| |
| |
Assessment - Euro STOXX 50 - 1/18/21 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/18/21 |
Δwk |
8/17/20 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Euro Stoxx 50 |
3,562.650 |
13:55 |
-1.10 |
3,602.670 |
-1.11 |
3,305.850 |
296.820 |
8.98 |
|
11.74 |
| |  |
 |
 |
 |
L |
 |
Siemens |
129.920 |
12:55 |
-2.17 |
119.840 |
8.41 |
116.420 |
3.420 |
2.94 |
|
17.98 |
| |  |
 |
 |
 |
L |
 |
ASML |
471.700 |
09:05 |
1.90 |
437.600 |
7.79 |
318.900 |
118.700 |
37.22 |
|
45.13 |
| |  |
 |
 |
 |
|
 |
Nokia |
3.548 |
09:33 |
4.65 |
3.300 |
7.52 |
4.257 |
-0.957 |
-22.47 |
|
-2.99 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
160.780 |
12:55 |
-2.60 |
151.200 |
6.34 |
139.180 |
12.020 |
8.64 |
|
10.59 |
| |  |
 |
 |
 |
L |
 |
Philips |
46.780 |
09:05 |
2.51 |
44.755 |
4.52 |
44.235 |
0.520 |
1.18 |
|
9.09 |
| |  |
 |
 |
 |
L |
 |
Schneider Electric |
124.750 |
13:25 |
-0.48 |
122.750 |
1.63 |
103.700 |
19.050 |
18.37 |
|
26.39 |
| |  |
 |
 |
 |
L |
 |
Daimler |
57.560 |
12:54 |
-2.56 |
56.670 |
1.57 |
42.335 |
14.335 |
33.86 |
|
44.48 |
| |  |
 |
 |
 |
L |
 |
LVMH |
507.200 |
13:25 |
-0.84 |
499.650 |
1.51 |
387.750 |
111.900 |
28.86 |
|
25.60 |
| |  |
 |
 |
 |
|
 |
SAP |
104.180 |
13:05 |
-0.50 |
103.240 |
0.91 |
135.660 |
-32.420 |
-23.90 |
|
-9.92 |
| |  |
 |
 |
 |
|
 |
Unilever |
49.280 |
09:05 |
0.27 |
49.045 |
0.48 |
49.410 |
-0.365 |
-0.74 |
|
1.00 |
| |  |
 |
 |
 |
L |
 |
BMW |
69.820 |
12:55 |
-2.01 |
69.490 |
0.47 |
57.880 |
11.610 |
20.06 |
|
18.06 |
| |  |
 |
 |
 |
L |
 |
Vivendi |
26.210 |
13:24 |
-1.32 |
26.180 |
0.11 |
23.870 |
2.310 |
9.68 |
|
13.46 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
295.000 |
13:24 |
-0.44 |
296.900 |
-0.64 |
278.900 |
18.000 |
6.45 |
|
9.52 |
| |  |
 |
 |
 |
|
 |
Air Liquide |
131.850 |
13:24 |
-0.15 |
132.900 |
-0.79 |
140.500 |
-7.600 |
-5.41 |
|
3.00 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
14.820 |
13:04 |
-1.63 |
14.940 |
-0.80 |
15.155 |
-0.215 |
-1.42 |
|
5.06 |
| |  |
 |
 |
 |
|
 |
Sanofi |
80.920 |
13:25 |
-0.66 |
81.630 |
-0.87 |
86.510 |
-4.880 |
-5.64 |
|
-4.81 |
| |  |
 |
 |
 |
|
 |
Deutsche Börse |
132.250 |
12:54 |
-0.49 |
133.750 |
-1.12 |
156.400 |
-22.650 |
-14.48 |
|
-7.19 |
| |  |
 |
 |
 |
|
 |
Ahold Delhaize |
23.680 |
09:05 |
0.17 |
23.950 |
-1.13 |
26.150 |
-2.200 |
-8.41 |
|
2.13 |
| |  |
 |
 |
 |
L |
 |
Danone |
54.040 |
13:25 |
-0.95 |
54.720 |
-1.24 |
56.480 |
-1.760 |
-3.12 |
|
-6.39 |
| |  |
 |
 |
 |
L |
 |
Orange |
9.520 |
13:25 |
-0.71 |
9.670 |
-1.55 |
9.844 |
-0.174 |
-1.77 |
|
-8.00 |
| |  |
 |
 |
 |
L |
 |
Fresenius |
37.490 |
12:54 |
-1.81 |
38.240 |
-1.96 |
38.860 |
-0.620 |
-1.60 |
|
-3.44 |
| |  |
 |
 |
 |
L |
 |
Iberdrola |
11.635 |
09:07 |
-0.21 |
11.890 |
-2.14 |
10.925 |
0.965 |
8.83 |
|
16.13 |
| |  |
 |
 |
 |
L |
 |
Deutsche Post |
42.340 |
12:54 |
-1.12 |
43.310 |
-2.24 |
38.050 |
5.260 |
13.82 |
|
33.04 |
| |  |
 |
 |
 |
L |
 |
Banco Bilbao Viz |
4.037 |
09:08 |
0.87 |
4.140 |
-2.49 |
2.515 |
1.625 |
64.61 |
|
34.72 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/18/21 |
Δwk |
8/17/20 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Telefónica |
3.631 |
09:08 |
-0.16 |
3.735 |
-2.78 |
3.580 |
0.155 |
4.33 |
|
-3.78 |
| |  |
 |
 |
 |
L |
 |
Bayer |
50.970 |
12:55 |
-2.65 |
52.630 |
-3.15 |
57.270 |
-4.640 |
-8.10 |
|
-5.71 |
| |  |
 |
 |
 |
L |
 |
CRH |
35.370 |
15:08 |
-2.08 |
36.530 |
-3.18 |
33.710 |
2.820 |
8.37 |
|
19.51 |
| |  |
 |
 |
 |
L |
 |
EssilorLuxottica |
120.350 |
13:24 |
-1.76 |
125.050 |
-3.76 |
111.050 |
14.000 |
12.61 |
|
7.40 |
| |  |
 |
 |
 |
L |
 |
Inditex |
25.210 |
09:08 |
-1.48 |
26.200 |
-3.78 |
23.700 |
2.500 |
10.55 |
|
5.56 |
| |  |
 |
 |
 |
L |
 |
ING Groep |
7.650 |
09:05 |
-0.78 |
7.969 |
-4.00 |
6.879 |
1.090 |
15.85 |
|
21.21 |
| |  |
 |
 |
 |
L |
 |
Total |
35.470 |
13:25 |
-2.07 |
36.980 |
-4.08 |
33.290 |
3.690 |
11.08 |
|
10.00 |
| |  |
 |
 |
 |
L |
 |
BASF |
64.700 |
12:55 |
-2.38 |
67.480 |
-4.12 |
50.310 |
17.170 |
34.13 |
|
29.18 |
| |  |
 |
 |
 |
L |
 |
Enel |
8.217 |
13:35 |
-1.53 |
8.585 |
-4.29 |
7.808 |
0.777 |
9.95 |
|
16.70 |
| |  |
 |
 |
 |
L |
 |
Axa |
18.820 |
13:25 |
-2.04 |
19.734 |
-4.63 |
17.348 |
2.386 |
13.75 |
|
12.01 |
| |  |
 |
 |
 |
L |
 |
Amadeus IT |
53.620 |
09:07 |
-2.22 |
56.320 |
-4.79 |
45.230 |
11.090 |
24.52 |
|
11.72 |
| |  |
 |
 |
 |
L |
 |
Linde |
204.900 |
12:55 |
-1.59 |
215.200 |
-4.79 |
209.500 |
5.700 |
2.72 |
|
12.98 |
| |  |
 |
 |
 |
L |
 |
Eni |
8.427 |
13:35 |
-1.35 |
8.856 |
-4.84 |
8.100 |
0.756 |
9.33 |
|
5.39 |
| |  |
 |
 |
 |
L |
 |
Allianz |
191.200 |
12:55 |
-2.09 |
201.150 |
-4.95 |
180.720 |
20.430 |
11.30 |
|
12.74 |
| |  |
 |
 |
 |
L |
 |
Intesa Sanpaolo |
1.820 |
13:35 |
-3.41 |
1.917 |
-5.07 |
1.824 |
0.093 |
5.09 |
|
10.88 |
| |  |
 |
 |
 |
L |
 |
Engie |
12.795 |
13:25 |
-2.44 |
13.485 |
-5.12 |
11.645 |
1.840 |
15.80 |
|
16.20 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
224.500 |
12:55 |
-1.75 |
237.500 |
-5.47 |
233.800 |
3.700 |
1.58 |
|
6.75 |
| |  |
 |
 |
 |
L |
 |
AB InBev |
53.690 |
09:05 |
-1.99 |
57.080 |
-5.94 |
47.400 |
9.680 |
20.42 |
|
18.24 |
| |  |
 |
 |
 |
L |
 |
Banco Santander |
2.575 |
09:08 |
-0.23 |
2.738 |
-5.95 |
1.891 |
0.847 |
44.81 |
|
25.10 |
| |  |
 |
 |
 |
|
 |
Kering |
531.600 |
13:25 |
-2.28 |
565.500 |
-5.99 |
499.150 |
66.350 |
13.29 |
|
9.32 |
| |  |
 |
 |
 |
L |
 |
Safran |
106.450 |
13:25 |
-3.71 |
113.700 |
-6.38 |
101.100 |
12.600 |
12.46 |
|
17.59 |
| |  |
 |
 |
 |
L |
 |
Airbus |
85.290 |
13:25 |
-3.99 |
91.190 |
-6.47 |
71.440 |
19.750 |
27.65 |
|
25.22 |
| |  |
 |
 |
 |
L |
 |
BNP Paribas |
41.515 |
13:25 |
-3.64 |
44.805 |
-7.34 |
36.295 |
8.510 |
23.45 |
|
26.25 |
| |  |
 |
 |
 |
L |
 |
Vinci |
78.400 |
13:25 |
-2.56 |
84.660 |
-7.39 |
80.460 |
4.200 |
5.22 |
|
5.04 |
| |  |
 |
 |
 |
L |
 |
Adidas |
271.900 |
12:54 |
-2.19 |
295.200 |
-7.89 |
268.600 |
26.600 |
9.90 |
|
18.31 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/18/21 |
Δwk |
8/17/20 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Societe Generale |
15.708 |
13:25 |
-3.87 |
17.400 |
-9.72 |
13.996 |
3.404 |
24.32 |
|
13.35 |
Euro 50 - 50 out of 50 instruments rated - 1/18/21 / 8/17/20 - 38 did rise, Market-Ratio(22) = 76.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 * A22- 30/10 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
3/03/08 |
791 |
|
- cash - |
short |
3/03/08 |
6/23/08 |
112 |
 |
 |
 |
Societe Generale |
50 |
75 |
|
65.956 |
52.602 |
82.700 |
16.744 |
25 |
11,256 |
109 |
|
|
|
|
|
 |
 |
 |
Saint-Gobain |
50 |
97 |
|
51.670 |
40.030 |
66.695 |
15.025 |
29 |
12,713 |
130 |
|
100 |
27 |
119 | |
long |
6/23/08 |
9/08/08 |
77 |
 |
 |
 |
Fresenius |
50 |
341 |
|
18.613 |
18.533 |
|
-0.080 |
0 |
12,686 |
-2 |
|
|
|
|
|
 |
 |
 |
Engie |
50 |
152 |
|
41.630 |
36.760 |
|
-4.870 |
-12 |
11,946 |
-45 |
|
100 |
-6 |
-26 | |
short |
9/08/08 |
3/30/09 |
203 |
 |
 |
 |
Daimler |
50 |
147 |
|
40.385 |
18.905 |
86.271 |
45.886 |
114 |
18,691 |
291 |
|
|
|
|
|
 |
 |
 |
Nokia |
50 |
410 |
|
14.640 |
9.970 |
21.498 |
6.858 |
47 |
21,502 |
100 |
|
100 |
80 |
188 | |
long |
3/30/09 |
9/05/11 |
889 |
 |
 |
 |
ASML |
50 |
830 |
|
12.940 |
23.280 |
|
10.340 |
80 |
30,085 |
27 |
|
|
|
|
|
 |
 |
 |
Inditex |
50 |
1,908 |
|
5.638 |
11.578 |
|
5.940 |
105 |
41,418 |
34 |
|
100 |
93 |
31 | |
short |
9/05/11 |
1/09/12 |
126 |
 |
 |
 |
Societe Generale |
50 |
1,022 |
|
20.250 |
15.000 |
27.338 |
7.088 |
35 |
48,662 |
139 |
|
|
|
|
|
 |
 |
 |
Unicredit |
50 |
754 |
|
27.460 |
11.455 |
65.827 |
38.367 |
140 |
77,591 |
1,159 |
|
100 |
87 |
517 | |
long |
1/09/12 |
8/24/15 |
1323 |
 |
 |
 |
ASML |
50 |
1,197 |
|
32.400 |
74.790 |
|
42.390 |
131 |
128,331 |
26 |
|
|
|
|
|
 |
 |
 |
AB InBev |
50 |
817 |
|
47.495 |
91.280 |
|
43.785 |
92 |
164,104 |
20 |
|
100 |
112 |
23 | |
short |
8/24/15 |
10/26/15 |
63 |
 |
 |
 |
E.on |
50 |
9,431 |
|
8.700 |
8.993 |
8.407 |
-0.293 |
-3 |
161,343 |
-18 |
|
|
|
|
|
 |
 |
 |
Banco Santander |
50 |
15,749 |
|
5.210 |
5.230 |
5.190 |
-0.020 |
0 |
161,028 |
-2 |
|
100 |
-2 |
-10 | |
long |
10/26/15 |
1/11/16 |
77 |
 |
 |
 |
Fresenius |
50 |
1,255 |
|
64.150 |
59.420 |
|
-4.730 |
-7 |
155,092 |
-30 |
|
|
|
|
|
 |
 |
 |
Inditex |
50 |
2,395 |
|
33.610 |
29.430 |
|
-4.180 |
-12 |
145,081 |
-47 |
|
100 |
-10 |
-39 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
1/11/16 |
1/25/16 |
14 |
 |
 |
 |
Volkswagen |
50 |
619 |
|
117.050 |
110.750 |
123.708 |
6.658 |
6 |
149,203 |
323 |
|
|
|
|
|
 |
 |
 |
Banco Santander |
50 |
17,800 |
|
4.080 |
3.860 |
4.313 |
0.233 |
6 |
153,341 |
324 |
|
100 |
6 |
324 | |
long |
1/25/16 |
4/04/16 |
70 |
 |
 |
 |
SAP |
50 |
1,054 |
|
72.680 |
70.040 |
|
-2.640 |
-4 |
150,559 |
-18 |
|
|
|
|
|
 |
 |
 |
Vinci |
50 |
1,245 |
|
61.630 |
65.450 |
|
3.820 |
6 |
155,314 |
37 |
|
100 |
1 |
7 | |
short |
4/04/16 |
5/16/16 |
42 |
 |
 |
 |
Deutsche Bank |
50 |
5,247 |
|
14.800 |
14.680 |
14.921 |
0.121 |
1 |
155,949 |
7 |
|
|
|
|
|
 |
 |
 |
Unicredit |
50 |
5,138 |
|
15.113 |
14.382 |
15.881 |
0.768 |
5 |
159,896 |
54 |
|
100 |
3 |
29 | |
long |
5/16/16 |
3/16/20 |
1400 |
 |
 |
 |
Deutsche Post |
50 |
2,977 |
|
26.850 |
20.560 |
|
-6.290 |
-23 |
141,171 |
-7 |
|
|
|
|
|
 |
 |
 |
Vinci |
50 |
1,220 |
|
65.520 |
59.040 |
|
-6.480 |
-10 |
133,265 |
-3 |
|
100 |
-17 |
-5 | |
short |
3/16/20 |
8/03/20 |
140 |
 |
 |
 |
ING Groep |
50 |
14,268 |
|
4.670 |
6.056 |
3.284 |
-1.386 |
-30 |
113,490 |
-60 |
|
|
|
|
|
 |
 |
 |
AB InBev |
50 |
1,928 |
|
34.550 |
46.325 |
22.775 |
-11.775 |
-34 |
90,788 |
-66 |
|
100 |
-32 |
-63 | |
long |
8/03/20 |
1/25/21 |
175 |
 |
 |
 |
SAP |
50 |
330 |
|
137.540 |
104.180 |
|
-33.360 |
-24 |
79,779 |
-44 |
|
|
|
|
|
 |
 |
 |
ASML |
50 |
146 |
|
310.100 |
471.700 |
|
161.600 |
52 |
103,373 |
140 |
|
100 |
14 |
31 | |
accum | 3/03/08 |
1/25/21 | 4711 |
days out of 5502 invested (86%) |
934 |
103,373 |
20 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
ASML | long | 3/30/09 | 9/05/11 | 889 | 12.94 | 23.28 | | 10.34 | 79.91 | 50 | 39.95 | |
| long | 1/09/12 | 8/24/15 | 1323 | 32.40 | 74.79 | | 42.39 | 130.83 | | 65.42 | |
| long | 8/03/20 | 1/25/21 | 175 | 310.10 | 471.70 | | 161.60 | 52.11 | | 26.06 | 191.83 |
Unicredit | short | 9/05/11 | 1/09/12 | 126 | 27.46 | 11.46 | 65.83 | 38.37 | 139.72 | | 69.86 | |
| short | 4/04/16 | 5/16/16 | 42 | 15.11 | 14.38 | 15.88 | 0.77 | 5.08 | | 2.54 | 74.18 |
Daimler | short | 9/08/08 | 3/30/09 | 203 | 40.39 | 18.91 | 86.27 | 45.89 | 113.62 | | 56.81 | 56.81 |
Inditex | long | 3/30/09 | 9/05/11 | 889 | 5.64 | 11.58 | | 5.94 | 105.36 | | 52.68 | |
| long | 10/26/15 | 1/11/16 | 77 | 33.61 | 29.43 | | -4.18 | -12.44 | | -6.22 | 43.18 |
Societe Generale | short | 3/03/08 | 6/23/08 | 112 | 65.96 | 52.60 | 82.70 | 16.74 | 25.39 | | 12.69 | |
| short | 9/05/11 | 1/09/12 | 126 | 20.25 | 15.00 | 27.34 | 7.09 | 35.00 | | 17.50 | 32.41 |
Nokia | short | 9/08/08 | 3/30/09 | 203 | 14.64 | 9.97 | 21.50 | 6.86 | 46.84 | | 23.42 | 23.42 |
AB InBev | long | 1/09/12 | 8/24/15 | 1323 | 47.50 | 91.28 | | 43.79 | 92.19 | | 46.09 | |
| short | 3/16/20 | 8/03/20 | 140 | 34.55 | 46.33 | 22.78 | -11.78 | -34.08 | | -17.04 | 21.20 |
Saint-Gobain | short | 3/03/08 | 6/23/08 | 112 | 51.67 | 40.03 | 66.69 | 15.02 | 29.08 | | 14.54 | 14.54 |
Volkswagen | short | 1/11/16 | 1/25/16 | 14 | 117.05 | 110.75 | 123.71 | 6.66 | 5.69 | | 2.84 | 2.84 |
Banco Santander | short | 8/24/15 | 10/26/15 | 63 | 5.21 | 5.23 | 5.19 | -0.02 | -0.38 | | -0.19 | |
| short | 1/11/16 | 1/25/16 | 14 | 4.08 | 3.86 | 4.31 | 0.23 | 5.70 | | 2.85 | 2.65 |
Deutsche Bank | short | 4/04/16 | 5/16/16 | 42 | 14.80 | 14.68 | 14.92 | 0.12 | 0.82 | | 0.41 | 0.41 |
E.on | short | 8/24/15 | 10/26/15 | 63 | 8.70 | 8.99 | 8.41 | -0.29 | -3.36 | | -1.68 | -1.68 |
Vinci | long | 1/25/16 | 4/04/16 | 70 | 61.63 | 65.45 | | 3.82 | 6.20 | | 3.10 | |
| long | 5/16/16 | 3/16/20 | 1400 | 65.52 | 59.04 | | -6.48 | -9.89 | | -4.95 | -2.00 |
Fresenius | long | 6/23/08 | 9/08/08 | 77 | 18.61 | 18.53 | | -0.08 | -0.43 | | -0.21 | |
| long | 10/26/15 | 1/11/16 | 77 | 64.15 | 59.42 | | -4.73 | -7.37 | | -3.69 | -3.89 |
Engie | long | 6/23/08 | 9/08/08 | 77 | 41.63 | 36.76 | | -4.87 | -11.70 | | -5.85 | -5.85 |
Deutsche Post | long | 5/16/16 | 3/16/20 | 1400 | 26.85 | 20.56 | | -6.29 | -23.43 | | -11.71 | -11.71 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
SAP | long | 1/25/16 | 4/04/16 | 70 | 72.68 | 70.04 | | -2.64 | -3.63 | | -1.82 | |
| long | 8/03/20 | 1/25/21 | 175 | 137.54 | 104.18 | | -33.36 | -24.25 | | -12.13 | -13.72 |
ING Groep | short | 3/16/20 | 8/03/20 | 140 | 4.67 | 6.06 | 3.28 | -1.39 | -29.68 | | -14.84 | -14.84 |
Annotations
9/24/18 | Euro 50 | | | Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain |
10/04/16 | AB InBev | | | acquisition of SAB Miller completed |
9/19/16 | Euro 50 | | | Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit |
7/24/16 | Ahold Delhaize | | | merger |
9/21/15 | Euro 50 | | | Fresenius and Safran replace Repsol and RWE |
9/12/15 | Euro 50 | | | complete analysis
ex Repsol, RWE - in Fresenius, Safran |
8/22/15 | Euro 50 | | | complete analysis - difficult market |
4/24/15 | GDF Suez | | | changes name to Engie |
9/22/14 | €-Stoxx 50 | | | Nokia replaces CRH. |
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