| |
| |
Assessment - MerVal - 5/16/22 - RS = 35
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
Δwk |
9/13/21 |
prc diff |
⇓ Δ35 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Merval |
88,634.300 |
Thu |
-2.39 |
89,964.800 |
-1.48 |
80,065.900 |
9,898.900 |
12.36 |
|
15.89 |
| |  |
 |
 |
 |
|
 |
Aluar |
87.100 |
Fri |
1.28 |
82.000 |
6.22 |
65.900 |
16.100 |
24.43 |
|
10.36 |
| |  |
 |
 |
 |
|
 |
Bolsas y Mercados |
1,200.500 |
Fri |
0.67 |
1,195.500 |
0.42 |
838.500 |
357.000 |
42.58 |
|
31.48 |
| |  |
 |
 |
 |
|
 |
Transener |
49.950 |
Fri |
-1.09 |
50.000 |
-0.10 |
44.900 |
5.100 |
11.36 |
|
12.10 |
| |  |
 |
 |
 |
|
 |
Gr Fin Valores |
36.350 |
Fri |
-0.14 |
36.500 |
-0.41 |
25.000 |
11.500 |
46.00 |
|
33.25 |
| |  |
 |
 |
 |
|
 |
Central Puerto |
76.000 |
Fri |
0.40 |
76.500 |
-0.65 |
57.400 |
19.100 |
33.28 |
|
32.56 |
| |  |
 |
 |
 |
|
 |
Comercial del Plata |
9.050 |
Fri |
-0.44 |
9.140 |
-0.98 |
5.200 |
3.940 |
75.77 |
|
73.86 |
| |  |
 |
 |
 |
|
 |
Pampa Energía |
181.200 |
Fri |
0.19 |
184.050 |
-1.55 |
132.550 |
51.500 |
38.85 |
|
32.31 |
| |  |
 |
 |
 |
S |
 |
Supervielle |
74.200 |
Fri |
1.44 |
75.550 |
-1.79 |
94.450 |
-18.900 |
-20.01 |
|
-3.25 |
| |  |
 |
 |
 |
|
 |
YPF |
908.900 |
Fri |
-0.41 |
928.950 |
-2.16 |
971.050 |
-42.100 |
-4.34 |
|
8.11 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
113.000 |
Fri |
-1.09 |
115.750 |
-2.38 |
100.250 |
15.500 |
15.46 |
|
17.10 |
| |  |
 |
 |
 |
|
 |
Edenor |
58.750 |
Fri |
0.17 |
60.200 |
-2.41 |
63.850 |
-3.650 |
-5.72 |
|
16.28 |
| |  |
 |
 |
 |
|
 |
Gr Fin Galicia |
191.200 |
Fri |
-1.49 |
196.950 |
-2.92 |
206.000 |
-9.050 |
-4.39 |
|
8.30 |
| |  |
 |
 |
 |
L |
 |
TGS |
262.000 |
Fri |
-3.03 |
269.900 |
-2.93 |
197.600 |
72.300 |
36.59 |
|
37.30 |
| |  |
 |
 |
 |
|
 |
Cablevisión |
655.000 |
Fri |
-0.91 |
675.000 |
-2.96 |
414.000 |
261.000 |
63.04 |
|
45.12 |
| |  |
 |
 |
 |
|
 |
Banco Macro |
328.200 |
Fri |
-0.79 |
339.200 |
-3.24 |
352.850 |
-13.650 |
-3.87 |
|
14.43 |
| |  |
 |
 |
 |
|
 |
BBVA Banco Francés |
207.800 |
Fri |
-2.28 |
215.300 |
-3.48 |
271.550 |
-56.250 |
-20.71 |
|
-0.52 |
| |  |
 |
 |
 |
|
 |
Telecom Argentina |
215.350 |
Fri |
-0.97 |
224.250 |
-3.97 |
193.050 |
31.200 |
16.16 |
|
10.84 |
| |  |
 |
 |
 |
|
 |
TGN |
88.000 |
Fri |
-2.11 |
92.000 |
-4.35 |
78.500 |
13.500 |
17.20 |
|
21.38 |
| |  |
 |
 |
 |
|
 |
Holcim (Argentina) |
153.000 |
Fri |
-0.97 |
161.250 |
-5.12 |
178.250 |
-17.000 |
-9.54 |
|
-2.15 |
| |  |
 |
 |
 |
|
 |
Cresud |
132.000 |
Fri |
-2.08 |
142.200 |
-7.17 |
101.500 |
40.700 |
40.10 |
|
26.47 |
MerVal - 20 out of 20 instruments rated - 5/16/22 / 9/13/21 - 13 did rise, Market-Ratio(35) = 65.00 % |
Stock Exchange Currency: ARS $ Argentine peso |
Technical Chart
Transactions MerVal * L35 - 46 ex 5 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
5/15/06 |
133 |
 |
 |
 |
Banco Macro |
100 |
1,766 |
|
5.660 |
6.330 |
|
0.670 |
12 |
11,183 |
36 |
|
5/15/06 |
9/25/06 |
133 |
|
- cash - |
|
9/25/06 |
6/04/07 |
252 |
 |
 |
 |
Banco Macro |
100 |
1,686 |
|
6.630 |
10.050 |
|
3.420 |
52 |
16,949 |
83 |
|
|
6/04/07 |
7/23/07 |
49 |
 |
 |
 |
Telecom Argentina |
100 |
1,056 |
|
16.050 |
13.600 |
|
-2.450 |
-15 |
14,362 |
-71 |
|
|
7/23/07 |
9/03/07 |
42 |
 |
 |
 |
Pampa Energía |
100 |
5,241 |
|
2.740 |
2.650 |
|
-0.090 |
-3 |
13,890 |
-25 |
|
9/03/07 |
10/01/07 |
28 |
|
- cash - |
|
10/01/07 |
12/10/07 |
70 |
 |
 |
 |
Aluar |
100 |
2,146 |
|
6.470 |
6.100 |
|
-0.370 |
-6 |
13,096 |
-26 |
|
12/10/07 |
6/08/09 |
546 |
|
- cash - |
|
6/08/09 |
9/28/09 |
112 |
 |
 |
 |
BBVA Banco Francés |
100 |
2,258 |
|
5.800 |
6.970 |
|
1.170 |
20 |
15,738 |
82 |
|
|
9/28/09 |
4/26/10 |
210 |
 |
 |
 |
Banco Macro |
100 |
1,699 |
|
9.260 |
10.900 |
|
1.640 |
18 |
18,525 |
33 |
|
|
4/26/10 |
11/29/10 |
217 |
 |
 |
 |
Holcim (Argentina) |
100 |
5,513 |
|
3.360 |
4.480 |
|
1.120 |
33 |
24,699 |
62 |
|
|
11/29/10 |
7/25/11 |
238 |
 |
 |
 |
Gr Fin Galicia |
100 |
3,759 |
|
6.570 |
6.040 |
|
-0.530 |
-8 |
22,707 |
-12 |
|
7/25/11 |
12/24/12 |
518 |
|
- cash - |
|
12/24/12 |
2/18/13 |
56 |
 |
 |
 |
Gr Fin Galicia |
100 |
5,034 |
|
4.510 |
4.450 |
|
-0.060 |
-1 |
22,405 |
-8 |
|
|
2/18/13 |
8/05/13 |
168 |
 |
 |
 |
TGN |
100 |
25,752 |
|
0.870 |
0.730 |
|
-0.140 |
-16 |
18,800 |
-32 |
|
|
8/05/13 |
9/23/13 |
49 |
 |
 |
 |
Telecom Argentina |
100 |
670 |
|
28.050 |
35.000 |
|
6.950 |
25 |
23,456 |
420 |
|
|
9/23/13 |
12/01/14 |
434 |
 |
 |
 |
Edenor |
100 |
14,130 |
|
1.660 |
6.950 |
|
5.290 |
319 |
98,204 |
233 |
|
|
12/01/14 |
6/08/15 |
189 |
 |
 |
 |
Aluar |
100 |
12,430 |
|
7.900 |
9.150 |
|
1.250 |
16 |
113,741 |
33 |
|
|
6/08/15 |
9/14/15 |
98 |
 |
 |
 |
Comercial del Plata |
100 |
37,414 |
|
3.040 |
2.950 |
|
-0.090 |
-3 |
110,374 |
-11 |
|
|
9/14/15 |
3/07/16 |
175 |
 |
 |
 |
Pampa Energía |
100 |
12,010 |
|
9.190 |
12.350 |
|
3.160 |
34 |
148,326 |
85 |
|
|
3/07/16 |
8/29/16 |
175 |
 |
 |
 |
TGN |
100 |
20,686 |
|
7.170 |
7.400 |
|
0.230 |
3 |
153,083 |
7 |
|
|
8/29/16 |
2/06/17 |
161 |
 |
 |
 |
Holcim (Argentina) |
100 |
5,842 |
|
26.200 |
38.250 |
|
12.050 |
46 |
223,480 |
136 |
|
|
2/06/17 |
6/18/18 |
497 |
 |
 |
 |
Transener |
100 |
12,955 |
|
17.250 |
45.500 |
|
28.250 |
164 |
589,458 |
104 |
|
|
6/18/18 |
7/02/18 |
14 |
 |
 |
 |
Edenor |
100 |
10,359 |
|
56.900 |
44.400 |
|
-12.500 |
-22 |
459,971 |
-100 |
|
7/02/18 |
7/23/18 |
21 |
|
- cash - |
|
7/23/18 |
8/13/18 |
21 |
 |
 |
 |
Aluar |
100 |
21,903 |
|
21.000 |
19.150 |
|
-1.850 |
-9 |
419,450 |
-80 |
|
8/13/18 |
12/03/18 |
112 |
|
- cash - |
|
12/03/18 |
12/10/18 |
7 |
 |
 |
 |
TGS |
100 |
3,729 |
|
112.471 |
113.531 |
|
1.060 |
1 |
423,403 |
63 |
|
12/10/18 |
1/07/19 |
28 |
|
- cash - |
|
1/07/19 |
4/22/19 |
105 |
 |
 |
 |
TGS |
100 |
3,750 |
|
112.905 |
89.890 |
|
-23.015 |
-20 |
337,098 |
-55 |
|
|
4/22/19 |
5/13/19 |
21 |
 |
 |
 |
Holcim (Argentina) |
100 |
4,494 |
|
75.000 |
84.000 |
|
9.000 |
12 |
377,544 |
617 |
|
5/13/19 |
6/10/19 |
28 |
|
- cash - |
|
6/10/19 |
8/19/19 |
70 |
 |
 |
 |
Holcim (Argentina) |
100 |
4,059 |
|
93.000 |
72.500 |
|
-20.500 |
-22 |
294,335 |
-73 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
8/19/19 |
11/04/19 |
77 |
|
- cash - |
|
11/04/19 |
11/11/19 |
7 |
 |
 |
 |
Aluar |
100 |
7,848 |
|
37.500 |
32.550 |
|
-4.950 |
-13 |
255,487 |
-100 |
|
11/11/19 |
12/16/19 |
35 |
|
- cash - |
|
12/16/19 |
2/10/20 |
56 |
 |
 |
 |
Gr Fin Valores |
100 |
20,196 |
|
12.650 |
14.300 |
|
1.650 |
13 |
288,811 |
122 |
|
2/10/20 |
4/20/20 |
70 |
|
- cash - |
|
4/20/20 |
8/03/20 |
105 |
 |
 |
 |
Cablevisión |
100 |
725 |
|
398.000 |
458.500 |
|
60.500 |
15 |
332,673 |
64 |
|
|
8/03/20 |
3/01/21 |
210 |
 |
 |
 |
Gr Fin Valores |
100 |
11,412 |
|
29.150 |
24.850 |
|
-4.300 |
-15 |
283,601 |
-24 |
|
|
3/01/21 |
3/22/21 |
21 |
 |
 |
 |
Cresud |
100 |
3,994 |
|
71.000 |
72.700 |
|
1.700 |
2 |
290,391 |
51 |
|
3/22/21 |
5/17/21 |
56 |
|
- cash - |
|
5/17/21 |
8/30/21 |
105 |
 |
 |
 |
Cresud |
100 |
2,464 |
|
117.850 |
105.650 |
|
-12.200 |
-10 |
260,330 |
-32 |
|
|
8/30/21 |
11/15/21 |
77 |
 |
 |
 |
Edenor |
100 |
4,171 |
|
62.400 |
63.900 |
|
1.500 |
2 |
266,587 |
12 |
|
|
11/15/21 |
2/21/22 |
98 |
 |
 |
 |
Ternium Argentina |
100 |
1,953 |
|
136.500 |
124.500 |
|
-12.000 |
-9 |
243,151 |
-29 |
|
|
2/21/22 |
5/02/22 |
70 |
 |
 |
 |
TGN |
100 |
2,069 |
|
117.500 |
96.200 |
|
-21.300 |
-18 |
199,081 |
-65 |
|
|
5/02/22 |
5/20/22 |
18 |
 |
 |
 |
Comercial del Plata |
100 |
22,169 |
|
8.980 |
9.050 |
|
0.070 |
1 |
200,633 |
17 |
|
accum | 1/02/06 |
5/20/22 | 4331 |
days out of 5983 invested (72%) |
1,906 |
200,633 |
29 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Edenor | long | 9/23/13 | 12/01/14 | 434 | 1.66 | 6.95 | | 5.29 | 318.67 | | | |
| | 6/18/18 | 7/02/18 | 14 | 56.90 | 44.40 | | -12.50 | -21.97 | | | |
| | 8/30/21 | 11/15/21 | 77 | 62.40 | 63.90 | | 1.50 | 2.40 | | | 234.55 |
Transener | | 2/06/17 | 6/18/18 | 497 | 17.25 | 45.50 | | 28.25 | 163.77 | | | 163.77 |
Banco Macro | | 1/02/06 | 5/15/06 | 133 | 5.66 | 6.33 | | 0.67 | 11.84 | | | |
| | 9/25/06 | 6/04/07 | 252 | 6.63 | 10.05 | | 3.42 | 51.58 | | | |
| | 9/28/09 | 4/26/10 | 210 | 9.26 | 10.90 | | 1.64 | 17.71 | | | 99.55 |
Holcim (Argentina) | | 4/26/10 | 11/29/10 | 217 | 3.36 | 4.48 | | 1.12 | 33.33 | | | |
| | 8/29/16 | 2/06/17 | 161 | 26.20 | 38.25 | | 12.05 | 45.99 | | | |
| | 4/22/19 | 5/13/19 | 21 | 75.00 | 84.00 | | 9.00 | 12.00 | | | |
| | 6/10/19 | 8/19/19 | 70 | 93.00 | 72.50 | | -20.50 | -22.04 | | | 69.96 |
Pampa Energía | | 7/23/07 | 9/03/07 | 42 | 2.74 | 2.65 | | -0.09 | -3.28 | | | |
| | 9/14/15 | 3/07/16 | 175 | 9.19 | 12.35 | | 3.16 | 34.39 | | | 29.97 |
BBVA Banco Francés | | 6/08/09 | 9/28/09 | 112 | 5.80 | 6.97 | | 1.17 | 20.17 | | | 20.17 |
Cablevisión | | 4/20/20 | 8/03/20 | 105 | 398.00 | 458.50 | | 60.50 | 15.20 | | | 15.20 |
Telecom Argentina | | 6/04/07 | 7/23/07 | 49 | 16.05 | 13.60 | | -2.45 | -15.26 | | | |
| | 8/05/13 | 9/23/13 | 49 | 28.05 | 35.00 | | 6.95 | 24.78 | | | 5.73 |
Comercial del Plata | | 6/08/15 | 9/14/15 | 98 | 3.04 | 2.95 | | -0.09 | -2.96 | | | |
| | 5/02/22 | 5/20/22 | 18 | 8.98 | 9.05 | | 0.07 | 0.78 | | | -2.20 |
Gr Fin Valores | | 12/16/19 | 2/10/20 | 56 | 12.65 | 14.30 | | 1.65 | 13.04 | | | |
| | 8/03/20 | 3/01/21 | 210 | 29.15 | 24.85 | | -4.30 | -14.75 | | | -3.63 |
Cresud | | 3/01/21 | 3/22/21 | 21 | 71.00 | 72.70 | | 1.70 | 2.39 | | | |
| | 5/17/21 | 8/30/21 | 105 | 117.85 | 105.65 | | -12.20 | -10.35 | | | -8.21 |
Ternium Argentina | | 11/15/21 | 2/21/22 | 98 | 136.50 | 124.50 | | -12.00 | -8.79 | | | -8.79 |
Gr Fin Galicia | | 11/29/10 | 7/25/11 | 238 | 6.57 | 6.04 | | -0.53 | -8.07 | | | |
| | 12/24/12 | 2/18/13 | 56 | 4.51 | 4.45 | | -0.06 | -1.33 | | | -9.29 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Aluar | | 10/01/07 | 12/10/07 | 70 | 6.47 | 6.10 | | -0.37 | -5.72 | | | |
| | 12/01/14 | 6/08/15 | 189 | 7.90 | 9.15 | | 1.25 | 15.82 | | | |
| | 7/23/18 | 8/13/18 | 21 | 21.00 | 19.15 | | -1.85 | -8.81 | | | |
| | 11/04/19 | 11/11/19 | 7 | 37.50 | 32.55 | | -4.95 | -13.20 | | | -13.57 |
TGS | | 12/03/18 | 12/10/18 | 7 | 112.47 | 113.53 | | 1.06 | 0.94 | | | |
| | 1/07/19 | 4/22/19 | 105 | 112.91 | 89.89 | | -23.01 | -20.38 | | | -19.63 |
TGN | | 2/18/13 | 8/05/13 | 168 | 0.87 | 0.73 | | -0.14 | -16.09 | | | |
| | 3/07/16 | 8/29/16 | 175 | 7.17 | 7.40 | | 0.23 | 3.21 | | | |
| | 2/21/22 | 5/02/22 | 70 | 117.50 | 96.20 | | -21.30 | -18.13 | | | -29.10 |
Annotations
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