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 (2)

														⇐
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		Deutsche Telekom	50	413	EUR	12.090	12.300	11.880	-0.210	-2	9,913	-60
					Vodafone	50	4,490	GBP	1.115	1.153	1.078	-0.038	-3	9,745	-83
100							-3							-74
long	7/24/06	8/20/07	392		ABB	50	328	CHF	14.850	26.600		11.750	79	13,599	72
					AstraZeneca	50	147	GBP	33.140	23.540		-9.600	-29	12,188	-27
100							25							23
short	8/20/07	9/03/07	14		UBS	50	96	CHF	63.200	63.150	63.250	0.050	0	12,192	2
					AstraZeneca	50	260	GBP	23.540	24.320	22.760	-0.780	-3	11,990	-58
100							-2							-35
long	9/03/07	11/19/07	77		Mercedes-Benz	50	89	EUR	67.030	64.610		-2.420	-4	11,774	-16
					ABB	50	204	CHF	29.500	29.000		-0.500	-2	11,672	-8
100							-3							-12
short	11/19/07	5/18/09	546		UBS	50	115	CHF	50.500	15.910	160.292	109.792	217	24,298	116
					Barclays	50	1,292	GBP	4.538	2.593	7.940	3.402	75	28,694	45
100							146							82
long	5/18/09	7/06/09	49		Deutsche Bank	50	429	EUR	33.439	32.088		-1.352	-4	28,115	-26
					Barclays	50	5,532	GBP	2.593	2.704		0.111	4	28,728	37
100							0							1
short	7/06/09	7/20/09	14		Deutsche Telekom	50	1,722	EUR	8.340	8.250	8.431	0.091	1	28,884	33
					Lloyds Bank	50	21,734	GBP	0.661	0.720	0.602	-0.059	-9	27,600	-91
100							-4							-65
long	7/20/09	5/24/10	308		Deutsche Bank	50	361	EUR	38.139	36.919		-1.220	-3	27,160	-4
					Barclays	50	4,783	GBP	2.891	2.779		-0.112	-4	26,623	-5
100							-4							-4
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/24/10	8/02/10	70		Intesa Sanpaolo	50	6,760	EUR	1.969	2.468	1.470	-0.499	-25	23,250	-78
					Banco Bilbao Viz	50	1,649	EUR	8.070	10.113	6.027	-2.043	-25	19,881	-78
100							-25							-78
long	8/02/10	8/30/10	28		LVMH	50	104	EUR	95.310	91.600		-3.710	-4	19,495	-40
					Novo Nordisk	50	200	DKK	49.610	49.820		0.210	0	19,537	6
100							-2							-20
short	8/30/10	11/01/10	63		Axa	50	796	EUR	12.265	13.110	11.420	-0.845	-7	18,864	-34
					BP	50	2,568	GBP	3.806	4.240	3.372	-0.434	-11	17,750	-50
100							-9							-43
long	11/01/10	6/27/11	238		LVMH	50	78	EUR	113.350	116.750		3.400	3	18,015	5
					Novo Nordisk	50	159	DKK	56.000	64.900		8.900	16	19,430	25
100							9							15
short	6/27/11	7/04/11	7		Credit Suisse	50	307	CHF	31.620	33.400	29.840	-1.780	-6	18,884	-95
					Lloyds Bank	50	22,405	GBP	0.434	0.499	0.369	-0.065	-15	17,433	-100
100							-10							-100
long	7/04/11	7/18/11	14		BASF	50	128	EUR	67.700	67.430		-0.270	0	17,398	-10
					BT Group	50	4,372	GBP	2.005	1.876		-0.129	-6	16,834	-82
100							-3							-60
short	7/18/11	2/06/12	203		Lloyds Bank	50	20,358	GBP	0.413	0.353	0.484	0.071	17	18,277	33
					Intesa Sanpaolo	50	5,687	EUR	1.480	1.527	1.433	-0.047	-3	18,009	-6
100							7							13
long	2/06/12	10/20/14	987		Anheuser-Busch InBev	50	184	EUR	48.850	83.480		34.630	71	24,381	22
					Novo Nordisk	50	119	DKK	75.600	130.400		54.800	72	30,903	22
100							72							22
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/20/14	12/29/14	70		Deutsche Bank	50	717	EUR	21.545	22.630	20.461	-1.084	-5	30,125	-24
					GSK	50	1,145	GBP	13.489	14.083	12.894	-0.594	-4	29,444	-21
100							-5							-22
long	12/29/14	8/24/15	238		Novartis	50	190	CHF	77.460	74.670		-2.790	-4	28,914	-5
					Anheuser-Busch InBev	50	155	EUR	94.800	91.280		-3.520	-4	28,369	-6
100							-4							-6
short	8/24/15	8/08/16	350		BP	50	4,211	GBP	3.368	4.222	2.515	-0.854	-25	24,775	-26
					Rio Tinto	50	658	GBP	21.545	25.255	17.835	-3.710	-17	22,333	-18
100							-21							-22
long	8/08/16	3/12/18	581		AstraZeneca	50	215	GBP	51.900	48.000		-3.900	-8	21,495	-5
					BAT	50	234	GBP	47.595	42.550		-5.045	-11	20,314	-7
100							-9							-6
short	3/12/18	9/24/18	196		Imperial Brands	50	397	GBP	25.530	26.095	24.965	-0.565	-2	20,090	-4
					Reckitt Benckiser	50	178	GBP	56.970	68.350	45.590	-11.380	-20	18,064	-34
100							-11							-20
long	9/24/18	10/15/18	21		LVMH	50	29	EUR	305.700	260.450		-45.250	-15	16,752	-94
					Safran	50	76	EUR	119.500	107.500		-12.000	-10	15,840	-84
100							-12							-90
short	10/15/18	4/08/19	175		Vodafone	50	5,156	GBP	1.536	1.406	1.679	0.143	9	16,575	20
					Intesa Sanpaolo	50	3,879	EUR	2.042	2.233	1.850	-0.192	-9	15,832	-19
100							0							0
long	4/08/19	3/02/20	329		Airbus	50	65	EUR	120.740	107.620		-13.120	-11	14,979	-12
					Rio Tinto	50	169	GBP	47.180	37.200		-9.980	-21	13,293	-23
100							-16							-18
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/02/20	9/07/20	189		Shell	50	3,355	EUR	1.981	1.247	3.145	1.165	59	17,200	144
					Anheuser-Busch InBev	50	127	EUR	52.000	49.345	54.798	2.798	5	17,555	11
100							32							71
long	9/07/20	3/07/22	546		Siemens	50	74	EUR	117.260	113.780		-3.480	-3	17,298	-2
					Schneider Electric	50	84	EUR	105.500	130.640		25.140	24	19,410	15
100							11							7
short	3/07/22	3/21/22	14		Adidas	50	54	EUR	176.900	213.550	140.250	-36.650	-21	17,430	-100
					Prosus	50	444	EUR	22.180	23.420	20.940	-1.240	-6	16,880	-78
100							-13							-97
long	3/21/22	5/09/22	49		Shell	50	3,494	EUR	2.415	2.603		0.188	8	17,537	75
					Novo Nordisk	50	22	DKK	373.000	377.900		4.900	1	17,645	10
100							5							40
short	5/09/22	12/12/22	217		Prosus	50	479	EUR	18.380	29.320	7.440	-10.940	-60	12,404	-78
					Kering	50	19	EUR	442.450	517.900	367.000	-75.450	-17	10,971	-27
100							-39							-56
long	12/12/22	8/21/23	252		AstraZeneca	50	48	GBP	113.500	106.740		-6.760	-6	10,646	-9
					Novo Nordisk	50	12	DKK	456.400	630.600		174.200	38	12,737	60
100							16							24
short	8/21/23	12/11/23	112		Adyen	50	7	EUR	797.000	1,217.600	376.400	-420.600	-53	9,792	-91
					BAT	50	284	GBP	25.190	22.925	27.679	2.489	10	10,499	36
100							-18							-47
long	12/11/23	5/10/24	151		SAP	50	35	EUR	147.340	176.060		28.720	19	11,504	54
					UBS	50	213	CHF	25.040	26.950		1.910	8	11,911	19
100							13							36
accum	7/17/06	5/10/24	6508	days out of 6704 invested (97%)								19		11,911	1

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
UBS	short	8/20/07	9/03/07	14	63.20	63.15	63.25	0.05	0.08	50	0.04
	short	11/19/07	5/18/09	546	50.50	15.91	160.29	109.79	217.41		108.71
	long	12/11/23	5/10/24	151	25.04	26.95		1.91	7.63		3.81	116.75
Novo Nordisk	long	8/02/10	8/30/10	28	49.61	49.82		0.21	0.42		0.21
	long	11/01/10	6/27/11	238	56.00	64.90		8.90	15.89		7.95
	long	2/06/12	10/20/14	987	75.60	130.40		54.80	72.49		36.24
	long	3/21/22	5/09/22	49	373.00	377.90		4.90	1.31		0.66
	long	12/12/22	8/21/23	252	456.40	630.60		174.20	38.17		19.08	76.66
ABB	long	7/24/06	8/20/07	392	14.85	26.60		11.75	79.12		39.56
	long	9/03/07	11/19/07	77	29.50	29.00		-0.50	-1.69		-0.85	38.38
Barclays	short	11/19/07	5/18/09	546	4.54	2.59	7.94	3.40	74.98		37.49
	long	5/18/09	7/06/09	49	2.59	2.70		0.11	4.27		2.14
	long	7/20/09	5/24/10	308	2.89	2.78		-0.11	-3.88		-1.94	37.70
Anheuser-Busch InBev	long	2/06/12	10/20/14	987	48.85	83.48		34.63	70.89		35.45
	long	12/29/14	8/24/15	238	94.80	91.28		-3.52	-3.71		-1.86
	short	3/02/20	9/07/20	189	52.00	49.35	54.80	2.80	5.38		2.69	36.51
Shell	short	3/02/20	9/07/20	189	1.98	1.25	3.15	1.16	58.79		29.40
	long	3/21/22	5/09/22	49	2.42	2.60		0.19	7.78		3.89	34.43
Schneider Electric	long	9/07/20	3/07/22	546	105.50	130.64		25.14	23.83		11.91	11.91
SAP	long	12/11/23	5/10/24	151	147.34	176.06		28.72	19.49		9.75	9.75
Vodafone	short	7/17/06	7/24/06	7	1.12	1.15	1.08	-0.04	-3.36		-1.68
	short	10/15/18	4/08/19	175	1.54	1.41	1.68	0.14	9.28		4.64	2.88
BASF	long	7/04/11	7/18/11	14	67.70	67.43		-0.27	-0.40		-0.20	-0.20
Deutsche Telekom	short	7/17/06	7/24/06	7	12.09	12.30	11.88	-0.21	-1.74		-0.87
	short	7/06/09	7/20/09	14	8.34	8.25	8.43	0.09	1.09		0.55	-0.33
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
BAT	long	8/08/16	3/12/18	581	47.60	42.55		-5.04	-10.60		-5.30
	short	8/21/23	12/11/23	112	25.19	22.93	27.68	2.49	9.88		4.94	-0.62
Imperial Brands	short	3/12/18	9/24/18	196	25.53	26.10	24.97	-0.57	-2.21		-1.11	-1.11
Siemens	long	9/07/20	3/07/22	546	117.26	113.78		-3.48	-2.97		-1.48	-1.48
Novartis	long	12/29/14	8/24/15	238	77.46	74.67		-2.79	-3.60		-1.80	-1.80
Mercedes-Benz	long	9/03/07	11/19/07	77	67.03	64.61		-2.42	-3.61		-1.81	-1.81
GSK	short	10/20/14	12/29/14	70	13.49	14.08	12.89	-0.59	-4.41		-2.20	-2.20
Credit Suisse	short	6/27/11	7/04/11	7	31.62	33.40	29.84	-1.78	-5.63		-2.81	-2.81
BT Group	long	7/04/11	7/18/11	14	2.01	1.88		-0.13	-6.43		-3.22	-3.22
Axa	short	8/30/10	11/01/10	63	12.27	13.11	11.42	-0.85	-6.89		-3.44	-3.44
Lloyds Bank	short	7/06/09	7/20/09	14	0.66	0.72	0.60	-0.06	-8.94		-4.47
	short	6/27/11	7/04/11	7	0.43	0.50	0.37	-0.06	-14.92		-7.46
	short	7/18/11	2/06/12	203	0.41	0.35	0.48	0.07	17.14		8.57	-4.02
Safran	long	9/24/18	10/15/18	21	119.50	107.50		-12.00	-10.04		-5.02	-5.02
Airbus	long	4/08/19	3/02/20	329	120.74	107.62		-13.12	-10.87		-5.43	-5.43
Deutsche Bank	long	5/18/09	7/06/09	49	33.44	32.09		-1.35	-4.04		-2.02
	long	7/20/09	5/24/10	308	38.14	36.92		-1.22	-3.20		-1.60
	short	10/20/14	12/29/14	70	21.55	22.63	20.46	-1.08	-5.03		-2.52	-6.01
LVMH	long	8/02/10	8/30/10	28	95.31	91.60		-3.71	-3.89		-1.95
	long	11/01/10	6/27/11	238	113.35	116.75		3.40	3.00		1.50
	long	9/24/18	10/15/18	21	305.70	260.45		-45.25	-14.80		-7.40	-7.84
Kering	short	5/09/22	12/12/22	217	442.45	517.90	367.00	-75.45	-17.05		-8.53	-8.53
Reckitt Benckiser	short	3/12/18	9/24/18	196	56.97	68.35	45.59	-11.38	-19.98		-9.99	-9.99
Adidas	short	3/07/22	3/21/22	14	176.90	213.55	140.25	-36.65	-20.72		-10.36	-10.36
Banco Bilbao Viz	short	5/24/10	8/02/10	70	8.07	10.11	6.03	-2.04	-25.32		-12.66	-12.66
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
BP	short	8/30/10	11/01/10	63	3.81	4.24	3.37	-0.43	-11.40		-5.70
	short	8/24/15	8/08/16	350	3.37	4.22	2.51	-0.85	-25.34		-12.67	-17.65
Intesa Sanpaolo	short	5/24/10	8/02/10	70	1.97	2.47	1.47	-0.50	-25.34		-12.67
	short	7/18/11	2/06/12	203	1.48	1.53	1.43	-0.05	-3.18		-1.59
	short	10/15/18	4/08/19	175	2.04	2.23	1.85	-0.19	-9.38		-4.69	-18.09
Rio Tinto	short	8/24/15	8/08/16	350	21.55	25.26	17.84	-3.71	-17.22		-8.61
	long	4/08/19	3/02/20	329	47.18	37.20		-9.98	-21.15		-10.58	-18.28
AstraZeneca	long	7/24/06	8/20/07	392	33.14	23.54		-9.60	-28.97		-14.48
	short	8/20/07	9/03/07	14	23.54	24.32	22.76	-0.78	-3.31		-1.66
	long	8/08/16	3/12/18	581	51.90	48.00		-3.90	-7.51		-3.76
	long	12/12/22	8/21/23	252	113.50	106.74		-6.76	-5.96		-2.98	-21.47
Adyen	short	8/21/23	12/11/23	112	797.00	1,217.60	376.40	-420.60	-52.77		-26.39	-26.39
Prosus	short	3/07/22	3/21/22	14	22.18	23.42	20.94	-1.24	-5.59		-2.80
	short	5/09/22	12/12/22	217	18.38	29.32	7.44	-10.94	-59.52		-29.76	-31.72

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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