Share-o-matic - Assessment MerVal

Assessment - MerVal in Renminbi yuán - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Merval	12,670.702	8/12/24	0.32	12,717.113	-0.36	8,162.892	4,554.222	55.79	10.32
		Banco Macro	53.269	8/12/24	0.91	57.612	-7.54	23.443	34.169	145.76	47.97
		Supervielle	14.155	8/12/24	1.14	13.784	2.69	6.844	6.941	101.42	49.03
		Gr Fin Galicia	33.254	8/12/24	0.48	31.514	5.52	14.724	16.790	114.03	31.78
		BBVA Banco Francés	32.097	8/12/24	0.75	31.679	1.32	15.587	16.092	103.24	25.71
	L	TGN	23.246	8/12/24	-1.19	23.632	-1.64	15.839	7.793	49.20	27.21
	L	Comercial del Plata	1.896	8/12/24	4.28	1.549	22.39	0.644	0.905	140.36	57.40
		Transener	13.477	8/12/24	-3.43	13.800	-2.34	10.624	3.176	29.89	27.10
		Bolsas y Mercados	2.293	8/12/24		2.799	-18.09	1.481	1.318	88.97	28.44
	L	TGS	40.191	8/12/24	0.20	40.455	-0.65	25.955	14.500	55.87	18.38
		YPF	219.098	8/12/24	1.85	218.424	0.31	146.524	71.900	49.07	8.32
		Banco de Valores	2.719	8/12/24	-0.15	2.795	-2.71	1.978	0.817	41.33	10.75
		Central Puerto	9.370	8/12/24	1.73	9.726	-3.66	7.907	1.819	23.00	-1.22
	L	Mirgor	150.319	8/12/24	-1.57	155.478	-3.32	91.230	64.248	70.43	1.88
		IRSA	10.167	8/12/24	0.39	9.502	7.01	7.441	2.061	27.70	-9.34
		Telecom Argentina	14.434	8/12/24	-0.82	15.470	-6.70	12.143	3.327	27.40	-7.38
		Edenor	8.732	8/12/24	-0.90	8.532	2.34	8.271	0.261	3.16	-12.71
		Pampa Energía	21.132	8/12/24	0.57	19.333	9.31	16.960	2.374	14.00	-9.79
		Loma Negra	13.955	8/12/24	-2.23	14.807	-5.75	12.236	2.571	21.02	-9.92
		Cresud	8.054	8/12/24	-1.94	8.842	-8.91	8.084	0.758	9.38	-14.02
		Ternium Argentina	7.065	8/12/24	-2.32	8.102	-12.80	7.454	0.648	8.69	-16.44
		Aluar	7.384	8/12/24	-2.73	8.090	-8.72	8.082	0.008	0.10	-19.46
MerVal - 21 out of 21 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in CNY = 100.00 %
Stock Exchange Currency: ARS $ Argentine peso

Technical Chart

	MerVal RS = 26 - B/S = 60/40

1/04/21	scale up chart	7/01/24

Transactions MerVal in Renminbi yuán * 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	4,627	1.081	0.716	1.630	0.550	51	12,543	115
					YPF	50	11	421.681	343.275	517.995	96.314	23	13,603	47
100							37						81
long	11/13/06	8/20/07	280		Banco Macro	50	340	19.978	21.823		1.845	9	14,230	12
					Tenaris	50	40	168.312	182.300		13.987	8	14,790	11
100							9						12
short	8/20/07	9/24/07	35		Ternium Argentina	50	1,944	3.803	4.268	3.338	-0.465	-12	13,885	-74
					YPF	50	27	267.662	293.600	241.725	-25.937	-10	13,185	-65
100							-11						-70
long	9/24/07	12/17/07	84		Pampa Energía	50	1,000	6.588	6.025		-0.563	-9	12,622	-32
					Petrobras	50	45	144.293	206.891		62.597	43	15,439	379
100							17						100
short	12/17/07	4/20/09	490		Banco Macro	50	440	17.512	7.135	42.981	25.468	145	26,645	95
					Gr Fin Galicia	50	1,479	5.228	1.345	20.327	15.099	289	48,975	175
100							217						136
long	4/20/09	5/03/10	378		Petrobras	50	216	112.948	124.539		11.591	10	51,479	10
					Telecom Argentina	50	2,211	11.116	24.099		12.983	117	80,185	111
100							64						61
short	5/03/10	5/10/10	7		Petrobras	50	321	124.539	127.953	121.125	-3.414	-3	79,089	-77
					Petrobras Argentina	50	7,188	5.594	5.181	6.039	0.446	8	82,293	5,346
100							3						287
long	5/10/10	7/05/10	56		Ternium Argentina	50	11,659	3.529	3.649		0.120	3	83,694	24
					Comercial del Plata	50	50,189	0.820	0.673		-0.147	-18	76,317	-72
100							-7						-39
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	303	125.865	127.514	124.216	-1.649	-1	75,817	-16
					Petrobras Argentina	50	7,764	4.917	5.001	4.834	-0.084	-2	75,168	-20
100							-2						-18
long	8/02/10	6/13/11	315		Banco Macro	50	1,375	27.324	24.705		-2.619	-10	71,567	-11
					Gr Fin Galicia	50	7,869	4.777	8.623		3.846	80	101,829	98
100							35						42
short	6/13/11	4/02/12	294		Petrobras	50	446	114.084	97.398	133.630	19.546	17	110,547	22
					Ternium Argentina	50	14,076	3.619	2.352	5.569	1.950	54	137,996	71
100							36						46
long	4/02/12	4/09/12	7		Tenaris	50	485	142.128	136.884		-5.245	-4	135,452	-86
					Comercial del Plata	50	59,090	1.169	1.153		-0.016	-1	134,503	-51
100							-3						-74
short	4/09/12	12/24/12	259		Aluar	50	18,820	3.573	2.982	4.282	0.708	20	147,831	29
					Edenor	50	48,117	1.398	0.823	2.374	0.977	70	194,830	111
100							45						69
long	12/24/12	7/15/13	203		BBVA Banco Francés	50	6,706	14.526	12.955		-1.571	-11	184,297	-19
					Gr Fin Galicia	50	16,803	5.798	5.057		-0.741	-13	171,847	-22
100							-12						-20
short	7/15/13	8/12/13	28		Petrobras	50	1,324	64.892	67.250	62.533	-2.359	-4	168,725	-38
					Comercial del Plata	50	147,612	0.582	0.546	0.621	0.039	7	174,490	133
100							2						22
long	8/12/13	8/24/15	742		Telecom Argentina	50	2,539	34.349	28.047		-6.302	-18	158,491	-9
					Ternium Argentina	50	32,126	2.717	3.786		1.069	39	192,832	18
100							11						5
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	4,104	23.488	28.124	18.852	-4.636	-20	173,806	-100
					YPF	50	505	190.666	204.411	176.921	-13.745	-7	166,865	-98
100							-13						-100
long	8/31/15	9/14/15	14		Pampa Energía	50	13,666	6.105	6.254		0.150	2	168,909	88
					Comercial del Plata	50	38,371	2.174	2.008		-0.167	-8	162,511	-88
100							-3						-50
short	9/14/15	11/02/15	49		Aluar	50	16,243	5.002	6.811	3.194	-1.808	-36	133,137	-96
					Petrobras	50	3,580	22.697	22.425	22.972	0.275	1	134,123	9
100							-17						-76
long	11/02/15	1/18/16	77		BBVA Banco Francés	50	975	68.770	41.098		-27.673	-40	107,142	-91
					Pampa Energía	50	7,589	8.837	4.937		-3.901	-44	77,540	-94
100							-42						-93
short	1/18/16	1/25/16	7		Petrobras	50	3,527	10.992	10.428	11.586	0.594	5	79,635	1,454
					YPF	50	433	89.491	99.262	79.721	-9.771	-11	75,404	-100
100							-3						-77
long	1/25/16	5/02/16	98		Gr Fin Galicia	50	2,177	17.317	18.814		1.497	9	78,663	36
					Pampa Energía	50	6,595	5.717	5.320		-0.397	-7	76,048	-23
100							1						3
short	5/02/16	6/13/16	42		Ternium Argentina	50	12,155	3.128	3.319	2.937	-0.191	-6	73,726	-42
					Comercial del Plata	50	26,352	1.443	1.350	1.543	0.100	7	76,358	79
100							0						4
long	6/13/16	8/29/16	77		Banco Macro	50	833	45.781	53.803		8.022	18	83,041	115
					Pampa Energía	50	5,527	6.915	6.909		-0.006	0	83,010	0
100							9						49
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	9,801	4.235	4.173	4.297	0.062	1	83,621	46
					Comercial del Plata	50	30,036	1.382	1.358	1.406	0.024	2	84,340	57
100							2						51
long	9/12/16	6/25/18	651		Pampa Energía	50	5,668	7.440	10.952		3.513	47	104,250	24
					Petrobras	50	1,285	32.797	31.241		-1.556	-5	102,251	-3
100							21						11
short	6/25/18	12/31/18	189		Agrometal	50	116,442	0.439	0.219	0.880	0.441	100	153,560	283
					Supervielle	50	3,153	16.212	11.560	22.735	6.523	40	174,128	92
100							70						180
long	12/31/18	3/25/19	84		Petrobras	50	1,909	45.592	53.465		7.873	17	189,157	100
					Loma Negra	50	5,924	14.701	15.695		0.994	7	195,044	33
100							12						64
short	3/25/19	6/17/19	84		Ecogas	50	17,799	5.479	4.746	6.325	0.846	15	210,098	87
					MetroGAS	50	27,793	3.509	3.369	3.655	0.146	4	214,158	19
100							10						50
long	6/17/19	8/12/19	56		Banco Macro	50	2,356	45.439	44.777		-0.662	-1	212,599	-9
					Holcim (Argentina)	50	7,014	15.270	14.144		-1.125	-7	204,706	-39
100							-4						-25
short	8/12/19	2/17/20	189		Comercial del Plata	50	343,351	0.298	0.256	0.347	0.049	16	221,427	34
					Ecogas	50	22,384	4.572	2.279	9.173	4.601	101	324,416	284
100							58						143
long	2/17/20	3/16/20	28		Ternium Argentina	50	59,113	2.744	1.780		-0.964	-35	267,426	-100
					Banco de Valores	50	102,919	1.576	1.101		-0.475	-30	218,551	-99
100							-33						-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	2,791	39.147	51.722	26.572	-12.575	-32	183,455	-92
					TGN	50	41,496	2.634	3.352	1.916	-0.718	-27	153,660	-87
100							-30						-90
long	5/11/20	3/01/21	294		Ternium Argentina	50	23,704	3.241	3.390		0.149	5	157,190	6
					Banco de Valores	50	42,503	1.808	1.781		-0.027	-1	156,058	-2
100							2						2
short	3/01/21	3/15/21	14		Telecom Argentina	50	6,464	12.069	12.515	11.624	-0.445	-4	153,181	-62
					Cablevisión	50	3,523	22.147	21.262	23.068	0.921	4	156,427	189
100							0						6
long	3/15/21	4/19/21	35		Pampa Energía	50	12,485	6.264	6.220		-0.044	-1	155,872	-7
					Cresud	50	14,510	5.390	5.954		0.563	10	164,046	182
100							5						64
short	4/19/21	5/24/21	35		Telecom Argentina	50	7,806	10.507	11.699	9.315	-1.192	-11	154,742	-72
					Cablevisión	50	4,539	18.072	21.695	14.448	-3.623	-20	138,296	-90
100							-16						-83
long	5/24/21	5/09/22	350		Pampa Energía	50	10,487	6.594	9.352		2.758	42	167,219	44
					Cresud	50	9,373	7.377	7.260		-0.117	-2	166,123	-2
100							20						21
short	5/09/22	5/30/22	21		Holcim (Argentina)	50	10,134	8.196	8.657	7.736	-0.461	-6	161,456	-63
					Supervielle	50	21,231	3.912	4.351	3.474	-0.438	-11	152,150	-87
100							-8						-78
long	5/30/22	8/12/24	805		Comercial del Plata	50	139,604	0.545	1.896		1.351	248	340,755	76
					Cablevisión	50	1,989	38.234	37.600		-0.634	-2	339,493	-1
100							123						44
accum	5/01/06	8/12/24	7011	days out of 7130 invested (98%)							3,295		339,493	20

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gr Fin Galicia	short	12/17/07	4/20/09	490	5.23	1.34	20.33	15.10	288.81	50	144.40
	long	8/02/10	6/13/11	315	4.78	8.62		3.85	80.50		40.25
	long	12/24/12	7/15/13	203	5.80	5.06		-0.74	-12.78		-6.39
	long	1/25/16	5/02/16	98	17.32	18.81		1.50	8.64		4.32	234.74
Comercial del Plata	short	5/01/06	11/13/06	196	1.08	0.72	1.63	0.55	50.87		25.43
	long	5/10/10	7/05/10	56	0.82	0.67		-0.15	-17.93		-8.96
	long	4/02/12	4/09/12	7	1.17	1.15		-0.02	-1.37		-0.69
	short	7/15/13	8/12/13	28	0.58	0.55	0.62	0.04	6.71		3.35
	long	8/31/15	9/14/15	14	2.17	2.01		-0.17	-7.67		-3.83
	short	5/02/16	6/13/16	42	1.44	1.35	1.54	0.10	6.92		3.46
	short	8/29/16	9/12/16	14	1.38	1.36	1.41	0.02	1.73		0.87
	short	8/12/19	2/17/20	189	0.30	0.26	0.35	0.05	16.34		8.17
	long	5/30/22	8/12/24	805	0.54	1.90		1.35	247.92		123.96	184.96
Banco Macro	long	11/13/06	8/20/07	280	19.98	21.82		1.85	9.24		4.62
	short	12/17/07	4/20/09	490	17.51	7.14	42.98	25.47	145.43		72.71
	long	8/02/10	6/13/11	315	27.32	24.71		-2.62	-9.59		-4.79
	long	6/13/16	8/29/16	77	45.78	53.80		8.02	17.52		8.76
	long	6/17/19	8/12/19	56	45.44	44.78		-0.66	-1.46		-0.73	85.74
Ecogas	short	3/25/19	6/17/19	84	5.48	4.75	6.32	0.85	15.44		7.72
	short	8/12/19	2/17/20	189	4.57	2.28	9.17	4.60	100.62		50.31	61.91
Agrometal	short	6/25/18	12/31/18	189	0.44	0.22	0.88	0.44	100.36		50.18	50.18
Edenor	short	4/09/12	12/24/12	259	1.40	0.82	2.37	0.98	69.88		34.94	34.94
Telecom Argentina	long	4/20/09	5/03/10	378	11.12	24.10		12.98	116.80		58.40
	long	8/12/13	8/24/15	742	34.35	28.05		-6.30	-18.35		-9.17
	short	3/01/21	3/15/21	14	12.07	12.51	11.62	-0.45	-3.69		-1.84
	short	4/19/21	5/24/21	35	10.51	11.70	9.31	-1.19	-11.35		-5.67	33.21
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Petrobras	long	9/24/07	12/17/07	84	144.29	206.89		62.60	43.38		21.69
	long	4/20/09	5/03/10	378	112.95	124.54		11.59	10.26		5.13
	short	5/03/10	5/10/10	7	124.54	127.95	121.13	-3.41	-2.74		-1.37
	short	7/05/10	8/02/10	28	125.86	127.51	124.22	-1.65	-1.31		-0.65
	short	6/13/11	4/02/12	294	114.08	97.40	133.63	19.55	17.13		8.57
	short	7/15/13	8/12/13	28	64.89	67.25	62.53	-2.36	-3.63		-1.82
	short	8/24/15	8/31/15	7	23.49	28.12	18.85	-4.64	-19.74		-9.87
	short	9/14/15	11/02/15	49	22.70	22.43	22.97	0.28	1.21		0.61
	short	1/18/16	1/25/16	7	10.99	10.43	11.59	0.59	5.40		2.70
	long	9/12/16	6/25/18	651	32.80	31.24		-1.56	-4.74		-2.37
	long	12/31/18	3/25/19	84	45.59	53.46		7.87	17.27		8.63	31.97
Ternium Argentina	short	8/20/07	9/24/07	35	3.80	4.27	3.34	-0.47	-12.23		-6.12
	long	5/10/10	7/05/10	56	3.53	3.65		0.12	3.41		1.70
	short	6/13/11	4/02/12	294	3.62	2.35	5.57	1.95	53.88		26.94
	long	8/12/13	8/24/15	742	2.72	3.79		1.07	39.35		19.67
	short	5/02/16	6/13/16	42	3.13	3.32	2.94	-0.19	-6.11		-3.05
	long	2/17/20	3/16/20	28	2.74	1.78		-0.96	-35.13		-17.57
	long	5/11/20	3/01/21	294	3.24	3.39		0.15	4.59		2.30	18.58
Supervielle	short	6/25/18	12/31/18	189	16.21	11.56	22.73	6.52	40.24		20.12
	short	5/09/22	5/30/22	21	3.91	4.35	3.47	-0.44	-11.20		-5.60	13.39
Pampa Energía	long	9/24/07	12/17/07	84	6.59	6.03		-0.56	-8.55		-4.27
	long	8/31/15	9/14/15	14	6.10	6.25		0.15	2.45		1.23
	long	11/02/15	1/18/16	77	8.84	4.94		-3.90	-44.14		-22.07
	long	1/25/16	5/02/16	98	5.72	5.32		-0.40	-6.94		-3.47
	long	6/13/16	8/29/16	77	6.91	6.91		-0.01	-0.08		-0.04
	long	9/12/16	6/25/18	651	7.44	10.95		3.51	47.22		23.61
	long	3/15/21	4/19/21	35	6.26	6.22		-0.04	-0.71		-0.35
	long	5/24/21	5/09/22	350	6.59	9.35		2.76	41.83		20.91	8.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Cresud	long	3/15/21	4/19/21	35	5.39	5.95		0.56	10.45		5.23
	long	5/24/21	5/09/22	350	7.38	7.26		-0.12	-1.58		-0.79	4.39
Loma Negra	long	12/31/18	3/25/19	84	14.70	15.69		0.99	6.76		3.38	3.38
Petrobras Argentina	short	5/03/10	5/10/10	7	5.59	5.18	6.04	0.45	7.97		3.98
	short	7/05/10	8/02/10	28	4.92	5.00	4.83	-0.08	-1.70		-0.85	3.10
Tenaris	long	11/13/06	8/20/07	280	168.31	182.30		13.99	8.31		4.16
	long	4/02/12	4/09/12	7	142.13	136.88		-5.24	-3.69		-1.85	2.23
MetroGAS	short	3/25/19	6/17/19	84	3.51	3.37	3.66	0.15	4.16		2.08	2.08
Holcim (Argentina)	long	6/17/19	8/12/19	56	15.27	14.14		-1.13	-7.37		-3.68
	short	5/09/22	5/30/22	21	8.20	8.66	7.74	-0.46	-5.62		-2.81	-6.39
Cablevisión	short	3/01/21	3/15/21	14	22.15	21.26	23.07	0.92	4.16		2.08
	short	4/19/21	5/24/21	35	18.07	21.69	14.45	-3.62	-20.05		-10.02
	long	5/30/22	8/12/24	805	38.23	37.60		-0.63	-1.66		-0.83	-8.91
Aluar	short	4/09/12	12/24/12	259	3.57	2.98	4.28	0.71	19.82		9.91
	short	9/14/15	11/02/15	49	5.00	6.81	3.19	-1.81	-36.15		-18.08
	short	8/29/16	9/12/16	14	4.23	4.17	4.30	0.06	1.47		0.74	-9.30
TGN	short	3/16/20	5/11/20	56	2.63	3.35	1.92	-0.72	-27.26		-13.63	-13.63
Banco de Valores	long	2/17/20	3/16/20	28	1.58	1.10		-0.47	-30.13		-15.07
	long	5/11/20	3/01/21	294	1.81	1.78		-0.03	-1.47		-0.74	-15.69
YPF	short	5/01/06	11/13/06	196	421.68	343.28	517.99	96.31	22.84		11.42
	short	8/20/07	9/24/07	35	267.66	293.60	241.72	-25.94	-9.69		-4.85
	short	8/24/15	8/31/15	7	190.67	204.41	176.92	-13.74	-7.21		-3.60
	short	1/18/16	1/25/16	7	89.49	99.26	79.72	-9.77	-10.92		-5.46
	short	3/16/20	5/11/20	56	39.15	51.72	26.57	-12.57	-32.12		-16.06	-18.90
BBVA Banco Francés	long	12/24/12	7/15/13	203	14.53	12.96		-1.57	-10.81		-5.41
	long	11/02/15	1/18/16	77	68.77	41.10		-27.67	-40.24		-20.12	-24.44

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)


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