Assessment - Belgian 20 Index in Dollar - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								BEL 20	4,333.889	8/12/24	-0.47	4,181.030	3.66	4,105.132	75.898	1.85		5.01
						L		UCB	165.023	8/12/24	-2.38	150.435	9.70	87.356	63.079	72.21		57.08
								D´Ieteren	220.960	8/12/24		213.666	3.41	195.858	17.808	9.09		15.21
								Ageas	45.458	8/12/24	0.33	46.230	-1.67	43.523	2.707	6.22		7.57
								KBC	71.415	8/12/24	-0.21	70.965	0.63	65.013	5.952	9.15		6.18
								Ackermans van Haaren	182.989	8/12/24	0.06	175.159	4.47	175.819	-0.660	-0.38		5.24
								Sofina	225.250	8/12/24	0.67	229.541	-1.87	249.556	-20.015	-8.02		2.98
						L		Melexis	84.093	8/12/24	1.49	86.614	-2.91	99.424	-12.810	-12.88		-2.33
								Anheuser-Busch InBev	59.209	8/12/24	-0.47	58.393	1.40	64.681	-6.287	-9.72		-2.08
								Warehouses De Pauw	26.108	8/12/24	-0.57	27.202	-4.02	31.554	-4.353	-13.79		-1.86
								Aedifica	65.483	8/12/24	0.66	60.871	7.58	70.471	-9.600	-13.62		-2.65
								Proximus	6.870	8/12/24	2.15	8.109	-15.28	9.422	-1.313	-13.94		-2.27
								GBL	70.847	8/12/24	0.08	71.544	-0.97	78.853	-7.309	-9.27		-6.95
								argenx	523.975	8/12/24	0.35	432.802	21.07	380.313	52.489	13.80		2.01
								Cofinimmo	65.483	8/12/24	-0.57	60.764	7.77	79.052	-18.288	-23.13		-12.77
						S		Elia	100.665	8/12/24	-1.42	94.015	7.07	125.442	-31.427	-25.05		-13.98
						S		Aperam	26.880	8/12/24	-0.63	26.408	1.79	36.404	-9.996	-27.46		-13.12
						L		Solvay	32.811	8/12/24	-1.83	35.922	-8.66	30.702	5.220	17.00		-18.05
						S		Galapagos	24.027	8/12/24	-2.52	25.142	-4.44	40.954	-15.812	-38.61		-28.56
						S		Umicore	12.121	8/12/24	-0.88	14.738	-17.76	27.569	-12.831	-46.54		-37.89
								Syensqo	73.356	8/12/24	-1.70	90.089	-18.57	101.306	-11.217	-11.07		-na-
BEL 20 - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 6 did rise, Market-Ratio(26) in USD = 30.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Belgian 20 Index in Dollar * Mixed Cut L23 - 85/85 (2) - S39 - 37/48 (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		2/13/06	42				- cash -
long	2/13/06	2/27/06	14				Ackermans van Haaren	50	80		61.792	61.760		-0.032	0	9,997	-1
							Umicore	50	396		12.739	14.466		1.727	14	10,681	2,650
2/27/06		4/10/06	42				- cash -
	4/10/06	4/17/06	7				Ackermans van Haaren	50	76		69.716	69.281		-0.436	-1	10,648	-28
							Umicore	50	364		14.753	14.874		0.120	1	10,692	53
4/17/06		4/24/06	7				- cash -
	4/24/06	5/01/06	7				Ackermans van Haaren	50	74		71.337	77.232		5.896	8	11,128	6,184
							Umicore	50	342		15.785	16.356		0.570	4	11,323	537
5/01/06		10/30/06	182				- cash -
	10/30/06	11/06/06	7				Proximus	50	138		40.809	41.658		0.848	2	11,440	192
							Telenet	50	214		26.565	25.915		-0.650	-2	11,301	-73
11/06/06		11/13/06	7				- cash -
	11/13/06	3/19/07	126				Anheuser-Busch InBev	50	149		37.738	45.667		7.929	21	12,483	74
							Telenet	50	212		26.773	31.670		4.897	18	13,521	63
3/19/07		4/02/07	14				- cash -
	4/02/07	4/16/07	14				Anheuser-Busch InBev	50	148		45.460	48.164		2.703	6	13,921	351
							Colruyt	50	146		46.366	47.824		1.458	3	14,134	124
4/16/07		4/23/07	7				- cash -
	4/23/07	4/30/07	7				Anheuser-Busch InBev	50	145		48.462	48.994		0.532	1	14,211	77
							Colruyt	50	148		47.880	47.316		-0.564	-1	14,127	-46
4/30/07		5/07/07	7				- cash -
	5/07/07	5/14/07	7				Anheuser-Busch InBev	50	138		51.162	49.227		-1.935	-4	13,860	-87
							Umicore	50	335		21.087	20.854		-0.232	-1	13,782	-44
5/14/07		10/01/07	140				- cash -
short	10/01/07	12/03/07	63				Ageas	100	46		295.898	263.558	332.205	36.307	12	15,453	96
12/03/07		12/17/07	14				- cash -
	12/17/07	7/20/09	581				Ageas	100	60		256.963	37.370	1,766.906	1,509.944	588	106,049	236
7/20/09		8/10/09	21				- cash -
long	8/10/09	2/01/10	175				Galapagos	50	4,558		11.631	14.612		2.981	26	119,635	61
							Ageas	50	1,198		44.254	37.084		-7.171	-16	111,045	-31
2/01/10		4/05/10	63				- cash -
	4/05/10	4/19/10	14				Bekaert	50	893		62.158	60.799		-1.359	-2	109,832	-44
							KBC	50	1,098		50.557	49.092		-1.465	-3	108,223	-54
4/19/10		7/05/10	77				- cash -
short	7/05/10	7/26/10	21				Ageas	100	4,871		22.215	27.107	17.323	-4.892	-22	84,394	-99
7/26/10		10/18/10	84				- cash -
long	10/18/10	11/29/10	42				Bekaert	50	419		100.671	93.239		-7.432	-7	81,281	-49
							Umicore	50	1,735		24.323	23.959		-0.364	-1	80,648	-12
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/29/10		12/13/10	14				- cash -
	12/13/10	12/20/10	7				Bekaert	50	365		110.239	110.692		0.453	0	80,814	24
							Umicore	50	1,550		26.059	25.863		-0.196	-1	80,511	-32
12/20/10		7/11/11	203				- cash -
short	7/11/11	5/07/12	301				Bekaert	100	1,119		71.912	28.039	184.434	112.521	156	206,422	213
5/07/12		5/14/12	7				- cash -
	5/14/12	6/11/12	28				Bekaert	100	6,993		29.518	23.775	36.647	7.129	24	256,277	1,578
6/11/12		9/17/12	98				- cash -
long	9/17/12	10/01/12	14				Galapagos	50	6,542		19.585	21.831		2.246	11	270,968	1,595
							KBC	50	4,454		28.768	24.763		-4.005	-14	253,129	-98
10/01/12		10/22/12	21				- cash -
	10/22/12	12/10/12	49				Galapagos	50	5,750		22.011	21.381		-0.629	-3	249,510	-19
							Ageas	50	4,988		25.371	27.851		2.480	10	261,883	100
12/10/12		12/17/12	7				- cash -
	12/17/12	12/24/12	7				Ageas	50	4,500		29.092	29.422		0.330	1	263,368	80
							KBC	50	3,979		32.910	34.104		1.194	4	268,120	541
12/24/12		11/11/13	322				- cash -
	11/11/13	12/23/13	42				ING Groep	50	10,382		12.912	13.653		0.741	6	275,815	62
							KBC	50	2,472		54.229	55.891		1.662	3	279,924	30
12/23/13		3/17/14	84				- cash -
	3/17/14	3/31/14	14				Aperam	50	5,928		23.610	26.547		2.937	12	297,337	2,027
							KBC	50	2,285		61.252	61.496		0.244	0	297,895	11
3/31/14		4/28/14	28				- cash -
	4/28/14	6/16/14	49				Aperam	50	5,873		25.361	31.150		5.789	23	331,893	363
							UCB	50	1,814		82.067	81.994		-0.073	0	331,761	-1
6/16/14		2/23/15	252				- cash -
	2/23/15	7/06/15	133				Aperam	50	4,730		35.063	37.979		2.917	8	345,557	25
							Galapagos	50	7,481		22.177	51.511		29.334	132	565,002	910
7/06/15		12/14/15	161				- cash -
short	12/14/15	5/16/16	154				Solvay	100	5,593		101.018	98.611	103.484	2.466	2	578,793	6
5/16/16		5/01/17	350				- cash -
long	5/01/17	6/12/17	42				ING Groep	50	17,763		16.292	17.132		0.840	5	593,712	55
							Galapagos	50	3,298		87.742	77.979		-9.762	-11	561,516	-64
6/12/17		3/26/18	287				- cash -
short	3/26/18	5/21/18	56				Ontex	100	21,111		26.597	26.752	26.443	-0.154	-1	558,264	-4
5/21/18		6/11/18	21				- cash -
	6/11/18	4/01/19	294				bpost	100	32,281		17.293	11.063	27.033	9.740	56	872,673	74
4/01/19		4/29/19	28				- cash -
long	4/29/19	5/06/19	7				Galapagos	50	3,813		114.404	113.763		-0.641	-1	870,229	-25
							Colruyt	50	6,088		71.684	71.800		0.115	0	870,932	9
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/06/19	7/08/19	63				Umicore	100	23,078		37.738	30.457	46.760	9.022	24	1,079,139	246
7/08/19		3/16/20	252				- cash -
	3/16/20	5/04/20	49				Anheuser-Busch InBev	100	27,982		38.565	41.951	35.178	-3.386	-9	984,381	-50
5/04/20		6/01/20	28				- cash -
	6/01/20	12/07/20	189				Anheuser-Busch InBev	100	20,147		48.859	70.244	27.474	-21.385	-44	553,541	-67
12/07/20		5/03/21	147				- cash -
long	5/03/21	5/10/21	7				ING Groep	50	21,470		12.891	13.393		0.502	4	564,329	634
							Aperam	50	5,285		52.365	57.577		5.213	10	591,878	13,991
5/10/21		3/07/22	301				- cash -
short	3/07/22	6/26/23	476				ING Groep	100	64,149		9.227	12.926	5.527	-3.699	-40	354,568	-32
6/26/23		8/14/23	49				- cash -
	8/14/23	12/25/23	133				Proximus	100	48,716		7.278	9.435	5.121	-2.157	-30	249,496	-62
12/25/23		1/08/24	14				- cash -
	1/08/24	3/25/24	77				Solvay	100	8,124		30.708	27.162	34.718	4.009	13	282,066	79
3/25/24		4/29/24	35				- cash -
	4/29/24	5/06/24	7				Solvay	100	8,525		33.087	32.787	33.389	0.302	1	284,642	61
5/06/24		5/14/26	738				- cash -
accum	2/13/06	5/06/24	3283	days out of 7437 invested (44%)										2,746		284,642	45

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Ageas	short	10/01/07	12/03/07	63	295.90	263.56	332.20	36.31	12.27	100	12.27
	short	12/17/07	7/20/09	581	256.96	37.37	1,766.91	1,509.94	587.61		587.61
	long	8/10/09	2/01/10	175	44.25	37.08		-7.17	-16.20	50	-8.10
	short	7/05/10	7/26/10	21	22.21	27.11	17.32	-4.89	-22.02	100	-22.02
	long	10/22/12	12/10/12	49	25.37	27.85		2.48	9.78	50	4.89
	long	12/17/12	12/24/12	7	29.09	29.42		0.33	1.13		0.57	483.55
Bekaert	long	4/05/10	4/19/10	14	62.16	60.80		-1.36	-2.19		-1.09
	long	10/18/10	11/29/10	42	100.67	93.24		-7.43	-7.38		-3.69
	long	12/13/10	12/20/10	7	110.24	110.69		0.45	0.41		0.21
	short	7/11/11	5/07/12	301	71.91	28.04	184.43	112.52	156.47	100	156.47
	short	5/14/12	6/11/12	28	29.52	23.78	36.65	7.13	24.15		24.15	203.93
Galapagos	long	8/10/09	2/01/10	175	11.63	14.61		2.98	25.63	50	12.81
	long	9/17/12	10/01/12	14	19.59	21.83		2.25	11.47		5.73
	long	10/22/12	12/10/12	49	22.01	21.38		-0.63	-2.86		-1.43
	long	2/23/15	7/06/15	133	22.18	51.51		29.33	132.27		66.13
	long	5/01/17	6/12/17	42	87.74	77.98		-9.76	-11.13		-5.56
	long	4/29/19	5/06/19	7	114.40	113.76		-0.64	-0.56		-0.28	83.95
bpost	short	6/11/18	4/01/19	294	17.29	11.06	27.03	9.74	56.32	100	56.32	56.32
Umicore	long	2/13/06	2/27/06	14	12.74	14.47		1.73	13.55	50	6.78
	long	4/10/06	4/17/06	7	14.75	14.87		0.12	0.81		0.41
	long	4/24/06	5/01/06	7	15.79	16.36		0.57	3.61		1.81
	long	5/07/07	5/14/07	7	21.09	20.85		-0.23	-1.10		-0.55
	long	10/18/10	11/29/10	42	24.32	23.96		-0.36	-1.50		-0.75
	long	12/13/10	12/20/10	7	26.06	25.86		-0.20	-0.75		-0.38
	short	5/06/19	7/08/19	63	37.74	30.46	46.76	9.02	23.91	100	23.91	32.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Aperam	long	3/17/14	3/31/14	14	23.61	26.55		2.94	12.44	50	6.22
	long	4/28/14	6/16/14	49	25.36	31.15		5.79	22.83		11.41
	long	2/23/15	7/06/15	133	35.06	37.98		2.92	8.32		4.16
	long	5/03/21	5/10/21	7	52.36	57.58		5.21	9.95		4.98	29.40
Solvay	short	12/14/15	5/16/16	154	101.02	98.61	103.48	2.47	2.44	100	2.44
	short	1/08/24	3/25/24	77	30.71	27.16	34.72	4.01	13.06		13.06
	short	4/29/24	5/06/24	7	33.09	32.79	33.39	0.30	0.91		0.91	16.87
Telenet	long	10/30/06	11/06/06	7	26.56	25.92		-0.65	-2.45	50	-1.22
	long	11/13/06	3/19/07	126	26.77	31.67		4.90	18.29		9.14	7.81
Ackermans van Haaren	long	2/13/06	2/27/06	14	61.79	61.76		-0.03	-0.05		-0.03
	long	4/10/06	4/17/06	7	69.72	69.28		-0.44	-0.62		-0.31
	long	4/24/06	5/01/06	7	71.34	77.23		5.90	8.26		4.13	3.78
Colruyt	long	4/02/07	4/16/07	14	46.37	47.82		1.46	3.15		1.57
	long	4/23/07	4/30/07	7	47.88	47.32		-0.56	-1.18		-0.59
	long	4/29/19	5/06/19	7	71.68	71.80		0.12	0.16		0.08	1.06
UCB	long	4/28/14	6/16/14	49	82.07	81.99		-0.07	-0.09		-0.04	-0.04
Ontex	short	3/26/18	5/21/18	56	26.60	26.75	26.44	-0.15	-0.58	100	-0.58	-0.58
KBC	long	4/05/10	4/19/10	14	50.56	49.09		-1.47	-2.90	50	-1.45
	long	9/17/12	10/01/12	14	28.77	24.76		-4.01	-13.92		-6.96
	long	12/17/12	12/24/12	7	32.91	34.10		1.19	3.63		1.81
	long	11/11/13	12/23/13	42	54.23	55.89		1.66	3.06		1.53
	long	3/17/14	3/31/14	14	61.25	61.50		0.24	0.40		0.20	-5.03
Proximus	long	10/30/06	11/06/06	7	40.81	41.66		0.85	2.08		1.04
	short	8/14/23	12/25/23	133	7.28	9.43	5.12	-2.16	-29.63	100	-29.63	-28.90
ING Groep	long	11/11/13	12/23/13	42	12.91	13.65		0.74	5.74	50	2.87
	long	5/01/17	6/12/17	42	16.29	17.13		0.84	5.16		2.58
	long	5/03/21	5/10/21	7	12.89	13.39		0.50	3.90		1.95
	short	3/07/22	6/26/23	476	9.23	12.93	5.53	-3.70	-40.09	100	-40.09	-35.55
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Anheuser-Busch InBev	long	11/13/06	3/19/07	126	37.74	45.67		7.93	21.01	50	10.51
	long	4/02/07	4/16/07	14	45.46	48.16		2.70	5.95		2.97
	long	4/23/07	4/30/07	7	48.46	48.99		0.53	1.10		0.55
	long	5/07/07	5/14/07	7	51.16	49.23		-1.93	-3.78		-1.89
	short	3/16/20	5/04/20	49	38.56	41.95	35.18	-3.39	-8.78	100	-8.78
	short	6/01/20	12/07/20	189	48.86	70.24	27.47	-21.38	-43.77		-43.77	-42.42

Annotations

2/19/24	BEL 20			Component update: Melexis and Syensqo replace Colruyt and VGP
1/02/20	Warehouses De Pauw			splits 1:7 (seven for one)
3/30/17	BEL 20			machine learning processed for all techniques
3/20/17	BEL 20			Aperam and Sofina replace Ahold Delhaize and Elia System Operator
10/04/16	AB InBev			acquisition of SAB Miller completed
7/08/16	BEL 20			Galapagos, ING and Ontex replace Befimmo, D'Ieteren and Delta Lloyd
9/09/15	BEL 20			complete analysis (scheduled)
6/22/15	Belgacom			changes name to Proximus

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