Share-o-matic - Assessment NZX 50 (NZX 50 Index)

Assessment - NZX 50 Index - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		NZX 50	11,755.200	05:58	0.07	11,820.800	-0.55	11,261.200	559.600	4.97	1.53
		Gentrack	8.230	05:00	-0.24	8.250	-0.24	5.240	3.010	57.44	55.60
	L	a2 Milk	6.830	05:00	0.29	6.680	2.25	4.320	2.360	54.63	29.97
	L	Westpac Banking	29.210	04:44	1.11	29.800	-1.98	24.100	5.700	23.65	22.71
	L	Fisher & Paykel HC	28.850	05:00	0.52	28.900	-0.17	22.650	6.250	27.59	22.03
		Vista	1.830	04:44	3.39	1.810	1.10	1.350	0.460	34.07	14.82
		ANZ Banking NZ	31.900	05:00	1.85	31.000	2.90	28.140	2.860	10.16	12.28
	L	Meridian Energy (NS)	6.170	05:00	0.33	6.050	1.98	5.120	0.930	18.16	10.99
	L	Fonterra Shs Fund	3.580	05:00	-1.10	3.690	-2.98	3.160	0.530	16.77	9.10
		Summerset	10.200	05:00	-3.41	10.770	-5.29	9.900	0.870	8.79	7.32
		Sky Network Telev.	2.730	05:00	0.37	2.800	-2.50	2.860	-0.060	-2.10	6.31
	L	Contact Energy	8.860	05:00	0.68	8.560	3.50	8.100	0.460	5.68	5.66
		Infratil	10.650	05:00	0.28	10.700	-0.47	10.380	0.320	3.08	5.27
	L	New Zealand Exchange	1.130	05:00	-1.74	1.140	-0.88	1.000	0.140	14.00	4.12
		Turners Automotive	3.990	05:00	0.25	4.230	-5.67	4.160	0.070	1.68	4.01
		Mainfreight	68.500	05:00	-0.01	69.510	-1.45	57.500	12.010	20.89	3.03
	L	Sanford	4.010	Thu	-0.99	4.100	-2.20	4.000	0.100	2.50	2.83
		Goodman Property	2.210	05:00	0.23	2.215	-0.23	2.045	0.170	8.31	1.89
		Channel Infra	1.540	05:00	1.32	1.520	1.32	1.460	0.060	4.11	1.24
		Mercury	6.400	05:00	-1.54	6.450	-0.78	6.130	0.320	5.22	0.71
		Scales	3.100	05:00	1.64	3.200	-3.13	3.100	0.100	3.23	0.42
		Hallenstein Glasson	5.470	05:00	-1.44	5.910	-7.45	5.850	0.060	1.03	-0.06
	L	Freightways	8.200	05:00	-1.80	8.450	-2.96	7.960	0.490	6.16	-0.23
	L	Ebos	34.850	05:00	1.46	35.500	-1.83	37.900	-2.400	-6.33	-3.15
	S	Argosy Property	1.120	05:00	1.82	1.090	2.75	1.090	0.000	0.00	-3.53
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	S	Precinct Properties	1.160	05:00	-1.28	1.170	-0.85	1.150	0.020	1.74	-3.66
		Property for Indust.	2.200	05:00	-1.79	2.195	0.23	2.210	-0.015	-0.68	-3.70
	S	Auckland Int Airport	7.790	05:00	-1.02	7.900	-1.39	7.860	0.040	0.51	-3.79
		Vital Healthcare	2.020	05:00	-1.94	2.100	-3.81	2.010	0.090	4.48	-3.86
		Vulcan Steel	7.290	04:39	4.14	7.870	-7.37	7.900	-0.030	-0.38	-4.62
		Vector	3.640	05:00	-1.36	3.640		3.710	-0.070	-1.89	-5.56
		Manawa Energy	4.200	05:00	-1.18	4.220	-0.47	4.260	-0.040	-0.94	-5.97
	S	Genesis Energy	2.265	05:00	1.80	2.315	-2.16	2.420	-0.105	-4.34	-8.00
		Stride Property	1.230	05:00	-2.38	1.240	-0.81	1.290	-0.050	-3.88	-8.26
	S	Chorus	7.190	05:00	0.56	7.230	-0.55	7.450	-0.220	-2.95	-8.34
	S	Skellerup	3.950	05:00	1.28	4.200	-5.95	4.820	-0.620	-12.86	-9.17
	S	Kiwi Property	0.815	05:00	-0.61	0.785	3.82	0.800	-0.015	-1.88	-9.21
	S	Arvida	0.990	05:00		1.020	-2.94	1.150	-0.130	-11.30	-9.77
	S	Serko	3.150	05:00	-1.56	3.410	-7.62	4.250	-0.840	-19.76	-10.09
	L	Investore Property	1.110	05:00	0.91	1.100	0.91	1.200	-0.100	-8.33	-10.38
	S	Spark New Zealand	4.380	05:00	1.15	4.490	-2.45	5.060	-0.570	-11.26	-10.97
	S	Port of Tauranga	4.800	05:00	-0.41	4.830	-0.62	5.200	-0.370	-7.12	-14.21
		Skycity Entertainm.	1.740	05:00	3.57	1.700	2.35	1.940	-0.240	-12.37	-15.29
	S	Warehouse	1.280	05:00	2.40	1.330	-3.76	1.800	-0.470	-26.11	-18.37
		Oceania Healthcare	0.560	05:00	-3.45	0.550	1.82	0.710	-0.160	-22.54	-21.84
	S	Fletcher Building	3.510	05:00	1.15	3.600	-2.50	4.520	-0.920	-20.35	-22.06
	S	Air New Zealand	0.555	05:00		0.520	6.73	0.675	-0.155	-22.96	-24.18
	S	Ryman Healthcare	3.670	05:00	-2.65	3.890	-5.66	5.800	-1.910	-32.93	-30.99
	S	Heartland	1.000	05:00		1.010	-0.99	1.660	-0.650	-39.16	-32.44
		KMD Brands	0.460	05:00	-3.16	0.500	-8.00	0.900	-0.400	-44.44	-34.56
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	S	Tourism	1.970	05:00	-1.50	1.820	8.24	3.560	-1.740	-48.88	-48.60
NZX 50 - 50 out of 50 instruments rated - 5/06/24 / 11/06/23 - 24 did rise, Market-Ratio(26) = 48.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

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

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

Transactions NZX 50 Index * 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		1/16/06	14		- cash -
long	1/16/06	9/25/06	252		Mainfreight	50	1,347	3.710	6.400		2.690	73	13,623	120
					Channel Infra	50	850	5.880	6.600		0.720	12	14,235	18
100							42						67
short	9/25/06	11/13/06	49		Restaurant Brands	50	6,652	1.070	0.950	1.205	0.135	13	15,135	143
					Spark New Zealand	50	1,674	4.250	4.550	3.950	-0.300	-7	14,633	-42
100							3						23
long	11/13/06	11/12/07	364		Mainfreight	50	1,079	6.780	7.100		0.320	5	14,978	5
					Comvita	50	1,852	3.950	2.720		-1.230	-31	12,700	-31
100							-13						-13
short	11/12/07	5/25/09	560		Vector	50	2,772	2.290	2.170	2.417	0.127	6	13,051	4
					Comvita	50	2,335	2.720	0.870	8.504	5.784	213	26,556	110
100							109						62
long	5/25/09	6/08/09	14		Restaurant Brands	50	13,976	0.950	0.990		0.040	4	27,115	193
					Xero	50	10,623	1.250	1.250		0.000	0	27,115	0
100							2						72
short	6/08/09	6/15/09	7		Comvita	50	16,533	0.820	0.850	0.790	-0.030	-4	26,619	-86
					Tourism	50	27,669	0.490	0.470	0.511	0.021	4	27,198	783
100							0						17
long	6/15/09	5/17/10	336		a2 Milk	50	97,134	0.140	0.090		-0.050	-36	22,341	-38
					Xero	50	10,792	1.260	1.470		0.210	17	24,607	18
100							-10						-10
short	5/17/10	11/08/10	175		Spark New Zealand	50	5,943	2.070	2.080	2.060	-0.010	0	24,548	-1
					Channel Infra	50	3,598	3.420	3.630	3.210	-0.210	-6	23,792	-12
100							-3						-7
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	11/08/10	11/14/11	371		Mainfreight	50	1,607	7.400	10.360		2.960	40	28,549	39
					Restaurant Brands	50	4,359	2.730	2.150		-0.580	-21	26,021	-21
100							9						9
short	11/14/11	2/06/12	84		Heartland	50	26,020	0.500	0.490	0.510	0.010	2	26,286	9
					Channel Infra	50	4,170	3.120	2.850	3.416	0.296	9	27,519	48
100							6						28
long	2/06/12	11/11/13	644		a2 Milk	50	55,037	0.250	0.720		0.470	188	53,386	82
					Comvita	50	5,096	2.700	3.650		0.950	35	58,227	19
100							112						53
short	11/11/13	5/19/14	189		Chorus	50	14,132	2.060	1.720	2.467	0.407	20	63,982	42
					TrustPower	50	4,391	6.630	7.050	6.210	-0.420	-6	62,138	-12
100							7						13
long	5/19/14	9/07/15	476		Xero	50	958	32.400	13.600		-18.800	-58	44,127	-49
					Tourism	50	27,279	1.140	1.990		0.850	75	67,314	53
100							8						6
short	9/07/15	12/07/15	91		Xero	50	2,474	13.600	18.270	8.930	-4.670	-34	55,761	-81
					Metro Perf Glass	50	24,939	1.350	1.640	1.060	-0.290	-21	48,529	-62
100							-28						-73
long	12/07/15	11/28/16	357		a2 Milk	50	21,099	1.150	2.420		1.270	110	75,324	114
					Comvita	50	2,923	8.300	9.200		0.900	11	77,955	11
100							61						62
short	11/28/16	5/01/17	154		Skycity Entertainm.	50	9,695	4.020	4.360	3.680	-0.340	-8	74,659	-19
					TrustPower	50	8,759	4.450	4.820	4.080	-0.370	-8	71,418	-19
100							-8						-19
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	5/01/17	2/19/18	294		a2 Milk	50	10,410	3.430	9.280		5.850	171	132,316	244
					Air New Zealand	50	13,682	2.610	2.940		0.330	13	136,831	16
100							92						124
short	2/19/18	5/28/18	98		Metro Perf Glass	50	78,638	0.870	0.890	0.850	-0.020	-2	135,259	-8
					Tegel	50	65,784	1.040	1.120	0.960	-0.080	-8	129,996	-26
100							-5						-17
long	5/28/18	12/10/18	196		a2 Milk	50	6,035	10.770	10.570		-0.200	-2	128,789	-3
					Xero	50	1,612	40.320	37.200		-3.120	-8	123,759	-14
100							-5						-9
short	12/10/18	4/15/19	126		Fletcher Building	50	13,570	4.560	4.960	4.160	-0.400	-9	118,331	-23
					Metro Perf Glass	50	116,755	0.530	0.430	0.653	0.123	23	132,727	83
100							7						22
long	4/15/19	3/09/20	329		a2 Milk	50	4,357	15.230	16.360		1.130	7	137,651	8
					Chorus	50	10,889	6.095	7.470		1.375	23	152,623	25
100							15						17
short	3/09/20	9/14/20	189		Sky Network Telev.	50	14,963	5.100	1.530	17.000	11.900	233	330,683	923
					Channel Infra	50	72,677	1.050	0.640	1.723	0.673	64	379,573	160
100							149						481
long	9/14/20	1/24/22	497		Chorus	50	20,741	9.150	6.960		-2.190	-24	334,150	-18
					Pushpay	50	98,593	1.925	1.160		-0.765	-40	258,726	-31
100							-32						-25
short	1/24/22	4/08/24	805		Ryman Healthcare	50	11,978	10.800	4.570	25.523	14.723	136	435,078	48
		5/29/23	490		Pushpay	50	111,520	1.160	1.410	0.910	-0.250	-22	407,198	-17
100							57						23
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/08/24	5/10/24	32		Vista	50	102,827	1.980	1.830		-0.150	-8	391,774	-59
					Gentrack	50	24,325	8.370	8.230		-0.140	-2	388,369	-18
100							-5						-42
accum	1/16/06	5/10/24	6689	days out of 6703 invested (100%)							3,784		388,369	22

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
a2 Milk	long	6/15/09	5/17/10	336	0.14	0.09		-0.05	-35.71	50	-17.86
	long	2/06/12	11/11/13	644	0.25	0.72		0.47	188.00		94.00
	long	12/07/15	11/28/16	357	1.15	2.42		1.27	110.43		55.22
	long	5/01/17	2/19/18	294	3.43	9.28		5.85	170.55		85.28
	long	5/28/18	12/10/18	196	10.77	10.57		-0.20	-1.86		-0.93
	long	4/15/19	3/09/20	329	15.23	16.36		1.13	7.42		3.71	370.87
Sky Network Telev.	short	3/09/20	9/14/20	189	5.10	1.53	17.00	11.90	233.33		116.67	116.67
Comvita	long	11/13/06	11/12/07	364	3.95	2.72		-1.23	-31.14		-15.57
	short	11/12/07	5/25/09	560	2.72	0.87	8.50	5.78	212.64		106.32
	short	6/08/09	6/15/09	7	0.82	0.85	0.79	-0.03	-3.66		-1.83
	long	2/06/12	11/11/13	644	2.70	3.65		0.95	35.19		17.59
	long	12/07/15	11/28/16	357	8.30	9.20		0.90	10.84		5.42	112.00
Ryman Healthcare	short	1/24/22	4/08/24	805	10.80	4.57	25.52	14.72	136.32		68.16	68.16
Mainfreight	long	1/16/06	9/25/06	252	3.71	6.40		2.69	72.51		36.25
	long	11/13/06	11/12/07	364	6.78	7.10		0.32	4.72		2.36
	long	11/08/10	11/14/11	371	7.40	10.36		2.96	40.00		20.00	67.36
Channel Infra	long	1/16/06	9/25/06	252	5.88	6.60		0.72	12.24		6.12
	short	5/17/10	11/08/10	175	3.42	3.63	3.21	-0.21	-6.14		-3.07
	short	11/14/11	2/06/12	84	3.12	2.85	3.42	0.30	9.47		4.74
	short	3/09/20	9/14/20	189	1.05	0.64	1.72	0.67	64.07		32.03	42.25
Tourism	short	6/08/09	6/15/09	7	0.49	0.47	0.51	0.02	4.27		2.13
	long	5/19/14	9/07/15	476	1.14	1.99		0.85	74.56		37.28	40.21
Chorus	short	11/11/13	5/19/14	189	2.06	1.72	2.47	0.41	19.77		9.88
	long	4/15/19	3/09/20	329	6.10	7.47		1.38	22.56		11.28
	long	9/14/20	1/24/22	497	9.15	6.96		-2.19	-23.93		-11.97	7.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Air New Zealand	long	5/01/17	2/19/18	294	2.61	2.94		0.33	12.64		6.32	6.32
Vector	short	11/12/07	5/25/09	560	2.29	2.17	2.42	0.13	5.53		2.76	2.76
Heartland	short	11/14/11	2/06/12	84	0.50	0.49	0.51	0.01	2.04		1.02	1.02
Gentrack	long	4/08/24	5/10/24	32	8.37	8.23		-0.14	-1.67		-0.84	-0.84
Metro Perf Glass	short	9/07/15	12/07/15	91	1.35	1.64	1.06	-0.29	-21.48		-10.74
	short	2/19/18	5/28/18	98	0.87	0.89	0.85	-0.02	-2.30		-1.15
	short	12/10/18	4/15/19	126	0.53	0.43	0.65	0.12	23.26		11.63	-1.50
Restaurant Brands	short	9/25/06	11/13/06	49	1.07	0.95	1.21	0.14	12.64		6.32
	long	5/25/09	6/08/09	14	0.95	0.99		0.04	4.21		2.11
	long	11/08/10	11/14/11	371	2.73	2.15		-0.58	-21.25		-10.62	-2.98
Spark New Zealand	short	9/25/06	11/13/06	49	4.25	4.55	3.95	-0.30	-7.06		-3.53
	short	5/17/10	11/08/10	175	2.07	2.08	2.06	-0.01	-0.48		-0.24	-3.76
Vista	long	4/08/24	5/10/24	32	1.98	1.83		-0.15	-7.58		-3.79	-3.79
Tegel	short	2/19/18	5/28/18	98	1.04	1.12	0.96	-0.08	-7.69		-3.85	-3.85
Xero	long	5/28/18	12/10/18	196	40.32	37.20		-3.12	-7.74		-3.87	-3.87
Skycity Entertainm.	short	11/28/16	5/01/17	154	4.02	4.36	3.68	-0.34	-8.46		-4.23	-4.23
Fletcher Building	short	12/10/18	4/15/19	126	4.56	4.96	4.16	-0.40	-8.77		-4.39	-4.39
TrustPower	short	11/11/13	5/19/14	189	6.63	7.05	6.21	-0.42	-6.33		-3.17
	short	11/28/16	5/01/17	154	4.45	4.82	4.08	-0.37	-8.31		-4.16	-7.19
Pushpay	long	9/14/20	1/24/22	497	1.93	1.16		-0.77	-39.74		-19.87
	short	1/24/22	5/29/23	490	1.16	1.41	0.91	-0.25	-21.55		-10.78	-28.50
Xero	long	5/25/09	6/08/09	14	1.25	1.25		0.00	0.00		0.00
	long	6/15/09	5/17/10	336	1.26	1.47		0.21	16.67		8.33
	long	5/19/14	9/07/15	476	32.40	13.60		-18.80	-58.02		-29.01
	short	9/07/15	12/07/15	91	13.60	18.27	8.93	-4.67	-34.34		-17.17	-36.30

Annotations

2/22/24	NZX 50	Component update: Channel Infrastructure, Gentrack and Turners Automotive replace Pacific Edge, Restaurant Brands and Synlait Milk
6/05/23	NZX 50	Hallenstein Glasson replaces Pushpay
9/17/21	Sky Network Telev.	reverse stock split 10:1 (one for ten)
11/27/17	Vista	stock split 1:2 (two for one)
4/05/17	NZX 50	machine learning processed for all techniques
4/03/17	NZX 50	9 constituents exchanged since last analysis - the market has to be re-learnt.
	NZX 50	index adaption: Arvida, Sanford, Scales, Tourism and Vista replace Orion Health, Skellerup, Steel & Tube, Warehouse and Tower
10/18/16	Port of Tauranga	stock split 1:5 (five for one)
9/13/16	NZX 50	index adaption: Investore and NZ Refining for Nuplex and Pacific Edge
7/29/16	Mighty River Power	renames to Mercury NZ Limited
7/12/16	Stride Property	demerger of Investore 4:1 (one new Investore for four old Stride)
6/17/16	NZX 50	Tegel replaces Coats
4/14/16	NZX 50	Comvita replaces Diligent
4/11/16	NZX 50	instrument Diligent (DIL, NZDILE0001S9) deleted (acquisition by Insight Venture Partners)
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/25/15	DNZ Property Fund	changes name to Stride Property
8/29/15	NZX 50	The alternating technique got caught in some traps recently, the dedicated techniques are operating more careful.
	NZX 50	complete analysis
7/14/15	NZX 50	Metro Performance Glass and Orion Health replace NZ Oil & Gas and OceanaGold
4/30/15	Meridian Energy (NS)	replaces MELCA.NZ


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