Mon, Aug 2nd, 2021, 3:29UTC
 
RS Chart
Assessment - STOXX Europe 50 in Swiss Franc - 7/26/21 - RS = 22
 ⇐ 
  instrument freshest Δday 7/26/21 Δwk 2/22/21  prc diff Δ22   ∅-RS
real-time RS chart chart add note Stoxx 50 3,844.186  Fri -0.39 3,835.873 0.22 3,478.872 357.000 10.26   11.45 
real-time RS chart chart add note ASML 690.823  Fri -0.58 689.742 0.16 526.846 162.896 30.92   54.70 
real-time RS chart chart add note LVMH 728.553  Fri -1.48 728.013 0.07 591.327 136.686 23.12   33.28 
real-time RS chart chart add note ING Groep 11.726  Fri -1.11 11.773 -0.40 9.761 2.012 20.61   31.81 
real-time RS chart chart add note Banco Santander 3.338  Fri -1.61 3.448 -3.18 3.154 0.294 9.32   30.97 
real-time RS chart chart add note Lloyds Bank 57.756  Fri -1.22 58.920 -1.98 48.445 10.475 21.62   35.32 
real-time RS chart chart add note Airbus 125.083  Fri -0.26 121.083 3.30 104.345 16.738 16.04   30.04 
real-time RS chart chart add note Daimler 81.385  Fri -1.14 81.569 -0.23 72.759 8.810 12.11   29.66 
real-time RS chart chart add note ABB 33.130  Fri -0.93 33.690 -1.66 26.840 6.850 25.52   27.30 
real-time RS chart chart L add note Novo Nordisk 84.314  Fri 1.42 81.552 3.39 65.443 16.109 24.61   24.77 
real-time RS chart chart L add note L´Oreal 417.196  Fri 0.26 414.602 0.63 338.632 75.970 22.43   21.86 
real-time RS chart chart add note Barclays 220.847  Fri -0.98 214.443 2.99 194.513 19.930 10.25   25.64 
real-time RS chart chart add note BNP Paribas 55.623  Fri -1.19 55.904 -0.50 53.698 2.206 4.11   19.19 
real-time RS chart chart add note Intesa Sanpaolo 2.521  Fri -0.66 2.527 -0.26 2.287 0.240 10.48   17.48 
real-time RS chart chart add note Diageo 4,518.821  Fri 0.86 4,380.871 3.15 3,714.099 666.772 17.95   21.06 
real-time RS chart chart add note Schneider Electric 152.759  Fri 1.80 151.354 0.93 137.021 14.333 10.46   16.58 
real-time RS chart chart add note UBS 14.940  Fri -0.40 14.860 0.54 14.090 0.770 5.46   16.09 
real-time RS chart chart L add note Deutsche Telekom 18.926  Fri -1.01 19.280 -1.84 16.126 3.155 19.56   14.40 
real-time RS chart chart add note Eni 10.837  Fri 0.10 10.666 1.60 10.191 0.476 4.67   13.49 
real-time RS chart chart add note Royal Dutch Shell A 18.478  Fri -1.34 17.914 3.15 18.205 -0.291 -1.60   13.33 
real-time RS chart chart add note Rio Tinto 7,721.420  Fri -2.94 7,732.810 -0.15 7,969.141 -236.331 -2.97   16.65 
real-time RS chart chart L add note RELX 2,675.476  Fri 0.67 2,571.697 4.04 2,192.775 378.922 17.28   16.42 
real-time RS chart chart add note Axa 23.654  Fri -0.16 23.676 -0.09 21.708 1.968 9.07   12.23 
real-time RS chart chart add note Total 42.909  Thu 42.909 40.812 2.097 5.14   12.09 
real-time RS chart chart add note BASF 71.590  Fri -0.81 72.931 -1.84 75.144 -2.213 -2.94   9.61 
  instrument freshest Δday 7/26/21 Δwk 2/22/21  prc diff Δ22   ∅-RS
real-time RS chart chart L add note Roche 350.350  Fri 0.79 344.550 1.68 302.850 41.700 13.77   9.22 
real-time RS chart chart add note Siemens 142.251  Fri -1.20 145.321 -2.11 143.230 2.092 1.46   8.23 
real-time RS chart chart add note AB InBev 57.731  Fri -2.64 62.877 -8.18 57.924 4.953 8.55   7.79 
real-time RS chart chart L add note Air Liquide 158.468  Fri 0.66 161.257 -1.73 142.794 18.463 12.93   7.53 
real-time RS chart chart add note Allianz 227.031  Fri -0.71 228.274 -0.54 212.307 15.967 7.52   7.60 
real-time RS chart chart L add note Nestlé 114.800  Fri 0.97 114.320 0.42 98.220 16.100 16.39   7.48 
real-time RS chart chart add note Vinci 96.445  Fri -1.44 97.310 -0.89 93.170 4.140 4.44   6.47 
real-time RS chart chart add note BP 366.011  Fri -2.18 369.871 -1.04 353.000 16.871 4.78   10.00 
real-time RS chart chart add note Safran 119.245  Fri -2.39 125.645 -5.09 125.040 0.605 0.48   5.73 
real-time RS chart chart add note HSBC 503.012  Fri -0.89 509.910 -1.35 544.285 -34.375 -6.32   8.68 
real-time RS chart chart L add note AstraZeneca 10,463.973  Fri -0.11 10,494.347 -0.29 9,073.725 1,420.623 15.66   8.01 
real-time RS chart chart L add note National Grid 1,169.540  Fri -0.31 1,174.602 -0.43 1,042.041 132.562 12.72   7.35 
real-time RS chart chart L add note Sanofi 93.926  Fri 0.42 94.683 -0.80 83.106 11.577 13.93   3.77 
real-time RS chart chart L add note Novartis 83.880  Fri 0.43 83.510 0.44 79.100 4.410 5.58   3.78 
real-time RS chart chart add note Prudential 1,716.785  Fri -1.31 1,729.441 -0.73 1,798.731 -69.290 -3.85   7.08 
real-time RS chart chart L add note SAP 130.640  Fri -0.35 127.137 2.76 113.168 13.969 12.34   2.98 
real-time RS chart chart L add note BAT 3,392.438  Fri -1.56 3,500.647 -3.09 3,247.551 253.096 7.79   5.25 
real-time RS chart chart add note Zurich Insurance 365.800  Fri -0.44 368.600 -0.76 375.000 -6.400 -1.71   2.01 
real-time RS chart chart L add note GlaxoSmithKline 1,794.366  Fri 0.81 1,771.586 1.29 1,519.937 251.648 16.56   4.07 
real-time RS chart chart add note Enel 8.411  Fri -2.93 8.736 -3.72 8.797 -0.061 -0.69   0.24 
real-time RS chart chart S add note Bayer 54.369  Fri -1.70 55.536 -2.10 58.566 -3.030 -5.17   -0.85 
real-time RS chart chart add note Unilever 52.531  Fri 0.68 51.039 2.92 48.252 2.787 5.78   -4.14 
real-time RS chart chart S add note Vodafone 147.037  Fri -0.19 148.834 -1.21 164.452 -15.617 -9.50   -1.17 
real-time RS chart chart S add note Iberdrola 10.984  Fri -1.79 11.195 -1.88 11.208 -0.013 -0.12   -6.15 
real-time RS chart chart S add note Reckitt Benckiser 6,989.904  Fri -0.88 7,878.354 -11.28 7,381.543 496.811 6.73   -4.56 
  instrument freshest Δday 7/26/21 Δwk 2/22/21  prc diff Δ22   ∅-RS
real-time RS chart chart add note Unilever Plc 5,253.502  Fri 1.07 5,101.630 2.98 4,828.140 273.490 5.66   -4.70 
 Europe 50 - 50 out of 50 instruments rated - 7/26/21 / 2/22/21 - 40 did rise, Market-Ratio(22) in CHF = 80.00 % 
 
Technical Chart
Europe 50 RS = 22 - B/S = 28/27
Market Chart
1/02/17 scale up chart 7/26/21
 


Transactions STOXX Europe 50 in Swiss Franc * A22 - 28/27 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 6/12/06 161    - cash -
short 6/12/06   6/26/06 14  RT RS QC  Vodafone 100  3,756   2.662  2.617 2.709  0.046 2  10,174 57  
long 6/26/06   1/21/08 574  RT RS QC  ABB 100  667   15.250  23.800    8.550 56  15,877 33  
short 1/21/08   4/21/08 91  RT RS QC  UBS 100  393   40.300  35.940 45.189  4.889 12  17,798 58  
long 4/21/08   4/28/08 7  RT RS QC  Rio Tinto 100  169   104.818  105.644    0.825 1  17,938 51  
short 4/28/08   6/23/08 56  RT RS QC  UBS 100  493   36.340  22.060 59.864  23.524 65  29,535 2,488  
long 6/23/08   6/30/08 7  RT RS QC  Rio Tinto 100  292   100.996  100.874    -0.122 0  29,499 -6  
short 6/30/08   8/11/08 42  RT RS QC  UBS 100  1,375   21.440  23.180 19.700  -1.740 -8  27,107 -52  
long 8/11/08   9/08/08 28  RT RS QC  AstraZeneca 100  505   53.659  51.569    -2.089 -4  26,052 -40  
short 9/08/08   3/30/09 203  RT RS QC  UBS 100  1,073   24.260  10.140 58.042  33.782 139  62,300 380  
long 3/30/09   4/06/09 7  RT RS QC  AstraZeneca 100  1,617   38.525  39.859    1.333 3  64,456 489  
short 4/06/09   4/13/09 7  RT RS QC  Lloyds Bank 100  48,188   1.338  1.489 1.186  -0.152 -11  57,152 -100  
long 4/13/09   8/30/10 504  RT RS QC  Deutsche Bank 100  1,249   45.746  50.594    4.848 11  63,208 8  
short 8/30/10   9/06/10 7  RT RS QC  BP 100  10,404   6.075  6.385 5.765  -0.310 -5  59,985 -93  
long 9/06/10   8/08/11 336  RT RS QC  Novo Nordisk 100  3,362   17.838  16.776    -1.062 -6  56,416 -6  
short 8/08/11  12/19/11 133  RT RS QC  Lloyds Bank 100  136,825   0.412  0.342 0.498  0.085 21  68,112 68  
long 12/19/11  10/20/14 1036  RT RS QC  Roche 100  429   158.400  268.600    110.200 70  115,388 20  
short 10/20/14  11/10/14 21  RT RS QC  Deutsche Bank 100  4,437   26.001  25.932 26.070  0.069 0  115,695 5  
long 11/10/14   8/24/15 287  RT RS QC  Novartis 100  1,553   74.460  74.670    0.210 0  116,021 0  
short 8/24/15  10/26/15 63  RT RS QC  Rio Tinto 100  3,666   31.643  37.527 25.759  -5.884 -19  94,450 -70  
long 10/26/15  12/14/15 49  RT RS QC  SAP 100  1,239   76.196  75.160    -1.036 -1  93,166 -10  
short 12/14/15  12/28/15 14  RT RS QC  Rio Tinto 100  3,380   27.563  29.499 25.628  -1.935 -7  86,625 -85  
long 12/28/15   1/04/16 7  RT RS QC  SAP 100  1,096   78.966  76.608    -2.358 -3  84,041 -79  
short 1/04/16   1/25/16 21  RT RS QC  Rio Tinto 100  2,994   28.061  23.218 33.913  5.852 21  101,563 2,591  
long 1/25/16   3/28/16 63  RT RS QC  SAP 100  1,271   79.875  77.223    -2.653 -3  98,191 -18  
short 3/28/16   4/18/16 21  RT RS QC  Credit Suisse 100  7,038   13.950  14.540 13.360  -0.590 -4  94,039 -53  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 4/18/16   4/25/16 7  RT RS QC  BAT 100  1,595   58.945  58.770    -0.174 0  93,761 -14  
short 4/25/16   5/16/16 21  RT RS QC  Credit Suisse 100  6,360   14.740  13.390 16.226  1.486 10  103,212 431  
long 5/16/16   3/05/18 658  RT RS QC  BAT 100  1,741   59.271  54.935    -4.336 -7  95,663 -4  
short 3/05/18   4/23/18 49  RT RS QC  Imperial Brands 100  2,848   33.584  32.640 34.556  0.971 3  98,430 24  
long 4/23/18  10/15/18 175  RT RS QC  LVMH 100  293   335.619  297.996    -37.622 -11  87,406 -22  
short 10/15/18  11/12/18 28  RT RS QC  Intesa Sanpaolo 100  37,420   2.336  2.224 2.453  0.117 5  91,796 89  
long 11/12/18  12/10/18 28  RT RS QC  AstraZeneca 100  1,132   81.080  74.670    -6.410 -8  84,539 -66  
short 12/10/18   2/11/19 63  RT RS QC  Bayer 100  1,236   68.360  77.370 59.351  -9.009 -13  73,404 -56  
long 2/11/19   3/02/20 385  RT RS QC  Roche 100  269   272.550  314.700    42.150 15  84,742 15  
short 3/02/20   6/22/20 112  RT RS QC  AB InBev 100  1,525   55.553  47.962 64.345  8.792 16  98,151 61  
long 6/22/20   6/29/20 7  RT RS QC  ASML 100  285   344.161  344.477    0.316 0  98,241 5  
short 6/29/20   7/27/20 28  RT RS QC  Airbus 100  1,450   67.730  66.973 68.496  0.766 1  99,351 16  
long 7/27/20   7/30/21 368  RT RS QC  ASML 100  283   350.384  690.823    340.439 97  195,695 96  
accum 6/12/06 7/30/215530 days out of 5691 invested (97%) 1,857 195,695 22  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UBSshort  1/21/08  4/21/089140.3035.9445.194.89 12.13 
 short  4/28/08  6/23/085636.3422.0659.8623.52 64.73 
 short  6/30/08  8/11/084221.4423.1819.70-1.74 -8.12 
 short  9/08/08  3/30/0920324.2610.1458.0433.78 139.25306.07 
 ASMLlong  6/22/20  6/29/207344.16344.480.32 0.09 
 long  7/27/20  7/30/21368350.38690.82340.44 97.1697.34 
 Rochelong 12/19/11 10/20/141036158.40268.60110.20 69.57 
 long  2/11/19  3/02/20385272.55314.7042.15 15.4795.79 
 ABBlong  6/26/06  1/21/0857415.2523.808.55 56.0756.07 
 AB InBevshort  3/02/20  6/22/2011255.5547.9664.358.79 15.8315.83 
 Deutsche Banklong  4/13/09  8/30/1050445.7550.594.85 10.60 
 short 10/20/14 11/10/142126.0025.9326.070.07 0.2710.89 
 Lloyds Bankshort  4/06/09  4/13/0971.341.491.19-0.15 -11.33 
 short  8/08/11 12/19/111330.410.340.500.09 20.737.05 
 Credit Suisseshort  3/28/16  4/18/162113.9514.5413.36-0.59 -4.23 
 short  4/25/16  5/16/162114.7413.3916.231.49 10.085.43 
 Intesa Sanpaoloshort 10/15/18 11/12/18282.342.222.450.12 5.025.02 
 Imperial Brandsshort  3/05/18  4/23/184933.5832.6434.560.97 2.892.89 
 Vodafoneshort  6/12/06  6/26/06142.662.622.710.05 1.741.74 
 Airbusshort  6/29/20  7/27/202867.7366.9768.500.77 1.131.13 
 Novartislong 11/10/14  8/24/1528774.4674.670.21 0.280.28 
 BPshort  8/30/10  9/06/1076.086.385.77-0.31 -5.10-5.10 
 Novo Nordisklong  9/06/10  8/08/1133617.8416.78-1.06 -5.95-5.95 
 SAPlong 10/26/15 12/14/154976.2075.16-1.04 -1.36 
 long 12/28/15  1/04/16778.9776.61-2.36 -2.99 
 long  1/25/16  3/28/166379.8877.22-2.65 -3.32-7.48 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 BATlong  4/18/16  4/25/16758.9458.77-0.17 -0.30 
 long  5/16/16  3/05/1865859.2754.94-4.34 -7.32-7.59 
 Rio Tintolong  4/21/08  4/28/087104.82105.640.83 0.79 
 long  6/23/08  6/30/087101.00100.87-0.12 -0.12 
 short  8/24/15 10/26/156331.6437.5325.76-5.88 -18.60 
 short 12/14/15 12/28/151427.5629.5025.63-1.94 -7.02 
 short  1/04/16  1/25/162128.0623.2233.915.85 20.86-7.92 
 AstraZenecalong  8/11/08  9/08/082853.6651.57-2.09 -3.89 
 long  3/30/09  4/06/09738.5339.861.33 3.46 
 long 11/12/18 12/10/182881.0874.67-6.41 -7.91-8.43 
 LVMHlong  4/23/18 10/15/18175335.62298.00-37.62 -11.21-11.21 
 Bayershort 12/10/18  2/11/196368.3677.3759.35-9.01 -13.18-13.18 


Annotations
9/24/18Europe 50Safran replaces Imperial Brands
5/31/17Europe 50Glencore replaces Syngenta (acquired by ChemChina)
10/04/16AB InBevacquisition of SAB Miller completed
9/19/16Europe 50Syngenta replaces Richemont
8/08/16Europe 50ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15Europe 50Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15Europe 50complete analysis
ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15Europe 50complete analysis
7/09/15Europe 50market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14Europe 50BT Group and Prudential replace Ericsson and Tesco.