| |
| |
Assessment - STOXX Europe 50 - 5/06/24 - RS = 30
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
10/09/23 |
prc diff |
⇓ Δ30 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Stoxx 50 |
4,490.340 |
Thu |
0.77 |
4,400.190 |
2.05 |
3,884.210 |
515.980 |
13.28 |
EUR |
8.22 |
| | |
|
|
|
|
|
Safran |
212.300 |
Thu |
0.57 |
206.400 |
2.86 |
145.860 |
60.540 |
41.51 |
EUR |
29.65 |
| | |
|
|
|
L |
|
Schneider Electric |
229.750 |
Thu |
1.48 |
219.600 |
4.62 |
152.600 |
67.000 |
43.91 |
EUR |
28.07 |
| | |
|
|
|
L |
|
ABB |
46.570 |
Wed |
1.84 |
45.470 |
2.42 |
32.470 |
13.000 |
40.04 |
CHF |
28.03 |
| | |
|
|
|
|
|
Novo Nordisk |
883.200 |
Wed |
0.07 |
851.400 |
3.74 |
640.000 |
211.400 |
33.03 |
DKK |
26.32 |
| | |
|
|
|
|
|
ASML |
847.900 |
Thu |
0.34 |
846.600 |
0.15 |
555.100 |
291.500 |
52.51 |
EUR |
25.80 |
| | |
|
|
|
L |
|
Banco Santander |
4.770 |
Thu |
-0.03 |
4.571 |
4.36 |
3.513 |
1.058 |
30.12 |
EUR |
25.13 |
| | |
|
|
|
|
|
SAP |
177.780 |
Thu |
0.75 |
171.480 |
3.67 |
122.240 |
49.240 |
40.28 |
EUR |
24.05 |
| | |
|
|
|
L |
|
ING Groep |
16.034 |
Thu |
-0.04 |
16.014 |
0.12 |
12.520 |
3.494 |
27.91 |
EUR |
23.97 |
| | |
|
|
|
L |
|
GSK |
1,780.500 |
Thu |
0.39 |
1,733.500 |
2.71 |
1,508.200 |
225.300 |
14.94 |
GBP |
16.92 |
| | |
|
|
|
L |
|
Siemens |
184.080 |
Thu |
1.38 |
179.360 |
2.63 |
132.720 |
46.640 |
35.14 |
EUR |
16.89 |
| | |
|
|
|
L |
|
Allianz |
263.300 |
Thu |
1.35 |
269.200 |
-2.19 |
222.500 |
46.700 |
20.99 |
EUR |
16.24 |
| | |
|
|
|
L |
|
Prosus |
33.900 |
Thu |
2.48 |
33.665 |
0.70 |
27.465 |
6.200 |
22.57 |
EUR |
16.17 |
| | |
|
|
|
|
|
RELX |
3,451.000 |
Thu |
0.52 |
3,358.000 |
2.77 |
2,858.000 |
500.000 |
17.49 |
GBP |
16.15 |
| | |
|
|
|
L |
|
BNP Paribas |
70.610 |
Thu |
0.96 |
68.230 |
3.49 |
59.030 |
9.200 |
15.59 |
EUR |
15.55 |
| | |
|
|
|
|
|
Hermes International |
2,303.000 |
Thu |
-0.09 |
2,274.000 |
1.28 |
1,727.800 |
546.200 |
31.61 |
EUR |
15.29 |
| | |
|
|
|
L |
|
Shell |
33.960 |
Thu |
0.56 |
33.770 |
0.56 |
31.115 |
2.655 |
8.53 |
EUR |
14.50 |
| | |
|
|
|
L |
|
HSBC |
690.900 |
Thu |
-4.15 |
705.500 |
-2.07 |
645.000 |
60.500 |
9.38 |
GBP |
14.30 |
| | |
|
|
|
|
|
Airbus |
162.440 |
Thu |
0.57 |
156.660 |
3.69 |
123.080 |
33.580 |
27.28 |
EUR |
13.89 |
| | |
|
|
|
L |
|
TotalEnergies |
68.350 |
Thu |
1.67 |
67.260 |
1.62 |
61.390 |
5.870 |
9.56 |
EUR |
13.16 |
| | |
|
|
|
L |
|
AstraZeneca |
12,332.000 |
Thu |
0.55 |
12,050.000 |
2.34 |
10,856.000 |
1,194.000 |
11.00 |
GBP |
12.49 |
| | |
|
|
|
|
|
UBS |
26.330 |
Wed |
-1.72 |
24.900 |
5.74 |
22.140 |
2.760 |
12.47 |
CHF |
12.10 |
| | |
|
|
|
|
|
Münchener Rück |
441.600 |
Thu |
1.89 |
414.300 |
6.59 |
373.300 |
41.000 |
10.98 |
EUR |
10.77 |
| | |
|
|
|
|
|
Axa |
33.450 |
Thu |
0.51 |
32.210 |
3.85 |
27.875 |
4.335 |
15.55 |
EUR |
10.50 |
| | |
|
|
|
|
|
EssilorLuxottica |
205.600 |
Thu |
0.78 |
198.400 |
3.63 |
163.300 |
35.100 |
21.49 |
EUR |
10.00 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
10/09/23 |
prc diff |
⇓ Δ30 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Mercedes-Benz |
68.350 |
Thu |
1.61 |
72.530 |
-5.76 |
63.450 |
9.080 |
14.31 |
EUR |
8.21 |
| | |
|
|
|
L |
|
BASF |
49.840 |
Thu |
0.67 |
49.480 |
0.73 |
40.940 |
8.540 |
20.86 |
EUR |
7.84 |
| | |
|
|
|
|
|
Air Liquide |
186.960 |
Thu |
0.23 |
181.900 |
2.78 |
158.300 |
23.600 |
14.91 |
EUR |
7.52 |
| | |
|
|
|
L |
|
Rio Tinto |
5,584.000 |
Thu |
1.01 |
5,467.000 |
2.14 |
4,944.500 |
522.500 |
10.57 |
GBP |
5.82 |
| | |
|
|
|
L |
|
Unilever Plc |
4,266.000 |
Thu |
0.87 |
4,188.000 |
1.86 |
3,909.500 |
278.500 |
7.12 |
GBP |
5.70 |
| | |
|
|
|
|
|
L´Oreal |
453.850 |
Thu |
1.52 |
443.000 |
2.45 |
387.050 |
55.950 |
14.46 |
EUR |
5.53 |
| | |
|
|
|
L |
|
BP |
504.100 |
Thu |
0.72 |
510.400 |
-1.23 |
520.300 |
-9.900 |
-1.90 |
GBP |
5.35 |
| | |
|
|
|
L |
|
National Grid |
1,112.500 |
Thu |
1.00 |
1,074.000 |
3.58 |
948.800 |
125.200 |
13.20 |
GBP |
4.53 |
| | |
|
|
|
L |
|
Iberdrola |
12.000 |
Thu |
0.25 |
11.650 |
3.00 |
10.240 |
1.410 |
13.77 |
EUR |
4.40 |
| | |
|
|
|
|
|
Richemont |
132.950 |
Wed |
0.08 |
131.950 |
0.76 |
109.650 |
22.300 |
20.34 |
CHF |
4.10 |
| | |
|
|
|
L |
|
Glencore |
463.550 |
Thu |
0.62 |
455.000 |
1.88 |
450.750 |
4.250 |
0.94 |
GBP |
3.80 |
| | |
|
|
|
|
|
Deutsche Telekom |
21.900 |
Thu |
1.20 |
21.740 |
0.74 |
20.320 |
1.420 |
6.99 |
EUR |
3.49 |
| | |
|
|
|
|
|
Enel |
6.508 |
Thu |
0.90 |
6.325 |
2.89 |
5.604 |
0.721 |
12.87 |
EUR |
3.26 |
| | |
|
|
|
|
|
Zurich Insurance |
455.500 |
Wed |
0.86 |
446.000 |
2.13 |
420.800 |
25.200 |
5.99 |
CHF |
2.46 |
| | |
|
|
|
|
|
Anheuser-Busch InBev |
58.960 |
Thu |
0.31 |
55.480 |
6.27 |
49.490 |
5.990 |
12.10 |
EUR |
1.72 |
| | |
|
|
|
|
|
Vinci |
115.100 |
Thu |
1.05 |
111.300 |
3.41 |
102.220 |
9.080 |
8.88 |
EUR |
1.66 |
| | |
|
|
|
|
|
LVMH |
789.000 |
Thu |
0.14 |
781.700 |
0.93 |
710.700 |
71.000 |
9.99 |
EUR |
0.89 |
| | |
|
|
|
|
|
Novartis |
90.540 |
Wed |
0.85 |
88.100 |
2.77 |
88.130 |
-0.030 |
-0.03 |
CHF |
-0.57 |
| | |
|
|
|
|
|
Sanofi |
93.180 |
Thu |
0.11 |
91.020 |
2.37 |
102.580 |
-11.560 |
-11.27 |
EUR |
-2.13 |
| | |
|
|
|
L |
|
BAT |
2,401.000 |
Thu |
-0.21 |
2,355.000 |
1.95 |
2,506.000 |
-151.000 |
-6.03 |
GBP |
-5.01 |
| | |
|
|
|
S |
|
Deutsche Post |
38.970 |
Thu |
1.72 |
38.420 |
1.43 |
38.440 |
-0.020 |
-0.05 |
EUR |
-8.22 |
| | |
|
|
|
S |
|
Nestlé |
94.200 |
Wed |
2.21 |
91.360 |
3.11 |
101.400 |
-10.040 |
-9.90 |
CHF |
-9.90 |
| | |
|
|
|
|
|
Diageo |
2,837.000 |
Thu |
1.03 |
2,729.000 |
3.96 |
3,050.500 |
-321.500 |
-10.54 |
GBP |
-10.71 |
| | |
|
|
|
S |
|
Roche |
222.300 |
Wed |
0.45 |
218.500 |
1.74 |
250.850 |
-32.350 |
-12.90 |
CHF |
-12.58 |
| | |
|
|
|
S |
|
Reckitt Benckiser |
4,596.000 |
Thu |
1.08 |
4,476.000 |
2.68 |
5,780.000 |
-1,304.000 |
-22.56 |
GBP |
-18.71 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
10/09/23 |
prc diff |
⇓ Δ30 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Bayer |
28.690 |
Thu |
0.74 |
28.060 |
2.25 |
43.440 |
-15.380 |
-35.41 |
EUR |
-25.36 |
Europe 50 - 50 out of 50 instruments rated - 5/06/24 / 10/09/23 - 40 did rise, Market-Ratio(30) = 80.00 % |
Technical Chart
Transactions STOXX Europe 50 * L30 - 66/65 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
7/24/06 |
203 |
|
- cash - |
long |
7/24/06 |
9/11/06 |
49 |
|
|
|
ABB |
100 |
673 |
CHF |
14.850 |
16.350 |
|
1.500 |
10 |
11,010 |
105 |
|
9/11/06 |
10/09/06 |
28 |
|
- cash - |
|
10/09/06 |
7/30/07 |
294 |
|
|
|
ABB |
100 |
636 |
CHF |
17.300 |
28.600 |
|
11.300 |
65 |
18,196 |
87 |
|
7/30/07 |
10/01/07 |
63 |
|
- cash - |
|
10/01/07 |
11/12/07 |
42 |
|
|
|
Rio Tinto |
100 |
508 |
GBP |
35.762 |
46.741 |
|
10.979 |
31 |
23,774 |
924 |
|
11/12/07 |
5/25/09 |
560 |
|
- cash - |
|
5/25/09 |
6/01/09 |
7 |
|
|
|
Barclays |
100 |
8,897 |
GBP |
2.672 |
2.921 |
|
0.249 |
9 |
25,993 |
10,393 |
|
6/01/09 |
7/27/09 |
56 |
|
- cash - |
|
7/27/09 |
5/10/10 |
287 |
|
|
|
Barclays |
100 |
9,256 |
GBP |
2.808 |
3.045 |
|
0.236 |
8 |
28,181 |
11 |
|
5/10/10 |
9/06/10 |
119 |
|
- cash - |
|
9/06/10 |
10/04/10 |
28 |
|
|
|
Novo Nordisk |
100 |
556 |
DKK |
50.650 |
52.900 |
|
2.250 |
4 |
29,432 |
76 |
|
10/04/10 |
12/13/10 |
70 |
|
- cash - |
|
12/13/10 |
6/06/11 |
175 |
|
|
|
Mercedes-Benz |
100 |
537 |
EUR |
54.760 |
47.200 |
|
-7.560 |
-14 |
25,373 |
-27 |
|
6/06/11 |
7/04/11 |
28 |
|
- cash - |
|
7/04/11 |
7/11/11 |
7 |
|
|
|
BASF |
100 |
374 |
EUR |
67.700 |
66.950 |
|
-0.750 |
-1 |
25,092 |
-44 |
|
7/11/11 |
3/05/12 |
238 |
|
- cash - |
|
3/05/12 |
5/21/12 |
77 |
|
|
|
Novo Nordisk |
100 |
315 |
DKK |
79.450 |
84.150 |
|
4.700 |
6 |
26,573 |
31 |
|
5/21/12 |
6/18/12 |
28 |
|
- cash - |
|
6/18/12 |
10/15/12 |
119 |
|
|
|
Anheuser-Busch InBev |
100 |
473 |
EUR |
56.110 |
67.100 |
|
10.990 |
20 |
31,771 |
73 |
|
10/15/12 |
11/05/12 |
21 |
|
- cash - |
|
11/05/12 |
12/16/13 |
406 |
|
|
|
Lloyds Bank |
100 |
74,144 |
GBP |
0.429 |
0.766 |
|
0.338 |
79 |
56,817 |
69 |
|
12/16/13 |
12/30/13 |
14 |
|
- cash - |
|
12/30/13 |
8/04/14 |
217 |
|
|
|
ING Groep |
100 |
5,664 |
EUR |
10.030 |
9.625 |
|
-0.405 |
-4 |
54,523 |
-7 |
|
8/04/14 |
8/25/14 |
21 |
|
- cash - |
|
8/25/14 |
10/13/14 |
49 |
|
|
|
AstraZeneca |
100 |
1,220 |
GBP |
44.675 |
43.555 |
|
-1.120 |
-3 |
53,157 |
-17 |
|
10/13/14 |
2/09/15 |
119 |
|
- cash - |
|
2/09/15 |
8/24/15 |
196 |
|
|
|
Deutsche Telekom |
100 |
3,417 |
EUR |
15.555 |
14.040 |
|
-1.515 |
-10 |
47,980 |
-17 |
|
8/24/15 |
9/05/16 |
378 |
|
- cash - |
|
9/05/16 |
11/21/16 |
77 |
|
|
|
HSBC |
100 |
8,249 |
GBP |
5.816 |
6.336 |
|
0.520 |
9 |
52,271 |
50 |
|
11/21/16 |
12/19/16 |
28 |
|
- cash - |
|
12/19/16 |
12/04/17 |
350 |
|
|
|
Rio Tinto |
100 |
1,714 |
GBP |
30.482 |
35.400 |
|
4.918 |
16 |
60,700 |
17 |
|
12/04/17 |
4/15/19 |
497 |
|
- cash - |
|
4/15/19 |
6/03/19 |
49 |
|
|
|
LVMH |
100 |
176 |
EUR |
342.950 |
340.500 |
|
-2.450 |
-1 |
60,269 |
-5 |
|
6/03/19 |
7/08/19 |
35 |
|
- cash - |
|
7/08/19 |
8/12/19 |
35 |
|
|
|
LVMH |
100 |
157 |
EUR |
383.000 |
343.250 |
|
-39.750 |
-10 |
54,028 |
-68 |
|
8/12/19 |
9/30/19 |
49 |
|
- cash - |
|
9/30/19 |
3/02/20 |
154 |
|
|
|
ASML |
100 |
237 |
EUR |
227.250 |
250.250 |
|
23.000 |
10 |
59,479 |
26 |
|
3/02/20 |
10/12/20 |
224 |
|
- cash - |
|
10/12/20 |
12/13/21 |
427 |
|
|
|
Mercedes-Benz |
100 |
1,213 |
EUR |
49.010 |
74.000 |
|
24.990 |
51 |
89,792 |
42 |
|
12/13/21 |
12/05/22 |
357 |
|
- cash - |
|
12/05/22 |
12/19/22 |
14 |
|
|
|
BP |
100 |
18,571 |
GBP |
4.835 |
4.666 |
|
-0.169 |
-3 |
86,653 |
-60 |
|
12/19/22 |
1/09/23 |
21 |
|
- cash - |
|
1/09/23 |
8/21/23 |
224 |
|
|
|
Prosus |
100 |
2,543 |
EUR |
34.070 |
28.920 |
|
-5.150 |
-15 |
73,557 |
-23 |
|
8/21/23 |
3/11/24 |
203 |
|
- cash - |
|
3/11/24 |
5/08/24 |
58 |
|
|
|
Novo Nordisk |
100 |
82 |
DKK |
895.100 |
883.200 |
|
-11.900 |
-1 |
72,581 |
-8 |
|
accum | 7/24/06 |
5/08/24 | 3343 |
days out of 6703 invested (50%) |
626 |
72,581 |
24 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
ABB | long | 7/24/06 | 9/11/06 | 49 | 14.85 | 16.35 | | 1.50 | 10.10 | | | |
| | 10/09/06 | 7/30/07 | 294 | 17.30 | 28.60 | | 11.30 | 65.32 | | | 82.02 |
Lloyds Bank | | 11/05/12 | 12/16/13 | 406 | 0.43 | 0.77 | | 0.34 | 78.83 | | | 78.83 |
Rio Tinto | | 10/01/07 | 11/12/07 | 42 | 35.76 | 46.74 | | 10.98 | 30.70 | | | |
| | 12/19/16 | 12/04/17 | 350 | 30.48 | 35.40 | | 4.92 | 16.13 | | | 51.79 |
Mercedes-Benz | | 12/13/10 | 6/06/11 | 175 | 54.76 | 47.20 | | -7.56 | -13.81 | | | |
| | 10/12/20 | 12/13/21 | 427 | 49.01 | 74.00 | | 24.99 | 50.99 | | | 30.14 |
Anheuser-Busch InBev | | 6/18/12 | 10/15/12 | 119 | 56.11 | 67.10 | | 10.99 | 19.59 | | | 19.59 |
Barclays | | 5/25/09 | 6/01/09 | 7 | 2.67 | 2.92 | | 0.25 | 9.33 | | | |
| | 7/27/09 | 5/10/10 | 287 | 2.81 | 3.04 | | 0.24 | 8.42 | | | 18.54 |
ASML | | 9/30/19 | 3/02/20 | 154 | 227.25 | 250.25 | | 23.00 | 10.12 | | | 10.12 |
Novo Nordisk | | 9/06/10 | 10/04/10 | 28 | 50.65 | 52.90 | | 2.25 | 4.44 | | | |
| | 3/05/12 | 5/21/12 | 77 | 79.45 | 84.15 | | 4.70 | 5.92 | | | |
| | 3/11/24 | 5/08/24 | 58 | 895.10 | 883.20 | | -11.90 | -1.33 | | | 9.15 |
HSBC | | 9/05/16 | 11/21/16 | 77 | 5.82 | 6.34 | | 0.52 | 8.94 | | | 8.94 |
BASF | | 7/04/11 | 7/11/11 | 7 | 67.70 | 66.95 | | -0.75 | -1.11 | | | -1.11 |
AstraZeneca | | 8/25/14 | 10/13/14 | 49 | 44.68 | 43.56 | | -1.12 | -2.51 | | | -2.51 |
BP | | 12/05/22 | 12/19/22 | 14 | 4.84 | 4.67 | | -0.17 | -3.50 | | | -3.50 |
ING Groep | | 12/30/13 | 8/04/14 | 217 | 10.03 | 9.63 | | -0.40 | -4.04 | | | -4.04 |
Deutsche Telekom | | 2/09/15 | 8/24/15 | 196 | 15.56 | 14.04 | | -1.52 | -9.74 | | | -9.74 |
LVMH | | 4/15/19 | 6/03/19 | 49 | 342.95 | 340.50 | | -2.45 | -0.71 | | | |
| | 7/08/19 | 8/12/19 | 35 | 383.00 | 343.25 | | -39.75 | -10.38 | | | -11.02 |
Prosus | | 1/09/23 | 8/21/23 | 224 | 34.07 | 28.92 | | -5.15 | -15.12 | | | -15.12 |
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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