Share-o-matic - Assessment IBEX 35 (Iberia Index)

Assessment - Iberia Index in Renminbi yuán - 2/22/21 - RS = 11

		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ11	⇓∅-RS
	L	IBEX 35	65,499.188	13:55	1.31	63,765.948	2.72	65,493.926	-1,727.978	-2.64	10.41
	L	Acciona	1,069.028	09:06	1.95	1,072.958	-0.37	859.471	213.487	24.84	36.72
	L	Acerinox	82.064	09:06	8.28	76.750	6.92	70.230	6.520	9.28	29.91
		ACS	204.766	09:06	2.80	199.814	2.48	214.630	-14.816	-6.90	11.91
	L	aena	1,111.475	09:06	0.35	1,078.461	3.06	1,103.226	-24.765	-2.24	10.49
	L	Almirall	88.116	09:06	1.45	91.889	-4.11	85.631	6.259	7.31	8.40
	L	Amadeus IT	462.197	09:06	2.26	439.559	5.15	510.301	-70.742	-13.86	12.90
	L	ArcelorMittal	156.660	13:23	3.18	154.773	1.22	138.038	16.736	12.12	74.27
	L	Banco Bilbao Viz	36.709	09:07	1.46	35.168	4.38	33.239	1.929	5.80	46.44
	L	Banco Sabadell	3.408	09:07	4.06	3.140	8.51	2.908	0.232	7.97	12.28
	L	Banco Santander	23.200	09:07	1.86	22.760	1.93	21.574	1.186	5.50	34.51
	L	Bankia	13.147	09:06	2.32	12.526	4.96	12.069	0.457	3.78	38.13
	L	Bankinter	44.019	09:07	1.97	40.120	9.72	36.104	4.016	11.12	24.04
	L	Caixabank	19.258	09:06	1.79	18.394	4.70	17.791	0.603	3.39	22.05
		Cellnex	349.321	09:07	-1.35	341.146	2.40	401.087	-59.941	-14.94	-13.12
	L	CIE Automotive	180.320	09:06	0.79	181.735	-0.78	162.397	19.337	11.91	38.72
	L	Colonial	65.281	09:07	2.78	62.098	5.13	66.439	-4.341	-6.53	0.51
	S	Enágas	138.502	09:07	1.47	135.790	2.00	159.073	-23.283	-14.64	-13.89
	S	Endesa	163.498	09:07	1.22	168.057	-2.71	179.808	-11.751	-6.54	-3.39
		Ferrovial	166.721	09:06	2.76	161.140	3.46	186.456	-25.316	-13.58	-8.84
	S	Grifols	166.878	09:06	1.97	170.730	-2.26	183.845	-13.114	-7.13	-17.10
	S	Iberdrola	82.496	09:07	0.67	80.885	1.99	88.717	-7.833	-8.83	-1.05
	L	Inditex	221.037	09:06	2.97	204.609	8.03	218.429	-13.820	-6.33	6.15
	L	Indra Sistemas	58.679	09:04	2.61	58.836	-0.27	57.536	1.300	2.26	7.04
	L	Intl. Cons. Airlines	18.378	09:07	4.98	16.169	13.66	14.629	1.540	10.53	7.65
		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ11	⇓∅-RS
		Mapfre	12.695	09:07	2.74	11.940	6.32	13.691	-1.751	-12.79	-4.12
	L	Meliá Hotels	55.731	09:07	1.29	52.940	5.27	46.851	6.089	13.00	62.58
	L	Merlin Properties	69.330	09:07	2.74	63.670	8.89	63.155	0.516	0.82	6.73
	L	Naturgy	165.385	09:07	1.59	161.376	2.48	152.505	8.871	5.82	16.87
		Pharma Mar	906.316	09:06	5.20	864.655	4.82	553.196	311.459	56.30	41.10
	S	Red Eléctrica	110.322	09:07	1.23	115.353	-4.36	129.554	-14.201	-10.96	-9.76
	L	Repsol	83.832	09:07	2.40	79.784	5.07	67.112	12.673	18.88	33.91
		Siemens Gamesa	245.169	09:06	1.27	252.872	-3.05	231.883	20.989	9.05	65.25
	L	Telefónica	28.376	09:07	2.38	28.879	-1.74	30.430	-1.550	-5.09	-2.05
	S	Viscofan	447.655	09:07	-2.23	445.297	0.53	466.932	-21.635	-4.63	-0.76
IBEX 35 - 34 out of 34 instruments rated - 2/22/21 / 12/07/20 - 19 did rise, Market-Ratio(11) in CNY = 55.88 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	IBEX 35 RS = 11 - B/S = 83/81

1/02/17	scale up chart	2/22/21

Transactions Iberia Index in Renminbi yuán * A11 - 83/81 (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		1/09/06	7		- cash -
long	1/09/06	1/16/06	7		Obrascón Huarte Lain	100	81	122.844	123.273		0.428	0	10,035	20
short	1/16/06	2/06/06	21		Telefónica	100	79	126.114	121.083	131.355	5.240	4	10,449	103
long	2/06/06	5/08/06	91		Obrascón Huarte Lain	100	76	136.866	181.746		44.880	33	13,860	212
short	5/08/06	8/07/06	91		Repsol	100	59	233.135	226.074	240.418	7.282	3	14,289	13
long	8/07/06	1/08/07	154		Sacyr	100	57	248.352	376.825		128.473	52	21,612	169
short	1/08/07	2/12/07	35		Enágas	100	127	169.775	179.868	159.682	-10.093	-6	20,330	-47
long	2/12/07	2/26/07	14		Obrascón Huarte Lain	100	70	287.335	325.268		37.932	13	22,986	2,435
short	2/26/07	5/21/07	84		Enágas	100	125	183.074	186.671	179.477	-3.597	-2	22,536	-8
long	5/21/07	6/11/07	21		Grifols	100	301	74.793	75.716		0.923	1	22,814	24
short	6/11/07	12/03/07	175		Banco Bilbao Viz	100	130	174.244	172.989	175.508	1.264	1	22,978	2
long	12/03/07	12/10/07	7		Acciona	100	9	2,538.697	2,551.070		12.373	0	23,090	29
short	12/10/07	4/07/08	119		Sacyr	100	86	266.501	208.142	341.221	74.720	28	29,516	113
long	4/07/08	4/14/08	7		ArcelorMittal	100	16	1,815.601	1,740.267		-75.334	-4	28,310	-89
short	4/14/08	4/28/08	14		Mediaset Esp	100	213	132.823	131.921	133.730	0.907	1	28,503	19
long	4/28/08	5/05/08	7		ArcelorMittal	100	14	1,906.031	1,877.180		-28.851	-2	28,100	-55
short	5/05/08	5/11/09	371		Mediaset Esp	100	201	139.471	68.914	282.267	142.797	102	56,802	100
long	5/11/09	7/06/09	56		Banco Popular	100	204	277.608	269.327		-8.281	-3	55,112	-18
short	7/06/09	8/03/09	28		Naturgy	100	468	117.711	131.773	103.650	-14.062	-12	48,532	-81
long	8/03/09	8/10/09	7		Obrascón Huarte Lain	100	309	157.046	172.691		15.645	10	53,366	14,042
short	8/10/09	8/24/09	14		Naturgy	100	404	131.885	143.480	120.290	-11.595	-9	48,681	-91
long	8/24/09	10/26/09	63		Obrascón Huarte Lain	100	274	177.119	180.083		2.964	2	49,493	10
short	10/26/09	8/09/10	287		Grifols	100	865	57.159	40.845	79.988	22.829	40	69,240	53
long	8/09/10	8/16/10	7		Inditex	100	756	91.560	88.505		-3.055	-3	66,931	-83
short	8/16/10	9/20/10	35		Siemens Gamesa	100	1,342	49.870	47.040	52.870	3.000	6	70,957	84
long	9/20/10	9/27/10	7		Inditex	100	689	102.982	105.389		2.406	2	72,615	233
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/27/10	1/24/11	119		Siemens Gamesa	100	1,595	45.513	52.084	38.942	-6.571	-14	62,135	-38
long	1/24/11	2/28/11	35		Sacyr	100	1,268	48.964	64.021		15.057	31	81,228	1,538
short	2/28/11	3/21/11	21		Banco Sabadell	100	3,554	22.853	23.619	22.087	-0.766	-3	78,505	-45
long	3/21/11	4/04/11	14		Sacyr	100	1,161	67.587	69.660		2.073	3	80,912	120
short	4/04/11	2/06/12	308		Banco Sabadell	100	3,486	23.208	19.289	27.922	4.714	20	97,346	25
long	2/06/12	2/13/12	7		Bankinter	100	3,407	28.566	27.379		-1.187	-4	93,301	-89
short	2/13/12	8/20/12	189		Sacyr	100	3,390	27.520	10.042	75.416	47.896	174	255,668	601
long	8/20/12	11/05/12	77		Grifols	100	2,908	87.910	105.202		17.291	20	305,951	134
short	11/05/12	1/07/13	63		Banco Popular	100	6,313	48.461	28.820	81.488	33.026	68	514,446	1,931
long	1/07/13	2/04/13	28		Mediaset Esp	100	10,968	46.903	44.182		-2.721	-6	484,599	-54
short	2/04/13	9/09/13	217		Bankia	100	2,574	188.258	24.470	1,448.358	1,260.101	669	3,728,098	2,994
long	9/09/13	12/16/13	98		Siemens Gamesa	100	85,409	43.650	58.743		15.093	35	5,017,187	202
short	12/16/13	1/20/14	35		Acciona	100	15,101	332.235	396.000	268.469	-63.765	-19	4,054,268	-89
long	1/20/14	1/27/14	7		Siemens Gamesa	100	58,438	69.377	63.023		-6.354	-9	3,682,974	-99
short	1/27/14	2/17/14	21		Repsol	100	25,416	144.907	147.375	142.440	-2.468	-2	3,620,255	-26
long	2/17/14	3/10/14	21		Siemens Gamesa	100	51,844	69.829	73.096		3.267	5	3,789,631	121
short	3/10/14	6/09/14	91		Inditex	100	21,212	178.650	184.499	172.801	-5.849	-3	3,665,562	-12
long	6/09/14	6/16/14	7		Bankia	100	70,654	51.880	49.685		-2.195	-4	3,510,492	-90
short	6/16/14	3/02/15	259		ArcelorMittal	100	12,669	277.072	202.473	379.157	102.084	37	4,803,799	56
long	3/02/15	3/09/15	7		Intl. Cons. Airlines	100	86,673	55.424	52.057		-3.367	-6	4,511,933	-96
short	3/09/15	3/23/15	14		Endesa	100	37,637	119.880	123.326	116.434	-3.446	-3	4,382,237	-53
long	3/23/15	5/11/15	49		Intl. Cons. Airlines	100	79,534	55.099	54.637		-0.462	-1	4,345,495	-6
short	5/11/15	4/25/16	350		Obrascón Huarte Lain	100	32,786	132.541	42.734	411.082	278.542	210	13,477,758	226
long	4/25/16	5/09/16	14		aena	100	15,259	883.210	913.020		29.810	3	13,932,632	138
short	5/09/16	9/12/16	126		Banco Popular	100	911,892	15.279	9.084	25.699	10.420	68	23,434,351	351
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/12/16	9/19/16	7		Siemens Gamesa	100	150,074	156.152	159.081		2.929	2	23,873,940	164
short	9/19/16	2/06/17	140		Banco Popular	100	2,939,525	8.122	6.258	10.541	2.420	30	30,986,123	97
long	2/06/17	2/27/17	21		ArcelorMittal	100	190,660	162.520	183.629		21.109	13	35,010,853	735
short	2/27/17	3/20/17	21		Banco Popular	100	5,924,104	5.910	6.893	4.927	-0.983	-17	29,186,876	-96
long	3/20/17	6/05/17	77		ArcelorMittal	100	155,525	187.667	143.804		-43.862	-23	22,365,169	-72
short	6/05/17	3/11/19	644		ArcelorMittal	100	155,525	143.804	154.707	132.902	-10.902	-8	20,669,569	-4
long	3/11/19	3/25/19	14		Acciona	100	30,502	677.626	740.623		62.998	9	22,591,127	915
short	3/25/19	10/21/19	210		DIA	100	4,793,445	4.713	3.477	6.388	1.675	36	30,622,447	70
long	10/21/19	11/04/19	14		Cellnex	100	98,456	311.024	296.407		-14.617	-5	29,183,349	-71
short	11/04/19	11/11/19	7		DIA	100	20,453,328	1.427	1.018	2.000	0.573	40	40,896,430	> 999,999
long	11/11/19	11/25/19	14		Cellnex	100	142,861	286.265	291.347		5.081	2	41,622,337	58
short	11/25/19	6/01/20	189		DIA	100	21,417,912	1.943	0.909	4.153	2.210	114	88,946,447	333
long	6/01/20	6/15/20	14		Cellnex	100	221,716	401.172	401.870		0.698	0	89,101,156	5
short	6/15/20	11/30/20	168		Banco Sabadell	100	34,137,409	2.610	2.559	2.662	0.052	2	90,884,026	4
long	11/30/20	1/25/21	56		Siemens Gamesa	100	386,265	235.289	288.240		52.951	23	111m	275
short	1/25/21	3/01/21	35		Intl. Cons. Airlines	100	8,951,789	12.437	18.378	6.497	-5.940	-48	58,159,780	-100
accum	1/09/06	3/01/21	5530	days out of 5537 invested (100%)							581,498		58,159,780	77

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Bankia	short	2/04/13	9/09/13	217	188.26	24.47	1,448.36	1,260.10	669.35
	long	6/09/14	6/16/14	7	51.88	49.69		-2.19	-4.23	636.80
Sacyr	long	8/07/06	1/08/07	154	248.35	376.83		128.47	51.73
	short	12/10/07	4/07/08	119	266.50	208.14	341.22	74.72	28.04
	long	1/24/11	2/28/11	35	48.96	64.02		15.06	30.75
	long	3/21/11	4/04/11	14	67.59	69.66		2.07	3.07
	short	2/13/12	8/20/12	189	27.52	10.04	75.42	47.90	174.04	617.45
Obrascón Huarte Lain	long	1/09/06	1/16/06	7	122.84	123.27		0.43	0.35
	long	2/06/06	5/08/06	91	136.87	181.75		44.88	32.79
	long	2/12/07	2/26/07	14	287.34	325.27		37.93	13.20
	long	8/03/09	8/10/09	7	157.05	172.69		15.65	9.96
	long	8/24/09	10/26/09	63	177.12	180.08		2.96	1.67
	short	5/11/15	4/25/16	350	132.54	42.73	411.08	278.54	210.16	423.07
DIA	short	3/25/19	10/21/19	210	4.71	3.48	6.39	1.68	35.55
	short	11/04/19	11/11/19	7	1.43	1.02	2.00	0.57	40.14
	short	11/25/19	6/01/20	189	1.94	0.91	4.15	2.21	113.70	305.93
Banco Popular	long	5/11/09	7/06/09	56	277.61	269.33		-8.28	-2.98
	short	11/05/12	1/07/13	63	48.46	28.82	81.49	33.03	68.15
	short	5/09/16	9/12/16	126	15.28	9.08	25.70	10.42	68.20
	short	9/19/16	2/06/17	140	8.12	6.26	10.54	2.42	29.79
	short	2/27/17	3/20/17	21	5.91	6.89	4.93	-0.98	-16.63	196.89
Mediaset Esp	short	4/14/08	4/28/08	14	132.82	131.92	133.73	0.91	0.68
	short	5/05/08	5/11/09	371	139.47	68.91	282.27	142.80	102.38
	long	1/07/13	2/04/13	28	46.90	44.18		-2.72	-5.80	91.94
Grifols	long	5/21/07	6/11/07	21	74.79	75.72		0.92	1.23
	short	10/26/09	8/09/10	287	57.16	40.85	79.99	22.83	39.94
	long	8/20/12	11/05/12	77	87.91	105.20		17.29	19.67	69.53
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Siemens Gamesa	short	8/16/10	9/20/10	35	49.87	47.04	52.87	3.00	6.02
	short	9/27/10	1/24/11	119	45.51	52.08	38.94	-6.57	-14.44
	long	9/09/13	12/16/13	98	43.65	58.74		15.09	34.58
	long	1/20/14	1/27/14	7	69.38	63.02		-6.35	-9.16
	long	2/17/14	3/10/14	21	69.83	73.10		3.27	4.68
	long	9/12/16	9/19/16	7	156.15	159.08		2.93	1.88
	long	11/30/20	1/25/21	56	235.29	288.24		52.95	22.50	44.88
Banco Sabadell	short	2/28/11	3/21/11	21	22.85	23.62	22.09	-0.77	-3.35
	short	4/04/11	2/06/12	308	23.21	19.29	27.92	4.71	20.31
	short	6/15/20	11/30/20	168	2.61	2.56	2.66	0.05	2.00	18.61
Telefónica	short	1/16/06	2/06/06	21	126.11	121.08	131.35	5.24	4.16	4.16
aena	long	4/25/16	5/09/16	14	883.21	913.02		29.81	3.38	3.38
ArcelorMittal	long	4/07/08	4/14/08	7	1,815.60	1,740.27		-75.33	-4.15
	long	4/28/08	5/05/08	7	1,906.03	1,877.18		-28.85	-1.51
	short	6/16/14	3/02/15	259	277.07	202.47	379.16	102.08	36.84
	long	2/06/17	2/27/17	21	162.52	183.63		21.11	12.99
	long	3/20/17	6/05/17	77	187.67	143.80		-43.86	-23.37
	short	6/05/17	3/11/19	644	143.80	154.71	132.90	-10.90	-7.58	3.37
Repsol	short	5/08/06	8/07/06	91	233.14	226.07	240.42	7.28	3.12
	short	1/27/14	2/17/14	21	144.91	147.37	142.44	-2.47	-1.70	1.37
Banco Bilbao Viz	short	6/11/07	12/03/07	175	174.24	172.99	175.51	1.26	0.73	0.73
Cellnex	long	10/21/19	11/04/19	14	311.02	296.41		-14.62	-4.70
	long	11/11/19	11/25/19	14	286.27	291.35		5.08	1.78
	long	6/01/20	6/15/20	14	401.17	401.87		0.70	0.17	-2.84
Endesa	short	3/09/15	3/23/15	14	119.88	123.33	116.43	-3.45	-2.87	-2.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Bankinter	long	2/06/12	2/13/12	7	28.57	27.38		-1.19	-4.16	-4.16
Inditex	long	8/09/10	8/16/10	7	91.56	88.51		-3.05	-3.34
	long	9/20/10	9/27/10	7	102.98	105.39		2.41	2.34
	short	3/10/14	6/09/14	91	178.65	184.50	172.80	-5.85	-3.27	-4.32
Enágas	short	1/08/07	2/12/07	35	169.77	179.87	159.68	-10.09	-5.95
	short	2/26/07	5/21/07	84	183.07	186.67	179.48	-3.60	-1.96	-7.79
Acciona	long	12/03/07	12/10/07	7	2,538.70	2,551.07		12.37	0.49
	short	12/16/13	1/20/14	35	332.23	396.00	268.47	-63.77	-19.19
	long	3/11/19	3/25/19	14	677.63	740.62		63.00	9.30	-11.25
Naturgy	short	7/06/09	8/03/09	28	117.71	131.77	103.65	-14.06	-11.95
	short	8/10/09	8/24/09	14	131.88	143.48	120.29	-11.60	-8.79	-19.69
Intl. Cons. Airlines	long	3/02/15	3/09/15	7	55.42	52.06		-3.37	-6.08
	long	3/23/15	5/11/15	49	55.10	54.64		-0.46	-0.84
	short	1/25/21	3/01/21	35	12.44	18.38	6.50	-5.94	-47.76	-51.35

Annotations

8/03/18	IBEX 35	CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief)
7/03/18	Gas Natural	renames Naturgy Energy
6/19/17	IBEX 35	Inmobiliaria Colonial replaces Banco Popular
6/07/17	IBEX 35	Banco Popular was excluded from the index
6/05/17	Bankia	reverse split 4:1 (one for four)
5/18/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
11/03/16	IBEX 35	Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr
7/11/16	Red Eléctrica	forward stock split 1:4 (four for one)
1/04/16	Grifols	forward stock split 1:2 (two for one)
12/29/15	IBEX 35	complete analysis
12/21/15	IBEX 35	Merlin Properties replaces Abengoa
	Merlin Properties	recording started
8/26/15	IBEX 35	complete analysis
8/24/15	IBEX 35	Acerinox and aena replace BME and Jazztel
	aena	recording started


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