| |
| |
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
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 | di % | 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 | di % | 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 | di % | 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) |
|
|