| |
| |
Assessment - MerVal - 4/19/21 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/19/21 |
Δwk |
10/19/20 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Merval |
47,122.600 |
20:10 |
-1.04 |
48,026.300 |
-1.88 |
49,162.100 |
-1,135.800 |
-2.31 |
|
5.09 |
| |  |
 |
 |
 |
S |
 |
TGN |
35.400 |
19:59 |
3.06 |
32.500 |
8.92 |
46.200 |
-13.700 |
-29.65 |
|
-13.57 |
| |  |
 |
 |
 |
S |
 |
Transener |
22.950 |
19:59 |
2.91 |
22.050 |
4.08 |
28.300 |
-6.250 |
-22.08 |
|
-15.14 |
| |  |
 |
 |
 |
S |
 |
Supervielle |
51.900 |
19:53 |
-1.24 |
50.600 |
2.57 |
57.050 |
-6.450 |
-11.31 |
|
-8.76 |
| |  |
 |
 |
 |
|
 |
Edenor |
27.300 |
19:59 |
0.18 |
26.750 |
2.06 |
29.050 |
-2.300 |
-7.92 |
|
11.44 |
| |  |
 |
 |
 |
|
 |
Bolsas y Mercados |
640.500 |
19:59 |
0.08 |
630.000 |
1.67 |
530.500 |
99.500 |
18.76 |
|
28.10 |
| |  |
 |
 |
 |
S |
 |
Comercial del Plata |
2.390 |
19:59 |
1.70 |
2.370 |
0.84 |
2.800 |
-0.430 |
-15.36 |
|
-6.31 |
| |  |
 |
 |
 |
S |
 |
Gr Fin Valores |
22.850 |
19:58 |
1.56 |
22.700 |
0.66 |
27.550 |
-4.850 |
-17.60 |
|
-4.66 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
51.200 |
19:59 |
0.39 |
51.100 |
0.20 |
49.600 |
1.500 |
3.02 |
|
23.34 |
| |  |
 |
 |
 |
S |
 |
Cablevisión |
256.000 |
19:59 |
-0.58 |
258.000 |
-0.78 |
415.000 |
-157.000 |
-37.83 |
|
-32.05 |
| |  |
 |
 |
 |
|
 |
Central Puerto |
31.500 |
19:57 |
-0.63 |
31.800 |
-0.94 |
37.300 |
-5.500 |
-14.75 |
|
-2.97 |
| |  |
 |
 |
 |
|
 |
Holcim (Argentina) |
128.750 |
19:56 |
-2.28 |
130.250 |
-1.15 |
119.500 |
10.750 |
9.00 |
|
24.96 |
| |  |
 |
 |
 |
|
 |
Cresud |
83.250 |
19:57 |
-1.48 |
85.000 |
-2.06 |
49.100 |
35.900 |
73.12 |
|
68.16 |
| |  |
 |
 |
 |
S |
 |
BBVA Banco Francés |
128.950 |
19:59 |
-2.38 |
132.350 |
-2.57 |
142.300 |
-9.950 |
-6.99 |
|
-6.71 |
| |  |
 |
 |
 |
|
 |
TGS |
134.400 |
19:46 |
-0.55 |
138.000 |
-2.61 |
163.450 |
-25.450 |
-15.57 |
|
1.54 |
| |  |
 |
 |
 |
S |
 |
YPF |
573.550 |
19:59 |
-1.86 |
590.300 |
-2.84 |
589.950 |
0.350 |
0.06 |
|
-5.06 |
| |  |
 |
 |
 |
|
 |
Aluar |
43.200 |
19:57 |
-1.71 |
44.500 |
-2.92 |
50.900 |
-6.400 |
-12.57 |
|
2.42 |
| |  |
 |
 |
 |
|
 |
Pampa Energía |
86.200 |
19:59 |
-1.09 |
88.800 |
-2.93 |
78.850 |
9.950 |
12.62 |
|
37.85 |
| |  |
 |
 |
 |
S |
 |
Banco Macro |
192.050 |
19:59 |
-1.89 |
198.300 |
-3.15 |
231.450 |
-33.150 |
-14.32 |
|
-10.61 |
| |  |
 |
 |
 |
S |
 |
Gr Fin Galicia |
109.000 |
19:59 |
-1.49 |
112.550 |
-3.15 |
115.350 |
-2.800 |
-2.43 |
|
-2.93 |
| |  |
 |
 |
 |
S |
 |
Telecom Argentina |
143.400 |
19:59 |
-0.83 |
150.000 |
-4.40 |
243.600 |
-93.600 |
-38.42 |
|
-23.10 |
MerVal - 20 out of 20 instruments rated - 4/19/21 / 10/19/20 - 6 did rise, Market-Ratio(26) = 30.00 % |
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 |
10,127 |
|
18.200 |
12.000 |
27.603 |
9.403 |
52 |
463,869 |
124 |
|
|
|
|
|
 |
 |
 |
Supervielle |
50 |
2,743 |
|
67.200 |
63.300 |
71.340 |
4.140 |
6 |
475,226 |
12 |
|
100 |
29 |
63 | |
long |
12/31/18 |
3/25/19 |
84 |
 |
 |
 |
Petrobras |
50 |
951 |
|
249.650 |
335.200 |
|
85.550 |
34 |
556,584 |
260 |
|
|
|
|
|
 |
 |
 |
Loma Negra |
50 |
2,954 |
|
80.500 |
98.400 |
|
17.900 |
22 |
609,461 |
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 |
651,910 |
76 |
|
|
|
|
|
 |
 |
 |
MetroGAS |
50 |
13,851 |
|
22.000 |
21.400 |
22.617 |
0.617 |
3 |
660,453 |
13 |
|
100 |
8 |
42 | |
long |
6/17/19 |
8/12/19 |
56 |
 |
 |
 |
Banco Macro |
50 |
1,144 |
|
288.650 |
288.400 |
|
-0.250 |
0 |
660,167 |
-1 |
|
|
|
|
|
 |
 |
 |
Holcim (Argentina) |
50 |
3,404 |
|
97.000 |
91.100 |
|
-5.900 |
-6 |
640,083 |
-34 |
|
100 |
-3 |
-18 | |
short |
8/12/19 |
2/17/20 |
189 |
 |
 |
 |
Comercial del Plata |
50 |
166,688 |
|
1.920 |
2.260 |
1.580 |
-0.340 |
-18 |
583,409 |
-31 |
|
|
|
|
|
 |
 |
 |
Ecogas |
50 |
10,867 |
|
29.450 |
20.100 |
43.149 |
13.699 |
47 |
732,281 |
109 |
|
100 |
14 |
30 | |
long |
2/17/20 |
3/16/20 |
28 |
 |
 |
 |
Ternium Argentina |
50 |
15,129 |
|
24.200 |
16.050 |
|
-8.150 |
-34 |
608,979 |
-100 |
|
|
|
|
|
 |
 |
 |
Gr Fin Valores |
50 |
26,342 |
|
13.900 |
9.930 |
|
-3.970 |
-29 |
504,402 |
-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 |
406,084 |
-96 |
|
|
|
|
|
 |
 |
 |
TGN |
50 |
10,625 |
|
23.750 |
31.800 |
15.700 |
-8.050 |
-34 |
320,553 |
-93 |
|
100 |
-36 |
-95 | |
long |
5/11/20 |
3/01/21 |
294 |
 |
 |
 |
Ternium Argentina |
50 |
5,212 |
|
30.750 |
47.300 |
|
16.550 |
54 |
406,811 |
71 |
|
|
|
|
|
 |
 |
 |
Gr Fin Valores |
50 |
9,345 |
|
17.150 |
24.850 |
|
7.700 |
45 |
478,768 |
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 |
468,821 |
-67 |
|
|
|
|
|
 |
 |
 |
Cablevisión |
50 |
774 |
|
309.000 |
298.000 |
320.406 |
11.406 |
4 |
477,649 |
157 |
|
100 |
0 |
-6 | |
long |
3/15/21 |
4/19/21 |
35 |
 |
 |
 |
Pampa Energía |
50 |
2,720 |
|
87.800 |
88.800 |
|
1.000 |
1 |
480,369 |
13 |
|
|
|
|
|
 |
 |
 |
Cresud |
50 |
3,161 |
|
75.550 |
85.000 |
|
9.450 |
13 |
510,240 |
242 |
|
100 |
7 |
99 | |
short |
4/19/21 |
4/22/21 |
3 |
 |
 |
 |
Telecom Argentina |
50 |
1,700 |
|
150.000 |
143.400 |
156.904 |
6.904 |
5 |
521,977 |
23,758 |
|
|
|
|
|
 |
 |
 |
Cablevisión |
50 |
989 |
|
258.000 |
256.000 |
260.016 |
2.016 |
1 |
523,970 |
158 |
|
100 |
3 |
2,431 | |
accum | 5/01/06 |
4/22/21 | 5470 |
days out of 5589 invested (98%) |
5,140 |
523,970 |
30 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Gr Fin Galicia | short | 12/17/07 | 4/20/09 | 490 | 2.23 | 0.75 | 6.63 | 4.40 | 197.33 | 50 | 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 |
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 |
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 |
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 | 4/22/21 | 3 | 150.00 | 143.40 | 156.90 | 6.90 | 4.60 | | 2.30 | 86.17 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
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 |
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 | 65.60 |
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 | 18.20 | 12.00 | 27.60 | 9.40 | 51.67 | | 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 |
Loma Negra | long | 12/31/18 | 3/25/19 | 84 | 80.50 | 98.40 | | 17.90 | 22.24 | | 11.12 | 11.12 |
Comercial del Plata | short | 5/01/06 | 11/13/06 | 196 | 0.41 | 0.28 | 0.60 | 0.19 | 46.44 | | 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 | 7.50 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Cresud | long | 3/15/21 | 4/19/21 | 35 | 75.55 | 85.00 | | 9.45 | 12.51 | | 6.25 | 6.25 |
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 |
Gr Fin 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 |
Supervielle | short | 6/25/18 | 12/31/18 | 189 | 67.20 | 63.30 | 71.34 | 4.14 | 6.16 | | 3.08 | 3.08 |
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 |
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 | 4/22/21 | 3 | 258.00 | 256.00 | 260.02 | 2.02 | 0.78 | | 0.39 | 2.24 |
MetroGAS | short | 3/25/19 | 6/17/19 | 84 | 22.00 | 21.40 | 22.62 | 0.62 | 2.80 | | 1.40 | 1.40 |
Holcim (Argentina) | long | 6/17/19 | 8/12/19 | 56 | 97.00 | 91.10 | | -5.90 | -6.08 | | -3.04 | -3.04 |
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
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|