Assessment - FTSE/Athex Large Cap in Dollar - 7/01/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Athex Large Cap	3,651.821	8/12/24	1.16	3,709.109	-1.54	3,457.459	251.650	7.28		6.73
						S		Aegean Airlines	11.509	8/12/24	0.75	12.389	-7.10	12.555	-0.167	-1.33		-3.17
						S		Alpha Services	1.663	8/12/24	0.58	1.707	-2.58	1.704	0.003	0.15		2.91
						S		Autohellas	12.078	8/12/24	-1.92	12.271	-1.57	14.150	-1.879	-13.28		-13.04
						L		Cenergy	10.158	8/12/24	-0.53	10.555	-3.76	7.927	2.627	33.14		39.28
						L		Coca-Cola HBC	33.938	8/12/24	1.22	34.259	-0.94	29.251	5.008	17.12		15.93
						S		Ellaktor	1.991	8/12/24	0.22	2.676	-25.61	2.823	-0.147	-5.21		3.96
						S		Elvalhalcor	1.866	8/12/24	-0.91	2.034	-8.23	2.048	-0.015	-0.71		-4.45
								Eurobank Ergasias	2.166	8/12/24	1.53	2.249	-3.72	1.783	0.467	26.18		22.99
								EYDAP	5.867	8/12/24	1.30	5.899	-0.55	6.743	-0.843	-12.51		-9.12
								GEK Terna	18.428	8/12/24	0.23	17.698	4.12	14.570	3.128	21.47		14.58
								Hellenic Petroleum	7.583	8/12/24	0.14	8.388	-9.59	8.060	0.328	4.07		-0.16
								Hell Telecom OTE	15.585	8/12/24	0.83	14.491	7.55	14.282	0.209	1.46		-1.94
						S		Jumbo	23.919	8/12/24	2.86	28.703	-16.67	27.812	0.891	3.20		0.41
								Lamda Development	7.669	8/12/24		7.240	5.93	7.484	-0.244	-3.26		-0.31
						S		Motor Oil Hellas	23.405	8/12/24	1.21	24.949	-6.19	26.306	-1.357	-5.16		-6.18
						S		Mytilineos	36.491	8/12/24	0.06	37.928	-3.79	40.633	-2.705	-6.66		-2.77
								National Bank Greece	8.055	8/12/24	1.76	8.521	-5.46	6.964	1.557	22.35		21.38
						S		OPAP	16.658	8/12/24	-0.26	15.810	5.36	17.017	-1.207	-7.09		-6.90
								Piraeus Financial	4.108	8/12/24	2.30	3.851	6.69	3.543	0.308	8.69		6.30
						S		Public Power	12.324	8/12/24	2.86	12.013	2.59	12.356	-0.343	-2.77		3.45
						S		Quest	5.567	8/12/24	0.19	5.674	-1.89	6.222	-0.548	-8.81		-7.52
								Sarantis	11.520	8/12/24	-0.56	11.777	-2.19	9.278	2.499	26.94		23.66
								Terna Energy	20.605	8/12/24	0.16	20.927	-1.54	17.604	3.323	18.88		17.36
								Titan Cement	32.715	8/12/24	2.01	30.945	5.72	23.749	7.196	30.30		34.08
								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Viohalco	5.846	8/12/24	0.37	6.318	-7.47	5.824	0.494	8.48		1.46
Athex LC - 25 out of 25 instruments rated - 7/01/24 / 1/01/24 - 14 did rise, Market-Ratio(26) in USD = 56.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions FTSE/Athex Large Cap in Dollar * Mixed Straddles 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
1/02/06		3/20/06	77				- cash -
long	3/20/06	5/22/06	63				Mytilineos	100	894		11.173	15.211		4.037	36	13,610	497
short	5/01/06	9/25/06	147				Folli Follie	100	316		43.051	38.224	48.487	5.436	13	15,327	34
9/25/06		11/06/06	42				- cash -
long	11/06/06	3/19/07	133				Lamda Development	100	1,509		10.156	15.047		4.891	48	22,708	194
short	12/04/06	12/25/06	21				Hellenic Petroleum	100	1,685		13.471	13.469	13.473	0.002	0	22,711	0
	3/05/07	3/12/07	7				Motor Oil Hellas	100	923		24.605	25.447	23.763	-0.842	-3	21,934	-84
3/19/07		4/02/07	14				- cash -
long	4/02/07	4/09/07	7				Jumbo	100	1,458		15.035	15.678		0.642	4	22,871	786
4/09/07		4/30/07	21				- cash -
short	4/30/07	6/18/07	49				OPAP	100	600		38.092	36.579	39.668	1.576	4	23,816	35
long	5/07/07	5/14/07	7				Jumbo	100	1,559		15.276	15.757		0.481	3	24,566	404
6/18/07		7/02/07	14				- cash -
short	7/02/07	4/13/09	651				Eurobank Ergasias	100	0		32,113.836	6,977.502	147,803.388	115,689.553	360	24,566	0
4/13/09		5/11/09	28				- cash -
long	5/11/09	9/14/09	126				Helex	100	2,207		11.126	11.484		0.357	3	25,355	10
short	9/07/09	10/12/09	35				OPAP	100	1,026		24.695	27.398	21.992	-2.703	-11	22,582	-70
long	9/28/09	10/26/09	28				Piraeus Financial	100	0		3,079,909.386	3,243,162.770		163,253.384	5	22,582	0
10/26/09		11/16/09	21				- cash -
short	11/16/09	3/14/11	483				OPAP	100	899		25.117	22.536	27.993	2.876	11	25,168	9
3/14/11		4/04/11	21				- cash -
	4/04/11	4/02/12	364				Piraeus Financial	100	0		615,465.510	110,528.352	3,427,154.998	2,811,689.488	457	25,168	0
4/02/12		4/16/12	14				- cash -
	4/16/12	9/03/12	140				Public Power	100	12,416		2.027	1.672	2.457	0.430	21	30,501	65
9/03/12		10/01/12	28				- cash -
long	10/01/12	12/03/12	63				Alpha Services	100	268		113.784	105.836		-7.949	-7	28,371	-34
12/03/12		12/10/12	7				- cash -
	12/10/12	2/11/13	63				Terna Energy	100	8,151		3.480	4.344		0.864	25	35,410	261
2/11/13		3/25/13	42				- cash -
short	3/25/13	9/30/13	189				Eurobank Ergasias	100	104		337.688	67.790	1,682.154	1,344.466	398	175,235	2,122
long	5/20/13	5/27/13	7				Public Power	100	32,888		5.328	5.289		-0.039	-1	173,952	-32
9/30/13		11/04/13	35				- cash -
	11/04/13	1/13/14	70				Aegean Airlines	100	20,269		8.582	10.186		1.604	19	206,471	144
1/13/14		1/20/14	7				- cash -
	1/20/14	2/24/14	35				Aegean Airlines	100	21,788		9.476	9.807		0.330	3	213,671	43
short	1/27/14	5/09/16	833				Eurobank Ergasias	100	3,189		66.988	0.996	4,506.136	4,439.148	6,627	14,370,112	532
long	3/03/14	3/10/14	7				Aegean Airlines	100	1,376,431		10.440	11.005		0.565	5	15,147,980	1,462
	3/17/14	3/24/14	7				Aegean Airlines	100	1,431,761		10.580	10.998		0.418	4	15,746,557	654
5/09/16		6/20/16	42				- cash -
short	6/20/16	10/10/16	112				National Bank Greece	100	5,871,954		2.682	2.217	3.244	0.562	21	19,048,033	86
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	7/11/16	8/01/16	21				Jumbo	100	1,566,244		12.162	11.938		-0.224	-2	18,697,074	-28
10/10/16		10/24/16	14				- cash -
short	10/24/16	1/09/17	77				Piraeus Financial	100	355,221		52.635	74.674	30.596	-22.039	-42	10,868,501	-92
long	11/28/16	12/05/16	7				Mytilineos	100	1,733,106		6.271	6.484		0.213	3	11,237,089	469
	12/12/16	12/19/16	7				Mytilineos	100	1,720,869		6.530	6.493		-0.037	-1	11,174,198	-25
1/09/17		2/06/17	28				- cash -
short	2/06/17	5/08/17	91				Ellaktor	100	9,537,220		1.172	1.530	0.814	-0.358	-31	7,761,390	-77
long	2/27/17	3/13/17	14				Mytilineos	100	1,050,195		7.390	7.405		0.014	0	7,776,204	5
	4/10/17	4/24/17	14				Mytilineos	100	1,033,635		7.523	7.584		0.061	1	7,839,574	24
	5/08/17	9/18/17	133				GEK Terna	100	2,242,441		3.496	4.663		1.167	33	10,457,018	120
short	8/28/17	1/08/18	133				Jumbo	100	619,213		16.888	18.293	15.482	-1.405	-8	9,586,919	-21
1/08/18		2/26/18	49				- cash -
long	2/26/18	3/05/18	7				GEK Terna	100	1,455,920		6.585	6.538		-0.047	-1	9,518,156	-31
3/05/18		4/02/18	28				- cash -
short	4/02/18	2/25/19	329				Attica Bank	100	254,529,895		0.037	0.144	0.000	-0.037	-100	0	-100
long	4/16/18	4/30/18	14				Public Power	100	0		3.569	3.303		-0.266	-7	0	0
	5/14/18	5/21/18	7				Eurobank Ergasias	100	0		1.224	1.062		-0.162	-13	0	0
2/25/19		3/18/19	21				- cash -
	3/18/19	5/06/19	49				Grivalia	100	0		11.313	12.934		1.622	14	0	0
5/06/19		5/27/19	21				- cash -
	5/27/19	9/23/19	119				Piraeus Financial	100	0		40.788	54.244		13.456	33	0	0
short	9/16/19		7				Motor Oil Hellas	100	0		23.680	23.068	24.308	0.628	3	0	0
9/23/19		9/30/19	7				- cash -
	9/30/19	1/20/20	112				Motor Oil Hellas	100	0		23.356	23.354	23.358	0.002	0	0	0
long	10/14/19	10/28/19	14				Piraeus Financial	100	0		54.594	56.532		1.938	4	0	0
1/20/20		2/03/20	14				- cash -
short	2/03/20	6/29/20	147				Motor Oil Hellas	100	0		20.635	14.185	30.019	9.384	45	0	0
6/29/20		7/27/20	28				- cash -
	7/27/20	11/30/20	126				Alpha Services	100	0		0.664	0.863	0.464	-0.200	-30	0	0
long	8/17/20	8/31/20	14				Terna Energy	100	0		13.982	14.170		0.187	1	0	0
11/30/20		12/21/20	21				- cash -
short	12/21/20	1/04/21	14				Piraeus Financial	100	0		21.872	25.094	18.650	-3.222	-15	0	0
long	12/28/20	1/18/21	21				Public Power	100	0		9.160	8.636		-0.523	-6	0	0
1/18/21		3/01/21	42				- cash -
	3/01/21	3/08/21	7				Public Power	100	0		10.675	10.826		0.151	1	0	0
3/08/21		3/15/21	7				- cash -
short	3/15/21	4/05/21	21				Piraeus Financial	100	0		14.667	8.387	25.648	10.981	75	0	0
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long		5/03/21	49				Public Power	100	0		10.870	11.360		0.490	5	0	0
short	4/19/21	5/17/21	28				Piraeus Financial	100	0		4.034	1.965	8.282	4.248	105	0	0
5/17/21		6/14/21	28				- cash -
long	6/14/21	6/21/21	7				Eurobank Ergasias	100	0		1.049	1.013		-0.036	-3	0	0
6/21/21		6/28/21	7				- cash -
short	6/28/21	1/17/22	203				Piraeus Financial	100	0		1.776	1.644	1.919	0.143	8	0	0
long		7/19/21	21				Eurobank Ergasias	100	0		1.024	0.893		-0.131	-13	0	0
1/17/22		1/24/22	7				- cash -
short	1/24/22	1/09/23	350				Piraeus Financial	100	0		1.598	1.678	1.518	-0.080	-5	0	0
1/09/23		2/06/23	28				- cash -
long	2/06/23	5/15/23	98				Piraeus Financial	100	0		2.096	2.490		0.394	19	0	0
short	4/24/23	6/12/23	49				Hell Telecom OTE	100	0		14.956	16.020	13.893	-1.063	-7	0	0
long	5/22/23	6/26/23	35				Piraeus Financial	100	0		2.909	2.916		0.007	0	0	0
6/26/23		7/03/23	7				- cash -
	7/03/23	7/17/23	14				Piraeus Financial	100	0		3.385	3.755		0.370	11	0	0
7/17/23		8/07/23	21				- cash -
	8/07/23	9/11/23	35				Piraeus Financial	100	0		3.928	3.185		-0.743	-19	0	0
short	9/04/23	1/22/24	140				Terna Energy	100	0		17.955	16.543	19.488	1.532	9	0	0
long	9/25/23	10/09/23	14				Aegean Airlines	100	0		11.737	10.047		-1.690	-14	0	0
1/22/24		2/26/24	35				- cash -
	2/26/24	5/27/24	91				Titan Cement	100	0		28.167	34.090		5.923	21	0	0
short	4/15/24	8/12/24	119				EYDAP	100	0		5.952	5.867	6.038	0.086	1	0	0
accum	3/20/06	8/12/24	6788	days out of 7614 invested (89%)										-100		0	-52

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Eurobank Ergasias	short	7/02/07	4/13/09	651	32,113.84	6,977.50	147,803.39	115,689.55	360.25
	short	3/25/13	9/30/13	189	337.69	67.79	1,682.15	1,344.47	398.14
	short	1/27/14	5/09/16	833	66.99	1.00	4,506.14	4,439.15	6,626.79
	long	5/14/18	5/21/18	7	1.22	1.06		-0.16	-13.24
	long	6/14/21	6/21/21	7	1.05	1.01		-0.04	-3.41
	long	6/28/21	7/19/21	21	1.02	0.89		-0.13	-12.75			112,665.05
Piraeus Financial	long	9/28/09	10/26/09	28	3,079,909.39	3,243,162.77		163,253.38	5.30
	short	4/04/11	4/02/12	364	615,465.51	110,528.35	3,427,155.00	2,811,689.49	456.84
	short	10/24/16	1/09/17	77	52.64	74.67	30.60	-22.04	-41.87
	long	5/27/19	9/23/19	119	40.79	54.24		13.46	32.99
	long	10/14/19	10/28/19	14	54.59	56.53		1.94	3.55
	short	12/21/20	1/04/21	14	21.87	25.09	18.65	-3.22	-14.73
	short	3/15/21	4/05/21	21	14.67	8.39	25.65	10.98	74.87
	short	4/19/21	5/17/21	28	4.03	1.96	8.28	4.25	105.30
	short	6/28/21	1/17/22	203	1.78	1.64	1.92	0.14	8.04
	short	1/24/22	1/09/23	350	1.60	1.68	1.52	-0.08	-5.00
	long	2/06/23	5/15/23	98	2.10	2.49		0.39	18.78
	long	5/22/23	6/26/23	35	2.91	2.92		0.01	0.24
	long	7/03/23	7/17/23	14	3.39	3.76		0.37	10.93
	long	8/07/23	9/11/23	35	3.93	3.19		-0.74	-18.91			1,479.67
Lamda Development	long	11/06/06	3/19/07	133	10.16	15.05		4.89	48.16			48.16
Motor Oil Hellas	short	3/05/07	3/12/07	7	24.61	25.45	23.76	-0.84	-3.42
	short	9/16/19	9/23/19	7	23.68	23.07	24.31	0.63	2.65
	short	9/30/19	1/20/20	112	23.36	23.35	23.36	0.00	0.01
	short	2/03/20	6/29/20	147	20.64	14.18	30.02	9.38	45.47			44.24
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Mytilineos	long	3/20/06	5/22/06	63	11.17	15.21		4.04	36.14
	long	11/28/16	12/05/16	7	6.27	6.48		0.21	3.39
	long	12/12/16	12/19/16	7	6.53	6.49		-0.04	-0.56
	long	2/27/17	3/13/17	14	7.39	7.40		0.01	0.19
	long	4/10/17	4/24/17	14	7.52	7.58		0.06	0.81			41.37
Terna Energy	long	12/10/12	2/11/13	63	3.48	4.34		0.86	24.81
	long	8/17/20	8/31/20	14	13.98	14.17		0.19	1.34
	short	9/04/23	1/22/24	140	17.96	16.54	19.49	1.53	8.53			37.28
GEK Terna	long	5/08/17	9/18/17	133	3.50	4.66		1.17	33.39
	long	2/26/18	3/05/18	7	6.58	6.54		-0.05	-0.72			32.43
Titan Cement	long	2/26/24	5/27/24	91	28.17	34.09		5.92	21.03			21.03
National Bank Greece	short	6/20/16	10/10/16	112	2.68	2.22	3.24	0.56	20.97			20.97
Aegean Airlines	long	11/04/13	1/13/14	70	8.58	10.19		1.60	18.69
	long	1/20/14	2/24/14	35	9.48	9.81		0.33	3.49
	long	3/03/14	3/10/14	7	10.44	11.01		0.57	5.41
	long	3/17/14	3/24/14	7	10.58	11.00		0.42	3.95
	long	9/25/23	10/09/23	14	11.74	10.05		-1.69	-14.40			15.22
Grivalia	long	3/18/19	5/06/19	49	11.31	12.93		1.62	14.33			14.33
Folli Follie	short	5/01/06	9/25/06	147	43.05	38.22	48.49	5.44	12.63			12.63
Public Power	short	4/16/12	9/03/12	140	2.03	1.67	2.46	0.43	21.19
	long	5/20/13	5/27/13	7	5.33	5.29		-0.04	-0.73
	long	4/16/18	4/30/18	14	3.57	3.30		-0.27	-7.45
	long	12/28/20	1/18/21	21	9.16	8.64		-0.52	-5.71
	long	3/01/21	3/08/21	7	10.68	10.83		0.15	1.41
	long	3/15/21	5/03/21	49	10.87	11.36		0.49	4.51			11.26
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
OPAP	short	4/30/07	6/18/07	49	38.09	36.58	39.67	1.58	4.14
	short	9/07/09	10/12/09	35	24.69	27.40	21.99	-2.70	-10.95
	short	11/16/09	3/14/11	483	25.12	22.54	27.99	2.88	11.45			3.36
Helex	long	5/11/09	9/14/09	126	11.13	11.48		0.36	3.21			3.21
EYDAP	short	4/15/24	8/12/24	119	5.95	5.87	6.04	0.09	1.44			1.44
Hellenic Petroleum	short	12/04/06	12/25/06	21	13.47	13.47	13.47	0.00	0.01			0.01
Jumbo	long	4/02/07	4/09/07	7	15.04	15.68		0.64	4.27
	long	5/07/07	5/14/07	7	15.28	15.76		0.48	3.15
	long	7/11/16	8/01/16	21	12.16	11.94		-0.22	-1.84
	short	8/28/17	1/08/18	133	16.89	18.29	15.48	-1.41	-8.32			-3.21
Hell Telecom OTE	short	4/24/23	6/12/23	49	14.96	16.02	13.89	-1.06	-7.11			-7.11
Ellaktor	short	2/06/17	5/08/17	91	1.17	1.53	0.81	-0.36	-30.54			-30.54
Alpha Services	long	10/01/12	12/03/12	63	113.78	105.84		-7.95	-6.99
	short	7/27/20	11/30/20	126	0.66	0.86	0.46	-0.20	-30.12			-35.00
Attica Bank	short	4/02/18	2/25/19	329	0.04	0.14	0.00	-0.04	-99.73			-99.73

Annotations

2/21/24	Athex LC			Component update: Cenergy replaces Piraeus Port Authority
5/20/19	Athex LC			Cenergy replaces Grivalia (acquired by Eurobank)
8/28/18	National Bank Greece			reverse stock split 10:1 (one for ten)
6/27/18	Athex LC			Fourlis replaces Folli-Follie
4/30/18	Athex LC			index adaption: Attica Bank, Ellaktor and Fourlis drop out, EYDAP and Trena Energy join in again
7/31/17	Piraeus Bank			reverse stock split 20:1 (give twenty for one new)
	Piraeus Bank			suspended
7/10/17	Athex LC			index adaption: Terna Energy and Metka (absorbed by Mytilineos) drop out, ADMIE (IPTO), Attica Bank and Fourlis are included
6/19/17	Public Power			1:1 spin-off of IPTO Holding
12/17/16	Athex LC			index adaption: Sarantis replaces EYDAP
11/30/15	National Bank Greece			reverse split 15:1 (one for fifteen)
11/27/15	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)
8/31/15	Athex LC			complete analysis
6/01/15	Athex LC			Lamda Development replaces Marfin Investment
3/05/14	Jumbo			forward stock split 22:23 (twenty-three for twenty-two)
10/24/13	Terna Energy			forward stock split 25:26 (twenty-six for twenty-five)
6/13/13	Eurobank Ergasias			reverse stock split 10:1 (one for ten)
6/05/13	Piraeus Bank			reverse stock split 10:1 (one for ten)
5/24/13	National Bank Greece			reverse stock split 10:1 (one for ten)
9/05/12	Terna Energy			forward stock split 20:21 (twenty-one for twenty)
7/06/11	Mytilineos			forward stock split 20:21 (twenty-one for twenty)
8/12/09	Eurobank Ergasias			forward stock split 98:100 (one hundred for ninety-eight)
6/01/09	Piraeus Bank			forward stock split 47:48 (forty-eight for forty-seven)

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