Assessment - Indices in Japanese yen - 6/01/20 - RS = 21
⇐
⇓ freshest
⇓ 6/01/20
⇓ 1/06/20
prc diff
⇓
∅-RS
NASDAQ-100
1,056,474.301
Fri
2.02
1,032,224.963
2.35
958,481.000
73,743.963
7.69
16.87
L
Merval
70,739.314
Fri
3.33
62,726.576
12.77
75,123.685
-12,397.108
-16.50
-1.68
OMXC 20
19,773.015
Thu
-0.33
19,812.353
-0.20
18,170.463
1,641.889
9.04
14.99
TecDAX
389,176.013
Fri
0.13
381,362.541
2.05
363,964.528
17,398.014
4.78
11.11
DJ Global Titans
39,689.338
Fri
2.24
38,368.798
3.44
40,031.128
-1,662.331
-4.15
4.99
S&P 100
155,747.423
Fri
2.49
149,792.087
3.98
157,369.908
-7,577.822
-4.82
4.44
Kospi 50
177.272
Fri
1.47
166.585
6.42
183.758
-17.173
-9.35
0.46
Nikkei 225
22,863.700
Fri
0.74
22,062.400
3.63
23,204.900
-1,142.500
-4.92
3.09
S&P 500
343,462.033
Fri
2.62
328,600.576
4.52
351,640.466
-23,039.890
-6.55
2.60
OMXH 25
495,334.841
Fri
1.46
478,745.429
3.47
517,286.343
-38,540.914
-7.45
3.08
S&P Global 100
231,916.153
Fri
2.32
221,846.495
4.54
238,859.836
-17,013.341
-7.12
2.35
SDAX
1,460,054.986
Fri
1.78
1,358,672.587
7.46
1,501,286.976
-142,614.389
-9.50
2.64
OMXS30
19,845.700
Fri
1.77
18,915.292
4.92
20,559.152
-1,643.861
-8.00
3.79
NZX 50
754,903.403
Fri
-0.46
735,354.583
2.66
840,086.952
-104,732.369
-12.47
-0.91
MDAX
3,256,088.058
Fri
1.64
3,040,155.160
7.10
3,419,086.071
-378,930.911
-11.08
0.49
SSE 50 ew
34,720.324
Fri
0.59
34,568.427
0.44
38,482.072
-3,913.644
-10.17
-2.11
SMI® PR
1,140,619.738
Fri
1.14
1,100,446.650
3.65
1,192,998.474
-92,551.823
-7.76
0.19
CDAX
143,567.006
Fri
2.52
131,391.302
9.27
149,329.509
-17,938.207
-12.01
-1.53
DJIA
2,915,404.904
Fri
3.16
2,739,476.225
6.42
3,109,182.500
-369,706.275
-11.89
-2.79
ISEQ-Overall
761,223.919
Fri
1.91
717,523.784
6.09
874,455.945
-156,932.161
-17.95
-2.44
AEX
68,569.888
Fri
2.45
64,588.333
6.16
73,641.817
-9,053.483
-12.29
-2.63
SLI® PR
171,958.186
Fri
1.38
163,505.171
5.17
183,204.807
-19,699.636
-10.75
-1.63
DAX
1,537,998.167
Fri
3.36
1,387,055.828
10.88
1,591,950.671
-204,894.843
-12.87
-2.96
TSX 60
75,702.715
Fri
2.15
72,772.113
4.03
85,086.883
-12,314.770
-14.47
-5.53
Stoxx 50
369,464.564
Fri
2.68
349,540.032
5.70
414,586.303
-65,046.271
-15.69
-6.11
⇓ freshest
⇓ 6/01/20
⇓ 1/06/20
prc diff
⇓
∅-RS
BEL 20
423,773.400
Fri
2.61
391,215.871
8.32
481,669.676
-90,453.805
-18.78
-6.92
PSI 20
551,766.135
Fri
-0.26
529,819.701
4.14
634,973.301
-105,153.600
-16.56
-7.89
Euro Stoxx 50
405,133.356
Fri
3.76
368,457.803
9.95
455,079.358
-86,621.555
-19.03
-7.99
CAC Mid 60
1,452,070.329
Fri
1.87
1,366,944.548
6.23
1,677,872.592
-310,928.044
-18.53
-8.13
CAC Next 20
1,984,552.380
Fri
2.00
1,824,320.545
8.78
2,248,073.983
-423,753.438
-18.85
-8.49
OBX Price
4,758.080
Fri
2.21
4,448.069
6.97
5,945.390
-1,497.321
-25.18
-12.01
ASX 50
429,656.544
Fri
0.29
414,974.915
3.54
502,043.753
-87,068.838
-17.34
-8.38
BSE Sensex
48,809.186
Fri
0.90
47,408.850
2.95
61,313.144
-13,904.294
-22.68
-13.83
HSI
343,804.378
Fri
1.66
329,398.694
4.37
393,719.514
-64,320.821
-16.34
-9.36
IPC
189,848.766
Fri
2.84
180,259.839
5.32
255,916.611
-75,656.772
-29.56
-16.83
CAC 40
622,227.441
Fri
3.71
570,152.394
9.13
729,286.100
-159,133.706
-21.82
-10.08
FTSE
869,517.386
Fri
2.25
826,891.014
5.16
1,080,106.087
-253,215.073
-23.44
-11.65
MIB 40
2,416,645.625
Fri
2.82
2,217,472.127
8.98
2,859,774.995
-642,302.868
-22.46
-10.74
RTX
191,700.965
Fri
2.49
180,440.884
6.24
248,650.976
-68,210.092
-27.43
-11.53
STI
210,216.590
Fri
1.64
194,887.549
7.87
258,448.625
-63,561.076
-24.59
-17.07
IBEX 35
942,428.946
Fri
4.04
864,473.794
9.02
1,164,329.946
-299,856.152
-25.75
-15.04
Athex Large Cap
197,747.752
Fri
2.52
189,105.887
4.57
278,764.181
-89,658.294
-32.16
-17.86
ATX
297,479.350
Fri
4.02
267,228.633
11.32
388,405.888
-121,177.255
-31.20
-18.71
Indices - 43 out of 43 instruments rated - 6/01/20 / 1/06/20 - 3 did rise, Market-Ratio(21) in JPY = 6.98 %
Technical Chart
Transactions Indices in Japanese yen * A21 - 73/57 (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 6/05/06 154 - cash -
short
6/05/06
10/09/06
126
NASDAQ-100
100
0
176,273.623
201,276.224
151,271.023
-25,002.600
-14
10,000
0
long
10/09/06
8/20/07
315
SSE 50 ew
100
0
17,303.868
61,797.911
44,494.043
257
10,000
0
short
8/20/07
4/27/09
616
ISEQ-Overall
100
0
1,283,084.251
337,405.394
4,879,309.060
3,596,224.808
280
10,000
0
long
4/27/09
2/08/10
287
SSE 50 ew
100
0
26,983.768
29,860.286
2,876.518
11
10,000
0
short
2/08/10
3/22/10
42
Athex Large Cap
100
0
1,093,169.392
1,214,198.782
972,140.002
-121,029.390
-11
10,000
0
long
3/22/10
5/03/10
42
Merval
100
0
56,295.000
52,239.477
-4,055.523
-7
10,000
0
short
5/03/10
10/11/10
161
Athex Large Cap
100
0
1,137,785.304
865,129.584
1,496,371.667
358,586.363
32
10,000
0
long
10/11/10
5/23/11
224
SDAX
100
0
523,299.623
622,777.162
99,477.539
19
10,000
0
short
5/23/11
1/16/12
238
Athex Large Cap
100
0
658,149.792
244,591.304
1,770,958.908
1,112,809.116
169
10,000
0
long
1/16/12
5/21/12
126
ISEQ-Overall
100
0
293,175.003
311,714.420
18,539.417
6
10,000
0
short
5/21/12
9/10/12
112
Athex Large Cap
100
0
204,736.695
267,837.925
141,635.465
-63,101.230
-31
10,000
0
long
9/10/12
6/17/13
280
OMXC 20
100
1
6,657.008
8,790.735
2,133.727
32
12,134
44
short
6/17/13
8/12/13
56
RTX
100
0
175,007.489
179,348.131
170,666.846
-4,340.643
-2
12,134
0
long
8/12/13
8/04/14
357
Merval
100
0
64,613.600
103,309.376
38,695.776
60
12,134
0
short
8/04/14
8/18/14
14
PSI 20
100
0
805,911.198
774,917.359
838,144.676
32,233.478
4
12,134
0
long
8/18/14
10/06/14
49
Merval
100
0
107,462.658
140,671.202
33,208.544
31
12,134
0
short
10/06/14
2/23/15
140
PSI 20
100
0
762,155.027
740,172.496
784,790.423
22,635.395
3
12,134
0
long
2/23/15
7/27/15
154
SSE 50 ew
100
0
45,322.100
52,322.428
7,000.327
15
12,134
0
short
7/27/15
6/06/16
315
RTX
100
0
144,049.567
134,910.652
153,807.557
9,757.990
7
12,134
0
long
6/06/16
6/27/16
21
NZX 50
100
0
522,995.546
482,211.185
-40,784.361
-8
12,134
0
short
6/27/16
7/04/16
7
Athex Large Cap
100
0
156,185.865
164,025.404
148,346.327
-7,839.539
-5
12,134
0
long
7/04/16
2/12/18
588
Merval
100
0
103,915.438
163,817.021
59,901.584
58
12,134
0
short
2/12/18
7/09/18
147
IBEX 35
100
0
1,301,002.423
1,292,346.495
1,309,716.327
8,713.904
1
12,134
0
long
7/09/18
7/23/18
14
NASDAQ-100
100
0
806,184.126
821,201.592
15,017.465
2
12,134
0
short
7/23/18
7/30/18
7
SSE 50 ew
100
0
35,103.655
35,118.536
35,088.774
-14.881
0
12,134
0
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
7/30/18
9/10/18
42
TecDAX
100
0
378,442.676
374,829.179
-3,613.496
-1
12,134
0
short
9/10/18
3/11/19
182
SSE 50 ew
100
0
32,789.880
39,734.394
25,845.366
-6,944.514
-21
12,134
0
long
3/11/19
8/05/19
147
Merval
100
0
94,886.477
95,621.381
734.903
1
12,134
0
short
8/05/19
10/07/19
63
IPC
100
0
213,927.152
235,028.606
192,825.698
-21,101.454
-10
12,134
0
long
10/07/19
3/02/20
147
NZX 50
100
0
739,134.050
749,625.083
10,491.034
1
12,134
0
short
3/02/20
6/05/20
95
Athex Large Cap
100
0
219,691.859
197,747.752
244,071.107
24,379.249
11
12,134
0
accum 6/05/06
6/05/20 5115
days out of 5269 invested (97%)
21
12,134
1
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total ISEQ-Overall short 8/20/07 4/27/09 616 1,283,084.25 337,405.39 4,879,309.06 3,596,224.81 280.28 long 1/16/12 5/21/12 126 293,175.00 311,714.42 18,539.42 6.32 304.33 SSE 50 ew long 10/09/06 8/20/07 315 17,303.87 61,797.91 44,494.04 257.13 long 4/27/09 2/08/10 287 26,983.77 29,860.29 2,876.52 10.66 long 2/23/15 7/27/15 154 45,322.10 52,322.43 7,000.33 15.45 short 7/23/18 7/30/18 7 35,103.65 35,118.54 35,088.77 -14.88 -0.04 short 9/10/18 3/11/19 182 32,789.88 39,734.39 25,845.37 -6,944.51 -21.18 259.47 Merval long 3/22/10 5/03/10 42 56,295.00 52,239.48 -4,055.52 -7.20 long 8/12/13 8/04/14 357 64,613.60 103,309.38 38,695.78 59.89 long 8/18/14 10/06/14 49 107,462.66 140,671.20 33,208.54 30.90 long 7/04/16 2/12/18 588 103,915.44 163,817.02 59,901.58 57.64 long 3/11/19 8/05/19 147 94,886.48 95,621.38 734.90 0.77 208.55 Athex Large Cap short 2/08/10 3/22/10 42 1,093,169.39 1,214,198.78 972,140.00 -121,029.39 -11.07 short 5/03/10 10/11/10 161 1,137,785.30 865,129.58 1,496,371.67 358,586.36 31.52 short 5/23/11 1/16/12 238 658,149.79 244,591.30 1,770,958.91 1,112,809.12 169.08 short 5/21/12 9/10/12 112 204,736.70 267,837.93 141,635.47 -63,101.23 -30.82 short 6/27/16 7/04/16 7 156,185.87 164,025.40 148,346.33 -7,839.54 -5.02 short 3/02/20 6/05/20 95 219,691.86 197,747.75 244,071.11 24,379.25 11.10 129.73 OMXC 20 long 9/10/12 6/17/13 280 6,657.01 8,790.73 2,133.73 32.05 32.05 SDAX long 10/11/10 5/23/11 224 523,299.62 622,777.16 99,477.54 19.01 19.01 PSI 20 short 8/04/14 8/18/14 14 805,911.20 774,917.36 838,144.68 32,233.48 4.00 short 10/06/14 2/23/15 140 762,155.03 740,172.50 784,790.42 22,635.40 2.97 7.09 RTX short 6/17/13 8/12/13 56 175,007.49 179,348.13 170,666.85 -4,340.64 -2.48 short 7/27/15 6/06/16 315 144,049.57 134,910.65 153,807.56 9,757.99 6.77 4.13 IBEX 35 short 2/12/18 7/09/18 147 1,301,002.42 1,292,346.50 1,309,716.33 8,713.90 0.67 0.67 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total TecDAX long 7/30/18 9/10/18 42 378,442.68 374,829.18 -3,613.50 -0.95 -0.95 NZX 50 long 6/06/16 6/27/16 21 522,995.55 482,211.18 -40,784.36 -7.80 long 10/07/19 3/02/20 147 739,134.05 749,625.08 10,491.03 1.42 -6.49 IPC short 8/05/19 10/07/19 63 213,927.15 235,028.61 192,825.70 -21,101.45 -9.86 -9.86 NASDAQ-100 short 6/05/06 10/09/06 126 176,273.62 201,276.22 151,271.02 -25,002.60 -14.18 long 7/09/18 7/23/18 14 806,184.13 821,201.59 15,017.47 1.86 -12.59
Annotations
2/20/15 Indices Build and analyzed.
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