Share-o-matic - Portfolio

Thu, May 9th, 2024, 23:04UTC

Assessment - Euro STOXX 50 - 1/23/06 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	1/23/06	⇓ Δwk	8/22/05	prc diff	⇓ Δ22	∅-RS
		Euro Stoxx 50	5,054.410	16:00	0.76	3,544.310		3,330.440	213.870	6.42	9.64
		Deutsche Börse	188.150	15:35	0.70	46.900		36.525	10.375	28.41	40.20
		Anheuser-Busch InBev	58.960	15:35	0.31	24.319		19.224	5.095	26.50	28.76
		ASML	847.900	15:37	0.34	17.420		14.240	3.180	22.33	25.77
		Safran	212.300	15:35	0.57	21.500		17.110	4.390	25.66	24.72
	L	Schneider Electric	229.750	15:37	1.48	39.900		31.900	8.000	25.08	24.36
		Stellantis	20.230	15:38	2.17	2.171		2.014	0.157	7.80	22.03
	L	Adidas	223.300	15:35	0.36	41.545		36.075	5.470	15.16	21.61
		Unicredit	35.995	15:38	0.07	156.668		128.958	27.710	21.49	20.76
	L	Allianz	263.300	15:35	1.35	125.580		109.200	16.380	15.00	20.22
		Wolters Kluwer	148.200	15:35	0.47	18.230		15.550	2.680	17.23	19.87
		Axa	33.450	15:39	0.51	25.492		21.964	3.528	16.06	19.50
	L	Bayer	28.690	15:35	0.74	34.180		29.070	5.110	17.58	19.17
		Vinci	115.100	15:35	1.05	37.575		35.450	2.125	5.99	17.42
		Airbus	162.440	15:35	0.57	30.750		27.250	3.500	12.84	17.37
		EssilorLuxottica	205.600	15:35	0.78	35.450		30.550	4.900	16.04	16.80
		LVMH	789.000	15:35	0.14	74.050		66.350	7.700	11.61	16.65
		Pernod Ricard	149.000	15:35	0.34	62.708		57.708	5.000	8.66	16.47
	L	BNP Paribas	70.610	15:35	0.96	66.769		58.799	7.970	13.55	16.13
	L	ING Groep	16.034	15:36	-0.04	21.370		18.229	3.141	17.23	15.17
		Inditex	42.760	15:35	-1.97	5.374		4.404	0.970	22.03	14.78
	S	Deutsche Post	38.970	15:35	1.72	21.910		20.770	1.140	5.49	14.34
	L	Mercedes-Benz	68.350	15:36	1.61	42.660		42.690	-0.030	-0.07	14.14
	L	Intesa Sanpaolo	3.580	15:35	-0.39	4.132		3.659	0.473	12.93	14.00
		Münchener Rück	441.600	15:35	1.89	107.900		94.080	13.820	14.69	13.87
		⇓instrument	freshest		⇓ Δday	1/23/06	⇓ Δwk	8/22/05	prc diff	⇓ Δ22	∅-RS
	L	Siemens	184.080	15:35	1.38	68.455		61.517	6.938	11.28	12.39
		Nordea Bank	11.170	Wed	-0.71	8.810		7.700	1.110	14.42	12.37
		Banco Bilbao Viz	9.600	15:38	-6.71	14.271		13.214	1.057	8.00	11.73
	L	TotalEnergies	68.350	15:36	1.67	54.750		52.725	2.025	3.84	11.60
		Eni	15.032	15:35	0.62	24.270		23.980	0.290	1.21	11.56
	L	Nokia	3.483	Wed	0.59	14.950		12.570	2.380	18.93	11.50
		Air Liquide	186.960	15:35	0.23	55.015		49.428	5.587	11.30	10.99
	L	Banco Santander	4.770	15:38	-0.03	10.069		9.255	0.814	8.80	10.66
		Sanofi	93.180	15:35	0.11	75.150		71.800	3.350	4.67	10.64
	S	Kering	333.250	15:35	0.65	93.850		87.000	6.850	7.87	10.45
		Volkswagen	117.400	15:35	0.17	32.630		33.650	-1.020	-3.03	8.72
	L	BASF	49.840	15:39	0.67	31.060		29.145	1.915	6.57	8.02
		SAP	177.780	15:35	0.75	36.677		34.837	1.840	5.28	7.71
		Danone	59.280	15:35	-0.07	43.125		43.425	-0.300	-0.69	7.63
	L	Iberdrola	12.000	15:35	0.25	5.515		5.124	0.391	7.63	7.28
		L´Oreal	453.850	15:35	1.52	64.750		65.000	-0.250	-0.38	5.89
	L	Saint-Gobain	80.240	15:35	0.93	50.300		49.600	0.700	1.41	5.83
		Infineon	36.890	15:36	2.30	6.945		7.133	-0.187	-2.62	1.63
		Vivendi	9.946	15:35	-0.24	24.532		25.383	-0.851	-3.35	0.51
		Enel	6.508	15:39	0.90	6.099		5.997	0.102	1.70	-0.05
		BMW	101.650	15:35	0.49	35.880		37.340	-1.460	-3.91	-0.30
	L	Ahold Delhaize	29.460	15:35	1.97	6.835		7.810	-0.975	-12.48	-2.52
		Deutsche Telekom	21.900	15:35	1.20	13.220		15.680	-2.460	-15.69	-12.70
		Adyen	1,226.000	15:35	0.91						-na-
		Ferrari	377.700	15:35	-0.18						-na-
		⇓instrument	freshest		⇓ Δday	1/23/06	⇓ Δwk	8/22/05	prc diff	⇓ Δ22	∅-RS
	L	Prosus	33.900	15:35	2.48						-na-
Euro 50 - 47 out of 50 instruments rated - 1/23/06 / 8/22/05 - 38 did rise, Market-Ratio(22) = 80.85 %
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	5911	days out of 6702 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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