| |
| |
Assessment - MerVal in Dollar - 8/15/22 - RS = 27
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ27 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Merval |
936.514 |
Fri |
2.15 |
936.514 |
|
844.226 |
92.288 |
10.93 |
|
16.78 |
| |  |
 |
 |
 |
L |
 |
Aluar |
1.059 |
Fri |
0.35 |
1.059 |
|
0.916 |
0.143 |
15.61 |
|
32.23 |
| |  |
 |
 |
 |
L |
 |
Banco Macro |
2.855 |
Fri |
3.30 |
2.855 |
|
2.925 |
-0.070 |
-2.40 |
|
-0.67 |
| |  |
 |
 |
 |
L |
 |
BBVA Banco Francés |
2.029 |
Fri |
3.64 |
2.029 |
|
2.232 |
-0.202 |
-9.06 |
|
-1.00 |
| |  |
 |
 |
 |
L |
 |
Bolsas y Mercados |
1.517 |
Fri |
-0.49 |
1.517 |
|
1.082 |
0.435 |
40.17 |
|
52.79 |
| |  |
 |
 |
 |
|
 |
Cablevisión |
5.553 |
Fri |
2.26 |
5.553 |
|
6.058 |
-0.505 |
-8.33 |
|
7.23 |
| |  |
 |
 |
 |
L |
 |
Central Puerto |
0.837 |
Fri |
3.21 |
0.837 |
|
0.721 |
0.116 |
16.13 |
|
26.76 |
| |  |
 |
 |
 |
L |
 |
Comercial del Plata |
0.117 |
Fri |
-1.56 |
0.117 |
|
0.062 |
0.055 |
90.01 |
|
78.82 |
| |  |
 |
 |
 |
L |
 |
Cresud |
1.344 |
Fri |
3.76 |
1.344 |
|
1.078 |
0.266 |
24.68 |
|
21.18 |
| |  |
 |
 |
 |
L |
 |
Edenor |
0.744 |
Fri |
0.86 |
0.744 |
|
0.631 |
0.113 |
17.86 |
|
32.47 |
| |  |
 |
 |
 |
L |
 |
Gr Fin Galicia |
1.709 |
Fri |
3.16 |
1.709 |
|
1.963 |
-0.254 |
-12.93 |
|
-4.63 |
| |  |
 |
 |
 |
L |
 |
Gr Fin Valores |
0.446 |
Fri |
1.87 |
0.446 |
|
0.284 |
0.162 |
57.07 |
|
57.20 |
| |  |
 |
 |
 |
L |
 |
Holcim (Argentina) |
1.587 |
Fri |
1.79 |
1.587 |
|
1.593 |
-0.005 |
-0.34 |
|
4.63 |
| |  |
 |
 |
 |
L |
 |
Pampa Energía |
2.089 |
Fri |
-0.02 |
2.089 |
|
1.602 |
0.487 |
30.39 |
|
34.37 |
| |  |
 |
 |
 |
L |
 |
Supervielle |
0.801 |
Fri |
2.47 |
0.801 |
|
0.795 |
0.006 |
0.69 |
|
7.96 |
| |  |
 |
 |
 |
L |
 |
Telecom Argentina |
1.959 |
Fri |
3.11 |
1.959 |
|
2.148 |
-0.189 |
-8.82 |
|
-1.43 |
| |  |
 |
 |
 |
L |
 |
Ternium Argentina |
1.126 |
Fri |
|
1.126 |
|
1.209 |
-0.083 |
-6.86 |
|
4.50 |
| |  |
 |
 |
 |
L |
 |
Transener |
0.629 |
Fri |
2.67 |
0.629 |
|
0.564 |
0.065 |
11.48 |
|
25.59 |
| |  |
 |
 |
 |
|
 |
TGN |
0.972 |
Fri |
-0.95 |
0.972 |
|
0.951 |
0.021 |
2.17 |
|
14.41 |
| |  |
 |
 |
 |
L |
 |
TGS |
2.806 |
Fri |
4.90 |
2.806 |
|
2.025 |
0.781 |
38.57 |
|
33.35 |
| |  |
 |
 |
 |
L |
 |
YPF |
9.307 |
Fri |
5.80 |
9.307 |
|
8.541 |
0.766 |
8.97 |
|
13.06 |
MerVal - 20 out of 20 instruments rated - 8/15/22 / 2/07/22 - 13 did rise, Market-Ratio(27) in USD = 65.00 % |
Stock Exchange Currency: ARS $ Argentine peso |
Technical Chart
Transactions MerVal in Dollar * S27 - 40 ex 3 (1)
|
⇐ |
| |
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 |
8/21/06 |
112 |
 |
 |
 |
Comercial del Plata |
100 |
74,163 |
|
0.135 |
0.101 |
0.181 |
0.046 |
34 |
13,401 |
160 |
|
8/21/06 |
9/04/06 |
14 |
|
- cash - |
|
9/04/06 |
10/02/06 |
28 |
 |
 |
 |
Comercial del Plata |
100 |
129,555 |
|
0.103 |
0.087 |
0.123 |
0.020 |
19 |
15,935 |
856 |
|
10/02/06 |
8/20/07 |
322 |
|
- cash - |
|
8/20/07 |
9/03/07 |
14 |
 |
 |
 |
YPF |
100 |
452 |
|
35.242 |
39.527 |
30.958 |
-4.285 |
-12 |
13,999 |
-97 |
|
9/03/07 |
12/03/07 |
91 |
|
- cash - |
|
12/03/07 |
1/21/08 |
49 |
 |
 |
 |
Banco Macro |
100 |
5,552 |
|
2.521 |
2.376 |
2.676 |
0.154 |
6 |
14,855 |
56 |
|
|
1/21/08 |
2/11/08 |
21 |
 |
 |
 |
Gr Fin Galicia |
100 |
23,771 |
|
0.625 |
0.690 |
0.560 |
-0.065 |
-10 |
13,317 |
-85 |
|
|
2/11/08 |
5/26/08 |
105 |
 |
 |
 |
TGS |
100 |
14,012 |
|
0.950 |
0.939 |
0.962 |
0.012 |
1 |
13,481 |
4 |
|
|
5/26/08 |
6/16/08 |
21 |
 |
 |
 |
BBVA Banco Francés |
100 |
6,600 |
|
2.042 |
1.857 |
2.247 |
0.204 |
10 |
14,829 |
424 |
|
|
6/16/08 |
1/12/09 |
210 |
 |
 |
 |
Edenor |
100 |
22,196 |
|
0.668 |
0.241 |
1.849 |
1.181 |
177 |
41,048 |
487 |
|
|
1/12/09 |
2/09/09 |
28 |
 |
 |
 |
TGN |
100 |
360,554 |
|
0.114 |
0.132 |
0.095 |
-0.018 |
-16 |
34,397 |
-90 |
|
|
2/09/09 |
4/27/09 |
77 |
 |
 |
 |
Aluar |
100 |
57,247 |
|
0.601 |
0.508 |
0.710 |
0.109 |
18 |
40,645 |
121 |
|
4/27/09 |
5/24/10 |
392 |
|
- cash - |
|
5/24/10 |
5/31/10 |
7 |
 |
 |
 |
YPF |
100 |
1,159 |
|
35.058 |
35.717 |
34.399 |
-0.659 |
-2 |
39,882 |
-63 |
|
5/31/10 |
5/30/11 |
364 |
|
- cash - |
|
5/30/11 |
1/02/12 |
217 |
 |
 |
 |
Banco Macro |
100 |
11,724 |
|
3.401 |
2.506 |
4.616 |
1.215 |
36 |
54,123 |
67 |
|
|
1/02/12 |
4/23/12 |
112 |
 |
 |
 |
Aluar |
100 |
78,259 |
|
0.692 |
0.538 |
0.889 |
0.197 |
29 |
69,557 |
127 |
|
|
4/23/12 |
7/09/12 |
77 |
 |
 |
 |
YPF |
100 |
3,919 |
|
17.745 |
19.049 |
16.441 |
-1.304 |
-7 |
64,447 |
-30 |
|
|
7/09/12 |
7/23/12 |
14 |
 |
 |
 |
TGN |
100 |
668,189 |
|
0.096 |
0.124 |
0.069 |
-0.027 |
-28 |
46,172 |
-100 |
|
|
7/23/12 |
10/08/12 |
77 |
 |
 |
 |
Edenor |
100 |
296,876 |
|
0.156 |
0.151 |
0.160 |
0.004 |
3 |
47,500 |
14 |
|
|
10/08/12 |
12/17/12 |
70 |
 |
 |
 |
Pampa Energía |
100 |
239,931 |
|
0.198 |
0.186 |
0.211 |
0.013 |
7 |
50,625 |
39 |
|
12/17/12 |
7/22/13 |
217 |
|
- cash - |
|
7/22/13 |
8/12/13 |
21 |
 |
 |
 |
Comercial del Plata |
100 |
573,378 |
|
0.088 |
0.089 |
0.088 |
-0.001 |
-1 |
50,171 |
-15 |
|
8/12/13 |
9/14/15 |
763 |
|
- cash - |
|
9/14/15 |
9/28/15 |
14 |
 |
 |
 |
Aluar |
100 |
63,881 |
|
0.785 |
0.840 |
0.731 |
-0.054 |
-7 |
46,710 |
-84 |
|
|
9/28/15 |
10/26/15 |
28 |
 |
 |
 |
YPF |
100 |
2,105 |
|
22.183 |
28.448 |
15.919 |
-6.265 |
-28 |
33,523 |
-99 |
|
10/26/15 |
5/09/16 |
196 |
|
- cash - |
|
5/09/16 |
5/23/16 |
14 |
 |
 |
 |
Cresud |
100 |
33,104 |
|
1.013 |
1.153 |
0.873 |
-0.140 |
-14 |
28,884 |
-98 |
|
|
5/23/16 |
6/06/16 |
14 |
 |
 |
 |
Comercial del Plata |
100 |
141,744 |
|
0.204 |
0.200 |
0.208 |
0.004 |
2 |
29,483 |
71 |
|
6/06/16 |
6/13/16 |
7 |
|
- cash - |
|
6/13/16 |
6/20/16 |
7 |
 |
 |
 |
Comercial del Plata |
100 |
143,872 |
|
0.205 |
0.199 |
0.211 |
0.006 |
3 |
30,300 |
316 |
|
6/20/16 |
9/05/16 |
77 |
|
- cash - |
|
9/05/16 |
9/12/16 |
7 |
 |
 |
 |
Comercial del Plata |
100 |
149,248 |
|
0.203 |
0.203 |
0.203 |
-0.000 |
0 |
30,253 |
-8 |
|
9/12/16 |
7/02/18 |
658 |
|
- cash - |
|
7/02/18 |
9/24/18 |
84 |
 |
 |
 |
Holcim (Argentina) |
100 |
18,121 |
|
1.669 |
1.637 |
1.703 |
0.033 |
2 |
30,853 |
9 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
9/24/18 |
10/08/18 |
14 |
|
- cash - |
|
10/08/18 |
11/05/18 |
28 |
 |
 |
 |
Supervielle |
100 |
20,798 |
|
1.483 |
1.767 |
1.200 |
-0.283 |
-19 |
24,963 |
-94 |
|
11/05/18 |
11/26/18 |
21 |
|
- cash - |
|
11/26/18 |
12/03/18 |
7 |
 |
 |
 |
Holcim (Argentina) |
100 |
18,715 |
|
1.334 |
1.522 |
1.146 |
-0.188 |
-14 |
21,444 |
-100 |
|
12/03/18 |
12/10/18 |
7 |
|
- cash - |
|
12/10/18 |
12/31/18 |
21 |
 |
 |
 |
Supervielle |
100 |
12,318 |
|
1.741 |
1.682 |
1.801 |
0.061 |
3 |
22,190 |
81 |
|
12/31/18 |
3/25/19 |
84 |
|
- cash - |
|
3/25/19 |
5/06/19 |
42 |
 |
 |
 |
Supervielle |
100 |
16,762 |
|
1.324 |
1.163 |
1.507 |
0.183 |
14 |
25,256 |
208 |
|
5/06/19 |
5/13/19 |
7 |
|
- cash - |
|
5/13/19 |
5/27/19 |
14 |
 |
 |
 |
Supervielle |
100 |
24,246 |
|
1.042 |
1.188 |
0.895 |
-0.146 |
-14 |
21,707 |
-98 |
|
5/27/19 |
6/03/19 |
7 |
|
- cash - |
|
6/03/19 |
6/10/19 |
7 |
 |
 |
 |
Bolsas y Mercados |
100 |
37,508 |
|
0.579 |
0.681 |
0.477 |
-0.102 |
-18 |
17,873 |
-100 |
|
|
6/10/19 |
6/17/19 |
7 |
 |
 |
 |
Transener |
100 |
21,100 |
|
0.847 |
1.007 |
0.687 |
-0.160 |
-19 |
14,488 |
-100 |
|
6/17/19 |
8/12/19 |
56 |
|
- cash - |
|
8/12/19 |
9/30/19 |
49 |
 |
 |
 |
Comercial del Plata |
100 |
342,387 |
|
0.042 |
0.028 |
0.064 |
0.022 |
51 |
21,913 |
2,080 |
|
|
9/30/19 |
11/04/19 |
35 |
 |
 |
 |
Transener |
100 |
60,218 |
|
0.364 |
0.389 |
0.339 |
-0.025 |
-7 |
20,420 |
-52 |
|
11/04/19 |
11/11/19 |
7 |
|
- cash - |
|
11/11/19 |
2/24/20 |
105 |
 |
 |
 |
Edenor |
100 |
65,035 |
|
0.314 |
0.345 |
0.283 |
-0.031 |
-10 |
18,405 |
-30 |
|
2/24/20 |
3/16/20 |
21 |
|
- cash - |
|
3/16/20 |
4/27/20 |
42 |
 |
 |
 |
TGN |
100 |
48,836 |
|
0.377 |
0.330 |
0.430 |
0.054 |
14 |
21,019 |
217 |
|
4/27/20 |
2/15/21 |
294 |
|
- cash - |
|
2/15/21 |
3/15/21 |
28 |
 |
 |
 |
Cablevisión |
100 |
5,432 |
|
3.869 |
3.273 |
4.574 |
0.705 |
18 |
24,848 |
786 |
|
3/15/21 |
4/26/21 |
42 |
|
- cash - |
|
4/26/21 |
5/10/21 |
14 |
 |
 |
 |
Cablevisión |
100 |
8,860 |
|
2.805 |
3.040 |
2.569 |
-0.236 |
-8 |
22,759 |
-90 |
|
5/10/21 |
5/16/22 |
371 |
|
- cash - |
|
5/16/22 |
5/30/22 |
14 |
 |
 |
 |
Supervielle |
100 |
35,492 |
|
0.641 |
0.653 |
0.629 |
-0.012 |
-2 |
22,325 |
-39 |
|
5/30/22 |
8/16/22 |
78 |
|
- cash - |
accum | 5/01/06 |
5/30/22 | 1841 |
days out of 6070 invested (30%) |
123 |
22,325 |
17 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Edenor | short | 6/16/08 | 1/12/09 | 210 | 0.67 | 0.24 | 1.85 | 1.18 | 176.82 | | | |
| | 7/23/12 | 10/08/12 | 77 | 0.16 | 0.15 | 0.16 | 0.00 | 2.88 | | | |
| | 11/11/19 | 2/24/20 | 105 | 0.31 | 0.34 | 0.28 | -0.03 | -9.87 | | | 156.68 |
Comercial del Plata | | 5/01/06 | 8/21/06 | 112 | 0.13 | 0.10 | 0.18 | 0.05 | 34.01 | | | |
| | 9/04/06 | 10/02/06 | 28 | 0.10 | 0.09 | 0.12 | 0.02 | 18.91 | | | |
| | 7/22/13 | 8/12/13 | 21 | 0.09 | 0.09 | 0.09 | -0.00 | -0.90 | | | |
| | 5/23/16 | 6/06/16 | 14 | 0.20 | 0.20 | 0.21 | 0.00 | 2.07 | | | |
| | 6/13/16 | 6/20/16 | 7 | 0.20 | 0.20 | 0.21 | 0.01 | 2.77 | | | |
| | 9/05/16 | 9/12/16 | 7 | 0.20 | 0.20 | 0.20 | -0.00 | -0.16 | | | |
| | 8/12/19 | 9/30/19 | 49 | 0.04 | 0.03 | 0.06 | 0.02 | 51.25 | | | 150.17 |
Banco Macro | | 12/03/07 | 1/21/08 | 49 | 2.52 | 2.38 | 2.68 | 0.15 | 6.12 | | | |
| | 5/30/11 | 1/02/12 | 217 | 3.40 | 2.51 | 4.62 | 1.21 | 35.71 | | | 44.01 |
Aluar | | 2/09/09 | 4/27/09 | 77 | 0.60 | 0.51 | 0.71 | 0.11 | 18.17 | | | |
| | 1/02/12 | 4/23/12 | 112 | 0.69 | 0.54 | 0.89 | 0.20 | 28.52 | | | |
| | 9/14/15 | 9/28/15 | 14 | 0.79 | 0.84 | 0.73 | -0.05 | -6.90 | | | 41.39 |
BBVA Banco Francés | | 5/26/08 | 6/16/08 | 21 | 2.04 | 1.86 | 2.25 | 0.20 | 10.00 | | | 10.00 |
Cablevisión | | 2/15/21 | 3/15/21 | 28 | 3.87 | 3.27 | 4.57 | 0.70 | 18.22 | | | |
| | 4/26/21 | 5/10/21 | 14 | 2.80 | 3.04 | 2.57 | -0.24 | -8.41 | | | 8.28 |
Pampa Energía | | 10/08/12 | 12/17/12 | 70 | 0.20 | 0.19 | 0.21 | 0.01 | 6.58 | | | 6.58 |
TGS | | 2/11/08 | 5/26/08 | 105 | 0.95 | 0.94 | 0.96 | 0.01 | 1.23 | | | 1.23 |
Gr Fin Galicia | | 1/21/08 | 2/11/08 | 21 | 0.62 | 0.69 | 0.56 | -0.06 | -10.35 | | | -10.35 |
Holcim (Argentina) | | 7/02/18 | 9/24/18 | 84 | 1.67 | 1.64 | 1.70 | 0.03 | 1.98 | | | |
| | 11/26/18 | 12/03/18 | 7 | 1.33 | 1.52 | 1.15 | -0.19 | -14.10 | | | -12.39 |
Cresud | | 5/09/16 | 5/23/16 | 14 | 1.01 | 1.15 | 0.87 | -0.14 | -13.84 | | | -13.84 |
Bolsas y Mercados | | 6/03/19 | 6/10/19 | 7 | 0.58 | 0.68 | 0.48 | -0.10 | -17.66 | | | -17.66 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Supervielle | | 10/08/18 | 11/05/18 | 28 | 1.48 | 1.77 | 1.20 | -0.28 | -19.09 | | | |
| | 12/10/18 | 12/31/18 | 21 | 1.74 | 1.68 | 1.80 | 0.06 | 3.48 | | | |
| | 3/25/19 | 5/06/19 | 42 | 1.32 | 1.16 | 1.51 | 0.18 | 13.82 | | | |
| | 5/13/19 | 5/27/19 | 14 | 1.04 | 1.19 | 0.90 | -0.15 | -14.05 | | | |
| | 5/16/22 | 5/30/22 | 14 | 0.64 | 0.65 | 0.63 | -0.01 | -1.91 | | | -19.66 |
Transener | | 6/10/19 | 6/17/19 | 7 | 0.85 | 1.01 | 0.69 | -0.16 | -18.94 | | | |
| | 9/30/19 | 11/04/19 | 35 | 0.36 | 0.39 | 0.34 | -0.02 | -6.81 | | | -24.46 |
TGN | | 1/12/09 | 2/09/09 | 28 | 0.11 | 0.13 | 0.10 | -0.02 | -16.20 | | | |
| | 7/09/12 | 7/23/12 | 14 | 0.10 | 0.12 | 0.07 | -0.03 | -28.36 | | | |
| | 3/16/20 | 4/27/20 | 42 | 0.38 | 0.33 | 0.43 | 0.05 | 14.20 | | | -31.44 |
YPF | | 8/20/07 | 9/03/07 | 14 | 35.24 | 39.53 | 30.96 | -4.28 | -12.16 | | | |
| | 5/24/10 | 5/31/10 | 7 | 35.06 | 35.72 | 34.40 | -0.66 | -1.88 | | | |
| | 4/23/12 | 7/09/12 | 77 | 17.75 | 19.05 | 16.44 | -1.30 | -7.35 | | | |
| | 9/28/15 | 10/26/15 | 28 | 22.18 | 28.45 | 15.92 | -6.26 | -28.24 | | | -42.69 |
Annotations
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