Assessment - Iberia Index in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								IBEX 35	11,419.327	12/08/24	0.07	11,859.959	-3.72	11,184.742	675.217	6.04		9.65
						L		Acciona	124.424	12/08/24	0.26	121.206	2.65	147.586	-26.380	-17.87		-7.94
						L		Acciona Energías	21.603	12/08/24	-0.30	21.056	2.60	31.089	-10.034	-32.27		-18.49
						S		Acerinox	9.820	12/08/24	0.05	10.469	-6.20	11.797	-1.328	-11.26		-1.41
								ACS	41.768	12/08/24	0.05	43.034	-2.94	44.464	-1.430	-3.22		11.61
								aena	185.885	12/08/24	0.29	201.867	-7.92	181.687	20.180	11.11		18.07
						L		Amadeus IT	60.818	12/08/24	-0.18	67.060	-9.31	71.833	-4.773	-6.64		0.53
								ArcelorMittal	21.581	12/08/24	0.30	22.847	-5.54	28.416	-5.569	-19.60		-11.92
								Banco Bilbao Viz	9.572	12/08/24	0.27	10.190	-6.06	9.108	1.082	11.88		12.68
								Banco Sabadell	1.918	12/08/24	0.45	1.986	-3.43	1.232	0.754	61.16		46.35
								Banco Santander	4.386	12/08/24	-0.24	4.770	-8.06	4.185	0.586	14.00		14.67
								Bankinter	7.824	12/08/24	0.19	8.253	-5.20	6.417	1.836	28.60		21.19
								Caixabank	5.341	12/08/24	0.52	5.410	-1.29	4.125	1.285	31.15		22.28
								Cellnex	36.512	12/08/24	-0.99	33.026	10.56	39.482	-6.456	-16.35		-8.76
						L		Colonial	5.755	12/08/24	-0.83	5.894	-2.37	7.252	-1.358	-18.72		-2.88
						L		Enágas	14.523	12/08/24		15.124	-3.97	16.901	-1.777	-10.51		-7.70
						L		Endesa	19.221	12/08/24	0.84	19.109	0.59	20.438	-1.330	-6.51		-4.00
								Ferrovial	38.378	12/08/24		39.108	-1.87	36.559	2.549	6.97		12.64
								Fluidra	22.825	12/08/24	-0.28	20.755	9.97	20.870	-0.115	-0.55		-2.03
								Grifols	9.362	12/08/24	-0.48	8.716	7.41	17.111	-8.395	-49.06		-25.46
						L		Iberdrola	12.984	12/08/24	0.29	13.215	-1.75	13.142	0.073	0.55		8.94
								Inditex	47.463	12/08/24	0.07	49.233	-3.59	43.656	5.578	12.78		18.89
								Indra Sistemas	17.816	12/08/24	-0.60	20.852	-14.56	15.500	5.351	34.52		28.10
								Intl. Cons. Airlines	2.090	12/08/24	0.03	2.072	0.88	1.972	0.100	5.07		4.13
								Logista	28.660	12/08/24	0.07	28.489	0.60	27.104	1.385	5.11		5.50
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Mapfre	2.289	12/08/24		2.330	-1.75	2.151	0.178	8.30		6.42
								Meliá Hotels	6.607	12/08/24		8.270	-20.10	6.599	1.671	25.33		20.23
								Merlin Properties	11.112	12/08/24	0.19	11.209	-0.86	11.138	0.071	0.64		14.96
								Naturgy	23.855	12/08/24	0.36	22.182	7.54	29.894	-7.712	-25.80		-17.33
						L		Redeia	17.602	12/08/24	0.61	17.537	0.37	16.508	1.029	6.24		5.84
								Repsol	13.692	12/08/24	0.67	15.966	-14.24	14.891	1.075	7.22		3.45
								Rovi	81.734	12/08/24	-0.59	93.103	-12.21	66.652	26.452	39.69		45.95
								Sacyr	3.314	12/08/24	0.85	3.565	-7.04	3.461	0.104	3.02		7.06
						L		Solaria Energía	11.852	12/08/24	1.47	12.442	-4.74	20.604	-8.162	-39.61		-11.32
								Telefónica	4.325	12/08/24	0.12	4.272	1.23	3.913	0.360	9.19		2.50
								Unicaja Banco	1.234	12/08/24	-0.86	1.401	-11.94	0.985	0.415	42.16		25.83
IBEX 35 - 35 out of 35 instruments rated - 1/07/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in USD = 60.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Iberia Index in Dollar * Mixed Straddles L42 - 79/62 (1) - S19 - 63/88 (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		12/06/06	161				- cash -
short	12/06/06	2/10/06	112				Abertis	100	564		17.726	20.410	15.043	-2.683	-15	8,487	-41
2/10/06		11/06/07	252				- cash -
	11/06/07	13/07/09	763				Banco Bilbao Viz	100	372		22.758	11.681	44.341	21.583	95	16,516	38
13/07/09		17/08/09	35				- cash -
long	17/08/09	26/10/09	70				Obrascón Huarte Lain	100	712		23.186	26.406		3.220	14	18,808	97
26/10/09		9/11/09	14				- cash -
	9/11/09	10/05/10	182				Obrascón Huarte Lain	100	722		26.030	27.309		1.279	5	19,732	10
short	14/12/09	18/10/10	308				Siemens Gamesa	100	1,132		17.417	6.482	46.801	29.383	169	52,993	223
18/10/10		29/11/10	42				- cash -
	29/11/10	15/10/12	686				Siemens Gamesa	100	7,713		6.870	1.961	24.070	17.199	250	185,651	95
long	7/03/11	16/05/11	70				Sacyr	100	18,714		9.920	9.762		-0.158	-2	182,687	-8
15/10/12		4/02/13	112				- cash -
short	4/02/13	21/10/13	259				Bankia	100	6,103		29.934	6.211	144.262	114.328	382	880,429	817
long	11/03/13	11/08/14	518				Siemens Gamesa	100	267,586		3.290	12.474		9.184	279	3,337,838	156
short	7/07/14	27/04/15	294				ArcelorMittal	100	74,238		44.961	32.207	62.766	17.805	40	4,659,659	51
long	8/09/14	13/10/14	35				Bankinter	100	535,339		8.704	8.307		-0.398	-5	4,446,800	-39
27/04/15		8/06/15	42				- cash -
short	8/06/15	7/11/16	518				Obrascón Huarte Lain	100	243,258		18.280	4.022	83.077	64.797	354	20,209,108	191
7/11/16		21/11/16	14				- cash -
	21/11/16	13/03/17	112				Banco Popular	100	22,342,161		0.905	0.993	0.816	-0.088	-10	18,233,438	-28
13/03/17		27/03/17	14				- cash -
long	27/03/17	15/01/18	294				Caixabank	100	4,292,418		4.248	5.241		0.993	23	22,496,824	30
short	31/07/17	16/12/19	868				Siemens Gamesa	100	1,371,775		16.400	17.614	15.185	-1.214	-7	20,830,824	-3
16/12/19		27/01/20	42				- cash -
	27/01/20	13/02/23	1113				DIA	100	180,533,776		0.115	0.019	0.705	0.590	511	127m	81
long	4/01/21	1/02/21	28				Siemens Gamesa	100	3,057,796		41.618	39.647		-1.970	-5	121m	-47
	8/03/21	29/11/21	266				ArcelorMittal	100	4,891,713		24.783	27.612		2.828	11	135m	16
13/02/23		22/05/23	98				- cash -
short	22/05/23	12/08/24	448				Solaria Energía	100	8,749,441		15.437	11.852	20.107	4.669	30	176m	24
long	17/07/23	23/10/23	98				Inditex	100	4,454,347		39.495	36.303		-3.192	-8	162m	-27
	8/01/24	22/01/24	14				Rovi	100	2,387,724		67.723	70.020		2.297	3	167m	139
accum	12/06/06	22/01/24	6787	days out of 7613 invested (89%)										1,671,776		167m	69

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Siemens Gamesa	short	14/12/09	18/10/10	308	17.42	6.48	46.80	29.38	168.70
	short	29/11/10	15/10/12	686	6.87	1.96	24.07	17.20	250.34
	long	11/03/13	11/08/14	518	3.29	12.47		9.18	279.11
	short	31/07/17	16/12/19	868	16.40	17.61	15.19	-1.21	-7.41
	long	4/01/21	1/02/21	28	41.62	39.65		-1.97	-4.73			3,048.10
DIA	short	27/01/20	13/02/23	1113	0.12	0.02	0.70	0.59	510.91			510.91
Obrascón Huarte Lain	long	17/08/09	26/10/09	70	23.19	26.41		3.22	13.89
	long	9/11/09	10/05/10	182	26.03	27.31		1.28	4.91
	short	8/06/15	7/11/16	518	18.28	4.02	83.08	64.80	354.47			443.02
Bankia	short	4/02/13	21/10/13	259	29.93	6.21	144.26	114.33	381.93			381.93
Banco Bilbao Viz	short	11/06/07	13/07/09	763	22.76	11.68	44.34	21.58	94.84			94.84
ArcelorMittal	short	7/07/14	27/04/15	294	44.96	32.21	62.77	17.81	39.60
	long	8/03/21	29/11/21	266	24.78	27.61		2.83	11.41			55.53
Solaria Energía	short	22/05/23	12/08/24	448	15.44	11.85	20.11	4.67	30.25			30.25
Caixabank	long	27/03/17	15/01/18	294	4.25	5.24		0.99	23.38			23.38
Rovi	long	8/01/24	22/01/24	14	67.72	70.02		2.30	3.39			3.39
Sacyr	long	7/03/11	16/05/11	70	9.92	9.76		-0.16	-1.60			-1.60
Bankinter	long	8/09/14	13/10/14	35	8.70	8.31		-0.40	-4.57			-4.57
Inditex	long	17/07/23	23/10/23	98	39.49	36.30		-3.19	-8.08			-8.08
Banco Popular	short	21/11/16	13/03/17	112	0.90	0.99	0.82	-0.09	-9.78			-9.78
Abertis	short	12/06/06	2/10/06	112	17.73	20.41	15.04	-2.68	-15.14			-15.14

Annotations

3/08/18	IBEX 35			CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief)
3/07/18	Gas Natural			renames Naturgy Energy
19/06/17	IBEX 35			Inmobiliaria Colonial replaces Banco Popular
7/06/17	IBEX 35			Banco Popular was excluded from the index
18/05/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/11/16	IBEX 35			Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr
11/07/16	Red Eléctrica			forward stock split 1:4 (four for one)
4/01/16	Grifols			forward stock split 1:2 (two for one)
29/12/15	IBEX 35			complete analysis
21/12/15	IBEX 35			Merlin Properties replaces Abengoa
	Merlin Properties			recording started
26/08/15	IBEX 35			complete analysis
24/08/15	IBEX 35			Acerinox and aena replace BME and Jazztel
	aena			recording started

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