Assessment - Iberia Index in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								IBEX 35	9,032.981	8/12/24	0.07	9,381.533	-3.72	8,781.452	600.080	6.83		9.22
						L		Solaria Energía	9.376	8/12/24	1.47	9.842	-4.74	16.177	-6.335	-39.16		-11.63
								Sacyr	2.622	8/12/24	0.85	2.820	-7.04	2.717	0.103	3.79		6.61
						L		Endesa	15.205	8/12/24	0.84	15.115	0.59	16.047	-0.931	-5.80		-4.34
								Repsol	10.831	8/12/24	0.67	12.629	-14.24	11.692	0.938	8.02		3.12
						L		Redeia	13.923	8/12/24	0.61	13.872	0.37	12.961	0.912	7.03		5.44
								Caixabank	4.225	8/12/24	0.52	4.280	-1.29	3.239	1.041	32.13		21.81
								Banco Sabadell	1.517	8/12/24	0.45	1.571	-3.43	0.967	0.603	62.37		45.78
								Naturgy	18.870	8/12/24	0.36	17.546	7.54	23.470	-5.924	-25.24		-17.61
								ArcelorMittal	17.071	8/12/24	0.30	18.072	-5.54	22.310	-4.237	-18.99		-12.29
								aena	147.040	8/12/24	0.29	159.682	-7.92	142.647	17.035	11.94		17.58
						L		Iberdrola	10.271	8/12/24	0.29	10.453	-1.75	10.318	0.135	1.31		8.51
								Banco Bilbao Viz	7.572	8/12/24	0.27	8.060	-6.06	7.151	0.910	12.72		12.26
						L		Acciona	98.423	8/12/24	0.26	95.877	2.65	115.874	-19.997	-17.26		-8.31
								Bankinter	6.189	8/12/24	0.19	6.528	-5.20	5.038	1.490	29.57		20.74
								Merlin Properties	8.790	8/12/24	0.19	8.867	-0.86	8.745	0.122	1.39		14.48
								Telefónica	3.421	8/12/24	0.12	3.379	1.23	3.072	0.307	10.01		2.14
								Inditex	37.545	8/12/24	0.07	38.945	-3.59	34.275	4.669	13.62		18.42
								Logista	22.671	8/12/24	0.07	22.535	0.60	21.280	1.256	5.90		5.08
						S		Acerinox	7.768	8/12/24	0.05	8.281	-6.20	9.262	-0.981	-10.59		-1.80
								ACS	33.039	8/12/24	0.05	34.041	-2.94	34.910	-0.869	-2.49		11.19
								Intl. Cons. Airlines	1.653	8/12/24	0.03	1.639	0.88	1.548	0.091	5.86		3.71
						L		Enágas	11.488	8/12/24		11.963	-3.97	13.269	-1.306	-9.84		-8.02
								Ferrovial	30.358	8/12/24		30.935	-1.87	28.703	2.232	7.78		12.18
								Mapfre	1.811	8/12/24		1.843	-1.75	1.689	0.154	9.11		6.05
								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Meliá Hotels	5.227	8/12/24		6.542	-20.10	5.181	1.361	26.27		19.69
						L		Amadeus IT	48.108	8/12/24	-0.18	53.046	-9.31	56.398	-3.352	-5.94		0.10
								Banco Santander	3.469	8/12/24	-0.24	3.774	-8.06	3.285	0.488	14.86		14.23
								Fluidra	18.055	8/12/24	-0.28	16.418	9.97	16.386	0.032	0.20		-2.44
						L		Acciona Energías	17.088	8/12/24	-0.30	16.655	2.60	24.409	-7.754	-31.77		-18.80
								Grifols	7.405	8/12/24	-0.48	6.895	7.41	13.435	-6.540	-48.68		-25.73
								Rovi	64.653	8/12/24	-0.59	73.647	-12.21	52.330	21.317	40.74		45.42
								Indra Sistemas	14.093	8/12/24	-0.60	16.494	-14.56	12.170	4.324	35.53		27.61
						L		Colonial	4.552	8/12/24	-0.83	4.662	-2.37	5.694	-1.031	-18.11		-3.26
								Unicaja Banco	0.976	8/12/24	-0.86	1.108	-11.94	0.774	0.334	43.23		25.38
								Cellnex	28.882	8/12/24	-0.99	26.124	10.56	30.998	-4.874	-15.72		-9.16
IBEX 35 - 35 out of 35 instruments rated - 7/01/24 / 1/01/24 - 22 did rise, Market-Ratio(26) in GBP = 62.86 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Iberia Index in Pound sterling * 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
1/02/06		6/12/06	161				- cash -
short	6/12/06	10/02/06	112				Abertis	100	1,038		9.632	10.899	8.366	-1.266	-13	8,686	-37
10/02/06		6/11/07	252				- cash -
	6/11/07	7/13/09	763				Banco Bilbao Viz	100	751		11.552	7.204	18.523	6.971	60	13,921	25
7/13/09		8/17/09	35				- cash -
long	8/17/09	10/26/09	70				Obrascón Huarte Lain	100	993		14.018	16.187		2.169	15	16,075	112
10/26/09		11/09/09	14				- cash -
	11/09/09	5/10/10	182				Obrascón Huarte Lain	100	1,026		15.665	18.442		2.778	18	18,924	39
short	12/14/09	10/18/10	308				Siemens Gamesa	100	1,766		10.710	4.054	28.295	17.585	164	49,979	216
10/18/10		11/29/10	42				- cash -
	11/29/10	10/15/12	686				Siemens Gamesa	100	11,343		4.406	1.220	15.911	11.505	261	180,476	98
long	3/07/11	5/16/11	70				Sacyr	100	29,597		6.098	6.027		-0.070	-1	178,392	-6
10/15/12		2/04/13	112				- cash -
short	2/04/13	10/21/13	259				Bankia	100	9,351		19.076	3.847	94.597	75.521	396	884,590	855
long	3/11/13	8/11/14	518				Siemens Gamesa	100	401,285		2.204	7.431		5.226	237	2,981,885	135
short	7/07/14	4/27/15	294				ArcelorMittal	100	113,605		26.248	21.144	32.584	6.336	24	3,701,670	31
long	9/08/14	10/13/14	35				Bankinter	100	684,638		5.407	5.168		-0.238	-4	3,538,393	-38
4/27/15		6/08/15	42				- cash -
short	6/08/15	11/07/16	518				Obrascón Huarte Lain	100	297,069		11.911	3.288	43.151	31.240	262	12,818,893	148
11/07/16		11/21/16	14				- cash -
	11/21/16	3/13/17	112				Banco Popular	100	17,706,981		0.724	0.813	0.635	-0.089	-12	11,251,016	-35
3/13/17		3/27/17	14				- cash -
long	3/27/17	1/15/18	294				Caixabank	100	3,327,356		3.381	3.797		0.416	12	12,635,196	15
short	7/31/17	12/16/19	868				Siemens Gamesa	100	1,018,065		12.411	13.212	11.610	-0.801	-6	11,819,232	-3
12/16/19		1/27/20	42				- cash -
	1/27/20	2/13/23	1113				DIA	100	133,823,305		0.088	0.016	0.502	0.414	468	67,165,917	77
long	1/04/21	2/01/21	28				Siemens Gamesa	100	2,190,006		30.669	28.979		-1.691	-6	63,463,486	-52
	3/08/21	11/29/21	266				ArcelorMittal	100	3,545,732		17.899	20.769		2.870	16	73,640,084	23
2/13/23		5/22/23	98				- cash -
short	5/22/23	8/12/24	448				Solaria Energía	100	5,927,671		12.423	9.376	16.461	4.038	33	97,576,587	26
long	7/17/23	10/23/23	98				Inditex	100	3,231,332		30.197	29.665		-0.532	-2	95,857,384	-6
	1/08/24	1/22/24	14				Rovi	100	1,806,103		53.074	55.028		1.954	4	99,386,640	157
accum	6/12/06	1/22/24	6462	days out of 7288 invested (89%)										993,766		99,386,640	68

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Siemens Gamesa	short	12/14/09	10/18/10	308	10.71	4.05	28.30	17.58	164.18
	short	11/29/10	10/15/12	686	4.41	1.22	15.91	11.50	261.11
	long	3/11/13	8/11/14	518	2.20	7.43		5.23	237.09
	short	7/31/17	12/16/19	868	12.41	13.21	11.61	-0.80	-6.46
	long	1/04/21	2/01/21	28	30.67	28.98		-1.69	-5.51			2,742.36
DIA	short	1/27/20	2/13/23	1113	0.09	0.02	0.50	0.41	468.28			468.28
Bankia	short	2/04/13	10/21/13	259	19.08	3.85	94.60	75.52	395.90			395.90
Obrascón Huarte Lain	long	8/17/09	10/26/09	70	14.02	16.19		2.17	15.47
	long	11/09/09	5/10/10	182	15.66	18.44		2.78	17.73
	short	6/08/15	11/07/16	518	11.91	3.29	43.15	31.24	262.28			392.52
Banco Bilbao Viz	short	6/11/07	7/13/09	763	11.55	7.20	18.52	6.97	60.35			60.35
ArcelorMittal	short	7/07/14	4/27/15	294	26.25	21.14	32.58	6.34	24.14
	long	3/08/21	11/29/21	266	17.90	20.77		2.87	16.04			44.04
Solaria Energía	short	5/22/23	8/12/24	448	12.42	9.38	16.46	4.04	32.50			32.50
Caixabank	long	3/27/17	1/15/18	294	3.38	3.80		0.42	12.30			12.30
Rovi	long	1/08/24	1/22/24	14	53.07	55.03		1.95	3.68			3.68
Sacyr	long	3/07/11	5/16/11	70	6.10	6.03		-0.07	-1.15			-1.15
Inditex	long	7/17/23	10/23/23	98	30.20	29.66		-0.53	-1.76			-1.76
Bankinter	long	9/08/14	10/13/14	35	5.41	5.17		-0.24	-4.41			-4.41
Banco Popular	short	11/21/16	3/13/17	112	0.72	0.81	0.64	-0.09	-12.23			-12.23
Abertis	short	6/12/06	10/02/06	112	9.63	10.90	8.37	-1.27	-13.15			-13.15

Annotations

8/03/18	IBEX 35			CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief)
7/03/18	Gas Natural			renames Naturgy Energy
6/19/17	IBEX 35			Inmobiliaria Colonial replaces Banco Popular
6/07/17	IBEX 35			Banco Popular was excluded from the index
5/18/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
11/03/16	IBEX 35			Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr
7/11/16	Red Eléctrica			forward stock split 1:4 (four for one)
1/04/16	Grifols			forward stock split 1:2 (two for one)
12/29/15	IBEX 35			complete analysis
12/21/15	IBEX 35			Merlin Properties replaces Abengoa
	Merlin Properties			recording started
8/26/15	IBEX 35			complete analysis
8/24/15	IBEX 35			Acerinox and aena replace BME and Jazztel
	aena			recording started

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