Share-o-matic - Portfolio

Thu, May 9th, 2024, 9:28UTC

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	211.100	Wed	1.10	206.400	2.28	161.260	45.140	27.99	EUR	29.65
	L	Schneider Electric	226.400	Wed	2.21	219.600	3.10	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	845.000	Wed	-1.08	846.600	-0.19	630.600	216.000	34.25	EUR	25.80
	L	Banco Santander	4.772	Wed	0.92	4.571	4.40	3.848	0.723	18.78	EUR	25.13
		SAP	176.460	Wed	1.20	171.480	2.90	146.320	25.160	17.20	EUR	24.05
	L	ING Groep	16.042	Wed	-0.55	16.014	0.17	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	181.580	Wed	0.80	179.360	1.24	156.980	22.380	14.26	EUR	16.89
	L	Allianz	273.600	Wed	0.40	269.200	1.63	235.100	34.100	14.50	EUR	16.24
	L	Prosus	33.075	Wed	-0.44	33.665	-1.75	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	69.940	Wed	0.49	68.230	2.51	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	161.520	Wed	1.67	156.660	3.10	137.020	19.640	14.33	EUR	13.89
	L	TotalEnergies	67.230	Wed	0.24	67.260	-0.04	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	433.400	Wed	3.19	414.300	4.61	392.000	22.300	5.69	EUR	10.77
		Axa	33.280	Wed	1.96	32.210	3.32	29.045	3.165	10.90	EUR	10.50
		EssilorLuxottica	204.000	Wed	-0.39	198.400	2.82	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	72.570	Wed	-1.00	72.530	0.06	60.520	12.010	19.84	EUR	8.21
	L	BASF	49.510	Wed	-1.14	49.480	0.06	43.410	6.070	13.98	EUR	7.84
		Air Liquide	186.540	Wed	1.39	181.900	2.55	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	447.050	Wed	0.48	443.000	0.91	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	11.970	Wed	0.59	11.650	2.75	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	21.640	Wed	-0.37	21.740	-0.46	22.350	-0.610	-2.73	EUR	3.49
		Enel	6.446	Wed	1.03	6.325	1.91	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	58.780	Wed	3.96	55.480	5.95	58.360	-2.880	-4.93	EUR	1.72
		Vinci	113.900	Wed	1.24	111.300	2.34	113.380	-2.080	-1.83	EUR	1.66
		LVMH	787.900	Wed	-0.19	781.700	0.79	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	93.080	Wed	1.31	91.020	2.26	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	38.310	Wed	-0.73	38.420	-0.29	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	28.475	Wed	-0.05	28.060	1.48	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 = 28/27

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

Transactions STOXX Europe 50 * A22 - 28/27 (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		6/12/06	161		- cash -
short	6/12/06	6/26/06	14		Vodafone	100	8,510	GBP	1.175	1.153	1.198	0.023	2	10,195	65
long	6/26/06	1/21/08	574		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	1/21/08	4/21/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	4/21/08	4/28/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	4/28/08	6/23/08	56		UBS	100	489	CHF	36.340	22.060	59.864	23.524	65	29,304	2,488
long	6/23/08	6/30/08	7		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	6/30/08	8/11/08	42		UBS	100	1,374	CHF	21.440	23.180	19.700	-1.740	-8	27,085	-52
long	8/11/08	9/08/08	28		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	9/08/08	3/30/09	203		UBS	100	1,128	CHF	24.260	10.140	58.042	33.782	139	65,485	380
long	3/30/09	4/06/09	7		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	4/06/09	4/13/09	7		Lloyds Bank	100	82,967	GBP	0.797	0.879	0.715	-0.082	-10	59,322	-100
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,973	EUR	30.053	38.566		8.513	28	76,118	20
short	8/30/10	9/06/10	7		BP	100	19,999	GBP	3.806	4.065	3.547	-0.259	-7	70,939	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	1,400	DKK	50.650	57.050		6.400	13	79,899	14
short	8/08/11	12/19/11	133		Lloyds Bank	100	243,519	GBP	0.328	0.235	0.459	0.131	40	111,727	151
long	12/19/11	10/20/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,418	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,791	EUR	21.545	21.563	21.527	-0.018	0	189,260	-1
long	11/10/14	8/24/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,794	0
short	8/24/15	10/26/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,460	-62
long	10/26/15	12/14/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,790	-7
short	12/14/15	12/28/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,171	-90
long	12/28/15	1/04/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,630	-81
short	1/04/16	1/25/16	21		Rio Tinto	100	7,391	GBP	19.025	16.090	22.495	3.470	18	166,279	1,740
long	1/25/16	3/28/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,071	-14
short	3/28/16	4/18/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,217	-53
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/18/16	4/25/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,938	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,156	431
long	5/16/16	3/05/18	658		BAT	100	3,946	GBP	42.097	42.210		0.113	0	166,601	0
short	3/05/18	4/23/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,467	74
long	4/23/18	10/15/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,325	-15
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	81,471	EUR	2.042	1.960	2.126	0.085	4	173,225	70
long	11/12/18	12/10/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,464	-40
short	12/10/18	2/11/19	63		Bayer	100	2,737	EUR	60.800	68.170	53.430	-7.370	-12	146,292	-53
long	2/11/19	3/02/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	3,247	EUR	52.000	44.950	60.156	8.156	16	195,366	61
long	6/22/20	6/29/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,154	-6
short	6/29/20	7/27/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,660	35
long	7/27/20	6/20/22	693		ASML	100	616	EUR	323.950	457.250		133.300	41	281,773	20
short	6/20/22	6/27/22	7		Adyen	100	227	EUR	1,238.600	1,419.800	1,057.400	-181.200	-15	240,641	-100
long	6/27/22	7/11/22	14		BAT	100	6,737	GBP	35.715	33.890		-1.825	-5	228,346	-75
short	7/11/22	7/25/22	14		Adidas	100	1,400	EUR	163.080	176.020	150.140	-12.940	-8	210,230	-88
long	7/25/22	9/05/22	42		Novo Nordisk	100	502	DKK	418.450	391.400		-27.050	-6	196,651	-44
short	9/05/22	11/07/22	63		Adidas	100	1,354	EUR	145.200	114.960	183.395	38.195	26	248,366	287
long	11/07/22	10/23/23	350		BP	100	49,495	GBP	5.018	5.322		0.304	6	263,413	6
short	10/23/23	10/30/23	7		Adyen	100	386	EUR	682.200	633.000	735.224	53.024	8	283,880	4,855
long	10/30/23	5/08/24	191		Novo Nordisk	100	418	DKK	677.700	883.200		205.500	30	369,779	66
accum	6/12/06	5/08/24	6541	days out of 6702 invested (98%)								3,598		369,779	22

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	1/21/08	4/21/08	91	40.30	35.94	45.19	4.89	12.13
	short	4/28/08	6/23/08	56	36.34	22.06	59.86	23.52	64.73
	short	6/30/08	8/11/08	42	21.44	23.18	19.70	-1.74	-8.12
	short	9/08/08	3/30/09	203	24.26	10.14	58.04	33.78	139.25	306.07
Roche	long	12/19/11	10/20/14	1036	158.40	268.60		110.20	69.57
	long	2/11/19	3/02/20	385	272.55	314.70		42.15	15.47	95.79
ABB	long	6/26/06	1/21/08	574	15.25	23.80		8.55	56.07	56.07
ASML	long	6/22/20	6/29/20	7	322.55	322.20		-0.35	-0.11
	long	7/27/20	6/20/22	693	323.95	457.25		133.30	41.15	41.00
Novo Nordisk	long	9/06/10	8/08/11	336	50.65	57.05		6.40	12.64
	long	7/25/22	9/05/22	42	418.45	391.40		-27.05	-6.46
	long	10/30/23	5/08/24	191	677.70	883.20		205.50	30.32	37.30
Deutsche Bank	long	4/13/09	8/30/10	504	30.05	38.57		8.51	28.33
	short	10/20/14	11/10/14	21	21.55	21.56	21.53	-0.02	-0.08	28.22
Lloyds Bank	short	4/06/09	4/13/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	12/19/11	133	0.33	0.23	0.46	0.13	39.84	25.45
Adidas	short	7/11/22	7/25/22	14	163.08	176.02	150.14	-12.94	-7.93
	short	9/05/22	11/07/22	63	145.20	114.96	183.39	38.19	26.30	16.28
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	52.00	44.95	60.16	8.16	15.68	15.68
Imperial Brands	short	3/05/18	4/23/18	49	25.81	23.96	27.80	1.99	7.72	7.72
Credit Suisse	short	3/28/16	4/18/16	21	13.95	14.54	13.36	-0.59	-4.23
	short	4/25/16	5/16/16	21	14.74	13.39	16.23	1.49	10.08	5.43
Intesa Sanpaolo	short	10/15/18	11/12/18	28	2.04	1.96	2.13	0.08	4.15	4.15
Airbus	short	6/29/20	7/27/20	28	63.35	61.92	64.81	1.46	2.31	2.31
Vodafone	short	6/12/06	6/26/06	14	1.18	1.15	1.20	0.02	1.95	1.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novartis	long	11/10/14	8/24/15	287	74.46	74.67		0.21	0.28	0.28
BP	short	8/30/10	9/06/10	7	3.81	4.07	3.55	-0.26	-6.81
	long	11/07/22	10/23/23	350	5.02	5.32		0.30	6.06	-1.16
AstraZeneca	long	8/11/08	9/08/08	28	25.81	26.09		0.28	1.08
	long	3/30/09	4/06/09	7	23.52	23.75		0.23	0.98
	long	11/12/18	12/10/18	28	62.51	60.07		-2.44	-3.90	-1.91
SAP	long	10/26/15	12/14/15	49	70.13	69.40		-0.73	-1.04
	long	12/28/15	1/04/16	7	72.86	70.58		-2.28	-3.13
	long	1/25/16	3/28/16	63	72.68	70.84		-1.84	-2.53	-6.56
LVMH	long	4/23/18	10/15/18	175	281.05	260.45		-20.60	-7.33	-7.33
BAT	long	4/18/16	4/25/16	7	42.81	41.63		-1.18	-2.76
	long	5/16/16	3/05/18	658	42.10	42.21		0.11	0.27
	long	6/27/22	7/11/22	14	35.72	33.89		-1.83	-5.11	-7.48
Adyen	short	6/20/22	6/27/22	7	1,238.60	1,419.80	1,057.40	-181.20	-14.63
	short	10/23/23	10/30/23	7	682.20	633.00	735.22	53.02	7.77	-7.99
Rio Tinto	long	4/21/08	4/28/08	7	51.52	51.43		-0.09	-0.18
	long	6/23/08	6/30/08	7	49.35	49.64		0.29	0.59
	short	8/24/15	10/26/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	12/14/15	12/28/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	1/04/16	1/25/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	12/10/18	2/11/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12

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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