| | |
| | |
Assessment - SP Global 100 - 3/28/11 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/28/11 |
⇓ Δwk |
6/28/10 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
S&P Global 100 |
3,757.070 |
8/12/24 |
0.32 |
1,281.330 |
|
|
|
|
USD |
-na- |
| |  |
 |
 |
 |
|
 |
Caterpillar |
336.030 |
8/12/24 |
-0.66 |
109.400 |
|
64.400 |
45.000 |
69.88 |
USD |
43.75 |
| |  |
 |
 |
 |
|
 |
Chevron |
145.020 |
8/12/24 |
0.02 |
106.040 |
|
69.960 |
36.080 |
51.57 |
USD |
28.72 |
| |  |
 |
 |
 |
|
 |
ING Groep |
15.232 |
8/12/24 |
0.21 |
9.412 |
|
6.616 |
2.796 |
42.26 |
EUR |
25.81 |
| |  |
 |
 |
 |
|
 |
Repsol |
12.765 |
8/12/24 |
0.67 |
24.250 |
|
17.340 |
6.910 |
39.85 |
EUR |
25.59 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
93.500 |
8/12/24 |
-0.47 |
112.200 |
|
75.900 |
36.300 |
47.83 |
EUR |
24.19 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
119.000 |
8/12/24 |
0.13 |
83.470 |
|
58.470 |
25.000 |
42.76 |
USD |
23.83 |
| |  |
 |
 |
 |
L |
 |
Texas Instruments |
192.060 |
8/12/24 |
-0.08 |
34.490 |
|
24.360 |
10.130 |
41.58 |
USD |
22.77 |
| |  |
 |
 |
 |
L |
 |
Apple |
217.530 |
8/12/24 |
0.71 |
12.516 |
|
9.582 |
2.934 |
30.61 |
USD |
22.75 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
211.250 |
8/12/24 |
0.38 |
59.200 |
|
43.545 |
15.655 |
35.95 |
EUR |
22.53 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
73.560 |
8/12/24 |
-0.41 |
43.125 |
|
32.700 |
10.425 |
31.88 |
EUR |
21.57 |
| |  |
 |
 |
 |
L |
 |
Philip Morris |
116.090 |
8/12/24 |
0.07 |
65.170 |
|
46.290 |
18.880 |
40.79 |
USD |
21.07 |
| |  |
 |
 |
 |
L |
 |
Pfizer |
28.450 |
8/12/24 |
-0.35 |
20.270 |
|
14.540 |
5.730 |
39.41 |
USD |
20.48 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
724.500 |
|
537.500 |
187.000 |
34.79 |
GBP |
20.15 |
| |  |
 |
 |
 |
L |
 |
Fox A |
38.830 |
8/12/24 |
-1.27 |
17.090 |
|
12.670 |
4.420 |
34.89 |
USD |
19.97 |
| |  |
 |
 |
 |
|
 |
Marsh & McLennan |
217.350 |
8/12/24 |
-1.23 |
29.820 |
|
23.240 |
6.580 |
28.31 |
USD |
19.53 |
| |  |
 |
 |
 |
S |
 |
BASF |
41.280 |
8/12/24 |
-0.22 |
59.090 |
|
47.545 |
11.545 |
24.28 |
EUR |
18.43 |
| |  |
 |
 |
 |
|
 |
IBM |
189.480 |
8/12/24 |
-1.03 |
161.370 |
|
128.980 |
32.390 |
25.11 |
USD |
17.05 |
| |  |
 |
 |
 |
|
 |
Siemens |
157.200 |
8/12/24 |
0.01 |
91.471 |
|
74.228 |
17.243 |
23.23 |
EUR |
16.39 |
| |  |
 |
 |
 |
|
 |
Societe Generale |
20.520 |
8/12/24 |
0.44 |
48.350 |
|
36.130 |
12.220 |
33.82 |
EUR |
15.62 |
| |  |
 |
 |
 |
|
 |
General Electric |
166.870 |
8/12/24 |
-0.16 |
158.000 |
|
120.000 |
38.000 |
31.67 |
USD |
15.39 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
1,753.000 |
|
1,452.000 |
301.000 |
20.73 |
JPY |
14.36 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
4,942.000 |
8/12/24 |
0.56 |
4,279.000 |
|
3,256.000 |
1,023.000 |
31.42 |
GBP |
14.03 |
| |  |
 |
 |
 |
L |
 |
Anglo American |
2,232.500 |
8/12/24 |
0.29 |
3,184.000 |
|
2,530.500 |
653.500 |
25.82 |
GBP |
13.90 |
| |  |
 |
 |
 |
L |
 |
Raytheon Tech |
116.600 |
8/12/24 |
0.39 |
52.530 |
|
42.234 |
10.296 |
24.38 |
USD |
13.33 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/28/11 |
⇓ Δwk |
6/28/10 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Samsung Electronics |
75,500.000 |
8/12/24 |
1.07 |
18,800.000 |
|
15,840.000 |
2,960.000 |
18.69 |
KRW |
13.30 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
434.700 |
|
330.500 |
104.200 |
31.53 |
GBP |
13.00 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
74.440 |
8/12/24 |
0.87 |
177.800 |
|
146.000 |
31.800 |
21.78 |
GBP |
12.52 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
206.190 |
8/12/24 |
0.19 |
45.960 |
|
38.540 |
7.420 |
19.25 |
USD |
12.30 |
| |  |
 |
 |
 |
L |
 |
Coca-Cola |
68.170 |
8/12/24 |
-0.74 |
32.515 |
|
25.540 |
6.975 |
27.31 |
USD |
11.89 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
5.338 |
|
4.693 |
0.645 |
13.74 |
EUR |
11.58 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
98.850 |
|
83.100 |
15.750 |
18.95 |
EUR |
10.88 |
| |  |
 |
 |
 |
|
 |
Shell |
33.025 |
8/12/24 |
0.93 |
25.455 |
|
21.640 |
3.815 |
17.63 |
EUR |
10.80 |
| |  |
 |
 |
 |
|
 |
BHP |
2,094.000 |
8/12/24 |
-0.14 |
2,363.500 |
|
1,881.500 |
482.000 |
25.62 |
GBP |
10.65 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
9.860 |
8/12/24 |
-2.38 |
14.860 |
|
10.430 |
4.430 |
42.47 |
USD |
9.76 |
| |  |
 |
 |
 |
S |
 |
LVMH |
635.100 |
8/12/24 |
-0.14 |
110.900 |
|
93.270 |
17.630 |
18.90 |
EUR |
9.00 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
24.730 |
8/12/24 |
0.49 |
10.735 |
|
9.897 |
0.838 |
8.47 |
EUR |
8.51 |
| |  |
 |
 |
 |
S |
 |
National Grid |
978.400 |
8/12/24 |
-0.04 |
592.000 |
|
502.000 |
90.000 |
17.93 |
GBP |
8.10 |
| |  |
 |
 |
 |
L |
 |
3M |
123.360 |
8/12/24 |
-0.65 |
92.120 |
|
78.980 |
13.140 |
16.64 |
USD |
7.96 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
57.480 |
8/12/24 |
-0.57 |
48.270 |
|
43.240 |
5.030 |
11.63 |
EUR |
7.89 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
14.750 |
|
13.440 |
1.310 |
9.75 |
EUR |
7.49 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
61.720 |
8/12/24 |
0.60 |
42.605 |
|
38.130 |
4.475 |
11.74 |
EUR |
6.52 |
| |  |
 |
 |
 |
L |
 |
Alphabet A |
162.290 |
8/12/24 |
-0.84 |
14.429 |
|
11.839 |
2.590 |
21.88 |
USD |
6.44 |
| |  |
 |
 |
 |
|
 |
BP |
439.600 |
8/12/24 |
1.35 |
477.100 |
|
308.250 |
168.850 |
54.78 |
GBP |
6.15 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
51.500 |
|
46.500 |
5.000 |
10.75 |
CHF |
5.71 |
| |  |
 |
 |
 |
L |
 |
Ericsson |
71.080 |
8/12/24 |
1.14 |
81.500 |
|
82.600 |
-1.100 |
-1.33 |
SEK |
4.65 |
| |  |
 |
 |
 |
S |
 |
Bristol-Myers |
47.060 |
8/12/24 |
0.73 |
26.980 |
|
25.570 |
1.410 |
5.51 |
USD |
4.50 |
| |  |
 |
 |
 |
|
 |
Citigroup |
57.840 |
8/12/24 |
|
44.300 |
|
40.000 |
4.300 |
10.75 |
USD |
4.10 |
| |  |
 |
 |
 |
S |
 |
Engie |
15.335 |
8/12/24 |
0.49 |
27.895 |
|
24.470 |
3.425 |
14.00 |
EUR |
4.04 |
| |  |
 |
 |
 |
L |
 |
ABB |
45.510 |
8/12/24 |
0.55 |
21.820 |
|
20.020 |
1.800 |
8.99 |
CHF |
3.90 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/28/11 |
⇓ Δwk |
6/28/10 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Bayer |
25.960 |
8/12/24 |
-0.04 |
53.080 |
|
47.840 |
5.240 |
10.95 |
EUR |
3.63 |
| |  |
 |
 |
 |
|
 |
Telefónica |
4.032 |
8/12/24 |
0.12 |
17.855 |
|
15.925 |
1.930 |
12.12 |
EUR |
2.80 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,451.500 |
8/12/24 |
1.03 |
1,165.000 |
|
1,064.000 |
101.000 |
9.49 |
GBP |
2.61 |
| |  |
 |
 |
 |
S |
 |
McDonald´s |
269.460 |
8/12/24 |
0.58 |
75.000 |
|
67.330 |
7.670 |
11.39 |
USD |
2.55 |
| |  |
 |
 |
 |
|
 |
UBS |
24.850 |
8/12/24 |
0.44 |
17.050 |
|
15.080 |
1.970 |
13.06 |
CHF |
2.40 |
| |  |
 |
 |
 |
|
 |
Vivendi |
9.488 |
8/12/24 |
0.40 |
19.146 |
|
16.785 |
2.361 |
14.07 |
EUR |
2.26 |
| |  |
 |
 |
 |
L |
 |
Colgate-Palmolive |
101.280 |
8/12/24 |
-0.77 |
40.245 |
|
39.620 |
0.625 |
1.58 |
USD |
1.87 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
8.924 |
8/12/24 |
0.27 |
8.827 |
|
8.496 |
0.331 |
3.90 |
EUR |
1.82 |
| |  |
 |
 |
 |
L |
 |
Goldman Sachs |
485.500 |
8/12/24 |
-0.97 |
156.470 |
|
136.660 |
19.810 |
14.50 |
USD |
1.29 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,447.500 |
8/09/24 |
-0.14 |
662.000 |
|
625.000 |
37.000 |
5.92 |
JPY |
1.17 |
| |  |
 |
 |
 |
L |
 |
Morgan Stanley |
94.840 |
8/12/24 |
0.13 |
27.180 |
|
24.520 |
2.660 |
10.85 |
USD |
1.08 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,420.000 |
8/09/24 |
-0.14 |
1,013.000 |
|
883.000 |
130.000 |
14.72 |
JPY |
0.49 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
376.650 |
8/12/24 |
-1.59 |
82.000 |
|
83.120 |
-1.120 |
-1.35 |
EUR |
0.21 |
| |  |
 |
 |
 |
|
 |
Sanofi |
95.670 |
8/12/24 |
-0.60 |
49.055 |
|
49.900 |
-0.845 |
-1.69 |
EUR |
-0.59 |
| |  |
 |
 |
 |
|
 |
PepsiCo |
171.420 |
8/12/24 |
-0.56 |
64.340 |
|
61.960 |
2.380 |
3.84 |
USD |
-0.77 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
108.950 |
|
104.900 |
4.050 |
3.86 |
EUR |
-0.84 |
| |  |
 |
 |
 |
L |
 |
Unilever |
55.100 |
8/12/24 |
-0.36 |
22.065 |
|
23.060 |
-0.995 |
-4.31 |
EUR |
-1.01 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
88.640 |
8/12/24 |
-0.40 |
52.300 |
|
52.850 |
-0.550 |
-1.04 |
CHF |
-1.36 |
| |  |
 |
 |
 |
L |
 |
HSBC |
643.900 |
8/12/24 |
0.22 |
653.500 |
|
639.000 |
14.500 |
2.27 |
GBP |
-1.39 |
| |  |
 |
 |
 |
L |
 |
Walmart |
68.700 |
8/12/24 |
1.10 |
17.397 |
|
16.523 |
0.873 |
5.29 |
USD |
-1.40 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
410.200 |
8/09/24 |
-0.56 |
725.000 |
|
626.000 |
99.000 |
15.81 |
JPY |
-1.43 |
| |  |
 |
 |
 |
S |
 |
Kimberly-Clark |
34.140 |
8/12/24 |
-1.01 |
24.280 |
|
25.460 |
-1.180 |
-4.63 |
MXN |
-2.01 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
8/12/24 |
-1.78 |
20.340 |
|
20.360 |
-0.020 |
-0.10 |
USD |
-2.25 |
| |  |
 |
 |
 |
S |
 |
Orange |
10.115 |
8/12/24 |
-0.25 |
15.655 |
|
14.790 |
0.865 |
5.85 |
EUR |
-2.36 |
| |  |
 |
 |
 |
|
 |
GSK |
1,572.000 |
8/12/24 |
0.42 |
1,189.190 |
|
1,151.910 |
37.280 |
3.24 |
GBP |
-2.63 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/28/11 |
⇓ Δwk |
6/28/10 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Procter & Gamble |
166.810 |
8/12/24 |
-2.19 |
60.660 |
|
60.620 |
0.040 |
0.07 |
USD |
-2.86 |
| |  |
 |
 |
 |
|
 |
Nike |
74.640 |
8/12/24 |
0.40 |
18.973 |
|
17.625 |
1.348 |
7.65 |
USD |
-3.02 |
| |  |
 |
 |
 |
|
 |
Barclays |
220.100 |
8/12/24 |
0.85 |
270.103 |
|
263.590 |
6.513 |
2.47 |
GBP |
-3.26 |
| |  |
 |
 |
 |
|
 |
UnibailRodaWestfield |
5.550 |
8/12/24 |
0.73 |
9.620 |
|
9.900 |
-0.280 |
-2.83 |
AUD |
-3.42 |
| |  |
 |
 |
 |
|
 |
Seven & i |
1,672.500 |
8/09/24 |
-0.54 |
675.000 |
|
684.670 |
-9.670 |
-1.41 |
JPY |
-3.45 |
| |  |
 |
 |
 |
S |
 |
Johnson & Johnson |
159.880 |
8/12/24 |
-0.46 |
59.240 |
|
59.450 |
-0.210 |
-0.35 |
USD |
-3.51 |
| |  |
 |
 |
 |
|
 |
Microsoft |
406.810 |
8/12/24 |
0.19 |
25.410 |
|
24.310 |
1.100 |
4.52 |
USD |
-4.01 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
4.089 |
8/12/24 |
-0.24 |
8.381 |
|
8.879 |
-0.498 |
-5.61 |
EUR |
-4.54 |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
13.308 |
8/12/24 |
0.14 |
35.434 |
|
37.288 |
-1.854 |
-4.97 |
EUR |
-5.11 |
| |  |
 |
 |
 |
|
 |
Standard Chartered |
722.000 |
8/12/24 |
0.92 |
1,623.500 |
|
1,647.430 |
-23.930 |
-1.45 |
GBP |
-5.22 |
| |  |
 |
 |
 |
L |
 |
HP |
33.780 |
8/12/24 |
0.72 |
19.137 |
|
20.922 |
-1.785 |
-8.53 |
USD |
-5.45 |
| |  |
 |
 |
 |
L |
 |
Philips |
26.060 |
8/12/24 |
-0.91 |
22.180 |
|
25.735 |
-3.555 |
-13.81 |
EUR |
-6.11 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
12,780.000 |
8/12/24 |
0.63 |
2,872.500 |
|
2,961.500 |
-89.000 |
-3.01 |
GBP |
-6.20 |
| |  |
 |
 |
 |
L |
 |
Novartis |
96.740 |
8/12/24 |
0.16 |
42.120 |
|
44.330 |
-2.210 |
-4.99 |
CHF |
-6.62 |
| |  |
 |
 |
 |
S |
 |
Sony |
12,325.000 |
8/09/24 |
0.28 |
2,593.000 |
|
2,456.000 |
137.000 |
5.58 |
JPY |
-6.91 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
113.480 |
8/12/24 |
-0.93 |
32.450 |
|
35.940 |
-3.490 |
-9.71 |
USD |
-7.28 |
| |  |
 |
 |
 |
|
 |
Canon |
4,525.000 |
8/09/24 |
1.64 |
3,541.000 |
|
3,466.000 |
75.000 |
2.16 |
JPY |
-8.62 |
| |  |
 |
 |
 |
|
 |
E.on |
12.325 |
8/12/24 |
0.78 |
19.355 |
|
20.886 |
-1.532 |
-7.33 |
EUR |
-9.51 |
| |  |
 |
 |
 |
|
 |
Carrefour |
13.730 |
8/12/24 |
-0.36 |
31.675 |
|
34.060 |
-2.385 |
-7.00 |
EUR |
-10.46 |
| |  |
 |
 |
 |
|
 |
Panasonic |
1,058.500 |
8/09/24 |
1.34 |
1,008.000 |
|
1,136.000 |
-128.000 |
-11.27 |
JPY |
-13.72 |
| |  |
 |
 |
 |
L |
 |
RWE |
32.360 |
8/12/24 |
1.70 |
44.568 |
|
54.906 |
-10.338 |
-18.83 |
EUR |
-16.14 |
| |  |
 |
 |
 |
L |
 |
DuPont |
78.330 |
8/12/24 |
-0.25 |
|
|
|
|
|
USD |
-na- |
| SP Global 100 - 95 out of 96 instruments rated - 3/28/11 / 6/28/10 - 73 did rise, Market-Ratio(39) = 76.84 % |
Technical Chart
Transactions SP Global 100 * A39 - 55/40 (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 |
1/14/08 |
742 |
|
- cash - |
| short |
1/14/08 |
7/06/09 |
539 |
 |
 |
 |
Citigroup |
100 |
34 |
USD |
290.600 |
27.900 |
3,026.823 |
2,736.223 |
942 |
103,032 |
389 |
|
| long |
7/06/09 |
8/01/11 |
756 |
 |
 |
 |
Ford Motor |
100 |
17,918 |
USD |
5.750 |
12.350 |
|
6.600 |
115 |
221,290 |
45 |
|
| short |
8/01/11 |
4/30/12 |
273 |
 |
 |
 |
Carrefour |
100 |
11,020 |
EUR |
20.080 |
15.175 |
26.570 |
6.490 |
32 |
292,815 |
45 |
|
| long |
4/30/12 |
10/20/14 |
903 |
 |
 |
 |
Apple |
100 |
14,039 |
USD |
20.856 |
24.940 |
|
4.084 |
20 |
350,146 |
7 |
|
| short |
10/20/14 |
11/03/14 |
14 |
 |
 |
 |
Deutsche Bank |
100 |
16,251 |
EUR |
21.545 |
22.134 |
20.956 |
-0.589 |
-3 |
340,572 |
-51 |
|
| long |
11/03/14 |
8/24/15 |
294 |
 |
 |
 |
Apple |
100 |
12,452 |
USD |
27.350 |
25.788 |
|
-1.563 |
-6 |
321,116 |
-7 |
|
| short |
8/24/15 |
9/12/16 |
385 |
 |
 |
 |
RWE |
100 |
24,290 |
EUR |
13.220 |
14.645 |
11.795 |
-1.425 |
-11 |
286,503 |
-10 |
|
| long |
9/12/16 |
7/02/18 |
658 |
 |
 |
 |
Anglo American |
100 |
34,960 |
GBP |
8.195 |
16.440 |
|
8.245 |
101 |
574,748 |
47 |
|
| short |
7/02/18 |
7/15/19 |
378 |
 |
 |
 |
Deutsche Bank |
100 |
62,889 |
EUR |
9.139 |
6.885 |
12.131 |
2.992 |
33 |
762,905 |
31 |
|
| long |
7/15/19 |
3/09/20 |
238 |
 |
 |
 |
LVMH |
100 |
2,007 |
EUR |
380.050 |
338.000 |
|
-42.050 |
-11 |
678,511 |
-16 |
|
| short |
3/09/20 |
12/07/20 |
273 |
 |
 |
 |
DuPont |
100 |
19,303 |
USD |
35.150 |
65.430 |
4.870 |
-30.280 |
-86 |
94,016 |
-93 |
|
| long |
12/07/20 |
3/07/22 |
455 |
 |
 |
 |
Mercedes-Benz |
100 |
1,629 |
EUR |
57.700 |
57.390 |
|
-0.310 |
-1 |
93,511 |
0 |
|
| short |
3/07/22 |
3/21/22 |
14 |
 |
 |
 |
Vivendi |
100 |
8,706 |
EUR |
10.740 |
11.750 |
9.730 |
-1.010 |
-9 |
84,718 |
-92 |
|
| long |
3/21/22 |
6/13/22 |
84 |
 |
 |
 |
Chevron |
100 |
514 |
USD |
164.640 |
167.330 |
|
2.690 |
2 |
86,101 |
7 |
|
| short |
6/13/22 |
12/05/22 |
175 |
 |
 |
 |
Philips |
100 |
4,050 |
EUR |
21.255 |
14.250 |
31.704 |
10.449 |
49 |
128,417 |
130 |
|
| long |
12/05/22 |
12/19/22 |
14 |
 |
 |
 |
Merck (MSD) |
100 |
1,167 |
USD |
110.010 |
109.440 |
|
-0.570 |
-1 |
127,752 |
-13 |
|
| short |
12/19/22 |
1/23/23 |
35 |
 |
 |
 |
Credit Suisse |
100 |
45,970 |
CHF |
2.779 |
3.150 |
2.408 |
-0.371 |
-13 |
110,697 |
-78 |
|
| long |
1/23/23 |
10/23/23 |
273 |
 |
 |
 |
Münchener Rück |
100 |
339 |
EUR |
325.700 |
372.100 |
|
46.400 |
14 |
126,427 |
19 |
|
| short |
10/23/23 |
12/11/23 |
49 |
 |
 |
 |
Pfizer |
100 |
4,099 |
USD |
30.840 |
28.640 |
33.209 |
2.369 |
8 |
136,137 |
74 |
|
| long |
12/11/23 |
8/12/24 |
245 |
 |
 |
 |
Intel |
100 |
3,056 |
USD |
44.540 |
19.360 |
|
-25.180 |
-57 |
59,187 |
-71 |
|
| accum | 1/14/08 |
8/12/24 | 6727 |
days out of 7469 invested (90%) |
492 |
59,187 |
10 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Citigroup | short | 1/14/08 | 7/06/09 | 539 | 290.60 | 27.90 | 3,026.82 | 2,736.22 | 941.58 | | | 941.58 |
| Ford Motor | long | 7/06/09 | 8/01/11 | 756 | 5.75 | 12.35 | | 6.60 | 114.78 | | | 114.78 |
| Anglo American | long | 9/12/16 | 7/02/18 | 658 | 8.20 | 16.44 | | 8.25 | 100.61 | | | 100.61 |
| Philips | short | 6/13/22 | 12/05/22 | 175 | 21.26 | 14.25 | 31.70 | 10.45 | 49.16 | | | 49.16 |
| Carrefour | short | 8/01/11 | 4/30/12 | 273 | 20.08 | 15.18 | 26.57 | 6.49 | 32.32 | | | 32.32 |
| Deutsche Bank | short | 10/20/14 | 11/03/14 | 14 | 21.55 | 22.13 | 20.96 | -0.59 | -2.73 | | | |
| | short | 7/02/18 | 7/15/19 | 378 | 9.14 | 6.89 | 12.13 | 2.99 | 32.74 | | | 29.11 |
| Münchener Rück | long | 1/23/23 | 10/23/23 | 273 | 325.70 | 372.10 | | 46.40 | 14.25 | | | 14.25 |
| Apple | long | 4/30/12 | 10/20/14 | 903 | 20.86 | 24.94 | | 4.08 | 19.58 | | | |
| | long | 11/03/14 | 8/24/15 | 294 | 27.35 | 25.79 | | -1.56 | -5.71 | | | 12.75 |
| Pfizer | short | 10/23/23 | 12/11/23 | 49 | 30.84 | 28.64 | 33.21 | 2.37 | 7.68 | | | 7.68 |
| Chevron | long | 3/21/22 | 6/13/22 | 84 | 164.64 | 167.33 | | 2.69 | 1.63 | | | 1.63 |
| Merck (MSD) | long | 12/05/22 | 12/19/22 | 14 | 110.01 | 109.44 | | -0.57 | -0.52 | | | -0.52 |
| Mercedes-Benz | long | 12/07/20 | 3/07/22 | 455 | 57.70 | 57.39 | | -0.31 | -0.54 | | | -0.54 |
| Vivendi | short | 3/07/22 | 3/21/22 | 14 | 10.74 | 11.75 | 9.73 | -1.01 | -9.40 | | | -9.40 |
| RWE | short | 8/24/15 | 9/12/16 | 385 | 13.22 | 14.65 | 11.80 | -1.43 | -10.78 | | | -10.78 |
| LVMH | long | 7/15/19 | 3/09/20 | 238 | 380.05 | 338.00 | | -42.05 | -11.06 | | | -11.06 |
| Credit Suisse | short | 12/19/22 | 1/23/23 | 35 | 2.78 | 3.15 | 2.41 | -0.37 | -13.35 | | | -13.35 |
| Intel | long | 12/11/23 | 8/12/24 | 245 | 44.54 | 19.36 | | -25.18 | -56.53 | | | -56.53 |
| DuPont | short | 3/09/20 | 12/07/20 | 273 | 35.15 | 65.43 | 4.87 | -30.28 | -86.15 | | | -86.15 |
Annotations
| 2/28/24 | Seven & i | | | stock split 1:3 (three for one) |
| 2/26/24 | Walmart | | | stock split 1:3 (three for one) |
| 9/28/23 | Honda Motor | | | stock split 1:3 (three for one) |
| 7/18/22 | Alphabet A | | | stock split 1:20 (twenty for one) |
| | GlaxoSmithKline | | | demergers OTC business -> Haleon |
| 9/29/21 | Toyota | | | stock split 1:5 (five for one) |
| 8/02/21 | General Electric | | | reverse stock split 8:1 (eight become one) |
| 4/03/20 | Raytheon Tech | | | spin-off Carrier and Otis = split 1000:1589 due to UTX-RTN merger |
| 5/04/18 | Samsung Electronics | | | stock split 1:50 (fifty for one) |
| 10/04/16 | SP Global 100 | | | EMC2 removed (acquired by Dell) |
| 9/12/16 | E.on | | | demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on) |
| 12/24/15 | Nike | | | stock split 1:2 (two for one) |
| 11/02/15 | Hewlett-Packard | | | forward stock split 1000:2202 (two thousand two hundred and two for one thousand) |
| | Hewlett-Packard | | | spin-off of HP Enterprise |
| 10/02/15 | Google A | | | changes name to Alphabet |
| 4/24/15 | GDF Suez | | | changes name to Engie |
|
|