Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Stoxx 50	4,525.050	Fri	0.77	4,400.190	2.84	3,877.540	522.650	13.48	EUR	8.22
		Safran	212.500	Fri	0.09	206.400	2.96	150.000	56.400	37.60	EUR	29.65
	L	Schneider Electric	234.000	Fri	1.85	219.600	6.56	149.240	70.360	47.15	EUR	28.07
	L	ABB	47.160	Fri	1.27	45.470	3.72	31.090	14.380	46.25	CHF	28.03
		Novo Nordisk	883.200	Wed	0.07	851.400	3.74	701.100	150.300	21.44	DKK	26.32
		ASML	864.500	Fri	1.96	846.600	2.11	591.700	254.900	43.08	EUR	25.80
	L	Banco Santander	4.735	Fri	-0.74	4.571	3.59	3.540	1.031	29.11	EUR	25.13
		SAP	176.060	Fri	-0.97	171.480	2.67	128.720	42.760	33.22	EUR	24.05
	L	ING Groep	16.058	Fri	0.17	16.014	0.27	12.314	3.700	30.05	EUR	23.97
	L	GSK	1,799.500	Fri	1.07	1,733.500	3.81	1,405.000	328.500	23.38	GBP	16.92
	L	Siemens	188.400	Fri	2.35	179.360	5.04	128.980	50.380	39.06	EUR	16.89
	L	Allianz	265.500	Fri	0.84	269.200	-1.37	221.150	48.050	21.73	EUR	16.24
	L	Prosus	33.960	Fri	0.18	33.665	0.88	28.495	5.170	18.14	EUR	16.17
		RELX	3,459.000	Fri	0.23	3,358.000	3.01	2,855.000	503.000	17.62	GBP	16.15
	L	BNP Paribas	71.200	Fri	0.84	68.230	4.35	56.810	11.420	20.10	EUR	15.55
		Hermes International	2,296.000	Fri	-0.30	2,274.000	0.97	1,812.400	461.600	25.47	EUR	15.29
	L	Shell	34.405	Fri	1.31	33.770	1.88	31.270	2.500	7.99	EUR	14.50
	L	HSBC	696.000	Fri	0.74	705.500	-1.35	609.300	96.200	15.79	GBP	14.30
		Airbus	159.840	Fri	-1.60	156.660	2.03	128.420	28.240	21.99	EUR	13.89
	L	TotalEnergies	68.680	Fri	0.48	67.260	2.11	62.660	4.600	7.34	EUR	13.16
	L	AstraZeneca	12,370.000	Fri	0.31	12,050.000	2.66	10,276.000	1,774.000	17.26	GBP	12.49
		UBS	26.950	Fri	2.35	24.900	8.23	21.880	3.020	13.80	CHF	12.10
		Münchener Rück	455.400	Fri	3.13	414.300	9.92	373.400	40.900	10.95	EUR	10.77
		Axa	33.720	Fri	0.81	32.210	4.69	27.830	4.380	15.74	EUR	10.50
		EssilorLuxottica	205.900	Fri	0.15	198.400	3.78	172.660	25.740	14.91	EUR	10.00
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Mercedes-Benz	68.190	Fri	-0.23	72.530	-5.98	57.530	15.000	26.07	EUR	8.21
	L	BASF	48.805	Fri	-2.08	49.480	-1.36	43.160	6.320	14.64	EUR	7.84
		Air Liquide	186.640	Fri	-0.17	181.900	2.61	163.440	18.460	11.29	EUR	7.52
	L	Rio Tinto	5,605.000	Fri	0.38	5,467.000	2.52	5,335.000	132.000	2.47	GBP	5.82
	L	Unilever Plc	4,288.000	Fri	0.52	4,188.000	2.39	3,854.500	333.500	8.65	GBP	5.70
		L´Oreal	453.450	Fri	-0.09	443.000	2.36	403.150	39.850	9.88	EUR	5.53
	L	BP	506.200	Fri	0.42	510.400	-0.82	491.500	18.900	3.85	GBP	5.35
	L	National Grid	1,117.000	Fri	0.40	1,074.000	4.00	983.200	90.800	9.24	GBP	4.53
	L	Iberdrola	12.210	Fri	1.75	11.650	4.81	10.570	1.080	10.22	EUR	4.40
		Richemont	135.500	Fri	1.92	131.950	2.69	111.400	20.550	18.45	CHF	4.10
	L	Glencore	476.000	Fri	2.69	455.000	4.62	442.000	13.000	2.94	GBP	3.80
		Deutsche Telekom	21.970	Fri	0.32	21.740	1.06	21.350	0.390	1.83	EUR	3.49
		Enel	6.755	Fri	3.76	6.325	6.80	6.146	0.179	2.91	EUR	3.26
		Zurich Insurance	457.400	Fri	0.42	446.000	2.56	435.100	10.900	2.51	CHF	2.46
		Anheuser-Busch InBev	59.480	Fri	0.88	55.480	7.21	54.840	0.640	1.17	EUR	1.72
		Vinci	115.600	Fri	0.43	111.300	3.86	105.500	5.800	5.50	EUR	1.66
		LVMH	788.400	Fri	-0.08	781.700	0.86	697.200	84.500	12.12	EUR	0.89
		Novartis	92.320	Fri	1.97	88.100	4.79	84.240	3.860	4.58	CHF	-0.57
		Sanofi	94.330	Fri	1.23	91.020	3.64	84.940	6.080	7.16	EUR	-2.13
	L	BAT	2,433.000	Fri	1.33	2,355.000	3.31	2,513.500	-158.500	-6.31	GBP	-5.01
	S	Deutsche Post	39.580	Fri	1.57	38.420	3.02	37.200	1.220	3.28	EUR	-8.22
	S	Nestlé	95.180	Fri	1.04	91.360	4.18	99.870	-8.510	-8.52	CHF	-9.90
		Diageo	2,850.000	Fri	0.46	2,729.000	4.43	3,177.500	-448.500	-14.11	GBP	-10.71
	S	Roche	225.100	Fri	1.26	218.500	3.02	237.150	-18.650	-7.86	CHF	-12.58
	S	Reckitt Benckiser	4,597.000	Fri	0.02	4,476.000	2.70	5,488.000	-1,012.000	-18.44	GBP	-18.71
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Bayer	28.955	Fri	0.92	28.060	3.19	42.060	-14.000	-33.29	EUR	-25.36
Europe 50 - 50 out of 50 instruments rated - 5/06/24 / 11/06/23 - 44 did rise, Market-Ratio(26) = 88.00 %

Technical Chart

	Europe 50 RS = 26 - B/S = 60/40

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

Transactions STOXX Europe 50 * 26 - 60/40 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	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		Vodafone	100	8,968	GBP	1.115	1.153	1.078	-0.038	-3	9,664	-83
long	7/24/06	8/20/07	392		ABB	100	650	CHF	14.850	26.600		11.750	79	17,301	72
short	8/20/07	9/03/07	14		AstraZeneca	100	734	GBP	23.540	24.320	22.760	-0.780	-3	16,729	-58
long	9/03/07	11/19/07	77		ABB	100	567	CHF	29.500	29.000		-0.500	-2	16,445	-8
short	11/19/07	5/18/09	546		UBS	100	325	CHF	50.500	15.910	160.292	109.792	217	52,128	116
long	5/18/09	7/06/09	49		Barclays	100	20,100	GBP	2.593	2.704		0.111	4	54,356	37
short	7/06/09	7/20/09	14		Lloyds Bank	100	82,232	GBP	0.661	0.720	0.602	-0.059	-9	49,496	-91
long	7/20/09	5/24/10	308		Barclays	100	17,118	GBP	2.891	2.779		-0.112	-4	47,575	-5
short	5/24/10	8/02/10	70		Intesa Sanpaolo	100	24,161	EUR	1.969	2.468	1.470	-0.499	-25	35,518	-78
long	8/02/10	8/30/10	28		Novo Nordisk	100	715	DKK	49.610	49.820		0.210	0	35,668	6
short	8/30/10	11/01/10	63		BP	100	9,371	GBP	3.806	4.240	3.372	-0.434	-11	31,601	-50
long	11/01/10	6/27/11	238		Novo Nordisk	100	564	DKK	56.000	64.900		8.900	16	36,621	25
short	6/27/11	7/04/11	7		Lloyds Bank	100	84,389	GBP	0.434	0.499	0.369	-0.065	-15	31,157	-100
long	7/04/11	7/18/11	14		BASF	100	460	EUR	67.700	67.430		-0.270	0	31,033	-10
short	7/18/11	2/06/12	203		Lloyds Bank	100	75,057	GBP	0.413	0.353	0.484	0.071	17	36,350	33
long	2/06/12	10/20/14	987		Novo Nordisk	100	480	DKK	75.600	130.400		54.800	72	62,654	22
short	10/20/14	12/29/14	70		Deutsche Bank	100	2,908	EUR	21.545	22.630	20.461	-1.084	-5	59,501	-24
long	12/29/14	8/24/15	238		Anheuser-Busch InBev	100	627	EUR	94.800	91.280		-3.520	-4	57,294	-6
short	8/24/15	8/08/16	350		Rio Tinto	100	2,659	GBP	21.545	25.255	17.835	-3.710	-17	47,429	-18
long	8/08/16	3/12/18	581		AstraZeneca	100	913	GBP	51.900	48.000		-3.900	-8	43,868	-5
short	3/12/18	9/24/18	196		Imperial Brands	100	1,718	GBP	25.530	26.095	24.965	-0.565	-2	42,898	-4
long	9/24/18	10/15/18	21		Safran	100	358	EUR	119.500	107.500		-12.000	-10	38,602	-84
short	10/15/18	4/08/19	175		Intesa Sanpaolo	100	18,908	EUR	2.042	2.233	1.850	-0.192	-9	34,981	-19
long	4/08/19	3/02/20	329		Airbus	100	289	EUR	120.740	107.620		-13.120	-11	31,189	-12
short	3/02/20	9/07/20	189		Anheuser-Busch InBev	100	599	EUR	52.000	49.345	54.798	2.798	5	32,865	11
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/07/20	3/07/22	546		Schneider Electric	100	311	EUR	105.500	130.640		25.140	24	40,684	15
short	3/07/22	3/21/22	14		Prosus	100	1,834	EUR	22.180	23.420	20.940	-1.240	-6	38,409	-78
long	3/21/22	5/09/22	49		Shell	100	15,904	EUR	2.415	2.603		0.188	8	41,399	75
short	5/09/22	12/12/22	217		Prosus	100	2,252	EUR	18.380	29.320	7.440	-10.940	-60	16,762	-78
long	12/12/22	8/21/23	252		Novo Nordisk	100	36	DKK	456.400	630.600		174.200	38	23,034	60
short	8/21/23	12/11/23	112		Adyen	100	28	EUR	797.000	1,217.600	376.400	-420.600	-53	11,257	-91
long	12/11/23	5/10/24	151		UBS	100	449	CHF	25.040	26.950		1.910	8	12,114	19
accum	7/17/06	5/10/24	6508	days out of 6704 invested (97%)								21		12,114	1

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	11/19/07	5/18/09	546	50.50	15.91	160.29	109.79	217.41
	long	12/11/23	5/10/24	151	25.04	26.95		1.91	7.63	241.62
Novo Nordisk	long	8/02/10	8/30/10	28	49.61	49.82		0.21	0.42
	long	11/01/10	6/27/11	238	56.00	64.90		8.90	15.89
	long	2/06/12	10/20/14	987	75.60	130.40		54.80	72.49
	long	12/12/22	8/21/23	252	456.40	630.60		174.20	38.17	177.37
ABB	long	7/24/06	8/20/07	392	14.85	26.60		11.75	79.12
	long	9/03/07	11/19/07	77	29.50	29.00		-0.50	-1.69	76.09
Schneider Electric	long	9/07/20	3/07/22	546	105.50	130.64		25.14	23.83	23.83
Shell	long	3/21/22	5/09/22	49	2.42	2.60		0.19	7.78	7.78
Anheuser-Busch InBev	long	12/29/14	8/24/15	238	94.80	91.28		-3.52	-3.71
	short	3/02/20	9/07/20	189	52.00	49.35	54.80	2.80	5.38	1.47
Barclays	long	5/18/09	7/06/09	49	2.59	2.70		0.11	4.27
	long	7/20/09	5/24/10	308	2.89	2.78		-0.11	-3.88	0.23
BASF	long	7/04/11	7/18/11	14	67.70	67.43		-0.27	-0.40	-0.40
Imperial Brands	short	3/12/18	9/24/18	196	25.53	26.10	24.97	-0.57	-2.21	-2.21
Vodafone	short	7/17/06	7/24/06	7	1.12	1.15	1.08	-0.04	-3.36	-3.36
Deutsche Bank	short	10/20/14	12/29/14	70	21.55	22.63	20.46	-1.08	-5.03	-5.03
Lloyds Bank	short	7/06/09	7/20/09	14	0.66	0.72	0.60	-0.06	-8.94
	short	6/27/11	7/04/11	7	0.43	0.50	0.37	-0.06	-14.92
	short	7/18/11	2/06/12	203	0.41	0.35	0.48	0.07	17.14	-9.25
Safran	long	9/24/18	10/15/18	21	119.50	107.50		-12.00	-10.04	-10.04
AstraZeneca	short	8/20/07	9/03/07	14	23.54	24.32	22.76	-0.78	-3.31
	long	8/08/16	3/12/18	581	51.90	48.00		-3.90	-7.51	-10.58
Airbus	long	4/08/19	3/02/20	329	120.74	107.62		-13.12	-10.87	-10.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BP	short	8/30/10	11/01/10	63	3.81	4.24	3.37	-0.43	-11.40	-11.40
Rio Tinto	short	8/24/15	8/08/16	350	21.55	25.26	17.84	-3.71	-17.22	-17.22
Intesa Sanpaolo	short	5/24/10	8/02/10	70	1.97	2.47	1.47	-0.50	-25.34
	short	10/15/18	4/08/19	175	2.04	2.23	1.85	-0.19	-9.38	-32.35
Adyen	short	8/21/23	12/11/23	112	797.00	1,217.60	376.40	-420.60	-52.77	-52.77
Prosus	short	3/07/22	3/21/22	14	22.18	23.42	20.94	-1.24	-5.59
	short	5/09/22	12/12/22	217	18.38	29.32	7.44	-10.94	-59.52	-61.78

Annotations

2/19/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/13/23	Novo Nordisk	stock split 1:2 (two for one)
7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
9/24/18	Europe 50	Safran replaces Imperial Brands
5/31/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15	Europe 50	complete analysis
7/09/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


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