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 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
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
long	31/07/06	7/08/06	7				Banco Macro	50	3,077		2.051	2.049		-0.003	0	12,617	-6
							Tenaris	50	326		19.326	18.171		-1.155	-6	12,241	-96
	21/08/06	28/08/06	7				Banco Macro	50	3,002		2.038	2.017		-0.021	-1	12,177	-42
							Tenaris	50	323		18.924	18.782		-0.142	-1	12,131	-32
	18/09/06	27/08/07	343				Telecom Argentina	50	2,158		2.810	5.200		2.390	85	17,288	92
							Tenaris	50	340		17.799	23.637		5.838	33	19,273	35
27/08/07		10/09/07	14				- cash -
	10/09/07	21/01/08	133				Pampa Energía	50	11,658		0.827	0.685		-0.141	-17	17,624	-40
							Petrobras	50	577		16.691	26.169		9.478	57	23,093	244
short	21/01/08	23/03/09	427				Gr Fin Galicia	100	36,955		0.625	0.189	2.066	1.441	231	76,342	178
long	31/03/08	28/04/08	28				Petrobras	50	1,360		28.054	31.538		3.484	12	81,080	360
							Petrobras Argentina	50	28,279		1.350	1.703		0.353	26	91,052	1,958
23/03/09		1/06/09	70				- cash -
	1/06/09	31/05/10	364				BBVA Banco Francés	50	27,944		1.629	2.169		0.539	33	106,123	33
							Petrobras	50	2,046		22.248	18.216		-4.032	-18	97,874	-18
short	24/05/10	19/07/10	56				Petrobras	100	5,421		18.053	18.133	17.974	-0.079	0	97,444	-3
long	7/06/10	1/08/11	420				Gr Fin Galicia	50	80,433		0.606	1.363		0.758	125	158,376	102
							Ternium Argentina	50	95,443		0.510	0.571		0.060	12	164,146	10
short	23/05/11	27/02/12	280				Banco Macro	100	47,126		3.483	2.280	5.321	1.838	53	250,741	74
27/02/12		12/03/12	14				- cash -
	12/03/12	24/09/12	196				Edenor	100	954,382		0.263	0.152	0.455	0.193	73	434,530	178
24/09/12		17/12/12	84				- cash -
long	17/12/12	29/06/15	924				BBVA Banco Francés	50	94,432		2.301	7.418		5.117	222	917,719	59
							Gr Fin Galicia	50	244,866		0.887	2.625		1.737	196	1,343,167	53
short	24/06/13	22/07/13	28				Comercial del Plata	100	15,335,909		0.088	0.088	0.087	-0.001	-1	1,332,691	-10
29/06/15		6/07/15	7				- cash -
long	6/07/15	2/07/18	1092				Pampa Energía	50	770,967		0.864	1.383		0.519	60	1,732,573	17
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	1,904,460		0.350	0.120		-0.230	-66	1,295,255	-30
short	24/08/15	26/10/15	63				Petrobras	100	353,151		3.668	3.595	3.742	0.074	2	1,321,317	12
	11/04/16	9/05/16	28				YPF	100	77,681		17.009	19.677	14.342	-2.668	-16	1,114,088	-89
	4/06/18	1/10/18	119				San Miguel	100	297,396		3.746	3.164	4.436	0.689	18	1,319,102	68
long	9/07/18	16/07/18	7				Petrobras	50	126,346		5.220	5.297		0.077	1	1,328,816	114
							Tenaris	50	34,858		18.921	18.662		-0.258	-1	1,319,809	-51
	30/07/18	6/08/18	7				Petrobras	50	111,537		5.916	6.188		0.271	5	1,350,050	934
							Tenaris	50	36,223		18.218	17.158		-1.060	-6	1,311,662	-96
1/10/18		29/10/18	28				- cash -
short	29/10/18	26/11/18	28				Holcim (Argentina)	100	1,065,983		1.230	1.334	1.127	-0.103	-8	1,201,470	-68
26/11/18		24/12/18	28				- cash -
	24/12/18	7/01/19	14				MetroGAS	100	1,852,984		0.648	0.724	0.573	-0.075	-12	1,061,945	-96
7/01/19		21/01/19	14				- cash -
long	21/01/19	29/04/19	98				Petrobras	50	68,033		7.805	7.585		-0.220	-3	1,046,993	-10
							Loma Negra	50	214,780		2.472	1.938		-0.534	-22	932,322	-60
29/04/19		10/06/19	42				- cash -
	10/06/19	19/08/19	70				Banco Macro	50	80,683		5.778	3.964		-1.814	-31	785,990	-86
							Holcim (Argentina)	50	224,871		2.073	1.323		-0.750	-36	617,440	-90
short	19/08/19	13/01/20	147				Comercial del Plata	100	24,509,793		0.025	0.038	0.013	-0.012	-49	313,725	-81
long	4/11/19	18/11/19	14				Petrobras	50	14,886		10.537	10.143		-0.394	-4	307,855	-63
							Banco de Valores	50	758,107		0.207	0.172		-0.035	-17	281,053	-99
	9/12/19	10/02/20	63				Mirgor	50	14,129		9.945	13.172		3.226	32	326,635	409
							Banco de Valores	50	732,334		0.192	0.235		0.043	22	357,878	220
10/02/20		16/03/20	35				- cash -
short	16/03/20	8/06/20	84				TGN	100	949,604		0.377	0.565	0.188	-0.189	-50	178,811	-95
long	20/04/20	28/09/20	161				Ternium Argentina	50	242,679		0.368	0.525		0.156	42	216,770	123
							Cablevisión	50	14,816		6.034	4.499		-1.535	-25	194,020	-49
28/09/20		5/10/20	7				- cash -
	5/10/20	22/03/21	168				Ternium Argentina	50	176,199		0.551	0.529		-0.021	-4	190,256	-8
							Bolsas y Mercados	50	693,029		0.140	0.138		-0.002	-2	188,701	-3
22/03/21		5/04/21	14				- cash -
short	5/04/21	17/05/21	42				Cablevisión	100	65,047		2.901	3.262	2.540	-0.361	-12	165,187	-69
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	10/05/21	27/06/22	413				Cresud	50	73,898		1.118	1.016		-0.101	-9	157,693	-8
							Bolsas y Mercados	50	535,249		0.154	0.195		0.041	26	179,509	23
27/06/22		29/08/25	1159				- cash -
accum	1/05/06	27/06/22	5516	days out of 7179 invested (77%)										1,695		179,509	21

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
Telecom Argentina	long	18/09/06	27/08/07	343	2.81	5.20		2.39	85.04	50	42.52	42.52
Ternium Argentina	long	7/06/10	1/08/11	420	0.51	0.57		0.06	11.84		5.92
	long	20/04/20	28/09/20	161	0.37	0.52		0.16	42.46		21.23
	long	5/10/20	22/03/21	168	0.55	0.53		-0.02	-3.88		-1.94	25.92
Petrobras	long	10/09/07	21/01/08	133	16.69	26.17		9.48	56.79		28.39
	long	31/03/08	28/04/08	28	28.05	31.54		3.48	12.42		6.21
	long	1/06/09	31/05/10	364	22.25	18.22		-4.03	-18.12		-9.06
	short	24/05/10	19/07/10	56	18.05	18.13	17.97	-0.08	-0.44	100	-0.44
	short	24/08/15	26/10/15	63	3.67	3.60	3.74	0.07	2.01		2.01
	long	9/07/18	16/07/18	7	5.22	5.30		0.08	1.47	50	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
	long	4/11/19	18/11/19	14	10.54	10.14		-0.39	-3.74		-1.87	25.56
Banco Macro	long	1/05/06	8/05/06	7	2.34	2.24		-0.10	-4.33		-2.16
	long	31/07/06	7/08/06	7	2.05	2.05		-0.00	-0.13		-0.06
	long	21/08/06	28/08/06	7	2.04	2.02		-0.02	-1.04		-0.52
	short	23/05/11	27/02/12	280	3.48	2.28	5.32	1.84	52.76	100	52.76
	long	10/06/19	19/08/19	70	5.78	3.96		-1.81	-31.39	50	-15.70	25.26
Pampa Energía	long	10/09/07	21/01/08	133	0.83	0.69		-0.14	-17.11		-8.56
	long	6/07/15	2/07/18	1092	0.86	1.38		0.52	60.01		30.01	18.88
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
San Miguel	short	4/06/18	1/10/18	119	3.75	3.16	4.44	0.69	18.40	100	18.40	18.40
Mirgor	long	9/12/19	10/02/20	63	9.95	13.17		3.23	32.44	50	16.22	16.22
Petrobras Argentina	long	31/03/08	28/04/08	28	1.35	1.70		0.35	26.11		13.06	13.06
Bolsas y Mercados	long	5/10/20	22/03/21	168	0.14	0.14		-0.00	-1.60		-0.80
	long	10/05/21	27/06/22	413	0.15	0.20		0.04	26.41		13.21	12.30
Tenaris	long	1/05/06	8/05/06	7	21.80	20.61		-1.20	-5.48		-2.74
	long	31/07/06	7/08/06	7	19.33	18.17		-1.16	-5.98		-2.99
	long	21/08/06	28/08/06	7	18.92	18.78		-0.14	-0.75		-0.37
	long	18/09/06	27/08/07	343	17.80	23.64		5.84	32.80		16.40
	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	5.51
Banco de Valores	long	4/11/19	18/11/19	14	0.21	0.17		-0.04	-17.09		-8.54
	long	9/12/19	10/02/20	63	0.19	0.23		0.04	22.23		11.12	1.62
Cresud	long	10/05/21	27/06/22	413	1.12	1.02		-0.10	-9.07		-4.54	-4.54
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
YPF	short	11/04/16	9/05/16	28	17.01	19.68	14.34	-2.67	-15.68		-15.68	-15.68
Cablevisión	long	20/04/20	28/09/20	161	6.03	4.50		-1.54	-25.45	50	-12.72
	short	5/04/21	17/05/21	42	2.90	3.26	2.54	-0.36	-12.46	100	-12.46	-23.60
Holcim (Argentina)	short	29/10/18	26/11/18	28	1.23	1.33	1.13	-0.10	-8.40		-8.40
	long	10/06/19	19/08/19	70	2.07	1.32		-0.75	-36.16	50	-18.08	-24.96
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
	short	24/06/13	22/07/13	28	0.09	0.09	0.09	-0.00	-0.78		-0.78
	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	-55.03

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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