| | |
| | |
Assessment - Euro STOXX 50 in Pound sterling - 7/01/24 - RS = 20
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Euro Stoxx 50 |
3,963.950 |
8/12/24 |
-0.07 |
4,182.949 |
-5.24 |
4,049.396 |
133.553 |
3.30 |
|
7.17 |
| |  |
 |
 |
 |
L |
 |
Ahold Delhaize |
25.217 |
8/12/24 |
-0.30 |
23.723 |
6.29 |
22.459 |
1.264 |
5.63 |
|
-2.00 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
20.983 |
8/12/24 |
0.49 |
20.092 |
4.43 |
18.991 |
1.100 |
5.79 |
|
10.11 |
| |  |
 |
 |
 |
|
 |
Danone |
51.027 |
8/12/24 |
0.07 |
48.957 |
4.23 |
52.051 |
-3.095 |
-5.95 |
|
-0.82 |
| |  |
 |
 |
 |
|
 |
Sanofi |
81.173 |
8/12/24 |
-0.60 |
77.932 |
4.16 |
73.431 |
4.500 |
6.13 |
|
-1.40 |
| |  |
 |
 |
 |
|
 |
Axa |
27.448 |
8/12/24 |
-0.77 |
26.523 |
3.49 |
26.132 |
0.391 |
1.50 |
|
3.30 |
| |  |
 |
 |
 |
|
 |
EssilorLuxottica |
175.888 |
8/12/24 |
-0.58 |
171.221 |
2.73 |
162.954 |
8.268 |
5.07 |
|
8.17 |
| |  |
 |
 |
 |
|
 |
SAP |
160.615 |
8/12/24 |
-0.33 |
157.544 |
1.95 |
143.126 |
14.418 |
10.07 |
|
26.58 |
| |  |
 |
 |
 |
S |
 |
Vinci |
87.095 |
8/12/24 |
-0.77 |
85.611 |
1.73 |
99.120 |
-13.510 |
-13.63 |
|
-9.23 |
| |  |
 |
 |
 |
|
 |
Airbus |
113.491 |
8/12/24 |
-0.45 |
111.693 |
1.61 |
127.940 |
-16.247 |
-12.70 |
|
-8.06 |
| |  |
 |
 |
 |
|
 |
Anheuser-Busch InBev |
46.836 |
8/12/24 |
-0.47 |
46.191 |
1.40 |
51.062 |
-4.871 |
-9.54 |
|
-2.46 |
| |  |
 |
 |
 |
|
 |
Ferrari |
327.255 |
8/12/24 |
|
324.285 |
0.92 |
307.479 |
16.806 |
5.47 |
|
15.56 |
| |  |
 |
 |
 |
S |
 |
Air Liquide |
137.707 |
8/12/24 |
-0.79 |
137.978 |
-0.20 |
143.502 |
-5.523 |
-3.85 |
|
-6.38 |
| |  |
 |
 |
 |
S |
 |
Eni |
12.265 |
8/12/24 |
1.09 |
12.330 |
-0.52 |
12.318 |
0.012 |
0.10 |
|
-1.67 |
| |  |
 |
 |
 |
L |
 |
Bayer |
22.026 |
8/12/24 |
-0.04 |
22.204 |
-0.80 |
24.166 |
-1.961 |
-8.12 |
|
-25.29 |
| |  |
 |
 |
 |
L |
 |
Prosus |
27.872 |
8/12/24 |
1.77 |
28.097 |
-0.80 |
25.347 |
2.750 |
10.85 |
|
11.31 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
62.413 |
8/12/24 |
-0.41 |
63.211 |
-1.26 |
58.987 |
4.224 |
7.16 |
|
16.56 |
| |  |
 |
 |
 |
|
 |
Adyen |
931.620 |
8/12/24 |
1.14 |
944.517 |
-1.37 |
1,285.712 |
-341.195 |
-26.54 |
|
0.37 |
| |  |
 |
 |
 |
L |
 |
Iberdrola |
10.271 |
8/12/24 |
0.29 |
10.453 |
-1.75 |
9.201 |
1.252 |
13.60 |
|
8.51 |
| |  |
 |
 |
 |
|
 |
Wolters Kluwer |
127.271 |
8/12/24 |
0.20 |
130.283 |
-2.31 |
121.362 |
8.921 |
7.35 |
|
18.14 |
| |  |
 |
 |
 |
|
 |
Allianz |
217.123 |
8/12/24 |
|
222.723 |
-2.51 |
210.091 |
12.633 |
6.01 |
|
8.53 |
| |  |
 |
 |
 |
|
 |
Enel |
5.462 |
8/12/24 |
0.44 |
5.606 |
-2.56 |
5.048 |
0.558 |
11.05 |
|
5.31 |
| |  |
 |
 |
 |
|
 |
Deutsche Börse |
157.094 |
8/12/24 |
0.54 |
161.634 |
-2.81 |
160.053 |
1.581 |
0.99 |
|
7.03 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
52.368 |
8/12/24 |
0.60 |
53.971 |
-2.97 |
51.036 |
2.935 |
5.75 |
|
3.19 |
| |  |
 |
 |
 |
|
 |
Intesa Sanpaolo |
2.945 |
8/12/24 |
0.54 |
3.039 |
-3.10 |
2.409 |
0.630 |
26.15 |
|
27.42 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Adidas |
180.215 |
8/12/24 |
-1.03 |
186.239 |
-3.23 |
148.655 |
37.585 |
25.28 |
|
16.12 |
| |  |
 |
 |
 |
|
 |
Inditex |
37.545 |
8/12/24 |
0.07 |
38.945 |
-3.59 |
33.632 |
5.313 |
15.80 |
|
18.42 |
| |  |
 |
 |
 |
|
 |
Vivendi |
8.050 |
8/12/24 |
0.40 |
8.378 |
-3.91 |
8.911 |
-0.533 |
-5.99 |
|
6.66 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
50.272 |
8/12/24 |
|
52.325 |
-3.92 |
46.216 |
6.109 |
13.22 |
|
1.02 |
| |  |
 |
 |
 |
S |
 |
Pernod Ricard |
103.344 |
8/12/24 |
-0.33 |
107.713 |
-4.06 |
132.282 |
-24.569 |
-18.57 |
|
-21.73 |
| |  |
 |
 |
 |
L |
 |
Nokia |
2.984 |
8/12/24 |
1.05 |
3.113 |
-4.14 |
2.869 |
0.245 |
8.53 |
|
7.45 |
| |  |
 |
 |
 |
|
 |
Unicredit |
29.332 |
8/12/24 |
0.38 |
30.719 |
-4.52 |
25.228 |
5.491 |
21.77 |
|
35.56 |
| |  |
 |
 |
 |
|
 |
Safran |
163.076 |
8/12/24 |
-0.18 |
171.476 |
-4.90 |
149.269 |
22.207 |
14.88 |
|
18.88 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
372.648 |
8/12/24 |
1.01 |
396.151 |
-5.93 |
346.639 |
49.512 |
14.28 |
|
18.27 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
7.572 |
8/12/24 |
0.27 |
8.060 |
-6.06 |
7.892 |
0.169 |
2.14 |
|
12.26 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
179.239 |
8/12/24 |
0.38 |
191.203 |
-6.26 |
166.434 |
24.768 |
14.88 |
|
24.40 |
| |  |
 |
 |
 |
|
 |
Deutsche Post |
30.579 |
8/12/24 |
-0.36 |
32.683 |
-6.44 |
36.033 |
-3.350 |
-9.30 |
|
-8.06 |
| |  |
 |
 |
 |
|
 |
ING Groep |
12.924 |
8/12/24 |
0.21 |
13.879 |
-6.88 |
10.473 |
3.406 |
32.52 |
|
20.15 |
| |  |
 |
 |
 |
S |
 |
BASF |
35.025 |
8/12/24 |
-0.22 |
37.664 |
-7.01 |
38.239 |
-0.575 |
-1.50 |
|
-4.82 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
3.469 |
8/12/24 |
-0.24 |
3.774 |
-8.06 |
3.161 |
0.613 |
19.38 |
|
14.23 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
319.576 |
8/12/24 |
-1.59 |
349.782 |
-8.64 |
365.707 |
-15.925 |
-4.35 |
|
-4.07 |
| |  |
 |
 |
 |
L |
 |
Nordea Bank |
8.841 |
8/12/24 |
-0.19 |
9.685 |
-8.72 |
9.160 |
0.526 |
5.74 |
|
5.90 |
| |  |
 |
 |
 |
S |
 |
LVMH |
538.863 |
8/12/24 |
-0.14 |
604.111 |
-10.80 |
701.212 |
-97.102 |
-13.85 |
|
-7.83 |
| |  |
 |
 |
 |
|
 |
Siemens |
133.379 |
8/12/24 |
0.01 |
150.281 |
-11.25 |
140.891 |
9.390 |
6.66 |
|
12.22 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
48.770 |
8/12/24 |
-0.57 |
54.981 |
-11.30 |
56.010 |
-1.029 |
-1.84 |
|
-3.80 |
| |  |
 |
 |
 |
S |
 |
BMW |
67.012 |
8/12/24 |
-0.90 |
75.633 |
-11.40 |
87.142 |
-11.509 |
-13.21 |
|
-11.91 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
79.332 |
8/12/24 |
-0.47 |
89.980 |
-11.83 |
102.174 |
-12.194 |
-11.93 |
|
-8.56 |
| |  |
 |
 |
 |
L |
 |
Infineon |
25.692 |
8/12/24 |
0.36 |
29.158 |
-11.89 |
29.234 |
-0.076 |
-0.26 |
|
0.60 |
| |  |
 |
 |
 |
|
 |
ASML |
665.710 |
8/12/24 |
0.08 |
809.695 |
-17.78 |
748.733 |
60.962 |
8.14 |
|
34.43 |
| |  |
 |
 |
 |
S |
 |
Stellantis |
11.862 |
8/12/24 |
-0.57 |
15.810 |
-24.98 |
19.316 |
-3.505 |
-18.15 |
|
-6.67 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Kering |
211.990 |
8/12/24 |
-1.85 |
285.086 |
-25.64 |
351.417 |
-66.331 |
-18.88 |
|
-17.53 |
| Euro 50 - 50 out of 50 instruments rated - 7/01/24 / 2/12/24 - 31 did rise, Market-Ratio(20) in GBP = 62.00 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 in Pound sterling * S20 - 12/26 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
7/17/06 |
196 |
|
- cash - |
| short |
7/17/06 |
7/24/06 |
7 |
 |
 |
 |
Airbus |
100 |
718 |
|
13.913 |
14.728 |
13.099 |
-0.814 |
-6 |
9,415 |
-96 |
|
| 7/24/06 |
2/11/08 |
567 |
|
- cash - |
| |
2/11/08 |
6/09/08 |
119 |
 |
 |
 |
Societe Generale |
100 |
178 |
|
52.703 |
44.989 |
61.740 |
9.037 |
17 |
11,024 |
62 |
|
| 6/09/08 |
7/14/08 |
35 |
|
- cash - |
| |
7/14/08 |
8/04/08 |
21 |
 |
 |
 |
Saint-Gobain |
100 |
405 |
|
27.175 |
29.802 |
24.549 |
-2.627 |
-10 |
9,960 |
-83 |
|
| 8/04/08 |
8/25/08 |
21 |
|
- cash - |
| |
8/25/08 |
3/16/09 |
203 |
 |
 |
 |
Unicredit |
100 |
125 |
|
79.430 |
24.938 |
252.987 |
173.557 |
219 |
31,655 |
703 |
|
| 3/16/09 |
3/23/09 |
7 |
|
- cash - |
| |
3/23/09 |
4/06/09 |
14 |
 |
 |
 |
ING Groep |
100 |
8,635 |
|
3.666 |
3.698 |
3.634 |
-0.032 |
-1 |
31,378 |
-20 |
|
| 4/06/09 |
8/08/11 |
854 |
|
- cash - |
| |
8/08/11 |
12/26/11 |
140 |
 |
 |
 |
Carrefour |
100 |
1,990 |
|
15.765 |
14.302 |
17.379 |
1.613 |
10 |
34,589 |
29 |
|
| 12/26/11 |
8/24/15 |
1337 |
|
- cash - |
| |
8/24/15 |
10/26/15 |
63 |
 |
 |
 |
E.on |
100 |
5,402 |
|
6.402 |
6.477 |
6.328 |
-0.074 |
-1 |
34,188 |
-7 |
|
| 10/26/15 |
3/21/16 |
147 |
|
- cash - |
| |
3/21/16 |
5/02/16 |
42 |
 |
 |
 |
Deutsche Bank |
100 |
2,895 |
|
11.809 |
11.242 |
12.404 |
0.595 |
5 |
35,910 |
53 |
|
| 5/02/16 |
3/26/18 |
693 |
|
- cash - |
| |
3/26/18 |
4/09/18 |
14 |
 |
 |
 |
Deutsche Bank |
100 |
3,667 |
|
9.792 |
10.015 |
9.569 |
-0.223 |
-2 |
35,091 |
-45 |
|
| 4/09/18 |
3/09/20 |
700 |
|
- cash - |
| |
3/09/20 |
7/20/20 |
133 |
 |
 |
 |
Anheuser-Busch InBev |
100 |
940 |
|
37.311 |
42.488 |
32.133 |
-5.178 |
-14 |
30,225 |
-34 |
|
| 7/20/20 |
3/07/22 |
595 |
|
- cash - |
| |
3/07/22 |
3/14/22 |
7 |
 |
 |
 |
Vivendi |
100 |
3,394 |
|
8.905 |
9.886 |
7.923 |
-0.982 |
-11 |
26,893 |
-100 |
|
| 3/14/22 |
6/20/22 |
98 |
|
- cash - |
| |
6/20/22 |
7/25/22 |
35 |
 |
 |
 |
Philips |
100 |
1,589 |
|
16.918 |
17.026 |
16.810 |
-0.108 |
-1 |
26,722 |
-6 |
|
| 7/25/22 |
12/16/25 |
1240 |
|
- cash - |
| accum | 7/17/06 |
7/25/22 | 798 |
days out of 7288 invested (11%) |
167 |
26,722 |
57 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Unicredit | short | 8/25/08 | 3/16/09 | 203 | 79.43 | 24.94 | 252.99 | 173.56 | 218.50 | | | 218.50 |
| Societe Generale | | 2/11/08 | 6/09/08 | 119 | 52.70 | 44.99 | 61.74 | 9.04 | 17.15 | | | 17.15 |
| Carrefour | | 8/08/11 | 12/26/11 | 140 | 15.77 | 14.30 | 17.38 | 1.61 | 10.23 | | | 10.23 |
| Deutsche Bank | | 3/21/16 | 5/02/16 | 42 | 11.81 | 11.24 | 12.40 | 0.59 | 5.04 | | | |
| | | 3/26/18 | 4/09/18 | 14 | 9.79 | 10.01 | 9.57 | -0.22 | -2.28 | | | 2.64 |
| Philips | | 6/20/22 | 7/25/22 | 35 | 16.92 | 17.03 | 16.81 | -0.11 | -0.64 | | | -0.64 |
| ING Groep | | 3/23/09 | 4/06/09 | 14 | 3.67 | 3.70 | 3.63 | -0.03 | -0.87 | | | -0.87 |
| E.on | | 8/24/15 | 10/26/15 | 63 | 6.40 | 6.48 | 6.33 | -0.07 | -1.16 | | | -1.16 |
| Airbus | | 7/17/06 | 7/24/06 | 7 | 13.91 | 14.73 | 13.10 | -0.81 | -5.85 | | | -5.85 |
| Saint-Gobain | | 7/14/08 | 8/04/08 | 21 | 27.18 | 29.80 | 24.55 | -2.63 | -9.67 | | | -9.67 |
| Vivendi | | 3/07/22 | 3/14/22 | 7 | 8.90 | 9.89 | 7.92 | -0.98 | -11.02 | | | -11.02 |
| Anheuser-Busch InBev | | 3/09/20 | 7/20/20 | 133 | 37.31 | 42.49 | 32.13 | -5.18 | -13.88 | | | -13.88 |
Annotations
| 2/19/24 | Euro 50 | | | Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter,
Hermes and Vonovia |
| 9/14/23 | Prosus | | | stock split 1:2.1796 (two-point-onesevenninesix for one) |
| 9/24/18 | Euro 50 | | | Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain |
| 1/23/17 | Unicredit | | | reverse stock split 10:1 (one for ten) |
| 10/04/16 | AB InBev | | | acquisition of SAB Miller completed |
| 9/19/16 | Euro 50 | | | Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit |
| 7/24/16 | Ahold Delhaize | | | merger |
| 9/21/15 | Euro 50 | | | Fresenius and Safran replace Repsol and RWE |
| 9/12/15 | Euro 50 | | | complete analysis
ex Repsol, RWE - in Fresenius, Safran |
| 8/22/15 | Euro 50 | | | complete analysis - difficult market |
| 9/22/14 | €-Stoxx 50 | | | Nokia replaces CRH. |
|