 |
| | |
|
|
|
|
|
Ternium Argentina |
886.000 |
8/12 |
-2.32 |
16.900 |
|
15.000 |
1.900 |
12.67 |
|
18.93 |
| | |
|
|
|
|
|
BBVA Banco Francés |
4,025.000 |
8/12 |
0.75 |
156.100 |
|
125.000 |
31.100 |
24.88 |
|
17.60 |
| | |
|
|
|
|
|
Telecom Argentina |
1,810.000 |
8/12 |
-0.82 |
139.600 |
|
110.000 |
29.600 |
26.91 |
|
15.61 |
| | |
|
|
|
L |
|
TGN |
2,915.000 |
8/12 |
-1.19 |
65.750 |
|
60.300 |
5.450 |
9.04 |
|
8.59 |
| | |
|
|
|
|
|
Pampa Energía |
2,650.000 |
8/12 |
0.57 |
50.550 |
|
48.200 |
2.350 |
4.88 |
|
8.12 |
| | |
|
|
|
L |
|
Comercial del Plata |
237.750 |
8/12 |
4.28 |
4.430 |
|
3.790 |
0.640 |
16.89 |
|
5.44 |
| | |
|
|
|
|
|
Edenor |
1,095.000 |
8/12 |
-0.90 |
49.750 |
|
56.350 |
-6.600 |
-11.71 |
|
4.95 |
| | |
|
|
|
|
|
Banco de Valores |
341.000 |
8/12 |
-0.15 |
5.930 |
|
6.500 |
-0.570 |
-8.77 |
|
-4.60 |
| | |
|
|
|
|
|
Transener |
1,690.000 |
8/12 |
-3.43 |
47.050 |
|
51.000 |
-3.950 |
-7.75 |
|
-4.60 |
| | |
|
|
|
|
|
Gr Fin Galicia |
4,170.000 |
8/12 |
0.48 |
101.750 |
|
113.700 |
-11.950 |
-10.51 |
|
-5.36 |
| | |
|
|
|
|
|
Banco Macro |
6,680.000 |
8/12 |
0.91 |
166.400 |
|
198.100 |
-31.700 |
-16.00 |
|
-13.78 |
| | |
|
|
|
L |
|
Mirgor |
18,850.000 |
8/12 |
-1.57 |
364.850 |
|
474.000 |
-109.150 |
-23.03 |
|
-22.44 |
| | |
|
|
|
|
|
Supervielle |
1,775.000 |
8/12 |
1.14 |
63.950 |
|
90.100 |
-26.150 |
-29.02 |
|
-26.20 |
| | |
|
|
|
|
|
Bolsas y Mercados |
287.500 |
8/12 |
|
7.225 |
|
7.484 |
-0.259 |
-3.46 |
|
-na- |
| | |
|
|
|
|
|
Loma Negra |
1,750.000 |
8/12 |
-2.23 |
67.850 |
|
66.600 |
1.250 |
1.88 |
|
-na- |
MerVal - 21 out of 21 instruments rated - 10/01/18 / 6/04/18 - 13 did rise, Market-Ratio(17) = 61.90 % |
Stock Exchange Currency: ARS $ Argentine peso |
Technical Chart
Transactions MerVal * 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 |
183 |
|
54.500 |
66.300 |
|
11.800 |
22 |
12,159 |
672 |
|
short |
5/01/06 |
10/02/06 |
154 |
|
|
|
Comercial del Plata |
100 |
29,657 |
|
0.410 |
0.270 |
0.623 |
0.213 |
52 |
18,464 |
169 |
|
long |
10/02/06 |
6/11/07 |
252 |
|
|
|
Banco Macro |
100 |
2,637 |
|
7.000 |
10.700 |
|
3.700 |
53 |
28,221 |
85 |
|
short |
6/11/07 |
6/18/07 |
7 |
|
|
|
YPF |
100 |
219 |
|
128.550 |
130.500 |
126.600 |
-1.950 |
-2 |
27,794 |
-55 |
|
long |
6/18/07 |
8/06/07 |
49 |
|
|
|
Telecom Argentina |
100 |
1,770 |
|
15.700 |
13.600 |
|
-2.100 |
-13 |
24,077 |
-66 |
|
short |
8/06/07 |
9/03/07 |
28 |
|
|
|
YPF |
100 |
189 |
|
127.000 |
125.000 |
129.032 |
2.032 |
2 |
24,461 |
23 |
|
long |
9/03/07 |
9/10/07 |
7 |
|
|
|
Pampa Energía |
100 |
9,230 |
|
2.650 |
2.600 |
|
-0.050 |
-2 |
24,000 |
-63 |
|
short |
9/10/07 |
9/24/07 |
14 |
|
|
|
YPF |
100 |
203 |
|
118.000 |
123.000 |
113.000 |
-5.000 |
-4 |
22,985 |
-68 |
|
long |
9/24/07 |
11/05/07 |
42 |
|
|
|
Petrobras |
100 |
380 |
|
60.450 |
87.250 |
|
26.800 |
44 |
33,169 |
2,327 |
|
short |
11/05/07 |
11/19/07 |
14 |
|
|
|
Gr Fin Galicia |
100 |
13,593 |
|
2.440 |
2.360 |
2.523 |
0.083 |
3 |
34,293 |
138 |
|
long |
11/19/07 |
12/24/07 |
35 |
|
|
|
Petrobras |
100 |
426 |
|
80.430 |
90.500 |
|
10.070 |
13 |
38,583 |
242 |
|
short |
12/24/07 |
2/16/09 |
420 |
|
|
|
Gr Fin Galicia |
100 |
16,775 |
|
2.300 |
0.690 |
7.667 |
5.367 |
233 |
128,609 |
185 |
|
long |
2/16/09 |
2/23/09 |
7 |
|
|
|
YPF |
100 |
846 |
|
152.000 |
119.000 |
|
-33.000 |
-22 |
100,691 |
-100 |
|
short |
2/23/09 |
3/16/09 |
21 |
|
|
|
Edenor |
100 |
154,909 |
|
0.650 |
0.640 |
0.660 |
0.010 |
2 |
102,271 |
31 |
|
long |
3/16/09 |
3/23/09 |
7 |
|
|
|
Petrobras |
100 |
1,693 |
|
60.400 |
62.850 |
|
2.450 |
4 |
106,419 |
695 |
|
short |
3/23/09 |
5/04/09 |
42 |
|
|
|
Ternium Argentina |
100 |
155,356 |
|
0.685 |
0.819 |
0.551 |
-0.134 |
-20 |
85,601 |
-85 |
|
long |
5/04/09 |
2/01/10 |
273 |
|
|
|
Banco Macro |
100 |
15,649 |
|
5.470 |
9.600 |
|
4.130 |
76 |
150,232 |
112 |
|
short |
2/01/10 |
3/08/10 |
35 |
|
|
|
Comercial del Plata |
100 |
469,474 |
|
0.320 |
0.290 |
0.353 |
0.033 |
10 |
165,771 |
179 |
|
long |
3/08/10 |
5/03/10 |
56 |
|
|
|
Ternium Argentina |
100 |
85,669 |
|
1.935 |
1.877 |
|
-0.058 |
-3 |
160,803 |
-18 |
|
short |
5/03/10 |
5/31/10 |
28 |
|
|
|
Petrobras |
100 |
2,271 |
|
70.800 |
71.400 |
70.200 |
-0.600 |
-1 |
159,440 |
-11 |
|
long |
5/31/10 |
6/28/10 |
28 |
|
|
|
Ternium Argentina |
100 |
81,764 |
|
1.950 |
2.050 |
|
0.100 |
5 |
167,616 |
92 |
|
short |
6/28/10 |
7/19/10 |
21 |
|
|
|
Petrobras |
100 |
2,394 |
|
70.000 |
71.500 |
68.500 |
-1.500 |
-2 |
164,025 |
-31 |
|
long |
7/19/10 |
7/26/10 |
7 |
|
|
|
Banco Macro |
100 |
11,758 |
|
13.950 |
14.350 |
|
0.400 |
3 |
168,729 |
337 |
|
short |
7/26/10 |
8/30/10 |
35 |
|
|
|
Petrobras Argentina |
100 |
58,182 |
|
2.900 |
2.970 |
2.830 |
-0.070 |
-2 |
164,656 |
-22 |
|
long |
8/30/10 |
4/11/11 |
224 |
|
|
|
Gr Fin Galicia |
100 |
49,298 |
|
3.340 |
5.590 |
|
2.250 |
67 |
275,576 |
131 |
|
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 |
3,519 |
|
78.300 |
68.350 |
89.699 |
11.399 |
15 |
315,688 |
19 |
|
long |
1/16/12 |
2/06/12 |
21 |
|
|
|
Tenaris |
100 |
3,409 |
|
92.600 |
92.500 |
|
-0.100 |
0 |
315,347 |
-2 |
|
short |
2/06/12 |
2/27/12 |
21 |
|
|
|
Gr Fin Galicia |
100 |
93,297 |
|
3.380 |
3.490 |
3.270 |
-0.110 |
-3 |
305,084 |
-44 |
|
long |
2/27/12 |
3/05/12 |
7 |
|
|
|
Tenaris |
100 |
3,083 |
|
98.950 |
99.000 |
|
0.050 |
0 |
305,238 |
3 |
|
short |
3/05/12 |
3/12/12 |
7 |
|
|
|
Aluar |
100 |
110,995 |
|
2.750 |
2.920 |
2.580 |
-0.170 |
-6 |
286,369 |
-96 |
|
long |
3/12/12 |
4/23/12 |
42 |
|
|
|
Tenaris |
100 |
2,742 |
|
104.400 |
103.800 |
|
-0.600 |
-1 |
284,724 |
-5 |
|
short |
4/23/12 |
8/27/12 |
126 |
|
|
|
YPF |
100 |
3,643 |
|
78.150 |
83.500 |
72.800 |
-5.350 |
-7 |
265,234 |
-19 |
|
long |
8/27/12 |
9/03/12 |
7 |
|
|
|
Tenaris |
100 |
1,989 |
|
133.300 |
136.950 |
|
3.650 |
3 |
272,494 |
309 |
|
short |
9/03/12 |
9/10/12 |
7 |
|
|
|
Pampa Energía |
100 |
278,054 |
|
0.980 |
0.980 |
0.980 |
0.000 |
0 |
272,494 |
0 |
|
long |
9/10/12 |
10/15/12 |
35 |
|
|
|
Tenaris |
100 |
1,932 |
|
141.000 |
131.250 |
|
-9.750 |
-7 |
253,657 |
-53 |
|
short |
10/15/12 |
10/22/12 |
7 |
|
|
|
Pampa Energía |
100 |
275,713 |
|
0.920 |
0.870 |
0.973 |
0.053 |
6 |
268,242 |
1,745 |
|
long |
10/22/12 |
10/29/12 |
7 |
|
|
|
Tenaris |
100 |
2,135 |
|
125.600 |
130.000 |
|
4.400 |
4 |
277,636 |
502 |
|
short |
10/29/12 |
12/24/12 |
56 |
|
|
|
Pampa Energía |
100 |
311,950 |
|
0.890 |
0.950 |
0.830 |
-0.060 |
-7 |
258,919 |
-37 |
|
long |
12/24/12 |
5/27/13 |
154 |
|
|
|
Gr Fin Galicia |
100 |
57,409 |
|
4.510 |
4.750 |
|
0.240 |
5 |
272,697 |
13 |
|
short |
5/27/13 |
6/10/13 |
14 |
|
|
|
Pampa Energía |
100 |
245,673 |
|
1.110 |
1.110 |
1.110 |
0.000 |
0 |
272,697 |
0 |
|
long |
6/10/13 |
6/17/13 |
7 |
|
|
|
Telecom Argentina |
100 |
10,251 |
|
26.600 |
23.250 |
|
-3.350 |
-13 |
238,356 |
-100 |
|
short |
6/17/13 |
8/12/13 |
56 |
|
|
|
Comercial del Plata |
100 |
476,712 |
|
0.500 |
0.490 |
0.510 |
0.010 |
2 |
243,219 |
14 |
|
long |
8/12/13 |
2/10/14 |
182 |
|
|
|
Telecom Argentina |
100 |
7,883 |
|
30.850 |
32.000 |
|
1.150 |
4 |
252,284 |
8 |
|
short |
2/10/14 |
2/24/14 |
14 |
|
|
|
Petrobras |
100 |
4,211 |
|
59.900 |
60.900 |
58.900 |
-1.000 |
-2 |
248,073 |
-36 |
|
long |
2/24/14 |
12/15/14 |
294 |
|
|
|
Edenor |
100 |
72,962 |
|
3.400 |
6.050 |
|
2.650 |
78 |
441,422 |
105 |
|
short |
12/15/14 |
2/09/15 |
56 |
|
|
|
Petrobras |
100 |
12,612 |
|
35.000 |
41.100 |
28.900 |
-6.100 |
-17 |
364,489 |
-71 |
|
long |
2/09/15 |
2/16/15 |
7 |
|
|
|
Aluar |
100 |
39,618 |
|
9.200 |
9.300 |
|
0.100 |
1 |
368,451 |
76 |
|
short |
2/16/15 |
2/23/15 |
7 |
|
|
|
Petrobras |
100 |
8,835 |
|
41.700 |
38.550 |
45.107 |
3.407 |
8 |
398,555 |
5,907 |
|
long |
2/23/15 |
3/02/15 |
7 |
|
|
|
Comercial del Plata |
100 |
163,342 |
|
2.440 |
2.550 |
|
0.110 |
5 |
416,523 |
897 |
|
short |
3/02/15 |
3/09/15 |
7 |
|
|
|
Petrobras |
100 |
10,918 |
|
38.150 |
33.500 |
43.445 |
5.295 |
14 |
474,338 |
87,686 |
|
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 |
179,673 |
|
2.640 |
2.910 |
|
0.270 |
10 |
522,850 |
37 |
|
short |
6/29/15 |
10/12/15 |
105 |
|
|
|
Tenaris |
100 |
3,029 |
|
172.600 |
193.000 |
152.200 |
-20.400 |
-12 |
461,058 |
-35 |
|
long |
10/12/15 |
10/19/15 |
7 |
|
|
|
Pampa Energía |
100 |
52,392 |
|
8.800 |
9.970 |
|
1.170 |
13 |
522,357 |
67,011 |
|
short |
10/19/15 |
10/26/15 |
7 |
|
|
|
YPF |
100 |
2,159 |
|
241.900 |
271.000 |
212.800 |
-29.100 |
-12 |
459,530 |
-100 |
|
long |
10/26/15 |
3/07/16 |
133 |
|
|
|
Pampa Energía |
100 |
37,977 |
|
12.100 |
12.350 |
|
0.250 |
2 |
469,024 |
6 |
|
short |
3/07/16 |
4/11/16 |
35 |
|
|
|
YPF |
100 |
1,672 |
|
280.500 |
247.050 |
318.479 |
37.979 |
14 |
532,525 |
276 |
|
long |
4/11/16 |
6/20/16 |
70 |
|
|
|
Gr Fin Galicia |
100 |
14,106 |
|
37.750 |
42.150 |
|
4.400 |
12 |
594,592 |
78 |
|
short |
6/20/16 |
7/04/16 |
14 |
|
|
|
Comercial del Plata |
100 |
214,654 |
|
2.770 |
3.100 |
2.440 |
-0.330 |
-12 |
523,756 |
-96 |
|
long |
7/04/16 |
11/21/16 |
140 |
|
|
|
Petrobras |
100 |
9,286 |
|
56.400 |
79.750 |
|
23.350 |
41 |
740,584 |
147 |
|
short |
11/21/16 |
11/28/16 |
7 |
|
|
|
BBVA Banco Francés |
100 |
7,976 |
|
92.850 |
92.850 |
92.850 |
0.000 |
0 |
740,584 |
0 |
|
long |
11/28/16 |
12/19/16 |
21 |
|
|
|
Petrobras |
100 |
9,286 |
|
79.750 |
77.900 |
|
-1.850 |
-2 |
723,405 |
-33 |
|
short |
12/19/16 |
12/26/16 |
7 |
|
|
|
Petrobras Argentina |
100 |
95,815 |
|
7.550 |
10.000 |
5.100 |
-2.450 |
-32 |
488,658 |
-100 |
|
long |
12/26/16 |
4/30/18 |
490 |
|
|
|
Petrobras |
100 |
6,193 |
|
78.900 |
145.000 |
|
66.100 |
84 |
898,016 |
57 |
|
short |
4/30/18 |
6/11/18 |
42 |
|
|
|
San Miguel |
100 |
9,354 |
|
96.000 |
105.000 |
87.000 |
-9.000 |
-9 |
813,830 |
-57 |
|
long |
6/11/18 |
6/18/18 |
7 |
|
|
|
Tenaris |
100 |
1,671 |
|
487.000 |
481.050 |
|
-5.950 |
-1 |
803,887 |
-47 |
|
short |
6/18/18 |
9/24/18 |
98 |
|
|
|
Consultatio |
100 |
22,330 |
|
36.000 |
43.100 |
28.900 |
-7.100 |
-20 |
645,344 |
-56 |
|
long |
9/24/18 |
10/08/18 |
14 |
|
|
|
Tenaris |
100 |
1,037 |
|
622.000 |
638.800 |
|
16.800 |
3 |
662,766 |
100 |
|
short |
10/08/18 |
10/29/18 |
21 |
|
|
|
Supervielle |
100 |
11,952 |
|
55.450 |
59.700 |
51.200 |
-4.250 |
-8 |
611,970 |
-75 |
|
long |
10/29/18 |
11/26/18 |
28 |
|
|
|
Petrobras |
100 |
2,143 |
|
285.550 |
265.750 |
|
-19.800 |
-7 |
569,538 |
-61 |
|
short |
11/26/18 |
12/10/18 |
14 |
|
|
|
Mirgor |
100 |
1,871 |
|
304.400 |
341.800 |
267.000 |
-37.400 |
-12 |
499,563 |
-97 |
|
long |
12/10/18 |
1/14/19 |
35 |
|
|
|
Petrobras |
100 |
1,951 |
|
256.050 |
285.000 |
|
28.950 |
11 |
556,044 |
206 |
|
short |
1/14/19 |
2/04/19 |
21 |
|
|
|
MetroGAS |
100 |
19,717 |
|
28.200 |
30.200 |
26.200 |
-2.000 |
-7 |
516,610 |
-72 |
|
long |
2/04/19 |
4/15/19 |
70 |
|
|
|
Petrobras |
100 |
1,683 |
|
306.950 |
312.900 |
|
5.950 |
2 |
526,624 |
11 |
|
short |
4/15/19 |
7/01/19 |
77 |
|
|
|
MetroGAS |
100 |
28,086 |
|
18.750 |
20.600 |
16.900 |
-1.850 |
-10 |
474,665 |
-39 |
|
long |
7/01/19 |
8/19/19 |
49 |
|
|
|
Banco Macro |
100 |
1,566 |
|
303.050 |
217.150 |
|
-85.900 |
-28 |
340,146 |
-92 |
|
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 |
246,482 |
|
1.380 |
1.840 |
0.920 |
-0.460 |
-33 |
226,764 |
-71 |
|
long |
12/16/19 |
3/02/20 |
77 |
|
|
|
Banco de Valores |
100 |
17,926 |
|
12.650 |
14.500 |
|
1.850 |
15 |
259,927 |
91 |
|
short |
3/02/20 |
5/18/20 |
77 |
|
|
|
Edenor |
100 |
13,295 |
|
19.550 |
20.850 |
18.250 |
-1.300 |
-7 |
242,644 |
-28 |
|
long |
5/18/20 |
5/25/20 |
7 |
|
|
|
Banco de Valores |
100 |
11,582 |
|
20.950 |
21.550 |
|
0.600 |
3 |
249,593 |
336 |
|
short |
5/25/20 |
6/08/20 |
14 |
|
|
|
TGN |
100 |
8,196 |
|
30.450 |
39.050 |
21.850 |
-8.600 |
-28 |
179,107 |
-100 |
|
long |
6/08/20 |
9/21/20 |
105 |
|
|
|
Banco de Valores |
100 |
7,736 |
|
23.150 |
20.100 |
|
-3.050 |
-13 |
155,512 |
-39 |
|
short |
9/21/20 |
9/28/20 |
7 |
|
|
|
YPF |
100 |
271 |
|
572.650 |
545.600 |
601.041 |
28.391 |
5 |
163,206 |
1,147 |
|
long |
9/28/20 |
10/05/20 |
7 |
|
|
|
Bolsas y Mercados |
100 |
15,469 |
|
10.550 |
10.780 |
|
0.230 |
2 |
166,764 |
208 |
|
short |
10/05/20 |
10/12/20 |
7 |
|
|
|
YPF |
100 |
288 |
|
579.000 |
610.600 |
547.400 |
-31.600 |
-5 |
157,663 |
-95 |
|
long |
10/12/20 |
12/07/20 |
56 |
|
|
|
Ternium Argentina |
100 |
3,368 |
|
46.800 |
54.100 |
|
7.300 |
16 |
182,250 |
157 |
|
short |
12/07/20 |
12/14/20 |
7 |
|
|
|
Banco Macro |
100 |
747 |
|
243.700 |
231.600 |
256.432 |
12.732 |
5 |
191,761 |
1,323 |
|
long |
12/14/20 |
2/15/21 |
63 |
|
|
|
Ternium Argentina |
100 |
3,666 |
|
52.300 |
50.800 |
|
-1.500 |
-3 |
186,262 |
-16 |
|
short |
2/15/21 |
5/17/21 |
91 |
|
|
|
Cablevisión |
100 |
545 |
|
341.500 |
307.000 |
379.877 |
38.377 |
11 |
207,177 |
53 |
|
long |
5/17/21 |
2/21/22 |
280 |
|
|
|
Cresud |
100 |
1,757 |
|
117.850 |
119.500 |
|
1.650 |
1 |
210,076 |
2 |
|
short |
2/21/22 |
2/28/22 |
7 |
|
|
|
Holcim (Argentina) |
100 |
1,252 |
|
167.750 |
162.500 |
173.170 |
5.420 |
3 |
216,862 |
425 |
|
long |
2/28/22 |
3/07/22 |
7 |
|
|
|
TGN |
100 |
1,985 |
|
109.250 |
114.000 |
|
4.750 |
4 |
226,290 |
820 |
|
short |
3/07/22 |
3/21/22 |
14 |
|
|
|
Holcim (Argentina) |
100 |
1,498 |
|
151.000 |
159.000 |
143.000 |
-8.000 |
-5 |
214,306 |
-76 |
|
long |
3/21/22 |
5/09/22 |
49 |
|
|
|
Comercial del Plata |
100 |
26,392 |
|
8.120 |
8.620 |
|
0.500 |
6 |
227,502 |
56 |
|
short |
5/09/22 |
5/16/22 |
7 |
|
|
|
Holcim (Argentina) |
100 |
1,599 |
|
142.250 |
161.250 |
123.250 |
-19.000 |
-13 |
197,121 |
-100 |
|
long |
5/16/22 |
6/06/22 |
21 |
|
|
|
Comercial del Plata |
100 |
21,566 |
|
9.140 |
9.800 |
|
0.660 |
7 |
211,355 |
236 |
|
short |
6/06/22 |
7/11/22 |
35 |
|
|
|
BBVA Banco Francés |
100 |
1,041 |
|
202.900 |
223.800 |
182.000 |
-20.900 |
-10 |
189,598 |
-68 |
|
long |
7/11/22 |
8/12/24 |
763 |
|
|
|
Comercial del Plata |
100 |
13,494 |
|
14.050 |
237.750 |
|
223.700 |
1,592 |
3,208,206 |
287 |
|
accum | 3/27/06 |
8/12/24 | 6815 |
days out of 6899 invested (99%) |
31,982 |
3,208,206 |
36 |
|
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 | 10/02/06 | 154 | 0.41 | 0.27 | 0.62 | 0.21 | 51.85 | | | |
| short | 2/01/10 | 3/08/10 | 35 | 0.32 | 0.29 | 0.35 | 0.03 | 10.34 | | | |
| short | 6/17/13 | 8/12/13 | 56 | 0.50 | 0.49 | 0.51 | 0.01 | 2.04 | | | |
| long | 2/23/15 | 3/02/15 | 7 | 2.44 | 2.55 | | 0.11 | 4.51 | | | |
| long | 3/09/15 | 6/29/15 | 112 | 2.64 | 2.91 | | 0.27 | 10.23 | | | |
| short | 6/20/16 | 7/04/16 | 14 | 2.77 | 3.10 | 2.44 | -0.33 | -11.91 | | | |
| short | 8/19/19 | 12/16/19 | 119 | 1.38 | 1.84 | 0.92 | -0.46 | -33.33 | | | |
| long | 3/21/22 | 5/09/22 | 49 | 8.12 | 8.62 | | 0.50 | 6.16 | | | |
| long | 5/16/22 | 6/06/22 | 21 | 9.14 | 9.80 | | 0.66 | 7.22 | | | |
| long | 7/11/22 | 8/12/24 | 763 | 14.05 | 237.75 | | 223.70 | 1,592.17 | | | 2,127.80 |
Gr Fin Galicia | short | 11/05/07 | 11/19/07 | 14 | 2.44 | 2.36 | 2.52 | 0.08 | 3.39 | | | |
| short | 12/24/07 | 2/16/09 | 420 | 2.30 | 0.69 | 7.67 | 5.37 | 233.33 | | | |
| long | 8/30/10 | 4/11/11 | 224 | 3.34 | 5.59 | | 2.25 | 67.37 | | | |
| short | 2/06/12 | 2/27/12 | 21 | 3.38 | 3.49 | 3.27 | -0.11 | -3.25 | | | |
| long | 12/24/12 | 5/27/13 | 154 | 4.51 | 4.75 | | 0.24 | 5.32 | | | |
| long | 4/11/16 | 6/20/16 | 70 | 37.75 | 42.15 | | 4.40 | 11.66 | | | 556.22 |
Petrobras | long | 9/24/07 | 11/05/07 | 42 | 60.45 | 87.25 | | 26.80 | 44.33 | | | |
| long | 11/19/07 | 12/24/07 | 35 | 80.43 | 90.50 | | 10.07 | 12.52 | | | |
| long | 3/16/09 | 3/23/09 | 7 | 60.40 | 62.85 | | 2.45 | 4.06 | | | |
| short | 5/03/10 | 5/31/10 | 28 | 70.80 | 71.40 | 70.20 | -0.60 | -0.85 | | | |
| short | 6/28/10 | 7/19/10 | 21 | 70.00 | 71.50 | 68.50 | -1.50 | -2.14 | | | |
| short | 4/11/11 | 1/16/12 | 280 | 78.30 | 68.35 | 89.70 | 11.40 | 14.56 | | | |
| short | 2/10/14 | 2/24/14 | 14 | 59.90 | 60.90 | 58.90 | -1.00 | -1.67 | | | |
| short | 12/15/14 | 2/09/15 | 56 | 35.00 | 41.10 | 28.90 | -6.10 | -17.43 | | | |
| short | 2/16/15 | 2/23/15 | 7 | 41.70 | 38.55 | 45.11 | 3.41 | 8.17 | | | |
| short | 3/02/15 | 3/09/15 | 7 | 38.15 | 33.50 | 43.45 | 5.30 | 13.88 | | | |
| long | 7/04/16 | 11/21/16 | 140 | 56.40 | 79.75 | | 23.35 | 41.40 | | | |
| long | 11/28/16 | 12/19/16 | 21 | 79.75 | 77.90 | | -1.85 | -2.32 | | | |
| long | 12/26/16 | 4/30/18 | 490 | 78.90 | 145.00 | | 66.10 | 83.78 | | | |
| long | 10/29/18 | 11/26/18 | 28 | 285.55 | 265.75 | | -19.80 | -6.93 | | | |
| long | 12/10/18 | 1/14/19 | 35 | 256.05 | 285.00 | | 28.95 | 11.31 | | | |
| long | 2/04/19 | 4/15/19 | 70 | 306.95 | 312.90 | | 5.95 | 1.94 | | | 403.58 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Banco Macro | long | 10/02/06 | 6/11/07 | 252 | 7.00 | 10.70 | | 3.70 | 52.86 | | | |
| long | 5/04/09 | 2/01/10 | 273 | 5.47 | 9.60 | | 4.13 | 75.50 | | | |
| long | 7/19/10 | 7/26/10 | 7 | 13.95 | 14.35 | | 0.40 | 2.87 | | | |
| long | 7/01/19 | 8/19/19 | 49 | 303.05 | 217.15 | | -85.90 | -28.35 | | | |
| short | 12/07/20 | 12/14/20 | 7 | 243.70 | 231.60 | 256.43 | 12.73 | 5.22 | | | 108.07 |
Edenor | short | 2/23/09 | 3/16/09 | 21 | 0.65 | 0.64 | 0.66 | 0.01 | 1.57 | | | |
| long | 2/24/14 | 12/15/14 | 294 | 3.40 | 6.05 | | 2.65 | 77.94 | | | |
| short | 3/02/20 | 5/18/20 | 77 | 19.55 | 20.85 | 18.25 | -1.30 | -6.65 | | | 68.72 |
Pampa Energía | long | 9/03/07 | 9/10/07 | 7 | 2.65 | 2.60 | | -0.05 | -1.89 | | | |
| short | 9/03/12 | 9/10/12 | 7 | 0.98 | 0.98 | 0.98 | 0.00 | 0.00 | | | |
| short | 10/15/12 | 10/22/12 | 7 | 0.92 | 0.87 | 0.97 | 0.05 | 5.75 | | | |
| short | 10/29/12 | 12/24/12 | 56 | 0.89 | 0.95 | 0.83 | -0.06 | -6.74 | | | |
| short | 5/27/13 | 6/10/13 | 14 | 1.11 | 1.11 | 1.11 | 0.00 | 0.00 | | | |
| long | 10/12/15 | 10/19/15 | 7 | 8.80 | 9.97 | | 1.17 | 13.30 | | | |
| long | 10/26/15 | 3/07/16 | 133 | 12.10 | 12.35 | | 0.25 | 2.07 | | | 11.89 |
Cablevisión | short | 2/15/21 | 5/17/21 | 91 | 341.50 | 307.00 | 379.88 | 38.38 | 11.24 | | | 11.24 |
Tenaris | long | 3/27/06 | 5/01/06 | 35 | 54.50 | 66.30 | | 11.80 | 21.65 | | | |
| long | 1/16/12 | 2/06/12 | 21 | 92.60 | 92.50 | | -0.10 | -0.11 | | | |
| long | 2/27/12 | 3/05/12 | 7 | 98.95 | 99.00 | | 0.05 | 0.05 | | | |
| long | 3/12/12 | 4/23/12 | 42 | 104.40 | 103.80 | | -0.60 | -0.57 | | | |
| long | 8/27/12 | 9/03/12 | 7 | 133.30 | 136.95 | | 3.65 | 2.74 | | | |
| long | 9/10/12 | 10/15/12 | 35 | 141.00 | 131.25 | | -9.75 | -6.91 | | | |
| long | 10/22/12 | 10/29/12 | 7 | 125.60 | 130.00 | | 4.40 | 3.50 | | | |
| short | 6/29/15 | 10/12/15 | 105 | 172.60 | 193.00 | 152.20 | -20.40 | -11.82 | | | |
| long | 6/11/18 | 6/18/18 | 7 | 487.00 | 481.05 | | -5.95 | -1.22 | | | |
| long | 9/24/18 | 10/08/18 | 14 | 622.00 | 638.80 | | 16.80 | 2.70 | | | 7.04 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Banco de Valores | long | 12/16/19 | 3/02/20 | 77 | 12.65 | 14.50 | | 1.85 | 14.62 | | | |
| long | 5/18/20 | 5/25/20 | 7 | 20.95 | 21.55 | | 0.60 | 2.86 | | | |
| long | 6/08/20 | 9/21/20 | 105 | 23.15 | 20.10 | | -3.05 | -13.17 | | | 2.37 |
Bolsas y Mercados | long | 9/28/20 | 10/05/20 | 7 | 10.55 | 10.78 | | 0.23 | 2.18 | | | 2.18 |
Cresud | long | 5/17/21 | 2/21/22 | 280 | 117.85 | 119.50 | | 1.65 | 1.40 | | | 1.40 |
Aluar | short | 3/05/12 | 3/12/12 | 7 | 2.75 | 2.92 | 2.58 | -0.17 | -6.18 | | | |
| long | 2/09/15 | 2/16/15 | 7 | 9.20 | 9.30 | | 0.10 | 1.09 | | | -5.16 |
Supervielle | short | 10/08/18 | 10/29/18 | 21 | 55.45 | 59.70 | 51.20 | -4.25 | -7.66 | | | -7.66 |
Ternium Argentina | short | 3/23/09 | 5/04/09 | 42 | 0.69 | 0.82 | 0.55 | -0.13 | -19.56 | | | |
| long | 3/08/10 | 5/03/10 | 56 | 1.94 | 1.88 | | -0.06 | -3.00 | | | |
| long | 5/31/10 | 6/28/10 | 28 | 1.95 | 2.05 | | 0.10 | 5.13 | | | |
| long | 10/12/20 | 12/07/20 | 56 | 46.80 | 54.10 | | 7.30 | 15.60 | | | |
| long | 12/14/20 | 2/15/21 | 63 | 52.30 | 50.80 | | -1.50 | -2.87 | | | -7.90 |
San Miguel | short | 4/30/18 | 6/11/18 | 42 | 96.00 | 105.00 | 87.00 | -9.00 | -9.38 | | | -9.38 |
BBVA Banco Francés | short | 11/21/16 | 11/28/16 | 7 | 92.85 | 92.85 | 92.85 | 0.00 | 0.00 | | | |
| short | 6/06/22 | 7/11/22 | 35 | 202.90 | 223.80 | 182.00 | -20.90 | -10.30 | | | -10.30 |
Mirgor | short | 11/26/18 | 12/10/18 | 14 | 304.40 | 341.80 | 267.00 | -37.40 | -12.29 | | | -12.29 |
Holcim (Argentina) | short | 2/21/22 | 2/28/22 | 7 | 167.75 | 162.50 | 173.17 | 5.42 | 3.23 | | | |
| short | 3/07/22 | 3/21/22 | 14 | 151.00 | 159.00 | 143.00 | -8.00 | -5.30 | | | |
| short | 5/09/22 | 5/16/22 | 7 | 142.25 | 161.25 | 123.25 | -19.00 | -13.36 | | | -15.30 |
MetroGAS | short | 1/14/19 | 2/04/19 | 21 | 28.20 | 30.20 | 26.20 | -2.00 | -7.09 | | | |
| short | 4/15/19 | 7/01/19 | 77 | 18.75 | 20.60 | 16.90 | -1.85 | -9.87 | | | -16.26 |
Consultatio | short | 6/18/18 | 9/24/18 | 98 | 36.00 | 43.10 | 28.90 | -7.10 | -19.72 | | | -19.72 |
Telecom Argentina | long | 6/18/07 | 8/06/07 | 49 | 15.70 | 13.60 | | -2.10 | -13.38 | | | |
| long | 6/10/13 | 6/17/13 | 7 | 26.60 | 23.25 | | -3.35 | -12.59 | | | |
| long | 8/12/13 | 2/10/14 | 182 | 30.85 | 32.00 | | 1.15 | 3.73 | | | -21.46 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
TGN | short | 5/25/20 | 6/08/20 | 14 | 30.45 | 39.05 | 21.85 | -8.60 | -28.24 | | | |
| long | 2/28/22 | 3/07/22 | 7 | 109.25 | 114.00 | | 4.75 | 4.35 | | | -25.12 |
YPF | short | 6/11/07 | 6/18/07 | 7 | 128.55 | 130.50 | 126.60 | -1.95 | -1.52 | | | |
| short | 8/06/07 | 9/03/07 | 28 | 127.00 | 125.00 | 129.03 | 2.03 | 1.60 | | | |
| short | 9/10/07 | 9/24/07 | 14 | 118.00 | 123.00 | 113.00 | -5.00 | -4.24 | | | |
| long | 2/16/09 | 2/23/09 | 7 | 152.00 | 119.00 | | -33.00 | -21.71 | | | |
| short | 4/23/12 | 8/27/12 | 126 | 78.15 | 83.50 | 72.80 | -5.35 | -6.85 | | | |
| short | 10/19/15 | 10/26/15 | 7 | 241.90 | 271.00 | 212.80 | -29.10 | -12.03 | | | |
| short | 3/07/16 | 4/11/16 | 35 | 280.50 | 247.05 | 318.48 | 37.98 | 13.54 | | | |
| short | 9/21/20 | 9/28/20 | 7 | 572.65 | 545.60 | 601.04 | 28.39 | 4.96 | | | |
| short | 10/05/20 | 10/12/20 | 7 | 579.00 | 610.60 | 547.40 | -31.60 | -5.46 | | | -30.74 |
Petrobras Argentina | short | 7/26/10 | 8/30/10 | 35 | 2.90 | 2.97 | 2.83 | -0.07 | -2.41 | | | |
| short | 12/19/16 | 12/26/16 | 7 | 7.55 | 10.00 | 5.10 | -2.45 | -32.45 | | | -34.08 |
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) |
|
|