Assessment - MerVal in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Merval	1,739.874	12/08/24	0.32	1,746.247	-0.36	1,150.494	595.752	51.78		9.33
								Banco Macro	7.315	12/08/24	0.91	7.911	-7.54	3.304	4.607	139.43		46.68
								Supervielle	1.944	12/08/24	1.14	1.893	2.69	0.965	0.928	96.23		47.80
								Gr Fin Galicia	4.566	12/08/24	0.48	4.327	5.52	2.075	2.252	108.52		30.61
								BBVA Banco Francés	4.407	12/08/24	0.75	4.350	1.32	2.197	2.153	98.01		24.58
						L		TGN	3.192	12/08/24	-1.19	3.245	-1.64	2.232	1.013	45.36		26.15
						L		Comercial del Plata	0.260	12/08/24	4.28	0.213	22.39	0.091	0.122	134.18		56.00
								Transener	1.851	12/08/24	-3.43	1.895	-2.34	1.497	0.398	26.55		26.07
								Bolsas y Mercados	0.315	12/08/24		0.384	-18.09	0.209	0.176	84.11		27.30
						L		TGS	5.519	12/08/24	0.20	5.555	-0.65	3.658	1.897	51.85		17.32
								YPF	30.085	12/08/24	1.85	29.993	0.31	20.651	9.341	45.23		7.37
								Banco de Valores	0.373	12/08/24	-0.15	0.384	-2.71	0.279	0.105	37.69		9.78
								Central Puerto	1.287	12/08/24	1.73	1.336	-3.66	1.114	0.221	19.83		-2.08
						L		Mirgor	20.641	12/08/24	-1.57	21.349	-3.32	12.858	8.491	66.04		0.93
								IRSA	1.396	12/08/24	0.39	1.305	7.01	1.049	0.256	24.41		-10.16
								Telecom Argentina	1.982	12/08/24	-0.82	2.124	-6.70	1.711	0.413	24.12		-8.18
								Edenor	1.199	12/08/24	-0.90	1.172	2.34	1.166	0.006	0.51		-13.45
								Pampa Energía	2.902	12/08/24	0.57	2.655	9.31	2.390	0.264	11.06		-10.60
								Loma Negra	1.916	12/08/24	-2.23	2.033	-5.75	1.724	0.309	17.90		-10.74
								Cresud	1.106	12/08/24	-1.94	1.214	-8.91	1.139	0.075	6.56		-14.78
								Ternium Argentina	0.970	12/08/24	-2.32	1.113	-12.80	1.051	0.062	5.89		-17.21
								Aluar	1.014	12/08/24	-2.73	1.111	-8.72	1.139	-0.028	-2.48		-20.20
MerVal - 21 out of 21 instruments rated - 1/07/24 / 1/01/24 - 20 did rise, Market-Ratio(26) in USD = 95.24 %
Stock Exchange Currency: ARS $ Argentine peso

 

 

Transactions MerVal in Dollar * Mixed Cut L34 - 48/44 (2) - S21 - 60/30 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		1/05/06	119				- cash -
long	1/05/06	8/05/06	7				Banco Macro	50	2,132		2.345	2.243		-0.101	-4	9,784	-90
							Tenaris	50	229		21.804	20.609		-1.196	-5	9,510	-95
8/05/06		5/06/06	28				- cash -
short	5/06/06	23/10/06	140				Comercial del Plata	100	88,597		0.107	0.081	0.143	0.035	33	12,625	109
23/10/06		10/09/07	322				- cash -
long	10/09/07	21/01/08	133				Pampa Energía	50	7,636		0.827	0.685		-0.141	-17	11,545	-40
							Petrobras	50	378		16.691	26.169		9.478	57	15,128	244
short	21/01/08	23/03/09	427				Gr Fin Galicia	100	24,208		0.625	0.189	2.066	1.441	231	50,009	178
23/03/09		1/06/09	70				- cash -
long	1/06/09	31/05/10	364				BBVA Banco Francés	50	15,348		1.629	2.169		0.539	33	58,287	33
							Petrobras	50	1,123		22.248	18.216		-4.032	-18	53,759	-18
31/05/10		7/06/10	7				- cash -
	7/06/10	1/08/11	420				Gr Fin Galicia	50	44,374		0.606	1.363		0.758	125	87,375	102
							Ternium Argentina	50	52,656		0.510	0.571		0.060	12	90,558	10
1/08/11		12/03/12	224				- cash -
short	12/03/12	24/09/12	196				Edenor	100	344,687		0.263	0.152	0.455	0.193	73	156,936	178
24/09/12		17/12/12	84				- cash -
long	17/12/12	29/06/15	924				BBVA Banco Francés	50	34,105		2.301	7.418		5.117	222	331,444	59
							Gr Fin Galicia	50	88,437		0.887	2.625		1.737	196	485,101	53
29/06/15		6/07/15	7				- cash -
	6/07/15	2/07/18	1092				Pampa Energía	50	280,633		0.864	1.383		0.519	60	630,659	17
							Comercial del Plata	50	693,225		0.350	0.120		-0.230	-66	471,474	-30
2/07/18		9/07/18	7				- cash -
	9/07/18	16/07/18	7				Petrobras	50	45,158		5.220	5.297		0.077	1	474,946	114
							Tenaris	50	12,459		18.921	18.662		-0.258	-1	471,727	-51
16/07/18		30/07/18	14				- cash -
	30/07/18	6/08/18	7				Petrobras	50	39,865		5.916	6.188		0.271	5	482,536	934
							Tenaris	50	12,947		18.218	17.158		-1.060	-6	468,815	-96
6/08/18		29/10/18	84				- cash -
short	29/10/18	26/11/18	28				Holcim (Argentina)	100	381,004		1.230	1.334	1.127	-0.103	-8	429,430	-68
26/11/18		24/12/18	28				- cash -
	24/12/18	7/01/19	14				MetroGAS	100	662,294		0.648	0.724	0.573	-0.075	-12	379,561	-96
7/01/19		21/01/19	14				- cash -
long	21/01/19	29/04/19	98				Petrobras	50	24,316		7.805	7.585		-0.220	-3	374,217	-10
							Loma Negra	50	76,768		2.472	1.938		-0.534	-22	333,230	-60
29/04/19		10/06/19	42				- cash -
	10/06/19	19/08/19	70				Banco Macro	50	28,837		5.778	3.964		-1.814	-31	280,930	-86
							Holcim (Argentina)	50	80,375		2.073	1.323		-0.750	-36	220,685	-90
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	19/08/19	13/01/20	147				Comercial del Plata	100	8,760,285		0.025	0.038	0.013	-0.012	-49	112,132	-81
13/01/20		16/03/20	63				- cash -
	16/03/20	8/06/20	84				TGN	100	297,533		0.377	0.565	0.188	-0.189	-50	56,026	-95
8/06/20		5/10/20	119				- cash -
long	5/10/20	22/03/21	168				Ternium Argentina	50	50,879		0.551	0.529		-0.021	-4	54,939	-8
							Bolsas y Mercados	50	200,121		0.140	0.138		-0.002	-2	54,490	-3
22/03/21		5/04/21	14				- cash -
short	5/04/21	17/05/21	42				Cablevisión	100	18,783		2.901	3.262	2.540	-0.361	-12	47,700	-69
17/05/21		29/08/25	1565				- cash -
accum	1/05/06	17/05/21	4368	days out of 7179 invested (61%)										377		47,700	14

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Gr Fin Galicia	short	21/01/08	23/03/09	427	0.62	0.19	2.07	1.44	230.58	100	230.58
	long	7/06/10	1/08/11	420	0.61	1.36		0.76	125.06	50	62.53
	long	17/12/12	29/06/15	924	0.89	2.62		1.74	195.82		97.91	963.37
BBVA Banco Francés	long	1/06/09	31/05/10	364	1.63	2.17		0.54	33.11		16.55
	long	17/12/12	29/06/15	924	2.30	7.42		5.12	222.40		111.20	146.16
Edenor	short	12/03/12	24/09/12	196	0.26	0.15	0.46	0.19	73.30	100	73.30	73.30
Pampa Energía	long	10/09/07	21/01/08	133	0.83	0.69		-0.14	-17.11	50	-8.56
	long	6/07/15	2/07/18	1092	0.86	1.38		0.52	60.01		30.01	18.88
Petrobras	long	10/09/07	21/01/08	133	16.69	26.17		9.48	56.79		28.39
	long	1/06/09	31/05/10	364	22.25	18.22		-4.03	-18.12		-9.06
	long	9/07/18	16/07/18	7	5.22	5.30		0.08	1.47		0.74
	long	30/07/18	6/08/18	7	5.92	6.19		0.27	4.58		2.29
	long	21/01/19	29/04/19	98	7.80	7.58		-0.22	-2.82		-1.41	18.62
Ternium Argentina	long	7/06/10	1/08/11	420	0.51	0.57		0.06	11.84		5.92
	long	5/10/20	22/03/21	168	0.55	0.53		-0.02	-3.88		-1.94	3.87
Bolsas y Mercados	long	5/10/20	22/03/21	168	0.14	0.14		-0.00	-1.60		-0.80	-0.80
Tenaris	long	1/05/06	8/05/06	7	21.80	20.61		-1.20	-5.48		-2.74
	long	9/07/18	16/07/18	7	18.92	18.66		-0.26	-1.37		-0.68
	long	30/07/18	6/08/18	7	18.22	17.16		-1.06	-5.82		-2.91	-6.22
Loma Negra	long	21/01/19	29/04/19	98	2.47	1.94		-0.53	-21.60		-10.80	-10.80
MetroGAS	short	24/12/18	7/01/19	14	0.65	0.72	0.57	-0.08	-11.61	100	-11.61	-11.61
Cablevisión	short	5/04/21	17/05/21	42	2.90	3.26	2.54	-0.36	-12.46		-12.46	-12.46
Banco Macro	long	1/05/06	8/05/06	7	2.34	2.24		-0.10	-4.33	50	-2.16
	long	10/06/19	19/08/19	70	5.78	3.96		-1.81	-31.39		-15.70	-17.52
Holcim (Argentina)	short	29/10/18	26/11/18	28	1.23	1.33	1.13	-0.10	-8.40	100	-8.40
	long	10/06/19	19/08/19	70	2.07	1.32		-0.75	-36.16	50	-18.08	-24.96
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
TGN	short	16/03/20	8/06/20	84	0.38	0.57	0.19	-0.19	-50.04	100	-50.04	-50.04
Comercial del Plata	short	5/06/06	23/10/06	140	0.11	0.08	0.14	0.04	32.76		32.76
	long	6/07/15	2/07/18	1092	0.35	0.12		-0.23	-65.63	50	-32.81
	short	19/08/19	13/01/20	147	0.03	0.04	0.01	-0.01	-49.19	100	-49.19	-54.68

Annotations

14/03/24	MerVal			Component update: IRSA comes new, Agrometal, Cablevisión and Holcim leave
25/10/16	Mirgor			stock split 1:3 (three for one)

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