| | |
| | |
Assessment - SP Global 100 in Renminbi yuán - 7/01/24 - RS = 23
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
S&P Global 100 |
27,361.018 |
8/12/24 |
0.32 |
28,768.005 |
-4.89 |
23,980.938 |
4,787.067 |
19.96 |
|
21.22 |
| |  |
 |
 |
 |
|
 |
Barclays |
2,026.341 |
8/12/24 |
0.85 |
1,962.816 |
3.24 |
1,325.913 |
636.903 |
48.04 |
|
35.04 |
| |  |
 |
 |
 |
L |
 |
ABB |
366.775 |
8/12/24 |
0.55 |
406.024 |
-9.67 |
300.213 |
105.811 |
35.25 |
|
34.27 |
| |  |
 |
 |
 |
L |
 |
Anglo American |
20,553.409 |
8/12/24 |
0.29 |
22,394.700 |
-8.22 |
16,020.003 |
6,374.697 |
39.79 |
|
17.35 |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
103.954 |
8/12/24 |
0.14 |
120.342 |
-13.62 |
93.550 |
26.793 |
28.64 |
|
31.67 |
| |  |
 |
 |
 |
|
 |
ING Groep |
118.983 |
8/12/24 |
0.21 |
127.779 |
-6.88 |
100.836 |
26.942 |
26.72 |
|
21.65 |
| |  |
 |
 |
 |
|
 |
Standard Chartered |
6,647.060 |
8/12/24 |
0.92 |
6,740.966 |
-1.39 |
5,311.337 |
1,429.628 |
26.92 |
|
8.68 |
| |  |
 |
 |
 |
L |
 |
Alphabet A |
1,181.884 |
8/12/24 |
-0.84 |
1,332.632 |
-11.31 |
1,049.579 |
283.053 |
26.97 |
|
31.14 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
1,650.158 |
8/12/24 |
0.38 |
1,760.299 |
-6.26 |
1,410.300 |
349.999 |
24.82 |
|
25.98 |
| |  |
 |
 |
 |
L |
 |
Walmart |
500.311 |
8/12/24 |
1.10 |
491.426 |
1.81 |
389.162 |
102.264 |
26.28 |
|
21.97 |
| |  |
 |
 |
 |
|
 |
General Electric |
1,215.238 |
8/12/24 |
-0.16 |
1,157.706 |
4.97 |
943.464 |
214.242 |
22.71 |
|
23.92 |
| |  |
 |
 |
 |
|
 |
Shell |
257.971 |
8/12/24 |
0.93 |
264.650 |
-2.52 |
219.184 |
45.466 |
20.74 |
|
12.00 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
1,501.587 |
8/12/24 |
0.19 |
1,496.198 |
0.36 |
1,222.988 |
273.211 |
22.34 |
|
25.29 |
| |  |
 |
 |
 |
L |
 |
Goldman Sachs |
3,535.674 |
8/12/24 |
-0.97 |
3,376.623 |
4.71 |
2,774.818 |
601.805 |
21.69 |
|
28.17 |
| |  |
 |
 |
 |
|
 |
Citigroup |
421.222 |
8/12/24 |
|
461.932 |
-8.81 |
379.888 |
82.044 |
21.60 |
|
28.68 |
| |  |
 |
 |
 |
L |
 |
HP |
246.004 |
8/12/24 |
0.72 |
254.670 |
-3.40 |
209.786 |
44.884 |
21.40 |
|
18.98 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
574.607 |
8/12/24 |
-0.41 |
581.949 |
-1.26 |
489.139 |
92.810 |
18.97 |
|
18.05 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
31.941 |
8/12/24 |
-0.24 |
34.741 |
-8.06 |
29.256 |
5.485 |
18.75 |
|
15.64 |
| |  |
 |
 |
 |
L |
 |
Unilever |
430.408 |
8/12/24 |
-0.36 |
401.037 |
7.32 |
338.354 |
62.683 |
18.53 |
|
10.82 |
| |  |
 |
 |
 |
L |
 |
Colgate-Palmolive |
737.576 |
8/12/24 |
-0.77 |
695.774 |
6.01 |
578.171 |
117.603 |
20.34 |
|
19.65 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
866.622 |
8/12/24 |
0.13 |
837.201 |
3.51 |
696.077 |
141.124 |
20.27 |
|
6.97 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
3,430.767 |
8/12/24 |
1.01 |
3,647.143 |
-5.93 |
3,121.464 |
525.679 |
16.84 |
|
19.70 |
| |  |
 |
 |
 |
L |
 |
Raytheon Tech |
849.144 |
8/12/24 |
0.39 |
724.977 |
17.13 |
611.242 |
113.735 |
18.61 |
|
13.53 |
| |  |
 |
 |
 |
|
 |
Canon |
203.952 |
8/09/24 |
1.64 |
198.634 |
2.68 |
183.188 |
15.446 |
8.43 |
|
4.19 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
69.709 |
8/12/24 |
0.27 |
74.208 |
-6.06 |
64.028 |
10.181 |
15.90 |
|
13.61 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
117,658.485 |
8/12/24 |
0.63 |
113,276.212 |
3.87 |
96,877.476 |
16,398.737 |
16.93 |
|
15.78 |
| |  |
 |
 |
 |
L |
 |
HSBC |
5,928.036 |
8/12/24 |
0.22 |
6,360.739 |
-6.80 |
5,463.194 |
897.545 |
16.43 |
|
11.40 |
| |  |
 |
 |
 |
L |
 |
Morgan Stanley |
690.676 |
8/12/24 |
0.13 |
722.137 |
-4.36 |
616.347 |
105.790 |
17.16 |
|
15.41 |
| |  |
 |
 |
 |
|
 |
Microsoft |
2,962.611 |
8/12/24 |
0.19 |
3,326.155 |
-10.93 |
2,850.666 |
475.489 |
16.68 |
|
23.93 |
| |  |
 |
 |
 |
|
 |
Repsol |
99.713 |
8/12/24 |
0.67 |
116.273 |
-14.24 |
101.698 |
14.574 |
14.33 |
|
4.35 |
| |  |
 |
 |
 |
|
 |
Caterpillar |
2,447.152 |
8/12/24 |
-0.66 |
2,396.539 |
2.11 |
2,075.362 |
321.177 |
15.48 |
|
13.84 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
71.806 |
8/12/24 |
-2.38 |
92.925 |
-22.73 |
80.521 |
12.404 |
15.40 |
|
6.31 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
838.159 |
8/12/24 |
0.10 |
905.856 |
-7.47 |
822.645 |
83.211 |
10.12 |
|
12.90 |
| |  |
 |
 |
 |
|
 |
UnibailRodaWestfield |
26.880 |
8/12/24 |
0.73 |
29.156 |
-7.81 |
25.376 |
3.780 |
14.90 |
|
27.17 |
| |  |
 |
 |
 |
L |
 |
Apple |
1,584.171 |
8/12/24 |
0.71 |
1,578.491 |
0.36 |
1,393.951 |
184.540 |
13.24 |
|
19.21 |
| |  |
 |
 |
 |
L |
 |
Texas Instruments |
1,398.685 |
8/12/24 |
-0.08 |
1,417.183 |
-1.31 |
1,256.922 |
160.261 |
12.75 |
|
16.72 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
482.120 |
8/12/24 |
0.60 |
496.883 |
-2.97 |
452.471 |
44.412 |
9.82 |
|
4.40 |
| |  |
 |
 |
 |
|
 |
Toyota |
110.315 |
8/09/24 |
-0.14 |
148.018 |
-25.47 |
144.898 |
3.119 |
2.15 |
|
6.02 |
| |  |
 |
 |
 |
L |
 |
Procter & Gamble |
1,214.801 |
8/12/24 |
-2.19 |
1,185.015 |
2.51 |
1,063.024 |
121.992 |
11.48 |
|
6.22 |
| |  |
 |
 |
 |
|
 |
Chevron |
1,056.114 |
8/12/24 |
0.02 |
1,139.863 |
-7.35 |
1,024.417 |
115.447 |
11.27 |
|
1.51 |
| |  |
 |
 |
 |
L |
 |
Philip Morris |
845.430 |
8/12/24 |
0.07 |
737.357 |
14.66 |
664.516 |
72.842 |
10.96 |
|
8.15 |
| |  |
 |
 |
 |
L |
 |
Ericsson |
48.680 |
8/12/24 |
1.14 |
45.955 |
5.93 |
42.221 |
3.733 |
8.84 |
|
20.16 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
64.003 |
8/09/24 |
-0.14 |
79.350 |
-19.34 |
78.231 |
1.118 |
1.43 |
|
0.47 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
448.999 |
8/12/24 |
-0.57 |
506.179 |
-11.30 |
464.537 |
41.642 |
8.96 |
|
-2.58 |
| |  |
 |
 |
 |
L |
 |
Fox A |
282.781 |
8/12/24 |
-1.27 |
248.480 |
13.80 |
224.812 |
23.668 |
10.53 |
|
9.33 |
| |  |
 |
 |
 |
|
 |
Samsung Electronics |
397.600 |
8/12/24 |
1.07 |
430.778 |
-7.70 |
403.794 |
26.984 |
6.68 |
|
8.53 |
| |  |
 |
 |
 |
L |
 |
Philips |
203.565 |
8/12/24 |
-0.91 |
183.177 |
11.13 |
169.079 |
14.098 |
8.34 |
|
17.00 |
| |  |
 |
 |
 |
|
 |
Siemens |
1,227.952 |
8/12/24 |
0.01 |
1,383.555 |
-11.25 |
1,280.239 |
103.316 |
8.07 |
|
13.64 |
| |  |
 |
 |
 |
|
 |
Aviva |
4,457.765 |
8/12/24 |
0.35 |
4,382.272 |
1.72 |
4,018.723 |
363.549 |
9.05 |
|
13.11 |
| |  |
 |
 |
 |
S |
 |
LVMH |
4,961.020 |
8/12/24 |
-0.14 |
5,561.717 |
-10.80 |
5,193.822 |
367.895 |
7.08 |
|
-6.65 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
BP |
4,047.157 |
8/12/24 |
1.35 |
4,405.288 |
-8.13 |
4,080.472 |
324.816 |
7.96 |
|
-0.34 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
826.423 |
8/12/24 |
-0.93 |
931.437 |
-11.27 |
858.629 |
72.808 |
8.48 |
|
12.56 |
| |  |
 |
 |
 |
L |
 |
DuPont |
570.441 |
8/12/24 |
-0.25 |
577.287 |
-1.19 |
534.819 |
42.468 |
7.94 |
|
8.57 |
| |  |
 |
 |
 |
|
 |
UBS |
200.272 |
8/12/24 |
0.44 |
217.438 |
-7.89 |
209.967 |
7.471 |
3.56 |
|
13.30 |
| |  |
 |
 |
 |
L |
 |
Coca-Cola |
496.451 |
8/12/24 |
-0.74 |
460.839 |
7.73 |
428.272 |
32.567 |
7.60 |
|
7.26 |
| |  |
 |
 |
 |
|
 |
Marsh & McLennan |
1,582.860 |
8/12/24 |
-1.23 |
1,531.154 |
3.38 |
1,426.663 |
104.491 |
7.32 |
|
7.88 |
| |  |
 |
 |
 |
|
 |
Aegon |
43.447 |
8/12/24 |
0.22 |
45.744 |
-5.02 |
43.516 |
2.228 |
5.12 |
|
13.36 |
| |  |
 |
 |
 |
|
 |
Allianz |
1,998.937 |
8/12/24 |
|
2,050.493 |
-2.51 |
1,957.575 |
92.918 |
4.75 |
|
9.85 |
| |  |
 |
 |
 |
|
 |
Telefónica |
31.496 |
8/12/24 |
0.12 |
31.113 |
1.23 |
29.875 |
1.238 |
4.14 |
|
3.38 |
| |  |
 |
 |
 |
S |
 |
BASF |
322.455 |
8/12/24 |
-0.22 |
346.748 |
-7.01 |
335.456 |
11.293 |
3.37 |
|
-3.63 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
685.328 |
8/12/24 |
0.87 |
646.661 |
5.98 |
623.254 |
23.407 |
3.76 |
|
-0.54 |
| |  |
 |
 |
 |
L |
 |
Novartis |
779.649 |
8/12/24 |
0.16 |
779.488 |
0.02 |
781.579 |
-2.091 |
-0.27 |
|
7.90 |
| |  |
 |
 |
 |
|
 |
Axa |
252.699 |
8/12/24 |
-0.77 |
244.184 |
3.49 |
240.652 |
3.532 |
1.47 |
|
4.57 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
193.176 |
8/12/24 |
0.49 |
184.974 |
4.43 |
182.556 |
2.418 |
1.32 |
|
11.44 |
| |  |
 |
 |
 |
|
 |
Seven & i |
75.384 |
8/09/24 |
-0.54 |
88.342 |
-14.67 |
93.797 |
-5.455 |
-5.82 |
|
-8.25 |
| |  |
 |
 |
 |
|
 |
IBM |
1,379.896 |
8/12/24 |
-1.03 |
1,275.173 |
8.21 |
1,242.543 |
32.630 |
2.63 |
|
10.94 |
| |  |
 |
 |
 |
|
 |
Vivendi |
74.115 |
8/12/24 |
0.40 |
77.130 |
-3.91 |
77.065 |
0.065 |
0.08 |
|
7.97 |
| |  |
 |
 |
 |
L |
 |
Pfizer |
207.188 |
8/12/24 |
-0.35 |
205.513 |
0.82 |
203.532 |
1.982 |
0.97 |
|
-5.58 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
251.594 |
8/09/24 |
-1.33 |
283.730 |
-11.33 |
308.407 |
-24.676 |
-8.00 |
|
-4.88 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
45,498.297 |
8/12/24 |
0.56 |
48,186.581 |
-5.58 |
48,374.702 |
-188.120 |
-0.39 |
|
1.32 |
| |  |
 |
 |
 |
|
 |
PepsiCo |
1,248.373 |
8/12/24 |
-0.56 |
1,186.253 |
5.24 |
1,187.041 |
-0.787 |
-0.07 |
|
-4.68 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
730.366 |
8/12/24 |
-0.47 |
828.399 |
-11.83 |
845.710 |
-17.311 |
-2.05 |
|
-7.41 |
| |  |
 |
 |
 |
|
 |
GSK |
14,472.546 |
8/12/24 |
0.42 |
14,049.049 |
3.01 |
14,232.481 |
-183.432 |
-1.29 |
|
1.65 |
| |  |
 |
 |
 |
|
 |
E.on |
96.276 |
8/12/24 |
0.78 |
95.338 |
0.98 |
97.624 |
-2.286 |
-2.34 |
|
2.77 |
| |  |
 |
 |
 |
|
 |
Sanofi |
747.317 |
8/12/24 |
-0.60 |
717.477 |
4.16 |
738.057 |
-20.580 |
-2.79 |
|
-0.19 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
L´Oreal |
2,942.164 |
8/12/24 |
-1.59 |
3,220.250 |
-8.64 |
3,327.916 |
-107.667 |
-3.24 |
|
-2.88 |
| |  |
 |
 |
 |
|
 |
BHP |
19,278.315 |
8/12/24 |
-0.14 |
21,045.954 |
-8.40 |
21,621.333 |
-575.378 |
-2.66 |
|
-1.34 |
| |  |
 |
 |
 |
|
 |
Societe Generale |
160.290 |
8/12/24 |
0.44 |
176.538 |
-9.20 |
183.104 |
-6.566 |
-3.59 |
|
-4.95 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
18.489 |
8/09/24 |
-0.56 |
24.898 |
-25.74 |
28.363 |
-3.465 |
-12.22 |
|
-12.27 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
714.369 |
8/12/24 |
-0.40 |
740.481 |
-3.53 |
807.163 |
-66.681 |
-8.26 |
|
-8.30 |
| |  |
 |
 |
 |
|
 |
Panasonic |
47.709 |
8/09/24 |
1.34 |
59.405 |
-19.69 |
68.319 |
-8.914 |
-13.05 |
|
-17.47 |
| |  |
 |
 |
 |
L |
 |
3M |
898.374 |
8/12/24 |
-0.65 |
732.697 |
22.61 |
776.598 |
-43.902 |
-5.65 |
|
3.12 |
| |  |
 |
 |
 |
S |
 |
Sony |
555.517 |
8/09/24 |
0.28 |
619.745 |
-10.36 |
719.146 |
-99.401 |
-13.82 |
|
-1.34 |
| |  |
 |
 |
 |
S |
 |
Diageo |
22,569.622 |
8/12/24 |
1.03 |
22,832.006 |
-1.15 |
24,704.214 |
-1,872.207 |
-7.58 |
|
-15.07 |
| |  |
 |
 |
 |
S |
 |
Johnson & Johnson |
1,164.333 |
8/12/24 |
-0.46 |
1,066.455 |
9.18 |
1,168.061 |
-101.605 |
-8.70 |
|
-5.71 |
| |  |
 |
 |
 |
|
 |
Prudential |
5,849.781 |
8/12/24 |
0.41 |
6,575.250 |
-11.03 |
7,285.479 |
-710.229 |
-9.75 |
|
-15.20 |
| |  |
 |
 |
 |
L |
 |
RWE |
252.777 |
8/12/24 |
1.70 |
254.652 |
-0.74 |
287.701 |
-33.050 |
-11.49 |
|
-8.16 |
| |  |
 |
 |
 |
S |
 |
Engie |
119.788 |
8/12/24 |
0.49 |
107.251 |
11.69 |
122.430 |
-15.179 |
-12.40 |
|
-9.37 |
| |  |
 |
 |
 |
S |
 |
National Grid |
9,007.595 |
8/12/24 |
-0.04 |
8,151.395 |
10.50 |
9,431.603 |
-1,280.209 |
-13.57 |
|
-11.32 |
| |  |
 |
 |
 |
|
 |
Carrefour |
107.251 |
8/12/24 |
-0.36 |
104.634 |
2.50 |
124.733 |
-20.099 |
-16.11 |
|
-18.52 |
| |  |
 |
 |
 |
S |
 |
Orange |
79.012 |
8/12/24 |
-0.25 |
73.630 |
7.31 |
87.971 |
-14.341 |
-16.30 |
|
-11.79 |
| |  |
 |
 |
 |
S |
 |
McDonald´s |
1,962.354 |
8/12/24 |
0.58 |
1,820.563 |
7.79 |
2,145.387 |
-324.824 |
-15.14 |
|
-9.47 |
| |  |
 |
 |
 |
S |
 |
Bristol-Myers |
342.716 |
8/12/24 |
0.73 |
300.769 |
13.95 |
356.378 |
-55.609 |
-15.60 |
|
-20.17 |
| |  |
 |
 |
 |
S |
 |
Kimberly-Clark |
13.515 |
8/12/24 |
-1.01 |
12.379 |
9.18 |
16.100 |
-3.720 |
-23.11 |
|
-19.68 |
| |  |
 |
 |
 |
L |
 |
Bayer |
202.784 |
8/12/24 |
-0.04 |
204.424 |
-0.80 |
257.419 |
-52.995 |
-20.59 |
|
-24.37 |
| |  |
 |
 |
 |
|
 |
Nike |
543.569 |
8/12/24 |
0.40 |
559.518 |
-2.85 |
722.965 |
-163.448 |
-22.61 |
|
-23.51 |
| |  |
 |
 |
 |
S |
 |
Intel |
140.990 |
8/12/24 |
-1.78 |
224.594 |
-37.22 |
346.673 |
-122.079 |
-35.21 |
|
-17.33 |
| SP Global 100 - 96 out of 96 instruments rated - 7/01/24 / 1/22/24 - 65 did rise, Market-Ratio(23) in CNY = 67.71 % |
Technical Chart
Transactions SP Global 100 in Renminbi yuán * 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 |
74 |
|
135.069 |
154.733 |
115.406 |
-19.664 |
-15 |
8,545 |
-94 |
|
| 7/03/06 |
7/17/06 |
14 |
|
- cash - |
| |
7/17/06 |
7/24/06 |
7 |
 |
 |
 |
Ford Motor |
100 |
166 |
|
51.246 |
50.771 |
51.726 |
0.480 |
1 |
8,625 |
63 |
|
| 7/24/06 |
8/07/06 |
14 |
|
- cash - |
| |
8/07/06 |
8/14/06 |
7 |
 |
 |
 |
Intel |
100 |
62 |
|
138.175 |
142.562 |
133.788 |
-4.387 |
-3 |
8,353 |
-81 |
|
| 8/14/06 |
9/11/06 |
28 |
|
- cash - |
| |
9/11/06 |
9/18/06 |
7 |
 |
 |
 |
Deutsche Telekom |
100 |
71 |
|
116.546 |
117.590 |
115.502 |
-1.044 |
-1 |
8,278 |
-37 |
|
| 9/18/06 |
11/19/07 |
427 |
|
- cash - |
| |
11/19/07 |
12/03/07 |
14 |
 |
 |
 |
Ericsson |
100 |
95 |
|
86.566 |
92.186 |
80.946 |
-5.620 |
-6 |
7,744 |
-83 |
|
| 12/03/07 |
12/17/07 |
14 |
|
- cash - |
| |
12/17/07 |
12/24/07 |
7 |
 |
 |
 |
Ericsson |
100 |
89 |
|
86.977 |
84.899 |
89.106 |
2.129 |
2 |
7,934 |
253 |
|
| 12/24/07 |
1/21/08 |
28 |
|
- cash - |
| |
1/21/08 |
8/11/08 |
203 |
 |
 |
 |
Citigroup |
100 |
4 |
|
1,767.114 |
1,359.452 |
2,297.023 |
529.909 |
30 |
10,054 |
60 |
|
| 8/11/08 |
9/01/08 |
21 |
|
- cash - |
| |
9/01/08 |
10/06/08 |
35 |
 |
 |
 |
UBS |
100 |
67 |
|
148.451 |
126.659 |
173.993 |
25.541 |
17 |
11,765 |
424 |
|
| |
10/06/08 |
11/24/08 |
49 |
 |
 |
 |
Anglo American |
100 |
64 |
|
183.188 |
141.727 |
236.778 |
53.590 |
29 |
15,195 |
576 |
|
| |
11/24/08 |
4/06/09 |
133 |
 |
 |
 |
Citigroup |
100 |
37 |
|
406.522 |
185.922 |
888.865 |
482.344 |
119 |
33,041 |
756 |
|
| 4/06/09 |
4/13/09 |
7 |
|
- cash - |
| |
4/13/09 |
4/27/09 |
14 |
 |
 |
 |
Citigroup |
100 |
127 |
|
259.752 |
209.586 |
321.924 |
62.173 |
24 |
40,937 |
26,799 |
|
| 4/27/09 |
5/24/10 |
392 |
|
- cash - |
| |
5/24/10 |
7/12/10 |
49 |
 |
 |
 |
Banco Bilbao Viz |
100 |
590 |
|
69.284 |
76.907 |
61.661 |
-7.623 |
-11 |
36,440 |
-58 |
|
| 7/12/10 |
8/16/10 |
35 |
|
- cash - |
| |
8/16/10 |
9/27/10 |
42 |
 |
 |
 |
BP |
100 |
839 |
|
43.422 |
42.852 |
43.999 |
0.577 |
1 |
36,924 |
12 |
|
| 9/27/10 |
10/04/10 |
7 |
|
- cash - |
| |
10/04/10 |
10/11/10 |
7 |
 |
 |
 |
RWE |
100 |
81 |
|
452.883 |
454.564 |
451.202 |
-1.681 |
0 |
36,788 |
-18 |
|
| 10/11/10 |
6/13/11 |
245 |
|
- cash - |
| |
6/13/11 |
6/20/11 |
7 |
 |
 |
 |
Sony |
100 |
22,689 |
|
1.621 |
1.585 |
1.659 |
0.037 |
2 |
37,630 |
226 |
|
| 6/20/11 |
6/27/11 |
7 |
|
- cash - |
| |
6/27/11 |
7/04/11 |
7 |
 |
 |
 |
Philips |
100 |
242 |
|
155.243 |
164.353 |
146.134 |
-9.110 |
-6 |
35,426 |
-96 |
|
| 7/04/11 |
7/18/11 |
14 |
|
- cash - |
| |
7/18/11 |
1/09/12 |
175 |
 |
 |
 |
Carrefour |
100 |
180 |
|
196.085 |
133.564 |
287.871 |
91.787 |
47 |
51,947 |
123 |
|
| 1/09/12 |
6/04/12 |
147 |
|
- cash - |
| |
6/04/12 |
6/18/12 |
14 |
 |
 |
 |
Repsol |
100 |
538 |
|
96.436 |
97.463 |
95.409 |
-1.027 |
-1 |
51,395 |
-24 |
|
| 6/18/12 |
10/13/14 |
847 |
|
- cash - |
| |
10/13/14 |
11/03/14 |
21 |
 |
 |
 |
Saint-Gobain |
100 |
206 |
|
249.253 |
260.206 |
238.300 |
-10.953 |
-4 |
49,139 |
-54 |
|
| 11/03/14 |
8/17/15 |
287 |
|
- cash - |
| |
8/17/15 |
11/23/15 |
98 |
 |
 |
 |
Anglo American |
100 |
652 |
|
75.271 |
42.647 |
132.852 |
57.581 |
76 |
86,681 |
730 |
|
| 11/23/15 |
11/30/15 |
7 |
|
- cash - |
| |
11/30/15 |
2/01/16 |
63 |
 |
 |
 |
Anglo American |
100 |
2,203 |
|
39.333 |
26.019 |
59.461 |
20.128 |
51 |
131,023 |
996 |
|
| 2/01/16 |
2/08/16 |
7 |
|
- cash - |
| |
2/08/16 |
2/29/16 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
1,443 |
|
90.756 |
101.693 |
79.819 |
-10.937 |
-12 |
115,241 |
-89 |
|
| 2/29/16 |
3/28/16 |
28 |
|
- cash - |
| |
3/28/16 |
4/25/16 |
28 |
 |
 |
 |
Standard Chartered |
100 |
2,827 |
|
40.762 |
48.958 |
32.566 |
-8.196 |
-20 |
92,071 |
-95 |
|
| 4/25/16 |
5/02/16 |
7 |
|
- cash - |
| |
5/02/16 |
5/23/16 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
861 |
|
106.814 |
99.523 |
114.639 |
7.825 |
7 |
98,808 |
242 |
|
| 5/23/16 |
3/26/18 |
672 |
|
- cash - |
| |
3/26/18 |
4/23/18 |
28 |
 |
 |
 |
General Electric |
100 |
152 |
|
646.626 |
733.844 |
559.408 |
-87.218 |
-13 |
85,551 |
-85 |
|
| 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 |
1,197 |
|
71.445 |
73.007 |
69.884 |
-1.562 |
-2 |
83,682 |
-68 |
|
| 6/11/18 |
6/18/18 |
7 |
|
- cash - |
| |
6/18/18 |
7/16/18 |
28 |
 |
 |
 |
Deutsche Bank |
100 |
1,180 |
|
70.898 |
80.660 |
61.137 |
-9.762 |
-14 |
72,163 |
-86 |
|
| 7/16/18 |
10/15/18 |
91 |
|
- cash - |
| |
10/15/18 |
11/26/18 |
42 |
 |
 |
 |
Vodafone |
100 |
5,161 |
|
13.982 |
14.660 |
13.305 |
-0.678 |
-5 |
68,666 |
-35 |
|
| |
11/26/18 |
12/03/18 |
7 |
 |
 |
 |
General Electric |
100 |
163 |
|
420.647 |
429.920 |
411.374 |
-9.273 |
-2 |
67,154 |
-69 |
|
| 12/03/18 |
12/10/18 |
7 |
|
- cash - |
| |
12/10/18 |
2/04/19 |
56 |
 |
 |
 |
General Electric |
100 |
175 |
|
383.039 |
550.786 |
215.293 |
-167.746 |
-44 |
37,799 |
-98 |
|
| |
2/04/19 |
2/11/19 |
7 |
 |
 |
 |
Societe Generale |
100 |
190 |
|
198.489 |
187.660 |
209.942 |
11.453 |
6 |
39,975 |
1,764 |
|
| 2/11/19 |
3/04/19 |
21 |
|
- cash - |
| |
3/04/19 |
3/18/19 |
14 |
 |
 |
 |
Vodafone |
100 |
3,443 |
|
11.609 |
11.609 |
11.609 |
0.000 |
0 |
39,975 |
0 |
|
| 3/18/19 |
3/02/20 |
350 |
|
- cash - |
| |
3/02/20 |
7/20/20 |
140 |
 |
 |
 |
Nissan Motor |
100 |
134,646 |
|
0.297 |
0.277 |
0.318 |
0.021 |
7 |
42,764 |
19 |
|
| |
7/20/20 |
8/10/20 |
21 |
 |
 |
 |
UnibailRodaWestfield |
100 |
2,132 |
|
20.056 |
17.638 |
22.805 |
2.749 |
14 |
48,625 |
832 |
|
| 8/10/20 |
3/07/22 |
574 |
|
- cash - |
| |
3/07/22 |
3/14/22 |
7 |
 |
 |
 |
Vivendi |
100 |
658 |
|
73.790 |
81.941 |
65.640 |
-8.151 |
-11 |
43,262 |
-100 |
|
| 3/14/22 |
6/13/22 |
91 |
|
- cash - |
| |
6/13/22 |
8/15/22 |
63 |
 |
 |
 |
Philips |
100 |
288 |
|
149.803 |
134.334 |
167.054 |
17.251 |
12 |
48,230 |
88 |
|
| 8/15/22 |
8/29/22 |
14 |
|
- cash - |
| |
8/29/22 |
11/21/22 |
84 |
 |
 |
 |
Philips |
100 |
414 |
|
116.292 |
100.284 |
134.854 |
18.562 |
16 |
55,915 |
90 |
|
| 11/21/22 |
10/09/23 |
322 |
|
- cash - |
| |
10/09/23 |
10/16/23 |
7 |
 |
 |
 |
Raytheon Tech |
100 |
105 |
|
531.928 |
540.383 |
523.472 |
-8.455 |
-2 |
55,027 |
-57 |
|
| 10/16/23 |
10/23/23 |
7 |
|
- cash - |
| |
10/23/23 |
11/06/23 |
14 |
 |
 |
 |
Pfizer |
100 |
244 |
|
225.482 |
226.795 |
224.170 |
-1.312 |
-1 |
54,707 |
-14 |
|
| 11/06/23 |
3/20/26 |
865 |
|
- cash - |
| accum | 6/12/06 |
11/06/23 | 1575 |
days out of 7382 invested (21%) |
447 |
54,707 |
48 |
|
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 | 1,767.11 | 1,359.45 | 2,297.02 | 529.91 | 29.99 | | | |
| | | 11/24/08 | 4/06/09 | 133 | 406.52 | 185.92 | 888.87 | 482.34 | 118.65 | | | |
| | | 4/13/09 | 4/27/09 | 14 | 259.75 | 209.59 | 321.92 | 62.17 | 23.94 | | | 252.25 |
| Anglo American | | 10/06/08 | 11/24/08 | 49 | 183.19 | 141.73 | 236.78 | 53.59 | 29.25 | | | |
| | | 8/17/15 | 11/23/15 | 98 | 75.27 | 42.65 | 132.85 | 57.58 | 76.50 | | | |
| | | 11/30/15 | 2/01/16 | 63 | 39.33 | 26.02 | 59.46 | 20.13 | 51.17 | | | 244.87 |
| Carrefour | | 7/18/11 | 1/09/12 | 175 | 196.08 | 133.56 | 287.87 | 91.79 | 46.81 | | | 46.81 |
| Philips | | 6/27/11 | 7/04/11 | 7 | 155.24 | 164.35 | 146.13 | -9.11 | -5.87 | | | |
| | | 6/13/22 | 8/15/22 | 63 | 149.80 | 134.33 | 167.05 | 17.25 | 11.52 | | | |
| | | 8/29/22 | 11/21/22 | 84 | 116.29 | 100.28 | 134.85 | 18.56 | 15.96 | | | 21.73 |
| UBS | | 9/01/08 | 10/06/08 | 35 | 148.45 | 126.66 | 173.99 | 25.54 | 17.21 | | | 17.21 |
| UnibailRodaWestfield | | 7/20/20 | 8/10/20 | 21 | 20.06 | 17.64 | 22.81 | 2.75 | 13.71 | | | 13.71 |
| Nissan Motor | | 3/02/20 | 7/20/20 | 140 | 0.30 | 0.28 | 0.32 | 0.02 | 6.98 | | | 6.98 |
| Societe Generale | | 2/04/19 | 2/11/19 | 7 | 198.49 | 187.66 | 209.94 | 11.45 | 5.77 | | | 5.77 |
| Sony | | 6/13/11 | 6/20/11 | 7 | 1.62 | 1.59 | 1.66 | 0.04 | 2.29 | | | 2.29 |
| BP | | 8/16/10 | 9/27/10 | 42 | 43.42 | 42.85 | 44.00 | 0.58 | 1.33 | | | 1.33 |
| Ford Motor | | 7/17/06 | 7/24/06 | 7 | 51.25 | 50.77 | 51.73 | 0.48 | 0.94 | | | 0.94 |
| RWE | | 10/04/10 | 10/11/10 | 7 | 452.88 | 454.56 | 451.20 | -1.68 | -0.37 | | | -0.37 |
| Pfizer | | 10/23/23 | 11/06/23 | 14 | 225.48 | 226.79 | 224.17 | -1.31 | -0.58 | | | -0.58 |
| Deutsche Telekom | | 9/11/06 | 9/18/06 | 7 | 116.55 | 117.59 | 115.50 | -1.04 | -0.90 | | | -0.90 |
| Repsol | | 6/04/12 | 6/18/12 | 14 | 96.44 | 97.46 | 95.41 | -1.03 | -1.06 | | | -1.06 |
| Raytheon Tech | | 10/09/23 | 10/16/23 | 7 | 531.93 | 540.38 | 523.47 | -8.46 | -1.59 | | | -1.59 |
| Ericsson | | 11/19/07 | 12/03/07 | 14 | 86.57 | 92.19 | 80.95 | -5.62 | -6.49 | | | |
| | | 12/17/07 | 12/24/07 | 7 | 86.98 | 84.90 | 89.11 | 2.13 | 2.45 | | | -4.20 |
| Saint-Gobain | | 10/13/14 | 11/03/14 | 21 | 249.25 | 260.21 | 238.30 | -10.95 | -4.39 | | | -4.39 |
| 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 | 13.98 | 14.66 | 13.30 | -0.68 | -4.85 | | | |
| | | 3/04/19 | 3/18/19 | 14 | 11.61 | 11.61 | 11.61 | 0.00 | 0.00 | | | -4.85 |
| Banco Bilbao Viz | | 5/24/10 | 7/12/10 | 49 | 69.28 | 76.91 | 61.66 | -7.62 | -11.00 | | | -11.00 |
| Vivendi | | 3/07/22 | 3/14/22 | 7 | 73.79 | 81.94 | 65.64 | -8.15 | -11.05 | | | -11.05 |
| Intel | | 6/12/06 | 7/03/06 | 21 | 135.07 | 154.73 | 115.41 | -19.66 | -14.56 | | | |
| | | 8/07/06 | 8/14/06 | 7 | 138.18 | 142.56 | 133.79 | -4.39 | -3.18 | | | -17.27 |
| Standard Chartered | | 3/28/16 | 4/25/16 | 28 | 40.76 | 48.96 | 32.57 | -8.20 | -20.11 | | | -20.11 |
| Deutsche Bank | | 2/08/16 | 2/29/16 | 21 | 90.76 | 101.69 | 79.82 | -10.94 | -12.05 | | | |
| | | 5/02/16 | 5/23/16 | 21 | 106.81 | 99.52 | 114.64 | 7.83 | 7.33 | | | |
| | | 6/04/18 | 6/11/18 | 7 | 71.45 | 73.01 | 69.88 | -1.56 | -2.19 | | | |
| | | 6/18/18 | 7/16/18 | 28 | 70.90 | 80.66 | 61.14 | -9.76 | -13.77 | | | -20.38 |
| General Electric | | 3/26/18 | 4/23/18 | 28 | 646.63 | 733.84 | 559.41 | -87.22 | -13.49 | | | |
| | | 11/26/18 | 12/03/18 | 7 | 420.65 | 429.92 | 411.37 | -9.27 | -2.20 | | | |
| | | 12/10/18 | 2/04/19 | 56 | 383.04 | 550.79 | 215.29 | -167.75 | -43.79 | | | -52.45 |
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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