Share-o-matic - Assessment MerVal

Assessment - MerVal - 5/10/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	1/11/21	prc diff	⇓ Δ17	∅-RS
		Merval	52,625.900	Thu	3.15	51,750.300	1.69	50,967.500	782.800	1.54	9.77
		Cresud	99.400	Thu	-0.10	104.950	-5.29	68.100	36.850	54.11	97.17
		Bolsas y Mercados	696.000	Thu	-2.59	724.500	-3.93	600.000	124.500	20.75	38.60
		Pampa Energía	94.850	Thu	6.57	90.400	4.92	74.550	15.850	21.26	34.43
		Ternium Argentina	56.700	Thu	2.53	56.200	0.89	56.500	-0.300	-0.53	29.19
		Holcim (Argentina)	124.250	Thu	0.61	124.000	0.20	121.750	2.250	1.85	14.77
		Edenor	27.700	Thu	2.59	27.500	0.73	25.800	1.700	6.59	10.89
		Gr Fin Galicia	125.400	Thu	4.37	124.550	0.68	120.250	4.300	3.58	4.27
		Aluar	45.900	Thu	1.89	46.100	-0.43	53.800	-7.700	-14.31	2.55
		BBVA Banco Francés	149.000	Thu	6.28	148.200	0.54	138.300	9.900	7.16	2.27
		Banco Macro	228.550	Thu	7.33	224.250	1.92	214.200	10.050	4.69	0.13
		TGS	147.550	Thu	3.98	139.600	5.69	159.150	-19.550	-12.28	0.13
	S	YPF	664.550	Thu	3.13	633.050	4.98	667.550	-34.500	-5.17	-1.15
	S	Comercial del Plata	2.780	Thu	5.70	2.540	9.45	2.400	0.140	5.83	-1.32
	S	Gr Fin Valores	24.800	Thu	2.48	24.600	0.81	27.850	-3.250	-11.67	-1.76
	S	Central Puerto	31.550	Thu	-0.16	32.500	-2.92	36.100	-3.600	-9.97	-2.52
	S	TGN	37.200	Thu		37.250	-0.13	41.000	-3.750	-9.15	-3.86
	S	Supervielle	52.700	Thu	2.93	54.200	-2.77	57.750	-3.550	-6.15	-5.17
	S	Transener	23.400	Thu	0.43	23.750	-1.47	27.750	-4.000	-14.41	-9.06
	S	Cablevisión	307.000	Thu	4.24	285.500	7.53	384.500	-99.000	-25.75	-22.79
	S	Telecom Argentina	158.000	Thu	2.46	145.250	8.78	198.900	-53.650	-26.97	-25.09
MerVal - 20 out of 20 instruments rated - 5/10/21 / 1/11/21 - 9 did rise, Market-Ratio(17) = 45.00 %
Stock Exchange Currency: ARS $ Argentine peso

Technical Chart

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

1/02/17	scale up chart	5/10/21

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	5/13/21	87		Cablevisión	100	545	341.500	307.000	379.877	38.377	11	207,173	56
accum	3/27/06	5/13/21	5527	days out of 5611 invested (99%)							1,972		207,173	22

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	5/13/21	87	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
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


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