Assessment - Euro STOXX 50 in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Euro Stoxx 50	3,963.950	8/12/24	-0.07	4,182.949	-5.24	3,930.535	252.414	6.42		7.17
						L		Ahold Delhaize	25.217	8/12/24	-0.30	23.723	6.29	22.614	1.109	4.90		-2.00
						L		Deutsche Telekom	20.983	8/12/24	0.49	20.092	4.43	18.907	1.185	6.27		10.11
								Danone	51.027	8/12/24	0.07	48.957	4.23	51.009	-2.052	-4.02		-0.82
								Sanofi	81.173	8/12/24	-0.60	77.932	4.16	78.026	-0.094	-0.12		-1.40
								Axa	27.448	8/12/24	-0.77	26.523	3.49	25.635	0.888	3.47		3.30
								EssilorLuxottica	175.888	8/12/24	-0.58	171.221	2.73	157.859	13.362	8.46		8.17
								SAP	160.615	8/12/24	-0.33	157.544	1.95	121.246	36.298	29.94		26.58
						S		Vinci	87.095	8/12/24	-0.77	85.611	1.73	98.836	-13.225	-13.38		-9.23
								Airbus	113.491	8/12/24	-0.45	111.693	1.61	121.507	-9.814	-8.08		-8.06
								Anheuser-Busch InBev	46.836	8/12/24	-0.47	46.191	1.40	50.783	-4.592	-9.04		-2.46
								Ferrari	327.255	8/12/24		324.285	0.92	265.301	58.984	22.23		15.56
						S		Air Liquide	137.707	8/12/24	-0.79	137.978	-0.20	153.096	-15.118	-9.87		-6.38
						S		Eni	12.265	8/12/24	1.09	12.330	-0.52	13.342	-1.012	-7.58		-1.67
						L		Bayer	22.026	8/12/24	-0.04	22.204	-0.80	29.234	-7.029	-24.04		-25.29
						L		Prosus	27.872	8/12/24	1.77	28.097	-0.80	23.457	4.640	19.78		11.31
								Saint-Gobain	62.413	8/12/24	-0.41	63.211	-1.26	57.946	5.265	9.09		16.56
								Adyen	931.620	8/12/24	1.14	944.517	-1.37	1,014.090	-69.574	-6.86		0.37
						L		Iberdrola	10.271	8/12/24	0.29	10.453	-1.75	10.318	0.135	1.31		8.51
								Wolters Kluwer	127.271	8/12/24	0.20	130.283	-2.31	111.875	18.408	16.45		18.14
								Allianz	217.123	8/12/24		222.723	-2.51	210.320	12.403	5.90		8.53
								Enel	5.462	8/12/24	0.44	5.606	-2.56	5.850	-0.244	-4.18		5.31
								Deutsche Börse	157.094	8/12/24	0.54	161.634	-2.81	162.119	-0.485	-0.30		7.03
								TotalEnergies	52.368	8/12/24	0.60	53.971	-2.97	53.547	0.424	0.79		3.19
								Intesa Sanpaolo	2.945	8/12/24	0.54	3.039	-3.10	2.298	0.741	32.24		27.42
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Adidas	180.215	8/12/24	-1.03	186.239	-3.23	160.085	26.154	16.34		16.12
								Inditex	37.545	8/12/24	0.07	38.945	-3.59	34.275	4.669	13.62		18.42
								Vivendi	8.050	8/12/24	0.40	8.378	-3.91	8.411	-0.033	-0.40		6.66
								BNP Paribas	50.272	8/12/24		52.325	-3.92	54.408	-2.082	-3.83		1.02
						S		Pernod Ricard	103.344	8/12/24	-0.33	107.713	-4.06	138.866	-31.153	-22.43		-21.73
						L		Nokia	2.984	8/12/24	1.05	3.113	-4.14	2.653	0.460	17.36		7.45
								Unicredit	29.332	8/12/24	0.38	30.719	-4.52	21.354	9.365	43.86		35.56
								Safran	163.076	8/12/24	-0.18	171.476	-4.90	138.614	32.862	23.71		18.88
						L		Münchener Rück	372.648	8/12/24	1.01	396.151	-5.93	326.063	70.087	21.50		18.27
								Banco Bilbao Viz	7.572	8/12/24	0.27	8.060	-6.06	7.151	0.910	12.72		12.26
								Schneider Electric	179.239	8/12/24	0.38	191.203	-6.26	158.016	33.187	21.00		24.40
								Deutsche Post	30.579	8/12/24	-0.36	32.683	-6.44	38.991	-6.308	-16.18		-8.06
								ING Groep	12.924	8/12/24	0.21	13.879	-6.88	11.758	2.122	18.04		20.15
						S		BASF	35.025	8/12/24	-0.22	37.664	-7.01	42.403	-4.739	-11.18		-4.82
								Banco Santander	3.469	8/12/24	-0.24	3.774	-8.06	3.285	0.488	14.86		14.23
								L´Oreal	319.576	8/12/24	-1.59	349.782	-8.64	391.737	-41.955	-10.71		-4.07
						L		Nordea Bank	8.841	8/12/24	-0.19	9.685	-8.72	9.758	-0.073	-0.75		5.90
						S		LVMH	538.863	8/12/24	-0.14	604.111	-10.80	637.696	-33.586	-5.27		-7.83
								Siemens	133.379	8/12/24	0.01	150.281	-11.25	147.706	2.575	1.74		12.22
						S		Mercedes-Benz	48.770	8/12/24	-0.57	54.981	-11.30	54.373	0.608	1.12		-3.80
						S		BMW	67.012	8/12/24	-0.90	75.633	-11.40	87.605	-11.972	-13.67		-11.91
						S		Volkswagen	79.332	8/12/24	-0.47	89.980	-11.83	97.184	-7.204	-7.41		-8.56
						L		Infineon	25.692	8/12/24	0.36	29.158	-11.89	32.858	-3.701	-11.26		0.60
								ASML	665.710	8/12/24	0.08	809.695	-17.78	592.581	217.114	36.64		34.43
						S		Stellantis	11.862	8/12/24	-0.57	15.810	-24.98	18.385	-2.575	-14.00		-6.67
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Kering	211.990	8/12/24	-1.85	285.086	-25.64	346.839	-61.753	-17.80		-17.53
Euro 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 26 did rise, Market-Ratio(26) in GBP = 52.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Euro STOXX 50 in Pound sterling * 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
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		8/14/06	21				- cash -
long	8/14/06	3/19/07	217				UnibailRodaWestfield	50	52		89.678	132.441		42.764	48	11,639	93
							Inditex	50	1,050		4.525	6.192		1.668	37	13,390	70
3/19/07		4/09/07	21				- cash -
	4/09/07	7/23/07	105				Mercedes-Benz	50	157		42.422	44.984		2.562	6	13,792	23
							Volkswagen	50	132		50.705	52.273		1.569	3	13,999	11
7/23/07		11/05/07	105				- cash -
	11/05/07	11/12/07	7				Volkswagen	50	82		84.618	80.985		-3.633	-4	13,702	-90
							Nokia	50	392		17.991	18.412		0.421	2	13,866	234
11/12/07		12/10/07	28				- cash -
	12/10/07	12/31/07	21				Telefónica	50	416		16.661	16.208		-0.453	-3	13,678	-38
							Nokia	50	364		19.029	18.376		-0.653	-3	13,440	-46
12/31/07		2/11/08	42				- cash -
short	2/11/08	6/09/08	119				Societe Generale	100	255		52.703	44.989	61.740	9.037	17	15,744	62
6/09/08		7/14/08	35				- cash -
	7/14/08	8/04/08	21				Saint-Gobain	100	579		27.175	29.802	24.549	-2.627	-10	14,224	-83
8/04/08		8/25/08	21				- cash -
	8/25/08	3/16/09	203				Unicredit	100	179		79.430	24.938	252.987	173.557	219	45,290	703
3/16/09		3/23/09	7				- cash -
	3/23/09	4/06/09	14				ING Groep	100	12,354		3.666	3.698	3.634	-0.032	-1	44,894	-20
4/06/09		5/04/09	28				- cash -
long	5/04/09	2/08/10	280				Deutsche Bank	50	786		28.529	29.246		0.718	3	45,458	3
							ASML	50	1,557		14.424	19.665		5.240	36	53,618	50
2/08/10		3/15/10	35				- cash -
	3/15/10	5/17/10	63				Philips	50	1,243		21.556	21.228		-0.327	-2	53,211	-8
							Safran	50	1,600		16.765	18.881		2.117	13	56,597	99
5/17/10		8/02/10	77				- cash -
	8/02/10	1/10/11	161				Volkswagen	50	402		70.296	105.394		35.098	50	70,707	150
							Safran	50	1,615		17.539	23.246		5.707	33	79,924	89
1/10/11		1/17/11	7				- cash -
	1/17/11	3/14/11	56				BMW	50	809		49.393	48.261		-1.131	-2	79,009	-14
							Volkswagen	50	380		104.961	97.742		-7.218	-7	76,266	-37
3/14/11		4/04/11	21				- cash -
	4/04/11	4/18/11	14				BMW	50	714		53.366	50.562		-2.804	-5	74,263	-76
							Volkswagen	50	369		103.314	98.367		-4.947	-5	72,438	-72
4/18/11		8/08/11	112				- cash -
short	8/08/11	12/26/11	140				Carrefour	100	4,594		15.765	14.302	17.379	1.613	10	79,850	29
12/26/11		1/23/12	28				- cash -
long	1/23/12	4/23/12	91				Airbus	50	1,875		21.288	23.976		2.688	13	84,891	61
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							ASML	50	1,430		27.916	30.075		2.159	8	87,977	35
4/23/12		8/06/12	105				- cash -
	8/06/12	3/25/13	231				ASML	50	1,223		35.964	45.250		9.285	26	99,333	44
							Anheuser-Busch InBev	50	841		52.265	64.327		12.061	23	109,477	39
3/25/13		5/06/13	42				- cash -
	5/06/13	6/10/13	35				Airbus	50	1,595		34.299	36.546		2.247	7	113,061	94
							L´Oreal	50	478		114.539	108.039		-6.500	-6	109,954	-46
6/10/13		7/08/13	28				- cash -
	7/08/13	1/27/14	203				Safran	50	1,510		36.390	43.126		6.736	19	120,126	36
							Nokia	50	19,952		2.757	4.162		1.405	51	148,153	110
1/27/14		2/24/14	28				- cash -
	2/24/14	3/03/14	7				Intesa Sanpaolo	50	40,216		1.842	1.777		-0.065	-4	145,540	-85
							Nokia	50	16,305		4.543	4.468		-0.075	-2	144,317	-58
3/03/14		4/07/14	35				- cash -
	4/07/14	4/14/14	7				Intesa Sanpaolo	50	34,146		2.113	1.980		-0.133	-6	139,764	-97
							Unicredit	50	2,595		27.801	26.170		-1.631	-6	135,531	-96
4/14/14		4/28/14	14				- cash -
	4/28/14	7/21/14	84				Enel	50	20,396		3.322	3.254		-0.069	-2	134,127	-9
							Intesa Sanpaolo	50	34,041		1.991	1.744		-0.247	-12	125,726	-44
7/21/14		11/10/14	112				- cash -
	11/10/14	12/15/14	35				ASML	50	986		63.747	66.129		2.382	4	128,075	47
							Orange	50	6,430		9.778	10.538		0.760	8	132,961	118
12/15/14		12/29/14	14				- cash -
	12/29/14	1/05/15	7				ASML	50	944		70.421	68.452		-1.969	-3	131,103	-77
							Orange	50	5,878		11.310	10.578		-0.732	-6	126,802	-97
1/05/15		1/12/15	7				- cash -
	1/12/15	6/01/15	140				ASML	50	924		68.554	73.240		4.686	7	131,131	19
							Orange	50	5,653		11.224	10.456		-0.768	-7	126,787	-17
6/01/15		8/10/15	70				- cash -
	8/10/15	8/17/15	7				Fresenius	50	1,393		45.476	46.586		1.110	2	128,333	252
							Intesa Sanpaolo	50	25,750		2.464	2.437		-0.027	-1	127,639	-44
8/17/15		8/24/15	7				- cash -
short	8/24/15	10/26/15	63				E.on	100	19,936		6.402	6.477	6.328	-0.074	-1	126,160	-7
10/26/15		11/23/15	28				- cash -
long	11/23/15	12/14/15	21				Fresenius	50	1,309		48.171	44.982		-3.189	-7	121,986	-70
							Airbus	50	1,350		46.731	44.510		-2.221	-5	118,988	-57
12/14/15		12/28/15	14				- cash -
	12/28/15	1/04/16	7				Fresenius	50	1,241		47.911	46.045		-1.865	-4	116,673	-87
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							SAP	50	1,108		53.712	51.940		-1.773	-3	114,709	-83
1/04/16		3/21/16	77				- cash -
short	3/21/16	5/02/16	42				Deutsche Bank	100	9,713		11.809	11.242	12.404	0.595	5	120,487	53
5/02/16		5/09/16	7				- cash -
long	5/09/16	5/23/16	14				Fresenius	50	1,177		51.162	50.339		-0.823	-2	119,518	-34
							Vinci	50	1,193		50.490	51.408		0.918	2	120,613	60
5/23/16		5/30/16	7				- cash -
	5/30/16	6/13/16	14				Fresenius	50	1,160		51.963	49.442		-2.521	-5	117,688	-73
							Vinci	50	1,163		51.849	50.392		-1.457	-3	115,994	-52
6/13/16		8/15/16	63				- cash -
	8/15/16	8/29/16	14				Siemens	50	623		93.027	91.944		-1.083	-1	115,319	-26
							ASML	50	672		86.295	81.596		-4.699	-5	112,162	-77
8/29/16		9/05/16	7				- cash -
	9/05/16	11/14/16	70				Adidas	50	454		123.465	134.206		10.741	9	117,038	54
							CRH	50	2,166		25.894	26.648		0.754	3	118,672	16
11/14/16		11/21/16	7				- cash -
	11/21/16	7/10/17	231				Adidas	50	499		118.673	154.902		36.229	31	136,751	52
							CRH	50	2,190		27.146	27.804		0.658	2	138,191	4
7/10/17		7/17/17	7				- cash -
	7/17/17	7/24/17	7				Safran	50	947		72.951	72.417		-0.535	-1	137,685	-32
							Intesa Sanpaolo	50	27,412		2.521	2.560		0.039	2	138,742	121
7/24/17		10/02/17	70				- cash -
	10/02/17	1/01/18	91				E.on	50	8,105		8.559	8.057		-0.502	-6	134,674	-22
							ASML	50	539		128.652	129.062		0.410	0	134,895	1
1/01/18		3/26/18	84				- cash -
short	3/26/18	4/09/18	14				Deutsche Bank	100	13,776		9.792	10.015	9.569	-0.223	-2	131,821	-45
4/09/18		5/07/18	28				- cash -
long	5/07/18	7/02/18	56				Airbus	50	746		88.334	86.445		-1.889	-2	130,412	-13
							LVMH	50	257		255.932	249.002		-6.930	-3	128,631	-16
7/02/18		2/18/19	231				- cash -
	2/18/19	6/03/19	105				Airbus	50	660		97.363	104.015		6.652	7	133,022	26
							Nokia	50	13,278		4.848	3.956		-0.892	-18	121,184	-51
6/03/19		9/02/19	91				- cash -
	9/02/19	10/07/19	35				Enel	50	9,975		6.074	6.106		0.032	1	121,501	6
							Iberdrola	50	7,057		8.586	8.406		-0.179	-2	120,236	-20
10/07/19		10/21/19	14				- cash -
	10/21/19	2/03/20	105				ASML	50	300		199.981	221.294		21.313	11	126,630	42
							Enel	50	10,277		5.862	6.780		0.918	16	136,069	66
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/03/20		2/10/20	7				- cash -
	2/10/20	2/24/20	14				ASML	50	286		237.490	227.373		-10.117	-4	133,176	-68
							Enel	50	9,833		6.930	6.746		-0.184	-3	131,363	-50
2/24/20		3/09/20	14				- cash -
short	3/09/20	7/20/20	133				Anheuser-Busch InBev	100	3,520		37.311	42.488	32.133	-5.178	-14	113,139	-34
7/20/20		9/14/20	56				- cash -
long	9/14/20	9/21/20	7				Deutsche Post	50	1,595		35.449	34.610		-0.839	-2	111,800	-71
							Schneider Electric	50	573		98.722	92.769		-5.953	-6	108,390	-96
9/21/20		11/09/20	49				- cash -
	11/09/20	7/19/21	252				Mercedes-Benz	50	1,188		45.585	60.105		14.519	32	125,639	49
							Schneider Electric	50	507		106.815	113.649		6.833	6	129,103	9
7/19/21		10/18/21	91				- cash -
	10/18/21	10/25/21	7				ASML	50	113		571.094	578.269		7.176	1	129,914	92
							Societe Generale	50	2,661		24.260	24.215		-0.045	0	129,795	-9
10/25/21		11/01/21	7				- cash -
	11/01/21	11/29/21	28				ING Groep	50	5,724		11.337	10.306		-1.031	-9	123,895	-71
							Societe Generale	50	2,605		24.914	23.299		-1.615	-6	119,688	-58
11/29/21		1/03/22	35				- cash -
	1/03/22	1/24/22	21				Societe Generale	50	2,345		25.518	26.189		0.672	3	121,264	57
							Nokia	50	12,810		4.672	4.037		-0.635	-14	113,132	-92
1/24/22		3/07/22	42				- cash -
short	3/07/22	3/14/22	7				Vivendi	100	12,704		8.905	9.886	7.923	-0.982	-11	100,663	-100
3/14/22		6/06/22	84				- cash -
long	6/06/22	6/13/22	7				Bayer	50	884		56.875	54.420		-2.456	-4	98,492	-90
							TotalEnergies	50	1,064		47.331	45.743		-1.588	-3	96,802	-83
6/13/22		6/20/22	7				- cash -
short	6/20/22	7/25/22	35				Philips	100	5,721		16.918	17.026	16.810	-0.108	-1	96,186	-6
7/25/22		8/08/22	14				- cash -
long	8/08/22	8/22/22	14				Deutsche Börse	50	325		147.541	144.249		-3.292	-2	95,116	-44
							TotalEnergies	50	1,146		42.063	44.756		2.693	6	98,202	404
8/22/22		9/12/22	21				- cash -
	9/12/22	9/26/22	14				Deutsche Börse	50	329		148.993	149.391		0.398	0	98,333	7
							Deutsche Telekom	50	2,929		16.789	16.059		-0.730	-4	96,194	-69
9/26/22		11/21/22	56				- cash -
	11/21/22	6/05/23	196				Münchener Rück	50	188		255.066	291.656		36.591	14	103,073	28
							Flutter	50	424		113.695	157.457		43.762	38	121,628	83
6/05/23		6/12/23	7				- cash -
	6/12/23	7/10/23	28				Flutter	50	395		153.886	151.705		-2.181	-1	120,767	-17
							Unicredit	50	3,821		15.922	18.216		2.294	14	129,531	478
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/10/23		7/31/23	21				- cash -
	7/31/23	8/07/23	7				CRH	50	1,396		46.378	46.653		0.275	1	129,915	36
							Unicredit	50	3,290		19.688	19.482		-0.206	-1	129,237	-42
8/07/23		11/20/23	105				- cash -
	11/20/23	6/17/24	210				Unicredit	50	2,929		22.058	28.041		5.983	27	146,762	52
							Banco Bilbao Viz	50	8,914		7.250	7.674		0.424	6	150,545	10
6/17/24		12/16/25	547				- cash -
accum	7/17/06	6/17/24	4144	days out of 7288 invested (57%)										1,405		150,545	27

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Unicredit	short	8/25/08	3/16/09	203	79.43	24.94	252.99	173.56	218.50	100	218.50
	long	4/07/14	4/14/14	7	27.80	26.17		-1.63	-5.87	50	-2.93
	long	6/12/23	7/10/23	28	15.92	18.22		2.29	14.41		7.20
	long	7/31/23	8/07/23	7	19.69	19.48		-0.21	-1.05		-0.52
	long	11/20/23	6/17/24	210	22.06	28.04		5.98	27.12		13.56	274.41
ASML	long	5/04/09	2/08/10	280	14.42	19.66		5.24	36.33		18.16
	long	1/23/12	4/23/12	91	27.92	30.07		2.16	7.73		3.87
	long	8/06/12	3/25/13	231	35.96	45.25		9.29	25.82		12.91
	long	11/10/14	12/15/14	35	63.75	66.13		2.38	3.74		1.87
	long	12/29/14	1/05/15	7	70.42	68.45		-1.97	-2.80		-1.40
	long	1/12/15	6/01/15	140	68.55	73.24		4.69	6.84		3.42
	long	8/15/16	8/29/16	14	86.30	81.60		-4.70	-5.45		-2.72
	long	10/02/17	1/01/18	91	128.65	129.06		0.41	0.32		0.16
	long	10/21/19	2/03/20	105	199.98	221.29		21.31	10.66		5.33
	long	2/10/20	2/24/20	14	237.49	227.37		-10.12	-4.26		-2.13
	long	10/18/21	10/25/21	7	571.09	578.27		7.18	1.26		0.63	45.49
Safran	long	3/15/10	5/17/10	63	16.76	18.88		2.12	12.63		6.31
	long	8/02/10	1/10/11	161	17.54	23.25		5.71	32.54		16.27
	long	7/08/13	1/27/14	203	36.39	43.13		6.74	18.51		9.26
	long	7/17/17	7/24/17	7	72.95	72.42		-0.53	-0.73		-0.37	34.56
UnibailRodaWestfield	long	8/14/06	3/19/07	217	89.68	132.44		42.76	47.69		23.84	23.84
Adidas	long	9/05/16	11/14/16	70	123.46	134.21		10.74	8.70		4.35
	long	11/21/16	7/10/17	231	118.67	154.90		36.23	30.53		15.26	20.28
Mercedes-Benz	long	4/09/07	7/23/07	105	42.42	44.98		2.56	6.04		3.02
	long	11/09/20	7/19/21	252	45.59	60.10		14.52	31.85		15.93	19.43
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Inditex	long	8/14/06	3/19/07	217	4.52	6.19		1.67	36.86		18.43	18.43
Flutter	long	11/21/22	6/05/23	196	113.70	157.46		43.76	38.49		19.25
	long	6/12/23	7/10/23	28	153.89	151.71		-2.18	-1.42		-0.71	18.40
Volkswagen	long	4/09/07	7/23/07	105	50.70	52.27		1.57	3.09		1.55
	long	11/05/07	11/12/07	7	84.62	80.98		-3.63	-4.29		-2.15
	long	8/02/10	1/10/11	161	70.30	105.39		35.10	49.93		24.96
	long	1/17/11	3/14/11	56	104.96	97.74		-7.22	-6.88		-3.44
	long	4/04/11	4/18/11	14	103.31	98.37		-4.95	-4.79		-2.39	17.03
Societe Generale	short	2/11/08	6/09/08	119	52.70	44.99	61.74	9.04	17.15	100	17.15
	long	10/18/21	10/25/21	7	24.26	24.22		-0.04	-0.18	50	-0.09
	long	11/01/21	11/29/21	28	24.91	23.30		-1.61	-6.48		-3.24
	long	1/03/22	1/24/22	21	25.52	26.19		0.67	2.63		1.32	14.74
Carrefour	short	8/08/11	12/26/11	140	15.77	14.30	17.38	1.61	10.23	100	10.23	10.23
Münchener Rück	long	11/21/22	6/05/23	196	255.07	291.66		36.59	14.35	50	7.17	7.17
Enel	long	4/28/14	7/21/14	84	3.32	3.25		-0.07	-2.07		-1.04
	long	9/02/19	10/07/19	35	6.07	6.11		0.03	0.52		0.26
	long	10/21/19	2/03/20	105	5.86	6.78		0.92	15.67		7.83
	long	2/10/20	2/24/20	14	6.93	6.75		-0.18	-2.66		-1.33	5.57
Nokia	long	11/05/07	11/12/07	7	17.99	18.41		0.42	2.34		1.17
	long	12/10/07	12/31/07	21	19.03	18.38		-0.65	-3.43		-1.72
	long	7/08/13	1/27/14	203	2.76	4.16		1.40	50.95		25.48
	long	2/24/14	3/03/14	7	4.54	4.47		-0.08	-1.65		-0.83
	long	2/18/19	6/03/19	105	4.85	3.96		-0.89	-18.39		-9.19
	long	1/03/22	1/24/22	21	4.67	4.04		-0.63	-13.59		-6.79	4.72
Deutsche Bank	long	5/04/09	2/08/10	280	28.53	29.25		0.72	2.52		1.26
	short	3/21/16	5/02/16	42	11.81	11.24	12.40	0.59	5.04	100	5.04
	short	3/26/18	4/09/18	14	9.79	10.01	9.57	-0.22	-2.28		-2.28	3.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Airbus	short	7/17/06	7/24/06	7	13.91	14.73	13.10	-0.81	-5.85		-5.85
	long	1/23/12	4/23/12	91	21.29	23.98		2.69	12.63	50	6.31
	long	5/06/13	6/10/13	35	34.30	36.55		2.25	6.55		3.28
	long	11/23/15	12/14/15	21	46.73	44.51		-2.22	-4.75		-2.38
	long	5/07/18	7/02/18	56	88.33	86.45		-1.89	-2.14		-1.07
	long	2/18/19	6/03/19	105	97.36	104.01		6.65	6.83		3.42	3.25
CRH	long	9/05/16	11/14/16	70	25.89	26.65		0.75	2.91		1.46
	long	11/21/16	7/10/17	231	27.15	27.80		0.66	2.42		1.21
	long	7/31/23	8/07/23	7	46.38	46.65		0.28	0.59		0.30	2.99
Banco Bilbao Viz	long	11/20/23	6/17/24	210	7.25	7.67		0.42	5.85		2.93	2.93
TotalEnergies	long	6/06/22	6/13/22	7	47.33	45.74		-1.59	-3.35		-1.68
	long	8/08/22	8/22/22	14	42.06	44.76		2.69	6.40		3.20	1.47
Schneider Electric	long	9/14/20	9/21/20	7	98.72	92.77		-5.95	-6.03		-3.01
	long	11/09/20	7/19/21	252	106.82	113.65		6.83	6.40		3.20	0.09
Vinci	long	5/09/16	5/23/16	14	50.49	51.41		0.92	1.82		0.91
	long	5/30/16	6/13/16	14	51.85	50.39		-1.46	-2.81		-1.40	-0.51
Siemens	long	8/15/16	8/29/16	14	93.03	91.94		-1.08	-1.16		-0.58	-0.58
Deutsche Börse	long	8/08/22	8/22/22	14	147.54	144.25		-3.29	-2.23		-1.12
	long	9/12/22	9/26/22	14	148.99	149.39		0.40	0.27		0.13	-0.98
Iberdrola	long	9/02/19	10/07/19	35	8.59	8.41		-0.18	-2.09		-1.04	-1.04
Deutsche Post	long	9/14/20	9/21/20	7	35.45	34.61		-0.84	-2.37		-1.18	-1.18
LVMH	long	5/07/18	7/02/18	56	255.93	249.00		-6.93	-2.71		-1.35	-1.35
Telefónica	long	12/10/07	12/31/07	21	16.66	16.21		-0.45	-2.72		-1.36	-1.36
Philips	long	3/15/10	5/17/10	63	21.56	21.23		-0.33	-1.52		-0.76
	short	6/20/22	7/25/22	35	16.92	17.03	16.81	-0.11	-0.64	100	-0.64	-1.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
SAP	long	12/28/15	1/04/16	7	53.71	51.94		-1.77	-3.30	50	-1.65	-1.65
Bayer	long	6/06/22	6/13/22	7	56.88	54.42		-2.46	-4.32		-2.16	-2.16
Deutsche Telekom	long	9/12/22	9/26/22	14	16.79	16.06		-0.73	-4.35		-2.17	-2.17
L´Oreal	long	5/06/13	6/10/13	35	114.54	108.04		-6.50	-5.67		-2.84	-2.84
Orange	long	11/10/14	12/15/14	35	9.78	10.54		0.76	7.77		3.89
	long	12/29/14	1/05/15	7	11.31	10.58		-0.73	-6.47		-3.24
	long	1/12/15	6/01/15	140	11.22	10.46		-0.77	-6.85		-3.42	-2.92
BMW	long	1/17/11	3/14/11	56	49.39	48.26		-1.13	-2.29		-1.15
	long	4/04/11	4/18/11	14	53.37	50.56		-2.80	-5.25		-2.63	-3.74
Anheuser-Busch InBev	long	8/06/12	3/25/13	231	52.27	64.33		12.06	23.08		11.54
	short	3/09/20	7/20/20	133	37.31	42.49	32.13	-5.18	-13.88	100	-13.88	-3.94
E.on	short	8/24/15	10/26/15	63	6.40	6.48	6.33	-0.07	-1.16		-1.16
	long	10/02/17	1/01/18	91	8.56	8.06		-0.50	-5.86	50	-2.93	-4.06
ING Groep	short	3/23/09	4/06/09	14	3.67	3.70	3.63	-0.03	-0.87	100	-0.87
	long	11/01/21	11/29/21	28	11.34	10.31		-1.03	-9.09	50	-4.55	-5.38
Fresenius	long	8/10/15	8/17/15	7	45.48	46.59		1.11	2.44		1.22
	long	11/23/15	12/14/15	21	48.17	44.98		-3.19	-6.62		-3.31
	long	12/28/15	1/04/16	7	47.91	46.05		-1.87	-3.89		-1.95
	long	5/09/16	5/23/16	14	51.16	50.34		-0.82	-1.61		-0.80
	long	5/30/16	6/13/16	14	51.96	49.44		-2.52	-4.85		-2.43	-7.12
Saint-Gobain	short	7/14/08	8/04/08	21	27.18	29.80	24.55	-2.63	-9.67	100	-9.67	-9.67
Intesa Sanpaolo	long	2/24/14	3/03/14	7	1.84	1.78		-0.06	-3.53	50	-1.76
	long	4/07/14	4/14/14	7	2.11	1.98		-0.13	-6.31		-3.16
	long	4/28/14	7/21/14	84	1.99	1.74		-0.25	-12.40		-6.20
	long	8/10/15	8/17/15	7	2.46	2.44		-0.03	-1.09		-0.55
	long	7/17/17	7/24/17	7	2.52	2.56		0.04	1.53		0.76	-10.57
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Vivendi	short	3/07/22	3/14/22	7	8.90	9.89	7.92	-0.98	-11.02	100	-11.02	-11.02

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.

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