Assessment - MerVal - 7/01/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Merval	1,588,910.000	8/12/24	0.32	1,594,730.000	-0.36	929,704.000	665,026.000	71.53		107.28
								Aluar	926.000	8/12/24	-2.73	1,014.500	-8.72	920.500	94.000	10.21		23.07
								Banco Macro	6,680.000	8/12/24	0.91	7,224.600	-7.54	2,670.000	4,554.600	170.58		234.40
								Banco de Valores	341.000	8/12/24	-0.15	350.500	-2.71	225.250	125.250	55.60		88.21
								BBVA Banco Francés	4,025.000	8/12/24	0.75	3,972.600	1.32	1,775.250	2,197.350	123.78		169.17
								Bolsas y Mercados	287.500	8/12/24		351.000	-18.09	168.700	182.300	108.06		146.13
								Central Puerto	1,175.000	8/12/24	1.73	1,219.650	-3.66	900.600	319.050	35.43		87.31
						L		Comercial del Plata	237.750	8/12/24	4.28	194.250	22.39	73.400	120.850	164.65		158.01
								Cresud	1,010.000	8/12/24	-1.94	1,108.800	-8.91	920.700	188.100	20.43		49.93
								Edenor	1,095.000	8/12/24	-0.90	1,069.950	2.34	942.000	127.950	13.58		67.86
								Gr Fin Galicia	4,170.000	8/12/24	0.48	3,951.900	5.52	1,677.000	2,274.900	135.65		184.46
								IRSA	1,275.000	8/12/24	0.39	1,191.500	7.01	847.450	344.050	40.60		74.37
								Loma Negra	1,750.000	8/12/24	-2.23	1,856.800	-5.75	1,393.550	463.250	33.24		58.30
						L		Mirgor	18,850.000	8/12/24	-1.57	19,497.000	-3.32	10,390.500	9,106.500	87.64		76.71
								Pampa Energía	2,650.000	8/12/24	0.57	2,424.400	9.31	1,931.600	492.800	25.51		60.66
								Supervielle	1,775.000	8/12/24	1.14	1,728.550	2.69	779.450	949.100	121.77		224.39
								Telecom Argentina	1,810.000	8/12/24	-0.82	1,939.950	-6.70	1,383.000	556.950	40.27		70.25
								Ternium Argentina	886.000	8/12/24	-2.32	1,016.000	-12.80	849.000	167.000	19.67		29.09
								Transener	1,690.000	8/12/24	-3.43	1,730.500	-2.34	1,210.000	520.500	43.02		152.72
						L		TGN	2,915.000	8/12/24	-1.19	2,963.500	-1.64	1,804.000	1,159.500	64.27		158.17
						L		TGS	5,040.000	8/12/24	0.20	5,073.100	-0.65	2,956.150	2,116.950	71.61		110.04
								YPF	27,475.000	8/12/24	1.85	27,390.400	0.31	16,688.200	10,702.200	64.13		100.19
MerVal - 21 out of 21 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) = 100.00 %
Stock Exchange Currency: ARS $ Argentine peso

 

 

Transactions MerVal * Mixed Straddles 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
1/02/06		5/01/06	119				- cash -
long	5/01/06	5/08/06	7				Banco Macro	50	701		7.130	6.820		-0.310	-4	9,783	-90
							Tenaris	50	75		66.300	62.650		-3.650	-6	9,509	-95
5/08/06		6/05/06	28				- cash -
short	6/05/06	10/23/06	140				Comercial del Plata	100	28,814		0.330	0.250	0.436	0.106	32	12,552	106
long	7/31/06	8/07/06	7				Banco Macro	50	994		6.310	6.280		-0.030	0	12,522	-22
							Tenaris	50	105		59.450	55.700		-3.750	-6	12,128	-97
	8/21/06	8/28/06	7				Banco Macro	50	965		6.280	6.240		-0.040	-1	12,090	-28
							Tenaris	50	104		58.300	58.100		-0.200	0	12,069	-16
	9/18/06	8/27/07	343				Telecom Argentina	50	693		8.700	16.500		7.800	90	17,474	98
							Tenaris	50	109		55.100	75.000		19.900	36	19,643	39
8/27/07		9/10/07	14				- cash -
	9/10/07	1/21/08	133				Pampa Energía	50	3,777		2.600	2.160		-0.440	-17	17,981	-40
							Petrobras	50	187		52.500	82.500		30.000	57	23,591	246
short	1/21/08	3/23/09	427				Gr Fin Galicia	100	11,975		1.970	0.690	5.625	3.655	186	67,354	145
long	3/31/08	4/28/08	28				Petrobras	50	380		88.500	100.000		11.500	13	71,724	392
							Petrobras Argentina	50	7,916		4.260	5.400		1.140	27	80,748	2,100
3/23/09		6/01/09	70				- cash -
	6/01/09	5/31/10	364				BBVA Banco Francés	50	6,618		6.100	8.500		2.400	39	96,631	39
							Petrobras	50	484		83.300	71.400		-11.900	-14	90,872	-14
short	5/24/10	7/19/10	56				Petrobras	100	1,288		70.550	71.500	69.600	-0.950	-1	89,648	-8
long	6/07/10	8/01/11	420				Gr Fin Galicia	50	18,599		2.410	5.640		3.230	134	149,723	109
							Ternium Argentina	50	22,070		2.031	2.362		0.331	16	157,028	14
short	5/23/11	2/27/12	280				Banco Macro	100	11,019		14.250	9.930	20.449	6.199	44	225,339	60
2/27/12		3/12/12	14				- cash -
	3/12/12	9/24/12	196				Edenor	100	197,666		1.140	0.710	1.830	0.690	61	361,808	142
9/24/12		12/17/12	84				- cash -
long	12/17/12	6/29/15	924				BBVA Banco Francés	50	16,224		11.150	67.400		56.250	504	1,274,408	104
							Gr Fin Galicia	50	42,072		4.300	23.850		19.550	455	2,096,916	97
short	6/24/13	7/22/13	28				Comercial del Plata	100	4,461,522		0.470	0.480	0.460	-0.010	-2	2,052,300	-24
6/29/15		7/06/15	7				- cash -
long	7/06/15	7/02/18	1092				Pampa Energía	50	130,222		7.880	39.100		31.220	396	6,117,831	71
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Comercial del Plata	50	321,677		3.190	3.400		0.210	7	6,185,383	2
short	8/24/15	10/26/15	63				Petrobras	100	181,923		34.000	34.250	33.750	-0.250	-1	6,139,903	-4
	4/11/16	5/09/16	28				YPF	100	24,852		247.050	280.000	214.100	-32.950	-13	5,321,029	-85
	6/04/18	10/01/18	119				San Miguel	100	56,909		93.500	125.000	62.000	-31.500	-34	3,528,396	-72
long	7/09/18	7/16/18	7				Petrobras	50	12,108		145.700	144.500		-1.200	-1	3,513,866	-35
							Tenaris	50	3,340		528.100	509.100		-19.000	-4	3,450,406	-85
	7/30/18	8/06/18	7				Petrobras	50	10,708		161.100	168.900		7.800	5	3,533,929	1,077
							Tenaris	50	3,478		496.050	468.350		-27.700	-6	3,437,588	-95
10/01/18		10/29/18	28				- cash -
short	10/29/18	11/26/18	28				Holcim (Argentina)	100	75,717		45.400	52.000	38.800	-6.600	-15	2,937,856	-87
11/26/18		12/24/18	28				- cash -
	12/24/18	1/07/19	14				MetroGAS	100	119,425		24.600	26.950	22.250	-2.350	-10	2,657,207	-93
1/07/19		1/21/19	14				- cash -
long	1/21/19	4/29/19	98				Petrobras	50	4,525		293.600	338.100		44.500	15	2,858,569	69
							Loma Negra	50	14,286		93.000	86.400		-6.600	-7	2,764,282	-24
4/29/19		6/10/19	42				- cash -
	6/10/19	8/19/19	70				Banco Macro	50	5,332		259.200	217.150		-42.050	-16	2,540,071	-60
							Holcim (Argentina)	50	14,862		93.000	72.500		-20.500	-22	2,235,400	-73
short	8/19/19	1/13/20	147				Comercial del Plata	100	1,619,855		1.380	2.250	0.510	-0.870	-63	826,126	-92
long	11/04/19	11/18/19	14				Petrobras	50	656		628.900	603.000		-25.900	-4	809,136	-67
							Banco de Valores	50	33,487		12.350	10.200		-2.150	-17	737,139	-99
	12/09/19	2/10/20	63				Mirgor	50	618		596.000	803.000		207.000	35	865,065	462
							Banco de Valores	50	32,070		11.500	14.300		2.800	24	954,861	253
2/10/20		3/16/20	35				- cash -
short	3/16/20	6/08/20	84				TGN	100	40,204		23.750	39.050	8.450	-15.300	-64	339,740	-99
long	4/20/20	9/28/20	161				Ternium Argentina	50	6,990		24.300	39.900		15.600	64	448,784	208
							Cablevisión	50	426		398.000	342.000		-56.000	-14	424,928	-29
9/28/20		10/05/20	7				- cash -
	10/05/20	3/22/21	168				Ternium Argentina	50	5,010		42.400	48.450		6.050	14	455,238	34
							Bolsas y Mercados	50	19,712		10.780	12.610		1.830	17	491,311	41
3/22/21		4/05/21	14				- cash -
short	4/05/21	5/17/21	42				Cablevisión	100	1,836		267.500	307.000	228.000	-39.500	-15	418,789	-75
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	5/10/21	6/27/22	413				Cresud	50	1,995		104.950	126.700		21.750	21	462,180	18
							Bolsas y Mercados	50	14,452		14.490	24.320		9.830	68	604,244	58
6/27/22		12/18/25	1270				- cash -
accum	5/01/06	6/27/22	5516	days out of 7290 invested (76%)										5,942		604,244	31

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Gr Fin Galicia	short	1/21/08	3/23/09	427	1.97	0.69	5.62	3.65	185.51	100	185.51
	long	6/07/10	8/01/11	420	2.41	5.64		3.23	134.02	50	67.01
	long	12/17/12	6/29/15	924	4.30	23.85		19.55	454.65		227.33	1,460.80
BBVA Banco Francés	long	6/01/09	5/31/10	364	6.10	8.50		2.40	39.34		19.67
	long	12/17/12	6/29/15	924	11.15	67.40		56.25	504.48		252.24	321.54
Pampa Energía	long	9/10/07	1/21/08	133	2.60	2.16		-0.44	-16.92		-8.46
	long	7/06/15	7/02/18	1092	7.88	39.10		31.22	396.19		198.10	172.87
Edenor	short	3/12/12	9/24/12	196	1.14	0.71	1.83	0.69	60.56	100	60.56	60.56
Ternium Argentina	long	6/07/10	8/01/11	420	2.03	2.36		0.33	16.30	50	8.15
	long	4/20/20	9/28/20	161	24.30	39.90		15.60	64.20		32.10
	long	10/05/20	3/22/21	168	42.40	48.45		6.05	14.27		7.13	53.06
Bolsas y Mercados	long	10/05/20	3/22/21	168	10.78	12.61		1.83	16.98		8.49
	long	5/10/21	6/27/22	413	14.49	24.32		9.83	67.84		33.92	45.29
Telecom Argentina	long	9/18/06	8/27/07	343	8.70	16.50		7.80	89.66		44.83	44.83
Petrobras	long	9/10/07	1/21/08	133	52.50	82.50		30.00	57.14		28.57
	long	3/31/08	4/28/08	28	88.50	100.00		11.50	12.99		6.50
	long	6/01/09	5/31/10	364	83.30	71.40		-11.90	-14.29		-7.14
	short	5/24/10	7/19/10	56	70.55	71.50	69.60	-0.95	-1.35	100	-1.35
	short	8/24/15	10/26/15	63	34.00	34.25	33.75	-0.25	-0.74		-0.74
	long	7/09/18	7/16/18	7	145.70	144.50		-1.20	-0.82	50	-0.41
	long	7/30/18	8/06/18	7	161.10	168.90		7.80	4.84		2.42
	long	1/21/19	4/29/19	98	293.60	338.10		44.50	15.16		7.58
	long	11/04/19	11/18/19	14	628.90	603.00		-25.90	-4.12		-2.06	33.81
Banco Macro	long	5/01/06	5/08/06	7	7.13	6.82		-0.31	-4.35		-2.17
	long	7/31/06	8/07/06	7	6.31	6.28		-0.03	-0.48		-0.24
	long	8/21/06	8/28/06	7	6.28	6.24		-0.04	-0.64		-0.32
	short	5/23/11	2/27/12	280	14.25	9.93	20.45	6.20	43.50	100	43.50
	long	6/10/19	8/19/19	70	259.20	217.15		-42.05	-16.22	50	-8.11	28.28
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Mirgor	long	12/09/19	2/10/20	63	596.00	803.00		207.00	34.73		17.37	17.37
Petrobras Argentina	long	3/31/08	4/28/08	28	4.26	5.40		1.14	26.76		13.38	13.38
Cresud	long	5/10/21	6/27/22	413	104.95	126.70		21.75	20.72		10.36	10.36
Tenaris	long	5/01/06	5/08/06	7	66.30	62.65		-3.65	-5.51		-2.75
	long	7/31/06	8/07/06	7	59.45	55.70		-3.75	-6.31		-3.15
	long	8/21/06	8/28/06	7	58.30	58.10		-0.20	-0.34		-0.17
	long	9/18/06	8/27/07	343	55.10	75.00		19.90	36.12		18.06
	long	7/09/18	7/16/18	7	528.10	509.10		-19.00	-3.60		-1.80
	long	7/30/18	8/06/18	7	496.05	468.35		-27.70	-5.58		-2.79	5.96
Banco de Valores	long	11/04/19	11/18/19	14	12.35	10.20		-2.15	-17.41		-8.70
	long	12/09/19	2/10/20	63	11.50	14.30		2.80	24.35		12.17	2.41
Loma Negra	long	1/21/19	4/29/19	98	93.00	86.40		-6.60	-7.10		-3.55	-3.55
MetroGAS	short	12/24/18	1/07/19	14	24.60	26.95	22.25	-2.35	-9.55	100	-9.55	-9.55
YPF	short	4/11/16	5/09/16	28	247.05	280.00	214.10	-32.95	-13.34		-13.34	-13.34
Cablevisión	long	4/20/20	9/28/20	161	398.00	342.00		-56.00	-14.07	50	-7.04
	short	4/05/21	5/17/21	42	267.50	307.00	228.00	-39.50	-14.77	100	-14.77	-20.76
Holcim (Argentina)	short	10/29/18	11/26/18	28	45.40	52.00	38.80	-6.60	-14.54		-14.54
	long	6/10/19	8/19/19	70	93.00	72.50		-20.50	-22.04	50	-11.02	-23.96
San Miguel	short	6/04/18	10/01/18	119	93.50	125.00	62.00	-31.50	-33.69	100	-33.69	-33.69
Comercial del Plata	short	6/05/06	10/23/06	140	0.33	0.25	0.44	0.11	32.00		32.00
	short	6/24/13	7/22/13	28	0.47	0.48	0.46	-0.01	-2.13		-2.13
	long	7/06/15	7/02/18	1092	3.19	3.40		0.21	6.58	50	3.29
	short	8/19/19	1/13/20	147	1.38	2.25	0.51	-0.87	-63.04	100	-63.04	-50.68
TGN	short	3/16/20	6/08/20	84	23.75	39.05	8.45	-15.30	-64.42		-64.42	-64.42

Annotations

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

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