Share-o-matic - Portfolio

Thu, May 9th, 2024, 10:22UTC

Assessment - STOXX Europe 50 - 5/06/24 - RS = 22

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ22	Curr	∅-RS
	L	Stoxx 50	4,478.230	Wed	0.50	4,400.190	1.77	4,019.450	380.740	9.47	EUR	8.22
		Safran	210.700	09:52	-0.19	206.400	2.08	161.260	45.140	27.99	EUR	29.65
	L	Schneider Electric	226.300	09:56	-0.04	219.600	3.05	168.080	51.520	30.65	EUR	28.07
	L	ABB	46.570	Wed	1.84	45.470	2.42	34.860	10.610	30.44	CHF	28.03
		Novo Nordisk	883.200	Wed	0.07	851.400	3.74	692.200	159.200	23.00	DKK	26.32
		ASML	845.400	09:49	0.05	846.600	-0.14	630.600	216.000	34.25	EUR	25.80
	L	Banco Santander	4.740	09:51	-0.66	4.571	3.71	3.848	0.723	18.78	EUR	25.13
		SAP	176.180	09:56	-0.16	171.480	2.74	146.320	25.160	17.20	EUR	24.05
	L	ING Groep	16.048	09:52	0.05	16.014	0.21	12.944	3.070	23.72	EUR	23.97
	L	GSK	1,773.500	Wed	0.71	1,733.500	2.31	1,455.400	278.100	19.11	GBP	16.92
	L	Siemens	182.900	09:56	0.73	179.360	1.97	156.980	22.380	14.26	EUR	16.89
	L	Allianz	260.800	09:49	0.38	269.200	-3.12	235.100	34.100	14.50	EUR	16.24
	L	Prosus	33.380	09:52	0.91	33.665	-0.85	30.450	3.215	10.56	EUR	16.17
		RELX	3,433.000	Wed	0.64	3,358.000	2.23	3,047.000	311.000	10.21	GBP	16.15
	L	BNP Paribas	70.040	09:50	0.14	68.230	2.65	58.470	9.760	16.69	EUR	15.55
		Hermes International	2,305.000	Wed	0.48	2,274.000	1.36	1,917.400	356.600	18.60	EUR	15.29
	L	Shell	33.770	Wed	-0.32	33.770		30.020	3.750	12.49	EUR	14.50
	L	HSBC	720.800	Wed	1.15	705.500	2.17	604.100	101.400	16.79	GBP	14.30
		Airbus	160.940	09:49	-0.36	156.660	2.73	137.020	19.640	14.33	EUR	13.89
	L	TotalEnergies	67.940	09:56	1.06	67.260	1.01	61.390	5.870	9.56	EUR	13.16
	L	AstraZeneca	12,264.000	Wed	1.20	12,050.000	1.78	10,266.000	1,784.000	17.38	GBP	12.49
		UBS	26.330	Wed	-1.72	24.900	5.74	24.790	0.110	0.44	CHF	12.10
		Münchener Rück	434.200	09:52	0.18	414.300	4.80	392.000	22.300	5.69	EUR	10.77
		Axa	33.180	09:49	-0.30	32.210	3.01	29.045	3.165	10.90	EUR	10.50
		EssilorLuxottica	203.900	09:50	-0.05	198.400	2.77	178.060	20.340	11.42	EUR	10.00
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ22	Curr	∅-RS
	L	Mercedes-Benz	68.210	09:53	1.40	72.530	-5.96	60.520	12.010	19.84	EUR	8.21
	L	BASF	49.470	09:50	-0.08	49.480	-0.02	43.410	6.070	13.98	EUR	7.84
		Air Liquide	185.800	09:49	-0.40	181.900	2.14	172.280	9.620	5.58	EUR	7.52
	L	Rio Tinto	5,528.000	Wed	-1.13	5,467.000	1.12	5,448.000	19.000	0.35	GBP	5.82
	L	Unilever Plc	4,229.000	Wed	0.40	4,188.000	0.98	3,817.000	371.000	9.72	GBP	5.70
		L´Oreal	448.450	09:51	0.31	443.000	1.23	436.900	6.100	1.40	EUR	5.53
	L	BP	500.500	Wed	-0.64	510.400	-1.94	471.950	38.450	8.15	GBP	5.35
	L	National Grid	1,101.500	Wed	0.55	1,074.000	2.56	1,036.000	38.000	3.67	GBP	4.53
	L	Iberdrola	11.900	09:51	-0.58	11.650	2.15	11.515	0.135	1.17	EUR	4.40
		Richemont	132.950	Wed	0.08	131.950	0.76	110.500	21.450	19.41	CHF	4.10
	L	Glencore	460.700	Wed	-1.55	455.000	1.25	443.650	11.350	2.56	GBP	3.80
		Deutsche Telekom	21.750	09:50	0.51	21.740	0.05	22.350	-0.610	-2.73	EUR	3.49
		Enel	6.439	09:51	-0.17	6.325	1.80	6.535	-0.210	-3.21	EUR	3.26
		Zurich Insurance	455.500	Wed	0.86	446.000	2.13	441.000	5.000	1.13	CHF	2.46
		Anheuser-Busch InBev	58.800	09:48	0.03	55.480	5.98	58.360	-2.880	-4.93	EUR	1.72
		Vinci	114.450	09:54	0.48	111.300	2.83	113.380	-2.080	-1.83	EUR	1.66
		LVMH	778.500	09:53	-1.19	781.700	-0.41	698.700	83.000	11.88	EUR	0.89
		Novartis	90.540	Wed	0.85	88.100	2.77	86.140	1.960	2.28	CHF	-0.57
		Sanofi	92.230	09:53	-0.91	91.020	1.33	86.590	4.430	5.12	EUR	-2.13
	L	BAT	2,406.000	Wed	0.80	2,355.000	2.17	2,523.500	-168.500	-6.68	GBP	-5.01
	S	Deutsche Post	39.020	09:50	1.85	38.420	1.56	43.845	-5.425	-12.37	EUR	-8.22
	S	Nestlé	94.200	Wed	2.21	91.360	3.11	99.970	-8.610	-8.61	CHF	-9.90
		Diageo	2,808.000	Wed	1.91	2,729.000	2.89	2,804.000	-75.000	-2.67	GBP	-10.71
	S	Roche	222.300	Wed	0.45	218.500	1.74	246.300	-27.800	-11.29	CHF	-12.58
	S	Reckitt Benckiser	4,547.000	Wed	-0.07	4,476.000	1.59	5,450.000	-974.000	-17.87	GBP	-18.71
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ22	Curr	∅-RS
	L	Bayer	28.365	09:50	-0.40	28.060	1.09	30.825	-2.765	-8.97	EUR	-25.36
Europe 50 - 50 out of 50 instruments rated - 5/06/24 / 12/04/23 - 39 did rise, Market-Ratio(22) = 78.00 %

Technical Chart

	Europe 50 RS = 22 - B/S = 21/21

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

Transactions STOXX Europe 50 * S22 - 21 ex 7 (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		1/28/08	756		- cash -
short	1/28/08	2/18/08	21		Safran	100	955	EUR	10.470	13.100	7.840	-2.630	-25	7,488	-99
2/18/08		2/25/08	7		- cash -
	2/25/08	4/21/08	56		UBS	100	204	CHF	36.560	35.940	37.191	0.631	2	7,617	12
4/21/08		5/05/08	14		- cash -
	5/05/08	5/19/08	14		UBS	100	206	CHF	36.880	32.260	42.162	5.282	14	8,705	3,177
5/19/08		5/26/08	7		- cash -
	5/26/08	6/23/08	28		UBS	100	308	CHF	28.200	22.060	36.049	7.849	28	11,123	2,356
6/23/08		7/14/08	21		- cash -
	7/14/08	8/04/08	21		UBS	100	569	CHF	19.530	19.560	19.500	-0.030	0	11,105	-3
8/04/08		9/08/08	35		- cash -
	9/08/08	9/15/08	7		UBS	100	457	CHF	24.260	20.100	29.281	5.021	21	13,400	> 999,999
9/15/08		9/22/08	7		- cash -
	9/22/08	10/27/08	35		UBS	100	644	CHF	20.800	14.400	30.044	9.244	44	19,353	4,529
	10/27/08	1/05/09	70		ING Groep	100	3,862	EUR	5.010	5.820	4.200	-0.810	-16	16,225	-60
1/05/09		1/12/09	7		- cash -
	1/12/09	2/23/09	42		Rio Tinto	100	1,222	GBP	13.276	15.060	11.491	-1.784	-13	14,045	-71
	2/23/09	3/30/09	35		ING Groep	100	5,116	EUR	2.745	3.071	2.419	-0.326	-12	12,377	-73
3/30/09		4/06/09	7		- cash -
	4/06/09	4/13/09	7		ING Groep	100	3,041	EUR	4.069	5.148	2.990	-1.079	-27	9,096	-100
4/13/09		8/30/10	504		- cash -
	8/30/10	9/06/10	7		BP	100	2,389	GBP	3.806	4.065	3.547	-0.259	-7	8,477	-97
9/06/10		8/08/11	336		- cash -
	8/08/11	8/15/11	7		UBS	100	806	CHF	10.510	11.840	9.180	-1.330	-13	7,405	-100
8/15/11		8/22/11	7		- cash -
	8/22/11	8/29/11	7		BNP Paribas	100	226	EUR	32.720	34.395	31.045	-1.675	-5	7,026	-94
8/29/11		9/05/11	7		- cash -
	9/05/11	9/19/11	14		BNP Paribas	100	224	EUR	31.300	26.650	36.761	5.461	17	8,250	6,523
9/19/11		9/26/11	7		- cash -
	9/26/11	10/24/11	28		BNP Paribas	100	313	EUR	26.325	32.000	20.650	-5.675	-22	6,473	-96
10/24/11		10/31/11	7		- cash -
	10/31/11	11/14/11	14		BNP Paribas	100	197	EUR	32.850	31.815	33.919	1.069	3	6,684	130
11/14/11		8/24/15	1379		- cash -
	8/24/15	10/12/15	49		Glencore	100	4,846	GBP	1.379	1.212	1.570	0.191	14	7,608	162
10/12/15		12/14/15	63		- cash -
	12/14/15	12/28/15	14		Glencore	100	9,510	GBP	0.800	0.924	0.676	-0.124	-16	6,429	-99
12/28/15		1/04/16	7		- cash -
	1/04/16	1/25/16	21		Glencore	100	7,539	GBP	0.853	0.809	0.899	0.047	5	6,780	152
1/25/16		4/11/16	77		- cash -
	4/11/16	4/18/16	7		Banco Santander	100	1,817	EUR	3.730	4.130	3.330	-0.400	-11	6,053	-100
4/18/16		5/02/16	14		- cash -
	5/02/16	5/09/16	7		Mercedes-Benz	100	99	EUR	61.090	59.730	62.481	1.391	2	6,191	223
5/09/16		3/26/18	686		- cash -
	3/26/18	4/16/18	21		BAT	100	158	GBP	39.000	40.430	37.570	-1.430	-4	5,965	-48
4/16/18		10/15/18	182		- cash -
	10/15/18	10/29/18	14		ING Groep	100	552	EUR	10.798	10.350	11.265	0.467	4	6,223	202
10/29/18		12/10/18	42		- cash -
	12/10/18	12/17/18	7		Bayer	100	102	EUR	60.800	64.000	57.600	-3.200	-5	5,897	-94
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
12/17/18		12/24/18	7		- cash -
	12/24/18	1/21/19	28		BAT	100	234	GBP	25.190	25.650	24.730	-0.460	-2	5,789	-21
1/21/19		1/28/19	7		- cash -
	1/28/19	2/04/19	7		BAT	100	243	GBP	23.750	26.805	20.695	-3.055	-13	5,047	-100
2/04/19		3/09/20	399		- cash -
	3/09/20	3/23/20	14		Anheuser-Busch InBev	100	118	EUR	42.705	39.030	46.726	4.021	9	5,521	944
	3/23/20	3/30/20	7		Safran	100	96	EUR	57.040	84.900	29.180	-27.860	-49	2,847	-100
	3/30/20	4/20/20	21		Glencore	100	2,392	GBP	1.190	1.431	0.949	-0.241	-20	2,271	-98
4/20/20		4/27/20	7		- cash -
	4/27/20	5/11/20	14		Airbus	100	44	EUR	51.070	54.500	47.640	-3.430	-7	2,120	-84
5/11/20		5/18/20	7		- cash -
	5/18/20	6/08/20	21		Airbus	100	38	EUR	55.340	81.910	28.770	-26.570	-48	1,111	-100
6/08/20		6/20/22	742		- cash -
	6/20/22	6/27/22	7		Deutsche Post	100	31	EUR	34.875	36.515	33.235	-1.640	-5	1,060	-92
6/27/22		9/26/22	91		- cash -
	9/26/22	10/10/22	14		Deutsche Post	100	35	EUR	30.000	32.320	27.680	-2.320	-8	979	-88
10/10/22		5/09/24	577		- cash -
accum	1/28/08	10/10/22	686	days out of 6702 invested (10%)								-90		979	-71

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	2/25/08	4/21/08	56	36.56	35.94	37.19	0.63	1.73
		5/05/08	5/19/08	14	36.88	32.26	42.16	5.28	14.32
		5/26/08	6/23/08	28	28.20	22.06	36.05	7.85	27.83
		7/14/08	8/04/08	21	19.53	19.56	19.50	-0.03	-0.15
		9/08/08	9/15/08	7	24.26	20.10	29.28	5.02	20.70
		9/22/08	10/27/08	35	20.80	14.40	30.04	9.24	44.44
		8/08/11	8/15/11	7	10.51	11.84	9.18	-1.33	-12.65	126.03
Anheuser-Busch InBev		3/09/20	3/23/20	14	42.71	39.03	46.73	4.02	9.42	9.42
Mercedes-Benz		5/02/16	5/09/16	7	61.09	59.73	62.48	1.39	2.28	2.28
Bayer		12/10/18	12/17/18	7	60.80	64.00	57.60	-3.20	-5.26	-5.26
BP		8/30/10	9/06/10	7	3.81	4.07	3.55	-0.26	-6.81	-6.81
BNP Paribas		8/22/11	8/29/11	7	32.72	34.40	31.05	-1.68	-5.12
		9/05/11	9/19/11	14	31.30	26.65	36.76	5.46	17.45
		9/26/11	10/24/11	28	26.33	32.00	20.65	-5.68	-21.56
		10/31/11	11/14/11	14	32.85	31.82	33.92	1.07	3.25	-9.74
Banco Santander		4/11/16	4/18/16	7	3.73	4.13	3.33	-0.40	-10.72	-10.72
Deutsche Post		6/20/22	6/27/22	7	34.88	36.52	33.24	-1.64	-4.70
		9/26/22	10/10/22	14	30.00	32.32	27.68	-2.32	-7.73	-12.07
Rio Tinto		1/12/09	2/23/09	42	13.28	15.06	11.49	-1.78	-13.44	-13.44
BAT		3/26/18	4/16/18	21	39.00	40.43	37.57	-1.43	-3.67
		12/24/18	1/21/19	28	25.19	25.65	24.73	-0.46	-1.83
		1/28/19	2/04/19	7	23.75	26.81	20.70	-3.06	-12.86	-17.59
Glencore		8/24/15	10/12/15	49	1.38	1.21	1.57	0.19	13.83
		12/14/15	12/28/15	14	0.80	0.92	0.68	-0.12	-15.50
		1/04/16	1/25/16	21	0.85	0.81	0.90	0.05	5.46
		3/30/20	4/20/20	21	1.19	1.43	0.95	-0.24	-20.22	-19.07
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
ING Groep		10/27/08	1/05/09	70	5.01	5.82	4.20	-0.81	-16.17
		2/23/09	3/30/09	35	2.75	3.07	2.42	-0.33	-11.88
		4/06/09	4/13/09	7	4.07	5.15	2.99	-1.08	-26.52
		10/15/18	10/29/18	14	10.80	10.35	11.27	0.47	4.33	-43.36
Airbus		4/27/20	5/11/20	14	51.07	54.50	47.64	-3.43	-6.72
		5/18/20	6/08/20	21	55.34	81.91	28.77	-26.57	-48.01	-51.50
Safran		1/28/08	2/18/08	21	10.47	13.10	7.84	-2.63	-25.12
		3/23/20	3/30/20	7	57.04	84.90	29.18	-27.86	-48.84	-61.69

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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