Share-o-matic - Portfolio

Fri, May 10th, 2024, 2:08UTC

Assessment - Euro STOXX 50 - 5/06/24 - RS = 22

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ22	∅-RS
		Euro Stoxx 50	5,054.410	Thu	0.76	4,956.960	1.97	4,414.950	542.010	12.28	11.21
		Unicredit	35.995	Thu	0.07	34.840	3.32	25.310	9.530	37.65	43.86
	L	Intesa Sanpaolo	3.580	Thu	-0.39	3.563	0.46	2.695	0.868	32.21	35.40
		Safran	212.300	Thu	0.57	206.400	2.86	161.260	45.140	27.99	29.65
	L	Saint-Gobain	80.240	Thu	0.93	77.760	3.19	59.540	18.220	30.60	29.27
	L	Schneider Electric	229.750	Thu	1.48	219.600	4.62	168.080	51.520	30.65	28.07
		Ferrari	377.700	Thu	-0.18	397.600	-5.01	326.900	70.700	21.63	27.29
		ASML	847.900	Thu	0.34	846.600	0.15	630.600	216.000	34.25	25.80
	L	Adidas	223.300	Thu	0.36	225.100	-0.80	194.640	30.460	15.65	25.65
	L	Banco Santander	4.770	Thu	-0.03	4.571	4.36	3.848	0.723	18.78	25.13
		Banco Bilbao Viz	9.600	Thu	-6.71	9.840	-2.44	8.660	1.180	13.63	24.56
		SAP	177.780	Thu	0.75	171.480	3.67	146.320	25.160	17.20	24.05
	L	ING Groep	16.034	Thu	-0.04	16.014	0.12	12.944	3.070	23.72	23.97
	L	Siemens	184.080	Thu	1.38	179.360	2.63	156.980	22.380	14.26	16.89
		Wolters Kluwer	148.200	Thu	0.47	144.200	2.77	130.100	14.100	10.84	16.79
		Inditex	42.760	Thu	-1.97	42.690	0.16	38.370	4.320	11.26	16.42
	L	Allianz	263.300	Thu	1.35	269.200	-2.19	235.100	34.100	14.50	16.24
	L	Prosus	33.900	Thu	2.48	33.665	0.70	30.450	3.215	10.56	16.17
	L	BNP Paribas	70.610	Thu	0.96	68.230	3.49	58.470	9.760	16.69	15.55
		Airbus	162.440	Thu	0.57	156.660	3.69	137.020	19.640	14.33	13.89
	L	TotalEnergies	68.350	Thu	1.67	67.260	1.62	61.390	5.870	9.56	13.16
		Münchener Rück	441.600	Thu	1.89	414.300	6.59	392.000	22.300	5.69	10.77
		Axa	33.450	Thu	0.51	32.210	3.85	29.045	3.165	10.90	10.50
		EssilorLuxottica	205.600	Thu	0.78	198.400	3.63	178.060	20.340	11.42	10.00
		Vivendi	9.946	Thu	-0.24	9.814	1.35	8.760	1.054	12.03	9.08
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ22	∅-RS
	L	Mercedes-Benz	68.350	Thu	1.61	72.530	-5.76	60.520	12.010	19.84	8.21
	L	BASF	49.840	Thu	0.67	49.480	0.73	43.410	6.070	13.98	7.84
		Air Liquide	186.960	Thu	0.23	181.900	2.78	172.280	9.620	5.58	7.52
		Stellantis	20.230	Thu	2.17	20.230		20.305	-0.075	-0.37	7.26
		Nordea Bank	11.170	Wed	-0.71	11.110	0.54	10.480	0.630	6.01	6.66
		Deutsche Börse	188.150	Thu	0.70	184.250	2.12	176.800	7.450	4.21	6.15
		L´Oreal	453.850	Thu	1.52	443.000	2.45	436.900	6.100	1.40	5.53
		Adyen	1,226.000	Thu	0.91	1,176.800	4.18	1,119.800	57.000	5.09	4.97
	L	Iberdrola	12.000	Thu	0.25	11.650	3.00	11.515	0.135	1.17	4.40
		Deutsche Telekom	21.900	Thu	1.20	21.740	0.74	22.350	-0.610	-2.73	3.49
		Enel	6.508	Thu	0.90	6.325	2.89	6.535	-0.210	-3.21	3.26
		Eni	15.032	Thu	0.62	14.854	1.20	14.960	-0.106	-0.71	3.07
		Anheuser-Busch InBev	58.960	Thu	0.31	55.480	6.27	58.360	-2.880	-4.93	1.72
	L	Nokia	3.483	Wed	0.59	3.463	0.58	2.998	0.465	15.49	1.68
		Vinci	115.100	Thu	1.05	111.300	3.41	113.380	-2.080	-1.83	1.66
		Danone	59.280	Thu	-0.07	58.100	2.03	58.790	-0.690	-1.17	1.64
		BMW	101.650	Thu	0.49	103.050	-1.36	96.160	6.890	7.17	1.56
		Volkswagen	117.400	Thu	0.17	116.950	0.38	107.800	9.150	8.49	1.17
		LVMH	789.000	Thu	0.14	781.700	0.93	698.700	83.000	11.88	0.89
	L	Ahold Delhaize	29.460	Thu	1.97	28.080	4.91	26.700	1.380	5.17	-1.00
		Sanofi	93.180	Thu	0.11	91.020	2.37	86.590	4.430	5.12	-2.13
		Infineon	36.890	Thu	2.30	32.220	14.49	36.005	-3.785	-10.51	-4.13
	S	Deutsche Post	38.970	Thu	1.72	38.420	1.43	43.845	-5.425	-12.37	-8.22
		Pernod Ricard	149.000	Thu	0.34	141.300	5.45	158.500	-17.200	-10.85	-16.24
	S	Kering	333.250	Thu	0.65	326.800	1.97	400.050	-73.250	-18.31	-23.98
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ22	∅-RS
	L	Bayer	28.690	Thu	0.74	28.060	2.25	30.825	-2.765	-8.97	-25.36
Euro 50 - 50 out of 50 instruments rated - 5/06/24 / 12/04/23 - 38 did rise, Market-Ratio(22) = 76.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	Euro 50 RS = 22 - B/S = 30/10

1/06/20	scale up chart	5/06/24

Transactions Euro STOXX 50 * A22- 30/10 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		3/03/08	791		- cash -
short	3/03/08	6/23/08	112		Societe Generale	50	75	65.956	52.602	82.700	16.744	25	11,256	109
					Saint-Gobain	50	97	51.670	40.030	66.695	15.025	29	12,713	130
100							27						119
long	6/23/08	9/08/08	77		Fresenius	50	341	18.613	18.533		-0.080	0	12,686	-2
					Engie	50	152	41.630	36.760		-4.870	-12	11,946	-45
100							-6						-26
short	9/08/08	3/30/09	203		Mercedes-Benz	50	147	40.385	18.905	86.271	45.886	114	18,691	291
					Nokia	50	410	14.640	9.970	21.498	6.858	47	21,502	100
100							80						188
long	3/30/09	9/05/11	889		ASML	50	830	12.940	23.280		10.340	80	30,085	27
					Inditex	50	1,908	5.638	11.578		5.940	105	41,418	34
100							93						31
short	9/05/11	1/09/12	126		Societe Generale	50	1,022	20.250	15.000	27.338	7.088	35	48,662	139
					Unicredit	50	754	27.460	11.455	65.827	38.367	140	77,591	1,159
100							87						517
long	1/09/12	8/24/15	1323		ASML	50	1,197	32.400	74.790		42.390	131	128,331	26
					Anheuser-Busch InBev	50	817	47.495	91.280		43.785	92	164,104	20
100							112						23
short	8/24/15	10/26/15	63		E.on	50	9,431	8.700	8.993	8.407	-0.293	-3	161,343	-18
					Banco Santander	50	15,749	5.210	5.230	5.190	-0.020	0	161,028	-2
100							-2						-10
long	10/26/15	1/11/16	77		Fresenius	50	1,255	64.150	59.420		-4.730	-7	155,092	-30
					Inditex	50	2,395	33.610	29.430		-4.180	-12	145,081	-47
100							-10						-39
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/11/16	1/25/16	14		Volkswagen	50	619	117.050	110.750	123.708	6.658	6	149,203	323
					Banco Santander	50	17,800	4.080	3.860	4.313	0.233	6	153,341	324
100							6						324
long	1/25/16	4/04/16	70		SAP	50	1,054	72.680	70.040		-2.640	-4	150,559	-18
					Vinci	50	1,245	61.630	65.450		3.820	6	155,314	37
100							1						7
short	4/04/16	5/16/16	42		Deutsche Bank	50	5,879	13.209	12.861	13.567	0.358	3	157,416	26
					Unicredit	50	5,138	15.113	14.382	15.881	0.768	5	161,363	54
100							4						39
long	5/16/16	3/16/20	1400		Deutsche Post	50	3,004	26.850	20.560		-6.290	-23	142,468	-7
					Vinci	50	1,231	65.520	59.040		-6.480	-10	134,491	-3
100							-17						-5
short	3/16/20	8/03/20	140		ING Groep	50	14,399	4.670	6.056	3.284	-1.386	-30	114,534	-60
					Anheuser-Busch InBev	50	1,946	34.550	46.325	22.775	-11.775	-34	91,620	-66
100							-32						-63
long	8/03/20	6/20/22	686		SAP	50	333	137.540	89.240		-48.300	-35	75,536	-21
					ASML	50	147	310.100	457.250		147.150	47	97,167	23
100							6						3
short	6/20/22	8/08/22	49		Philips	50	2,465	19.704	20.310	19.098	-0.606	-3	95,673	-21
					Adyen	50	39	1,238.600	1,820.000	657.200	-581.400	-47	72,999	-99
100							-25						-88
long	8/08/22	5/09/24	640		Deutsche Börse	50	208	174.750	188.150		13.400	8	75,786	4
					TotalEnergies	50	735	49.820	68.350		18.530	37	89,405	20
100							22						12
accum	3/03/08	5/09/24	5912	days out of 6703 invested (88%)							794		89,405	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ASML	long	3/30/09	9/05/11	889	12.94	23.28		10.34	79.91	50	39.95
	long	1/09/12	8/24/15	1323	32.40	74.79		42.39	130.83		65.42
	long	8/03/20	6/20/22	686	310.10	457.25		147.15	47.45		23.73	186.43
Unicredit	short	9/05/11	1/09/12	126	27.46	11.46	65.83	38.37	139.72		69.86
	short	4/04/16	5/16/16	42	15.11	14.38	15.88	0.77	5.08		2.54	74.18
Mercedes-Benz	short	9/08/08	3/30/09	203	40.39	18.91	86.27	45.89	113.62		56.81	56.81
Inditex	long	3/30/09	9/05/11	889	5.64	11.58		5.94	105.36		52.68
	long	10/26/15	1/11/16	77	33.61	29.43		-4.18	-12.44		-6.22	43.18
Societe Generale	short	3/03/08	6/23/08	112	65.96	52.60	82.70	16.74	25.39		12.69
	short	9/05/11	1/09/12	126	20.25	15.00	27.34	7.09	35.00		17.50	32.41
Nokia	short	9/08/08	3/30/09	203	14.64	9.97	21.50	6.86	46.84		23.42	23.42
Anheuser-Busch InBev	long	1/09/12	8/24/15	1323	47.50	91.28		43.79	92.19		46.09
	short	3/16/20	8/03/20	140	34.55	46.33	22.78	-11.78	-34.08		-17.04	21.20
TotalEnergies	long	8/08/22	5/09/24	640	49.82	68.35		18.53	37.19		18.60	18.60
Saint-Gobain	short	3/03/08	6/23/08	112	51.67	40.03	66.69	15.02	29.08		14.54	14.54
Deutsche Börse	long	8/08/22	5/09/24	640	174.75	188.15		13.40	7.67		3.83	3.83
Volkswagen	short	1/11/16	1/25/16	14	117.05	110.75	123.71	6.66	5.69		2.84	2.84
Banco Santander	short	8/24/15	10/26/15	63	5.21	5.23	5.19	-0.02	-0.38		-0.19
	short	1/11/16	1/25/16	14	4.08	3.86	4.31	0.23	5.70		2.85	2.65
Deutsche Bank	short	4/04/16	5/16/16	42	13.21	12.86	13.57	0.36	2.71		1.35	1.35
Philips	short	6/20/22	8/08/22	49	19.70	20.31	19.10	-0.61	-3.08		-1.54	-1.54
E.on	short	8/24/15	10/26/15	63	8.70	8.99	8.41	-0.29	-3.36		-1.68	-1.68
Vinci	long	1/25/16	4/04/16	70	61.63	65.45		3.82	6.20		3.10
	long	5/16/16	3/16/20	1400	65.52	59.04		-6.48	-9.89		-4.95	-2.00
Fresenius	long	6/23/08	9/08/08	77	18.61	18.53		-0.08	-0.43		-0.21
	long	10/26/15	1/11/16	77	64.15	59.42		-4.73	-7.37		-3.69	-3.89
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Engie	long	6/23/08	9/08/08	77	41.63	36.76		-4.87	-11.70		-5.85	-5.85
Deutsche Post	long	5/16/16	3/16/20	1400	26.85	20.56		-6.29	-23.43		-11.71	-11.71
ING Groep	short	3/16/20	8/03/20	140	4.67	6.06	3.28	-1.39	-29.68		-14.84	-14.84
SAP	long	1/25/16	4/04/16	70	72.68	70.04		-2.64	-3.63		-1.82
	long	8/03/20	6/20/22	686	137.54	89.24		-48.30	-35.12		-17.56	-19.06
Adyen	short	6/20/22	8/08/22	49	1,238.60	1,820.00	657.20	-581.40	-46.94		-23.47	-23.47

Annotations

2/19/24	Euro 50	Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter, Hermes and Vonovia
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/24/18	Euro 50	Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Euro 50	Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit
7/24/16	Ahold Delhaize	merger
9/21/15	Euro 50	Fresenius and Safran replace Repsol and RWE
9/12/15	Euro 50	complete analysis ex Repsol, RWE - in Fresenius, Safran
8/22/15	Euro 50	complete analysis - difficult market
9/22/14	€-Stoxx 50	Nokia replaces CRH.


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