S&P Merval Index Volume Indicator (Shares, ARS, U$S CCL GGAL)

2020년 7월 28일

S&P Merval Index Volume Indicator (Shares, ARS, US CCL GGAL)

◾ This indicator reflects a close estimate of the traded volume in the S&P Merval Index BCBA:IMV for nominal shares, traded money in ARS & USD using a financial FX rate.

◾ The constituents of the index "must meet minimum size and liquidity requirements" as it is been declared by S&P Dow Jones Indexes. On this version of the indicator were reflected the current set of stocks for the Index as of Monday, July 27, 2020 for actual and historical sessions.

◾ Eventually, there could be changes in consitutents as per the S&P Dow Jones Indexes classification and re-balance that will be reflected on this script or a new one.

◾ Aggregated volume of nominal shares for each of the stocks constitutents is multiplied by their closing prices to estimates the effective volume in ARS & adjusted by the FX rate with "Contado con Liquidación" FX rate closing session price.

◾ It serves as a dynamical volume indicator available for standard and customized timeframes. Provides an assertive look over trading activity which allows the analyst to measure effectively either resistance or support zones in Bull / Flat or Bear markets.

◾ Output of 10 trading days of effective volume was cross-checked with "IAMC Informe diario" iamc.com.ar/informediario/ the official daily report by the exchange ByMA (Bolsas y Mercados de Argentina).

1) Trading Sessions Dates

7/27/20; 7/23/20; 7/22/20; 7/21/20; 7/20/20; 7/16/20; 7/15/20; 7/14/20; 7/13/20

2) IAMC Informe Diario S&P Merval Index Effective volume (ARS) for each of 1)

1309.4M; 1999.3M; 1691.1M; 1585.6M; 949.7M; 818.6M; 1010.4M; 962.3M; 1515.7M

3) Pine indicator S&P Merval Index Effective volume (ARS) for each 1)

1294.6M; 1911.7M; 1691.3M; 1526.6M; 901.4M; 796.7M; 961.9M; 939.7M; $1404.7 M

4) Variance 3) | 2)

-1%; -4%; 0%; -4%; -5%; -3%; -5%; -2%; -7%

Average Deviation: -4%
Standard Deviation: 2%


* This quick analysis depicts that effective volume displayed may (or not) have a non significance variance over the real data reported by the National Exchange due to the script calculation.

* Thanks to Alan who helped me a lot with the code!

2020년 8월 18일

릴리즈 노트

:::: Updated version S&P Merval Index Volume Indicator ::::

(EN)

This version of the Script has been improved with a constructor function that stores and sum-up faster the volume and price for each of the constituents.

For those who have incorporated the indicator on Favorites please delete and add it again.


(ES)


Esta versión del Script se ha mejorado con una función constructora que guarda y suma más rápidamente el volumen y el precio de cada uno de los componentes.

Para aquellos que han incorporado el indicador en Favoritos, elimínelo y vuelva a agregarlo.

2020년 8월 18일

릴리즈 노트

(EN)

Version 5.0

- Adjusted duplicated ticker BCBA:TRAN
- Added ticker BCBA:TXAR.

Please delete from Favorites and add the indicator again.

(ES)

Version 5.0

- Ajuste ticker duplicado BCBA:TRAN x2
- Se incluyó el ticker BCBA:TXAR

Por favor borrar de Favoritos e incluirlo nuevamente.

2022년 8월 23일

릴리즈 노트

S&P Merval Index Volume Indicator UPDATE

This is an update of the existing volume indicator:

Removed symbol RICH (Richmond)

Total securities included: 22