| |
| |
Assessment - MerVal - 4/15/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
10/16/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
|
|
Merval |
1,172,830.000 |
Thu |
0.04 |
1,197,530.000 |
-2.06 |
760,674.000 |
436,856.000 |
57.43 |
|
106.56 |
| | |
|
|
|
|
|
Banco Macro |
5,187.750 |
Thu |
1.41 |
5,058.950 |
2.55 |
1,670.000 |
3,388.950 |
202.93 |
|
195.83 |
| | |
|
|
|
|
|
Supervielle |
1,130.050 |
Thu |
-0.48 |
1,150.150 |
-1.75 |
376.000 |
774.150 |
205.89 |
|
181.95 |
| | |
|
|
|
|
|
Gr Fin Galicia |
2,993.900 |
Thu |
1.34 |
2,972.000 |
0.74 |
1,149.900 |
1,822.100 |
158.46 |
|
173.24 |
| | |
|
|
|
L |
|
Bolsas y Mercados |
1,429.000 |
Thu |
-0.03 |
1,400.000 |
2.07 |
629.000 |
771.000 |
122.58 |
|
155.81 |
| | |
|
|
|
|
|
Transener |
1,149.000 |
Thu |
0.83 |
1,198.000 |
-4.09 |
580.000 |
618.000 |
106.55 |
|
140.59 |
| | |
|
|
|
|
|
BBVA Banco Francés |
2,859.800 |
Thu |
0.62 |
2,922.400 |
-2.14 |
1,279.000 |
1,643.400 |
128.49 |
|
135.53 |
| | |
|
|
|
|
|
Comercial del Plata |
102.750 |
Thu |
-0.05 |
109.950 |
-6.55 |
56.550 |
53.400 |
94.43 |
|
121.39 |
| | |
|
|
|
|
|
TGN |
1,970.000 |
Thu |
-2.60 |
2,074.000 |
-5.01 |
964.000 |
1,110.000 |
115.15 |
|
121.18 |
| | |
|
|
|
|
|
YPF |
20,766.300 |
Thu |
-1.15 |
21,724.200 |
-4.41 |
12,350.000 |
9,374.200 |
75.90 |
|
117.94 |
| | |
|
|
|
|
|
Central Puerto |
952.850 |
Thu |
-2.04 |
1,012.400 |
-5.88 |
655.400 |
357.000 |
54.47 |
|
98.54 |
| | |
|
|
|
|
|
Banco de Valores |
259.500 |
Thu |
0.19 |
265.000 |
-2.08 |
137.750 |
127.250 |
92.38 |
|
90.07 |
| | |
|
|
|
|
|
Edenor |
863.350 |
Thu |
0.03 |
875.300 |
-1.37 |
584.450 |
290.850 |
49.76 |
|
87.53 |
| | |
|
|
|
|
|
IRSA |
999.000 |
Thu |
0.95 |
1,012.900 |
-1.37 |
714.350 |
298.550 |
41.79 |
|
84.24 |
| | |
|
|
|
|
|
TGS |
3,305.850 |
Thu |
-0.44 |
3,335.200 |
-0.88 |
2,355.000 |
980.200 |
41.62 |
|
81.97 |
| | |
|
|
|
|
|
Telecom Argentina |
1,489.100 |
Thu |
-0.64 |
1,500.000 |
-0.73 |
998.350 |
501.650 |
50.25 |
|
73.40 |
| | |
|
|
|
|
|
Cresud |
930.900 |
Thu |
0.88 |
954.850 |
-2.51 |
756.500 |
198.350 |
26.22 |
|
72.56 |
| | |
|
|
|
|
|
Loma Negra |
1,467.950 |
Thu |
1.19 |
1,478.250 |
-0.70 |
1,334.000 |
144.250 |
10.81 |
|
55.34 |
| | |
|
|
|
|
|
Aluar |
848.500 |
Thu |
-0.06 |
888.500 |
-4.50 |
1,180.000 |
-291.500 |
-24.70 |
|
54.66 |
| | |
|
|
|
|
|
Pampa Energía |
1,789.600 |
Thu |
-0.03 |
1,820.250 |
-1.68 |
1,590.000 |
230.250 |
14.48 |
|
52.44 |
| | |
|
|
|
|
|
Ternium Argentina |
804.500 |
Thu |
-0.25 |
851.500 |
-5.52 |
1,075.000 |
-223.500 |
-20.79 |
|
45.68 |
| | |
|
|
|
|
|
Mirgor |
13,774.000 |
Thu |
0.09 |
13,164.000 |
4.63 |
9,748.000 |
3,416.000 |
35.04 |
|
37.45 |
MerVal - 21 out of 21 instruments rated - 4/15/24 / 10/16/23 - 19 did rise, Market-Ratio(26) = 90.48 % |
Stock Exchange Currency: ARS $ Argentine peso |
Technical Chart
Transactions MerVal * 26 - 60/40 (2)
|
⇐ |
| |
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 |
50 |
12,195 |
|
0.410 |
0.280 |
0.600 |
0.190 |
46 |
12,322 |
103 |
|
|
|
|
|
|
|
|
YPF |
50 |
31 |
|
160.000 |
134.200 |
190.760 |
30.760 |
19 |
13,275 |
39 |
|
100 |
33 |
70 | |
long |
11/13/06 |
8/20/07 |
280 |
|
|
|
Banco Macro |
50 |
849 |
|
7.810 |
9.050 |
|
1.240 |
16 |
14,328 |
21 |
|
|
|
|
|
|
|
|
Tenaris |
50 |
100 |
|
65.800 |
75.600 |
|
9.800 |
15 |
15,308 |
20 |
|
100 |
15 |
21 | |
short |
8/20/07 |
9/24/07 |
35 |
|
|
|
Ternium Argentina |
50 |
4,853 |
|
1.577 |
1.788 |
1.366 |
-0.211 |
-13 |
14,284 |
-78 |
|
|
|
|
|
|
|
|
YPF |
50 |
68 |
|
111.000 |
123.000 |
99.000 |
-12.000 |
-11 |
13,468 |
-70 |
|
100 |
-12 |
-74 | |
long |
9/24/07 |
12/17/07 |
84 |
|
|
|
Pampa Energía |
50 |
2,439 |
|
2.760 |
2.570 |
|
-0.190 |
-7 |
13,005 |
-27 |
|
|
|
|
|
|
|
|
Petrobras |
50 |
111 |
|
60.450 |
88.250 |
|
27.800 |
46 |
16,091 |
418 |
|
100 |
20 |
117 | |
short |
12/17/07 |
4/20/09 |
490 |
|
|
|
Banco Macro |
50 |
1,077 |
|
7.470 |
3.980 |
14.020 |
6.550 |
88 |
23,145 |
60 |
|
|
|
|
|
|
|
|
Gr Fin Galicia |
50 |
3,607 |
|
2.230 |
0.750 |
6.631 |
4.401 |
197 |
39,018 |
125 |
|
100 |
143 |
93 | |
long |
4/20/09 |
5/03/10 |
378 |
|
|
|
Petrobras |
50 |
309 |
|
63.000 |
70.800 |
|
7.800 |
12 |
41,428 |
12 |
|
|
|
|
|
|
|
|
Telecom Argentina |
50 |
3,153 |
|
6.200 |
13.700 |
|
7.500 |
121 |
65,076 |
115 |
|
100 |
67 |
64 | |
short |
5/03/10 |
5/10/10 |
7 |
|
|
|
Petrobras |
50 |
459 |
|
70.800 |
73.350 |
68.250 |
-2.550 |
-4 |
63,905 |
-85 |
|
|
|
|
|
|
|
|
Petrobras Argentina |
50 |
10,244 |
|
3.180 |
2.970 |
3.405 |
0.225 |
7 |
66,208 |
3,422 |
|
100 |
2 |
146 | |
long |
5/10/10 |
7/05/10 |
56 |
|
|
|
Ternium Argentina |
50 |
16,363 |
|
2.023 |
2.115 |
|
0.092 |
5 |
67,713 |
34 |
|
|
|
|
|
|
|
|
Comercial del Plata |
50 |
70,437 |
|
0.470 |
0.390 |
|
-0.080 |
-17 |
62,078 |
-70 |
|
100 |
-6 |
-34 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/05/10 |
8/02/10 |
28 |
|
|
|
Petrobras |
50 |
425 |
|
72.950 |
74.200 |
71.700 |
-1.250 |
-2 |
61,547 |
-20 |
|
|
|
|
|
|
|
|
Petrobras Argentina |
50 |
10,903 |
|
2.850 |
2.910 |
2.790 |
-0.060 |
-2 |
60,893 |
-24 |
|
100 |
-2 |
-22 | |
long |
8/02/10 |
6/13/11 |
315 |
|
|
|
Banco Macro |
50 |
1,914 |
|
15.900 |
15.700 |
|
-0.200 |
-1 |
60,510 |
-1 |
|
|
|
|
|
|
|
|
Gr Fin Galicia |
50 |
10,956 |
|
2.780 |
5.480 |
|
2.700 |
97 |
90,091 |
120 |
|
100 |
48 |
57 | |
short |
6/13/11 |
4/02/12 |
294 |
|
|
|
Petrobras |
50 |
621 |
|
72.500 |
67.500 |
77.870 |
5.370 |
7 |
93,426 |
9 |
|
|
|
|
|
|
|
|
Ternium Argentina |
50 |
19,595 |
|
2.300 |
1.630 |
3.245 |
0.945 |
41 |
111,952 |
53 |
|
100 |
24 |
31 | |
long |
4/02/12 |
4/09/12 |
7 |
|
|
|
Tenaris |
50 |
568 |
|
98.500 |
95.000 |
|
-3.500 |
-4 |
109,964 |
-85 |
|
|
|
|
|
|
|
|
Comercial del Plata |
50 |
69,140 |
|
0.810 |
0.800 |
|
-0.010 |
-1 |
109,272 |
-48 |
|
100 |
-2 |
-72 | |
short |
4/09/12 |
12/24/12 |
259 |
|
|
|
Aluar |
50 |
22,030 |
|
2.480 |
2.320 |
2.651 |
0.171 |
7 |
113,039 |
10 |
|
|
|
|
|
|
|
|
Edenor |
50 |
56,327 |
|
0.970 |
0.640 |
1.470 |
0.500 |
52 |
141,214 |
80 |
|
100 |
29 |
44 | |
long |
12/24/12 |
7/15/13 |
203 |
|
|
|
BBVA Banco Francés |
50 |
6,248 |
|
11.300 |
11.350 |
|
0.050 |
0 |
141,526 |
1 |
|
|
|
|
|
|
|
|
Gr Fin Galicia |
50 |
15,656 |
|
4.510 |
4.430 |
|
-0.080 |
-2 |
140,274 |
-3 |
|
100 |
-1 |
-1 | |
short |
7/15/13 |
8/12/13 |
28 |
|
|
|
Petrobras |
50 |
1,233 |
|
56.850 |
60.400 |
53.300 |
-3.550 |
-6 |
135,897 |
-57 |
|
|
|
|
|
|
|
|
Comercial del Plata |
50 |
137,603 |
|
0.510 |
0.490 |
0.531 |
0.021 |
4 |
138,759 |
68 |
|
100 |
-1 |
-13 | |
long |
8/12/13 |
8/24/15 |
742 |
|
|
|
Telecom Argentina |
50 |
2,248 |
|
30.850 |
40.600 |
|
9.750 |
32 |
160,677 |
14 |
|
|
|
|
|
|
|
|
Ternium Argentina |
50 |
28,445 |
|
2.440 |
5.480 |
|
3.040 |
125 |
247,150 |
49 |
|
100 |
78 |
33 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/24/15 |
8/31/15 |
7 |
|
|
|
Petrobras |
50 |
3,634 |
|
34.000 |
41.000 |
27.000 |
-7.000 |
-21 |
221,712 |
-100 |
|
|
|
|
|
|
|
|
YPF |
50 |
447 |
|
276.000 |
298.000 |
254.000 |
-22.000 |
-8 |
211,878 |
-99 |
|
100 |
-14 |
-100 | |
long |
8/31/15 |
9/14/15 |
14 |
|
|
|
Pampa Energía |
50 |
11,903 |
|
8.900 |
9.190 |
|
0.290 |
3 |
215,330 |
131 |
|
|
|
|
|
|
|
|
Comercial del Plata |
50 |
33,419 |
|
3.170 |
2.950 |
|
-0.220 |
-7 |
207,977 |
-85 |
|
100 |
-2 |
-38 | |
short |
9/14/15 |
11/02/15 |
49 |
|
|
|
Aluar |
50 |
14,148 |
|
7.350 |
10.250 |
4.450 |
-2.900 |
-39 |
166,948 |
-98 |
|
|
|
|
|
|
|
|
Petrobras |
50 |
3,118 |
|
33.350 |
33.750 |
32.950 |
-0.400 |
-1 |
165,701 |
-9 |
|
100 |
-20 |
-82 | |
long |
11/02/15 |
1/18/16 |
77 |
|
|
|
BBVA Banco Francés |
50 |
800 |
|
103.500 |
84.500 |
|
-19.000 |
-18 |
150,501 |
-62 |
|
|
|
|
|
|
|
|
Pampa Energía |
50 |
6,233 |
|
13.300 |
10.150 |
|
-3.150 |
-24 |
130,867 |
-72 |
|
100 |
-21 |
-67 | |
short |
1/18/16 |
1/25/16 |
7 |
|
|
|
Petrobras |
50 |
2,895 |
|
22.600 |
21.800 |
23.429 |
0.829 |
4 |
133,268 |
555 |
|
|
|
|
|
|
|
|
YPF |
50 |
355 |
|
184.000 |
207.500 |
160.500 |
-23.500 |
-13 |
124,926 |
-100 |
|
100 |
-5 |
-91 | |
long |
1/25/16 |
5/02/16 |
98 |
|
|
|
Gr Fin Galicia |
50 |
1,725 |
|
36.200 |
41.200 |
|
5.000 |
14 |
133,551 |
62 |
|
|
|
|
|
|
|
|
Pampa Energía |
50 |
5,228 |
|
11.950 |
11.650 |
|
-0.300 |
-3 |
131,982 |
-9 |
|
100 |
6 |
23 | |
short |
5/02/16 |
6/13/16 |
42 |
|
|
|
Ternium Argentina |
50 |
9,633 |
|
6.850 |
6.960 |
6.740 |
-0.110 |
-2 |
130,923 |
-13 |
|
|
|
|
|
|
|
|
Comercial del Plata |
50 |
20,884 |
|
3.160 |
2.830 |
3.529 |
0.369 |
12 |
138,618 |
161 |
|
100 |
5 |
53 | |
long |
6/13/16 |
8/29/16 |
77 |
|
|
|
Banco Macro |
50 |
721 |
|
96.000 |
120.700 |
|
24.700 |
26 |
156,427 |
196 |
|
|
|
|
|
|
|
|
Pampa Energía |
50 |
4,786 |
|
14.500 |
15.500 |
|
1.000 |
7 |
161,213 |
37 |
|
100 |
16 |
105 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/29/16 |
9/12/16 |
14 |
|
|
|
Aluar |
50 |
8,484 |
|
9.500 |
9.340 |
9.663 |
0.163 |
2 |
162,594 |
56 |
|
|
|
|
|
|
|
|
Comercial del Plata |
50 |
26,004 |
|
3.100 |
3.040 |
3.161 |
0.061 |
2 |
164,185 |
66 |
|
100 |
2 |
61 | |
long |
9/12/16 |
6/25/18 |
651 |
|
|
|
Pampa Energía |
50 |
4,930 |
|
16.650 |
45.400 |
|
28.750 |
173 |
305,922 |
75 |
|
|
|
|
|
|
|
|
Petrobras |
50 |
1,118 |
|
73.400 |
129.500 |
|
56.100 |
76 |
368,642 |
37 |
|
100 |
125 |
57 | |
short |
6/25/18 |
12/31/18 |
189 |
|
|
|
Agrometal |
50 |
101,275 |
|
1.820 |
1.200 |
2.760 |
0.940 |
52 |
463,871 |
124 |
|
|
|
|
|
|
|
|
Supervielle |
50 |
2,742 |
|
67.200 |
63.300 |
71.340 |
4.140 |
6 |
475,224 |
12 |
|
100 |
29 |
63 | |
long |
12/31/18 |
3/25/19 |
84 |
|
|
|
Petrobras |
50 |
951 |
|
249.650 |
335.200 |
|
85.550 |
34 |
556,582 |
260 |
|
|
|
|
|
|
|
|
Loma Negra |
50 |
2,954 |
|
80.500 |
98.400 |
|
17.900 |
22 |
609,458 |
139 |
|
100 |
28 |
195 | |
short |
3/25/19 |
6/17/19 |
84 |
|
|
|
Ecogas |
50 |
8,871 |
|
34.350 |
30.150 |
39.135 |
4.785 |
14 |
651,907 |
76 |
|
|
|
|
|
|
|
|
MetroGAS |
50 |
13,851 |
|
22.000 |
21.400 |
22.617 |
0.617 |
3 |
660,450 |
13 |
|
100 |
8 |
42 | |
long |
6/17/19 |
8/12/19 |
56 |
|
|
|
Banco Macro |
50 |
1,144 |
|
288.650 |
288.400 |
|
-0.250 |
0 |
660,164 |
-1 |
|
|
|
|
|
|
|
|
Holcim (Argentina) |
50 |
3,404 |
|
97.000 |
91.100 |
|
-5.900 |
-6 |
640,081 |
-34 |
|
100 |
-3 |
-18 | |
short |
8/12/19 |
2/17/20 |
189 |
|
|
|
Comercial del Plata |
50 |
166,687 |
|
1.920 |
2.260 |
1.580 |
-0.340 |
-18 |
583,407 |
-31 |
|
|
|
|
|
|
|
|
Ecogas |
50 |
10,867 |
|
29.450 |
20.100 |
43.149 |
13.699 |
47 |
732,279 |
109 |
|
100 |
14 |
30 | |
long |
2/17/20 |
3/16/20 |
28 |
|
|
|
Ternium Argentina |
50 |
15,129 |
|
24.200 |
16.050 |
|
-8.150 |
-34 |
608,977 |
-100 |
|
|
|
|
|
|
|
|
Banco de Valores |
50 |
26,342 |
|
13.900 |
9.930 |
|
-3.970 |
-29 |
504,400 |
-99 |
|
100 |
-31 |
-99 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
3/16/20 |
5/11/20 |
56 |
|
|
|
YPF |
50 |
714 |
|
353.000 |
490.700 |
215.300 |
-137.700 |
-39 |
406,082 |
-96 |
|
|
|
|
|
|
|
|
TGN |
50 |
10,625 |
|
23.750 |
31.800 |
15.700 |
-8.050 |
-34 |
320,550 |
-93 |
|
100 |
-36 |
-95 | |
long |
5/11/20 |
3/01/21 |
294 |
|
|
|
Ternium Argentina |
50 |
5,212 |
|
30.750 |
47.300 |
|
16.550 |
54 |
406,809 |
71 |
|
|
|
|
|
|
|
|
Banco de Valores |
50 |
9,345 |
|
17.150 |
24.850 |
|
7.700 |
45 |
478,766 |
58 |
|
100 |
49 |
65 | |
short |
3/01/21 |
3/15/21 |
14 |
|
|
|
Telecom Argentina |
50 |
1,421 |
|
168.400 |
175.400 |
161.400 |
-7.000 |
-4 |
468,819 |
-67 |
|
|
|
|
|
|
|
|
Cablevisión |
50 |
774 |
|
309.000 |
298.000 |
320.406 |
11.406 |
4 |
477,647 |
157 |
|
100 |
0 |
-6 | |
long |
3/15/21 |
4/19/21 |
35 |
|
|
|
Pampa Energía |
50 |
2,720 |
|
87.800 |
88.800 |
|
1.000 |
1 |
480,367 |
13 |
|
|
|
|
|
|
|
|
Cresud |
50 |
3,161 |
|
75.550 |
85.000 |
|
9.450 |
13 |
510,238 |
242 |
|
100 |
7 |
99 | |
short |
4/19/21 |
5/24/21 |
35 |
|
|
|
Telecom Argentina |
50 |
1,700 |
|
150.000 |
171.750 |
128.250 |
-21.750 |
-15 |
473,263 |
-80 |
|
|
|
|
|
|
|
|
Cablevisión |
50 |
989 |
|
258.000 |
318.500 |
197.500 |
-60.500 |
-23 |
413,429 |
-94 |
|
100 |
-19 |
-89 | |
long |
5/24/21 |
5/09/22 |
350 |
|
|
|
Pampa Energía |
50 |
2,135 |
|
96.800 |
162.300 |
|
65.500 |
68 |
553,271 |
71 |
|
|
|
|
|
|
|
|
Cresud |
50 |
1,909 |
|
108.300 |
126.000 |
|
17.700 |
16 |
587,061 |
17 |
|
100 |
42 |
44 | |
short |
5/09/22 |
5/30/22 |
21 |
|
|
|
Holcim (Argentina) |
50 |
2,063 |
|
142.250 |
156.000 |
128.500 |
-13.750 |
-10 |
558,694 |
-83 |
|
|
|
|
|
|
|
|
Supervielle |
50 |
4,323 |
|
67.900 |
78.400 |
57.400 |
-10.500 |
-15 |
513,303 |
-95 |
|
100 |
-13 |
-90 | |
long |
5/30/22 |
4/18/24 |
689 |
|
|
|
Comercial del Plata |
50 |
26,135 |
|
9.820 |
102.750 |
|
92.930 |
946 |
2,942,028 |
247 |
|
|
|
4/15/24 |
686 |
|
|
|
Cablevisión |
50 |
372 |
|
689.000 |
4,150.000 |
|
3,461.000 |
502 |
4,229,520 |
160 |
|
100 |
724 |
206 | |
accum | 5/01/06 |
4/15/24 | 6563 |
days out of 6682 invested (98%) |
42,195 |
4,229,520 |
40 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Comercial del Plata | short | 5/01/06 | 11/13/06 | 196 | 0.41 | 0.28 | 0.60 | 0.19 | 46.44 | 50 | 23.22 | |
| long | 5/10/10 | 7/05/10 | 56 | 0.47 | 0.39 | | -0.08 | -17.02 | | -8.51 | |
| long | 4/02/12 | 4/09/12 | 7 | 0.81 | 0.80 | | -0.01 | -1.23 | | -0.62 | |
| short | 7/15/13 | 8/12/13 | 28 | 0.51 | 0.49 | 0.53 | 0.02 | 4.08 | | 2.04 | |
| long | 8/31/15 | 9/14/15 | 14 | 3.17 | 2.95 | | -0.22 | -6.94 | | -3.47 | |
| short | 5/02/16 | 6/13/16 | 42 | 3.16 | 2.83 | 3.53 | 0.37 | 11.66 | | 5.83 | |
| short | 8/29/16 | 9/12/16 | 14 | 3.10 | 3.04 | 3.16 | 0.06 | 1.97 | | 0.99 | |
| short | 8/12/19 | 2/17/20 | 189 | 1.92 | 2.26 | 1.58 | -0.34 | -17.71 | | -8.85 | |
| long | 5/30/22 | 4/18/24 | 689 | 9.82 | 102.75 | | 92.93 | 946.33 | | 473.17 | 516.15 |
Cablevisión | short | 3/01/21 | 3/15/21 | 14 | 309.00 | 298.00 | 320.41 | 11.41 | 3.69 | | 1.85 | |
| short | 4/19/21 | 5/24/21 | 35 | 258.00 | 318.50 | 197.50 | -60.50 | -23.45 | | -11.72 | |
| long | 5/30/22 | 4/15/24 | 686 | 689.00 | 4,150.00 | | 3,461.00 | 502.32 | | 251.16 | 215.71 |
Gr Fin Galicia | short | 12/17/07 | 4/20/09 | 490 | 2.23 | 0.75 | 6.63 | 4.40 | 197.33 | | 98.67 | |
| long | 8/02/10 | 6/13/11 | 315 | 2.78 | 5.48 | | 2.70 | 97.12 | | 48.56 | |
| long | 12/24/12 | 7/15/13 | 203 | 4.51 | 4.43 | | -0.08 | -1.77 | | -0.89 | |
| long | 1/25/16 | 5/02/16 | 98 | 36.20 | 41.20 | | 5.00 | 13.81 | | 6.91 | 212.72 |
Pampa Energía | long | 9/24/07 | 12/17/07 | 84 | 2.76 | 2.57 | | -0.19 | -6.88 | | -3.44 | |
| long | 8/31/15 | 9/14/15 | 14 | 8.90 | 9.19 | | 0.29 | 3.26 | | 1.63 | |
| long | 11/02/15 | 1/18/16 | 77 | 13.30 | 10.15 | | -3.15 | -23.68 | | -11.84 | |
| long | 1/25/16 | 5/02/16 | 98 | 11.95 | 11.65 | | -0.30 | -2.51 | | -1.26 | |
| long | 6/13/16 | 8/29/16 | 77 | 14.50 | 15.50 | | 1.00 | 6.90 | | 3.45 | |
| long | 9/12/16 | 6/25/18 | 651 | 16.65 | 45.40 | | 28.75 | 172.67 | | 86.34 | |
| long | 3/15/21 | 4/19/21 | 35 | 87.80 | 88.80 | | 1.00 | 1.14 | | 0.57 | |
| long | 5/24/21 | 5/09/22 | 350 | 96.80 | 162.30 | | 65.50 | 67.67 | | 33.83 | 121.63 |
Ternium Argentina | short | 8/20/07 | 9/24/07 | 35 | 1.58 | 1.79 | 1.37 | -0.21 | -13.38 | | -6.69 | |
| long | 5/10/10 | 7/05/10 | 56 | 2.02 | 2.12 | | 0.09 | 4.55 | | 2.27 | |
| short | 6/13/11 | 4/02/12 | 294 | 2.30 | 1.63 | 3.25 | 0.95 | 41.10 | | 20.55 | |
| long | 8/12/13 | 8/24/15 | 742 | 2.44 | 5.48 | | 3.04 | 124.59 | | 62.30 | |
| short | 5/02/16 | 6/13/16 | 42 | 6.85 | 6.96 | 6.74 | -0.11 | -1.61 | | -0.80 | |
| long | 2/17/20 | 3/16/20 | 28 | 24.20 | 16.05 | | -8.15 | -33.68 | | -16.84 | |
| long | 5/11/20 | 3/01/21 | 294 | 30.75 | 47.30 | | 16.55 | 53.82 | | 26.91 | 95.47 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Petrobras | long | 9/24/07 | 12/17/07 | 84 | 60.45 | 88.25 | | 27.80 | 45.99 | | 22.99 | |
| long | 4/20/09 | 5/03/10 | 378 | 63.00 | 70.80 | | 7.80 | 12.38 | | 6.19 | |
| short | 5/03/10 | 5/10/10 | 7 | 70.80 | 73.35 | 68.25 | -2.55 | -3.60 | | -1.80 | |
| short | 7/05/10 | 8/02/10 | 28 | 72.95 | 74.20 | 71.70 | -1.25 | -1.71 | | -0.86 | |
| short | 6/13/11 | 4/02/12 | 294 | 72.50 | 67.50 | 77.87 | 5.37 | 7.41 | | 3.70 | |
| short | 7/15/13 | 8/12/13 | 28 | 56.85 | 60.40 | 53.30 | -3.55 | -6.24 | | -3.12 | |
| short | 8/24/15 | 8/31/15 | 7 | 34.00 | 41.00 | 27.00 | -7.00 | -20.59 | | -10.29 | |
| short | 9/14/15 | 11/02/15 | 49 | 33.35 | 33.75 | 32.95 | -0.40 | -1.20 | | -0.60 | |
| short | 1/18/16 | 1/25/16 | 7 | 22.60 | 21.80 | 23.43 | 0.83 | 3.67 | | 1.83 | |
| long | 9/12/16 | 6/25/18 | 651 | 73.40 | 129.50 | | 56.10 | 76.43 | | 38.22 | |
| long | 12/31/18 | 3/25/19 | 84 | 249.65 | 335.20 | | 85.55 | 34.27 | | 17.13 | 87.80 |
Banco Macro | long | 11/13/06 | 8/20/07 | 280 | 7.81 | 9.05 | | 1.24 | 15.88 | | 7.94 | |
| short | 12/17/07 | 4/20/09 | 490 | 7.47 | 3.98 | 14.02 | 6.55 | 87.69 | | 43.84 | |
| long | 8/02/10 | 6/13/11 | 315 | 15.90 | 15.70 | | -0.20 | -1.26 | | -0.63 | |
| long | 6/13/16 | 8/29/16 | 77 | 96.00 | 120.70 | | 24.70 | 25.73 | | 12.86 | |
| long | 6/17/19 | 8/12/19 | 56 | 288.65 | 288.40 | | -0.25 | -0.09 | | -0.04 | 74.06 |
Telecom Argentina | long | 4/20/09 | 5/03/10 | 378 | 6.20 | 13.70 | | 7.50 | 120.97 | | 60.48 | |
| long | 8/12/13 | 8/24/15 | 742 | 30.85 | 40.60 | | 9.75 | 31.60 | | 15.80 | |
| short | 3/01/21 | 3/15/21 | 14 | 168.40 | 175.40 | 161.40 | -7.00 | -4.16 | | -2.08 | |
| short | 4/19/21 | 5/24/21 | 35 | 150.00 | 171.75 | 128.25 | -21.75 | -14.50 | | -7.25 | 68.79 |
Ecogas | short | 3/25/19 | 6/17/19 | 84 | 34.35 | 30.15 | 39.14 | 4.79 | 13.93 | | 6.97 | |
| short | 8/12/19 | 2/17/20 | 189 | 29.45 | 20.10 | 43.15 | 13.70 | 46.52 | | 23.26 | 31.84 |
Agrometal | short | 6/25/18 | 12/31/18 | 189 | 1.82 | 1.20 | 2.76 | 0.94 | 51.66 | | 25.83 | 25.83 |
Edenor | short | 4/09/12 | 12/24/12 | 259 | 0.97 | 0.64 | 1.47 | 0.50 | 51.57 | | 25.78 | 25.78 |
Cresud | long | 3/15/21 | 4/19/21 | 35 | 75.55 | 85.00 | | 9.45 | 12.51 | | 6.25 | |
| long | 5/24/21 | 5/09/22 | 350 | 108.30 | 126.00 | | 17.70 | 16.34 | | 8.17 | 14.94 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Loma Negra | long | 12/31/18 | 3/25/19 | 84 | 80.50 | 98.40 | | 17.90 | 22.24 | | 11.12 | 11.12 |
Tenaris | long | 11/13/06 | 8/20/07 | 280 | 65.80 | 75.60 | | 9.80 | 14.89 | | 7.45 | |
| long | 4/02/12 | 4/09/12 | 7 | 98.50 | 95.00 | | -3.50 | -3.55 | | -1.78 | 5.54 |
Banco de Valores | long | 2/17/20 | 3/16/20 | 28 | 13.90 | 9.93 | | -3.97 | -28.56 | | -14.28 | |
| long | 5/11/20 | 3/01/21 | 294 | 17.15 | 24.85 | | 7.70 | 44.90 | | 22.45 | 4.96 |
Petrobras Argentina | short | 5/03/10 | 5/10/10 | 7 | 3.18 | 2.97 | 3.40 | 0.22 | 7.07 | | 3.53 | |
| short | 7/05/10 | 8/02/10 | 28 | 2.85 | 2.91 | 2.79 | -0.06 | -2.11 | | -1.05 | 2.44 |
MetroGAS | short | 3/25/19 | 6/17/19 | 84 | 22.00 | 21.40 | 22.62 | 0.62 | 2.80 | | 1.40 | 1.40 |
Supervielle | short | 6/25/18 | 12/31/18 | 189 | 67.20 | 63.30 | 71.34 | 4.14 | 6.16 | | 3.08 | |
| short | 5/09/22 | 5/30/22 | 21 | 67.90 | 78.40 | 57.40 | -10.50 | -15.46 | | -7.73 | -4.89 |
Holcim (Argentina) | long | 6/17/19 | 8/12/19 | 56 | 97.00 | 91.10 | | -5.90 | -6.08 | | -3.04 | |
| short | 5/09/22 | 5/30/22 | 21 | 142.25 | 156.00 | 128.50 | -13.75 | -9.67 | | -4.83 | -7.73 |
BBVA Banco Francés | long | 12/24/12 | 7/15/13 | 203 | 11.30 | 11.35 | | 0.05 | 0.44 | | 0.22 | |
| long | 11/02/15 | 1/18/16 | 77 | 103.50 | 84.50 | | -19.00 | -18.36 | | -9.18 | -8.98 |
Aluar | short | 4/09/12 | 12/24/12 | 259 | 2.48 | 2.32 | 2.65 | 0.17 | 6.90 | | 3.45 | |
| short | 9/14/15 | 11/02/15 | 49 | 7.35 | 10.25 | 4.45 | -2.90 | -39.46 | | -19.73 | |
| short | 8/29/16 | 9/12/16 | 14 | 9.50 | 9.34 | 9.66 | 0.16 | 1.71 | | 0.86 | -16.25 |
TGN | short | 3/16/20 | 5/11/20 | 56 | 23.75 | 31.80 | 15.70 | -8.05 | -33.89 | | -16.95 | -16.95 |
YPF | short | 5/01/06 | 11/13/06 | 196 | 160.00 | 134.20 | 190.76 | 30.76 | 19.23 | | 9.61 | |
| short | 8/20/07 | 9/24/07 | 35 | 111.00 | 123.00 | 99.00 | -12.00 | -10.81 | | -5.41 | |
| short | 8/24/15 | 8/31/15 | 7 | 276.00 | 298.00 | 254.00 | -22.00 | -7.97 | | -3.99 | |
| short | 1/18/16 | 1/25/16 | 7 | 184.00 | 207.50 | 160.50 | -23.50 | -12.77 | | -6.39 | |
| short | 3/16/20 | 5/11/20 | 56 | 353.00 | 490.70 | 215.30 | -137.70 | -39.01 | | -19.50 | -24.98 |
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) |
|
|