Share-o-matic - Portfolio

Thu, May 9th, 2024, 5:15UTC

Assessment - STOXX Europe 50 - 5/06/24 - RS = 29

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ29	Curr	∅-RS
	L	Stoxx 50	4,478.230	Wed	0.50	4,400.190	1.77	3,944.840	455.350	11.54	EUR	8.22
		Safran	211.100	Wed	1.10	206.400	2.28	150.460	55.940	37.18	EUR	29.65
	L	Schneider Electric	226.400	Wed	2.21	219.600	3.10	152.160	67.440	44.32	EUR	28.07
	L	ABB	46.570	Wed	1.84	45.470	2.42	32.700	12.770	39.05	CHF	28.03
		Novo Nordisk	883.200	Wed	0.07	851.400	3.74	706.900	144.500	20.44	DKK	26.32
		ASML	845.000	Wed	-1.08	846.600	-0.19	569.600	277.000	48.63	EUR	25.80
	L	Banco Santander	4.772	Wed	0.92	4.571	4.40	3.576	0.995	27.81	EUR	25.13
		SAP	176.460	Wed	1.20	171.480	2.90	122.660	48.820	39.80	EUR	24.05
	L	ING Groep	16.042	Wed	-0.55	16.014	0.17	12.566	3.448	27.44	EUR	23.97
	L	GSK	1,773.500	Wed	0.71	1,733.500	2.31	1,493.200	240.300	16.09	GBP	16.92
	L	Siemens	181.580	Wed	0.80	179.360	1.24	133.900	45.460	33.95	EUR	16.89
	L	Allianz	273.600	Wed	0.40	269.200	1.63	224.250	44.950	20.04	EUR	16.24
	L	Prosus	33.075	Wed	-0.44	33.665	-1.75	27.950	5.715	20.45	EUR	16.17
		RELX	3,433.000	Wed	0.64	3,358.000	2.23	2,893.000	465.000	16.07	GBP	16.15
	L	BNP Paribas	69.940	Wed	0.49	68.230	2.51	57.830	10.400	17.98	EUR	15.55
		Hermes International	2,305.000	Wed	0.48	2,274.000	1.36	1,703.800	570.200	33.47	EUR	15.29
	L	Shell	33.770	Wed	-0.32	33.770		32.200	1.570	4.88	EUR	14.50
	L	HSBC	720.800	Wed	1.15	705.500	2.17	651.300	54.200	8.32	GBP	14.30
		Airbus	161.520	Wed	1.67	156.660	3.10	122.940	33.720	27.43	EUR	13.89
	L	TotalEnergies	67.230	Wed	0.24	67.260	-0.04	63.060	4.200	6.66	EUR	13.16
	L	AstraZeneca	12,264.000	Wed	1.20	12,050.000	1.78	10,972.000	1,078.000	9.83	GBP	12.49
		UBS	26.330	Wed	-1.72	24.900	5.74	22.450	2.450	10.91	CHF	12.10
		Münchener Rück	433.400	Wed	3.19	414.300	4.61	377.000	37.300	9.89	EUR	10.77
		Axa	33.280	Wed	1.96	32.210	3.32	28.020	4.190	14.95	EUR	10.50
		EssilorLuxottica	204.000	Wed	-0.39	198.400	2.82	165.620	32.780	19.79	EUR	10.00
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ29	Curr	∅-RS
	L	Mercedes-Benz	72.570	Wed	-1.00	72.530	0.06	64.700	7.830	12.10	EUR	8.21
	L	BASF	49.510	Wed	-1.14	49.480	0.06	42.520	6.960	16.37	EUR	7.84
		Air Liquide	186.540	Wed	1.39	181.900	2.55	160.600	21.300	13.26	EUR	7.52
	L	Rio Tinto	5,528.000	Wed	-1.13	5,467.000	1.12	5,217.000	250.000	4.79	GBP	5.82
	L	Unilever Plc	4,229.000	Wed	0.40	4,188.000	0.98	3,938.000	250.000	6.35	GBP	5.70
		L´Oreal	447.050	Wed	0.48	443.000	0.91	386.750	56.250	14.54	EUR	5.53
	L	BP	500.500	Wed	-0.64	510.400	-1.94	549.000	-38.600	-7.03	GBP	5.35
	L	National Grid	1,101.500	Wed	0.55	1,074.000	2.56	973.600	100.400	10.31	GBP	4.53
	L	Iberdrola	11.970	Wed	0.59	11.650	2.75	10.515	1.135	10.79	EUR	4.40
		Richemont	132.950	Wed	0.08	131.950	0.76	106.050	25.900	24.42	CHF	4.10
	L	Glencore	460.700	Wed	-1.55	455.000	1.25	462.750	-7.750	-1.67	GBP	3.80
		Deutsche Telekom	21.640	Wed	-0.37	21.740	-0.46	20.360	1.380	6.78	EUR	3.49
		Enel	6.446	Wed	1.03	6.325	1.91	5.744	0.581	10.11	EUR	3.26
		Zurich Insurance	455.500	Wed	0.86	446.000	2.13	427.700	18.300	4.28	CHF	2.46
		Anheuser-Busch InBev	58.780	Wed	3.96	55.480	5.95	51.320	4.160	8.11	EUR	1.72
		Vinci	113.900	Wed	1.24	111.300	2.34	102.380	8.920	8.71	EUR	1.66
		LVMH	787.900	Wed	-0.19	781.700	0.79	667.100	114.600	17.18	EUR	0.89
		Novartis	90.540	Wed	0.85	88.100	2.77	87.200	0.900	1.03	CHF	-0.57
		Sanofi	93.080	Wed	1.31	91.020	2.26	103.880	-12.860	-12.38	EUR	-2.13
	L	BAT	2,406.000	Wed	0.80	2,355.000	2.17	2,486.000	-131.000	-5.27	GBP	-5.01
	S	Deutsche Post	38.310	Wed	-0.73	38.420	-0.29	39.015	-0.595	-1.53	EUR	-8.22
	S	Nestlé	94.200	Wed	2.21	91.360	3.11	103.080	-11.720	-11.37	CHF	-9.90
		Diageo	2,808.000	Wed	1.91	2,729.000	2.89	3,084.000	-355.000	-11.51	GBP	-10.71
	S	Roche	222.300	Wed	0.45	218.500	1.74	252.150	-33.650	-13.35	CHF	-12.58
	S	Reckitt Benckiser	4,547.000	Wed	-0.07	4,476.000	1.59	5,854.000	-1,378.000	-23.54	GBP	-18.71
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ29	Curr	∅-RS
	L	Bayer	28.475	Wed	-0.05	28.060	1.48	43.595	-15.535	-35.63	EUR	-25.36
Europe 50 - 50 out of 50 instruments rated - 5/06/24 / 10/16/23 - 40 did rise, Market-Ratio(29) = 80.00 %

Technical Chart

	Europe 50 RS = 29 - B/S = 45/45

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

Transactions STOXX Europe 50 * L29 - 45 ex 9 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	7/17/06	196		ABB	100	763	CHF	13.100	14.350	1.250	10	10,954	18
7/17/06		7/24/06	7		- cash -
	7/24/06	4/02/07	252		ABB	100	737	CHF	14.850	21.000	6.150	41	15,486	65
	4/02/07	9/10/07	161		Mercedes-Benz	100	248	EUR	62.200	63.880	1.680	3	15,903	6
9/10/07		9/24/07	14		- cash -
	9/24/07	11/12/07	49		Rio Tinto	100	457	GBP	34.729	46.741	12.012	35	21,392	814
11/12/07		12/03/07	21		- cash -
	12/03/07	12/10/07	7		Rio Tinto	100	475	GBP	44.965	47.782	2.817	6	22,730	2,277
12/10/07		8/11/08	245		- cash -
	8/11/08	8/18/08	7		Hermes International	100	214	EUR	105.880	99.820	-6.060	-6	21,434	-95
8/18/08		5/04/09	259		- cash -
	5/04/09	5/11/09	7		ASML	100	1,321	EUR	16.220	14.130	-2.090	-13	18,673	-100
	5/11/09	5/25/09	14		Anheuser-Busch InBev	100	746	EUR	25.025	24.615	-0.410	-2	18,367	-35
5/25/09		6/08/09	14		- cash -
	6/08/09	6/22/09	14		Rio Tinto	100	760	GBP	24.164	20.145	-4.019	-17	15,313	-99
	6/22/09	6/29/09	7		Anheuser-Busch InBev	100	634	EUR	24.125	25.965	1.840	8	16,479	4,518
6/29/09		7/20/09	21		- cash -
	7/20/09	1/11/10	175		Anheuser-Busch InBev	100	599	EUR	27.500	35.300	7.800	28	21,151	68
	1/11/10	5/03/10	112		Rio Tinto	100	583	GBP	36.230	31.625	-4.605	-13	18,467	-36
	5/03/10	7/05/10	63		Safran	100	962	EUR	19.185	20.725	1.540	8	19,948	56
7/05/10		7/12/10	7		- cash -
	7/12/10	7/19/10	7		Safran	100	917	EUR	21.745	20.445	-1.300	-6	18,756	-96
7/19/10		7/26/10	7		- cash -
	7/26/10	2/07/11	196		Safran	100	882	EUR	21.265	25.500	4.235	20	22,491	40
	2/07/11	4/18/11	70		ASML	100	688	EUR	32.650	27.170	-5.480	-17	18,721	-62
	4/18/11	7/18/11	91		BASF	100	300	EUR	62.260	67.430	5.170	8	20,272	38
7/18/11		7/25/11	7		- cash -
	7/25/11	8/08/11	14		Hermes International	100	84	EUR	240.000	214.550	-25.450	-11	18,134	-95
8/08/11		1/16/12	161		- cash -
	1/16/12	1/23/12	7		Hermes International	100	72	EUR	248.600	253.600	5.000	2	18,494	182
1/23/12		2/06/12	14		- cash -
	2/06/12	3/19/12	42		Hermes International	100	66	EUR	276.850	247.500	-29.350	-11	16,557	-62
	3/19/12	6/25/12	98		Airbus	100	545	EUR	30.325	26.260	-4.065	-13	14,342	-41
	6/25/12	9/24/12	91		ASML	100	367	EUR	39.065	40.975	1.910	5	15,043	21
	9/24/12	12/10/12	77		Anheuser-Busch InBev	100	224	EUR	67.010	68.060	1.050	2	15,278	8
	12/10/12	3/25/13	105		Richemont	100	207	CHF	73.700	73.550	-0.150	0	15,247	-1
	3/25/13	2/10/14	322		Airbus	100	367	EUR	41.455	52.450	10.995	27	19,282	31
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
	2/10/14	5/12/14	91		ING Groep	100	1,917	EUR	10.055	10.260	0.205	2	19,675	8
	5/12/14	9/22/14	133		Enel	100	4,651	EUR	4.230	4.156	-0.074	-2	19,331	-5
	9/22/14	10/20/14	28		Novo Nordisk	100	138	DKK	139.900	130.400	-9.500	-7	18,020	-60
10/20/14		11/03/14	14		- cash -
	11/03/14	12/15/14	42		ASML	100	226	EUR	79.610	83.150	3.540	4	18,820	46
12/15/14		12/22/14	7		- cash -
	12/22/14	1/05/15	14		ASML	100	212	EUR	88.610	87.490	-1.120	-1	18,583	-28
1/05/15		1/12/15	7		- cash -
	1/12/15	4/06/15	84		ASML	100	211	EUR	87.890	93.040	5.150	6	19,669	28
	4/06/15	8/24/15	140		Novo Nordisk	100	104	DKK	188.500	174.850	-13.650	-7	18,250	-18
8/24/15		3/14/16	203		- cash -
	3/14/16	4/04/16	21		Vinci	100	282	EUR	64.600	65.450	0.850	1	18,489	26
4/04/16		4/18/16	14		- cash -
	4/18/16	5/02/16	14		Glencore	100	11,698	GBP	1.581	1.636	0.056	4	19,143	147
5/02/16		7/04/16	63		- cash -
	7/04/16	6/05/17	336		Glencore	100	11,739	GBP	1.631	2.830	1.199	74	33,217	82
	6/05/17	7/31/17	56		LVMH	100	144	EUR	230.250	212.700	-17.550	-8	30,690	-40
	7/31/17	11/20/17	112		Glencore	100	9,070	GBP	3.384	3.599	0.215	6	32,640	22
	11/20/17	3/26/18	126		ASML	100	211	EUR	154.550	163.400	8.850	6	34,507	18
3/26/18		6/11/18	77		- cash -
	6/11/18	6/18/18	7		LVMH	100	114	EUR	301.150	296.700	-4.450	-1	34,000	-54
6/18/18		8/27/18	70		- cash -
	8/27/18	11/12/18	77		Safran	100	303	EUR	111.850	111.600	-0.250	0	33,924	-1
11/12/18		2/25/19	105		- cash -
	2/25/19	3/18/19	21		Roche	100	122	CHF	276.400	277.650	1.250	0	34,077	8
3/18/19		3/25/19	7		- cash -
	3/25/19	10/28/19	217		Iberdrola	100	4,385	EUR	7.770	9.182	1.412	18	40,268	32
	10/28/19	3/09/20	133		ASML	100	167	EUR	240.750	236.200	-4.550	-2	39,509	-5
3/09/20		9/28/20	203		- cash -
	9/28/20	12/07/20	70		Deutsche Post	100	1,007	EUR	39.230	39.350	0.120	0	39,629	2
	12/07/20	7/12/21	217		Mercedes-Benz	100	686	EUR	57.700	73.260	15.560	27	50,304	49
	7/12/21	1/10/22	182		ASML	100	85	EUR	591.700	622.300	30.600	5	52,905	11
	1/10/22	3/07/22	56		Richemont	100	398	CHF	132.700	105.400	-27.300	-21	42,039	-78
3/07/22		3/21/22	14		- cash -
	3/21/22	5/23/22	63		Glencore	100	8,449	GBP	4.976	5.130	0.155	3	43,344	19
5/23/22		11/14/22	175		- cash -
	11/14/22	12/19/22	35		BP	100	9,020	GBP	4.805	4.666	-0.139	-3	42,091	-26
12/19/22		12/26/22	7		- cash -
	12/26/22	6/12/23	168		Münchener Rück	100	138	EUR	303.500	325.100	21.600	7	45,072	16
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
	6/12/23	8/21/23	70		Hermes International	100	22	EUR	1,974.000	1,874.000	-100.000	-5	42,872	-24
8/21/23		8/28/23	7		- cash -
	8/28/23	9/04/23	7		Novo Nordisk	100	66	DKK	646.500	655.400	8.900	1	43,459	104
9/04/23		10/02/23	28		- cash -
	10/02/23	10/23/23	21		Novo Nordisk	100	68	DKK	636.800	682.200	45.400	7	46,546	231
10/23/23		11/27/23	35		- cash -
	11/27/23	5/08/24	163		Novo Nordisk	100	65	DKK	710.000	883.200	173.200	24	57,804	63
accum	1/02/06	5/08/24	4889	days out of 6702 invested (73%)							478		57,804	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Glencore	long	4/18/16	5/02/16	14	1.58	1.64	0.06	3.54
		7/04/16	6/05/17	336	1.63	2.83	1.20	73.52
		7/31/17	11/20/17	112	3.38	3.60	0.22	6.35
		3/21/22	5/23/22	63	4.98	5.13	0.15	3.11	97.01
ABB		1/02/06	7/17/06	196	13.10	14.35	1.25	9.54
		7/24/06	4/02/07	252	14.85	21.00	6.15	41.41	54.91
Anheuser-Busch InBev		5/11/09	5/25/09	14	25.03	24.62	-0.41	-1.64
		6/22/09	6/29/09	7	24.13	25.97	1.84	7.63
		7/20/09	1/11/10	175	27.50	35.30	7.80	28.36
		9/24/12	12/10/12	77	67.01	68.06	1.05	1.57	38.02
Mercedes-Benz		4/02/07	9/10/07	161	62.20	63.88	1.68	2.70
		12/07/20	7/12/21	217	57.70	73.26	15.56	26.97	30.40
Safran		5/03/10	7/05/10	63	19.19	20.73	1.54	8.03
		7/12/10	7/19/10	7	21.75	20.45	-1.30	-5.98
		7/26/10	2/07/11	196	21.27	25.50	4.24	19.92
		8/27/18	11/12/18	77	111.85	111.60	-0.25	-0.22	21.52
Iberdrola		3/25/19	10/28/19	217	7.77	9.18	1.41	18.17	18.17
Novo Nordisk		9/22/14	10/20/14	28	139.90	130.40	-9.50	-6.79
		4/06/15	8/24/15	140	188.50	174.85	-13.65	-7.24
		8/28/23	9/04/23	7	646.50	655.40	8.90	1.38
		10/02/23	10/23/23	21	636.80	682.20	45.40	7.13
		11/27/23	5/08/24	163	710.00	883.20	173.20	24.39	16.81
Airbus		3/19/12	6/25/12	98	30.33	26.26	-4.07	-13.40
		3/25/13	2/10/14	322	41.46	52.45	11.00	26.52	9.56
BASF		4/18/11	7/18/11	91	62.26	67.43	5.17	8.30	8.30
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Münchener Rück		12/26/22	6/12/23	168	303.50	325.10	21.60	7.12	7.12
Rio Tinto		9/24/07	11/12/07	49	34.73	46.74	12.01	34.59
		12/03/07	12/10/07	7	44.96	47.78	2.82	6.27
		6/08/09	6/22/09	14	24.16	20.15	-4.02	-16.63
		1/11/10	5/03/10	112	36.23	31.63	-4.61	-12.71	4.08
ING Groep		2/10/14	5/12/14	91	10.06	10.26	0.21	2.04	2.04
Vinci		3/14/16	4/04/16	21	64.60	65.45	0.85	1.32	1.32
Roche		2/25/19	3/18/19	21	276.40	277.65	1.25	0.45	0.45
Deutsche Post		9/28/20	12/07/20	70	39.23	39.35	0.12	0.31	0.31
Enel		5/12/14	9/22/14	133	4.23	4.16	-0.07	-1.75	-1.75
BP		11/14/22	12/19/22	35	4.81	4.67	-0.14	-2.89	-2.89
LVMH		6/05/17	7/31/17	56	230.25	212.70	-17.55	-7.62
		6/11/18	6/18/18	7	301.15	296.70	-4.45	-1.48	-8.99
ASML		5/04/09	5/11/09	7	16.22	14.13	-2.09	-12.89
		2/07/11	4/18/11	70	32.65	27.17	-5.48	-16.78
		6/25/12	9/24/12	91	39.07	40.98	1.91	4.89
		11/03/14	12/15/14	42	79.61	83.15	3.54	4.45
		12/22/14	1/05/15	14	88.61	87.49	-1.12	-1.26
		1/12/15	4/06/15	84	87.89	93.04	5.15	5.86
		11/20/17	3/26/18	126	154.55	163.40	8.85	5.73
		10/28/19	3/09/20	133	240.75	236.20	-4.55	-1.89
		7/12/21	1/10/22	182	591.70	622.30	30.60	5.17	-9.44
Richemont		12/10/12	3/25/13	105	73.70	73.55	-0.15	-0.20
		1/10/22	3/07/22	56	132.70	105.40	-27.30	-20.57	-20.73
Hermes International		8/11/08	8/18/08	7	105.88	99.82	-6.06	-5.72
		7/25/11	8/08/11	14	240.00	214.55	-25.45	-10.60
		1/16/12	1/23/12	7	248.60	253.60	5.00	2.01
		2/06/12	3/19/12	42	276.85	247.50	-29.35	-10.60
		6/12/23	8/21/23	70	1,974.00	1,874.00	-100.00	-5.07	-27.03

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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