| | |
| | |
Assessment - SP Global 100 - 6/27/11 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/11 |
⇓ Δwk |
9/27/10 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
S&P Global 100 |
3,757.070 |
8/12/24 |
0.32 |
1,244.960 |
|
|
|
|
USD |
-na- |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
93.500 |
8/12/24 |
-0.47 |
136.200 |
|
91.080 |
45.120 |
49.54 |
EUR |
30.82 |
| |  |
 |
 |
 |
S |
 |
BASF |
41.280 |
8/12/24 |
-0.22 |
63.680 |
|
46.595 |
17.085 |
36.67 |
EUR |
17.44 |
| |  |
 |
 |
 |
|
 |
Caterpillar |
336.030 |
8/12/24 |
-0.66 |
100.800 |
|
79.540 |
21.260 |
26.73 |
USD |
16.91 |
| |  |
 |
 |
 |
|
 |
IBM |
189.480 |
8/12/24 |
-1.03 |
167.620 |
|
134.650 |
32.970 |
24.49 |
USD |
14.09 |
| |  |
 |
 |
 |
L |
 |
Ericsson |
71.080 |
8/12/24 |
1.14 |
90.300 |
|
74.350 |
15.950 |
21.45 |
SEK |
13.86 |
| |  |
 |
 |
 |
L |
 |
Fox A |
38.830 |
8/12/24 |
-1.27 |
16.920 |
|
13.591 |
3.329 |
24.49 |
USD |
13.57 |
| |  |
 |
 |
 |
L |
 |
Pfizer |
28.450 |
8/12/24 |
-0.35 |
20.170 |
|
17.170 |
3.000 |
17.47 |
USD |
13.05 |
| |  |
 |
 |
 |
|
 |
Marsh & McLennan |
217.350 |
8/12/24 |
-1.23 |
29.940 |
|
24.160 |
5.780 |
23.92 |
USD |
12.75 |
| |  |
 |
 |
 |
L |
 |
Philip Morris |
116.090 |
8/12/24 |
0.07 |
65.920 |
|
55.460 |
10.460 |
18.86 |
USD |
12.44 |
| |  |
 |
 |
 |
|
 |
Chevron |
145.020 |
8/12/24 |
0.02 |
98.900 |
|
80.080 |
18.820 |
23.50 |
USD |
11.77 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
410.200 |
8/09/24 |
-0.56 |
831.000 |
|
716.000 |
115.000 |
16.06 |
JPY |
11.37 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
1,769.000 |
|
1,545.000 |
224.000 |
14.50 |
JPY |
11.36 |
| |  |
 |
 |
 |
L |
 |
Raytheon Tech |
116.600 |
8/12/24 |
0.39 |
53.700 |
|
44.626 |
9.075 |
20.34 |
USD |
10.63 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
73.560 |
8/12/24 |
-0.41 |
41.450 |
|
32.945 |
8.505 |
25.82 |
EUR |
10.33 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
119.000 |
8/12/24 |
0.13 |
77.920 |
|
61.710 |
16.210 |
26.27 |
USD |
8.94 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,451.500 |
8/12/24 |
1.03 |
1,270.000 |
|
1,100.000 |
170.000 |
15.45 |
GBP |
8.76 |
| |  |
 |
 |
 |
S |
 |
McDonald´s |
269.460 |
8/12/24 |
0.58 |
82.320 |
|
74.760 |
7.560 |
10.11 |
USD |
8.73 |
| |  |
 |
 |
 |
|
 |
Siemens |
157.200 |
8/12/24 |
0.01 |
90.035 |
|
75.528 |
14.507 |
19.21 |
EUR |
8.20 |
| |  |
 |
 |
 |
L |
 |
Apple |
217.530 |
8/12/24 |
0.71 |
11.859 |
|
10.399 |
1.460 |
14.04 |
USD |
7.98 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
4,942.000 |
8/12/24 |
0.56 |
4,268.000 |
|
3,703.500 |
564.500 |
15.24 |
GBP |
7.84 |
| |  |
 |
 |
 |
L |
 |
Colgate-Palmolive |
101.280 |
8/12/24 |
-0.77 |
42.705 |
|
39.465 |
3.240 |
8.21 |
USD |
7.53 |
| |  |
 |
 |
 |
S |
 |
Bristol-Myers |
47.060 |
8/12/24 |
0.73 |
28.470 |
|
27.600 |
0.870 |
3.15 |
USD |
7.15 |
| |  |
 |
 |
 |
S |
 |
LVMH |
635.100 |
8/12/24 |
-0.14 |
116.750 |
|
104.100 |
12.650 |
12.15 |
EUR |
6.92 |
| |  |
 |
 |
 |
|
 |
Repsol |
12.765 |
8/12/24 |
0.67 |
22.105 |
|
19.240 |
2.865 |
14.89 |
EUR |
6.62 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/11 |
⇓ Δwk |
9/27/10 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Sanofi |
95.670 |
8/12/24 |
-0.60 |
52.780 |
|
50.010 |
2.770 |
5.54 |
EUR |
6.58 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
687.500 |
|
615.500 |
72.000 |
11.70 |
GBP |
6.55 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
14.615 |
|
12.800 |
1.815 |
14.18 |
EUR |
6.17 |
| |  |
 |
 |
 |
L |
 |
Coca-Cola |
68.170 |
8/12/24 |
-0.74 |
32.605 |
|
29.300 |
3.305 |
11.28 |
USD |
5.97 |
| |  |
 |
 |
 |
S |
 |
National Grid |
978.400 |
8/12/24 |
-0.04 |
595.500 |
|
543.000 |
52.500 |
9.67 |
GBP |
5.78 |
| |  |
 |
 |
 |
S |
 |
Johnson & Johnson |
159.880 |
8/12/24 |
-0.46 |
65.250 |
|
62.030 |
3.220 |
5.19 |
USD |
5.68 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
211.250 |
8/12/24 |
0.38 |
54.875 |
|
45.875 |
9.000 |
19.62 |
EUR |
5.48 |
| |  |
 |
 |
 |
|
 |
PepsiCo |
171.420 |
8/12/24 |
-0.56 |
69.050 |
|
66.370 |
2.680 |
4.04 |
USD |
5.18 |
| |  |
 |
 |
 |
|
 |
GSK |
1,572.000 |
8/12/24 |
0.42 |
1,296.970 |
|
1,281.860 |
15.110 |
1.18 |
GBP |
4.88 |
| |  |
 |
 |
 |
L |
 |
Texas Instruments |
192.060 |
8/12/24 |
-0.08 |
31.740 |
|
26.680 |
5.060 |
18.97 |
USD |
4.82 |
| |  |
 |
 |
 |
L |
 |
3M |
123.360 |
8/12/24 |
-0.65 |
92.250 |
|
86.190 |
6.060 |
7.03 |
USD |
4.79 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
376.650 |
8/12/24 |
-1.59 |
86.890 |
|
82.850 |
4.040 |
4.88 |
EUR |
4.08 |
| |  |
 |
 |
 |
|
 |
General Electric |
166.870 |
8/12/24 |
-0.16 |
146.240 |
|
131.440 |
14.800 |
11.26 |
USD |
3.85 |
| |  |
 |
 |
 |
|
 |
BHP |
2,094.000 |
8/12/24 |
-0.14 |
2,313.000 |
|
2,010.000 |
303.000 |
15.07 |
GBP |
3.46 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
419.900 |
|
398.700 |
21.200 |
5.32 |
GBP |
3.29 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
57.480 |
8/12/24 |
-0.57 |
49.240 |
|
46.410 |
2.830 |
6.10 |
EUR |
3.26 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
8/12/24 |
-1.78 |
21.340 |
|
19.235 |
2.105 |
10.94 |
USD |
3.16 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
24.730 |
8/12/24 |
0.49 |
10.460 |
|
10.135 |
0.325 |
3.21 |
EUR |
2.62 |
| |  |
 |
 |
 |
|
 |
Seven & i |
1,672.500 |
8/09/24 |
-0.54 |
702.670 |
|
654.670 |
48.000 |
7.33 |
JPY |
2.44 |
| |  |
 |
 |
 |
S |
 |
Kimberly-Clark |
34.140 |
8/12/24 |
-1.01 |
25.300 |
|
26.500 |
-1.200 |
-4.53 |
MXN |
2.11 |
| |  |
 |
 |
 |
|
 |
Nike |
74.640 |
8/12/24 |
0.40 |
20.405 |
|
19.778 |
0.628 |
3.17 |
USD |
2.00 |
| |  |
 |
 |
 |
L |
 |
Unilever |
55.100 |
8/12/24 |
-0.36 |
22.590 |
|
21.980 |
0.610 |
2.78 |
EUR |
1.73 |
| |  |
 |
 |
 |
L |
 |
Bayer |
25.960 |
8/12/24 |
-0.04 |
53.700 |
|
51.970 |
1.730 |
3.33 |
EUR |
0.84 |
| |  |
 |
 |
 |
|
 |
Samsung Electronics |
75,500.000 |
8/12/24 |
1.07 |
17,100.000 |
|
15,440.000 |
1,660.000 |
10.75 |
KRW |
0.65 |
| |  |
 |
 |
 |
|
 |
Shell |
33.025 |
8/12/24 |
0.93 |
23.820 |
|
22.460 |
1.360 |
6.06 |
EUR |
0.50 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/11 |
⇓ Δwk |
9/27/10 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Anglo American |
2,232.500 |
8/12/24 |
0.29 |
2,882.500 |
|
2,531.000 |
351.500 |
13.89 |
GBP |
0.40 |
| |  |
 |
 |
 |
|
 |
BP |
439.600 |
8/12/24 |
1.35 |
440.000 |
|
403.900 |
36.100 |
8.94 |
GBP |
0.31 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
91.880 |
|
84.280 |
7.600 |
9.02 |
EUR |
-0.07 |
| |  |
 |
 |
 |
L |
 |
Procter & Gamble |
166.810 |
8/12/24 |
-2.19 |
62.820 |
|
61.040 |
1.780 |
2.92 |
USD |
-0.22 |
| |  |
 |
 |
 |
|
 |
ING Groep |
15.232 |
8/12/24 |
0.21 |
7.847 |
|
7.811 |
0.036 |
0.46 |
EUR |
-0.43 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,447.500 |
8/09/24 |
-0.14 |
637.000 |
|
622.000 |
15.000 |
2.41 |
JPY |
-0.88 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,420.000 |
8/09/24 |
-0.14 |
1,001.000 |
|
995.670 |
5.330 |
0.54 |
JPY |
-0.90 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
74.440 |
8/12/24 |
0.87 |
163.800 |
|
159.050 |
4.750 |
2.99 |
GBP |
-1.02 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
113.480 |
8/12/24 |
-0.93 |
34.530 |
|
37.130 |
-2.600 |
-7.00 |
USD |
-1.56 |
| |  |
 |
 |
 |
L |
 |
Walmart |
68.700 |
8/12/24 |
1.10 |
17.430 |
|
17.827 |
-0.397 |
-2.23 |
USD |
-1.64 |
| |  |
 |
 |
 |
|
 |
Microsoft |
406.810 |
8/12/24 |
0.19 |
25.200 |
|
24.732 |
0.468 |
1.89 |
USD |
-1.95 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
12,780.000 |
8/12/24 |
0.63 |
3,026.000 |
|
3,280.000 |
-254.000 |
-7.74 |
GBP |
-2.17 |
| |  |
 |
 |
 |
L |
 |
ABB |
45.510 |
8/12/24 |
0.55 |
20.780 |
|
20.750 |
0.030 |
0.14 |
CHF |
-2.19 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
88.640 |
8/12/24 |
-0.40 |
51.750 |
|
52.800 |
-1.050 |
-1.99 |
CHF |
-2.72 |
| |  |
 |
 |
 |
|
 |
Canon |
4,525.000 |
8/09/24 |
1.64 |
3,680.000 |
|
3,964.000 |
-284.000 |
-7.16 |
JPY |
-2.91 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
206.190 |
8/12/24 |
0.19 |
39.880 |
|
39.080 |
0.800 |
2.05 |
USD |
-3.85 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
61.720 |
8/12/24 |
0.60 |
38.130 |
|
38.000 |
0.130 |
0.34 |
EUR |
-4.68 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
9.860 |
8/12/24 |
-2.38 |
13.460 |
|
12.480 |
0.980 |
7.85 |
USD |
-4.93 |
| |  |
 |
 |
 |
|
 |
Vivendi |
9.488 |
8/12/24 |
0.40 |
17.903 |
|
19.320 |
-1.417 |
-7.33 |
EUR |
-5.58 |
| |  |
 |
 |
 |
|
 |
Citigroup |
57.840 |
8/12/24 |
|
39.990 |
|
38.700 |
1.290 |
3.33 |
USD |
-6.46 |
| |  |
 |
 |
 |
L |
 |
Novartis |
96.740 |
8/12/24 |
0.16 |
41.460 |
|
47.250 |
-5.790 |
-12.25 |
CHF |
-6.81 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
101.400 |
|
103.000 |
-1.600 |
-1.55 |
EUR |
-7.36 |
| |  |
 |
 |
 |
|
 |
Telefónica |
4.032 |
8/12/24 |
0.12 |
16.210 |
|
18.315 |
-2.105 |
-11.49 |
EUR |
-7.44 |
| |  |
 |
 |
 |
L |
 |
HSBC |
643.900 |
8/12/24 |
0.22 |
606.200 |
|
660.900 |
-54.700 |
-8.28 |
GBP |
-7.76 |
| |  |
 |
 |
 |
|
 |
UnibailRodaWestfield |
5.550 |
8/12/24 |
0.73 |
8.950 |
|
10.020 |
-1.070 |
-10.68 |
AUD |
-8.26 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/11 |
⇓ Δwk |
9/27/10 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
13.308 |
8/12/24 |
0.14 |
33.131 |
|
35.029 |
-1.898 |
-5.42 |
EUR |
-8.27 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
45.000 |
|
43.700 |
1.300 |
2.97 |
CHF |
-8.42 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
4.357 |
|
4.491 |
-0.134 |
-2.98 |
EUR |
-8.90 |
| |  |
 |
 |
 |
|
 |
Standard Chartered |
722.000 |
8/12/24 |
0.92 |
1,540.000 |
|
1,840.590 |
-300.590 |
-16.33 |
GBP |
-9.32 |
| |  |
 |
 |
 |
S |
 |
Orange |
10.115 |
8/12/24 |
-0.25 |
14.205 |
|
16.125 |
-1.920 |
-11.91 |
EUR |
-10.25 |
| |  |
 |
 |
 |
S |
 |
Engie |
15.335 |
8/12/24 |
0.49 |
23.915 |
|
26.190 |
-2.275 |
-8.69 |
EUR |
-10.39 |
| |  |
 |
 |
 |
L |
 |
Alphabet A |
162.290 |
8/12/24 |
-0.84 |
12.107 |
|
13.301 |
-1.194 |
-8.98 |
USD |
-11.32 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
8.924 |
8/12/24 |
0.27 |
7.465 |
|
9.566 |
-2.101 |
-21.96 |
EUR |
-11.59 |
| |  |
 |
 |
 |
|
 |
Societe Generale |
20.520 |
8/12/24 |
0.44 |
37.670 |
|
45.045 |
-7.375 |
-16.37 |
EUR |
-11.82 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
4.089 |
8/12/24 |
-0.24 |
7.398 |
|
9.184 |
-1.786 |
-19.45 |
EUR |
-13.01 |
| |  |
 |
 |
 |
|
 |
UBS |
24.850 |
8/12/24 |
0.44 |
14.430 |
|
17.460 |
-3.030 |
-17.35 |
CHF |
-13.29 |
| |  |
 |
 |
 |
L |
 |
Morgan Stanley |
94.840 |
8/12/24 |
0.13 |
22.540 |
|
24.870 |
-2.330 |
-9.37 |
USD |
-13.72 |
| |  |
 |
 |
 |
|
 |
Panasonic |
1,058.500 |
8/09/24 |
1.34 |
933.000 |
|
1,148.000 |
-215.000 |
-18.73 |
JPY |
-14.20 |
| |  |
 |
 |
 |
|
 |
E.on |
12.325 |
8/12/24 |
0.78 |
17.209 |
|
19.773 |
-2.564 |
-12.97 |
EUR |
-14.83 |
| |  |
 |
 |
 |
L |
 |
Goldman Sachs |
485.500 |
8/12/24 |
-0.97 |
130.710 |
|
146.000 |
-15.290 |
-10.47 |
USD |
-14.84 |
| |  |
 |
 |
 |
L |
 |
HP |
33.780 |
8/12/24 |
0.72 |
15.886 |
|
18.738 |
-2.852 |
-15.22 |
USD |
-16.45 |
| |  |
 |
 |
 |
|
 |
Barclays |
220.100 |
8/12/24 |
0.85 |
219.435 |
|
287.053 |
-67.618 |
-23.56 |
GBP |
-18.19 |
| |  |
 |
 |
 |
S |
 |
Sony |
12,325.000 |
8/09/24 |
0.28 |
2,028.000 |
|
2,619.000 |
-591.000 |
-22.57 |
JPY |
-21.83 |
| |  |
 |
 |
 |
|
 |
Carrefour |
13.730 |
8/12/24 |
-0.36 |
26.450 |
|
40.165 |
-13.715 |
-34.15 |
EUR |
-22.08 |
| |  |
 |
 |
 |
L |
 |
RWE |
32.360 |
8/12/24 |
1.70 |
36.938 |
|
50.061 |
-13.123 |
-26.21 |
EUR |
-23.64 |
| |  |
 |
 |
 |
L |
 |
Philips |
26.060 |
8/12/24 |
-0.91 |
16.900 |
|
22.860 |
-5.960 |
-26.07 |
EUR |
-24.14 |
| |  |
 |
 |
 |
L |
 |
DuPont |
78.330 |
8/12/24 |
-0.25 |
|
|
|
|
|
USD |
-na- |
| SP Global 100 - 95 out of 96 instruments rated - 6/27/11 / 9/27/10 - 63 did rise, Market-Ratio(39) = 66.32 % |
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 |
|
|