| |
| |
Assessment - MerVal in Swiss Franc - 1/07/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
4/03/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Merval |
1,572.199 |
12/08/24 |
0.32 |
1,577.958 |
-0.36 |
1,097.224 |
480.735 |
43.81 |
|
11.51 |
| |  |
 |
 |
 |
|
 |
Banco Macro |
6.610 |
12/08/24 |
0.91 |
7.149 |
-7.54 |
4.423 |
2.726 |
61.62 |
|
49.82 |
| |  |
 |
 |
 |
|
 |
Supervielle |
1.756 |
12/08/24 |
1.14 |
1.710 |
2.69 |
0.974 |
0.736 |
75.56 |
|
50.74 |
| |  |
 |
 |
 |
|
 |
Gr Fin Galicia |
4.126 |
12/08/24 |
0.48 |
3.910 |
5.52 |
2.458 |
1.453 |
59.10 |
|
33.38 |
| |  |
 |
 |
 |
|
 |
BBVA Banco Francés |
3.983 |
12/08/24 |
0.75 |
3.931 |
1.32 |
2.429 |
1.501 |
61.80 |
|
27.23 |
| |  |
 |
 |
 |
L |
 |
TGN |
2.884 |
12/08/24 |
-1.19 |
2.932 |
-1.64 |
1.857 |
1.075 |
57.91 |
|
28.56 |
| |  |
 |
 |
 |
L |
 |
Comercial del Plata |
0.235 |
12/08/24 |
4.28 |
0.192 |
22.39 |
0.110 |
0.082 |
74.78 |
|
59.16 |
| |  |
 |
 |
 |
|
 |
Transener |
1.672 |
12/08/24 |
-3.43 |
1.712 |
-2.34 |
1.149 |
0.563 |
48.96 |
|
28.44 |
| |  |
 |
 |
 |
|
 |
Bolsas y Mercados |
0.284 |
12/08/24 |
|
0.347 |
-18.09 |
0.228 |
0.119 |
52.25 |
|
29.96 |
| |  |
 |
 |
 |
L |
 |
TGS |
4.987 |
12/08/24 |
0.20 |
5.020 |
-0.65 |
3.019 |
2.001 |
66.28 |
|
19.61 |
| |  |
 |
 |
 |
|
 |
YPF |
27.186 |
12/08/24 |
1.85 |
27.102 |
0.31 |
20.811 |
6.292 |
30.23 |
|
9.49 |
| |  |
 |
 |
 |
|
 |
Banco de Valores |
0.337 |
12/08/24 |
-0.15 |
0.347 |
-2.71 |
0.277 |
0.070 |
25.19 |
|
11.88 |
| |  |
 |
 |
 |
|
 |
Central Puerto |
1.163 |
12/08/24 |
1.73 |
1.207 |
-3.66 |
0.900 |
0.307 |
34.13 |
|
-0.22 |
| |  |
 |
 |
 |
L |
 |
Mirgor |
18.652 |
12/08/24 |
-1.57 |
19.292 |
-3.32 |
12.051 |
7.241 |
60.09 |
|
2.88 |
| |  |
 |
 |
 |
|
 |
IRSA |
1.262 |
12/08/24 |
0.39 |
1.179 |
7.01 |
0.867 |
0.311 |
35.91 |
|
-8.39 |
| |  |
 |
 |
 |
|
 |
Telecom Argentina |
1.791 |
12/08/24 |
-0.82 |
1.920 |
-6.70 |
1.640 |
0.280 |
17.06 |
|
-6.44 |
| |  |
 |
 |
 |
|
 |
Edenor |
1.083 |
12/08/24 |
-0.90 |
1.059 |
2.34 |
0.961 |
0.097 |
10.13 |
|
-11.90 |
| |  |
 |
 |
 |
|
 |
Pampa Energía |
2.622 |
12/08/24 |
0.57 |
2.399 |
9.31 |
1.870 |
0.529 |
28.30 |
|
-8.97 |
| |  |
 |
 |
 |
|
 |
Loma Negra |
1.732 |
12/08/24 |
-2.23 |
1.837 |
-5.75 |
1.589 |
0.248 |
15.61 |
|
-9.04 |
| |  |
 |
 |
 |
|
 |
Cresud |
0.999 |
12/08/24 |
-1.94 |
1.097 |
-8.91 |
0.866 |
0.231 |
26.62 |
|
-13.19 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
0.877 |
12/08/24 |
-2.32 |
1.005 |
-12.80 |
0.825 |
0.181 |
21.89 |
|
-15.65 |
| |  |
 |
 |
 |
|
 |
Aluar |
0.916 |
12/08/24 |
-2.73 |
1.004 |
-8.72 |
0.844 |
0.160 |
18.91 |
|
-18.71 |
MerVal - 21 out of 21 instruments rated - 1/07/24 / 4/03/24 - 21 did rise, Market-Ratio(17) in CHF = 100.00 % |
Stock Exchange Currency: ARS $ Argentine peso |
Technical Chart
Transactions MerVal in Swiss Franc * 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 | |
2/01/06 |
27/03/06 |
84 |
|
- cash - |
long |
27/03/06 |
1/05/06 |
35 |
 |
 |
 |
Tenaris |
100 |
428 |
|
23.341 |
27.020 |
|
3.679 |
16 |
11,575 |
360 |
|
short |
1/05/06 |
2/10/06 |
154 |
 |
 |
 |
Comercial del Plata |
100 |
69,271 |
|
0.167 |
0.109 |
0.257 |
0.090 |
54 |
17,782 |
177 |
|
long |
2/10/06 |
11/06/07 |
252 |
 |
 |
 |
Banco Macro |
100 |
6,307 |
|
2.819 |
4.292 |
|
1.472 |
52 |
27,069 |
84 |
|
short |
11/06/07 |
18/06/07 |
7 |
 |
 |
 |
YPF |
100 |
524 |
|
51.560 |
53.078 |
50.043 |
-1.517 |
-3 |
26,274 |
-79 |
|
long |
18/06/07 |
6/08/07 |
49 |
 |
 |
 |
Telecom Argentina |
100 |
4,114 |
|
6.386 |
5.199 |
|
-1.186 |
-19 |
21,393 |
-78 |
|
short |
6/08/07 |
3/09/07 |
28 |
 |
 |
 |
YPF |
100 |
440 |
|
48.552 |
47.763 |
49.353 |
0.801 |
2 |
21,746 |
24 |
|
long |
3/09/07 |
10/09/07 |
7 |
 |
 |
 |
Pampa Energía |
100 |
21,475 |
|
1.013 |
0.982 |
|
-0.030 |
-3 |
21,099 |
-79 |
|
short |
10/09/07 |
24/09/07 |
14 |
 |
 |
 |
YPF |
100 |
473 |
|
44.589 |
45.894 |
43.283 |
-1.306 |
-3 |
20,481 |
-54 |
|
long |
24/09/07 |
5/11/07 |
42 |
 |
 |
 |
Petrobras |
100 |
908 |
|
22.555 |
32.135 |
|
9.580 |
42 |
29,180 |
2,068 |
|
short |
5/11/07 |
19/11/07 |
14 |
 |
 |
 |
Gr Fin Galicia |
100 |
32,469 |
|
0.899 |
0.842 |
0.959 |
0.060 |
7 |
31,132 |
441 |
|
long |
19/11/07 |
24/12/07 |
35 |
 |
 |
 |
Petrobras |
100 |
1,084 |
|
28.707 |
33.323 |
|
4.616 |
16 |
36,136 |
373 |
|
short |
24/12/07 |
16/02/09 |
420 |
 |
 |
 |
Gr Fin Galicia |
100 |
42,668 |
|
0.847 |
0.229 |
3.131 |
2.284 |
270 |
133,603 |
212 |
|
long |
16/02/09 |
23/02/09 |
7 |
 |
 |
 |
YPF |
100 |
2,647 |
|
50.458 |
39.797 |
|
-10.661 |
-21 |
105,383 |
-100 |
|
short |
23/02/09 |
16/03/09 |
21 |
 |
 |
 |
Edenor |
100 |
484,788 |
|
0.217 |
0.209 |
0.226 |
0.009 |
4 |
109,708 |
101 |
|
long |
16/03/09 |
23/03/09 |
7 |
 |
 |
 |
Petrobras |
100 |
5,565 |
|
19.711 |
19.412 |
|
-0.299 |
-2 |
108,045 |
-55 |
|
short |
23/03/09 |
4/05/09 |
42 |
 |
 |
 |
Ternium Argentina |
100 |
510,684 |
|
0.212 |
0.250 |
0.173 |
-0.039 |
-18 |
88,144 |
-83 |
|
long |
4/05/09 |
1/02/10 |
273 |
 |
 |
 |
Banco Macro |
100 |
52,685 |
|
1.673 |
2.662 |
|
0.989 |
59 |
140,247 |
86 |
|
short |
1/02/10 |
8/03/10 |
35 |
 |
 |
 |
Comercial del Plata |
100 |
1,580,564 |
|
0.089 |
0.081 |
0.097 |
0.008 |
10 |
153,631 |
159 |
|
long |
8/03/10 |
3/05/10 |
56 |
 |
 |
 |
Ternium Argentina |
100 |
284,211 |
|
0.541 |
0.521 |
|
-0.019 |
-4 |
148,121 |
-21 |
|
short |
3/05/10 |
31/05/10 |
28 |
 |
 |
 |
Petrobras |
100 |
7,534 |
|
19.658 |
21.116 |
18.200 |
-1.458 |
-7 |
137,137 |
-63 |
|
long |
31/05/10 |
28/06/10 |
28 |
 |
 |
 |
Ternium Argentina |
100 |
237,795 |
|
0.577 |
0.573 |
|
-0.004 |
-1 |
136,292 |
-8 |
|
short |
28/06/10 |
19/07/10 |
21 |
 |
 |
 |
Petrobras |
100 |
6,964 |
|
19.571 |
19.049 |
20.107 |
0.537 |
3 |
140,028 |
60 |
|
long |
19/07/10 |
26/07/10 |
7 |
 |
 |
 |
Banco Macro |
100 |
37,677 |
|
3.716 |
3.852 |
|
0.135 |
4 |
145,128 |
546 |
|
short |
26/07/10 |
30/08/10 |
35 |
 |
 |
 |
Petrobras Argentina |
100 |
186,439 |
|
0.778 |
0.777 |
0.780 |
0.001 |
0 |
145,385 |
2 |
|
long |
30/08/10 |
11/04/11 |
224 |
 |
 |
 |
Gr Fin Galicia |
100 |
166,383 |
|
0.874 |
1.256 |
|
0.382 |
44 |
208,999 |
81 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
11/04/11 |
16/01/12 |
280 |
 |
 |
 |
Petrobras |
100 |
11,878 |
|
17.595 |
15.089 |
20.517 |
2.922 |
17 |
243,711 |
22 |
|
long |
16/01/12 |
6/02/12 |
21 |
 |
 |
 |
Tenaris |
100 |
11,922 |
|
20.442 |
19.605 |
|
-0.837 |
-4 |
233,733 |
-52 |
|
short |
6/02/12 |
27/02/12 |
21 |
 |
 |
 |
Gr Fin Galicia |
100 |
326,270 |
|
0.716 |
0.718 |
0.715 |
-0.001 |
0 |
233,251 |
-4 |
|
long |
27/02/12 |
5/03/12 |
7 |
 |
 |
 |
Tenaris |
100 |
11,461 |
|
20.352 |
20.844 |
|
0.492 |
2 |
238,890 |
248 |
|
short |
5/03/12 |
12/03/12 |
7 |
 |
 |
 |
Aluar |
100 |
412,596 |
|
0.579 |
0.618 |
0.540 |
-0.039 |
-7 |
222,637 |
-97 |
|
long |
12/03/12 |
23/04/12 |
42 |
 |
 |
 |
Tenaris |
100 |
10,069 |
|
22.109 |
21.439 |
|
-0.670 |
-3 |
215,889 |
-23 |
|
short |
23/04/12 |
27/08/12 |
126 |
 |
 |
 |
YPF |
100 |
13,374 |
|
16.141 |
17.348 |
14.935 |
-1.206 |
-7 |
199,754 |
-20 |
|
long |
27/08/12 |
3/09/12 |
7 |
 |
 |
 |
Tenaris |
100 |
7,212 |
|
27.694 |
28.204 |
|
0.509 |
2 |
203,428 |
159 |
|
short |
3/09/12 |
10/09/12 |
7 |
 |
 |
 |
Pampa Energía |
100 |
1,007,960 |
|
0.202 |
0.199 |
0.205 |
0.003 |
2 |
206,834 |
138 |
|
long |
10/09/12 |
15/10/12 |
35 |
 |
 |
 |
Tenaris |
100 |
7,240 |
|
28.566 |
26.008 |
|
-2.558 |
-9 |
188,317 |
-62 |
|
short |
15/10/12 |
22/10/12 |
7 |
 |
 |
 |
Pampa Energía |
100 |
1,032,974 |
|
0.182 |
0.170 |
0.195 |
0.013 |
7 |
201,637 |
3,429 |
|
long |
22/10/12 |
29/10/12 |
7 |
 |
 |
 |
Tenaris |
100 |
8,201 |
|
24.585 |
25.586 |
|
1.001 |
4 |
209,847 |
702 |
|
short |
29/10/12 |
24/12/12 |
56 |
 |
 |
 |
Pampa Energía |
100 |
1,197,983 |
|
0.175 |
0.177 |
0.173 |
-0.002 |
-1 |
207,251 |
-8 |
|
long |
24/12/12 |
27/05/13 |
154 |
 |
 |
 |
Gr Fin Galicia |
100 |
246,117 |
|
0.842 |
0.866 |
|
0.024 |
3 |
213,203 |
7 |
|
short |
27/05/13 |
10/06/13 |
14 |
 |
 |
 |
Pampa Energía |
100 |
1,053,206 |
|
0.202 |
0.196 |
0.210 |
0.007 |
4 |
220,752 |
148 |
|
long |
10/06/13 |
17/06/13 |
7 |
 |
 |
 |
Telecom Argentina |
100 |
47,106 |
|
4.686 |
4.018 |
|
-0.668 |
-14 |
189,266 |
-100 |
|
short |
17/06/13 |
12/08/13 |
56 |
 |
 |
 |
Comercial del Plata |
100 |
2,190,458 |
|
0.086 |
0.082 |
0.091 |
0.004 |
5 |
198,456 |
36 |
|
long |
12/08/13 |
10/02/14 |
182 |
 |
 |
 |
Telecom Argentina |
100 |
38,241 |
|
5.190 |
3.669 |
|
-1.520 |
-29 |
140,314 |
-50 |
|
short |
10/02/14 |
24/02/14 |
14 |
 |
 |
 |
Petrobras |
100 |
20,429 |
|
6.868 |
6.876 |
6.860 |
-0.008 |
0 |
140,149 |
-3 |
|
long |
24/02/14 |
15/12/14 |
294 |
 |
 |
 |
Edenor |
100 |
365,064 |
|
0.384 |
0.683 |
|
0.299 |
78 |
249,309 |
104 |
|
short |
15/12/14 |
9/02/15 |
56 |
 |
 |
 |
Petrobras |
100 |
63,103 |
|
3.951 |
4.384 |
3.517 |
-0.434 |
-11 |
221,943 |
-53 |
|
long |
9/02/15 |
16/02/15 |
7 |
 |
 |
 |
Aluar |
100 |
226,143 |
|
0.981 |
0.998 |
|
0.017 |
2 |
225,768 |
144 |
|
short |
16/02/15 |
23/02/15 |
7 |
 |
 |
 |
Petrobras |
100 |
50,434 |
|
4.476 |
4.208 |
4.762 |
0.286 |
6 |
240,181 |
2,420 |
|
long |
23/02/15 |
2/03/15 |
7 |
 |
 |
 |
Comercial del Plata |
100 |
901,827 |
|
0.266 |
0.280 |
|
0.014 |
5 |
252,365 |
1,220 |
|
short |
2/03/15 |
9/03/15 |
7 |
 |
 |
 |
Petrobras |
100 |
60,279 |
|
4.187 |
3.771 |
4.648 |
0.461 |
11 |
280,148 |
23,085 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
9/03/15 |
29/06/15 |
112 |
 |
 |
 |
Comercial del Plata |
100 |
942,601 |
|
0.297 |
0.296 |
|
-0.001 |
0 |
279,204 |
-1 |
|
short |
29/06/15 |
12/10/15 |
105 |
 |
 |
 |
Tenaris |
100 |
15,892 |
|
17.569 |
19.780 |
15.357 |
-2.211 |
-13 |
244,059 |
-37 |
|
long |
12/10/15 |
19/10/15 |
7 |
 |
 |
 |
Pampa Energía |
100 |
270,607 |
|
0.902 |
1.003 |
|
0.101 |
11 |
271,525 |
25,900 |
|
short |
19/10/15 |
26/10/15 |
7 |
 |
 |
 |
YPF |
100 |
11,153 |
|
24.345 |
27.964 |
20.726 |
-3.619 |
-15 |
231,160 |
-100 |
|
long |
26/10/15 |
7/03/16 |
133 |
 |
 |
 |
Pampa Energía |
100 |
185,137 |
|
1.249 |
0.798 |
|
-0.450 |
-36 |
147,759 |
-71 |
|
short |
7/03/16 |
11/04/16 |
35 |
 |
 |
 |
YPF |
100 |
8,151 |
|
18.127 |
16.239 |
20.235 |
2.108 |
12 |
164,942 |
215 |
|
long |
11/04/16 |
20/06/16 |
70 |
 |
 |
 |
Gr Fin Galicia |
100 |
66,473 |
|
2.481 |
2.916 |
|
0.435 |
18 |
193,846 |
132 |
|
short |
20/06/16 |
4/07/16 |
14 |
 |
 |
 |
Comercial del Plata |
100 |
1,011,505 |
|
0.192 |
0.200 |
0.183 |
-0.009 |
-5 |
185,105 |
-70 |
|
long |
4/07/16 |
21/11/16 |
140 |
 |
 |
 |
Petrobras |
100 |
50,800 |
|
3.644 |
5.222 |
|
1.578 |
43 |
265,265 |
156 |
|
short |
21/11/16 |
28/11/16 |
7 |
 |
 |
 |
BBVA Banco Francés |
100 |
43,632 |
|
6.079 |
6.079 |
6.080 |
0.000 |
0 |
265,266 |
0 |
|
long |
28/11/16 |
19/12/16 |
21 |
 |
 |
 |
Petrobras |
100 |
50,800 |
|
5.222 |
5.047 |
|
-0.175 |
-3 |
256,372 |
-45 |
|
short |
19/12/16 |
26/12/16 |
7 |
 |
 |
 |
Petrobras Argentina |
100 |
524,152 |
|
0.489 |
0.663 |
0.315 |
-0.174 |
-36 |
165,213 |
-100 |
|
long |
26/12/16 |
30/04/18 |
490 |
 |
 |
 |
Petrobras |
100 |
31,580 |
|
5.231 |
7.004 |
|
1.772 |
34 |
221,188 |
24 |
|
short |
30/04/18 |
11/06/18 |
42 |
 |
 |
 |
San Miguel |
100 |
47,700 |
|
4.637 |
3.977 |
5.407 |
0.770 |
17 |
257,904 |
280 |
|
long |
11/06/18 |
18/06/18 |
7 |
 |
 |
 |
Tenaris |
100 |
13,981 |
|
18.445 |
17.353 |
|
-1.092 |
-6 |
242,631 |
-96 |
|
short |
18/06/18 |
24/09/18 |
98 |
 |
 |
 |
Consultatio |
100 |
186,834 |
|
1.299 |
1.112 |
1.517 |
0.219 |
17 |
283,466 |
78 |
|
long |
24/09/18 |
8/10/18 |
14 |
 |
 |
 |
Tenaris |
100 |
17,670 |
|
16.042 |
16.948 |
|
0.906 |
6 |
299,477 |
319 |
|
short |
8/10/18 |
29/10/18 |
21 |
 |
 |
 |
Supervielle |
100 |
203,567 |
|
1.471 |
1.620 |
1.322 |
-0.149 |
-10 |
269,177 |
-84 |
|
long |
29/10/18 |
26/11/18 |
28 |
 |
 |
 |
Petrobras |
100 |
34,738 |
|
7.749 |
6.802 |
|
-0.946 |
-12 |
236,308 |
-82 |
|
short |
26/11/18 |
10/12/18 |
14 |
 |
 |
 |
Mirgor |
100 |
30,327 |
|
7.792 |
8.989 |
6.595 |
-1.197 |
-15 |
200,009 |
-99 |
|
long |
10/12/18 |
14/01/19 |
35 |
 |
 |
 |
Petrobras |
100 |
29,703 |
|
6.734 |
7.553 |
|
0.819 |
12 |
224,344 |
231 |
|
short |
14/01/19 |
4/02/19 |
21 |
 |
 |
 |
MetroGAS |
100 |
300,189 |
|
0.747 |
0.811 |
0.684 |
-0.064 |
-9 |
205,240 |
-79 |
|
long |
4/02/19 |
15/04/19 |
70 |
 |
 |
 |
Petrobras |
100 |
24,898 |
|
8.243 |
7.549 |
|
-0.694 |
-8 |
187,952 |
-37 |
|
short |
15/04/19 |
1/07/19 |
77 |
 |
 |
 |
MetroGAS |
100 |
415,498 |
|
0.452 |
0.480 |
0.424 |
-0.028 |
-6 |
176,296 |
-26 |
|
long |
1/07/19 |
19/08/19 |
49 |
 |
 |
 |
Banco Macro |
100 |
24,943 |
|
7.068 |
3.888 |
|
-3.180 |
-45 |
96,987 |
-99 |
|
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 |
16/12/19 |
119 |
 |
 |
 |
Comercial del Plata |
100 |
3,924,974 |
|
0.025 |
0.030 |
0.019 |
-0.006 |
-23 |
74,967 |
-55 |
|
long |
16/12/19 |
2/03/20 |
77 |
 |
 |
 |
Banco de Valores |
100 |
359,423 |
|
0.209 |
0.223 |
|
0.014 |
7 |
80,106 |
37 |
|
short |
2/03/20 |
18/05/20 |
77 |
 |
 |
 |
Edenor |
100 |
266,580 |
|
0.300 |
0.298 |
0.303 |
0.002 |
1 |
80,720 |
4 |
|
long |
18/05/20 |
25/05/20 |
7 |
 |
 |
 |
Banco de Valores |
100 |
269,400 |
|
0.300 |
0.307 |
|
0.007 |
2 |
82,689 |
251 |
|
short |
25/05/20 |
8/06/20 |
14 |
 |
 |
 |
TGN |
100 |
190,659 |
|
0.434 |
0.541 |
0.326 |
-0.108 |
-25 |
62,174 |
-100 |
|
long |
8/06/20 |
21/09/20 |
105 |
 |
 |
 |
Banco de Valores |
100 |
193,746 |
|
0.321 |
0.244 |
|
-0.077 |
-24 |
47,195 |
-62 |
|
short |
21/09/20 |
28/09/20 |
7 |
 |
 |
 |
YPF |
100 |
6,800 |
|
6.940 |
6.632 |
7.262 |
0.322 |
5 |
49,384 |
963 |
|
long |
28/09/20 |
5/10/20 |
7 |
 |
 |
 |
Bolsas y Mercados |
100 |
385,066 |
|
0.128 |
0.128 |
|
-0.000 |
0 |
49,330 |
-6 |
|
short |
5/10/20 |
12/10/20 |
7 |
 |
 |
 |
YPF |
100 |
7,169 |
|
6.881 |
7.194 |
6.567 |
-0.314 |
-5 |
47,082 |
-91 |
|
long |
12/10/20 |
7/12/20 |
56 |
 |
 |
 |
Ternium Argentina |
100 |
85,385 |
|
0.551 |
0.591 |
|
0.040 |
7 |
50,468 |
57 |
|
short |
7/12/20 |
14/12/20 |
7 |
 |
 |
 |
Banco Macro |
100 |
18,955 |
|
2.663 |
2.490 |
2.847 |
0.185 |
7 |
53,969 |
3,202 |
|
long |
14/12/20 |
15/02/21 |
63 |
 |
 |
 |
Ternium Argentina |
100 |
95,987 |
|
0.562 |
0.512 |
|
-0.050 |
-9 |
49,160 |
-42 |
|
short |
15/02/21 |
17/05/21 |
91 |
 |
 |
 |
Cablevisión |
100 |
14,278 |
|
3.443 |
2.941 |
4.030 |
0.587 |
17 |
57,541 |
88 |
|
long |
17/05/21 |
21/02/22 |
280 |
 |
 |
 |
Cresud |
100 |
50,959 |
|
1.129 |
1.022 |
|
-0.107 |
-9 |
52,100 |
-12 |
|
short |
21/02/22 |
28/02/22 |
7 |
 |
 |
 |
Holcim (Argentina) |
100 |
36,302 |
|
1.435 |
1.389 |
1.482 |
0.047 |
3 |
53,814 |
441 |
|
long |
28/02/22 |
7/03/22 |
7 |
 |
 |
 |
TGN |
100 |
57,608 |
|
0.934 |
0.974 |
|
0.039 |
4 |
56,088 |
765 |
|
short |
7/03/22 |
21/03/22 |
14 |
 |
 |
 |
Holcim (Argentina) |
100 |
43,492 |
|
1.290 |
1.347 |
1.232 |
-0.058 |
-4 |
53,574 |
-70 |
|
long |
21/03/22 |
9/05/22 |
49 |
 |
 |
 |
Comercial del Plata |
100 |
778,567 |
|
0.069 |
0.073 |
|
0.004 |
6 |
57,016 |
59 |
|
short |
9/05/22 |
16/05/22 |
7 |
 |
 |
 |
Holcim (Argentina) |
100 |
47,179 |
|
1.209 |
1.371 |
1.046 |
-0.163 |
-13 |
49,345 |
-100 |
|
long |
16/05/22 |
6/06/22 |
21 |
 |
 |
 |
Comercial del Plata |
100 |
634,917 |
|
0.078 |
0.079 |
|
0.001 |
1 |
49,882 |
21 |
|
short |
6/06/22 |
11/07/22 |
35 |
 |
 |
 |
BBVA Banco Francés |
100 |
30,666 |
|
1.627 |
1.722 |
1.532 |
-0.095 |
-6 |
46,969 |
-47 |
|
long |
11/07/22 |
12/08/24 |
763 |
 |
 |
 |
Comercial del Plata |
100 |
434,562 |
|
0.108 |
0.235 |
|
0.127 |
118 |
102,231 |
45 |
|
accum | 27/03/06 |
12/08/24 | 6986 |
days out of 7070 invested (99%) |
922 |
102,231 |
13 |
|
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 | 5/11/07 | 19/11/07 | 14 | 0.90 | 0.84 | 0.96 | 0.06 | 6.69 | | | |
| short | 24/12/07 | 16/02/09 | 420 | 0.85 | 0.23 | 3.13 | 2.28 | 269.73 | | | |
| long | 30/08/10 | 11/04/11 | 224 | 0.87 | 1.26 | | 0.38 | 43.76 | | | |
| short | 6/02/12 | 27/02/12 | 21 | 0.72 | 0.72 | 0.71 | -0.00 | -0.21 | | | |
| long | 24/12/12 | 27/05/13 | 154 | 0.84 | 0.87 | | 0.02 | 2.87 | | | |
| long | 11/04/16 | 20/06/16 | 70 | 2.48 | 2.92 | | 0.43 | 17.52 | | | 584.16 |
Comercial del Plata | short | 1/05/06 | 2/10/06 | 154 | 0.17 | 0.11 | 0.26 | 0.09 | 53.63 | | | |
| short | 1/02/10 | 8/03/10 | 35 | 0.09 | 0.08 | 0.10 | 0.01 | 9.54 | | | |
| short | 17/06/13 | 12/08/13 | 56 | 0.09 | 0.08 | 0.09 | 0.00 | 4.86 | | | |
| long | 23/02/15 | 2/03/15 | 7 | 0.27 | 0.28 | | 0.01 | 5.07 | | | |
| long | 9/03/15 | 29/06/15 | 112 | 0.30 | 0.30 | | -0.00 | -0.34 | | | |
| short | 20/06/16 | 4/07/16 | 14 | 0.19 | 0.20 | 0.18 | -0.01 | -4.51 | | | |
| short | 19/08/19 | 16/12/19 | 119 | 0.02 | 0.03 | 0.02 | -0.01 | -22.70 | | | |
| long | 21/03/22 | 9/05/22 | 49 | 0.07 | 0.07 | | 0.00 | 6.42 | | | |
| long | 16/05/22 | 6/06/22 | 21 | 0.08 | 0.08 | | 0.00 | 1.09 | | | |
| long | 11/07/22 | 12/08/24 | 763 | 0.11 | 0.24 | | 0.13 | 117.66 | | | 219.38 |
Petrobras | long | 24/09/07 | 5/11/07 | 42 | 22.56 | 32.14 | | 9.58 | 42.47 | | | |
| long | 19/11/07 | 24/12/07 | 35 | 28.71 | 33.32 | | 4.62 | 16.08 | | | |
| long | 16/03/09 | 23/03/09 | 7 | 19.71 | 19.41 | | -0.30 | -1.52 | | | |
| short | 3/05/10 | 31/05/10 | 28 | 19.66 | 21.12 | 18.20 | -1.46 | -7.42 | | | |
| short | 28/06/10 | 19/07/10 | 21 | 19.57 | 19.05 | 20.11 | 0.54 | 2.74 | | | |
| short | 11/04/11 | 16/01/12 | 280 | 17.59 | 15.09 | 20.52 | 2.92 | 16.61 | | | |
| short | 10/02/14 | 24/02/14 | 14 | 6.87 | 6.88 | 6.86 | -0.01 | -0.12 | | | |
| short | 15/12/14 | 9/02/15 | 56 | 3.95 | 4.38 | 3.52 | -0.43 | -10.98 | | | |
| short | 16/02/15 | 23/02/15 | 7 | 4.48 | 4.21 | 4.76 | 0.29 | 6.38 | | | |
| short | 2/03/15 | 9/03/15 | 7 | 4.19 | 3.77 | 4.65 | 0.46 | 11.01 | | | |
| long | 4/07/16 | 21/11/16 | 140 | 3.64 | 5.22 | | 1.58 | 43.31 | | | |
| long | 28/11/16 | 19/12/16 | 21 | 5.22 | 5.05 | | -0.18 | -3.35 | | | |
| long | 26/12/16 | 30/04/18 | 490 | 5.23 | 7.00 | | 1.77 | 33.88 | | | |
| long | 29/10/18 | 26/11/18 | 28 | 7.75 | 6.80 | | -0.95 | -12.21 | | | |
| long | 10/12/18 | 14/01/19 | 35 | 6.73 | 7.55 | | 0.82 | 12.17 | | | |
| long | 4/02/19 | 15/04/19 | 70 | 8.24 | 7.55 | | -0.69 | -8.42 | | | 217.22 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Edenor | short | 23/02/09 | 16/03/09 | 21 | 0.22 | 0.21 | 0.23 | 0.01 | 4.10 | | | |
| long | 24/02/14 | 15/12/14 | 294 | 0.38 | 0.68 | | 0.30 | 77.89 | | | |
| short | 2/03/20 | 18/05/20 | 77 | 0.30 | 0.30 | 0.30 | 0.00 | 0.77 | | | 86.61 |
Banco Macro | long | 2/10/06 | 11/06/07 | 252 | 2.82 | 4.29 | | 1.47 | 52.23 | | | |
| long | 4/05/09 | 1/02/10 | 273 | 1.67 | 2.66 | | 0.99 | 59.11 | | | |
| long | 19/07/10 | 26/07/10 | 7 | 3.72 | 3.85 | | 0.14 | 3.64 | | | |
| long | 1/07/19 | 19/08/19 | 49 | 7.07 | 3.89 | | -3.18 | -44.99 | | | |
| short | 7/12/20 | 14/12/20 | 7 | 2.66 | 2.49 | 2.85 | 0.18 | 6.94 | | | 47.68 |
Cablevisión | short | 15/02/21 | 17/05/21 | 91 | 3.44 | 2.94 | 4.03 | 0.59 | 17.05 | | | 17.05 |
Consultatio | short | 18/06/18 | 24/09/18 | 98 | 1.30 | 1.11 | 1.52 | 0.22 | 16.83 | | | 16.83 |
San Miguel | short | 30/04/18 | 11/06/18 | 42 | 4.64 | 3.98 | 5.41 | 0.77 | 16.60 | | | 16.60 |
Bolsas y Mercados | long | 28/09/20 | 5/10/20 | 7 | 0.13 | 0.13 | | -0.00 | -0.11 | | | -0.11 |
Aluar | short | 5/03/12 | 12/03/12 | 7 | 0.58 | 0.62 | 0.54 | -0.04 | -6.80 | | | |
| long | 9/02/15 | 16/02/15 | 7 | 0.98 | 1.00 | | 0.02 | 1.72 | | | -5.20 |
BBVA Banco Francés | short | 21/11/16 | 28/11/16 | 7 | 6.08 | 6.08 | 6.08 | 0.00 | 0.00 | | | |
| short | 6/06/22 | 11/07/22 | 35 | 1.63 | 1.72 | 1.53 | -0.10 | -5.84 | | | -5.84 |
Tenaris | long | 27/03/06 | 1/05/06 | 35 | 23.34 | 27.02 | | 3.68 | 15.76 | | | |
| long | 16/01/12 | 6/02/12 | 21 | 20.44 | 19.60 | | -0.84 | -4.09 | | | |
| long | 27/02/12 | 5/03/12 | 7 | 20.35 | 20.84 | | 0.49 | 2.42 | | | |
| long | 12/03/12 | 23/04/12 | 42 | 22.11 | 21.44 | | -0.67 | -3.03 | | | |
| long | 27/08/12 | 3/09/12 | 7 | 27.69 | 28.20 | | 0.51 | 1.84 | | | |
| long | 10/09/12 | 15/10/12 | 35 | 28.57 | 26.01 | | -2.56 | -8.95 | | | |
| long | 22/10/12 | 29/10/12 | 7 | 24.59 | 25.59 | | 1.00 | 4.07 | | | |
| short | 29/06/15 | 12/10/15 | 105 | 17.57 | 19.78 | 15.36 | -2.21 | -12.59 | | | |
| long | 11/06/18 | 18/06/18 | 7 | 18.45 | 17.35 | | -1.09 | -5.92 | | | |
| long | 24/09/18 | 8/10/18 | 14 | 16.04 | 16.95 | | 0.91 | 5.65 | | | -7.56 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Cresud | long | 17/05/21 | 21/02/22 | 280 | 1.13 | 1.02 | | -0.11 | -9.46 | | | -9.46 |
Supervielle | short | 8/10/18 | 29/10/18 | 21 | 1.47 | 1.62 | 1.32 | -0.15 | -10.12 | | | -10.12 |
MetroGAS | short | 14/01/19 | 4/02/19 | 21 | 0.75 | 0.81 | 0.68 | -0.06 | -8.52 | | | |
| short | 15/04/19 | 1/07/19 | 77 | 0.45 | 0.48 | 0.42 | -0.03 | -6.20 | | | -14.19 |
Holcim (Argentina) | short | 21/02/22 | 28/02/22 | 7 | 1.44 | 1.39 | 1.48 | 0.05 | 3.29 | | | |
| short | 7/03/22 | 21/03/22 | 14 | 1.29 | 1.35 | 1.23 | -0.06 | -4.48 | | | |
| short | 9/05/22 | 16/05/22 | 7 | 1.21 | 1.37 | 1.05 | -0.16 | -13.45 | | | -14.61 |
Mirgor | short | 26/11/18 | 10/12/18 | 14 | 7.79 | 8.99 | 6.59 | -1.20 | -15.36 | | | -15.36 |
Banco de Valores | long | 16/12/19 | 2/03/20 | 77 | 0.21 | 0.22 | | 0.01 | 6.85 | | | |
| long | 18/05/20 | 25/05/20 | 7 | 0.30 | 0.31 | | 0.01 | 2.44 | | | |
| long | 8/06/20 | 21/09/20 | 105 | 0.32 | 0.24 | | -0.08 | -24.09 | | | -16.91 |
TGN | short | 25/05/20 | 8/06/20 | 14 | 0.43 | 0.54 | 0.33 | -0.11 | -24.81 | | | |
| long | 28/02/22 | 7/03/22 | 7 | 0.93 | 0.97 | | 0.04 | 4.22 | | | -21.63 |
Pampa Energía | long | 3/09/07 | 10/09/07 | 7 | 1.01 | 0.98 | | -0.03 | -2.98 | | | |
| short | 3/09/12 | 10/09/12 | 7 | 0.20 | 0.20 | 0.21 | 0.00 | 1.67 | | | |
| short | 15/10/12 | 22/10/12 | 7 | 0.18 | 0.17 | 0.20 | 0.01 | 7.07 | | | |
| short | 29/10/12 | 24/12/12 | 56 | 0.18 | 0.18 | 0.17 | -0.00 | -1.24 | | | |
| short | 27/05/13 | 10/06/13 | 14 | 0.20 | 0.20 | 0.21 | 0.01 | 3.54 | | | |
| long | 12/10/15 | 19/10/15 | 7 | 0.90 | 1.00 | | 0.10 | 11.25 | | | |
| long | 26/10/15 | 7/03/16 | 133 | 1.25 | 0.80 | | -0.45 | -36.08 | | | -23.19 |
Ternium Argentina | short | 23/03/09 | 4/05/09 | 42 | 0.21 | 0.25 | 0.17 | -0.04 | -18.42 | | | |
| long | 8/03/10 | 3/05/10 | 56 | 0.54 | 0.52 | | -0.02 | -3.59 | | | |
| long | 31/05/10 | 28/06/10 | 28 | 0.58 | 0.57 | | -0.00 | -0.62 | | | |
| long | 12/10/20 | 7/12/20 | 56 | 0.55 | 0.59 | | 0.04 | 7.19 | | | |
| long | 14/12/20 | 15/02/21 | 63 | 0.56 | 0.51 | | -0.05 | -8.91 | | | -23.68 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
YPF | short | 11/06/07 | 18/06/07 | 7 | 51.56 | 53.08 | 50.04 | -1.52 | -2.94 | | | |
| short | 6/08/07 | 3/09/07 | 28 | 48.55 | 47.76 | 49.35 | 0.80 | 1.65 | | | |
| short | 10/09/07 | 24/09/07 | 14 | 44.59 | 45.89 | 43.28 | -1.31 | -2.93 | | | |
| long | 16/02/09 | 23/02/09 | 7 | 50.46 | 39.80 | | -10.66 | -21.13 | | | |
| short | 23/04/12 | 27/08/12 | 126 | 16.14 | 17.35 | 14.93 | -1.21 | -7.47 | | | |
| short | 19/10/15 | 26/10/15 | 7 | 24.35 | 27.96 | 20.73 | -3.62 | -14.87 | | | |
| short | 7/03/16 | 11/04/16 | 35 | 18.13 | 16.24 | 20.24 | 2.11 | 11.63 | | | |
| short | 21/09/20 | 28/09/20 | 7 | 6.94 | 6.63 | 7.26 | 0.32 | 4.64 | | | |
| short | 5/10/20 | 12/10/20 | 7 | 6.88 | 7.19 | 6.57 | -0.31 | -4.56 | | | -33.67 |
Petrobras Argentina | short | 26/07/10 | 30/08/10 | 35 | 0.78 | 0.78 | 0.78 | 0.00 | 0.18 | | | |
| short | 19/12/16 | 26/12/16 | 7 | 0.49 | 0.66 | 0.32 | -0.17 | -35.56 | | | -35.44 |
Telecom Argentina | long | 18/06/07 | 6/08/07 | 49 | 6.39 | 5.20 | | -1.19 | -18.58 | | | |
| long | 10/06/13 | 17/06/13 | 7 | 4.69 | 4.02 | | -0.67 | -14.26 | | | |
| long | 12/08/13 | 10/02/14 | 182 | 5.19 | 3.67 | | -1.52 | -29.30 | | | -50.64 |
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) |
|
|