Assessment - MerVal in Japanese yen - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Merval	281,119.136	8/12/24	0.32	282,148.844	-0.36	162,751.774	119,397.070	73.36		18.92
								Banco Macro	1,181.864	8/12/24	0.91	1,278.218	-7.54	467.404	810.814	173.47		60.12
								Supervielle	314.043	8/12/24	1.14	305.825	2.69	136.449	169.376	124.13		61.19
								Gr Fin Galicia	737.780	8/12/24	0.48	699.193	5.52	293.572	405.621	138.17		42.44
								BBVA Banco Francés	712.126	8/12/24	0.75	702.855	1.32	310.771	392.084	126.16		35.77
						L		TGN	515.739	8/12/24	-1.19	524.320	-1.64	315.804	208.516	66.03		37.34
						L		Comercial del Plata	42.064	8/12/24	4.28	34.368	22.39	12.849	21.519	167.47		69.82
								Transener	299.005	8/12/24	-3.43	306.170	-2.34	211.820	94.350	44.54		37.31
								Bolsas y Mercados	50.866	8/12/24		62.101	-18.09	29.532	32.569	110.28		38.82
						L		TGS	891.706	8/12/24	0.20	897.562	-0.65	517.497	380.066	73.44		27.50
								YPF	4,861.036	8/12/24	1.85	4,846.068	0.31	2,921.397	1,924.671	65.88		16.76
								Banco de Valores	60.332	8/12/24	-0.15	62.012	-2.71	39.432	22.581	57.27		19.24
								Central Puerto	207.888	8/12/24	1.73	215.788	-3.66	157.657	58.131	36.87		6.42
						L		Mirgor	3,335.051	8/12/24	-1.57	3,449.522	-3.32	1,818.936	1,630.586	89.65		9.37
								IRSA	225.580	8/12/24	0.39	210.807	7.01	148.353	62.454	42.10		-2.44
								Telecom Argentina	320.236	8/12/24	-0.82	343.227	-6.70	242.105	101.122	41.77		-0.25
								Edenor	193.734	8/12/24	-0.90	189.302	2.34	164.904	24.397	14.79		-6.13
								Pampa Energía	468.853	8/12/24	0.57	428.939	9.31	338.141	90.798	26.85		-3.11
								Loma Negra	309.620	8/12/24	-2.23	328.516	-5.75	243.952	84.564	34.66		-3.20
								Cresud	178.695	8/12/24	-1.94	196.175	-8.91	161.176	35.000	21.72		-7.58
								Ternium Argentina	156.756	8/12/24	-2.32	179.757	-12.80	148.624	31.133	20.95		-10.31
								Aluar	163.833	8/12/24	-2.73	179.491	-8.72	161.141	18.351	11.39		-13.56
MerVal - 21 out of 21 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in JPY = 100.00 %
Stock Exchange Currency: ARS $ Argentine peso

 

 

Transactions MerVal in Japanese yen * 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	18		266.864	252.531		-14.334	-5	9,742	-94
							Tenaris	50	2		2,481.503	2,319.801		-161.702	-7	9,419	-97
5/08/06		6/05/06	28				- cash -
short	6/05/06	10/23/06	140				Comercial del Plata	100	785		11.994	9.602	14.982	2.988	25	11,764	79
long	7/31/06	8/07/06	7				Banco Macro	50	25		235.194	234.454		-0.740	0	11,746	-15
							Tenaris	50	2		2,215.894	2,079.470		-136.423	-6	11,473	-96
	8/21/06	8/28/06	7				Banco Macro	50	24		236.062	236.582		0.520	0	11,485	12
							Tenaris	50	2		2,191.470	2,202.793		11.323	1	11,508	31
	9/18/06	8/27/07	343				Telecom Argentina	50	17		330.195	605.569		275.374	83	16,189	91
							Tenaris	50	2		2,091.236	2,752.587		661.351	32	17,512	34
8/27/07		9/10/07	14				- cash -
	9/10/07	1/21/08	133				Pampa Energía	50	93		93.713	73.203		-20.510	-22	15,605	-49
							Petrobras	50	4		1,892.284	2,795.943		903.659	48	19,219	192
short	1/21/08	3/23/09	427				Gr Fin Galicia	100	287		66.764	18.134	245.802	179.038	268	70,603	205
long	3/31/08	4/28/08	28				Petrobras	50	12		2,784.108	3,293.239		509.131	18	76,713	793
							Petrobras Argentina	50	277		134.015	177.835		43.820	33	88,851	3,896
3/23/09		6/01/09	70				- cash -
	6/01/09	5/31/10	364				BBVA Banco Francés	50	286		155.307	197.466		42.159	27	100,908	27
							Petrobras	50	20		2,120.827	1,658.711		-462.115	-22	91,666	-22
short	5/24/10	7/19/10	56				Petrobras	100	56		1,624.908	1,570.063	1,681.669	56.761	3	94,845	25
long	6/07/10	8/01/11	420				Gr Fin Galicia	50	851		55.709	104.699		48.991	88	136,536	73
							Ternium Argentina	50	1,010		46.948	43.848		-3.100	-7	133,404	-6
short	5/23/11	2/27/12	280				Banco Macro	100	468		284.670	185.120	437.755	153.085	54	205,048	75
2/27/12		3/12/12	14				- cash -
	3/12/12	9/24/12	196				Edenor	100	9,461		21.672	11.850	39.634	17.962	83	374,990	208
9/24/12		12/17/12	84				- cash -
long	12/17/12	6/29/15	924				BBVA Banco Francés	50	975		192.201	908.840		716.639	373	1,073,713	85
							Gr Fin Galicia	50	2,530		74.122	321.600		247.478	334	1,699,832	79
short	6/24/13	7/22/13	28				Comercial del Plata	100	198,252		8.574	8.884	8.265	-0.310	-4	1,638,454	-38
6/29/15		7/06/15	7				- cash -
long	7/06/15	7/02/18	1092				Pampa Energía	50	7,732		105.940	153.294		47.354	45	2,004,594	13
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	19,104		42.887	13.330		-29.557	-69	1,439,937	-32
short	8/24/15	10/26/15	63				Petrobras	100	3,315		434.365	435.086	433.644	-0.721	0	1,437,547	-1
	4/11/16	5/09/16	28				YPF	100	782		1,836.569	2,131.674	1,541.464	-295.105	-16	1,206,775	-90
	6/04/18	10/01/18	119				San Miguel	100	2,933		411.354	360.484	469.403	58.049	14	1,377,032	50
long	7/09/18	7/16/18	7				Petrobras	50	1,190		578.397	594.946		16.549	3	1,396,725	335
							Tenaris	50	328		2,096.441	2,096.103		-0.339	0	1,396,614	-1
	7/30/18	8/06/18	7				Petrobras	50	1,064		656.201	689.158		32.957	5	1,431,680	1,187
							Tenaris	50	345		2,020.537	1,910.996		-109.541	-5	1,393,889	-95
10/01/18		10/29/18	28				- cash -
short	10/29/18	11/26/18	28				Holcim (Argentina)	100	10,073		138.369	151.366	125.372	-12.997	-9	1,262,967	-72
11/26/18		12/24/18	28				- cash -
	12/24/18	1/07/19	14				MetroGAS	100	17,636		71.611	78.584	64.639	-6.972	-10	1,140,002	-93
1/07/19		1/21/19	14				- cash -
long	1/21/19	4/29/19	98				Petrobras	50	666		855.358	848.261		-7.097	-1	1,135,275	-3
							Loma Negra	50	2,105		270.941	216.770		-54.172	-20	1,021,244	-56
4/29/19		6/10/19	42				- cash -
	6/10/19	8/19/19	70				Banco Macro	50	814		626.589	422.528		-204.061	-33	855,138	-87
							Holcim (Argentina)	50	2,273		224.818	141.070		-83.748	-37	664,779	-91
short	8/19/19	1/13/20	147				Comercial del Plata	100	247,572		2.685	4.076	1.294	-1.391	-52	320,458	-84
long	11/04/19	11/18/19	14				Petrobras	50	140		1,143.867	1,101.107		-42.761	-4	314,472	-63
							Banco de Valores	50	7,137		22.463	18.626		-3.837	-17	287,088	-99
	12/09/19	2/10/20	63				Mirgor	50	132		1,079.939	1,444.507		364.568	34	335,211	439
							Banco de Valores	50	6,936		20.838	25.724		4.886	23	369,102	239
2/10/20		3/16/20	35				- cash -
short	3/16/20	6/08/20	84				TGN	100	9,241		39.938	61.226	18.651	-21.288	-53	172,383	-96
long	4/20/20	9/28/20	161				Ternium Argentina	50	2,173		39.652	55.377		15.725	40	206,554	113
							Cablevisión	50	132		649.441	474.659		-174.782	-27	183,483	-51
9/28/20		10/05/20	7				- cash -
	10/05/20	3/22/21	168				Ternium Argentina	50	1,576		58.197	57.540		-0.657	-1	182,447	-2
							Bolsas y Mercados	50	6,201		14.796	14.976		0.179	1	183,560	3
3/22/21		4/05/21	14				- cash -
short	4/05/21	5/17/21	42				Cablevisión	100	574		319.431	355.893	282.968	-36.463	-11	162,630	-65
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	668		121.574	137.517		15.943	13	173,280	12
							Bolsas y Mercados	50	4,850		16.785	26.396		9.611	57	219,894	49
6/27/22		11/03/25	1225				- cash -
accum	5/01/06	6/27/22	5516	days out of 7245 invested (76%)										2,099		219,894	23

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	66.76	18.13	245.80	179.04	268.17	100	268.17
	long	6/07/10	8/01/11	420	55.71	104.70		48.99	87.94	50	43.97
	long	12/17/12	6/29/15	924	74.12	321.60		247.48	333.88		166.94	1,314.91
BBVA Banco Francés	long	6/01/09	5/31/10	364	155.31	197.47		42.16	27.15		13.57
	long	12/17/12	6/29/15	924	192.20	908.84		716.64	372.86		186.43	225.31
Edenor	short	3/12/12	9/24/12	196	21.67	11.85	39.63	17.96	82.88	100	82.88	82.88
Telecom Argentina	long	9/18/06	8/27/07	343	330.20	605.57		275.37	83.40	50	41.70	41.70
Bolsas y Mercados	long	10/05/20	3/22/21	168	14.80	14.98		0.18	1.21		0.61
	long	5/10/21	6/27/22	413	16.79	26.40		9.61	57.26		28.63	29.41
Petrobras	long	9/10/07	1/21/08	133	1,892.28	2,795.94		903.66	47.75		23.88
	long	3/31/08	4/28/08	28	2,784.11	3,293.24		509.13	18.29		9.14
	long	6/01/09	5/31/10	364	2,120.83	1,658.71		-462.12	-21.79		-10.89
	short	5/24/10	7/19/10	56	1,624.91	1,570.06	1,681.67	56.76	3.49	100	3.49
	short	8/24/15	10/26/15	63	434.37	435.09	433.64	-0.72	-0.17		-0.17
	long	7/09/18	7/16/18	7	578.40	594.95		16.55	2.86	50	1.43
	long	7/30/18	8/06/18	7	656.20	689.16		32.96	5.02		2.51
	long	1/21/19	4/29/19	98	855.36	848.26		-7.10	-0.83		-0.41
	long	11/04/19	11/18/19	14	1,143.87	1,101.11		-42.76	-3.74		-1.87	26.48
Banco Macro	long	5/01/06	5/08/06	7	266.86	252.53		-14.33	-5.37		-2.69
	long	7/31/06	8/07/06	7	235.19	234.45		-0.74	-0.31		-0.16
	long	8/21/06	8/28/06	7	236.06	236.58		0.52	0.22		0.11
	short	5/23/11	2/27/12	280	284.67	185.12	437.76	153.08	53.78	100	53.78
	long	6/10/19	8/19/19	70	626.59	422.53		-204.06	-32.57	50	-16.28	25.22
Mirgor	long	12/09/19	2/10/20	63	1,079.94	1,444.51		364.57	33.76		16.88	16.88
Petrobras Argentina	long	3/31/08	4/28/08	28	134.01	177.83		43.82	32.70		16.35	16.35
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Ternium Argentina	long	6/07/10	8/01/11	420	46.95	43.85		-3.10	-6.60		-3.30
	long	4/20/20	9/28/20	161	39.65	55.38		15.73	39.66		19.83
	long	10/05/20	3/22/21	168	58.20	57.54		-0.66	-1.13		-0.56	15.22
San Miguel	short	6/04/18	10/01/18	119	411.35	360.48	469.40	58.05	14.11	100	14.11	14.11
Pampa Energía	long	9/10/07	1/21/08	133	93.71	73.20		-20.51	-21.89	50	-10.94
	long	7/06/15	7/02/18	1092	105.94	153.29		47.35	44.70		22.35	8.96
Cresud	long	5/10/21	6/27/22	413	121.57	137.52		15.94	13.11		6.56	6.56
Tenaris	long	5/01/06	5/08/06	7	2,481.50	2,319.80		-161.70	-6.52		-3.26
	long	7/31/06	8/07/06	7	2,215.89	2,079.47		-136.42	-6.16		-3.08
	long	8/21/06	8/28/06	7	2,191.47	2,202.79		11.32	0.52		0.26
	long	9/18/06	8/27/07	343	2,091.24	2,752.59		661.35	31.62		15.81
	long	7/09/18	7/16/18	7	2,096.44	2,096.10		-0.34	-0.02		-0.01
	long	7/30/18	8/06/18	7	2,020.54	1,911.00		-109.54	-5.42		-2.71	5.91
Banco de Valores	long	11/04/19	11/18/19	14	22.46	18.63		-3.84	-17.08		-8.54
	long	12/09/19	2/10/20	63	20.84	25.72		4.89	23.45		11.72	2.18
MetroGAS	short	12/24/18	1/07/19	14	71.61	78.58	64.64	-6.97	-9.74	100	-9.74	-9.74
Loma Negra	long	1/21/19	4/29/19	98	270.94	216.77		-54.17	-19.99	50	-10.00	-10.00
YPF	short	4/11/16	5/09/16	28	1,836.57	2,131.67	1,541.46	-295.11	-16.07	100	-16.07	-16.07
Cablevisión	long	4/20/20	9/28/20	161	649.44	474.66		-174.78	-26.91	50	-13.46
	short	4/05/21	5/17/21	42	319.43	355.89	282.97	-36.46	-11.41	100	-11.41	-23.34
Holcim (Argentina)	short	10/29/18	11/26/18	28	138.37	151.37	125.37	-13.00	-9.39		-9.39
	long	6/10/19	8/19/19	70	224.82	141.07		-83.75	-37.25	50	-18.63	-26.27
TGN	short	3/16/20	6/08/20	84	39.94	61.23	18.65	-21.29	-53.30	100	-53.30	-53.30
Comercial del Plata	short	6/05/06	10/23/06	140	11.99	9.60	14.98	2.99	24.91		24.91
	short	6/24/13	7/22/13	28	8.57	8.88	8.26	-0.31	-3.61		-3.61
	long	7/06/15	7/02/18	1092	42.89	13.33		-29.56	-68.92	50	-34.46
	short	8/19/19	1/13/20	147	2.69	4.08	1.29	-1.39	-51.79	100	-51.79	-61.96

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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