Share-o-matic - Portfolio

Thu, May 9th, 2024, 3:57UTC

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	4,478.230	Wed	0.50	4,400.190	1.77	3,877.540	522.650	13.48	EUR	8.22
		Safran	211.100	Wed	1.10	206.400	2.28	150.000	56.400	37.60	EUR	29.65
	L	Schneider Electric	226.400	Wed	2.21	219.600	3.10	149.240	70.360	47.15	EUR	28.07
	L	ABB	46.570	Wed	1.84	45.470	2.42	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	845.000	Wed	-1.08	846.600	-0.19	591.700	254.900	43.08	EUR	25.80
	L	Banco Santander	4.772	Wed	0.92	4.571	4.40	3.540	1.031	29.11	EUR	25.13
		SAP	176.460	Wed	1.20	171.480	2.90	128.720	42.760	33.22	EUR	24.05
	L	ING Groep	16.042	Wed	-0.55	16.014	0.17	12.314	3.700	30.05	EUR	23.97
	L	GSK	1,773.500	Wed	0.71	1,733.500	2.31	1,405.000	328.500	23.38	GBP	16.92
	L	Siemens	181.580	Wed	0.80	179.360	1.24	128.980	50.380	39.06	EUR	16.89
	L	Allianz	273.600	Wed	0.40	269.200	1.63	221.150	48.050	21.73	EUR	16.24
	L	Prosus	33.075	Wed	-0.44	33.665	-1.75	28.495	5.170	18.14	EUR	16.17
		RELX	3,433.000	Wed	0.64	3,358.000	2.23	2,855.000	503.000	17.62	GBP	16.15
	L	BNP Paribas	69.940	Wed	0.49	68.230	2.51	56.810	11.420	20.10	EUR	15.55
		Hermes International	2,305.000	Wed	0.48	2,274.000	1.36	1,812.400	461.600	25.47	EUR	15.29
	L	Shell	33.770	Wed	-0.32	33.770		31.270	2.500	7.99	EUR	14.50
	L	HSBC	720.800	Wed	1.15	705.500	2.17	609.300	96.200	15.79	GBP	14.30
		Airbus	161.520	Wed	1.67	156.660	3.10	128.420	28.240	21.99	EUR	13.89
	L	TotalEnergies	67.230	Wed	0.24	67.260	-0.04	62.660	4.600	7.34	EUR	13.16
	L	AstraZeneca	12,264.000	Wed	1.20	12,050.000	1.78	10,276.000	1,774.000	17.26	GBP	12.49
		UBS	26.330	Wed	-1.72	24.900	5.74	21.880	3.020	13.80	CHF	12.10
		Münchener Rück	433.400	Wed	3.19	414.300	4.61	373.400	40.900	10.95	EUR	10.77
		Axa	33.280	Wed	1.96	32.210	3.32	27.830	4.380	15.74	EUR	10.50
		EssilorLuxottica	204.000	Wed	-0.39	198.400	2.82	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	72.570	Wed	-1.00	72.530	0.06	57.530	15.000	26.07	EUR	8.21
	L	BASF	49.510	Wed	-1.14	49.480	0.06	43.160	6.320	14.64	EUR	7.84
		Air Liquide	186.540	Wed	1.39	181.900	2.55	163.440	18.460	11.29	EUR	7.52
	L	Rio Tinto	5,528.000	Wed	-1.13	5,467.000	1.12	5,335.000	132.000	2.47	GBP	5.82
	L	Unilever Plc	4,229.000	Wed	0.40	4,188.000	0.98	3,854.500	333.500	8.65	GBP	5.70
		L´Oreal	447.050	Wed	0.48	443.000	0.91	403.150	39.850	9.88	EUR	5.53
	L	BP	500.500	Wed	-0.64	510.400	-1.94	491.500	18.900	3.85	GBP	5.35
	L	National Grid	1,101.500	Wed	0.55	1,074.000	2.56	983.200	90.800	9.24	GBP	4.53
	L	Iberdrola	11.970	Wed	0.59	11.650	2.75	10.570	1.080	10.22	EUR	4.40
		Richemont	132.950	Wed	0.08	131.950	0.76	111.400	20.550	18.45	CHF	4.10
	L	Glencore	460.700	Wed	-1.55	455.000	1.25	442.000	13.000	2.94	GBP	3.80
		Deutsche Telekom	21.640	Wed	-0.37	21.740	-0.46	21.350	0.390	1.83	EUR	3.49
		Enel	6.446	Wed	1.03	6.325	1.91	6.146	0.179	2.91	EUR	3.26
		Zurich Insurance	455.500	Wed	0.86	446.000	2.13	435.100	10.900	2.51	CHF	2.46
		Anheuser-Busch InBev	58.780	Wed	3.96	55.480	5.95	54.840	0.640	1.17	EUR	1.72
		Vinci	113.900	Wed	1.24	111.300	2.34	105.500	5.800	5.50	EUR	1.66
		LVMH	787.900	Wed	-0.19	781.700	0.79	697.200	84.500	12.12	EUR	0.89
		Novartis	90.540	Wed	0.85	88.100	2.77	84.240	3.860	4.58	CHF	-0.57
		Sanofi	93.080	Wed	1.31	91.020	2.26	84.940	6.080	7.16	EUR	-2.13
	L	BAT	2,406.000	Wed	0.80	2,355.000	2.17	2,513.500	-158.500	-6.31	GBP	-5.01
	S	Deutsche Post	38.310	Wed	-0.73	38.420	-0.29	37.200	1.220	3.28	EUR	-8.22
	S	Nestlé	94.200	Wed	2.21	91.360	3.11	99.870	-8.510	-8.52	CHF	-9.90
		Diageo	2,808.000	Wed	1.91	2,729.000	2.89	3,177.500	-448.500	-14.11	GBP	-10.71
	S	Roche	222.300	Wed	0.45	218.500	1.74	237.150	-18.650	-7.86	CHF	-12.58
	S	Reckitt Benckiser	4,547.000	Wed	-0.07	4,476.000	1.59	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	28.475	Wed	-0.05	28.060	1.48	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 = 20/39

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

Transactions STOXX Europe 50 * S26 - 20/39 (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		1/21/08	749		- cash -
short	1/21/08	8/11/08	203		UBS	100	248	CHF	40.300	23.180	70.064	29.764	74	17,382	170
8/11/08		8/25/08	14		- cash -
	8/25/08	9/15/08	21		UBS	100	762	CHF	22.800	20.100	25.863	3.063	13	19,715	794
9/15/08		9/29/08	14		- cash -
	9/29/08	4/27/09	210		Lloyds Bank	100	9,074	GBP	2.173	1.005	4.696	2.524	116	42,616	282
4/27/09		8/08/11	833		- cash -
	8/08/11	12/26/11	140		Lloyds Bank	100	129,888	GBP	0.328	0.250	0.430	0.102	31	55,891	103
12/26/11		8/24/15	1337		- cash -
	8/24/15	2/22/16	182		Rio Tinto	100	2,594	GBP	21.545	20.510	22.632	1.087	5	58,711	10
2/22/16		5/23/16	91		- cash -
	5/23/16	7/04/16	42		Credit Suisse	100	4,285	CHF	13.700	10.350	18.134	4.434	32	77,712	1,044
7/04/16		1/07/19	917		- cash -
	1/07/19	3/04/19	56		BAT	100	3,140	GBP	24.745	28.715	20.775	-3.970	-16	65,246	-68
3/04/19		3/09/20	371		- cash -
	3/09/20	9/07/20	182		Anheuser-Busch InBev	100	1,527	EUR	42.705	49.345	36.065	-6.640	-16	55,107	-29
9/07/20		10/03/22	756		- cash -
	10/03/22	11/07/22	35		Adidas	100	463	EUR	119.000	114.960	123.182	4.182	4	57,043	43
11/07/22		10/23/23	350		- cash -
	10/23/23	11/27/23	35		Adyen	100	83	EUR	682.200	1,090.400	274.000	-408.200	-60	23,163	-100
11/27/23		5/09/24	164		- cash -
accum	1/21/08	11/27/23	1106	days out of 6702 invested (17%)								132		23,163	32

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Lloyds Bank	short	9/29/08	4/27/09	210	2.17	1.01	4.70	2.52	116.17
		8/08/11	12/26/11	140	0.33	0.25	0.43	0.10	31.15	183.51
UBS		1/21/08	8/11/08	203	40.30	23.18	70.06	29.76	73.86
		8/25/08	9/15/08	21	22.80	20.10	25.86	3.06	13.43	97.21
Credit Suisse		5/23/16	7/04/16	42	13.70	10.35	18.13	4.43	32.37	32.37
Rio Tinto		8/24/15	2/22/16	182	21.55	20.51	22.63	1.09	5.05	5.05
Adidas		10/03/22	11/07/22	35	119.00	114.96	123.18	4.18	3.51	3.51
Anheuser-Busch InBev		3/09/20	9/07/20	182	42.71	49.35	36.07	-6.64	-15.55	-15.55
BAT		1/07/19	3/04/19	56	24.75	28.72	20.78	-3.97	-16.04	-16.04
Adyen		10/23/23	11/27/23	35	682.20	1,090.40	274.00	-408.20	-59.84	-59.84

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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