Share-o-matic - Portfolio

Sun, Oct 17th, 2021, 14:49UTC

Assessment - MerVal - 10/11/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	10/11/21	⇓ Δwk	6/14/21	prc diff	⇓ Δ17	∅-RS
	L	Merval	81,990.200	Fri	2.31	77,553.300	5.72	66,836.800	10,716.500	16.03	39.75
	L	Edenor	65.450	Fri	-0.08	64.100	2.11	43.500	20.600	47.36	105.16
	L	TGN	94.800	Fri	1.72	90.600	4.64	51.100	39.500	77.30	100.05
	L	Transener	55.900	Fri	1.64	52.700	6.07	33.350	19.350	58.02	83.36
	L	Comercial del Plata	5.440	Fri	0.74	5.380	1.12	3.350	2.030	60.60	81.73
	L	Central Puerto	73.050	Fri	4.13	63.250	15.49	45.150	18.100	40.09	66.52
		Ternium Argentina	99.600	Fri	2.47	90.300	10.30	70.100	20.200	28.82	52.29
	L	Pampa Energía	152.500	Fri	-0.16	139.000	9.71	112.200	26.800	23.89	52.14
	L	Gr Fin Galicia	209.200	Fri	5.07	196.500	6.46	164.650	31.850	19.34	49.11
	L	BBVA Banco Francés	246.850	Fri	1.33	241.000	2.43	214.300	26.700	12.46	48.25
	L	Supervielle	93.500	Fri	2.07	88.000	6.25	75.550	12.450	16.48	42.08
	L	Banco Macro	334.650	Fri	2.99	319.000	4.91	290.400	28.600	9.85	34.84
	L	YPF	903.800	Fri	1.50	932.000	-3.03	891.150	40.850	4.58	32.74
	L	TGS	215.600	Fri	1.94	203.050	6.18	174.850	28.200	16.13	30.04
		Holcim (Argentina)	169.750	Fri	0.44	170.000	-0.15	157.250	12.750	8.11	24.92
		Cresud	107.950	Fri	2.81	98.100	10.04	116.900	-18.800	-16.08	24.50
		Aluar	67.000	Fri	1.21	62.000	8.06	58.300	3.700	6.35	19.68
		Bolsas y Mercados	797.500	Fri	1.59	786.000	1.46	748.500	37.500	5.01	18.98
	L	Cablevisión	400.000	Fri		382.000	4.71	373.000	9.000	2.41	9.27
	L	Telecom Argentina	204.200	Fri	-0.10	192.750	5.94	202.000	-9.250	-4.58	3.53
	S	Gr Fin Valores	24.650	Fri	3.79	23.700	4.01	28.650	-4.950	-17.28	-8.08
MerVal - 20 out of 20 instruments rated - 10/11/21 / 6/14/21 - 17 did rise, Market-Ratio(17) = 85.00 %
Stock Exchange Currency: ARS $ Argentine peso

Technical Chart

	MerVal RS = 17 - B/S = 53/51

1/02/17	scale up chart	10/11/21

Transactions MerVal * A17 - 53/51 (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		3/27/06	84		- cash -
long	3/27/06	5/01/06	35		Tenaris	100	183	54.500	66.300		11.800	22	12,159	672
short	5/01/06	10/02/06	154		Comercial del Plata	100	29,657	0.410	0.270	0.623	0.213	52	18,464	169
long	10/02/06	6/11/07	252		Banco Macro	100	2,637	7.000	10.700		3.700	53	28,221	85
short	6/11/07	6/18/07	7		YPF	100	219	128.550	130.500	126.600	-1.950	-2	27,794	-55
long	6/18/07	8/06/07	49		Telecom Argentina	100	1,770	15.700	13.600		-2.100	-13	24,077	-66
short	8/06/07	9/03/07	28		YPF	100	189	127.000	125.000	129.032	2.032	2	24,461	23
long	9/03/07	9/10/07	7		Pampa Energía	100	9,230	2.650	2.600		-0.050	-2	24,000	-63
short	9/10/07	9/24/07	14		YPF	100	203	118.000	123.000	113.000	-5.000	-4	22,985	-68
long	9/24/07	11/05/07	42		Petrobras	100	380	60.450	87.250		26.800	44	33,169	2,327
short	11/05/07	11/19/07	14		Gr Fin Galicia	100	13,593	2.440	2.360	2.523	0.083	3	34,293	138
long	11/19/07	12/24/07	35		Petrobras	100	426	80.430	90.500		10.070	13	38,583	242
short	12/24/07	2/16/09	420		Gr Fin Galicia	100	16,775	2.300	0.690	7.667	5.367	233	128,609	185
long	2/16/09	2/23/09	7		YPF	100	846	152.000	119.000		-33.000	-22	100,691	-100
short	2/23/09	3/16/09	21		Edenor	100	154,909	0.650	0.640	0.660	0.010	2	102,271	31
long	3/16/09	3/23/09	7		Petrobras	100	1,693	60.400	62.850		2.450	4	106,419	695
short	3/23/09	5/04/09	42		Ternium Argentina	100	155,356	0.685	0.819	0.551	-0.134	-20	85,601	-85
long	5/04/09	2/01/10	273		Banco Macro	100	15,649	5.470	9.600		4.130	76	150,232	112
short	2/01/10	3/08/10	35		Comercial del Plata	100	469,474	0.320	0.290	0.353	0.033	10	165,771	179
long	3/08/10	5/03/10	56		Ternium Argentina	100	85,669	1.935	1.877		-0.058	-3	160,803	-18
short	5/03/10	5/31/10	28		Petrobras	100	2,271	70.800	71.400	70.200	-0.600	-1	159,440	-11
long	5/31/10	6/28/10	28		Ternium Argentina	100	81,764	1.950	2.050		0.100	5	167,616	92
short	6/28/10	7/19/10	21		Petrobras	100	2,394	70.000	71.500	68.500	-1.500	-2	164,025	-31
long	7/19/10	7/26/10	7		Banco Macro	100	11,758	13.950	14.350		0.400	3	168,729	337
short	7/26/10	8/30/10	35		Petrobras Argentina	100	58,182	2.900	2.970	2.830	-0.070	-2	164,656	-22
long	8/30/10	4/11/11	224		Gr Fin Galicia	100	49,298	3.340	5.590		2.250	67	275,576	131
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/11/11	1/16/12	280		Petrobras	100	3,519	78.300	68.350	89.699	11.399	15	315,688	19
long	1/16/12	2/06/12	21		Tenaris	100	3,409	92.600	92.500		-0.100	0	315,347	-2
short	2/06/12	2/27/12	21		Gr Fin Galicia	100	93,297	3.380	3.490	3.270	-0.110	-3	305,084	-44
long	2/27/12	3/05/12	7		Tenaris	100	3,083	98.950	99.000		0.050	0	305,238	3
short	3/05/12	3/12/12	7		Aluar	100	110,995	2.750	2.920	2.580	-0.170	-6	286,369	-96
long	3/12/12	4/23/12	42		Tenaris	100	2,742	104.400	103.800		-0.600	-1	284,724	-5
short	4/23/12	8/27/12	126		YPF	100	3,643	78.150	83.500	72.800	-5.350	-7	265,234	-19
long	8/27/12	9/03/12	7		Tenaris	100	1,989	133.300	136.950		3.650	3	272,494	309
short	9/03/12	9/10/12	7		Pampa Energía	100	278,054	0.980	0.980	0.980	0.000	0	272,494	0
long	9/10/12	10/15/12	35		Tenaris	100	1,932	141.000	131.250		-9.750	-7	253,657	-53
short	10/15/12	10/22/12	7		Pampa Energía	100	275,713	0.920	0.870	0.973	0.053	6	268,242	1,745
long	10/22/12	10/29/12	7		Tenaris	100	2,135	125.600	130.000		4.400	4	277,636	502
short	10/29/12	12/24/12	56		Pampa Energía	100	311,950	0.890	0.950	0.830	-0.060	-7	258,919	-37
long	12/24/12	5/27/13	154		Gr Fin Galicia	100	57,409	4.510	4.750		0.240	5	272,697	13
short	5/27/13	6/10/13	14		Pampa Energía	100	245,673	1.110	1.110	1.110	0.000	0	272,697	0
long	6/10/13	6/17/13	7		Telecom Argentina	100	10,251	26.600	23.250		-3.350	-13	238,356	-100
short	6/17/13	8/12/13	56		Comercial del Plata	100	476,712	0.500	0.490	0.510	0.010	2	243,219	14
long	8/12/13	2/10/14	182		Telecom Argentina	100	7,883	30.850	32.000		1.150	4	252,284	8
short	2/10/14	2/24/14	14		Petrobras	100	4,211	59.900	60.900	58.900	-1.000	-2	248,073	-36
long	2/24/14	12/15/14	294		Edenor	100	72,962	3.400	6.050		2.650	78	441,422	105
short	12/15/14	2/09/15	56		Petrobras	100	12,612	35.000	41.100	28.900	-6.100	-17	364,489	-71
long	2/09/15	2/16/15	7		Aluar	100	39,618	9.200	9.300		0.100	1	368,451	76
short	2/16/15	2/23/15	7		Petrobras	100	8,835	41.700	38.550	45.107	3.407	8	398,555	5,907
long	2/23/15	3/02/15	7		Comercial del Plata	100	163,342	2.440	2.550		0.110	5	416,523	897
short	3/02/15	3/09/15	7		Petrobras	100	10,918	38.150	33.500	43.445	5.295	14	474,338	87,686
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	3/09/15	6/29/15	112		Comercial del Plata	100	179,673	2.640	2.910		0.270	10	522,850	37
short	6/29/15	10/12/15	105		Tenaris	100	3,029	172.600	193.000	152.200	-20.400	-12	461,058	-35
long	10/12/15	10/19/15	7		Pampa Energía	100	52,392	8.800	9.970		1.170	13	522,357	67,011
short	10/19/15	10/26/15	7		YPF	100	2,159	241.900	271.000	212.800	-29.100	-12	459,530	-100
long	10/26/15	3/07/16	133		Pampa Energía	100	37,977	12.100	12.350		0.250	2	469,024	6
short	3/07/16	4/11/16	35		YPF	100	1,672	280.500	247.050	318.479	37.979	14	532,525	276
long	4/11/16	6/20/16	70		Gr Fin Galicia	100	14,106	37.750	42.150		4.400	12	594,592	78
short	6/20/16	7/04/16	14		Comercial del Plata	100	214,654	2.770	3.100	2.440	-0.330	-12	523,756	-96
long	7/04/16	11/21/16	140		Petrobras	100	9,286	56.400	79.750		23.350	41	740,584	147
short	11/21/16	11/28/16	7		BBVA Banco Francés	100	7,976	92.850	92.850	92.850	0.000	0	740,584	0
long	11/28/16	12/19/16	21		Petrobras	100	9,286	79.750	77.900		-1.850	-2	723,405	-33
short	12/19/16	12/26/16	7		Petrobras Argentina	100	95,815	7.550	10.000	5.100	-2.450	-32	488,658	-100
long	12/26/16	4/30/18	490		Petrobras	100	6,193	78.900	145.000		66.100	84	898,016	57
short	4/30/18	6/11/18	42		San Miguel	100	9,354	96.000	105.000	87.000	-9.000	-9	813,830	-57
long	6/11/18	6/18/18	7		Tenaris	100	1,671	487.000	481.050		-5.950	-1	803,887	-47
short	6/18/18	9/24/18	98		Consultatio	100	22,330	36.000	43.100	28.900	-7.100	-20	645,344	-56
long	9/24/18	10/08/18	14		Tenaris	100	1,037	622.000	638.800		16.800	3	662,766	100
short	10/08/18	10/29/18	21		Supervielle	100	11,952	55.450	59.700	51.200	-4.250	-8	611,970	-75
long	10/29/18	11/26/18	28		Petrobras	100	2,143	285.550	265.750		-19.800	-7	569,538	-61
short	11/26/18	12/10/18	14		Mirgor	100	1,871	304.400	341.800	267.000	-37.400	-12	499,563	-97
long	12/10/18	1/14/19	35		Petrobras	100	1,951	256.050	285.000		28.950	11	556,044	206
short	1/14/19	2/04/19	21		MetroGAS	100	19,717	28.200	30.200	26.200	-2.000	-7	516,610	-72
long	2/04/19	4/15/19	70		Petrobras	100	1,683	306.950	312.900		5.950	2	526,624	11
short	4/15/19	7/01/19	77		MetroGAS	100	28,086	18.750	20.600	16.900	-1.850	-10	474,665	-39
long	7/01/19	8/19/19	49		Banco Macro	100	1,566	303.050	217.150		-85.900	-28	340,146	-92
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/19/19	12/16/19	119		Comercial del Plata	100	246,482	1.380	1.840	0.920	-0.460	-33	226,764	-71
long	12/16/19	3/02/20	77		Gr Fin Valores	100	17,926	12.650	14.500		1.850	15	259,927	91
short	3/02/20	5/18/20	77		Edenor	100	13,295	19.550	20.850	18.250	-1.300	-7	242,644	-28
long	5/18/20	5/25/20	7		Gr Fin Valores	100	11,582	20.950	21.550		0.600	3	249,593	336
short	5/25/20	6/08/20	14		TGN	100	8,196	30.450	39.050	21.850	-8.600	-28	179,107	-100
long	6/08/20	9/21/20	105		Gr Fin Valores	100	7,736	23.150	20.100		-3.050	-13	155,512	-39
short	9/21/20	9/28/20	7		YPF	100	271	572.650	545.600	601.041	28.391	5	163,206	1,147
long	9/28/20	10/05/20	7		Bolsas y Mercados	100	309	527.500	539.000		11.500	2	166,760	208
short	10/05/20	10/12/20	7		YPF	100	288	579.000	610.600	547.400	-31.600	-5	157,659	-95
long	10/12/20	12/07/20	56		Ternium Argentina	100	3,368	46.800	54.100		7.300	16	182,245	157
short	12/07/20	12/14/20	7		Banco Macro	100	747	243.700	231.600	256.432	12.732	5	191,756	1,323
long	12/14/20	2/15/21	63		Ternium Argentina	100	3,666	52.300	50.800		-1.500	-3	186,257	-16
short	2/15/21	5/17/21	91		Cablevisión	100	545	341.500	307.000	379.877	38.377	11	207,173	53
long	5/17/21	10/15/21	151		Cresud	100	1,757	117.850	107.950		-9.900	-8	189,779	-19
accum	3/27/06	10/15/21	5683	days out of 5767 invested (99%)							1,798		189,779	21

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Gr Fin Galicia	short	11/05/07	11/19/07	14	2.44	2.36	2.52	0.08	3.39
	short	12/24/07	2/16/09	420	2.30	0.69	7.67	5.37	233.33
	long	8/30/10	4/11/11	224	3.34	5.59		2.25	67.37
	short	2/06/12	2/27/12	21	3.38	3.49	3.27	-0.11	-3.25
	long	12/24/12	5/27/13	154	4.51	4.75		0.24	5.32
	long	4/11/16	6/20/16	70	37.75	42.15		4.40	11.66	556.22
Petrobras	long	9/24/07	11/05/07	42	60.45	87.25		26.80	44.33
	long	11/19/07	12/24/07	35	80.43	90.50		10.07	12.52
	long	3/16/09	3/23/09	7	60.40	62.85		2.45	4.06
	short	5/03/10	5/31/10	28	70.80	71.40	70.20	-0.60	-0.85
	short	6/28/10	7/19/10	21	70.00	71.50	68.50	-1.50	-2.14
	short	4/11/11	1/16/12	280	78.30	68.35	89.70	11.40	14.56
	short	2/10/14	2/24/14	14	59.90	60.90	58.90	-1.00	-1.67
	short	12/15/14	2/09/15	56	35.00	41.10	28.90	-6.10	-17.43
	short	2/16/15	2/23/15	7	41.70	38.55	45.11	3.41	8.17
	short	3/02/15	3/09/15	7	38.15	33.50	43.45	5.30	13.88
	long	7/04/16	11/21/16	140	56.40	79.75		23.35	41.40
	long	11/28/16	12/19/16	21	79.75	77.90		-1.85	-2.32
	long	12/26/16	4/30/18	490	78.90	145.00		66.10	83.78
	long	10/29/18	11/26/18	28	285.55	265.75		-19.80	-6.93
	long	12/10/18	1/14/19	35	256.05	285.00		28.95	11.31
	long	2/04/19	4/15/19	70	306.95	312.90		5.95	1.94	403.58
Banco Macro	long	10/02/06	6/11/07	252	7.00	10.70		3.70	52.86
	long	5/04/09	2/01/10	273	5.47	9.60		4.13	75.50
	long	7/19/10	7/26/10	7	13.95	14.35		0.40	2.87
	long	7/01/19	8/19/19	49	303.05	217.15		-85.90	-28.35
	short	12/07/20	12/14/20	7	243.70	231.60	256.43	12.73	5.22	108.07
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Edenor	short	2/23/09	3/16/09	21	0.65	0.64	0.66	0.01	1.57
	long	2/24/14	12/15/14	294	3.40	6.05		2.65	77.94
	short	3/02/20	5/18/20	77	19.55	20.85	18.25	-1.30	-6.65	68.72
Comercial del Plata	short	5/01/06	10/02/06	154	0.41	0.27	0.62	0.21	51.85
	short	2/01/10	3/08/10	35	0.32	0.29	0.35	0.03	10.34
	short	6/17/13	8/12/13	56	0.50	0.49	0.51	0.01	2.04
	long	2/23/15	3/02/15	7	2.44	2.55		0.11	4.51
	long	3/09/15	6/29/15	112	2.64	2.91		0.27	10.23
	short	6/20/16	7/04/16	14	2.77	3.10	2.44	-0.33	-11.91
	short	8/19/19	12/16/19	119	1.38	1.84	0.92	-0.46	-33.33	15.66
Pampa Energía	long	9/03/07	9/10/07	7	2.65	2.60		-0.05	-1.89
	short	9/03/12	9/10/12	7	0.98	0.98	0.98	0.00	0.00
	short	10/15/12	10/22/12	7	0.92	0.87	0.97	0.05	5.75
	short	10/29/12	12/24/12	56	0.89	0.95	0.83	-0.06	-6.74
	short	5/27/13	6/10/13	14	1.11	1.11	1.11	0.00	0.00
	long	10/12/15	10/19/15	7	8.80	9.97		1.17	13.30
	long	10/26/15	3/07/16	133	12.10	12.35		0.25	2.07	11.89
Cablevisión	short	2/15/21	5/17/21	91	341.50	307.00	379.88	38.38	11.24	11.24
Tenaris	long	3/27/06	5/01/06	35	54.50	66.30		11.80	21.65
	long	1/16/12	2/06/12	21	92.60	92.50		-0.10	-0.11
	long	2/27/12	3/05/12	7	98.95	99.00		0.05	0.05
	long	3/12/12	4/23/12	42	104.40	103.80		-0.60	-0.57
	long	8/27/12	9/03/12	7	133.30	136.95		3.65	2.74
	long	9/10/12	10/15/12	35	141.00	131.25		-9.75	-6.91
	long	10/22/12	10/29/12	7	125.60	130.00		4.40	3.50
	short	6/29/15	10/12/15	105	172.60	193.00	152.20	-20.40	-11.82
	long	6/11/18	6/18/18	7	487.00	481.05		-5.95	-1.22
	long	9/24/18	10/08/18	14	622.00	638.80		16.80	2.70	7.04
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Gr Fin Valores	long	12/16/19	3/02/20	77	12.65	14.50		1.85	14.62
	long	5/18/20	5/25/20	7	20.95	21.55		0.60	2.86
	long	6/08/20	9/21/20	105	23.15	20.10		-3.05	-13.17	2.37
Bolsas y Mercados	long	9/28/20	10/05/20	7	527.50	539.00		11.50	2.18	2.18
BBVA Banco Francés	short	11/21/16	11/28/16	7	92.85	92.85	92.85	0.00	0.00	0.00
Aluar	short	3/05/12	3/12/12	7	2.75	2.92	2.58	-0.17	-6.18
	long	2/09/15	2/16/15	7	9.20	9.30		0.10	1.09	-5.16
Supervielle	short	10/08/18	10/29/18	21	55.45	59.70	51.20	-4.25	-7.66	-7.66
Ternium Argentina	short	3/23/09	5/04/09	42	0.69	0.82	0.55	-0.13	-19.56
	long	3/08/10	5/03/10	56	1.94	1.88		-0.06	-3.00
	long	5/31/10	6/28/10	28	1.95	2.05		0.10	5.13
	long	10/12/20	12/07/20	56	46.80	54.10		7.30	15.60
	long	12/14/20	2/15/21	63	52.30	50.80		-1.50	-2.87	-7.90
Cresud	long	5/17/21	10/15/21	151	117.85	107.95		-9.90	-8.40	-8.40
San Miguel	short	4/30/18	6/11/18	42	96.00	105.00	87.00	-9.00	-9.38	-9.38
Mirgor	short	11/26/18	12/10/18	14	304.40	341.80	267.00	-37.40	-12.29	-12.29
MetroGAS	short	1/14/19	2/04/19	21	28.20	30.20	26.20	-2.00	-7.09
	short	4/15/19	7/01/19	77	18.75	20.60	16.90	-1.85	-9.87	-16.26
Consultatio	short	6/18/18	9/24/18	98	36.00	43.10	28.90	-7.10	-19.72	-19.72
Telecom Argentina	long	6/18/07	8/06/07	49	15.70	13.60		-2.10	-13.38
	long	6/10/13	6/17/13	7	26.60	23.25		-3.35	-12.59
	long	8/12/13	2/10/14	182	30.85	32.00		1.15	3.73	-21.46
TGN	short	5/25/20	6/08/20	14	30.45	39.05	21.85	-8.60	-28.24	-28.24
YPF	short	6/11/07	6/18/07	7	128.55	130.50	126.60	-1.95	-1.52
	short	8/06/07	9/03/07	28	127.00	125.00	129.03	2.03	1.60
	short	9/10/07	9/24/07	14	118.00	123.00	113.00	-5.00	-4.24
	long	2/16/09	2/23/09	7	152.00	119.00		-33.00	-21.71
	short	4/23/12	8/27/12	126	78.15	83.50	72.80	-5.35	-6.85
	short	10/19/15	10/26/15	7	241.90	271.00	212.80	-29.10	-12.03
	short	3/07/16	4/11/16	35	280.50	247.05	318.48	37.98	13.54
	short	9/21/20	9/28/20	7	572.65	545.60	601.04	28.39	4.96
	short	10/05/20	10/12/20	7	579.00	610.60	547.40	-31.60	-5.46	-30.74
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Petrobras Argentina	short	7/26/10	8/30/10	35	2.90	2.97	2.83	-0.07	-2.41
	short	12/19/16	12/26/16	7	7.55	10.00	5.10	-2.45	-32.45	-34.08

Annotations


	is taking down something concerning