| | |
| | |
Assessment - SP Global 100 in Pound sterling - 7/01/24 - RS = 23
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
S&P Global 100 |
2,971.939 |
8/12/24 |
0.32 |
3,124.765 |
-4.89 |
2,621.436 |
503.329 |
19.20 |
|
19.74 |
| |  |
 |
 |
 |
L |
 |
RWE |
27.456 |
8/12/24 |
1.70 |
27.660 |
-0.74 |
31.450 |
-3.789 |
-12.05 |
|
-9.28 |
| |  |
 |
 |
 |
|
 |
Canon |
22.153 |
8/09/24 |
1.64 |
21.576 |
2.68 |
20.025 |
1.551 |
7.74 |
|
2.91 |
| |  |
 |
 |
 |
|
 |
BP |
439.600 |
8/12/24 |
1.35 |
478.500 |
-8.13 |
446.050 |
32.450 |
7.27 |
|
-5.19 |
| |  |
 |
 |
 |
|
 |
Panasonic |
5.182 |
8/09/24 |
1.34 |
6.453 |
-19.69 |
7.468 |
-1.016 |
-13.60 |
|
-18.47 |
| |  |
 |
 |
 |
L |
 |
Ericsson |
5.288 |
8/12/24 |
1.14 |
4.992 |
5.93 |
4.615 |
0.376 |
8.15 |
|
18.68 |
| |  |
 |
 |
 |
L |
 |
Walmart |
54.343 |
8/12/24 |
1.10 |
53.378 |
1.81 |
42.541 |
10.838 |
25.48 |
|
20.49 |
| |  |
 |
 |
 |
|
 |
Samsung Electronics |
43.187 |
8/12/24 |
1.07 |
46.791 |
-7.70 |
44.140 |
2.651 |
6.01 |
|
7.22 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,451.500 |
8/12/24 |
1.03 |
2,480.000 |
-1.15 |
2,700.500 |
-220.500 |
-8.17 |
|
-13.31 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
372.648 |
8/12/24 |
1.01 |
396.151 |
-5.93 |
341.218 |
54.933 |
16.10 |
|
18.27 |
| |  |
 |
 |
 |
|
 |
Shell |
28.021 |
8/12/24 |
0.93 |
28.746 |
-2.52 |
23.960 |
4.786 |
19.98 |
|
10.68 |
| |  |
 |
 |
 |
|
 |
Standard Chartered |
722.000 |
8/12/24 |
0.92 |
732.200 |
-1.39 |
580.600 |
151.600 |
26.11 |
|
5.64 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
74.440 |
8/12/24 |
0.87 |
70.240 |
5.98 |
68.130 |
2.110 |
3.10 |
|
-2.49 |
| |  |
 |
 |
 |
|
 |
Barclays |
220.100 |
8/12/24 |
0.85 |
213.200 |
3.24 |
144.940 |
68.260 |
47.10 |
|
28.79 |
| |  |
 |
 |
 |
|
 |
E.on |
10.457 |
8/12/24 |
0.78 |
10.356 |
0.98 |
10.672 |
-0.316 |
-2.96 |
|
1.52 |
| |  |
 |
 |
 |
S |
 |
Bristol-Myers |
37.226 |
8/12/24 |
0.73 |
32.669 |
13.95 |
38.957 |
-6.288 |
-16.14 |
|
-21.14 |
| |  |
 |
 |
 |
|
 |
UnibailRodaWestfield |
2.920 |
8/12/24 |
0.73 |
3.167 |
-7.81 |
2.774 |
0.393 |
14.17 |
|
25.58 |
| |  |
 |
 |
 |
L |
 |
HP |
26.721 |
8/12/24 |
0.72 |
27.662 |
-3.40 |
22.932 |
4.730 |
20.62 |
|
17.46 |
| |  |
 |
 |
 |
L |
 |
Apple |
172.072 |
8/12/24 |
0.71 |
171.455 |
0.36 |
152.377 |
19.077 |
12.52 |
|
17.76 |
| |  |
 |
 |
 |
|
 |
Repsol |
10.831 |
8/12/24 |
0.67 |
12.629 |
-14.24 |
11.117 |
1.512 |
13.61 |
|
3.12 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
12,780.000 |
8/12/24 |
0.63 |
12,304.000 |
3.87 |
10,590.000 |
1,714.000 |
16.19 |
|
15.63 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
52.368 |
8/12/24 |
0.60 |
53.971 |
-2.97 |
49.461 |
4.510 |
9.12 |
|
3.19 |
| |  |
 |
 |
 |
S |
 |
McDonald´s |
213.150 |
8/12/24 |
0.58 |
197.749 |
7.79 |
234.519 |
-36.771 |
-15.68 |
|
-10.58 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
4,942.000 |
8/12/24 |
0.56 |
5,234.000 |
-5.58 |
5,288.000 |
-54.000 |
-1.02 |
|
-0.91 |
| |  |
 |
 |
 |
L |
 |
ABB |
39.839 |
8/12/24 |
0.55 |
44.102 |
-9.67 |
32.817 |
11.285 |
34.39 |
|
32.59 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
20.983 |
8/12/24 |
0.49 |
20.092 |
4.43 |
19.956 |
0.136 |
0.68 |
|
10.11 |
| |  |
 |
 |
 |
S |
 |
Engie |
13.011 |
8/12/24 |
0.49 |
11.649 |
11.69 |
13.383 |
-1.734 |
-12.95 |
|
-10.46 |
| |  |
 |
 |
 |
|
 |
Societe Generale |
17.411 |
8/12/24 |
0.44 |
19.175 |
-9.20 |
20.016 |
-0.840 |
-4.20 |
|
-6.14 |
| |  |
 |
 |
 |
|
 |
UBS |
21.753 |
8/12/24 |
0.44 |
23.618 |
-7.89 |
22.952 |
0.666 |
2.90 |
|
11.98 |
| |  |
 |
 |
 |
|
 |
GSK |
1,572.000 |
8/12/24 |
0.42 |
1,526.000 |
3.01 |
1,555.800 |
-29.800 |
-1.92 |
|
5.65 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
714.200 |
-11.03 |
796.400 |
-82.200 |
-10.32 |
|
-18.98 |
| |  |
 |
 |
 |
|
 |
Nike |
59.042 |
8/12/24 |
0.40 |
60.775 |
-2.85 |
79.030 |
-18.255 |
-23.10 |
|
-24.43 |
| |  |
 |
 |
 |
|
 |
Vivendi |
8.050 |
8/12/24 |
0.40 |
8.378 |
-3.91 |
8.424 |
-0.046 |
-0.55 |
|
6.66 |
| |  |
 |
 |
 |
L |
 |
Raytheon Tech |
92.234 |
8/12/24 |
0.39 |
78.747 |
17.13 |
66.817 |
11.930 |
17.85 |
|
12.07 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
179.239 |
8/12/24 |
0.38 |
191.203 |
-6.26 |
154.165 |
37.038 |
24.03 |
|
24.40 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
476.000 |
1.72 |
439.300 |
36.700 |
8.35 |
|
10.82 |
| |  |
 |
 |
 |
L |
 |
Anglo American |
2,232.500 |
8/12/24 |
0.29 |
2,432.500 |
-8.22 |
1,751.200 |
681.300 |
38.90 |
|
12.89 |
| |  |
 |
 |
 |
S |
 |
Sony |
60.340 |
8/09/24 |
0.28 |
67.316 |
-10.36 |
78.612 |
-11.296 |
-14.37 |
|
-2.54 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
7.572 |
8/12/24 |
0.27 |
8.060 |
-6.06 |
6.999 |
1.061 |
15.16 |
|
12.26 |
| |  |
 |
 |
 |
|
 |
Aegon |
4.719 |
8/12/24 |
0.22 |
4.969 |
-5.02 |
4.757 |
0.212 |
4.45 |
|
11.96 |
| |  |
 |
 |
 |
L |
 |
HSBC |
643.900 |
8/12/24 |
0.22 |
690.900 |
-6.80 |
597.200 |
93.700 |
15.69 |
|
9.01 |
| |  |
 |
 |
 |
|
 |
ING Groep |
12.924 |
8/12/24 |
0.21 |
13.879 |
-6.88 |
11.023 |
2.857 |
25.91 |
|
20.15 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
163.102 |
8/12/24 |
0.19 |
162.516 |
0.36 |
133.689 |
28.827 |
21.56 |
|
23.75 |
| |  |
 |
 |
 |
|
 |
Microsoft |
321.797 |
8/12/24 |
0.19 |
361.285 |
-10.93 |
311.616 |
49.669 |
15.94 |
|
22.44 |
| |  |
 |
 |
 |
L |
 |
Novartis |
84.685 |
8/12/24 |
0.16 |
84.668 |
0.02 |
85.437 |
-0.769 |
-0.90 |
|
6.59 |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
11.291 |
8/12/24 |
0.14 |
13.072 |
-13.62 |
10.226 |
2.845 |
27.82 |
|
30.07 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
94.132 |
8/12/24 |
0.13 |
90.936 |
3.51 |
76.090 |
14.846 |
19.51 |
|
5.70 |
| |  |
 |
 |
 |
L |
 |
Morgan Stanley |
75.021 |
8/12/24 |
0.13 |
78.438 |
-4.36 |
67.375 |
11.063 |
16.42 |
|
13.97 |
| |  |
 |
 |
 |
|
 |
Telefónica |
3.421 |
8/12/24 |
0.12 |
3.379 |
1.23 |
3.266 |
0.114 |
3.48 |
|
2.14 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
91.040 |
8/12/24 |
0.10 |
98.394 |
-7.47 |
89.926 |
8.468 |
9.42 |
|
11.56 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Philip Morris |
91.830 |
8/12/24 |
0.07 |
80.091 |
14.66 |
72.640 |
7.451 |
10.26 |
|
6.82 |
| |  |
 |
 |
 |
|
 |
Chevron |
114.715 |
8/12/24 |
0.02 |
123.811 |
-7.35 |
111.982 |
11.829 |
10.56 |
|
0.30 |
| |  |
 |
 |
 |
|
 |
Siemens |
133.379 |
8/12/24 |
0.01 |
150.281 |
-11.25 |
139.947 |
10.334 |
7.38 |
|
12.22 |
| |  |
 |
 |
 |
|
 |
Allianz |
217.123 |
8/12/24 |
|
222.723 |
-2.51 |
213.989 |
8.734 |
4.08 |
|
8.53 |
| |  |
 |
 |
 |
|
 |
Citigroup |
45.753 |
8/12/24 |
|
50.175 |
-8.81 |
41.527 |
8.648 |
20.83 |
|
27.06 |
| |  |
 |
 |
 |
L |
 |
Bayer |
22.026 |
8/12/24 |
-0.04 |
22.204 |
-0.80 |
28.139 |
-5.935 |
-21.09 |
|
-25.29 |
| |  |
 |
 |
 |
S |
 |
National Grid |
978.400 |
8/12/24 |
-0.04 |
885.400 |
10.50 |
1,031.000 |
-145.600 |
-14.12 |
|
-13.65 |
| |  |
 |
 |
 |
L |
 |
Texas Instruments |
151.924 |
8/12/24 |
-0.08 |
153.934 |
-1.31 |
137.398 |
16.535 |
12.03 |
|
15.25 |
| |  |
 |
 |
 |
|
 |
BHP |
2,094.000 |
8/12/24 |
-0.14 |
2,286.000 |
-8.40 |
2,363.500 |
-77.500 |
-3.28 |
|
-6.26 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
6.952 |
8/09/24 |
-0.14 |
8.619 |
-19.34 |
8.552 |
0.067 |
0.79 |
|
-0.71 |
| |  |
 |
 |
 |
S |
 |
LVMH |
538.863 |
8/12/24 |
-0.14 |
604.111 |
-10.80 |
567.754 |
36.357 |
6.40 |
|
-7.83 |
| |  |
 |
 |
 |
|
 |
Toyota |
11.982 |
8/09/24 |
-0.14 |
16.078 |
-25.47 |
15.839 |
0.238 |
1.50 |
|
4.78 |
| |  |
 |
 |
 |
|
 |
General Electric |
131.998 |
8/12/24 |
-0.16 |
125.749 |
4.97 |
103.133 |
22.616 |
21.93 |
|
22.39 |
| |  |
 |
 |
 |
S |
 |
BASF |
35.025 |
8/12/24 |
-0.22 |
37.664 |
-7.01 |
36.670 |
0.994 |
2.71 |
|
-4.82 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
3.469 |
8/12/24 |
-0.24 |
3.774 |
-8.06 |
3.198 |
0.576 |
18.00 |
|
14.23 |
| |  |
 |
 |
 |
L |
 |
DuPont |
61.961 |
8/12/24 |
-0.25 |
62.705 |
-1.19 |
58.463 |
4.242 |
7.26 |
|
7.25 |
| |  |
 |
 |
 |
S |
 |
Orange |
8.582 |
8/12/24 |
-0.25 |
7.998 |
7.31 |
9.616 |
-1.619 |
-16.83 |
|
-12.83 |
| |  |
 |
 |
 |
L |
 |
Pfizer |
22.505 |
8/12/24 |
-0.35 |
22.323 |
0.82 |
22.249 |
0.074 |
0.33 |
|
-6.74 |
| |  |
 |
 |
 |
|
 |
Carrefour |
11.649 |
8/12/24 |
-0.36 |
11.365 |
2.50 |
13.635 |
-2.270 |
-16.65 |
|
-19.51 |
| |  |
 |
 |
 |
L |
 |
Unilever |
46.751 |
8/12/24 |
-0.36 |
43.560 |
7.32 |
36.987 |
6.574 |
17.77 |
|
9.45 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
77.594 |
8/12/24 |
-0.40 |
80.431 |
-3.53 |
88.234 |
-7.803 |
-8.84 |
|
-9.40 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
62.413 |
8/12/24 |
-0.41 |
63.211 |
-1.26 |
53.469 |
9.742 |
18.22 |
|
16.56 |
| |  |
 |
 |
 |
S |
 |
Johnson & Johnson |
126.469 |
8/12/24 |
-0.46 |
115.838 |
9.18 |
127.685 |
-11.847 |
-9.28 |
|
-6.86 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
79.332 |
8/12/24 |
-0.47 |
89.980 |
-11.83 |
92.447 |
-2.467 |
-2.67 |
|
-8.56 |
| |  |
 |
 |
 |
|
 |
Seven & i |
8.188 |
8/09/24 |
-0.54 |
9.596 |
-14.67 |
10.253 |
-0.658 |
-6.41 |
|
-9.38 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
2.008 |
8/09/24 |
-0.56 |
2.704 |
-25.74 |
3.100 |
-0.396 |
-12.77 |
|
-13.31 |
| |  |
 |
 |
 |
|
 |
PepsiCo |
135.598 |
8/12/24 |
-0.56 |
128.850 |
5.24 |
129.759 |
-0.909 |
-0.70 |
|
-5.85 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
48.770 |
8/12/24 |
-0.57 |
54.981 |
-11.30 |
50.780 |
4.201 |
8.27 |
|
-3.80 |
| |  |
 |
 |
 |
|
 |
Sanofi |
81.173 |
8/12/24 |
-0.60 |
77.932 |
4.16 |
80.679 |
-2.748 |
-3.41 |
|
-1.40 |
| |  |
 |
 |
 |
L |
 |
3M |
97.581 |
8/12/24 |
-0.65 |
79.585 |
22.61 |
84.893 |
-5.307 |
-6.25 |
|
1.84 |
| |  |
 |
 |
 |
|
 |
Caterpillar |
265.808 |
8/12/24 |
-0.66 |
260.311 |
2.11 |
226.865 |
33.446 |
14.74 |
|
12.45 |
| |  |
 |
 |
 |
L |
 |
Coca-Cola |
53.924 |
8/12/24 |
-0.74 |
50.056 |
7.73 |
46.816 |
3.240 |
6.92 |
|
5.94 |
| |  |
 |
 |
 |
|
 |
Axa |
27.448 |
8/12/24 |
-0.77 |
26.523 |
3.49 |
26.306 |
0.217 |
0.82 |
|
3.30 |
| |  |
 |
 |
 |
L |
 |
Colgate-Palmolive |
80.115 |
8/12/24 |
-0.77 |
75.575 |
6.01 |
63.202 |
12.373 |
19.58 |
|
18.18 |
| |  |
 |
 |
 |
L |
 |
Alphabet A |
128.376 |
8/12/24 |
-0.84 |
144.750 |
-11.31 |
114.733 |
30.017 |
26.16 |
|
29.57 |
| |  |
 |
 |
 |
L |
 |
Philips |
22.111 |
8/12/24 |
-0.91 |
19.897 |
11.13 |
18.483 |
1.414 |
7.65 |
|
15.53 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
89.766 |
8/12/24 |
-0.93 |
101.172 |
-11.27 |
93.860 |
7.313 |
7.79 |
|
11.17 |
| |  |
 |
 |
 |
L |
 |
Goldman Sachs |
384.043 |
8/12/24 |
-0.97 |
366.767 |
4.71 |
303.325 |
63.442 |
20.92 |
|
26.59 |
| |  |
 |
 |
 |
S |
 |
Kimberly-Clark |
1.468 |
8/12/24 |
-1.01 |
1.345 |
9.18 |
1.760 |
-0.415 |
-23.60 |
|
-20.68 |
| |  |
 |
 |
 |
|
 |
IBM |
149.884 |
8/12/24 |
-1.03 |
138.509 |
8.21 |
135.826 |
2.682 |
1.97 |
|
9.62 |
| |  |
 |
 |
 |
|
 |
Marsh & McLennan |
171.929 |
8/12/24 |
-1.23 |
166.313 |
3.38 |
155.953 |
10.360 |
6.64 |
|
6.59 |
| |  |
 |
 |
 |
L |
 |
Fox A |
30.716 |
8/12/24 |
-1.27 |
26.990 |
13.80 |
24.575 |
2.415 |
9.83 |
|
7.99 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
27.328 |
8/09/24 |
-1.33 |
30.819 |
-11.33 |
33.713 |
-2.894 |
-8.59 |
|
-6.03 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
319.576 |
8/12/24 |
-1.59 |
349.782 |
-8.64 |
363.786 |
-14.004 |
-3.85 |
|
-4.07 |
| |  |
 |
 |
 |
S |
 |
Intel |
15.314 |
8/12/24 |
-1.78 |
24.395 |
-37.22 |
37.896 |
-13.501 |
-35.63 |
|
-18.28 |
| |  |
 |
 |
 |
L |
 |
Procter & Gamble |
131.951 |
8/12/24 |
-2.19 |
128.716 |
2.51 |
116.203 |
12.513 |
10.77 |
|
4.93 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
7.800 |
8/12/24 |
-2.38 |
10.093 |
-22.73 |
8.802 |
1.291 |
14.67 |
|
4.98 |
| SP Global 100 - 96 out of 96 instruments rated - 7/01/24 / 1/22/24 - 64 did rise, Market-Ratio(23) in GBP = 66.67 % |
Technical Chart
Transactions SP Global 100 in Pound sterling * S23 - 39 ex 15 (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 |
7/03/06 |
21 |
 |
 |
 |
Intel |
100 |
1,091 |
|
9.162 |
10.475 |
7.848 |
-1.314 |
-14 |
8,567 |
-93 |
|
| 7/03/06 |
7/17/06 |
14 |
|
- cash - |
| |
7/17/06 |
7/24/06 |
7 |
 |
 |
 |
Ford Motor |
100 |
2,456 |
|
3.487 |
3.422 |
3.553 |
0.066 |
2 |
8,728 |
165 |
|
| 7/24/06 |
8/07/06 |
14 |
|
- cash - |
| |
8/07/06 |
8/14/06 |
7 |
 |
 |
 |
Intel |
100 |
961 |
|
9.076 |
9.457 |
8.696 |
-0.381 |
-4 |
8,363 |
-89 |
|
| 8/14/06 |
9/11/06 |
28 |
|
- cash - |
| |
9/11/06 |
9/18/06 |
7 |
 |
 |
 |
Deutsche Telekom |
100 |
1,063 |
|
7.862 |
7.870 |
7.854 |
-0.008 |
0 |
8,354 |
-5 |
|
| 9/18/06 |
11/19/07 |
427 |
|
- cash - |
| |
11/19/07 |
12/03/07 |
14 |
 |
 |
 |
Ericsson |
100 |
1,472 |
|
5.675 |
6.059 |
5.291 |
-0.384 |
-7 |
7,789 |
-84 |
|
| 12/03/07 |
12/17/07 |
14 |
|
- cash - |
| |
12/17/07 |
12/24/07 |
7 |
 |
 |
 |
Ericsson |
100 |
1,331 |
|
5.848 |
5.811 |
5.886 |
0.038 |
1 |
7,838 |
40 |
|
| 12/24/07 |
1/21/08 |
28 |
|
- cash - |
| |
1/21/08 |
8/11/08 |
203 |
 |
 |
 |
Citigroup |
100 |
62 |
|
124.770 |
103.181 |
150.877 |
26.106 |
21 |
9,457 |
41 |
|
| 8/11/08 |
9/01/08 |
21 |
|
- cash - |
| |
9/01/08 |
10/06/08 |
35 |
 |
 |
 |
UBS |
100 |
792 |
|
11.929 |
10.447 |
13.621 |
1.692 |
14 |
10,797 |
299 |
|
| |
10/06/08 |
11/24/08 |
49 |
 |
 |
 |
Anglo American |
100 |
714 |
|
15.110 |
13.900 |
16.425 |
1.315 |
9 |
11,736 |
86 |
|
| |
11/24/08 |
4/06/09 |
133 |
 |
 |
 |
Citigroup |
100 |
294 |
|
39.870 |
18.330 |
86.724 |
46.854 |
118 |
25,511 |
744 |
|
| 4/06/09 |
4/13/09 |
7 |
|
- cash - |
| |
4/13/09 |
4/27/09 |
14 |
 |
 |
 |
Citigroup |
100 |
985 |
|
25.895 |
20.914 |
32.063 |
6.168 |
24 |
31,586 |
26,141 |
|
| 4/27/09 |
5/24/10 |
392 |
|
- cash - |
| |
5/24/10 |
7/12/10 |
49 |
 |
 |
 |
Banco Bilbao Viz |
100 |
4,507 |
|
7.007 |
7.537 |
6.478 |
-0.530 |
-8 |
29,199 |
-44 |
|
| 7/12/10 |
8/16/10 |
35 |
|
- cash - |
| |
8/16/10 |
9/27/10 |
42 |
 |
 |
 |
BP |
100 |
7,126 |
|
4.098 |
4.039 |
4.157 |
0.059 |
1 |
29,622 |
13 |
|
| 9/27/10 |
10/04/10 |
7 |
|
- cash - |
| |
10/04/10 |
10/11/10 |
7 |
 |
 |
 |
RWE |
100 |
692 |
|
42.801 |
42.703 |
42.900 |
0.099 |
0 |
29,690 |
13 |
|
| 10/11/10 |
6/13/11 |
245 |
|
- cash - |
| |
6/13/11 |
6/20/11 |
7 |
 |
 |
 |
Sony |
100 |
192,580 |
|
0.154 |
0.151 |
0.157 |
0.003 |
2 |
30,254 |
167 |
|
| 6/20/11 |
6/27/11 |
7 |
|
- cash - |
| |
6/27/11 |
7/04/11 |
7 |
 |
 |
 |
Philips |
100 |
2,013 |
|
15.026 |
15.820 |
14.232 |
-0.794 |
-5 |
28,656 |
-94 |
|
| 7/04/11 |
7/18/11 |
14 |
|
- cash - |
| |
7/18/11 |
1/09/12 |
175 |
 |
 |
 |
Carrefour |
100 |
1,516 |
|
18.893 |
13.689 |
26.074 |
7.181 |
38 |
39,543 |
96 |
|
| 1/09/12 |
6/04/12 |
147 |
|
- cash - |
| |
6/04/12 |
6/18/12 |
14 |
 |
 |
 |
Repsol |
100 |
3,995 |
|
9.897 |
9.825 |
9.968 |
0.072 |
1 |
39,829 |
21 |
|
| 6/18/12 |
10/13/14 |
847 |
|
- cash - |
| |
10/13/14 |
11/03/14 |
21 |
 |
 |
 |
Saint-Gobain |
100 |
1,573 |
|
25.318 |
26.629 |
24.008 |
-1.311 |
-5 |
37,768 |
-60 |
|
| 11/03/14 |
8/17/15 |
287 |
|
- cash - |
| |
8/17/15 |
11/23/15 |
98 |
 |
 |
 |
Anglo American |
100 |
5,001 |
|
7.552 |
4.412 |
12.928 |
5.376 |
71 |
64,654 |
641 |
|
| 11/23/15 |
11/30/15 |
7 |
|
- cash - |
| |
11/30/15 |
2/01/16 |
63 |
 |
 |
 |
Anglo American |
100 |
15,821 |
|
4.087 |
2.741 |
6.094 |
2.007 |
49 |
96,408 |
912 |
|
| 2/01/16 |
2/08/16 |
7 |
|
- cash - |
| |
2/08/16 |
2/29/16 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
10,078 |
|
9.565 |
11.151 |
7.980 |
-1.585 |
-17 |
80,431 |
-96 |
|
| 2/29/16 |
3/28/16 |
28 |
|
- cash - |
| |
3/28/16 |
4/25/16 |
28 |
 |
 |
 |
Standard Chartered |
100 |
18,256 |
|
4.406 |
5.206 |
3.605 |
-0.801 |
-18 |
65,817 |
-93 |
|
| 4/25/16 |
5/02/16 |
7 |
|
- cash - |
| |
5/02/16 |
5/23/16 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
5,854 |
|
11.242 |
10.483 |
12.056 |
0.814 |
7 |
70,581 |
237 |
|
| 5/23/16 |
3/26/18 |
672 |
|
- cash - |
| |
3/26/18 |
4/23/18 |
28 |
 |
 |
 |
General Electric |
100 |
973 |
|
72.491 |
83.411 |
61.572 |
-10.920 |
-15 |
59,957 |
-88 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 4/23/18 |
6/04/18 |
42 |
|
- cash - |
| |
6/04/18 |
6/11/18 |
7 |
 |
 |
 |
Deutsche Bank |
100 |
7,155 |
|
8.379 |
8.523 |
8.235 |
-0.144 |
-2 |
58,925 |
-60 |
|
| 6/11/18 |
6/18/18 |
7 |
|
- cash - |
| |
6/18/18 |
7/16/18 |
28 |
 |
 |
 |
Deutsche Bank |
100 |
7,088 |
|
8.313 |
9.119 |
7.508 |
-0.805 |
-10 |
53,218 |
-73 |
|
| 7/16/18 |
10/15/18 |
91 |
|
- cash - |
| |
10/15/18 |
11/26/18 |
42 |
 |
 |
 |
Vodafone |
100 |
34,647 |
|
1.536 |
1.648 |
1.424 |
-0.112 |
-7 |
49,331 |
-48 |
|
| |
11/26/18 |
12/03/18 |
7 |
 |
 |
 |
General Electric |
100 |
1,043 |
|
47.293 |
49.047 |
45.540 |
-1.754 |
-4 |
47,502 |
-86 |
|
| 12/03/18 |
12/10/18 |
7 |
|
- cash - |
| |
12/10/18 |
2/04/19 |
56 |
 |
 |
 |
General Electric |
100 |
1,076 |
|
44.134 |
62.652 |
25.616 |
-18.518 |
-42 |
27,576 |
-97 |
|
| |
2/04/19 |
2/11/19 |
7 |
 |
 |
 |
Societe Generale |
100 |
1,221 |
|
22.578 |
21.474 |
23.739 |
1.161 |
5 |
28,994 |
1,266 |
|
| 2/11/19 |
3/04/19 |
21 |
|
- cash - |
| |
3/04/19 |
3/18/19 |
14 |
 |
 |
 |
Vodafone |
100 |
22,072 |
|
1.314 |
1.314 |
1.314 |
0.000 |
0 |
28,994 |
0 |
|
| 3/18/19 |
3/02/20 |
350 |
|
- cash - |
| |
3/02/20 |
7/20/20 |
140 |
 |
 |
 |
Nissan Motor |
100 |
868,491 |
|
0.033 |
0.031 |
0.036 |
0.002 |
6 |
30,831 |
17 |
|
| |
7/20/20 |
8/10/20 |
21 |
 |
 |
 |
UnibailRodaWestfield |
100 |
13,581 |
|
2.270 |
1.937 |
2.661 |
0.390 |
17 |
36,134 |
1,478 |
|
| 8/10/20 |
3/07/22 |
574 |
|
- cash - |
| |
3/07/22 |
3/14/22 |
7 |
 |
 |
 |
Vivendi |
100 |
4,057 |
|
8.905 |
9.886 |
7.923 |
-0.982 |
-11 |
32,152 |
-100 |
|
| 3/14/22 |
6/13/22 |
91 |
|
- cash - |
| |
6/13/22 |
8/15/22 |
63 |
 |
 |
 |
Philips |
100 |
1,764 |
|
18.224 |
16.419 |
20.228 |
2.003 |
11 |
35,686 |
83 |
|
| 8/15/22 |
8/29/22 |
14 |
|
- cash - |
| |
8/29/22 |
11/21/22 |
84 |
 |
 |
 |
Philips |
100 |
2,485 |
|
14.355 |
11.867 |
17.366 |
3.010 |
21 |
43,167 |
129 |
|
| 11/21/22 |
10/09/23 |
322 |
|
- cash - |
| |
10/09/23 |
10/16/23 |
7 |
 |
 |
 |
Raytheon Tech |
100 |
721 |
|
59.791 |
60.624 |
58.959 |
-0.833 |
-1 |
42,566 |
-52 |
|
| 10/16/23 |
10/23/23 |
7 |
|
- cash - |
| |
10/23/23 |
11/06/23 |
14 |
 |
 |
 |
Pfizer |
100 |
1,689 |
|
25.201 |
25.198 |
25.205 |
0.003 |
0 |
42,572 |
0 |
|
| 11/06/23 |
2/01/26 |
818 |
|
- cash - |
| accum | 6/12/06 |
11/06/23 | 1575 |
days out of 7335 invested (21%) |
326 |
42,572 |
40 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Citigroup | short | 1/21/08 | 8/11/08 | 203 | 124.77 | 103.18 | 150.88 | 26.11 | 20.92 | | | |
| | | 11/24/08 | 4/06/09 | 133 | 39.87 | 18.33 | 86.72 | 46.85 | 117.52 | | | |
| | | 4/13/09 | 4/27/09 | 14 | 25.90 | 20.91 | 32.06 | 6.17 | 23.82 | | | 225.68 |
| Anglo American | | 10/06/08 | 11/24/08 | 49 | 15.11 | 13.90 | 16.43 | 1.32 | 8.70 | | | |
| | | 8/17/15 | 11/23/15 | 98 | 7.55 | 4.41 | 12.93 | 5.38 | 71.19 | | | |
| | | 11/30/15 | 2/01/16 | 63 | 4.09 | 2.74 | 6.09 | 2.01 | 49.12 | | | 177.49 |
| Carrefour | | 7/18/11 | 1/09/12 | 175 | 18.89 | 13.69 | 26.07 | 7.18 | 38.01 | | | 38.01 |
| Philips | | 6/27/11 | 7/04/11 | 7 | 15.03 | 15.82 | 14.23 | -0.79 | -5.29 | | | |
| | | 6/13/22 | 8/15/22 | 63 | 18.22 | 16.42 | 20.23 | 2.00 | 10.99 | | | |
| | | 8/29/22 | 11/21/22 | 84 | 14.36 | 11.87 | 17.37 | 3.01 | 20.97 | | | 27.17 |
| UnibailRodaWestfield | | 7/20/20 | 8/10/20 | 21 | 2.27 | 1.94 | 2.66 | 0.39 | 17.20 | | | 17.20 |
| UBS | | 9/01/08 | 10/06/08 | 35 | 11.93 | 10.45 | 13.62 | 1.69 | 14.18 | | | 14.18 |
| Nissan Motor | | 3/02/20 | 7/20/20 | 140 | 0.03 | 0.03 | 0.04 | 0.00 | 6.34 | | | 6.34 |
| Societe Generale | | 2/04/19 | 2/11/19 | 7 | 22.58 | 21.47 | 23.74 | 1.16 | 5.14 | | | 5.14 |
| Sony | | 6/13/11 | 6/20/11 | 7 | 0.15 | 0.15 | 0.16 | 0.00 | 1.90 | | | 1.90 |
| Ford Motor | | 7/17/06 | 7/24/06 | 7 | 3.49 | 3.42 | 3.55 | 0.07 | 1.89 | | | 1.89 |
| BP | | 8/16/10 | 9/27/10 | 42 | 4.10 | 4.04 | 4.16 | 0.06 | 1.45 | | | 1.45 |
| Repsol | | 6/04/12 | 6/18/12 | 14 | 9.90 | 9.83 | 9.97 | 0.07 | 0.72 | | | 0.72 |
| RWE | | 10/04/10 | 10/11/10 | 7 | 42.80 | 42.70 | 42.90 | 0.10 | 0.23 | | | 0.23 |
| Pfizer | | 10/23/23 | 11/06/23 | 14 | 25.20 | 25.20 | 25.20 | 0.00 | 0.01 | | | 0.01 |
| Deutsche Telekom | | 9/11/06 | 9/18/06 | 7 | 7.86 | 7.87 | 7.85 | -0.01 | -0.10 | | | -0.10 |
| Raytheon Tech | | 10/09/23 | 10/16/23 | 7 | 59.79 | 60.62 | 58.96 | -0.83 | -1.39 | | | -1.39 |
| Saint-Gobain | | 10/13/14 | 11/03/14 | 21 | 25.32 | 26.63 | 24.01 | -1.31 | -5.18 | | | -5.18 |
| Ericsson | | 11/19/07 | 12/03/07 | 14 | 5.68 | 6.06 | 5.29 | -0.38 | -6.77 | | | |
| | | 12/17/07 | 12/24/07 | 7 | 5.85 | 5.81 | 5.89 | 0.04 | 0.64 | | | -6.17 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Vodafone | | 10/15/18 | 11/26/18 | 42 | 1.54 | 1.65 | 1.42 | -0.11 | -7.30 | | | |
| | | 3/04/19 | 3/18/19 | 14 | 1.31 | 1.31 | 1.31 | 0.00 | 0.00 | | | -7.30 |
| Banco Bilbao Viz | | 5/24/10 | 7/12/10 | 49 | 7.01 | 7.54 | 6.48 | -0.53 | -7.56 | | | -7.56 |
| Vivendi | | 3/07/22 | 3/14/22 | 7 | 8.90 | 9.89 | 7.92 | -0.98 | -11.02 | | | -11.02 |
| Intel | | 6/12/06 | 7/03/06 | 21 | 9.16 | 10.48 | 7.85 | -1.31 | -14.34 | | | |
| | | 8/07/06 | 8/14/06 | 7 | 9.08 | 9.46 | 8.70 | -0.38 | -4.19 | | | -17.93 |
| Standard Chartered | | 3/28/16 | 4/25/16 | 28 | 4.41 | 5.21 | 3.61 | -0.80 | -18.17 | | | -18.17 |
| Deutsche Bank | | 2/08/16 | 2/29/16 | 21 | 9.57 | 11.15 | 7.98 | -1.59 | -16.57 | | | |
| | | 5/02/16 | 5/23/16 | 21 | 11.24 | 10.48 | 12.06 | 0.81 | 7.24 | | | |
| | | 6/04/18 | 6/11/18 | 7 | 8.38 | 8.52 | 8.23 | -0.14 | -1.72 | | | |
| | | 6/18/18 | 7/16/18 | 28 | 8.31 | 9.12 | 7.51 | -0.81 | -9.69 | | | -20.59 |
| General Electric | | 3/26/18 | 4/23/18 | 28 | 72.49 | 83.41 | 61.57 | -10.92 | -15.06 | | | |
| | | 11/26/18 | 12/03/18 | 7 | 47.29 | 49.05 | 45.54 | -1.75 | -3.71 | | | |
| | | 12/10/18 | 2/04/19 | 56 | 44.13 | 62.65 | 25.62 | -18.52 | -41.96 | | | -52.53 |
Annotations
| 2/28/24 | Seven & i | | | stock split 1:3 (three for one) |
| 2/26/24 | Walmart | | | stock split 1:3 (three for one) |
| 9/28/23 | Honda Motor | | | stock split 1:3 (three for one) |
| 7/18/22 | Alphabet A | | | stock split 1:20 (twenty for one) |
| | GlaxoSmithKline | | | demergers OTC business -> Haleon |
| 9/29/21 | Toyota | | | stock split 1:5 (five for one) |
| 8/02/21 | General Electric | | | reverse stock split 8:1 (eight become one) |
| 4/03/20 | Raytheon Tech | | | spin-off Carrier and Otis = split 1000:1589 due to UTX-RTN merger |
| 5/04/18 | Samsung Electronics | | | stock split 1:50 (fifty for one) |
| 10/04/16 | SP Global 100 | | | EMC2 removed (acquired by Dell) |
| 9/12/16 | E.on | | | demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on) |
| 12/24/15 | Nike | | | stock split 1:2 (two for one) |
| 11/02/15 | Hewlett-Packard | | | forward stock split 1000:2202 (two thousand two hundred and two for one thousand) |
| | Hewlett-Packard | | | spin-off of HP Enterprise |
| 10/02/15 | Google A | | | changes name to Alphabet |
| 4/24/15 | GDF Suez | | | changes name to Engie |
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