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Assessment - Portuguese Stock Index 20 - 5/06/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
11/06/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
PSI 20 |
6,911.820 |
Fri |
1.15 |
6,652.710 |
3.89 |
6,389.930 |
262.780 |
4.11 |
|
7.44 |
| | |
|
|
|
L |
|
Galp Energia |
19.940 |
Fri |
0.40 |
19.925 |
0.08 |
14.115 |
5.810 |
41.16 |
|
51.01 |
| | |
|
|
|
|
|
Mota-Engil |
4.096 |
Fri |
0.20 |
4.092 |
0.10 |
3.145 |
0.947 |
30.11 |
|
30.62 |
| | |
|
|
|
L |
|
Banco Comercial |
0.342 |
Fri |
1.48 |
0.327 |
4.49 |
0.289 |
0.039 |
13.37 |
|
24.52 |
| | |
|
|
|
L |
|
CTT-Correios |
4.370 |
Fri |
-0.23 |
4.465 |
-2.13 |
3.560 |
0.905 |
25.42 |
|
24.39 |
| | |
|
|
|
|
|
Greenvolt |
8.320 |
Fri |
0.12 |
8.320 |
|
6.630 |
1.690 |
25.49 |
|
21.55 |
| | |
|
|
|
L |
|
The Navigator |
4.392 |
Fri |
1.57 |
4.206 |
4.42 |
3.776 |
0.430 |
11.39 |
|
19.14 |
| | |
|
|
|
L |
|
Altri |
5.430 |
Fri |
1.50 |
5.190 |
4.62 |
4.624 |
0.566 |
12.24 |
|
15.00 |
| | |
|
|
|
L |
|
Semapa |
16.200 |
Fri |
1.12 |
15.700 |
3.18 |
13.680 |
2.020 |
14.77 |
|
14.98 |
| | |
|
|
|
L |
|
Sonae |
0.980 |
Fri |
0.62 |
0.950 |
3.16 |
0.955 |
-0.005 |
-0.52 |
|
2.79 |
| | |
|
|
|
L |
|
Corticeira Amorim |
9.730 |
Fri |
-2.11 |
9.600 |
1.35 |
9.110 |
0.490 |
5.38 |
|
0.01 |
| | |
|
|
|
|
|
NOS |
3.335 |
Fri |
0.91 |
3.275 |
1.83 |
3.510 |
-0.235 |
-6.70 |
|
-3.71 |
| | |
|
|
|
L |
|
Redes Energéticas |
2.335 |
Fri |
-1.68 |
2.275 |
2.64 |
2.480 |
-0.205 |
-8.27 |
|
-4.59 |
| | |
|
|
|
|
|
Jerónimo Martins |
20.380 |
Fri |
1.70 |
19.790 |
2.98 |
22.740 |
-2.950 |
-12.97 |
|
-10.22 |
| | |
|
|
|
|
|
Energias de Portugal |
3.846 |
Fri |
3.97 |
3.508 |
9.64 |
4.238 |
-0.730 |
-17.23 |
|
-14.68 |
| | |
|
|
|
|
|
EDP Renováveis |
14.610 |
Fri |
1.81 |
13.310 |
9.77 |
16.315 |
-3.005 |
-18.42 |
|
-15.73 |
PSI 20 - 15 out of 15 instruments rated - 5/06/24 / 11/06/23 - 9 did rise, Market-Ratio(26) = 60.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Portuguese Stock Index 20 * 26 - 60/40 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
9/11/06 |
252 |
|
- cash - |
short |
9/11/06 |
11/13/06 |
63 |
|
|
|
Impresa |
100 |
4,255 |
|
2.350 |
2.175 |
2.539 |
0.189 |
8 |
10,805 |
57 |
|
long |
11/13/06 |
10/01/07 |
322 |
|
|
|
Altri |
100 |
5,701 |
|
1.895 |
2.600 |
|
0.705 |
37 |
14,824 |
43 |
|
short |
10/01/07 |
4/27/09 |
574 |
|
|
|
Impresa |
100 |
6,389 |
|
2.320 |
0.800 |
6.728 |
4.408 |
190 |
42,987 |
97 |
|
long |
4/27/09 |
4/12/10 |
350 |
|
|
|
Redes Energéticas |
100 |
13,650 |
|
3.149 |
2.945 |
|
-0.204 |
-6 |
40,202 |
-7 |
|
short |
4/12/10 |
10/08/12 |
910 |
|
|
|
EDP Renováveis |
100 |
6,748 |
|
5.957 |
3.650 |
9.722 |
3.765 |
63 |
65,610 |
22 |
|
long |
10/08/12 |
7/15/13 |
280 |
|
|
|
Banco BPI |
100 |
77,096 |
|
0.851 |
0.879 |
|
0.028 |
3 |
67,768 |
4 |
|
short |
7/15/13 |
10/07/13 |
84 |
|
|
|
Banif |
100 |
1,652,882 |
|
0.041 |
0.010 |
0.168 |
0.127 |
310 |
277,849 |
45,893 |
|
long |
10/07/13 |
7/21/14 |
287 |
|
|
|
Mota-Engil |
100 |
86,827 |
|
3.200 |
4.618 |
|
1.418 |
44 |
400,970 |
59 |
|
short |
7/21/14 |
3/23/15 |
245 |
|
|
|
Pharol |
100 |
221,775 |
|
1.808 |
0.620 |
5.272 |
3.464 |
192 |
1,169,287 |
393 |
|
long |
3/23/15 |
8/24/15 |
154 |
|
|
|
Altri |
100 |
304,501 |
|
3.840 |
3.199 |
|
-0.641 |
-17 |
974,102 |
-35 |
|
short |
8/24/15 |
8/08/16 |
350 |
|
|
|
Pharol |
100 |
4,058,759 |
|
0.240 |
0.170 |
0.339 |
0.099 |
41 |
1,375,108 |
43 |
|
long |
8/08/16 |
9/12/16 |
35 |
|
|
|
Corticeira Amorim |
100 |
175,061 |
|
7.855 |
8.150 |
|
0.295 |
4 |
1,426,751 |
47 |
|
short |
9/12/16 |
11/14/16 |
63 |
|
|
|
Banco Comercial |
100 |
5,939,844 |
|
0.240 |
0.209 |
0.276 |
0.036 |
15 |
1,641,179 |
125 |
|
long |
11/14/16 |
11/28/16 |
14 |
|
|
|
Pharol |
100 |
6,512,615 |
|
0.252 |
0.195 |
|
-0.057 |
-23 |
1,269,960 |
-100 |
|
short |
11/28/16 |
12/12/16 |
14 |
|
|
|
Banco Comercial |
100 |
5,948,290 |
|
0.214 |
0.222 |
0.205 |
-0.009 |
-4 |
1,218,805 |
-66 |
|
long |
12/12/16 |
8/20/18 |
616 |
|
|
|
Sonae Capital |
100 |
1,504,697 |
|
0.810 |
0.871 |
|
0.061 |
8 |
1,310,591 |
4 |
|
short |
8/20/18 |
4/08/19 |
231 |
|
|
|
Pharol |
100 |
6,081,630 |
|
0.216 |
0.186 |
0.249 |
0.034 |
16 |
1,516,759 |
26 |
|
long |
4/08/19 |
6/03/19 |
56 |
|
|
|
NOS |
100 |
254,917 |
|
5.950 |
5.470 |
|
-0.480 |
-8 |
1,394,398 |
-42 |
|
short |
6/03/19 |
12/02/19 |
182 |
|
|
|
The Navigator |
100 |
440,986 |
|
3.162 |
3.514 |
2.810 |
-0.352 |
-11 |
1,239,171 |
-21 |
|
long |
12/02/19 |
3/02/20 |
91 |
|
|
|
CTT-Correios |
100 |
399,990 |
|
3.098 |
2.340 |
|
-0.758 |
-24 |
935,979 |
-68 |
|
short |
3/02/20 |
9/14/20 |
196 |
|
|
|
Pharol |
100 |
11,331,463 |
|
0.083 |
0.110 |
0.055 |
-0.027 |
-33 |
627,763 |
-52 |
|
long |
9/14/20 |
10/05/20 |
21 |
|
|
|
EDP Renováveis |
100 |
44,648 |
|
14.060 |
14.720 |
|
0.660 |
5 |
657,231 |
122 |
|
short |
10/05/20 |
11/16/20 |
42 |
|
|
|
Banco Comercial |
100 |
8,329,920 |
|
0.079 |
0.106 |
0.052 |
-0.027 |
-34 |
433,989 |
-97 |
|
long |
11/16/20 |
3/07/22 |
476 |
|
|
|
EDP Renováveis |
100 |
25,261 |
|
17.180 |
21.760 |
|
4.580 |
27 |
549,684 |
20 |
|
short |
3/07/22 |
4/04/22 |
28 |
|
|
|
Pharol |
100 |
6,958,028 |
|
0.079 |
0.080 |
0.078 |
-0.001 |
-2 |
541,335 |
-18 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
4/04/22 |
9/19/22 |
168 |
|
|
|
Galp Energia |
100 |
46,929 |
|
11.535 |
9.916 |
|
-1.619 |
-14 |
465,357 |
-28 |
|
short |
9/19/22 |
3/27/23 |
189 |
|
|
|
CTT-Correios |
100 |
150,600 |
|
3.090 |
3.460 |
2.720 |
-0.370 |
-12 |
409,635 |
-22 |
|
long |
3/27/23 |
8/21/23 |
147 |
|
|
|
Banco Comercial |
100 |
2,162,801 |
|
0.189 |
0.247 |
|
0.058 |
31 |
534,645 |
94 |
|
short |
8/21/23 |
12/25/23 |
126 |
|
|
|
EDP Renováveis |
100 |
32,072 |
|
16.670 |
18.505 |
14.835 |
-1.835 |
-11 |
475,792 |
-29 |
|
long |
12/25/23 |
5/10/24 |
137 |
|
|
|
Mota-Engil |
100 |
120,301 |
|
3.955 |
4.096 |
|
0.141 |
4 |
492,755 |
10 |
|
accum | 9/11/06 |
5/10/24 | 6452 |
days out of 6704 invested (96%) |
4,828 |
492,755 |
25 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Banif | short | 7/15/13 | 10/07/13 | 84 | 0.04 | 0.01 | 0.17 | 0.13 | 310.00 | | | 310.00 |
Impresa | short | 9/11/06 | 11/13/06 | 63 | 2.35 | 2.18 | 2.54 | 0.19 | 8.05 | | | |
| short | 10/01/07 | 4/27/09 | 574 | 2.32 | 0.80 | 6.73 | 4.41 | 190.00 | | | 213.34 |
Pharol | short | 7/21/14 | 3/23/15 | 245 | 1.81 | 0.62 | 5.27 | 3.46 | 191.62 | | | |
| short | 8/24/15 | 8/08/16 | 350 | 0.24 | 0.17 | 0.34 | 0.10 | 41.17 | | | |
| long | 11/14/16 | 11/28/16 | 14 | 0.25 | 0.20 | | -0.06 | -22.62 | | | |
| short | 8/20/18 | 4/08/19 | 231 | 0.22 | 0.19 | 0.25 | 0.03 | 15.73 | | | |
| short | 3/02/20 | 9/14/20 | 196 | 0.08 | 0.11 | 0.06 | -0.03 | -32.93 | | | |
| short | 3/07/22 | 4/04/22 | 28 | 0.08 | 0.08 | 0.08 | -0.00 | -1.52 | | | 143.50 |
EDP Renováveis | short | 4/12/10 | 10/08/12 | 910 | 5.96 | 3.65 | 9.72 | 3.77 | 63.21 | | | |
| long | 9/14/20 | 10/05/20 | 21 | 14.06 | 14.72 | | 0.66 | 4.69 | | | |
| long | 11/16/20 | 3/07/22 | 476 | 17.18 | 21.76 | | 4.58 | 26.66 | | | |
| short | 8/21/23 | 12/25/23 | 126 | 16.67 | 18.51 | 14.84 | -1.84 | -11.01 | | | 92.60 |
Mota-Engil | long | 10/07/13 | 7/21/14 | 287 | 3.20 | 4.62 | | 1.42 | 44.31 | | | |
| long | 12/25/23 | 5/10/24 | 137 | 3.96 | 4.10 | | 0.14 | 3.57 | | | 49.46 |
Altri | long | 11/13/06 | 10/01/07 | 322 | 1.90 | 2.60 | | 0.71 | 37.20 | | | |
| long | 3/23/15 | 8/24/15 | 154 | 3.84 | 3.20 | | -0.64 | -16.69 | | | 14.30 |
Sonae Capital | long | 12/12/16 | 8/20/18 | 616 | 0.81 | 0.87 | | 0.06 | 7.53 | | | 7.53 |
Corticeira Amorim | long | 8/08/16 | 9/12/16 | 35 | 7.86 | 8.15 | | 0.30 | 3.76 | | | 3.76 |
Banco BPI | long | 10/08/12 | 7/15/13 | 280 | 0.85 | 0.88 | | 0.03 | 3.29 | | | 3.29 |
Banco Comercial | short | 9/12/16 | 11/14/16 | 63 | 0.24 | 0.21 | 0.28 | 0.04 | 15.03 | | | |
| short | 11/28/16 | 12/12/16 | 14 | 0.21 | 0.22 | 0.20 | -0.01 | -4.03 | | | |
| short | 10/05/20 | 11/16/20 | 42 | 0.08 | 0.11 | 0.05 | -0.03 | -33.97 | | | |
| long | 3/27/23 | 8/21/23 | 147 | 0.19 | 0.25 | | 0.06 | 30.52 | | | -4.86 |
Redes Energéticas | long | 4/27/09 | 4/12/10 | 350 | 3.15 | 2.95 | | -0.20 | -6.48 | | | -6.48 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
NOS | long | 4/08/19 | 6/03/19 | 56 | 5.95 | 5.47 | | -0.48 | -8.07 | | | -8.07 |
The Navigator | short | 6/03/19 | 12/02/19 | 182 | 3.16 | 3.51 | 2.81 | -0.35 | -11.13 | | | -11.13 |
Galp Energia | long | 4/04/22 | 9/19/22 | 168 | 11.54 | 9.92 | | -1.62 | -14.04 | | | -14.04 |
CTT-Correios | long | 12/02/19 | 3/02/20 | 91 | 3.10 | 2.34 | | -0.76 | -24.47 | | | |
| short | 9/19/22 | 3/27/23 | 189 | 3.09 | 3.46 | 2.72 | -0.37 | -11.97 | | | -33.51 |
Annotations
4/20/18 | PSI 20 | | | F.Ramada replaces Novabase |
10/24/16 | Banco Comercial | | | reverse stock split 75:1 (one for seventyfive) |
5/02/16 | Navigator | | | name change, Portucel Soporcel before |
4/19/16 | PSI 20 | | | Corticeira Amorim, Montepio and Sonae Capital were added |
| PSI 20 | | | Impresa and Teixeira Duarte drop out |
12/23/15 | PSI 20 | | | Banif is excluded |
9/21/15 | PSI 20 | | | complete analysis |
|
|