| |
| |
Assessment - Euro STOXX 50 - 5/06/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
11/06/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
|
|
Euro Stoxx 50 |
5,085.080 |
Fri |
0.61 |
4,956.960 |
2.58 |
4,158.640 |
798.320 |
19.20 |
|
11.21 |
| | |
|
|
|
|
|
Unicredit |
36.025 |
Fri |
0.10 |
34.840 |
3.40 |
23.435 |
11.405 |
48.67 |
|
43.86 |
| | |
|
|
|
L |
|
Intesa Sanpaolo |
3.601 |
Fri |
0.59 |
3.563 |
1.05 |
2.566 |
0.997 |
38.85 |
|
35.40 |
| | |
|
|
|
|
|
Safran |
212.500 |
Fri |
0.09 |
206.400 |
2.96 |
150.000 |
56.400 |
37.60 |
|
29.65 |
| | |
|
|
|
L |
|
Saint-Gobain |
80.740 |
Fri |
0.62 |
77.760 |
3.83 |
53.330 |
24.430 |
45.81 |
|
29.27 |
| | |
|
|
|
L |
|
Schneider Electric |
234.000 |
Fri |
1.85 |
219.600 |
6.56 |
149.240 |
70.360 |
47.15 |
|
28.07 |
| | |
|
|
|
|
|
Ferrari |
374.500 |
Fri |
-0.85 |
397.600 |
-5.81 |
311.900 |
85.700 |
27.48 |
|
27.29 |
| | |
|
|
|
|
|
ASML |
864.500 |
Fri |
1.96 |
846.600 |
2.11 |
591.700 |
254.900 |
43.08 |
|
25.80 |
| | |
|
|
|
L |
|
Adidas |
224.400 |
Fri |
0.49 |
225.100 |
-0.31 |
172.000 |
53.100 |
30.87 |
|
25.65 |
| | |
|
|
|
L |
|
Banco Santander |
4.735 |
Fri |
-0.74 |
4.571 |
3.59 |
3.540 |
1.031 |
29.11 |
|
25.13 |
| | |
|
|
|
|
|
Banco Bilbao Viz |
9.710 |
Fri |
1.15 |
9.840 |
-1.32 |
7.718 |
2.122 |
27.49 |
|
24.56 |
| | |
|
|
|
|
|
SAP |
176.060 |
Fri |
-0.97 |
171.480 |
2.67 |
128.720 |
42.760 |
33.22 |
|
24.05 |
| | |
|
|
|
L |
|
ING Groep |
16.058 |
Fri |
0.17 |
16.014 |
0.27 |
12.314 |
3.700 |
30.05 |
|
23.97 |
| | |
|
|
|
L |
|
Siemens |
188.400 |
Fri |
2.35 |
179.360 |
5.04 |
128.980 |
50.380 |
39.06 |
|
16.89 |
| | |
|
|
|
|
|
Wolters Kluwer |
146.950 |
Fri |
0.07 |
144.200 |
1.91 |
116.200 |
28.000 |
24.10 |
|
16.79 |
| | |
|
|
|
|
|
Inditex |
42.880 |
Fri |
0.28 |
42.690 |
0.45 |
33.180 |
9.510 |
28.66 |
|
16.42 |
| | |
|
|
|
L |
|
Allianz |
265.500 |
Fri |
0.84 |
269.200 |
-1.37 |
221.150 |
48.050 |
21.73 |
|
16.24 |
| | |
|
|
|
L |
|
Prosus |
33.960 |
Fri |
0.18 |
33.665 |
0.88 |
28.495 |
5.170 |
18.14 |
|
16.17 |
| | |
|
|
|
L |
|
BNP Paribas |
71.200 |
Fri |
0.84 |
68.230 |
4.35 |
56.810 |
11.420 |
20.10 |
|
15.55 |
| | |
|
|
|
|
|
Airbus |
159.840 |
Fri |
-1.60 |
156.660 |
2.03 |
128.420 |
28.240 |
21.99 |
|
13.89 |
| | |
|
|
|
L |
|
TotalEnergies |
68.680 |
Fri |
0.48 |
67.260 |
2.11 |
62.660 |
4.600 |
7.34 |
|
13.16 |
| | |
|
|
|
|
|
Münchener Rück |
455.400 |
Fri |
3.13 |
414.300 |
9.92 |
373.400 |
40.900 |
10.95 |
|
10.77 |
| | |
|
|
|
|
|
Axa |
33.720 |
Fri |
0.81 |
32.210 |
4.69 |
27.830 |
4.380 |
15.74 |
|
10.50 |
| | |
|
|
|
|
|
EssilorLuxottica |
205.900 |
Fri |
0.15 |
198.400 |
3.78 |
172.660 |
25.740 |
14.91 |
|
10.00 |
| | |
|
|
|
|
|
Vivendi |
9.954 |
Fri |
0.04 |
9.814 |
1.43 |
8.540 |
1.274 |
14.92 |
|
9.08 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
11/06/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
Mercedes-Benz |
68.190 |
Fri |
-0.23 |
72.530 |
-5.98 |
57.530 |
15.000 |
26.07 |
|
8.21 |
| | |
|
|
|
L |
|
BASF |
48.805 |
Fri |
-2.08 |
49.480 |
-1.36 |
43.160 |
6.320 |
14.64 |
|
7.84 |
| | |
|
|
|
|
|
Air Liquide |
186.640 |
Fri |
-0.17 |
181.900 |
2.61 |
163.440 |
18.460 |
11.29 |
|
7.52 |
| | |
|
|
|
|
|
Stellantis |
20.280 |
Fri |
0.25 |
20.230 |
0.25 |
18.326 |
1.904 |
10.39 |
|
7.26 |
| | |
|
|
|
|
|
Nordea Bank |
11.340 |
Fri |
1.52 |
11.110 |
2.07 |
10.090 |
1.020 |
10.11 |
|
6.66 |
| | |
|
|
|
|
|
Deutsche Börse |
187.450 |
Fri |
-0.37 |
184.250 |
1.74 |
159.250 |
25.000 |
15.70 |
|
6.15 |
| | |
|
|
|
|
|
L´Oreal |
453.450 |
Fri |
-0.09 |
443.000 |
2.36 |
403.150 |
39.850 |
9.88 |
|
5.53 |
| | |
|
|
|
|
|
Adyen |
1,246.600 |
Fri |
1.68 |
1,176.800 |
5.93 |
686.400 |
490.400 |
71.45 |
|
4.97 |
| | |
|
|
|
L |
|
Iberdrola |
12.210 |
Fri |
1.75 |
11.650 |
4.81 |
10.570 |
1.080 |
10.22 |
|
4.40 |
| | |
|
|
|
|
|
Deutsche Telekom |
21.970 |
Fri |
0.32 |
21.740 |
1.06 |
21.350 |
0.390 |
1.83 |
|
3.49 |
| | |
|
|
|
|
|
Enel |
6.755 |
Fri |
3.76 |
6.325 |
6.80 |
6.146 |
0.179 |
2.91 |
|
3.26 |
| | |
|
|
|
|
|
Eni |
15.180 |
Fri |
1.00 |
14.854 |
2.19 |
15.404 |
-0.550 |
-3.57 |
|
3.07 |
| | |
|
|
|
|
|
Anheuser-Busch InBev |
59.480 |
Fri |
0.88 |
55.480 |
7.21 |
54.840 |
0.640 |
1.17 |
|
1.72 |
| | |
|
|
|
L |
|
Nokia |
3.479 |
Fri |
-0.10 |
3.463 |
0.48 |
3.222 |
0.241 |
7.46 |
|
1.68 |
| | |
|
|
|
|
|
Vinci |
115.600 |
Fri |
0.43 |
111.300 |
3.86 |
105.500 |
5.800 |
5.50 |
|
1.66 |
| | |
|
|
|
|
|
Danone |
59.500 |
Fri |
0.37 |
58.100 |
2.41 |
56.840 |
1.260 |
2.22 |
|
1.64 |
| | |
|
|
|
|
|
BMW |
101.600 |
Fri |
-0.05 |
103.050 |
-1.41 |
92.830 |
10.220 |
11.01 |
|
1.56 |
| | |
|
|
|
|
|
Volkswagen |
116.950 |
Fri |
-0.38 |
116.950 |
|
105.060 |
11.890 |
11.32 |
|
1.17 |
| | |
|
|
|
|
|
LVMH |
788.400 |
Fri |
-0.08 |
781.700 |
0.86 |
697.200 |
84.500 |
12.12 |
|
0.89 |
| | |
|
|
|
L |
|
Ahold Delhaize |
29.690 |
Fri |
0.78 |
28.080 |
5.73 |
28.340 |
-0.260 |
-0.92 |
|
-1.00 |
| | |
|
|
|
|
|
Sanofi |
94.330 |
Fri |
1.23 |
91.020 |
3.64 |
84.940 |
6.080 |
7.16 |
|
-2.13 |
| | |
|
|
|
|
|
Infineon |
38.000 |
Fri |
3.01 |
32.220 |
17.94 |
29.195 |
3.025 |
10.36 |
|
-4.13 |
| | |
|
|
|
S |
|
Deutsche Post |
39.580 |
Fri |
1.57 |
38.420 |
3.02 |
37.200 |
1.220 |
3.28 |
|
-8.22 |
| | |
|
|
|
|
|
Pernod Ricard |
149.350 |
Fri |
0.23 |
141.300 |
5.70 |
172.350 |
-31.050 |
-18.02 |
|
-16.24 |
| | |
|
|
|
S |
|
Kering |
332.450 |
Fri |
-0.24 |
326.800 |
1.73 |
398.700 |
-71.900 |
-18.03 |
|
-23.98 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
11/06/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
Bayer |
28.955 |
Fri |
0.92 |
28.060 |
3.19 |
42.060 |
-14.000 |
-33.29 |
|
-25.36 |
Euro 50 - 50 out of 50 instruments rated - 5/06/24 / 11/06/23 - 45 did rise, Market-Ratio(26) = 90.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 * 26 - 60/40 (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 |
7/17/06 |
196 |
|
- cash - |
short |
7/17/06 |
7/24/06 |
7 |
|
|
|
Airbus |
50 |
247 |
|
20.220 |
21.560 |
18.880 |
-1.340 |
-7 |
9,669 |
-97 |
|
|
|
|
|
|
|
|
Safran |
50 |
345 |
|
14.470 |
15.090 |
13.850 |
-0.620 |
-4 |
9,455 |
-90 |
|
100 |
-5 |
-95 | |
long |
7/24/06 |
8/20/07 |
392 |
|
|
|
UnibailRodaWestfield |
50 |
36 |
|
127.789 |
150.082 |
|
22.293 |
17 |
10,258 |
16 |
|
|
|
|
|
|
|
|
Inditex |
50 |
720 |
|
6.742 |
8.552 |
|
1.810 |
27 |
11,561 |
25 |
|
100 |
22 |
21 | |
short |
8/20/07 |
9/03/07 |
14 |
|
|
|
Airbus |
50 |
285 |
|
20.230 |
21.840 |
18.620 |
-1.610 |
-8 |
11,102 |
-88 |
|
|
|
|
|
|
|
|
Sanofi |
50 |
99 |
|
58.450 |
60.040 |
56.860 |
-1.590 |
-3 |
10,945 |
-51 |
|
100 |
-5 |
-76 | |
long |
9/03/07 |
11/19/07 |
77 |
|
|
|
Volkswagen |
50 |
57 |
|
94.580 |
101.690 |
|
7.110 |
8 |
11,350 |
41 |
|
|
|
|
|
|
|
|
Nokia |
50 |
227 |
|
24.410 |
26.090 |
|
1.680 |
7 |
11,731 |
37 |
|
100 |
7 |
39 | |
short |
11/19/07 |
4/27/09 |
525 |
|
|
|
UnibailRodaWestfield |
50 |
48 |
|
120.478 |
104.004 |
139.561 |
19.083 |
16 |
12,647 |
11 |
|
|
|
|
|
|
|
|
Societe Generale |
50 |
63 |
|
94.143 |
35.025 |
253.045 |
158.902 |
169 |
22,658 |
99 |
|
100 |
93 |
58 | |
long |
4/27/09 |
5/04/09 |
7 |
|
|
|
BMW |
50 |
416 |
|
27.190 |
26.850 |
|
-0.340 |
-1 |
22,517 |
-48 |
|
|
|
|
|
|
|
|
Deutsche Bank |
50 |
337 |
|
33.595 |
32.080 |
|
-1.515 |
-5 |
22,006 |
-91 |
|
100 |
-3 |
-78 | |
short |
5/04/09 |
6/01/09 |
28 |
|
|
|
Deutsche Post |
50 |
1,199 |
|
9.175 |
10.220 |
8.130 |
-1.045 |
-11 |
20,753 |
-79 |
|
|
|
|
|
|
|
|
Fresenius |
50 |
1,025 |
|
10.733 |
11.429 |
10.037 |
-0.696 |
-6 |
20,040 |
-58 |
|
100 |
-9 |
-70 | |
long |
6/01/09 |
7/06/09 |
35 |
|
|
|
Deutsche Bank |
50 |
261 |
|
38.259 |
32.088 |
|
-6.171 |
-16 |
18,429 |
-84 |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev |
50 |
407 |
|
24.700 |
26.710 |
|
2.010 |
8 |
19,247 |
126 |
|
100 |
-4 |
-34 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/06/09 |
7/20/09 |
14 |
|
|
|
Saint-Gobain |
50 |
423 |
|
22.705 |
24.750 |
20.660 |
-2.045 |
-9 |
18,382 |
-91 |
|
|
|
|
|
|
|
|
Vivendi |
50 |
594 |
|
16.229 |
17.574 |
14.884 |
-1.345 |
-8 |
17,583 |
-90 |
|
100 |
-9 |
-91 | |
long |
7/20/09 |
5/17/10 |
301 |
|
|
|
Deutsche Bank |
50 |
230 |
|
38.139 |
38.158 |
|
0.019 |
0 |
17,588 |
0 |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev |
50 |
320 |
|
27.500 |
38.650 |
|
11.150 |
41 |
21,156 |
51 |
|
100 |
20 |
25 | |
short |
5/17/10 |
8/02/10 |
77 |
|
|
|
Intesa Sanpaolo |
50 |
5,127 |
|
2.063 |
2.468 |
1.658 |
-0.405 |
-20 |
19,079 |
-65 |
|
|
|
|
|
|
|
|
Banco Bilbao Viz |
50 |
1,299 |
|
8.140 |
10.113 |
6.167 |
-1.973 |
-24 |
16,516 |
-73 |
|
100 |
-22 |
-69 | |
long |
8/02/10 |
8/30/10 |
28 |
|
|
|
Volkswagen |
50 |
97 |
|
84.490 |
78.130 |
|
-6.360 |
-8 |
15,899 |
-64 |
|
|
|
|
|
|
|
|
Safran |
50 |
394 |
|
21.080 |
18.890 |
|
-2.190 |
-10 |
15,037 |
-76 |
|
100 |
-9 |
-71 | |
short |
8/30/10 |
11/01/10 |
63 |
|
|
|
Axa |
50 |
612 |
|
12.265 |
13.110 |
11.420 |
-0.845 |
-7 |
14,519 |
-34 |
|
|
|
|
|
|
|
|
Nokia |
50 |
1,123 |
|
6.700 |
7.490 |
5.910 |
-0.790 |
-12 |
13,632 |
-52 |
|
100 |
-9 |
-43 | |
long |
11/01/10 |
6/13/11 |
224 |
|
|
|
BMW |
50 |
128 |
|
52.960 |
62.510 |
|
9.550 |
18 |
14,855 |
31 |
|
|
|
|
|
|
|
|
Volkswagen |
50 |
65 |
|
105.100 |
126.200 |
|
21.100 |
20 |
16,226 |
35 |
|
100 |
19 |
33 | |
short |
6/13/11 |
7/04/11 |
21 |
|
|
|
Philips |
50 |
456 |
|
17.775 |
17.500 |
18.054 |
0.279 |
2 |
16,354 |
31 |
|
|
|
|
|
|
|
|
Nokia |
50 |
1,924 |
|
4.220 |
4.350 |
4.090 |
-0.130 |
-3 |
16,103 |
-42 |
|
100 |
-1 |
-12 | |
long |
7/04/11 |
7/18/11 |
14 |
|
|
|
BMW |
50 |
116 |
|
68.820 |
71.110 |
|
2.290 |
3 |
16,369 |
135 |
|
|
|
|
|
|
|
|
Volkswagen |
50 |
55 |
|
145.640 |
148.090 |
|
2.450 |
2 |
16,504 |
54 |
|
100 |
3 |
91 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/18/11 |
2/06/12 |
203 |
|
|
|
Carrefour |
50 |
383 |
|
21.535 |
18.345 |
25.280 |
3.745 |
17 |
17,938 |
33 |
|
|
|
|
|
|
|
|
Nokia |
50 |
1,999 |
|
4.130 |
3.770 |
4.524 |
0.394 |
10 |
18,726 |
18 |
|
100 |
13 |
26 | |
long |
2/06/12 |
6/04/12 |
119 |
|
|
|
Airbus |
50 |
343 |
|
27.230 |
25.605 |
|
-1.625 |
-6 |
18,169 |
-17 |
|
|
|
|
|
|
|
|
ASML |
50 |
272 |
|
34.410 |
35.165 |
|
0.755 |
2 |
18,374 |
7 |
|
100 |
-2 |
-6 | |
short |
6/04/12 |
10/08/12 |
126 |
|
|
|
Unicredit |
50 |
702 |
|
13.079 |
17.128 |
9.030 |
-4.049 |
-31 |
15,532 |
-66 |
|
|
|
|
|
|
|
|
Nokia |
50 |
4,315 |
|
2.130 |
2.100 |
2.160 |
0.030 |
1 |
15,663 |
4 |
|
100 |
-15 |
-37 | |
long |
10/08/12 |
6/24/13 |
259 |
|
|
|
Anheuser-Busch InBev |
50 |
113 |
|
68.980 |
65.050 |
|
-3.930 |
-6 |
15,219 |
-8 |
|
|
|
|
|
|
|
|
Inditex |
50 |
390 |
|
20.130 |
18.350 |
|
-1.780 |
-9 |
14,525 |
-12 |
|
100 |
-7 |
-10 | |
short |
6/24/13 |
7/29/13 |
35 |
|
|
|
E.on |
50 |
655 |
|
11.077 |
11.473 |
10.682 |
-0.395 |
-4 |
14,266 |
-32 |
|
|
|
|
|
|
|
|
Orange |
50 |
1,021 |
|
7.116 |
7.449 |
6.783 |
-0.333 |
-5 |
13,926 |
-39 |
|
100 |
-4 |
-36 | |
long |
7/29/13 |
8/18/14 |
385 |
|
|
|
Airbus |
50 |
157 |
|
44.345 |
44.130 |
|
-0.215 |
0 |
13,892 |
0 |
|
|
|
|
|
|
|
|
ASML |
50 |
103 |
|
67.100 |
69.220 |
|
2.120 |
3 |
14,111 |
3 |
|
100 |
1 |
1 | |
short |
8/18/14 |
9/01/14 |
14 |
|
|
|
Deutsche Bank |
50 |
320 |
|
22.027 |
23.183 |
20.871 |
-1.156 |
-5 |
13,741 |
-75 |
|
|
|
|
|
|
|
|
Airbus |
50 |
160 |
|
44.130 |
46.800 |
41.460 |
-2.670 |
-6 |
13,313 |
-80 |
|
100 |
-6 |
-78 | |
long |
9/01/14 |
10/13/14 |
42 |
|
|
|
Iberdrola |
50 |
1,190 |
|
5.590 |
5.443 |
|
-0.147 |
-3 |
13,139 |
-21 |
|
|
|
|
|
|
|
|
Nokia |
50 |
1,045 |
|
6.373 |
6.356 |
|
-0.017 |
0 |
13,121 |
-2 |
|
100 |
-1 |
-12 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
10/13/14 |
1/19/15 |
98 |
|
|
|
Volkswagen |
50 |
42 |
|
153.500 |
192.650 |
114.350 |
-39.150 |
-26 |
11,476 |
-67 |
|
|
|
|
|
|
|
|
Saint-Gobain |
50 |
208 |
|
31.935 |
33.975 |
29.895 |
-2.040 |
-6 |
11,052 |
-22 |
|
100 |
-16 |
-47 | |
long |
1/19/15 |
8/24/15 |
217 |
|
|
|
ASML |
50 |
61 |
|
89.380 |
74.790 |
|
-14.590 |
-16 |
10,162 |
-26 |
|
|
|
|
|
|
|
|
Orange |
50 |
381 |
|
14.690 |
12.860 |
|
-1.830 |
-12 |
9,465 |
-20 |
|
100 |
-14 |
-23 | |
short |
8/24/15 |
8/08/16 |
350 |
|
|
|
E.on |
50 |
543 |
|
8.700 |
8.464 |
8.943 |
0.243 |
3 |
9,597 |
3 |
|
|
|
|
|
|
|
|
Banco Santander |
50 |
909 |
|
5.210 |
3.770 |
7.200 |
1.990 |
38 |
11,406 |
40 |
|
100 |
21 |
21 | |
long |
8/08/16 |
3/12/18 |
581 |
|
|
|
Siemens |
50 |
54 |
|
103.800 |
106.800 |
|
3.000 |
3 |
11,568 |
2 |
|
|
|
|
|
|
|
|
ASML |
50 |
58 |
|
98.820 |
171.900 |
|
73.080 |
74 |
15,806 |
42 |
|
100 |
39 |
23 | |
short |
3/12/18 |
9/24/18 |
196 |
|
|
|
Sanofi |
50 |
120 |
|
65.780 |
73.860 |
57.700 |
-8.080 |
-12 |
14,837 |
-22 |
|
|
|
|
|
|
|
|
Inditex |
50 |
325 |
|
24.310 |
26.740 |
21.880 |
-2.430 |
-10 |
14,047 |
-18 |
|
100 |
-11 |
-20 | |
long |
9/24/18 |
10/15/18 |
21 |
|
|
|
Safran |
50 |
58 |
|
119.500 |
107.500 |
|
-12.000 |
-10 |
13,351 |
-84 |
|
|
|
|
|
|
|
|
Amadeus IT |
50 |
89 |
|
79.360 |
70.960 |
|
-8.400 |
-11 |
12,603 |
-86 |
|
100 |
-10 |
-85 | |
short |
10/15/18 |
4/08/19 |
175 |
|
|
|
ING Groep |
50 |
583 |
|
10.798 |
11.290 |
10.306 |
-0.492 |
-5 |
12,317 |
-9 |
|
|
|
|
|
|
|
|
Intesa Sanpaolo |
50 |
3,090 |
|
2.042 |
2.233 |
1.850 |
-0.192 |
-9 |
11,725 |
-19 |
|
100 |
-7 |
-14 | |
long |
4/08/19 |
3/09/20 |
336 |
|
|
|
Airbus |
50 |
48 |
|
120.740 |
89.990 |
|
-30.750 |
-25 |
10,249 |
-27 |
|
|
|
|
|
|
|
|
Iberdrola |
50 |
750 |
|
7.904 |
9.892 |
|
1.988 |
25 |
11,740 |
28 |
|
100 |
0 |
0 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
3/09/20 |
9/07/20 |
182 |
|
|
|
Anheuser-Busch InBev |
50 |
137 |
|
42.705 |
49.345 |
36.065 |
-6.640 |
-16 |
10,830 |
-29 |
|
|
|
|
|
|
|
|
Eni |
50 |
727 |
|
8.100 |
7.773 |
8.441 |
0.341 |
4 |
11,078 |
9 |
|
100 |
-6 |
-11 | |
long |
9/07/20 |
2/28/22 |
539 |
|
|
|
Deutsche Post |
50 |
147 |
|
37.600 |
45.160 |
|
7.560 |
20 |
12,189 |
13 |
|
|
|
|
|
|
|
|
Schneider Electric |
50 |
52 |
|
105.500 |
139.780 |
|
34.280 |
32 |
13,972 |
21 |
|
100 |
26 |
17 | |
short |
2/28/22 |
11/07/22 |
252 |
|
|
|
Prosus |
50 |
274 |
|
25.430 |
23.310 |
27.743 |
2.313 |
9 |
14,606 |
13 |
|
|
|
|
|
|
|
|
Vivendi |
50 |
619 |
|
11.310 |
8.456 |
15.127 |
3.817 |
34 |
16,968 |
52 |
|
100 |
21 |
33 | |
long |
11/07/22 |
10/23/23 |
350 |
|
|
|
TotalEnergies |
50 |
145 |
|
58.160 |
62.300 |
|
4.140 |
7 |
17,569 |
7 |
|
|
|
|
|
|
|
|
Flutter |
50 |
62 |
|
136.800 |
148.800 |
|
12.000 |
9 |
18,313 |
9 |
|
100 |
8 |
8 | |
short |
10/23/23 |
11/27/23 |
35 |
|
|
|
Adyen |
50 |
13 |
|
682.200 |
1,090.400 |
274.000 |
-408.200 |
-60 |
13,006 |
-100 |
|
|
|
|
|
|
|
|
Nokia |
50 |
3,132 |
|
3.015 |
3.240 |
2.790 |
-0.225 |
-7 |
12,301 |
-55 |
|
100 |
-33 |
-98 | |
long |
11/27/23 |
5/10/24 |
165 |
|
|
|
Unicredit |
50 |
248 |
|
24.795 |
36.025 |
|
11.230 |
45 |
15,087 |
129 |
|
|
|
|
|
|
|
|
Banco Bilbao Viz |
50 |
732 |
|
8.400 |
9.710 |
|
1.310 |
16 |
16,045 |
38 |
|
100 |
30 |
80 | |
accum | 7/17/06 |
5/10/24 | 6508 |
days out of 6704 invested (97%) |
60 |
16,045 |
3 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Societe Generale | short | 11/19/07 | 4/27/09 | 525 | 94.14 | 35.03 | 253.05 | 158.90 | 168.79 | 50 | 84.39 | 84.39 |
ASML | long | 2/06/12 | 6/04/12 | 119 | 34.41 | 35.17 | | 0.76 | 2.19 | | 1.10 | |
| long | 7/29/13 | 8/18/14 | 385 | 67.10 | 69.22 | | 2.12 | 3.16 | | 1.58 | |
| long | 1/19/15 | 8/24/15 | 217 | 89.38 | 74.79 | | -14.59 | -16.32 | | -8.16 | |
| long | 8/08/16 | 3/12/18 | 581 | 98.82 | 171.90 | | 73.08 | 73.95 | | 36.98 | 29.19 |
Banco Santander | short | 8/24/15 | 8/08/16 | 350 | 5.21 | 3.77 | 7.20 | 1.99 | 38.20 | | 19.10 | 19.10 |
UnibailRodaWestfield | long | 7/24/06 | 8/20/07 | 392 | 127.79 | 150.08 | | 22.29 | 17.45 | | 8.72 | |
| short | 11/19/07 | 4/27/09 | 525 | 120.48 | 104.00 | 139.56 | 19.08 | 15.84 | | 7.92 | 17.33 |
Schneider Electric | long | 9/07/20 | 2/28/22 | 539 | 105.50 | 139.78 | | 34.28 | 32.49 | | 16.25 | 16.25 |
Anheuser-Busch InBev | long | 6/01/09 | 7/06/09 | 35 | 24.70 | 26.71 | | 2.01 | 8.14 | | 4.07 | |
| long | 7/20/09 | 5/17/10 | 301 | 27.50 | 38.65 | | 11.15 | 40.55 | | 20.27 | |
| long | 10/08/12 | 6/24/13 | 259 | 68.98 | 65.05 | | -3.93 | -5.70 | | -2.85 | |
| short | 3/09/20 | 9/07/20 | 182 | 42.71 | 49.35 | 36.07 | -6.64 | -15.55 | | -7.77 | 12.15 |
Vivendi | short | 7/06/09 | 7/20/09 | 14 | 16.23 | 17.57 | 14.88 | -1.35 | -8.29 | | -4.14 | |
| short | 2/28/22 | 11/07/22 | 252 | 11.31 | 8.46 | 15.13 | 3.82 | 33.75 | | 16.88 | 12.03 |
Iberdrola | long | 9/01/14 | 10/13/14 | 42 | 5.59 | 5.44 | | -0.15 | -2.63 | | -1.31 | |
| long | 4/08/19 | 3/09/20 | 336 | 7.90 | 9.89 | | 1.99 | 25.15 | | 12.58 | 11.10 |
BMW | long | 4/27/09 | 5/04/09 | 7 | 27.19 | 26.85 | | -0.34 | -1.25 | | -0.63 | |
| long | 11/01/10 | 6/13/11 | 224 | 52.96 | 62.51 | | 9.55 | 18.03 | | 9.02 | |
| long | 7/04/11 | 7/18/11 | 14 | 68.82 | 71.11 | | 2.29 | 3.33 | | 1.66 | 10.14 |
Carrefour | short | 7/18/11 | 2/06/12 | 203 | 21.54 | 18.35 | 25.28 | 3.74 | 17.39 | | 8.69 | 8.69 |
Prosus | short | 2/28/22 | 11/07/22 | 252 | 25.43 | 23.31 | 27.74 | 2.31 | 9.09 | | 4.55 | 4.55 |
Flutter | long | 11/07/22 | 10/23/23 | 350 | 136.80 | 148.80 | | 12.00 | 8.77 | | 4.39 | 4.39 |
Deutsche Post | short | 5/04/09 | 6/01/09 | 28 | 9.18 | 10.22 | 8.13 | -1.05 | -11.39 | | -5.69 | |
| long | 9/07/20 | 2/28/22 | 539 | 37.60 | 45.16 | | 7.56 | 20.11 | | 10.05 | 3.79 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Unicredit | short | 6/04/12 | 10/08/12 | 126 | 13.08 | 17.13 | 9.03 | -4.05 | -30.96 | | -15.48 | |
| long | 11/27/23 | 5/10/24 | 165 | 24.80 | 36.03 | | 11.23 | 45.29 | | 22.65 | 3.66 |
TotalEnergies | long | 11/07/22 | 10/23/23 | 350 | 58.16 | 62.30 | | 4.14 | 7.12 | | 3.56 | 3.56 |
Inditex | long | 7/24/06 | 8/20/07 | 392 | 6.74 | 8.55 | | 1.81 | 26.85 | | 13.42 | |
| long | 10/08/12 | 6/24/13 | 259 | 20.13 | 18.35 | | -1.78 | -8.84 | | -4.42 | |
| short | 3/12/18 | 9/24/18 | 196 | 24.31 | 26.74 | 21.88 | -2.43 | -10.00 | | -5.00 | 2.99 |
Eni | short | 3/09/20 | 9/07/20 | 182 | 8.10 | 7.77 | 8.44 | 0.34 | 4.21 | | 2.10 | 2.10 |
Siemens | long | 8/08/16 | 3/12/18 | 581 | 103.80 | 106.80 | | 3.00 | 2.89 | | 1.45 | 1.45 |
Philips | short | 6/13/11 | 7/04/11 | 21 | 17.78 | 17.50 | 18.05 | 0.28 | 1.57 | | 0.79 | 0.79 |
E.on | short | 6/24/13 | 7/29/13 | 35 | 11.08 | 11.47 | 10.68 | -0.40 | -3.57 | | -1.78 | |
| short | 8/24/15 | 8/08/16 | 350 | 8.70 | 8.46 | 8.94 | 0.24 | 2.79 | | 1.40 | -0.41 |
ING Groep | short | 10/15/18 | 4/08/19 | 175 | 10.80 | 11.29 | 10.31 | -0.49 | -4.56 | | -2.28 | -2.28 |
Nokia | long | 9/03/07 | 11/19/07 | 77 | 24.41 | 26.09 | | 1.68 | 6.88 | | 3.44 | |
| short | 8/30/10 | 11/01/10 | 63 | 6.70 | 7.49 | 5.91 | -0.79 | -11.79 | | -5.90 | |
| short | 6/13/11 | 7/04/11 | 21 | 4.22 | 4.35 | 4.09 | -0.13 | -3.08 | | -1.54 | |
| short | 7/18/11 | 2/06/12 | 203 | 4.13 | 3.77 | 4.52 | 0.39 | 9.55 | | 4.77 | |
| short | 6/04/12 | 10/08/12 | 126 | 2.13 | 2.10 | 2.16 | 0.03 | 1.43 | | 0.71 | |
| long | 9/01/14 | 10/13/14 | 42 | 6.37 | 6.36 | | -0.02 | -0.27 | | -0.13 | |
| short | 10/23/23 | 11/27/23 | 35 | 3.02 | 3.24 | 2.79 | -0.23 | -7.46 | | -3.73 | -2.77 |
Fresenius | short | 5/04/09 | 6/01/09 | 28 | 10.73 | 11.43 | 10.04 | -0.70 | -6.48 | | -3.24 | -3.24 |
Volkswagen | long | 9/03/07 | 11/19/07 | 77 | 94.58 | 101.69 | | 7.11 | 7.52 | | 3.76 | |
| long | 8/02/10 | 8/30/10 | 28 | 84.49 | 78.13 | | -6.36 | -7.53 | | -3.76 | |
| long | 11/01/10 | 6/13/11 | 224 | 105.10 | 126.20 | | 21.10 | 20.08 | | 10.04 | |
| long | 7/04/11 | 7/18/11 | 14 | 145.64 | 148.09 | | 2.45 | 1.68 | | 0.84 | |
| short | 10/13/14 | 1/19/15 | 98 | 153.50 | 192.65 | 114.35 | -39.15 | -25.50 | | -12.75 | -3.33 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Axa | short | 8/30/10 | 11/01/10 | 63 | 12.27 | 13.11 | 11.42 | -0.85 | -6.89 | | -3.44 | -3.44 |
Banco Bilbao Viz | short | 5/17/10 | 8/02/10 | 77 | 8.14 | 10.11 | 6.17 | -1.97 | -24.24 | | -12.12 | |
| long | 11/27/23 | 5/10/24 | 165 | 8.40 | 9.71 | | 1.31 | 15.60 | | 7.80 | -5.27 |
Amadeus IT | long | 9/24/18 | 10/15/18 | 21 | 79.36 | 70.96 | | -8.40 | -10.58 | | -5.29 | -5.29 |
Sanofi | short | 8/20/07 | 9/03/07 | 14 | 58.45 | 60.04 | 56.86 | -1.59 | -2.72 | | -1.36 | |
| short | 3/12/18 | 9/24/18 | 196 | 65.78 | 73.86 | 57.70 | -8.08 | -12.28 | | -6.14 | -7.42 |
Saint-Gobain | short | 7/06/09 | 7/20/09 | 14 | 22.71 | 24.75 | 20.66 | -2.05 | -9.01 | | -4.50 | |
| short | 10/13/14 | 1/19/15 | 98 | 31.94 | 33.98 | 29.90 | -2.04 | -6.39 | | -3.19 | -7.55 |
Orange | short | 6/24/13 | 7/29/13 | 35 | 7.12 | 7.45 | 6.78 | -0.33 | -4.68 | | -2.34 | |
| long | 1/19/15 | 8/24/15 | 217 | 14.69 | 12.86 | | -1.83 | -12.46 | | -6.23 | -8.42 |
Safran | short | 7/17/06 | 7/24/06 | 7 | 14.47 | 15.09 | 13.85 | -0.62 | -4.28 | | -2.14 | |
| long | 8/02/10 | 8/30/10 | 28 | 21.08 | 18.89 | | -2.19 | -10.39 | | -5.19 | |
| long | 9/24/18 | 10/15/18 | 21 | 119.50 | 107.50 | | -12.00 | -10.04 | | -5.02 | -11.88 |
Deutsche Bank | long | 4/27/09 | 5/04/09 | 7 | 33.59 | 32.08 | | -1.51 | -4.51 | | -2.25 | |
| long | 6/01/09 | 7/06/09 | 35 | 38.26 | 32.09 | | -6.17 | -16.13 | | -8.07 | |
| long | 7/20/09 | 5/17/10 | 301 | 38.14 | 38.16 | | 0.02 | 0.05 | | 0.03 | |
| short | 8/18/14 | 9/01/14 | 14 | 22.03 | 23.18 | 20.87 | -1.16 | -5.25 | | -2.62 | -12.47 |
Intesa Sanpaolo | short | 5/17/10 | 8/02/10 | 77 | 2.06 | 2.47 | 1.66 | -0.41 | -19.63 | | -9.82 | |
| short | 10/15/18 | 4/08/19 | 175 | 2.04 | 2.23 | 1.85 | -0.19 | -9.38 | | -4.69 | -14.05 |
Airbus | short | 7/17/06 | 7/24/06 | 7 | 20.22 | 21.56 | 18.88 | -1.34 | -6.63 | | -3.31 | |
| short | 8/20/07 | 9/03/07 | 14 | 20.23 | 21.84 | 18.62 | -1.61 | -7.96 | | -3.98 | |
| long | 2/06/12 | 6/04/12 | 119 | 27.23 | 25.61 | | -1.63 | -5.97 | | -2.98 | |
| long | 7/29/13 | 8/18/14 | 385 | 44.35 | 44.13 | | -0.21 | -0.48 | | -0.24 | |
| short | 8/18/14 | 9/01/14 | 14 | 44.13 | 46.80 | 41.46 | -2.67 | -6.05 | | -3.03 | |
| long | 4/08/19 | 3/09/20 | 336 | 120.74 | 89.99 | | -30.75 | -25.47 | | -12.73 | -23.96 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Adyen | short | 10/23/23 | 11/27/23 | 35 | 682.20 | 1,090.40 | 274.00 | -408.20 | -59.84 | | -29.92 | -29.92 |
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. |
|
|