Assessment - Euro STOXX 50 in Renminbi yuán - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								Euro Stoxx 50	36,493.923	8/12/24	-0.07	38,510.124	-5.24	35,519.822	2,990.302	8.42		8.51
								Unicredit	270.040	8/12/24	0.38	282.812	-4.52	192.970	89.841	46.56		37.23
								ASML	6,128.824	8/12/24	0.08	7,454.419	-17.78	5,355.094	2,099.325	39.20		36.17
								Intesa Sanpaolo	27.109	8/12/24	0.54	27.977	-3.10	20.766	7.211	34.72		29.01
								SAP	1,478.698	8/12/24	-0.33	1,450.421	1.95	1,095.685	354.736	32.38		28.15
								Safran	1,501.351	8/12/24	-0.18	1,578.684	-4.90	1,252.638	326.046	26.03		20.34
								Ferrari	3,012.857	8/12/24		2,985.517	0.92	2,397.499	588.018	24.53		16.98
						L		Münchener Rück	3,430.767	8/12/24	1.01	3,647.143	-5.93	2,946.598	700.545	23.77		19.70
								Schneider Electric	1,650.158	8/12/24	0.38	1,760.299	-6.26	1,427.973	332.326	23.27		25.98
						L		Prosus	256.604	8/12/24	1.77	258.675	-0.80	211.981	46.694	22.03		12.71
								ING Groep	118.983	8/12/24	0.21	127.779	-6.88	106.253	21.525	20.26		21.65
						L		Nokia	27.477	8/12/24	1.05	28.664	-4.14	23.975	4.689	19.56		8.80
								Wolters Kluwer	1,171.710	8/12/24	0.20	1,199.440	-2.31	1,011.003	188.438	18.64		19.58
								Adidas	1,659.141	8/12/24	-1.03	1,714.602	-3.23	1,446.669	267.933	18.52		17.58
								Banco Santander	31.941	8/12/24	-0.24	34.741	-8.06	29.690	5.051	17.01		15.64
								Inditex	345.654	8/12/24	0.07	358.543	-3.59	309.742	48.801	15.76		19.88
								Banco Bilbao Viz	69.709	8/12/24	0.27	74.208	-6.06	64.619	9.589	14.84		13.61
								Saint-Gobain	574.607	8/12/24	-0.41	581.949	-1.26	523.648	58.302	11.13		18.05
								EssilorLuxottica	1,619.303	8/12/24	-0.58	1,576.341	2.73	1,426.559	149.782	10.50		9.52
						L		Deutsche Telekom	193.176	8/12/24	0.49	184.974	4.43	170.857	14.117	8.26		11.44
								Allianz	1,998.937	8/12/24		2,050.493	-2.51	1,900.638	149.854	7.88		9.85
						L		Ahold Delhaize	232.155	8/12/24	-0.30	218.407	6.29	204.361	14.046	6.87		-0.77
								Axa	252.699	8/12/24	-0.77	244.184	3.49	231.659	12.526	5.41		4.57
								Siemens	1,227.952	8/12/24	0.01	1,383.555	-11.25	1,334.807	48.749	3.65		13.64
						L		Iberdrola	94.557	8/12/24	0.29	96.236	-1.75	93.245	2.992	3.21		9.86
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		Mercedes-Benz	448.999	8/12/24	-0.57	506.179	-11.30	491.362	14.817	3.02		-2.58
								TotalEnergies	482.120	8/12/24	0.60	496.883	-2.97	483.899	12.984	2.68		4.40
								Sanofi	747.317	8/12/24	-0.60	717.477	4.16	705.110	12.367	1.75		-0.19
								Deutsche Börse	1,446.281	8/12/24	0.54	1,488.072	-2.81	1,465.051	23.021	1.57		8.35
								Vivendi	74.115	8/12/24	0.40	77.130	-3.91	76.010	1.120	1.47		7.97
						L		Nordea Bank	81.395	8/12/24	-0.19	89.167	-8.72	88.186	0.981	1.11		7.19
								BNP Paribas	462.825	8/12/24		481.729	-3.92	491.676	-9.947	-2.02		2.27
								Danone	469.778	8/12/24	0.07	450.718	4.23	460.961	-10.243	-2.22		0.39
								Enel	50.290	8/12/24	0.44	51.610	-2.56	52.868	-1.258	-2.38		6.62
						S		LVMH	4,961.020	8/12/24	-0.14	5,561.717	-10.80	5,762.795	-201.078	-3.49		-6.65
								Adyen	8,576.917	8/12/24	1.14	8,695.650	-1.37	9,164.226	-468.576	-5.11		1.82
						S		Volkswagen	730.366	8/12/24	-0.47	828.399	-11.83	878.245	-49.846	-5.68		-7.41
						S		Eni	112.922	8/12/24	1.09	113.515	-0.52	120.566	-7.051	-5.85		-0.52
								Airbus	1,044.853	8/12/24	-0.45	1,028.293	1.61	1,098.042	-69.749	-6.35		-6.91
								Anheuser-Busch InBev	431.189	8/12/24	-0.47	425.253	1.40	458.918	-33.666	-7.34		-1.27
						S		Air Liquide	1,267.790	8/12/24	-0.79	1,270.290	-0.20	1,383.511	-113.221	-8.18		-5.24
								L´Oreal	2,942.164	8/12/24	-1.59	3,220.250	-8.64	3,540.081	-319.831	-9.03		-2.88
						S		BASF	322.455	8/12/24	-0.22	346.748	-7.01	383.191	-36.443	-9.51		-3.63
						L		Infineon	236.529	8/12/24	0.36	268.439	-11.89	296.938	-28.499	-9.60		1.89
						S		Vinci	801.840	8/12/24	-0.77	788.170	1.73	893.170	-105.000	-11.76		-8.12
						S		BMW	616.944	8/12/24	-0.90	696.308	-11.40	791.677	-95.369	-12.05		-10.82
						S		Stellantis	109.203	8/12/24	-0.57	145.558	-24.98	166.144	-20.586	-12.39		-5.55
								Deutsche Post	281.523	8/12/24	-0.36	300.895	-6.44	352.358	-51.463	-14.61		-6.91
						S		Kering	1,951.678	8/12/24	-1.85	2,624.630	-25.64	3,134.345	-509.714	-16.26		-16.50
						S		Pernod Ricard	951.429	8/12/24	-0.33	991.657	-4.06	1,254.916	-263.259	-20.98		-20.75
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						L		Bayer	202.784	8/12/24	-0.04	204.424	-0.80	264.180	-59.756	-22.62		-24.37
Euro 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 30 did rise, Market-Ratio(26) in CNY = 60.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Euro STOXX 50 in Renminbi yuán * Mixed Straddles 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	48		204.491	218.493	190.489	-14.002	-7	9,328	-98
7/24/06		8/14/06	21				- cash -
long	8/14/06	3/19/07	217				UnibailRodaWestfield	50	3		1,351.882	1,990.138		638.256	47	11,243	92
							Inditex	50	77		68.207	93.049		24.842	36	13,155	69
3/19/07		4/09/07	21				- cash -
	4/09/07	7/23/07	105				Mercedes-Benz	50	10		644.368	700.144		55.777	9	13,713	33
							Volkswagen	50	8		770.181	813.608		43.427	6	14,061	21
7/23/07		11/05/07	105				- cash -
	11/05/07	11/12/07	7				Volkswagen	50	5		1,317.673	1,254.560		-63.113	-5	13,745	-92
							Nokia	50	26		280.156	285.221		5.065	2	13,877	155
11/12/07		12/10/07	28				- cash -
	12/10/07	12/31/07	21				Telefónica	50	27		250.441	236.377		-14.064	-6	13,497	-63
							Nokia	50	24		286.032	267.995		-18.038	-6	13,064	-68
12/31/07		2/11/08	42				- cash -
short	2/11/08	6/09/08	119				Societe Generale	100	17		737.292	613.830	885.588	148.296	20	15,585	75
long	4/28/08	5/05/08	7				Volkswagen	50	6		1,116.233	1,140.644		24.411	2	15,732	209
							Engie	50	18		475.850	450.243		-25.607	-5	15,271	-94
	5/12/08	5/26/08	14				Volkswagen	50	6		1,115.192	1,060.013		-55.179	-5	14,940	-73
							Engie	50	18		466.827	457.245		-9.582	-2	14,767	-42
6/09/08		7/14/08	35				- cash -
short	7/14/08	8/04/08	21				Saint-Gobain	100	39		369.432	402.768	336.097	-33.335	-9	13,467	-81
8/04/08		8/25/08	21				- cash -
	8/25/08	3/16/09	203				Unicredit	100	13		1,005.873	238.782	4,237.259	3,231.386	321	55,475	1,227
3/16/09		3/23/09	7				- cash -
	3/23/09	4/06/09	14				ING Groep	100	1,532		36.197	37.509	34.885	-1.312	-4	53,465	-62
4/06/09		5/04/09	28				- cash -
long	5/04/09	2/08/10	280				Deutsche Bank	50	92		290.317	312.768		22.452	8	55,531	10
							ASML	50	182		146.788	210.300		63.512	43	67,090	60
2/08/10		3/15/10	35				- cash -
	3/15/10	5/17/10	63				Philips	50	149		223.680	210.510		-13.169	-6	65,127	-30
							Safran	50	194		173.963	187.233		13.270	8	67,702	53
5/17/10		8/02/10	77				- cash -
	8/02/10	1/10/11	161				Volkswagen	50	45		747.111	1,085.841		338.730	45	82,945	133
							Safran	50	182		186.402	239.492		53.090	28	92,607	77
1/10/11		1/17/11	7				- cash -
	1/17/11	3/14/11	56				BMW	50	89		516.382	510.425		-5.957	-1	92,077	-7
							Volkswagen	50	42		1,097.322	1,033.748		-63.575	-6	89,407	-32
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
3/14/11		4/04/11	21				- cash -
	4/04/11	4/18/11	14				BMW	50	79		563.269	539.078		-24.190	-4	87,496	-68
							Volkswagen	50	41		1,090.453	1,048.758		-41.696	-4	85,786	-64
4/18/11		8/08/11	112				- cash -
short	8/08/11	12/26/11	140				Carrefour	100	515		166.558	141.653	195.842	29.283	18	100,867	53
long	12/05/11	1/09/12	35				ASML	50	192		261.729	260.613		-1.116	0	100,653	-4
							Anheuser-Busch InBev	50	132		381.857	382.031		0.174	0	100,676	0
1/09/12		1/23/12	14				- cash -
	1/23/12	4/23/12	91				Airbus	50	240		209.020	243.898		34.879	17	109,047	86
							ASML	50	184		274.101	305.936		31.835	12	114,904	55
4/23/12		8/06/12	105				- cash -
	8/06/12	3/25/13	231				ASML	50	161		355.404	432.354		76.950	22	127,293	36
							Anheuser-Busch InBev	50	111		516.496	614.634		98.138	19	138,187	32
3/25/13		5/06/13	42				- cash -
	5/06/13	6/10/13	35				Airbus	50	208		331.465	350.747		19.282	6	142,197	80
							L´Oreal	50	62		1,106.918	1,036.908		-70.009	-6	137,857	-49
6/10/13		7/08/13	28				- cash -
	7/08/13	1/27/14	203				Safran	50	205		335.055	432.282		97.227	29	157,788	58
							Nokia	50	2,724		25.384	41.715		16.331	64	202,274	144
1/27/14		2/24/14	28				- cash -
	2/24/14	3/03/14	7				Intesa Sanpaolo	50	5,404		18.712	18.203		-0.509	-3	199,525	-76
							Nokia	50	2,191		46.151	45.770		-0.382	-1	198,689	-35
3/03/14		4/07/14	35				- cash -
	4/07/14	4/14/14	7				Intesa Sanpaolo	50	4,556		21.803	20.595		-1.208	-6	193,184	-95
							Unicredit	50	346		286.836	272.228		-14.608	-5	188,130	-93
4/14/14		4/28/14	14				- cash -
	4/28/14	7/21/14	84				Enel	50	2,693		34.920	34.497		-0.422	-1	186,993	-5
							Intesa Sanpaolo	50	4,496		20.924	18.492		-2.432	-12	176,056	-42
7/21/14		11/10/14	112				- cash -
	11/10/14	12/15/14	35				ASML	50	142		618.278	640.280		22.002	4	179,181	44
							Orange	50	930		94.833	102.029		7.196	8	185,873	114
12/15/14		12/29/14	14				- cash -
	12/29/14	1/05/15	7				ASML	50	136		679.942	649.333		-30.609	-5	181,710	-91
							Orange	50	855		109.201	100.343		-8.858	-8	174,136	-99
1/05/15		1/12/15	7				- cash -
	1/12/15	6/01/15	140				ASML	50	134		645.236	690.696		45.460	7	180,228	19
							Orange	50	829		105.643	98.603		-7.040	-7	174,392	-16
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/01/15		8/10/15	70				- cash -
	8/10/15	8/17/15	7				Fresenius	50	197		440.418	464.325		23.907	5	179,102	1,474
							Intesa Sanpaolo	50	3,672		23.859	24.286		0.427	2	180,671	152
8/17/15		8/24/15	7				- cash -
short	8/24/15	10/26/15	63				E.on	100	2,793		64.685	63.184	66.221	1.536	2	184,962	15
10/26/15		11/23/15	28				- cash -
long	11/23/15	12/14/15	21				Fresenius	50	198		465.679	439.932		-25.747	-6	179,864	-63
							Airbus	50	205		451.759	435.316		-16.443	-4	176,494	-48
12/14/15		12/28/15	14				- cash -
	12/28/15	1/04/16	7				Fresenius	50	190		462.631	442.877		-19.755	-4	172,740	-90
							SAP	50	170		518.654	499.572		-19.082	-4	169,496	-86
1/04/16		3/21/16	77				- cash -
short	3/21/16	5/02/16	42				Deutsche Bank	100	1,540		110.010	106.814	113.303	3.292	3	174,566	29
long	4/18/16		14				Fresenius	50	182		477.471	482.222		4.751	1	175,431	29
							Vinci	50	181		483.770	484.836		1.066	0	175,624	6
5/02/16		5/09/16	7				- cash -
	5/09/16	5/23/16	14				Fresenius	50	182		480.393	477.887		-2.506	-1	175,168	-13
							Vinci	50	186		474.088	488.037		13.949	3	177,762	113
5/23/16		5/30/16	7				- cash -
	5/30/16	6/13/16	14				Fresenius	50	177		501.090	464.503		-36.587	-7	171,286	-86
							Vinci	50	178		499.989	473.429		-26.561	-5	166,559	-76
6/13/16		8/15/16	63				- cash -
	8/15/16	8/29/16	14				Siemens	50	104		795.185	804.407		9.221	1	167,518	35
							ASML	50	113		737.644	713.874		-23.770	-3	164,832	-57
8/29/16		9/05/16	7				- cash -
	9/05/16	11/14/16	70				Adidas	50	75		1,097.345	1,112.163		14.819	1	165,943	7
							CRH	50	358		230.141	220.832		-9.309	-4	162,611	-19
11/14/16		11/21/16	7				- cash -
	11/21/16	7/10/17	231				Adidas	50	79		1,021.907	1,357.635		335.728	33	189,133	57
							CRH	50	350		233.757	243.684		9.927	4	192,608	7
7/10/17		7/17/17	7				- cash -
	7/17/17	7/24/17	7				Safran	50	149		644.750	636.547		-8.203	-1	191,385	-49
							Intesa Sanpaolo	50	4,332		22.281	22.499		0.218	1	192,329	66
7/24/17		10/02/17	70				- cash -
	10/02/17	1/01/18	91				E.on	50	1,271		75.628	70.891		-4.738	-6	186,307	-23
							ASML	50	84		1,136.845	1,135.612		-1.233	0	186,204	0
1/01/18		3/26/18	84				- cash -
short	3/26/18	4/09/18	14				Deutsche Bank	100	2,131		87.342	89.225	85.459	-1.883	-2	182,191	-43
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/09/18		5/07/18	28				- cash -
long	5/07/18	7/02/18	56				Airbus	50	119		761.683	757.995		-3.688	0	181,752	-3
							LVMH	50	41		2,206.847	2,183.377		-23.471	-1	180,790	-7
7/02/18		2/18/19	231				- cash -
	2/18/19	6/03/19	105				Airbus	50	106		851.562	909.162		57.600	7	186,896	26
							Nokia	50	2,134		42.402	34.582		-7.820	-18	170,209	-51
6/03/19		9/02/19	91				- cash -
	9/02/19	10/07/19	35				Enel	50	1,619		52.542	53.787		1.246	2	172,225	28
							Iberdrola	50	1,146		74.266	74.053		-0.213	0	171,981	-3
10/07/19		10/21/19	14				- cash -
	10/21/19	2/03/20	105				ASML	50	46		1,836.578	2,018.874		182.296	10	180,367	39
							Enel	50	1,625		53.832	61.855		8.023	15	193,405	62
2/03/20		2/10/20	7				- cash -
	2/10/20	2/24/20	14				ASML	50	45		2,140.152	2,064.112		-76.040	-4	189,983	-61
							Enel	50	1,554		62.453	61.241		-1.212	-2	188,099	-40
2/24/20		3/09/20	14				- cash -
short	3/09/20	7/20/20	133				Anheuser-Busch InBev	100	553		340.086	375.370	304.801	-35.285	-10	168,587	-26
long	6/08/20	9/07/20	91				ASML	50	34		2,436.569	2,453.158		16.590	1	169,151	3
							Schneider Electric	50	112		759.303	851.343		92.040	12	179,459	58
9/07/20		9/14/20	7				- cash -
	9/14/20	9/21/20	7				Deutsche Post	50	288		310.507	301.129		-9.378	-3	176,758	-80
							Schneider Electric	50	104		864.718	807.137		-57.581	-7	170,770	-97
9/21/20		11/09/20	49				- cash -
	11/09/20	7/19/21	252				Mercedes-Benz	50	215		397.032	533.129		136.097	34	200,031	53
							Schneider Electric	50	91		930.323	1,008.068		77.745	8	207,106	12
7/19/21		10/18/21	91				- cash -
	10/18/21	10/25/21	7				ASML	50	20		5,041.436	5,080.982		39.546	1	207,897	50
							Societe Generale	50	496		214.162	212.770		-1.392	-1	207,206	-29
10/25/21		11/01/21	7				- cash -
	11/01/21	11/29/21	28				ING Groep	50	1,044		99.228	87.491		-11.737	-12	194,953	-81
							Societe Generale	50	475		218.062	197.788		-20.274	-9	185,323	-72
11/29/21		1/03/22	35				- cash -
	1/03/22	1/24/22	21				Societe Generale	50	423		218.606	223.107		4.501	2	187,227	43
							Nokia	50	2,319		40.025	34.393		-5.632	-14	174,167	-93
1/24/22		3/07/22	42				- cash -
short	3/07/22	3/14/22	7				Vivendi	100	2,360		73.790	81.941	65.640	-8.151	-11	154,932	-100
3/14/22		6/06/22	84				- cash -
long	6/06/22	6/13/22	7				Bayer	50	163		474.275	447.330		-26.945	-6	150,540	-95
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							TotalEnergies	50	196		394.684	376.005		-18.678	-5	146,879	-92
6/13/22		6/20/22	7				- cash -
short	6/20/22	7/25/22	35				Philips	100	1,059		138.691	138.487	138.894	0.203	0	147,094	2
7/25/22		8/08/22	14				- cash -
long	8/08/22	8/22/22	14				Deutsche Börse	50	61		1,203.451	1,162.580		-40.871	-3	144,601	-59
							TotalEnergies	50	214		343.095	360.709		17.614	5	148,370	269
8/22/22		9/12/22	21				- cash -
	9/12/22	9/26/22	14				Deutsche Börse	50	61		1,207.595	1,137.709		-69.886	-6	144,107	-79
							Deutsche Telekom	50	548		136.079	122.302		-13.777	-10	136,558	-94
9/26/22		11/21/22	56				- cash -
	11/21/22	6/05/23	196				Münchener Rück	50	31		2,155.549	2,576.712		421.163	20	149,614	39
							Flutter	50	72		960.832	1,391.090		430.257	45	180,592	99
6/05/23		6/12/23	7				- cash -
	6/12/23	7/10/23	28				Flutter	50	65		1,373.773	1,409.383		35.610	3	182,907	40
							Unicredit	50	642		142.138	169.229		27.091	19	200,299	872
7/10/23		7/31/23	21				- cash -
	7/31/23	8/07/23	7				CRH	50	235		425.979	428.434		2.454	1	200,876	35
							Unicredit	50	554		180.833	178.909		-1.923	-1	199,810	-43
8/07/23		11/20/23	105				- cash -
	11/20/23	6/17/24	210				Unicredit	50	505		197.624	257.661		60.037	30	230,129	59
							Banco Bilbao Viz	50	1,539		64.955	70.518		5.563	9	238,690	15
6/17/24		3/20/26	641				- cash -
accum	7/17/06	6/17/24	4207	days out of 7382 invested (57%)										2,287		238,690	32

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	1,005.87	238.78	4,237.26	3,231.39	321.25	100	321.25
	long	4/07/14	4/14/14	7	286.84	272.23		-14.61	-5.09	50	-2.55
	long	6/12/23	7/10/23	28	142.14	169.23		27.09	19.06		9.53
	long	7/31/23	8/07/23	7	180.83	178.91		-1.92	-1.06		-0.53
	long	11/20/23	6/17/24	210	197.62	257.66		60.04	30.38		15.19	415.19
ASML	long	5/04/09	2/08/10	280	146.79	210.30		63.51	43.27		21.63
	long	12/05/11	1/09/12	35	261.73	260.61		-1.12	-0.43		-0.21
	long	1/23/12	4/23/12	91	274.10	305.94		31.83	11.61		5.81
	long	8/06/12	3/25/13	231	355.40	432.35		76.95	21.65		10.83
	long	11/10/14	12/15/14	35	618.28	640.28		22.00	3.56		1.78
	long	12/29/14	1/05/15	7	679.94	649.33		-30.61	-4.50		-2.25
	long	1/12/15	6/01/15	140	645.24	690.70		45.46	7.05		3.52
	long	8/15/16	8/29/16	14	737.64	713.87		-23.77	-3.22		-1.61
	long	10/02/17	1/01/18	91	1,136.84	1,135.61		-1.23	-0.11		-0.05
	long	10/21/19	2/03/20	105	1,836.58	2,018.87		182.30	9.93		4.96
	long	2/10/20	2/24/20	14	2,140.15	2,064.11		-76.04	-3.55		-1.78
	long	6/08/20	9/07/20	91	2,436.57	2,453.16		16.59	0.68		0.34
	long	10/18/21	10/25/21	7	5,041.44	5,080.98		39.55	0.78		0.39	49.70
Safran	long	3/15/10	5/17/10	63	173.96	187.23		13.27	7.63		3.81
	long	8/02/10	1/10/11	161	186.40	239.49		53.09	28.48		14.24
	long	7/08/13	1/27/14	203	335.06	432.28		97.23	29.02		14.51
	long	7/17/17	7/24/17	7	644.75	636.55		-8.20	-1.27		-0.64	34.94
Flutter	long	11/21/22	6/05/23	196	960.83	1,391.09		430.26	44.78		22.39
	long	6/12/23	7/10/23	28	1,373.77	1,409.38		35.61	2.59		1.30	23.98
UnibailRodaWestfield	long	8/14/06	3/19/07	217	1,351.88	1,990.14		638.26	47.21		23.61	23.61
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Mercedes-Benz	long	4/09/07	7/23/07	105	644.37	700.14		55.78	8.66		4.33
	long	11/09/20	7/19/21	252	397.03	533.13		136.10	34.28		17.14	22.21
Inditex	long	8/14/06	3/19/07	217	68.21	93.05		24.84	36.42		18.21	18.21
Carrefour	short	8/08/11	12/26/11	140	166.56	141.65	195.84	29.28	17.58	100	17.58	17.58
Adidas	long	9/05/16	11/14/16	70	1,097.34	1,112.16		14.82	1.35	50	0.68
	long	11/21/16	7/10/17	231	1,021.91	1,357.64		335.73	32.85		16.43	17.21
Volkswagen	long	4/09/07	7/23/07	105	770.18	813.61		43.43	5.64		2.82
	long	11/05/07	11/12/07	7	1,317.67	1,254.56		-63.11	-4.79		-2.39
	long	4/28/08	5/05/08	7	1,116.23	1,140.64		24.41	2.19		1.09
	long	5/12/08	5/26/08	14	1,115.19	1,060.01		-55.18	-4.95		-2.47
	long	8/02/10	1/10/11	161	747.11	1,085.84		338.73	45.34		22.67
	long	1/17/11	3/14/11	56	1,097.32	1,033.75		-63.57	-5.79		-2.90
	long	4/04/11	4/18/11	14	1,090.45	1,048.76		-41.70	-3.82		-1.91	15.61
Societe Generale	short	2/11/08	6/09/08	119	737.29	613.83	885.59	148.30	20.11	100	20.11
	long	10/18/21	10/25/21	7	214.16	212.77		-1.39	-0.65	50	-0.33
	long	11/01/21	11/29/21	28	218.06	197.79		-20.27	-9.30		-4.65
	long	1/03/22	1/24/22	21	218.61	223.11		4.50	2.06		1.03	15.33
Münchener Rück	long	11/21/22	6/05/23	196	2,155.55	2,576.71		421.16	19.54		9.77	9.77
Nokia	long	11/05/07	11/12/07	7	280.16	285.22		5.07	1.81		0.90
	long	12/10/07	12/31/07	21	286.03	267.99		-18.04	-6.31		-3.15
	long	7/08/13	1/27/14	203	25.38	41.72		16.33	64.34		32.17
	long	2/24/14	3/03/14	7	46.15	45.77		-0.38	-0.83		-0.41
	long	2/18/19	6/03/19	105	42.40	34.58		-7.82	-18.44		-9.22
	long	1/03/22	1/24/22	21	40.02	34.39		-5.63	-14.07		-7.04	8.55
Enel	long	4/28/14	7/21/14	84	34.92	34.50		-0.42	-1.21		-0.60
	long	9/02/19	10/07/19	35	52.54	53.79		1.25	2.37		1.19
	long	10/21/19	2/03/20	105	53.83	61.86		8.02	14.90		7.45
	long	2/10/20	2/24/20	14	62.45	61.24		-1.21	-1.94		-0.97	7.02
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Schneider Electric	long	6/08/20	9/07/20	91	759.30	851.34		92.04	12.12		6.06
	long	9/14/20	9/21/20	7	864.72	807.14		-57.58	-6.66		-3.33
	long	11/09/20	7/19/21	252	930.32	1,008.07		77.75	8.36		4.18	6.81
Airbus	short	7/17/06	7/24/06	7	204.49	218.49	190.49	-14.00	-6.85	100	-6.85
	long	1/23/12	4/23/12	91	209.02	243.90		34.88	16.69	50	8.34
	long	5/06/13	6/10/13	35	331.46	350.75		19.28	5.82		2.91
	long	11/23/15	12/14/15	21	451.76	435.32		-16.44	-3.64		-1.82
	long	5/07/18	7/02/18	56	761.68	758.00		-3.69	-0.48		-0.24
	long	2/18/19	6/03/19	105	851.56	909.16		57.60	6.76		3.38	5.16
Deutsche Bank	long	5/04/09	2/08/10	280	290.32	312.77		22.45	7.73		3.87
	short	3/21/16	5/02/16	42	110.01	106.81	113.30	3.29	2.99	100	2.99
	short	3/26/18	4/09/18	14	87.34	89.23	85.46	-1.88	-2.16		-2.16	4.67
Banco Bilbao Viz	long	11/20/23	6/17/24	210	64.95	70.52		5.56	8.56	50	4.28	4.28
Siemens	long	8/15/16	8/29/16	14	795.19	804.41		9.22	1.16		0.58	0.58
CRH	long	9/05/16	11/14/16	70	230.14	220.83		-9.31	-4.04		-2.02
	long	11/21/16	7/10/17	231	233.76	243.68		9.93	4.25		2.12
	long	7/31/23	8/07/23	7	425.98	428.43		2.45	0.58		0.29	0.35
TotalEnergies	long	6/06/22	6/13/22	7	394.68	376.01		-18.68	-4.73		-2.37
	long	8/08/22	8/22/22	14	343.10	360.71		17.61	5.13		2.57	0.14
Iberdrola	long	9/02/19	10/07/19	35	74.27	74.05		-0.21	-0.29		-0.14	-0.14
LVMH	long	5/07/18	7/02/18	56	2,206.85	2,183.38		-23.47	-1.06		-0.53	-0.53
E.on	short	8/24/15	10/26/15	63	64.68	63.18	66.22	1.54	2.38	100	2.38
	long	10/02/17	1/01/18	91	75.63	70.89		-4.74	-6.26	50	-3.13	-0.83
Vinci	long	4/18/16	5/02/16	14	483.77	484.84		1.07	0.22		0.11
	long	5/09/16	5/23/16	14	474.09	488.04		13.95	2.94		1.47
	long	5/30/16	6/13/16	14	499.99	473.43		-26.56	-5.31		-2.66	-1.12
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Deutsche Post	long	9/14/20	9/21/20	7	310.51	301.13		-9.38	-3.02		-1.51	-1.51
Anheuser-Busch InBev	long	12/05/11	1/09/12	35	381.86	382.03		0.17	0.05		0.02
	long	8/06/12	3/25/13	231	516.50	614.63		98.14	19.00		9.50
	short	3/09/20	7/20/20	133	340.09	375.37	304.80	-35.28	-10.38	100	-10.38	-1.84
SAP	long	12/28/15	1/04/16	7	518.65	499.57		-19.08	-3.68	50	-1.84	-1.84
BMW	long	1/17/11	3/14/11	56	516.38	510.42		-5.96	-1.15		-0.58
	long	4/04/11	4/18/11	14	563.27	539.08		-24.19	-4.29		-2.15	-2.71
Philips	long	3/15/10	5/17/10	63	223.68	210.51		-13.17	-5.89		-2.94
	short	6/20/22	7/25/22	35	138.69	138.49	138.89	0.20	0.15	100	0.15	-2.80
Telefónica	long	12/10/07	12/31/07	21	250.44	236.38		-14.06	-5.62	50	-2.81	-2.81
Bayer	long	6/06/22	6/13/22	7	474.27	447.33		-26.94	-5.68		-2.84	-2.84
L´Oreal	long	5/06/13	6/10/13	35	1,106.92	1,036.91		-70.01	-6.32		-3.16	-3.16
Engie	long	4/28/08	5/05/08	7	475.85	450.24		-25.61	-5.38		-2.69
	long	5/12/08	5/26/08	14	466.83	457.25		-9.58	-2.05		-1.03	-3.69
Orange	long	11/10/14	12/15/14	35	94.83	102.03		7.20	7.59		3.79
	long	12/29/14	1/05/15	7	109.20	100.34		-8.86	-8.11		-4.06
	long	1/12/15	6/01/15	140	105.64	98.60		-7.04	-6.66		-3.33	-3.73
Deutsche Börse	long	8/08/22	8/22/22	14	1,203.45	1,162.58		-40.87	-3.40		-1.70
	long	9/12/22	9/26/22	14	1,207.59	1,137.71		-69.89	-5.79		-2.89	-4.54
Deutsche Telekom	long	9/12/22	9/26/22	14	136.08	122.30		-13.78	-10.12		-5.06	-5.06
Fresenius	long	8/10/15	8/17/15	7	440.42	464.32		23.91	5.43		2.71
	long	11/23/15	12/14/15	21	465.68	439.93		-25.75	-5.53		-2.76
	long	12/28/15	1/04/16	7	462.63	442.88		-19.75	-4.27		-2.14
	long	4/18/16	5/02/16	14	477.47	482.22		4.75	1.00		0.50
	long	5/09/16	5/23/16	14	480.39	477.89		-2.51	-0.52		-0.26
	long	5/30/16	6/13/16	14	501.09	464.50		-36.59	-7.30		-3.65	-5.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Intesa Sanpaolo	long	2/24/14	3/03/14	7	18.71	18.20		-0.51	-2.72		-1.36
	long	4/07/14	4/14/14	7	21.80	20.59		-1.21	-5.54		-2.77
	long	4/28/14	7/21/14	84	20.92	18.49		-2.43	-11.63		-5.81
	long	8/10/15	8/17/15	7	23.86	24.29		0.43	1.79		0.90
	long	7/17/17	7/24/17	7	22.28	22.50		0.22	0.98		0.49	-8.41
Saint-Gobain	short	7/14/08	8/04/08	21	369.43	402.77	336.10	-33.34	-9.02	100	-9.02	-9.02
ING Groep	short	3/23/09	4/06/09	14	36.20	37.51	34.88	-1.31	-3.62		-3.62
	long	11/01/21	11/29/21	28	99.23	87.49		-11.74	-11.83	50	-5.91	-9.32
Vivendi	short	3/07/22	3/14/22	7	73.79	81.94	65.64	-8.15	-11.05	100	-11.05	-11.05

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.

write an annotation