| | |
| | |
Assessment - Euro STOXX 50 in Swiss Franc - 7/01/24 - RS = 20
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Euro Stoxx 50 |
4,528.220 |
8/12/24 |
-0.07 |
4,778.393 |
-5.24 |
4,479.225 |
299.167 |
6.68 |
|
9.65 |
| |  |
 |
 |
 |
L |
 |
Prosus |
31.840 |
8/12/24 |
1.77 |
32.097 |
-0.80 |
28.038 |
4.059 |
14.48 |
|
13.91 |
| |  |
 |
 |
 |
|
 |
Adyen |
1,064.237 |
8/12/24 |
1.14 |
1,078.969 |
-1.37 |
1,422.186 |
-343.217 |
-24.13 |
|
2.82 |
| |  |
 |
 |
 |
S |
 |
Eni |
14.011 |
8/12/24 |
1.09 |
14.085 |
-0.52 |
13.625 |
0.460 |
3.37 |
|
0.50 |
| |  |
 |
 |
 |
L |
 |
Nokia |
3.409 |
8/12/24 |
1.05 |
3.557 |
-4.14 |
3.173 |
0.383 |
12.08 |
|
9.93 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
425.695 |
8/12/24 |
1.01 |
452.543 |
-5.93 |
383.433 |
69.109 |
18.02 |
|
21.00 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
59.822 |
8/12/24 |
0.60 |
61.654 |
-2.97 |
56.453 |
5.201 |
9.21 |
|
5.53 |
| |  |
 |
 |
 |
|
 |
Deutsche Börse |
179.457 |
8/12/24 |
0.54 |
184.642 |
-2.81 |
177.042 |
7.600 |
4.29 |
|
9.45 |
| |  |
 |
 |
 |
|
 |
Intesa Sanpaolo |
3.364 |
8/12/24 |
0.54 |
3.471 |
-3.10 |
2.665 |
0.807 |
30.28 |
|
30.45 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
23.970 |
8/12/24 |
0.49 |
22.952 |
4.43 |
21.007 |
1.945 |
9.26 |
|
12.58 |
| |  |
 |
 |
 |
|
 |
Enel |
6.240 |
8/12/24 |
0.44 |
6.404 |
-2.56 |
5.584 |
0.820 |
14.68 |
|
7.68 |
| |  |
 |
 |
 |
|
 |
Vivendi |
9.196 |
8/12/24 |
0.40 |
9.570 |
-3.91 |
9.857 |
-0.287 |
-2.91 |
|
9.08 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
204.754 |
8/12/24 |
0.38 |
218.420 |
-6.26 |
184.101 |
34.320 |
18.64 |
|
27.36 |
| |  |
 |
 |
 |
|
 |
Unicredit |
33.507 |
8/12/24 |
0.38 |
35.092 |
-4.52 |
27.906 |
7.186 |
25.75 |
|
38.81 |
| |  |
 |
 |
 |
L |
 |
Infineon |
29.349 |
8/12/24 |
0.36 |
33.308 |
-11.89 |
32.337 |
0.972 |
3.00 |
|
2.88 |
| |  |
 |
 |
 |
L |
 |
Iberdrola |
11.733 |
8/12/24 |
0.29 |
11.941 |
-1.75 |
10.178 |
1.763 |
17.32 |
|
10.98 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
8.650 |
8/12/24 |
0.27 |
9.208 |
-6.06 |
8.729 |
0.478 |
5.48 |
|
14.88 |
| |  |
 |
 |
 |
|
 |
ING Groep |
14.764 |
8/12/24 |
0.21 |
15.855 |
-6.88 |
11.585 |
4.270 |
36.86 |
|
22.97 |
| |  |
 |
 |
 |
|
 |
Wolters Kluwer |
145.388 |
8/12/24 |
0.20 |
148.828 |
-2.31 |
134.244 |
14.584 |
10.86 |
|
20.85 |
| |  |
 |
 |
 |
|
 |
ASML |
760.474 |
8/12/24 |
0.08 |
924.955 |
-17.78 |
828.209 |
96.747 |
11.68 |
|
37.67 |
| |  |
 |
 |
 |
|
 |
Danone |
58.291 |
8/12/24 |
0.07 |
55.926 |
4.23 |
57.576 |
-1.651 |
-2.87 |
|
1.40 |
| |  |
 |
 |
 |
|
 |
Inditex |
42.889 |
8/12/24 |
0.07 |
44.489 |
-3.59 |
37.201 |
7.287 |
19.59 |
|
21.18 |
| |  |
 |
 |
 |
|
 |
Siemens |
152.366 |
8/12/24 |
0.01 |
171.674 |
-11.25 |
155.846 |
15.828 |
10.16 |
|
14.82 |
| |  |
 |
 |
 |
|
 |
Allianz |
248.031 |
8/12/24 |
|
254.428 |
-2.51 |
232.391 |
22.037 |
9.48 |
|
11.02 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
57.428 |
8/12/24 |
|
59.774 |
-3.92 |
51.121 |
8.652 |
16.93 |
|
3.35 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Ferrari |
373.840 |
8/12/24 |
|
370.447 |
0.92 |
340.117 |
30.331 |
8.92 |
|
18.28 |
| |  |
 |
 |
 |
L |
 |
Bayer |
25.162 |
8/12/24 |
-0.04 |
25.365 |
-0.80 |
26.731 |
-1.366 |
-5.11 |
|
-23.70 |
| |  |
 |
 |
 |
S |
 |
LVMH |
615.571 |
8/12/24 |
-0.14 |
690.106 |
-10.80 |
775.643 |
-85.537 |
-11.03 |
|
-5.70 |
| |  |
 |
 |
 |
|
 |
Safran |
186.290 |
8/12/24 |
-0.18 |
195.885 |
-4.90 |
165.113 |
30.772 |
18.64 |
|
21.70 |
| |  |
 |
 |
 |
L |
 |
Nordea Bank |
10.100 |
8/12/24 |
-0.19 |
11.064 |
-8.72 |
10.132 |
0.932 |
9.20 |
|
8.27 |
| |  |
 |
 |
 |
S |
 |
BASF |
40.011 |
8/12/24 |
-0.22 |
43.025 |
-7.01 |
42.298 |
0.727 |
1.72 |
|
-2.64 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
3.963 |
8/12/24 |
-0.24 |
4.311 |
-8.06 |
3.496 |
0.814 |
23.29 |
|
16.91 |
| |  |
 |
 |
 |
L |
 |
Ahold Delhaize |
28.806 |
8/12/24 |
-0.30 |
27.100 |
6.29 |
24.843 |
2.257 |
9.08 |
|
0.24 |
| |  |
 |
 |
 |
S |
 |
Pernod Ricard |
118.055 |
8/12/24 |
-0.33 |
123.046 |
-4.06 |
146.324 |
-23.277 |
-15.91 |
|
-20.00 |
| |  |
 |
 |
 |
|
 |
SAP |
183.479 |
8/12/24 |
-0.33 |
179.970 |
1.95 |
158.318 |
21.652 |
13.68 |
|
29.56 |
| |  |
 |
 |
 |
|
 |
Deutsche Post |
34.932 |
8/12/24 |
-0.36 |
37.336 |
-6.44 |
39.858 |
-2.523 |
-6.33 |
|
-6.04 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
71.298 |
8/12/24 |
-0.41 |
72.209 |
-1.26 |
65.249 |
6.960 |
10.67 |
|
19.31 |
| |  |
 |
 |
 |
|
 |
Airbus |
129.647 |
8/12/24 |
-0.45 |
127.592 |
1.61 |
141.520 |
-13.928 |
-9.84 |
|
-5.93 |
| |  |
 |
 |
 |
|
 |
Anheuser-Busch InBev |
53.503 |
8/12/24 |
-0.47 |
52.766 |
1.40 |
56.482 |
-3.716 |
-6.58 |
|
-0.27 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
90.625 |
8/12/24 |
-0.47 |
102.789 |
-11.83 |
113.020 |
-10.231 |
-9.05 |
|
-6.46 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
55.712 |
8/12/24 |
-0.57 |
62.807 |
-11.30 |
61.955 |
0.852 |
1.38 |
|
-1.56 |
| |  |
 |
 |
 |
S |
 |
Stellantis |
13.550 |
8/12/24 |
-0.57 |
18.061 |
-24.98 |
21.366 |
-3.305 |
-15.47 |
|
-4.54 |
| |  |
 |
 |
 |
|
 |
EssilorLuxottica |
200.926 |
8/12/24 |
-0.58 |
195.595 |
2.73 |
180.251 |
15.344 |
8.51 |
|
10.68 |
| |  |
 |
 |
 |
|
 |
Sanofi |
92.728 |
8/12/24 |
-0.60 |
89.026 |
4.16 |
81.226 |
7.800 |
9.60 |
|
0.80 |
| |  |
 |
 |
 |
|
 |
Axa |
31.355 |
8/12/24 |
-0.77 |
30.299 |
3.49 |
28.906 |
1.393 |
4.82 |
|
5.69 |
| |  |
 |
 |
 |
S |
 |
Vinci |
99.494 |
8/12/24 |
-0.77 |
97.797 |
1.73 |
109.641 |
-11.844 |
-10.80 |
|
-7.19 |
| |  |
 |
 |
 |
S |
 |
Air Liquide |
157.309 |
8/12/24 |
-0.79 |
157.619 |
-0.20 |
158.734 |
-1.114 |
-0.70 |
|
-4.25 |
| |  |
 |
 |
 |
S |
 |
BMW |
76.551 |
8/12/24 |
-0.90 |
86.399 |
-11.40 |
96.392 |
-9.993 |
-10.37 |
|
-9.91 |
| |  |
 |
 |
 |
|
 |
Adidas |
205.869 |
8/12/24 |
-1.03 |
212.750 |
-3.23 |
164.434 |
48.317 |
29.38 |
|
18.86 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
365.068 |
8/12/24 |
-1.59 |
399.573 |
-8.64 |
404.526 |
-4.952 |
-1.22 |
|
-1.90 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Kering |
242.167 |
8/12/24 |
-1.85 |
325.668 |
-25.64 |
388.718 |
-63.050 |
-16.22 |
|
-15.74 |
| Euro 50 - 50 out of 50 instruments rated - 7/01/24 / 2/12/24 - 34 did rise, Market-Ratio(20) in CHF = 68.00 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 in Swiss Franc * S20 - 12/26 (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 |
7/17/06 |
196 |
|
- cash - |
| short |
7/17/06 |
7/24/06 |
7 |
 |
 |
 |
Airbus |
100 |
316 |
|
31.576 |
33.849 |
29.302 |
-2.274 |
-7 |
9,282 |
-98 |
|
| 7/24/06 |
2/11/08 |
567 |
|
- cash - |
| |
2/11/08 |
6/09/08 |
119 |
 |
 |
 |
Societe Generale |
100 |
82 |
|
113.126 |
90.326 |
141.681 |
28.555 |
25 |
11,623 |
99 |
|
| 6/09/08 |
7/14/08 |
35 |
|
- cash - |
| |
7/14/08 |
8/04/08 |
21 |
 |
 |
 |
Saint-Gobain |
100 |
211 |
|
54.921 |
61.787 |
48.055 |
-6.866 |
-13 |
10,174 |
-90 |
|
| 8/04/08 |
8/25/08 |
21 |
|
- cash - |
| |
8/25/08 |
3/16/09 |
203 |
 |
 |
 |
Unicredit |
100 |
62 |
|
161.665 |
41.390 |
631.443 |
469.778 |
291 |
39,301 |
1,059 |
|
| 3/16/09 |
3/23/09 |
7 |
|
- cash - |
| |
3/23/09 |
4/06/09 |
14 |
 |
 |
 |
ING Groep |
100 |
6,573 |
|
5.978 |
6.206 |
5.750 |
-0.228 |
-4 |
37,803 |
-64 |
|
| 4/06/09 |
8/08/11 |
854 |
|
- cash - |
| |
8/08/11 |
12/26/11 |
140 |
 |
 |
 |
Carrefour |
100 |
1,908 |
|
19.812 |
20.890 |
18.735 |
-1.078 |
-5 |
35,747 |
-14 |
|
| 12/26/11 |
8/24/15 |
1337 |
|
- cash - |
| |
8/24/15 |
10/26/15 |
63 |
 |
 |
 |
E.on |
100 |
3,801 |
|
9.403 |
9.771 |
9.035 |
-0.368 |
-4 |
34,350 |
-21 |
|
| 10/26/15 |
3/21/16 |
147 |
|
- cash - |
| |
3/21/16 |
5/02/16 |
42 |
 |
 |
 |
Deutsche Bank |
100 |
2,086 |
|
16.466 |
15.752 |
17.213 |
0.747 |
5 |
35,907 |
47 |
|
| 5/02/16 |
3/26/18 |
693 |
|
- cash - |
| |
3/26/18 |
4/09/18 |
14 |
 |
 |
 |
Deutsche Bank |
100 |
2,726 |
|
13.171 |
13.536 |
12.807 |
-0.365 |
-3 |
34,912 |
-52 |
|
| 4/09/18 |
3/09/20 |
700 |
|
- cash - |
| |
3/09/20 |
7/20/20 |
133 |
 |
 |
 |
Anheuser-Busch InBev |
100 |
770 |
|
45.307 |
50.506 |
40.108 |
-5.199 |
-11 |
30,909 |
-28 |
|
| 7/20/20 |
3/07/22 |
595 |
|
- cash - |
| |
3/07/22 |
3/14/22 |
7 |
 |
 |
 |
Vivendi |
100 |
2,856 |
|
10.819 |
12.062 |
9.576 |
-1.243 |
-11 |
27,358 |
-100 |
|
| 3/14/22 |
6/20/22 |
98 |
|
- cash - |
| |
6/20/22 |
7/25/22 |
35 |
 |
 |
 |
Philips |
100 |
1,364 |
|
20.053 |
19.806 |
20.302 |
0.250 |
1 |
27,699 |
14 |
|
| 7/25/22 |
2/01/26 |
1287 |
|
- cash - |
| accum | 7/17/06 |
7/25/22 | 798 |
days out of 7335 invested (11%) |
177 |
27,699 |
59 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Unicredit | short | 8/25/08 | 3/16/09 | 203 | 161.66 | 41.39 | 631.44 | 469.78 | 290.59 | | | 290.59 |
| Societe Generale | | 2/11/08 | 6/09/08 | 119 | 113.13 | 90.33 | 141.68 | 28.55 | 25.24 | | | 25.24 |
| Deutsche Bank | | 3/21/16 | 5/02/16 | 42 | 16.47 | 15.75 | 17.21 | 0.75 | 4.53 | | | |
| | | 3/26/18 | 4/09/18 | 14 | 13.17 | 13.54 | 12.81 | -0.36 | -2.77 | | | 1.64 |
| Philips | | 6/20/22 | 7/25/22 | 35 | 20.05 | 19.81 | 20.30 | 0.25 | 1.24 | | | 1.24 |
| ING Groep | | 3/23/09 | 4/06/09 | 14 | 5.98 | 6.21 | 5.75 | -0.23 | -3.81 | | | -3.81 |
| E.on | | 8/24/15 | 10/26/15 | 63 | 9.40 | 9.77 | 9.04 | -0.37 | -3.91 | | | -3.91 |
| Carrefour | | 8/08/11 | 12/26/11 | 140 | 19.81 | 20.89 | 18.73 | -1.08 | -5.44 | | | -5.44 |
| Airbus | | 7/17/06 | 7/24/06 | 7 | 31.58 | 33.85 | 29.30 | -2.27 | -7.20 | | | -7.20 |
| Anheuser-Busch InBev | | 3/09/20 | 7/20/20 | 133 | 45.31 | 50.51 | 40.11 | -5.20 | -11.48 | | | -11.48 |
| Vivendi | | 3/07/22 | 3/14/22 | 7 | 10.82 | 12.06 | 9.58 | -1.24 | -11.49 | | | -11.49 |
| Saint-Gobain | | 7/14/08 | 8/04/08 | 21 | 54.92 | 61.79 | 48.05 | -6.87 | -12.50 | | | -12.50 |
Annotations
| 2/19/24 | Euro 50 | | | Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter,
Hermes and Vonovia |
| 9/14/23 | Prosus | | | stock split 1:2.1796 (two-point-onesevenninesix for one) |
| 9/24/18 | Euro 50 | | | Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain |
| 1/23/17 | Unicredit | | | reverse stock split 10:1 (one for ten) |
| 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 |
| 9/22/14 | €-Stoxx 50 | | | Nokia replaces CRH. |
|