Assessment - FTSE/Athex Large Cap in Swiss Franc - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Athex Large Cap	3,299.889	12/08/24	1.16	3,351.657	-1.54	2,896.200	455.456	15.73		8.74
						S		Aegean Airlines	10.400	12/08/24	0.75	11.195	-7.10	10.517	0.678	6.44		-1.38
						S		Alpha Services	1.502	12/08/24	0.58	1.542	-2.58	1.427	0.115	8.04		4.78
						S		Autohellas	10.914	12/08/24	-1.92	11.088	-1.57	11.853	-0.764	-6.45		-11.43
						L		Cenergy	9.179	12/08/24	-0.53	9.537	-3.76	6.640	2.897	43.63		41.91
						L		Coca-Cola HBC	30.667	12/08/24	1.22	30.958	-0.94	24.503	6.455	26.34		18.14
						S		Ellaktor	1.799	12/08/24	0.22	2.418	-25.61	2.365	0.053	2.25		5.84
						S		Elvalhalcor	1.686	12/08/24	-0.91	1.838	-8.23	1.716	0.122	7.11		-2.76
								Eurobank Ergasias	1.957	12/08/24	1.53	2.033	-3.72	1.493	0.539	36.12		25.34
								EYDAP	5.302	12/08/24	1.30	5.331	-0.55	5.648	-0.317	-5.62		-7.47
								GEK Terna	16.652	12/08/24	0.23	15.993	4.12	12.205	3.788	31.03		16.81
								Hellenic Petroleum	6.853	12/08/24	0.14	7.580	-9.59	6.752	0.828	12.26		1.75
								Hell Telecom OTE	14.083	12/08/24	0.83	13.095	7.55	11.964	1.131	9.45		-0.07
						S		Jumbo	21.614	12/08/24	2.86	25.937	-16.67	23.297	2.640	11.33		2.31
								Lamda Development	6.930	12/08/24		6.542	5.93	6.269	0.273	4.35		1.51
						S		Motor Oil Hellas	21.149	12/08/24	1.21	22.545	-6.19	22.036	0.509	2.31		-4.38
						S		Mytilineos	32.974	12/08/24	0.06	34.273	-3.79	34.037	0.236	0.69		-0.98
								National Bank Greece	7.279	12/08/24	1.76	7.700	-5.46	5.834	1.866	31.99		23.67
						S		OPAP	15.052	12/08/24	-0.26	14.287	5.36	14.255	0.032	0.22		-5.16
								Piraeus Financial	3.712	12/08/24	2.30	3.480	6.69	2.968	0.512	17.25		8.27
						S		Public Power	11.137	12/08/24	2.86	10.856	2.59	10.350	0.505	4.88		5.33
						S		Quest	5.030	12/08/24	0.19	5.127	-1.89	5.212	-0.085	-1.63		-5.81
								Sarantis	10.410	12/08/24	-0.56	10.642	-2.19	7.772	2.870	36.93		26.11
								Terna Energy	18.619	12/08/24	0.16	18.910	-1.54	14.746	4.164	28.24		19.60
								Titan Cement	29.562	12/08/24	2.01	27.963	5.72	19.894	8.069	40.56		36.67
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Viohalco	5.282	12/08/24	0.37	5.709	-7.47	4.878	0.831	17.03		3.30
Athex LC - 25 out of 25 instruments rated - 1/07/24 / 1/01/24 - 22 did rise, Market-Ratio(26) in CHF = 88.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions FTSE/Athex Large Cap in Swiss Franc * Mixed Cut L22 - 87/85 (1) - S15 - 73/84 (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		20/03/06	77				- cash -
long	20/03/06	22/05/06	63				Mytilineos	100	693		14.420	18.506		4.086	28	12,832	324
22/05/06		6/11/06	168				- cash -
	6/11/06	19/03/07	133				Lamda Development	100	1,007		12.735	18.160		5.425	43	18,294	165
19/03/07		2/04/07	14				- cash -
	2/04/07	9/04/07	7				Jumbo	100	1,000		18.277	19.157		0.880	5	19,174	1,061
9/04/07		30/04/07	21				- cash -
short	30/04/07	18/06/07	49				OPAP	100	417		45.915	45.406	46.430	0.515	1	19,389	9
18/06/07		2/07/07	14				- cash -
	2/07/07	13/04/09	651				Eurobank Ergasias	100	0		39,228.636	8,055.482	191,035.841	151,807.205	387	19,389	0
13/04/09		11/05/09	28				- cash -
long	11/05/09	14/09/09	126				Helex	100	1,575		12.305	11.924		-0.381	-3	18,789	-9
14/09/09		28/09/09	14				- cash -
	28/09/09	26/10/09	28				Piraeus Financial	100	0		3,164,396.724	3,271,689.290		107,292.566	3	18,789	0
26/10/09		16/11/09	21				- cash -
short	16/11/09	14/03/11	483				OPAP	100	738		25.432	20.947	30.877	5.445	21	22,807	16
14/03/11		4/04/11	21				- cash -
	4/04/11	2/04/12	364				Piraeus Financial	100	0		568,647.420	99,735.603	3,242,171.086	2,673,523.666	470	22,807	0
2/04/12		16/04/12	14				- cash -
	16/04/12	3/09/12	140				Public Power	100	12,235		1.864	1.597	2.175	0.311	17	26,617	50
3/09/12		1/10/12	28				- cash -
long	1/10/12	3/12/12	63				Alpha Services	100	248		106.943	98.240		-8.703	-8	24,459	-39
3/12/12		10/12/12	7				- cash -
	10/12/12	11/02/13	63				Terna Energy	100	7,519		3.253	3.984		0.732	22	29,960	224
11/02/13		25/03/13	42				- cash -
short	25/03/13	30/09/13	189				Eurobank Ergasias	100	94		317.694	61.500	1,641.130	1,323.436	417	154,363	2,284
30/09/13		4/11/13	35				- cash -
long	4/11/13	13/01/14	70				Aegean Airlines	100	19,769		7.808	9.159		1.351	17	181,072	130
13/01/14		20/01/14	7				- cash -
	20/01/14	24/02/14	35				Aegean Airlines	100	21,005		8.620	8.716		0.096	1	183,083	12
24/02/14		3/03/14	7				- cash -
	3/03/14	10/03/14	7				Aegean Airlines	100	19,862		9.217	9.660		0.442	5	191,867	1,052
10/03/14		17/03/14	7				- cash -
	17/03/14	24/03/14	7				Aegean Airlines	100	20,766		9.239	9.692		0.453	5	201,264	1,110
24/03/14		20/06/16	819				- cash -
short	20/06/16	10/10/16	112				National Bank Greece	100	78,081		2.578	2.178	3.051	0.473	18	238,187	73
10/10/16		24/10/16	14				- cash -
	24/10/16	9/01/17	77				Piraeus Financial	100	4,574		52.066	75.782	28.349	-23.717	-46	129,707	-94
9/01/17		6/02/17	28				- cash -
	6/02/17	8/05/17	91				Ellaktor	100	111,734		1.161	1.527	0.795	-0.366	-32	88,829	-78
long	8/05/17	18/09/17	133				GEK Terna	100	25,455		3.490	4.484		0.995	29	114,147	99
18/09/17		26/02/18	161				- cash -
	26/02/18	5/03/18	7				GEK Terna	100	18,481		6.176	6.146		-0.030	0	113,588	-23
5/03/18		2/04/18	28				- cash -
short	2/04/18	25/02/19	329				Attica Bank	100	3,182,002		0.036	0.144	0.000	-0.036	-100	0	-100
25/02/19		18/03/19	21				- cash -
long	18/03/19	6/05/19	49				Grivalia	100	0		11.306	13.152		1.846	16	0	0
6/05/19		27/05/19	21				- cash -
	27/05/19	23/09/19	119				Piraeus Financial	100	0		40.925	53.658		12.733	31	0	0
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
23/09/19		30/09/19	7				- cash -
short	30/09/19	20/01/20	112				Motor Oil Hellas	100	0		23.308	22.616	24.022	0.713	3	0	0
20/01/20		3/02/20	14				- cash -
	3/02/20	29/06/20	147				Motor Oil Hellas	100	0		19.931	13.503	29.417	9.486	48	0	0
29/06/20		27/07/20	28				- cash -
	27/07/20	30/11/20	126				Alpha Services	100	0		0.610	0.781	0.439	-0.171	-28	0	0
30/11/20		21/12/20	21				- cash -
	21/12/20	4/01/21	14				Piraeus Financial	100	0		19.356	22.113	16.600	-2.756	-14	0	0
4/01/21		1/03/21	56				- cash -
long	1/03/21	8/03/21	7				Public Power	100	0		9.808	10.119		0.311	3	0	0
8/03/21		15/03/21	7				- cash -
	15/03/21	3/05/21	49				Public Power	100	0		10.086	10.349		0.263	3	0	0
3/05/21		14/06/21	42				- cash -
	14/06/21	21/06/21	7				Eurobank Ergasias	100	0		0.943	0.930		-0.013	-1	0	0
21/06/21		28/06/21	7				- cash -
	28/06/21	19/07/21	21				Eurobank Ergasias	100	0		0.941	0.820		-0.121	-13	0	0
19/07/21		24/01/22	189				- cash -
short	24/01/22	9/01/23	350				Piraeus Financial	100	0		1.458	1.542	1.375	-0.084	-6	0	0
9/01/23		6/02/23	28				- cash -
long	6/02/23	15/05/23	98				Piraeus Financial	100	0		1.945	2.226		0.280	14	0	0
15/05/23		22/05/23	7				- cash -
	22/05/23	26/06/23	35				Piraeus Financial	100	0		2.612	2.609		-0.003	0	0	0
26/06/23		3/07/23	7				- cash -
	3/07/23	17/07/23	14				Piraeus Financial	100	0		3.032	3.230		0.198	7	0	0
17/07/23		7/08/23	21				- cash -
	7/08/23	11/09/23	35				Piraeus Financial	100	0		3.432	2.835		-0.597	-17	0	0
11/09/23		25/09/23	14				- cash -
	25/09/23	9/10/23	14				Aegean Airlines	100	0		10.700	9.120		-1.580	-15	0	0
9/10/23		26/02/24	140				- cash -
	26/02/24	27/05/24	91				Titan Cement	100	0		24.783	31.147		6.364	26	0	0
27/05/24		9/08/26	804				- cash -
accum	20/03/06	27/05/24	4515	days out of 7524 invested (60%)										-100		0	-65

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Eurobank Ergasias	short	2/07/07	13/04/09	651	39,228.64	8,055.48	191,035.84	151,807.20	386.98
	short	25/03/13	30/09/13	189	317.69	61.50	1,641.13	1,323.44	416.58
	long	14/06/21	21/06/21	7	0.94	0.93		-0.01	-1.42
	long	28/06/21	19/07/21	21	0.94	0.82		-0.12	-12.89			2,060.34
Piraeus Financial	long	28/09/09	26/10/09	28	3,164,396.72	3,271,689.29		107,292.57	3.39
	short	4/04/11	2/04/12	364	568,647.42	99,735.60	3,242,171.09	2,673,523.67	470.15
	short	24/10/16	9/01/17	77	52.07	75.78	28.35	-23.72	-45.55
	long	27/05/19	23/09/19	119	40.92	53.66		12.73	31.11
	short	21/12/20	4/01/21	14	19.36	22.11	16.60	-2.76	-14.24
	short	24/01/22	9/01/23	350	1.46	1.54	1.37	-0.08	-5.74
	long	6/02/23	15/05/23	98	1.95	2.23		0.28	14.41
	long	22/05/23	26/06/23	35	2.61	2.61		-0.00	-0.10
	long	3/07/23	17/07/23	14	3.03	3.23		0.20	6.53
	long	7/08/23	11/09/23	35	3.43	2.84		-0.60	-17.39			242.20
Motor Oil Hellas	short	30/09/19	20/01/20	112	23.31	22.62	24.02	0.71	3.06
	short	3/02/20	29/06/20	147	19.93	13.50	29.42	9.49	47.60			52.11
Lamda Development	long	6/11/06	19/03/07	133	12.73	18.16		5.42	42.60			42.60
Mytilineos	long	20/03/06	22/05/06	63	14.42	18.51		4.09	28.33			28.33
GEK Terna	long	8/05/17	18/09/17	133	3.49	4.48		0.99	28.50
	long	26/02/18	5/03/18	7	6.18	6.15		-0.03	-0.49			27.87
Titan Cement	long	26/02/24	27/05/24	91	24.78	31.15		6.36	25.68			25.68
Public Power	short	16/04/12	3/09/12	140	1.86	1.60	2.18	0.31	16.70
	long	1/03/21	8/03/21	7	9.81	10.12		0.31	3.17
	long	15/03/21	3/05/21	49	10.09	10.35		0.26	2.61			23.55
OPAP	short	30/04/07	18/06/07	49	45.92	45.41	46.43	0.51	1.12
	short	16/11/09	14/03/11	483	25.43	20.95	30.88	5.45	21.41			22.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Terna Energy	long	10/12/12	11/02/13	63	3.25	3.98		0.73	22.49			22.49
National Bank Greece	short	20/06/16	10/10/16	112	2.58	2.18	3.05	0.47	18.35			18.35
Grivalia	long	18/03/19	6/05/19	49	11.31	13.15		1.85	16.32			16.32
Aegean Airlines	long	4/11/13	13/01/14	70	7.81	9.16		1.35	17.30
	long	20/01/14	24/02/14	35	8.62	8.72		0.10	1.11
	long	3/03/14	10/03/14	7	9.22	9.66		0.44	4.80
	long	17/03/14	24/03/14	7	9.24	9.69		0.45	4.90
	long	25/09/23	9/10/23	14	10.70	9.12		-1.58	-14.76			11.14
Jumbo	long	2/04/07	9/04/07	7	18.28	19.16		0.88	4.82			4.82
Helex	long	11/05/09	14/09/09	126	12.31	11.92		-0.38	-3.10			-3.10
Ellaktor	short	6/02/17	8/05/17	91	1.16	1.53	0.80	-0.37	-31.52			-31.52
Alpha Services	long	1/10/12	3/12/12	63	106.94	98.24		-8.70	-8.14
	short	27/07/20	30/11/20	126	0.61	0.78	0.44	-0.17	-28.10			-33.95
Attica Bank	short	2/04/18	25/02/19	329	0.04	0.14	0.00	-0.04	-99.72			-99.72

Annotations

21/02/24	Athex LC			Component update: Cenergy replaces Piraeus Port Authority
20/05/19	Athex LC			Cenergy replaces Grivalia (acquired by Eurobank)
28/08/18	National Bank Greece			reverse stock split 10:1 (one for ten)
27/06/18	Athex LC			Fourlis replaces Folli-Follie
30/04/18	Athex LC			index adaption: Attica Bank, Ellaktor and Fourlis drop out, EYDAP and Trena Energy join in again
31/07/17	Piraeus Bank			reverse stock split 20:1 (give twenty for one new)
	Piraeus Bank			suspended
10/07/17	Athex LC			index adaption: Terna Energy and Metka (absorbed by Mytilineos) drop out, ADMIE (IPTO), Attica Bank and Fourlis are included
19/06/17	Public Power			1:1 spin-off of IPTO Holding
17/12/16	Athex LC			index adaption: Sarantis replaces EYDAP
30/11/15	National Bank Greece			reverse split 15:1 (one for fifteen)
27/11/15	Piraeus Bank			reverse split 100:1 (one for one hundred)
	Eurobank Ergasias			reverse split 100:1 (one for one hundred)
	Alpha Bank			reverse split 50:1 (one for fifty)
31/08/15	Athex LC			complete analysis
1/06/15	Athex LC			Lamda Development replaces Marfin Investment
5/03/14	Jumbo			forward stock split 22:23 (twenty-three for twenty-two)
24/10/13	Terna Energy			forward stock split 25:26 (twenty-six for twenty-five)
13/06/13	Eurobank Ergasias			reverse stock split 10:1 (one for ten)
5/06/13	Piraeus Bank			reverse stock split 10:1 (one for ten)
24/05/13	National Bank Greece			reverse stock split 10:1 (one for ten)
5/09/12	Terna Energy			forward stock split 20:21 (twenty-one for twenty)
6/07/11	Mytilineos			forward stock split 20:21 (twenty-one for twenty)
12/08/09	Eurobank Ergasias			forward stock split 98:100 (one hundred for ninety-eight)
1/06/09	Piraeus Bank			forward stock split 47:48 (forty-eight for forty-seven)

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