Assessment - DJ Global Titans 50 in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								DJ Global Titans	645.640	12/08/24		677.730	-4.73	549.630	128.100	23.31		21.47
						L		NVidia	109.020	12/08/24	4.08	124.300	-12.29	49.522	74.778	151.00		133.39
						L		Taiwan Semiconductor	167.630	12/08/24	0.31	172.330	-2.73	104.000	68.330	65.70		62.33
								Meta Platforms	515.950	12/08/24	-0.35	504.680	2.23	353.960	150.720	42.58		39.87
						L		Oracle	132.580	12/08/24	0.39	143.090	-7.35	105.430	37.660	35.72		22.73
						L		Alphabet A	162.290	12/08/24	-0.84	182.990	-11.31	139.690	43.300	31.00		26.77
								Amazon.com	166.800	12/08/24	-0.08	197.200	-15.42	151.940	45.260	29.79		21.83
						L		Walmart	68.700	12/08/24	1.10	67.480	1.81	52.550	14.930	28.41		21.39
								Toyota	15.148	9/08/24	-0.14	20.325	-25.47	18.312	2.013	10.99		5.13
								General Electric	166.870	12/08/24	-0.16	158.970	4.97	127.630	31.340	24.56		27.22
								Citigroup	57.840	12/08/24		63.430	-8.81	51.440	11.990	23.31		21.33
								Microsoft	406.810	12/08/24	0.19	456.730	-10.93	376.040	80.690	21.46		21.25
								JP Morgan Chase	206.190	12/08/24	0.19	205.450	0.36	170.100	35.350	20.78		18.62
								Merck (MSD)	113.480	12/08/24	-0.93	127.900	-11.27	109.020	18.880	17.32		11.58
								Exxon Mobil	119.000	12/08/24	0.13	114.960	3.51	99.980	14.980	14.98		0.00
						L		Novartis	107.057	12/08/24	0.16	107.035	0.02	101.317	5.718	5.64		6.99
								Shell	35.423	12/08/24	0.93	36.340	-2.52	32.994	3.347	10.14		11.03
						L		Apple	217.530	12/08/24	0.71	216.750	0.36	192.530	24.220	12.58		18.50
						L		Procter & Gamble	166.810	12/08/24	-2.19	162.720	2.51	146.540	16.180	11.04		8.63
								AbbVie	190.180	12/08/24	0.13	170.370	11.63	154.970	15.400	9.94		9.65
						L		HSBC	814.006	12/08/24	0.22	873.423	-6.80	809.422	64.001	7.91		10.46
						L		Royal Bank CA	108.254	12/08/24	-0.72	105.991	2.14	101.360	4.631	4.57		11.49
								Walt Disney	85.950	12/08/24	-0.30	98.040	-12.33	90.290	7.750	8.58		7.11
								Allianz	274.483	12/08/24		281.563	-2.51	267.880	13.683	5.11		8.93
						L		Amgen	320.000	12/08/24	-0.77	311.010	2.89	288.020	22.990	7.98		11.69
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						L		Philip Morris	116.090	12/08/24	0.07	101.250	14.66	94.080	7.170	7.62		8.21
						L		Coca-Cola	68.170	12/08/24	-0.74	63.280	7.73	58.930	4.350	7.38		5.27
								IBM	189.480	12/08/24	-1.03	175.100	8.21	163.550	11.550	7.06		6.95
						L		BAT	3,540.972	12/08/24		3,098.509	14.28	2,923.728	174.781	5.98		0.44
								GSK	1,987.293	12/08/24	0.42	1,929.141	3.01	1,847.088	82.053	4.44		0.79
								Chevron	145.020	12/08/24	0.02	156.520	-7.35	149.160	7.360	4.93		-1.57
								Siemens	168.616	12/08/24	0.01	189.982	-11.25	188.130	1.852	0.98		12.73
								Samsung Electronics	54.596	12/08/24	1.07	59.152	-7.70	60.600	-1.448	-2.39		7.63
								TotalEnergies	66.202	12/08/24	0.60	68.229	-2.97	68.202	0.028	0.04		3.51
						L		DuPont	78.330	12/08/24	-0.25	79.270	-1.19	76.930	2.340	3.04		9.50
								BP	555.734	12/08/24	1.35	604.911	-8.13	593.725	11.186	1.88		-1.21
								Mastercard	455.690	12/08/24	-0.24	437.610	4.13	426.510	11.100	2.60		5.80
								Sanofi	102.618	12/08/24	-0.60	98.520	4.16	99.380	-0.859	-0.86		-1.06
						L		Roche	307.427	12/08/24	0.25	276.773	11.08	291.882	-15.109	-5.18		0.89
								Visa	259.890	12/08/24	0.05	263.240	-1.27	260.350	2.890	1.11		5.92
						L		Pfizer	28.450	12/08/24	-0.35	28.220	0.82	28.790	-0.570	-1.98		-11.15
								PepsiCo	171.420	12/08/24	-0.56	162.890	5.24	169.840	-6.950	-4.09		-3.82
						L		Nestlé	98.093	12/08/24	-0.40	101.679	-3.53	116.407	-14.728	-12.65		-9.08
						S		Cisco Systems	44.860	12/08/24	-1.34	47.520	-5.60	50.520	-3.000	-5.94		-9.84
						S		Johnson & Johnson	159.880	12/08/24	-0.46	146.440	9.18	156.740	-10.300	-6.57		-7.04
								Anheuser-Busch InBev	59.209	12/08/24	-0.47	58.393	1.40	64.681	-6.287	-9.72		-2.08
						L		3M	123.360	12/08/24	-0.65	100.610	22.61	109.320	-8.710	-7.97		2.10
								BHP	27.027	12/08/24	-0.54	28.796	-6.14	34.373	-5.577	-16.22		-2.65
						S		McDonald´s	269.460	12/08/24	0.58	249.990	7.79	296.510	-46.520	-15.69		-9.22
								Boeing	164.130	12/08/24	-2.25	186.700	-12.09	260.660	-73.960	-28.37		-12.42
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		Intel	19.360	12/08/24	-1.78	30.840	-37.22	50.250	-19.410	-38.63		-17.91
DJ Global Titans - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 36 did rise, Market-Ratio(26) in USD = 72.00 %

 

 

Transactions DJ Global Titans 50 in Dollar * Mixed Cut L30 - 53/51 (1) - S30 - 50/54 (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		26/06/06	175				- cash -
long	26/06/06	14/01/08	567				Gazprom	100	598		16.709	21.397		4.688	28	12,803	17
short	14/01/08	4/05/09	476				Citigroup	100	44		290.600	32.000	2,639.011	2,348.411	808	116,133	443
long	4/05/09	25/05/09	21				Qualcomm	100	2,678		43.350	43.290		-0.060	0	115,973	-2
short	25/05/09	1/06/09	7				Citigroup	100	3,076		37.700	36.900	38.517	0.817	2	118,487	206
long	1/06/09	22/06/09	21				Qualcomm	100	2,668		44.400	44.400		0.000	0	118,487	0
22/06/09		29/06/09	7				- cash -
	29/06/09	6/07/09	7				Apple	100	23,369		5.070	4.950		-0.120	-2	115,682	-71
6/07/09		13/07/09	7				- cash -
	13/07/09	17/05/10	308				Apple	100	22,756		5.084	9.079		3.996	79	206,610	99
short	17/05/10	31/05/10	14				Qualcomm	100	5,529		37.365	35.070	39.810	2.445	7	220,129	422
long	31/05/10	7/06/10	7				Apple	100	23,631		9.315	8.962		-0.353	-4	211,782	-87
short	7/06/10	6/09/10	91				Qualcomm	100	6,049		35.010	40.570	29.450	-5.560	-16	178,149	-50
long	6/09/10	27/09/10	21				Apple	100	19,348		9.207	10.399		1.191	13	201,197	729
27/09/10		4/10/10	7				- cash -
short	4/10/10	22/11/10	49				Bank of America	100	15,300		13.150	11.300	15.303	2.153	16	234,137	209
long	22/11/10	25/07/11	245				Apple	100	20,921		11.191	14.232		3.041	27	297,753	43
short	25/07/11	26/12/11	154				Bank of America	100	29,745		10.010	5.480	18.285	8.275	83	543,884	317
long	26/12/11	23/01/12	28				Philip Morris	100	6,899		78.830	74.860		-3.970	-5	516,495	-49
23/01/12		30/01/12	7				- cash -
	30/01/12	21/05/12	112				Apple	100	31,924		16.179	20.046		3.867	24	639,939	101
21/05/12		28/05/12	7				- cash -
	28/05/12	22/10/12	147				Apple	100	31,311		20.438	22.644		2.206	11	709,002	29
short	22/10/12	29/10/12	7				Telefónica	100	51,845		13.675	13.029	14.354	0.679	5	744,189	1,150
long	29/10/12	16/12/13	413				Bank of America	100	79,848		9.320	15.240		5.920	64	1,216,889	54
16/12/13		23/12/13	7				- cash -
	23/12/13	27/10/14	308				Alphabet A	100	43,516		27.964	27.494		-0.470	-2	1,196,445	-2
short	27/10/14	10/11/14	14				Samsung Electronics	100	57,500,200		0.021	0.023	0.018	-0.003	-12	1,052,254	-96
10/11/14		15/12/14	35				- cash -
	15/12/14	27/04/15	133				Gazprom	100	253,439		4.152	5.901	2.403	-1.749	-42	608,889	-78
long	27/04/15	8/06/15	42				Mitsubishi UFJ	100	8,618,778		0.071	0.072		0.001	2	620,173	17
short	8/06/15	13/07/15	35				BHP	100	28,878		21.475	19.571	23.565	2.089	10	680,513	163
long	13/07/15	27/07/15	14				Mitsubishi UFJ	100	9,846,219		0.069	0.071		0.002	3	702,926	133
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/07/15	3/08/15	7				ConocoPhilips	100	13,878		50.650	49.710	51.608	0.958	2	716,219	166
long	3/08/15	24/08/15	21				Mitsubishi UFJ	100	10,082,039		0.071	0.063		-0.008	-12	630,820	-89
short	24/08/15	21/03/16	210				ConocoPhilips	100	14,694		42.930	42.580	43.283	0.353	1	636,006	1
long	21/03/16	28/03/16	7				McDonald´s	100	5,136		123.810	123.170		-0.640	-1	632,719	-24
short	28/03/16	11/04/16	14				Mitsubishi UFJ	100	13,593,214		0.047	0.044	0.050	0.003	6	672,864	397
11/04/16		9/05/16	28				- cash -
	9/05/16	4/07/16	56				Mitsubishi UFJ	100	14,702,081		0.046	0.044	0.047	0.001	3	693,938	22
long	4/07/16	5/03/18	609				BP	100	117,061		5.928	6.509		0.581	10	761,931	6
short	5/03/18	12/03/18	7				General Electric	100	6,604		115.360	120.800	109.920	-5.440	-5	726,005	-92
long	12/03/18	9/04/18	28				Intel	100	14,091		51.520	49.550		-1.970	-4	698,246	-40
9/04/18		23/04/18	14				- cash -
short	23/04/18	3/09/18	133				General Electric	100	6,011		116.160	103.520	130.343	14.183	12	783,503	37
long	3/09/18	26/11/18	84				Apple	100	13,768		56.908	43.655		-13.253	-23	601,042	-68
26/11/18		10/12/18	14				- cash -
short	10/12/18	1/04/19	112				General Electric	100	10,841		55.440	80.800	30.080	-25.360	-46	326,114	-86
long	1/04/19	22/04/19	21				Procter & Gamble	100	3,146		103.640	106.010		2.370	2	333,570	48
short	22/04/19	29/04/19	7				Schlumberger	100	7,275		45.850	43.430	48.405	2.555	6	352,157	1,590
long	29/04/19	3/06/19	35				Qualcomm	100	4,036		87.250	66.660		-20.590	-24	269,055	-94
short	3/06/19	10/06/19	7				Schlumberger	100	7,581		35.490	35.470	35.510	0.020	0	269,207	3
long	10/06/19	24/02/20	259				Gazprom	100	37,998		7.085	6.867		-0.218	-3	260,942	-4
short	24/02/20	5/10/20	224				Exxon Mobil	100	4,629		56.370	33.740	94.178	37.808	67	435,957	131
long	5/10/20	7/03/22	518				Apple	100	3,742		116.500	159.300		42.800	37	596,114	25
short	7/03/22	28/03/22	21				Gazprom	100	202,966		2.937	2.967	2.907	-0.030	-1	590,085	-16
28/03/22		13/06/22	77				- cash -
	13/06/22	9/01/23	210				General Electric	100	8,713		67.720	72.670	62.770	-4.950	-7	546,956	-12
long	9/01/23	13/03/23	63				Schlumberger	100	9,830		55.640	48.840		-6.800	-12	480,112	-53
short	13/03/23	27/03/23	14				3M	100	4,638		103.500	101.490	105.550	2.050	2	489,619	67
long	27/03/23	30/10/23	217				NVidia	100	18,454		26.531	41.161		14.630	55	759,601	109
short	30/10/23	4/12/23	35				Pfizer	100	24,864		30.550	29.280	31.875	1.325	4	792,548	56
4/12/23		20/03/26	837				- cash -
accum	26/06/06	4/12/23	6160	days out of 7382 invested (83%)										7,825		792,548	30

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Citigroup	short	14/01/08	4/05/09	476	290.60	32.00	2,639.01	2,348.41	808.13
	short	25/05/09	1/06/09	7	37.70	36.90	38.52	0.82	2.17			827.81
Bank of America	short	4/10/10	22/11/10	49	13.15	11.30	15.30	2.15	16.37
	short	25/07/11	26/12/11	154	10.01	5.48	18.28	8.27	82.66
	long	29/10/12	16/12/13	413	9.32	15.24		5.92	63.52			247.59
Apple	long	29/06/09	6/07/09	7	5.07	4.95		-0.12	-2.37
	long	13/07/09	17/05/10	308	5.08	9.08		4.00	78.60
	long	31/05/10	7/06/10	7	9.32	8.96		-0.35	-3.79
	long	6/09/10	27/09/10	21	9.21	10.40		1.19	12.94
	long	22/11/10	25/07/11	245	11.19	14.23		3.04	27.17
	long	30/01/12	21/05/12	112	16.18	20.05		3.87	23.90
	long	28/05/12	22/10/12	147	20.44	22.64		2.21	10.79
	long	3/09/18	26/11/18	84	56.91	43.66		-13.25	-23.29
	long	5/10/20	7/03/22	518	116.50	159.30		42.80	36.74			246.95
Exxon Mobil	short	24/02/20	5/10/20	224	56.37	33.74	94.18	37.81	67.07			67.07
NVidia	long	27/03/23	30/10/23	217	26.53	41.16		14.63	55.14			55.14
BP	long	4/07/16	5/03/18	609	5.93	6.51		0.58	9.80			9.80
BHP	short	8/06/15	13/07/15	35	21.48	19.57	23.56	2.09	9.73			9.73
Telefónica	short	22/10/12	29/10/12	7	13.68	13.03	14.35	0.68	4.96			4.96
Pfizer	short	30/10/23	4/12/23	35	30.55	29.28	31.88	1.33	4.34			4.34
ConocoPhilips	short	27/07/15	3/08/15	7	50.65	49.71	51.61	0.96	1.89
	short	24/08/15	21/03/16	210	42.93	42.58	43.28	0.35	0.82			2.73
Procter & Gamble	long	1/04/19	22/04/19	21	103.64	106.01		2.37	2.29			2.29
3M	short	13/03/23	27/03/23	14	103.50	101.49	105.55	2.05	1.98			1.98
Mitsubishi UFJ	long	27/04/15	8/06/15	42	0.07	0.07		0.00	1.85
	long	13/07/15	27/07/15	14	0.07	0.07		0.00	3.29
	long	3/08/15	24/08/15	21	0.07	0.06		-0.01	-11.92
	short	28/03/16	11/04/16	14	0.05	0.04	0.05	0.00	6.34
	short	9/05/16	4/07/16	56	0.05	0.04	0.05	0.00	3.13			1.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
McDonald´s	long	21/03/16	28/03/16	7	123.81	123.17		-0.64	-0.52			-0.52
Alphabet A	long	23/12/13	27/10/14	308	27.96	27.49		-0.47	-1.68			-1.68
Intel	long	12/03/18	9/04/18	28	51.52	49.55		-1.97	-3.82			-3.82
Philip Morris	long	26/12/11	23/01/12	28	78.83	74.86		-3.97	-5.04			-5.04
Schlumberger	short	22/04/19	29/04/19	7	45.85	43.43	48.40	2.55	5.57
	short	3/06/19	10/06/19	7	35.49	35.47	35.51	0.02	0.06
	long	9/01/23	13/03/23	63	55.64	48.84		-6.80	-12.22			-7.28
Samsung Electronics	short	27/10/14	10/11/14	14	0.02	0.02	0.02	-0.00	-12.05			-12.05
Gazprom	long	26/06/06	14/01/08	567	16.71	21.40		4.69	28.05
	short	15/12/14	27/04/15	133	4.15	5.90	2.40	-1.75	-42.13
	long	10/06/19	24/02/20	259	7.08	6.87		-0.22	-3.07
	short	7/03/22	28/03/22	21	2.94	2.97	2.91	-0.03	-1.01			-28.90
Qualcomm	long	4/05/09	25/05/09	21	43.35	43.29		-0.06	-0.14
	long	1/06/09	22/06/09	21	44.40	44.40		0.00	0.00
	short	17/05/10	31/05/10	14	37.37	35.07	39.81	2.45	6.54
	short	7/06/10	6/09/10	91	35.01	40.57	29.45	-5.56	-15.88
	long	29/04/19	3/06/19	35	87.25	66.66		-20.59	-23.60			-31.62
General Electric	short	5/03/18	12/03/18	7	115.36	120.80	109.92	-5.44	-4.72
	short	23/04/18	3/09/18	133	116.16	103.52	130.34	14.18	12.21
	short	10/12/18	1/04/19	112	55.44	80.80	30.08	-25.36	-45.74
	short	13/06/22	9/01/23	210	67.72	72.67	62.77	-4.95	-7.31			-46.23

Annotations

10/06/24	NVidia			stock split 1:10 (ten for one)
26/02/24	Walmart			stock split 1:3 (three for one)
18/07/22	Alphabet A			stock split 1:20 (twenty for one)
	GlaxoSmithKline			demergers OTC business -> Haleon
6/06/22	Amazon.com			stock split 1:20 (twenty for one)
29/09/21	Toyota			stock split 1:5 (five for one)
2/08/21	General Electric			reverse stock split 8:1 (eight become one)
20/07/21	NVidia			stock split 1:4 (four for one)
4/05/18	Samsung Electronics			stock split 1:50 (fifty for one)
4/10/16	AB InBev			acquisition of SAB Miller completed
2/10/15	Google A			changes name to Alphabet
19/03/15	Visa			forward stock split 1:4 (four for one)

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