Assessment - Euro STOXX 50 in Swiss Franc - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Euro Stoxx 50	4,528.220	12/08/24	-0.07	4,778.393	-5.24	4,193.559	584.834	13.95		9.65
								Adidas	205.869	12/08/24	-1.03	212.750	-3.23	170.797	41.953	24.56		18.86
								Adyen	1,064.237	12/08/24	1.14	1,078.969	-1.37	1,081.952	-2.982	-0.28		2.82
						L		Ahold Delhaize	28.806	12/08/24	-0.30	27.100	6.29	24.127	2.973	12.32		0.24
						S		Air Liquide	157.309	12/08/24	-0.79	157.619	-0.20	163.341	-5.721	-3.50		-4.25
								Airbus	129.647	12/08/24	-0.45	127.592	1.61	129.638	-2.045	-1.58		-5.93
								Allianz	248.031	12/08/24		254.428	-2.51	224.394	30.034	13.38		11.02
								Anheuser-Busch InBev	53.503	12/08/24	-0.47	52.766	1.40	54.181	-1.415	-2.61		-0.27
								ASML	760.474	12/08/24	0.08	924.955	-17.78	632.236	292.719	46.30		37.67
								Axa	31.355	12/08/24	-0.77	30.299	3.49	27.350	2.949	10.78		5.69
								Banco Bilbao Viz	8.650	12/08/24	0.27	9.208	-6.06	7.629	1.579	20.69		14.88
								Banco Santander	3.963	12/08/24	-0.24	4.311	-8.06	3.505	0.805	22.98		16.91
						S		BASF	40.011	12/08/24	-0.22	43.025	-7.01	45.241	-2.216	-4.90		-2.64
						L		Bayer	25.162	12/08/24	-0.04	25.365	-0.80	31.190	-5.825	-18.67		-23.70
						S		BMW	76.551	12/08/24	-0.90	86.399	-11.40	93.467	-7.068	-7.56		-9.91
								BNP Paribas	57.428	12/08/24		59.774	-3.92	58.048	1.725	2.97		3.35
								Danone	58.291	12/08/24	0.07	55.926	4.23	54.422	1.504	2.76		1.40
								Deutsche Börse	179.457	12/08/24	0.54	184.642	-2.81	172.968	11.675	6.75		9.45
								Deutsche Post	34.932	12/08/24	-0.36	37.336	-6.44	41.600	-4.265	-10.25		-6.04
						L		Deutsche Telekom	23.970	12/08/24	0.49	22.952	4.43	20.172	2.780	13.78		12.58
								Enel	6.240	12/08/24	0.44	6.404	-2.56	6.242	0.162	2.60		7.68
						S		Eni	14.011	12/08/24	1.09	14.085	-0.52	14.234	-0.149	-1.05		0.50
								EssilorLuxottica	200.926	12/08/24	-0.58	195.595	2.73	168.423	27.172	16.13		10.68
								Ferrari	373.840	12/08/24		370.447	0.92	283.055	87.393	30.87		18.28
						L		Iberdrola	11.733	12/08/24	0.29	11.941	-1.75	11.009	0.932	8.47		10.98
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Inditex	42.889	12/08/24	0.07	44.489	-3.59	36.569	7.920	21.66		21.18
						L		Infineon	29.349	12/08/24	0.36	33.308	-11.89	35.057	-1.749	-4.99		2.88
								ING Groep	14.764	12/08/24	0.21	15.855	-6.88	12.545	3.310	26.39		22.97
								Intesa Sanpaolo	3.364	12/08/24	0.54	3.471	-3.10	2.452	1.020	41.59		30.45
						S		Kering	242.167	12/08/24	-1.85	325.668	-25.64	370.049	-44.381	-11.99		-15.74
								L´Oreal	365.068	12/08/24	-1.59	399.573	-8.64	417.951	-18.378	-4.40		-1.90
						S		LVMH	615.571	12/08/24	-0.14	690.106	-10.80	680.370	9.736	1.43		-5.70
						S		Mercedes-Benz	55.712	12/08/24	-0.57	62.807	-11.30	58.011	4.796	8.27		-1.56
						L		Münchener Rück	425.695	12/08/24	1.01	452.543	-5.93	347.883	104.660	30.08		21.00
						L		Nokia	3.409	12/08/24	1.05	3.557	-4.14	2.831	0.726	25.65		9.93
						L		Nordea Bank	10.100	12/08/24	-0.19	11.064	-8.72	10.411	0.653	6.27		8.27
						S		Pernod Ricard	118.055	12/08/24	-0.33	123.046	-4.06	148.159	-25.112	-16.95		-20.00
						L		Prosus	31.840	12/08/24	1.77	32.097	-0.80	25.027	7.070	28.25		13.91
								Safran	186.290	12/08/24	-0.18	195.885	-4.90	147.890	47.996	32.45		21.70
								Saint-Gobain	71.298	12/08/24	-0.41	72.209	-1.26	61.823	10.386	16.80		19.31
								Sanofi	92.728	12/08/24	-0.60	89.026	4.16	83.247	5.779	6.94		0.80
								SAP	183.479	12/08/24	-0.33	179.970	1.95	129.359	50.611	39.12		29.56
								Schneider Electric	204.754	12/08/24	0.38	218.420	-6.26	168.590	49.830	29.56		27.36
								Siemens	152.366	12/08/24	0.01	171.674	-11.25	157.591	14.083	8.94		14.82
						S		Stellantis	13.550	12/08/24	-0.57	18.061	-24.98	19.615	-1.554	-7.92		-4.54
								TotalEnergies	59.822	12/08/24	0.60	61.654	-2.97	57.130	4.524	7.92		5.53
								Unicredit	33.507	12/08/24	0.38	35.092	-4.52	22.783	12.309	54.03		38.81
						S		Vinci	99.494	12/08/24	-0.77	97.797	1.73	105.450	-7.653	-7.26		-7.19
								Vivendi	9.196	12/08/24	0.40	9.570	-3.91	8.974	0.596	6.65		9.08
						S		Volkswagen	90.625	12/08/24	-0.47	102.789	-11.83	103.688	-0.899	-0.87		-6.46
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Wolters Kluwer	145.388	12/08/24	0.20	148.828	-2.31	119.362	29.467	24.69		20.85
Euro 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 34 did rise, Market-Ratio(26) in CHF = 68.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Euro STOXX 50 in Swiss Franc * Mixed Cut L13 - 60/54 (2) - 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
2/01/06		17/07/06	196				- cash -
short	17/07/06	24/07/06	7				Airbus	100	316		31.576	33.849	29.302	-2.274	-7	9,282	-98
24/07/06		14/08/06	21				- cash -
long	14/08/06	19/03/07	217				UnibailRodaWestfield	50	22		210.678	310.492		99.814	47	11,477	92
							Inditex	50	437		10.629	14.517		3.888	37	13,176	69
19/03/07		9/04/07	21				- cash -
	9/04/07	23/07/07	105				Mercedes-Benz	50	64		101.903	111.071		9.168	9	13,763	35
							Volkswagen	50	54		121.800	129.071		7.271	6	14,156	22
23/07/07		5/11/07	105				- cash -
	5/11/07	12/11/07	7				Volkswagen	50	34		203.904	190.006		-13.898	-7	13,683	-97
							Nokia	50	166		43.353	43.197		-0.155	0	13,657	-17
12/11/07		10/12/07	28				- cash -
	10/12/07	31/12/07	21				Telefónica	50	178		38.163	36.447		-1.716	-4	13,352	-55
							Nokia	50	157		43.586	41.322		-2.264	-5	12,997	-60
31/12/07		11/02/08	42				- cash -
short	11/02/08	9/06/08	119				Societe Generale	100	114		113.126	90.326	141.681	28.555	25	16,252	99
9/06/08		14/07/08	35				- cash -
	14/07/08	4/08/08	21				Saint-Gobain	100	295		54.921	61.787	48.055	-6.866	-13	14,226	-90
4/08/08		25/08/08	21				- cash -
	25/08/08	16/03/09	203				Unicredit	100	87		161.665	41.390	631.443	469.778	291	55,097	1,059
16/03/09		23/03/09	7				- cash -
	23/03/09	6/04/09	14				ING Groep	100	9,216		5.978	6.206	5.750	-0.228	-4	52,998	-64
6/04/09		4/05/09	28				- cash -
long	4/05/09	8/02/10	280				Deutsche Bank	50	548		48.344	49.116		0.771	2	53,420	2
							ASML	50	1,084		24.444	33.024		8.581	35	62,722	48
8/02/10		15/03/10	35				- cash -
	15/03/10	17/05/10	63				Philips	50	904		34.669	34.976		0.307	1	62,999	5
							Safran	50	1,163		26.964	31.109		4.145	15	67,821	129
17/05/10		2/08/10	77				- cash -
	2/08/10	10/01/11	161				Volkswagen	50	295		114.788	158.472		43.684	38	80,707	108
							Safran	50	1,185		28.639	34.952		6.313	22	88,188	57
10/01/11		17/01/11	7				- cash -
	17/01/11	14/03/11	56				BMW	50	583		75.518	72.149		-3.368	-4	86,224	-26
							Volkswagen	50	275		160.477	146.122		-14.355	-9	82,277	-46
14/03/11		4/04/11	21				- cash -
	4/04/11	18/04/11	14				BMW	50	517		79.463	73.669		-5.794	-7	79,281	-86
							Volkswagen	50	267		153.836	143.321		-10.515	-7	76,474	-84
18/04/11		8/08/11	112				- cash -
short	8/08/11	26/12/11	140				Carrefour	100	3,859		19.812	20.890	18.735	-1.078	-5	72,315	-14
26/12/11		23/01/12	28				- cash -
long	23/01/12	23/04/12	91				Airbus	50	1,166		30.989	35.147		4.157	13	77,163	66
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							ASML	50	890		40.638	44.087		3.448	8	80,231	39
23/04/12		6/08/12	105				- cash -
	6/08/12	25/03/13	231				ASML	50	735		54.575	64.834		10.259	19	87,772	31
							Anheuser-Busch InBev	50	505		79.312	92.168		12.856	16	94,264	27
25/03/13		6/05/13	42				- cash -
	6/05/13	10/06/13	35				Airbus	50	943		49.957	53.212		3.255	7	97,333	93
							L´Oreal	50	282		166.831	157.310		-9.521	-6	94,648	-46
10/06/13		8/07/13	28				- cash -
	8/07/13	27/01/14	203				Safran	50	906		52.220	64.080		11.860	23	105,393	44
							Nokia	50	11,965		3.956	6.184		2.227	56	132,045	123
27/01/14		24/02/14	28				- cash -
	24/02/14	3/03/14	7				Intesa Sanpaolo	50	24,210		2.727	2.615		-0.112	-4	129,327	-89
							Nokia	50	9,815		6.726	6.575		-0.151	-2	127,840	-70
3/03/14		7/04/14	35				- cash -
	7/04/14	14/04/14	7				Intesa Sanpaolo	50	20,510		3.116	2.914		-0.203	-7	123,685	-97
							Unicredit	50	1,559		40.999	38.515		-2.484	-6	119,813	-96
14/04/14		28/04/14	14				- cash -
	28/04/14	21/07/14	84				Enel	50	12,185		4.916	4.989		0.073	1	120,702	7
							Intesa Sanpaolo	50	20,336		2.946	2.674		-0.271	-9	115,180	-34
21/07/14		10/11/14	112				- cash -
	10/11/14	15/12/14	35				ASML	50	589		97.771	99.863		2.092	2	116,413	25
							Orange	50	3,840		14.996	15.913		0.917	6	119,933	86
15/12/14		29/12/14	14				- cash -
	29/12/14	5/01/15	7				ASML	50	554		108.126	105.128		-2.998	-3	118,272	-77
							Orange	50	3,456		17.365	16.246		-1.120	-6	114,403	-97
5/01/15		12/01/15	7				- cash -
	12/01/15	1/06/15	140				ASML	50	541		105.547	105.293		-0.255	0	114,265	-1
							Orange	50	3,315		17.281	15.031		-2.249	-13	106,808	-30
1/06/15		10/08/15	70				- cash -
	10/08/15	17/08/15	7				Fresenius	50	765		69.755	70.986		1.231	2	107,750	149
							Intesa Sanpaolo	50	14,143		3.779	3.713		-0.066	-2	106,817	-60
17/08/15		24/08/15	7				- cash -
short	24/08/15	26/10/15	63				E.on	100	11,359		9.403	9.771	9.035	-0.368	-4	102,641	-21
26/10/15		23/11/15	28				- cash -
long	23/11/15	14/12/15	21				Fresenius	50	691		74.252	67.092		-7.160	-10	97,693	-83
							Airbus	50	712		72.032	66.388		-5.644	-8	93,675	-76
14/12/15		28/12/15	14				- cash -
	28/12/15	4/01/16	7				Fresenius	50	664		70.436	67.913		-2.523	-4	92,000	-85
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							SAP	50	593		78.966	76.608		-2.358	-3	90,601	-79
4/01/16		21/03/16	77				- cash -
short	21/03/16	2/05/16	42				Deutsche Bank	100	5,502		16.466	15.752	17.213	0.747	5	94,709	47
2/05/16		9/05/16	7				- cash -
long	9/05/16	23/05/16	14				Fresenius	50	661		71.590	72.123		0.533	1	95,061	21
							Vinci	50	670		70.651	73.655		3.004	4	97,074	196
23/05/16		30/05/16	7				- cash -
	30/05/16	13/06/16	14				Fresenius	50	642		75.485	67.989		-7.496	-10	92,261	-93
							Vinci	50	645		75.319	69.296		-6.024	-8	88,376	-89
13/06/16		15/08/16	63				- cash -
	15/08/16	29/08/16	14				Siemens	50	379		116.557	117.779		1.222	1	88,839	31
							ASML	50	408		108.123	104.523		-3.599	-3	87,371	-59
29/08/16		5/09/16	7				- cash -
	5/09/16	14/11/16	70				Adidas	50	271		160.965	162.338		1.373	1	87,743	5
							CRH	50	1,295		33.758	32.234		-1.524	-5	85,769	-21
14/11/16		21/11/16	7				- cash -
	21/11/16	10/07/17	231				Adidas	50	286		149.530	192.678		43.147	29	98,109	49
							CRH	50	1,257		34.204	34.584		0.380	1	98,586	2
10/07/17		17/07/17	7				- cash -
	17/07/17	24/07/17	7				Safran	50	537		91.704	89.279		-2.425	-3	97,284	-75
							Intesa Sanpaolo	50	15,569		3.169	3.156		-0.013	0	97,074	-20
24/07/17		2/10/17	70				- cash -
	2/10/17	1/01/18	91				E.on	50	4,382		11.076	10.609		-0.467	-4	95,028	-16
							ASML	50	291		166.494	169.950		3.457	2	96,034	9
1/01/18		26/03/18	84				- cash -
short	26/03/18	9/04/18	14				Deutsche Bank	100	7,291		13.171	13.536	12.807	-0.365	-3	93,374	-52
9/04/18		7/05/18	28				- cash -
long	7/05/18	2/07/18	56				Airbus	50	388		120.082	112.953		-7.129	-6	90,608	-33
							LVMH	50	134		347.918	325.356		-22.562	-6	87,584	-35
2/07/18		18/02/19	231				- cash -
	18/02/19	3/06/19	105				Airbus	50	346		126.364	130.871		4.508	4	89,144	13
							Nokia	50	6,971		6.292	4.978		-1.314	-21	79,984	-56
3/06/19		2/09/19	91				- cash -
	2/09/19	7/10/19	35				Enel	50	5,511		7.256	7.481		0.224	3	81,220	37
							Iberdrola	50	3,899		10.257	10.299		0.042	0	81,385	4
7/10/19		21/10/19	14				- cash -
	21/10/19	3/02/20	105				ASML	50	158		256.105	277.852		21.746	8	84,821	33
							Enel	50	5,451		7.507	8.513		1.006	13	90,306	55
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
3/02/20		10/02/20	7				- cash -
	10/02/20	24/02/20	14				ASML	50	150		299.681	287.465		-12.215	-4	88,474	-66
							Enel	50	5,186		8.745	8.529		-0.216	-2	87,353	-48
24/02/20		9/03/20	14				- cash -
short	9/03/20	20/07/20	133				Anheuser-Busch InBev	100	1,928		45.307	50.506	40.108	-5.199	-11	77,329	-28
20/07/20		14/09/20	56				- cash -
long	14/09/20	21/09/20	7				Deutsche Post	50	934		41.393	40.546		-0.847	-2	76,538	-66
							Schneider Electric	50	335		115.273	108.677		-6.595	-6	74,328	-95
21/09/20		9/11/20	49				- cash -
	9/11/20	19/07/21	252				Mercedes-Benz	50	680		54.644	75.402		20.758	38	88,443	59
							Schneider Electric	50	290		128.043	142.575		14.532	11	92,658	17
19/07/21		18/10/21	91				- cash -
	18/10/21	25/10/21	7				ASML	50	64		723.358	731.960		8.602	1	93,208	85
							Societe Generale	50	1,508		30.729	30.651		-0.077	0	93,092	-12
25/10/21		1/11/21	7				- cash -
	1/11/21	29/11/21	28				ING Groep	50	3,294		14.130	12.661		-1.469	-10	88,253	-76
							Societe Generale	50	1,498		31.052	28.623		-2.430	-8	84,614	-65
29/11/21		3/01/22	35				- cash -
	3/01/22	24/01/22	21				Societe Generale	50	1,339		31.595	32.182		0.588	2	85,401	38
							Nokia	50	7,313		5.785	4.961		-0.824	-14	79,377	-93
24/01/22		7/03/22	42				- cash -
short	7/03/22	14/03/22	7				Vivendi	100	7,337		10.819	12.062	9.576	-1.243	-11	70,257	-100
14/03/22		6/06/22	84				- cash -
long	6/06/22	13/06/22	7				Bayer	50	507		69.221	65.964		-3.256	-5	68,606	-92
							TotalEnergies	50	610		57.604	55.447		-2.158	-4	67,290	-86
13/06/22		20/06/22	7				- cash -
short	20/06/22	25/07/22	35				Philips	100	3,355		20.053	19.806	20.302	0.250	1	68,127	14
25/07/22		8/08/22	14				- cash -
long	8/08/22	22/08/22	14				Deutsche Börse	50	200		170.262	163.734		-6.528	-4	66,821	-64
							TotalEnergies	50	701		48.541	50.801		2.261	5	68,406	228
22/08/22		12/09/22	21				- cash -
	12/09/22	26/09/22	14				Deutsche Börse	50	206		165.958	158.758		-7.200	-4	66,923	-69
							Deutsche Telekom	50	1,829		18.701	17.066		-1.635	-9	63,933	-91
26/09/22		21/11/22	56				- cash -
	21/11/22	5/06/23	196				Münchener Rück	50	110		288.473	328.442		39.969	14	68,329	27
							Flutter	50	250		128.586	177.316		48.730	38	80,512	82
5/06/23		12/06/23	7				- cash -
	12/06/23	10/07/23	28				Flutter	50	229		175.050	172.778		-2.272	-1	79,992	-16
							Unicredit	50	2,232		18.112	20.746		2.634	15	85,871	487
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/07/23		31/07/23	21				- cash -
	31/07/23	7/08/23	7				CRH	50	828		51.855	52.089		0.235	0	86,066	27
							Unicredit	50	1,950		22.013	21.752		-0.261	-1	85,557	-46
7/08/23		20/11/23	105				- cash -
	20/11/23	17/06/24	210				Unicredit	50	1,753		24.400	31.683		7.283	30	98,324	57
							Banco Bilbao Viz	50	5,334		8.020	8.671		0.651	8	101,798	15
17/06/24		9/08/26	783				- cash -
accum	17/07/06	17/06/24	4144	days out of 7524 invested (55%)										918		101,798	23

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Unicredit	short	25/08/08	16/03/09	203	161.66	41.39	631.44	469.78	290.59	100	290.59
	long	7/04/14	14/04/14	7	41.00	38.52		-2.48	-6.06	50	-3.03
	long	12/06/23	10/07/23	28	18.11	20.75		2.63	14.55		7.27
	long	31/07/23	7/08/23	7	22.01	21.75		-0.26	-1.19		-0.59
	long	20/11/23	17/06/24	210	24.40	31.68		7.28	29.85		14.92	364.17
ASML	long	4/05/09	8/02/10	280	24.44	33.02		8.58	35.10		17.55
	long	23/01/12	23/04/12	91	40.64	44.09		3.45	8.49		4.24
	long	6/08/12	25/03/13	231	54.58	64.83		10.26	18.80		9.40
	long	10/11/14	15/12/14	35	97.77	99.86		2.09	2.14		1.07
	long	29/12/14	5/01/15	7	108.13	105.13		-3.00	-2.77		-1.39
	long	12/01/15	1/06/15	140	105.55	105.29		-0.25	-0.24		-0.12
	long	15/08/16	29/08/16	14	108.12	104.52		-3.60	-3.33		-1.66
	long	2/10/17	1/01/18	91	166.49	169.95		3.46	2.08		1.04
	long	21/10/19	3/02/20	105	256.11	277.85		21.75	8.49		4.25
	long	10/02/20	24/02/20	14	299.68	287.47		-12.22	-4.08		-2.04
	long	18/10/21	25/10/21	7	723.36	731.96		8.60	1.19		0.59	36.21
Safran	long	15/03/10	17/05/10	63	26.96	31.11		4.15	15.37		7.69
	long	2/08/10	10/01/11	161	28.64	34.95		6.31	22.04		11.02
	long	8/07/13	27/01/14	203	52.22	64.08		11.86	22.71		11.36
	long	17/07/17	24/07/17	7	91.70	89.28		-2.42	-2.64		-1.32	31.37
Mercedes-Benz	long	9/04/07	23/07/07	105	101.90	111.07		9.17	9.00		4.50
	long	9/11/20	19/07/21	252	54.64	75.40		20.76	37.99		18.99	24.35
UnibailRodaWestfield	long	14/08/06	19/03/07	217	210.68	310.49		99.81	47.38		23.69	23.69
Societe Generale	short	11/02/08	9/06/08	119	113.13	90.33	141.68	28.55	25.24	100	25.24
	long	18/10/21	25/10/21	7	30.73	30.65		-0.08	-0.25	50	-0.13
	long	1/11/21	29/11/21	28	31.05	28.62		-2.43	-7.82		-3.91
	long	3/01/22	24/01/22	21	31.59	32.18		0.59	1.86		0.93	21.31
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Inditex	long	14/08/06	19/03/07	217	10.63	14.52		3.89	36.57		18.29	18.29
Flutter	long	21/11/22	5/06/23	196	128.59	177.32		48.73	37.90		18.95
	long	12/06/23	10/07/23	28	175.05	172.78		-2.27	-1.30		-0.65	18.18
Adidas	long	5/09/16	14/11/16	70	160.97	162.34		1.37	0.85		0.43
	long	21/11/16	10/07/17	231	149.53	192.68		43.15	28.86		14.43	14.92
Volkswagen	long	9/04/07	23/07/07	105	121.80	129.07		7.27	5.97		2.98
	long	5/11/07	12/11/07	7	203.90	190.01		-13.90	-6.82		-3.41
	long	2/08/10	10/01/11	161	114.79	158.47		43.68	38.06		19.03
	long	17/01/11	14/03/11	56	160.48	146.12		-14.35	-8.95		-4.47
	long	4/04/11	18/04/11	14	153.84	143.32		-10.52	-6.84		-3.42	9.24
Enel	long	28/04/14	21/07/14	84	4.92	4.99		0.07	1.48		0.74
	long	2/09/19	7/10/19	35	7.26	7.48		0.22	3.09		1.55
	long	21/10/19	3/02/20	105	7.51	8.51		1.01	13.40		6.70
	long	10/02/20	24/02/20	14	8.75	8.53		-0.22	-2.47		-1.24	7.81
Münchener Rück	long	21/11/22	5/06/23	196	288.47	328.44		39.97	13.86		6.93	6.93
Banco Bilbao Viz	long	20/11/23	17/06/24	210	8.02	8.67		0.65	8.12		4.06	4.06
Schneider Electric	long	14/09/20	21/09/20	7	115.27	108.68		-6.60	-5.72		-2.86
	long	9/11/20	19/07/21	252	128.04	142.57		14.53	11.35		5.67	2.65
Nokia	long	5/11/07	12/11/07	7	43.35	43.20		-0.16	-0.36		-0.18
	long	10/12/07	31/12/07	21	43.59	41.32		-2.26	-5.19		-2.60
	long	8/07/13	27/01/14	203	3.96	6.18		2.23	56.30		28.15
	long	24/02/14	3/03/14	7	6.73	6.57		-0.15	-2.25		-1.13
	long	18/02/19	3/06/19	105	6.29	4.98		-1.31	-20.88		-10.44
	long	3/01/22	24/01/22	21	5.78	4.96		-0.82	-14.24		-7.12	2.48
Deutsche Bank	long	4/05/09	8/02/10	280	48.34	49.12		0.77	1.60		0.80
	short	21/03/16	2/05/16	42	16.47	15.75	17.21	0.75	4.53	100	4.53
	short	26/03/18	9/04/18	14	13.17	13.54	12.81	-0.36	-2.77		-2.77	2.45
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Philips	long	15/03/10	17/05/10	63	34.67	34.98		0.31	0.89	50	0.44
	short	20/06/22	25/07/22	35	20.05	19.81	20.30	0.25	1.24	100	1.24	1.69
Siemens	long	15/08/16	29/08/16	14	116.56	117.78		1.22	1.05	50	0.52	0.52
TotalEnergies	long	6/06/22	13/06/22	7	57.60	55.45		-2.16	-3.75		-1.87
	long	8/08/22	22/08/22	14	48.54	50.80		2.26	4.66		2.33	0.41
Iberdrola	long	2/09/19	7/10/19	35	10.26	10.30		0.04	0.41		0.21	0.21
Deutsche Post	long	14/09/20	21/09/20	7	41.39	40.55		-0.85	-2.05		-1.02	-1.02
CRH	long	5/09/16	14/11/16	70	33.76	32.23		-1.52	-4.52		-2.26
	long	21/11/16	10/07/17	231	34.20	34.58		0.38	1.11		0.55
	long	31/07/23	7/08/23	7	51.85	52.09		0.23	0.45		0.23	-1.49
SAP	long	28/12/15	4/01/16	7	78.97	76.61		-2.36	-2.99		-1.49	-1.49
Vinci	long	9/05/16	23/05/16	14	70.65	73.66		3.00	4.25		2.13
	long	30/05/16	13/06/16	14	75.32	69.30		-6.02	-8.00		-4.00	-1.96
Telefónica	long	10/12/07	31/12/07	21	38.16	36.45		-1.72	-4.50		-2.25	-2.25
Bayer	long	6/06/22	13/06/22	7	69.22	65.96		-3.26	-4.70		-2.35	-2.35
L´Oreal	long	6/05/13	10/06/13	35	166.83	157.31		-9.52	-5.71		-2.85	-2.85
Airbus	short	17/07/06	24/07/06	7	31.58	33.85	29.30	-2.27	-7.20	100	-7.20
	long	23/01/12	23/04/12	91	30.99	35.15		4.16	13.42	50	6.71
	long	6/05/13	10/06/13	35	49.96	53.21		3.25	6.51		3.26
	long	23/11/15	14/12/15	21	72.03	66.39		-5.64	-7.84		-3.92
	long	7/05/18	2/07/18	56	120.08	112.95		-7.13	-5.94		-2.97
	long	18/02/19	3/06/19	105	126.36	130.87		4.51	3.57		1.78	-2.97
LVMH	long	7/05/18	2/07/18	56	347.92	325.36		-22.56	-6.48		-3.24	-3.24
Deutsche Börse	long	8/08/22	22/08/22	14	170.26	163.73		-6.53	-3.83		-1.92
	long	12/09/22	26/09/22	14	165.96	158.76		-7.20	-4.34		-2.17	-4.04
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Anheuser-Busch InBev	long	6/08/12	25/03/13	231	79.31	92.17		12.86	16.21		8.10
	short	9/03/20	20/07/20	133	45.31	50.51	40.11	-5.20	-11.48	100	-11.48	-4.30
Deutsche Telekom	long	12/09/22	26/09/22	14	18.70	17.07		-1.63	-8.74	50	-4.37	-4.37
Carrefour	short	8/08/11	26/12/11	140	19.81	20.89	18.73	-1.08	-5.44	100	-5.44	-5.44
BMW	long	17/01/11	14/03/11	56	75.52	72.15		-3.37	-4.46	50	-2.23
	long	4/04/11	18/04/11	14	79.46	73.67		-5.79	-7.29		-3.65	-5.79
E.on	short	24/08/15	26/10/15	63	9.40	9.77	9.04	-0.37	-3.91	100	-3.91
	long	2/10/17	1/01/18	91	11.08	10.61		-0.47	-4.21	50	-2.11	-5.93
Orange	long	10/11/14	15/12/14	35	15.00	15.91		0.92	6.11		3.06
	long	29/12/14	5/01/15	7	17.37	16.25		-1.12	-6.45		-3.22
	long	12/01/15	1/06/15	140	17.28	15.03		-2.25	-13.02		-6.51	-6.76
ING Groep	short	23/03/09	6/04/09	14	5.98	6.21	5.75	-0.23	-3.81	100	-3.81
	long	1/11/21	29/11/21	28	14.13	12.66		-1.47	-10.40	50	-5.20	-8.81
Fresenius	long	10/08/15	17/08/15	7	69.76	70.99		1.23	1.76		0.88
	long	23/11/15	14/12/15	21	74.25	67.09		-7.16	-9.64		-4.82
	long	28/12/15	4/01/16	7	70.44	67.91		-2.52	-3.58		-1.79
	long	9/05/16	23/05/16	14	71.59	72.12		0.53	0.74		0.37
	long	30/05/16	13/06/16	14	75.49	67.99		-7.50	-9.93		-4.97	-10.05
Intesa Sanpaolo	long	24/02/14	3/03/14	7	2.73	2.61		-0.11	-4.12		-2.06
	long	7/04/14	14/04/14	7	3.12	2.91		-0.20	-6.50		-3.25
	long	28/04/14	21/07/14	84	2.95	2.67		-0.27	-9.22		-4.61
	long	10/08/15	17/08/15	7	3.78	3.71		-0.07	-1.75		-0.87
	long	17/07/17	24/07/17	7	3.17	3.16		-0.01	-0.43		-0.21	-10.59
Vivendi	short	7/03/22	14/03/22	7	10.82	12.06	9.58	-1.24	-11.49	100	-11.49	-11.49
Saint-Gobain	short	14/07/08	4/08/08	21	54.92	61.79	48.05	-6.87	-12.50		-12.50	-12.50

Annotations

19/02/24	Euro 50			Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter, Hermes and Vonovia
14/09/23	Prosus			stock split 1:2.1796 (two-point-onesevenninesix for one)
24/09/18	Euro 50			Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain
23/01/17	Unicredit			reverse stock split 10:1 (one for ten)
4/10/16	AB InBev			acquisition of SAB Miller completed
19/09/16	Euro 50			Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit
24/07/16	Ahold Delhaize			merger
21/09/15	Euro 50			Fresenius and Safran replace Repsol and RWE
12/09/15	Euro 50			complete analysis ex Repsol, RWE - in Fresenius, Safran
22/08/15	Euro 50			complete analysis - difficult market
22/09/14	€-Stoxx 50			Nokia replaces CRH.

write an annotation