Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 in Dollar - 21/10/19 - RS = 22

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	20/05/19	prc diff	⇓ Δ22	⇓∅-RS
	L	Stoxx 50	3,615.907	15:50	0.32	3,604.301	0.32	3,469.664	134.637	3.88	5.19
	S	Prudential	1,818.074	15:43	2.49	1,773.921	2.49	2,086.809	-312.888	-14.99	-9.86
	L	Novo Nordisk	53.855	14:59	2.27	52.661	2.27	47.398	5.264	11.11	8.43
	S	BP	648.208	15:35	1.87	636.326	1.87	709.655	-73.329	-10.33	-5.49
		Royal Dutch Shell A	29.532	15:37	1.55	29.080	1.55	32.300	-3.220	-9.97	-5.07
		Total	52.603	15:37	1.52	51.817	1.52	54.988	-3.170	-5.77	-4.38
	L	National Grid	1,182.917	15:39	1.49	1,165.515	1.49	1,041.558	123.958	11.90	9.87
	L	Siemens	115.050	15:35	1.24	113.646	1.24	117.851	-4.205	-3.57	2.07
		AstraZeneca	8,833.242	15:35	1.08	8,738.443	1.08	7,417.501	1,320.942	17.81	9.59
		Deutsche Telekom	17.996	15:35	1.00	17.817	1.00	17.076	0.742	4.34	5.97
	L	Intesa Sanpaolo	2.536	15:37	0.98	2.512	0.98	2.210	0.302	13.67	9.51
		Novartis	87.156	15:30	0.95	86.335	0.95	82.281	4.054	4.93	7.68
		GlaxoSmithKline	2,149.483	15:36	0.94	2,129.484	0.94	1,975.877	153.607	7.77	6.25
	S	Rio Tinto	5,241.248	15:37	0.93	5,193.199	0.93	5,956.034	-762.835	-12.81	-3.50
	L	Daimler	55.346	15:35	0.90	54.850	0.90	58.110	-3.260	-5.61	-0.95
		RELX	2,288.176	15:35	0.86	2,268.697	0.86	2,305.233	-36.536	-1.58	2.08
		Eni	15.556	15:36	0.84	15.427	0.84	16.104	-0.677	-4.20	-5.33
		HSBC	791.901	15:35	0.84	785.278	0.84	827.973	-42.695	-5.16	-3.50
		Schneider Electric	93.557	15:35	0.77	92.843	0.77	80.675	12.168	15.08	18.19
		BAT	3,464.730	15:35	0.76	3,438.757	0.76	3,785.167	-346.410	-9.15	-6.00
	L	Safran	155.017	15:37	0.76	153.847	0.76	139.410	14.436	10.36	13.41
		Diageo	4,047.163	15:29	0.66	4,020.541	0.66	4,258.950	-238.409	-5.60	2.22
		SAP	133.222	15:35	0.64	132.375	0.64	125.000	7.375	5.90	16.16
		Unilever Plc	5,955.491	15:39	0.61	5,919.129	0.61	6,097.405	-178.275	-2.92	3.36
		Allianz	245.931	15:35	0.59	244.482	0.59	225.313	19.169	8.51	9.94
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	20/05/19	prc diff	⇓ Δ22	⇓∅-RS
		L´Oreal	266.667	15:35	0.59	265.107	0.59	269.437	-4.331	-1.61	3.72
		LVMH	419.901	15:36	0.55	417.615	0.55	368.689	48.926	13.27	18.37
		Iberdrola	10.152	15:35	0.51	10.100	0.51	9.131	0.969	10.62	15.02
		Nestlé	103.939	15:30	0.47	103.452	0.47	98.771	4.681	4.74	9.29
		Unilever	59.878	15:39	0.37	59.655	0.37	60.389	-0.734	-1.22	4.02
		Enel	7.634	15:35	0.29	7.612	0.29	6.356	1.256	19.76	21.78
	L	Vodafone	207.806	15:36	0.14	207.520	0.14	160.984	46.536	28.91	13.31
	L	BNP Paribas	53.311	15:37	0.02	53.300	0.02	49.849	3.451	6.92	9.68
	L	UBS	11.606	15:30		11.606		11.976	-0.370	-3.09	-4.97
		Banco Santander	4.420	15:35	-0.01	4.421	-0.01	4.572	-0.151	-3.31	-2.65
	L	Barclays	215.000	15:30	-0.04	215.078	-0.04	199.142	15.937	8.00	8.34
		Axa	26.856	15:36	-0.08	26.879	-0.08	25.039	1.839	7.35	9.11
		Airbus	135.853	15:36	-0.11	136.009	-0.11	133.021	2.989	2.25	10.16
	L	ING Groep	11.538	15:35	-0.12	11.552	-0.12	11.123	0.429	3.86	0.75
	L	Roche	293.005	15:30	-0.17	293.512	-0.17	263.869	29.643	11.23	10.21
	L	Zurich Insurance	396.183	15:30	-0.20	396.995	-0.20	323.449	73.546	22.74	20.32
		Vinci	107.916	15:35	-0.37	108.317	-0.37	99.330	8.987	9.05	13.23
	L	ABB	19.515	15:30	-0.39	19.591	-0.39	18.911	0.680	3.60	1.22
		Air Liquide	129.432	15:35	-0.39	129.933	-0.39	126.396	3.537	2.80	1.23
	L	ASML	258.418	15:35	-0.49	259.700	-0.49	191.376	68.323	35.70	35.17
	L	BASF	74.961	15:35	-0.55	75.374	-0.55	69.180	6.194	8.95	4.85
	L	Sanofi	91.494	15:38	-0.88	92.308	-0.88	83.043	9.265	11.16	7.13
		AB InBev	92.353	15:35	-1.03	93.311	-1.03	81.513	11.799	14.47	12.59
	L	Bayer	72.464	15:35	-1.11	73.278	-1.11	62.333	10.945	17.56	3.99
	S	Reckitt Benckiser	7,535.917	15:36	-1.18	7,625.522	-1.18	7,982.983	-357.461	-4.48	-3.64
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	20/05/19	prc diff	⇓ Δ22	⇓∅-RS
	L	Lloyds Bank	78.450	15:35	-1.68	79.787	-1.68	75.780	4.008	5.29	10.67
Europe 50 - 50 out of 50 instruments rated - 21/10/19 / 20/05/19 - 32 did rise, Market-Ratio(22) in USD = 64.00 %

Technical Chart

	Europe 50 RS = 22 - B/S = 28/27

5/01/15	scale up chart	21/10/19

Transactions STOXX Europe 50 in Dollar * A22 - 28/27 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	4,624	2.162	2.094	2.232	0.070	3	10,324	129
long	26/06/06	21/01/08	574		ABB	100	845	12.207	21.665		9.458	77	18,315	44
short	21/01/08	21/04/08	91		UBS	100	499	36.684	35.295	38.128	1.444	4	19,036	17
long	21/04/08	28/04/08	7		Rio Tinto	100	184	102.938	102.115		-0.823	-1	18,885	-34
short	28/04/08	23/06/08	56		UBS	100	537	35.126	21.301	57.924	22.798	65	31,127	2,505
long	23/06/08	30/06/08	7		Rio Tinto	100	319	97.522	99.043		1.521	2	31,612	124
short	30/06/08	11/08/08	42		UBS	100	1,501	21.051	21.417	20.684	-0.367	-2	31,062	-14
long	11/08/08	8/09/08	28		AstraZeneca	100	626	49.578	46.100		-3.478	-7	28,885	-61
short	8/09/08	30/03/09	203		UBS	100	1,331	21.687	8.860	53.082	31.395	145	70,671	400
long	30/03/09	6/04/09	7		AstraZeneca	100	2,099	33.664	35.243		1.580	5	73,987	993
short	6/04/09	13/04/09	7		Lloyds Bank	100	62,558	1.183	1.290	1.076	-0.107	-9	67,281	-99
long	13/04/09	30/08/10	504		Deutsche Bank	100	1,521	44.228	54.940		10.712	24	83,574	17
short	30/08/10	6/09/10	7		BP	100	14,140	5.910	6.281	5.540	-0.370	-6	78,336	-97
long	6/09/10	8/08/11	336		Novo Nordisk	100	4,464	17.547	21.915		4.369	25	97,838	27
short	8/08/11	19/12/11	133		Lloyds Bank	100	181,643	0.539	0.365	0.795	0.257	48	144,479	191
long	19/12/11	20/10/14	1036		Roche	100	853	169.180	284.848		115.668	68	243,144	20
short	20/10/14	10/11/14	21		Deutsche Bank	100	7,870	30.894	30.016	31.798	0.904	3	250,256	65
long	10/11/14	24/08/15	287		Novartis	100	3,253	76.924	80.211		3.287	4	260,947	5
short	24/08/15	26/10/15	63		Rio Tinto	100	7,677	33.991	38.176	29.805	-4.185	-12	228,816	-53
long	26/10/15	14/12/15	49		SAP	100	2,951	77.515	76.278		-1.237	-2	225,166	-11
short	14/12/15	28/12/15	14		Rio Tinto	100	8,049	27.973	29.853	26.094	-1.879	-7	210,039	-84
long	28/12/15	4/01/16	7		SAP	100	2,628	79.913	76.445		-3.468	-4	200,926	-90
short	4/01/16	25/01/16	21		Rio Tinto	100	7,175	28.001	22.920	34.208	6.207	22	245,462	3,146
long	25/01/16	28/03/16	63		SAP	100	3,113	78.851	79.305		0.455	1	246,878	3
short	28/03/16	18/04/16	21		Credit Suisse	100	17,232	14.326	15.076	13.577	-0.750	-5	233,962	-61
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	25/04/16	7		BAT	100	3,828	61.117	60.290		-0.827	-1	230,796	-51
short	25/04/16	16/05/16	21		Credit Suisse	100	15,263	15.121	13.694	16.697	1.576	10	254,853	460
long	16/05/16	5/03/18	658		BAT	100	4,204	60.615	58.436		-2.179	-4	245,691	-2
short	5/03/18	23/04/18	49		Imperial Brands	100	6,877	35.725	33.360	38.257	2.532	7	263,103	67
long	23/04/18	15/10/18	175		LVMH	100	767	343.022	302.075		-40.946	-12	231,697	-23
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	97,854	2.368	2.204	2.544	0.176	7	248,893	154
long	12/11/18	10/12/18	28		AstraZeneca	100	3,097	80.356	75.459		-4.897	-6	233,727	-56
short	10/12/18	11/02/19	63		Bayer	100	3,383	69.083	77.020	61.146	-7.937	-11	206,876	-51
long	11/02/19	22/10/19	253		Roche	100	762	271.318	293.005		21.687	8	223,402	12
accum	12/06/06	22/10/19	4880	days out of 5041 invested (97%)							2,134		223,402	26

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	21/01/08	21/04/08	91	36.68	35.30	38.13	1.44	3.94
	short	28/04/08	23/06/08	56	35.13	21.30	57.92	22.80	64.90
	short	30/06/08	11/08/08	42	21.05	21.42	20.68	-0.37	-1.74
	short	8/09/08	30/03/09	203	21.69	8.86	53.08	31.39	144.76	312.20
Roche	long	19/12/11	20/10/14	1036	169.18	284.85		115.67	68.37
	long	11/02/19	22/10/19	253	271.32	293.01		21.69	7.99	81.83
ABB	long	26/06/06	21/01/08	574	12.21	21.66		9.46	77.48	77.48
Lloyds Bank	short	6/04/09	13/04/09	7	1.18	1.29	1.08	-0.11	-9.06
	short	8/08/11	19/12/11	133	0.54	0.36	0.80	0.26	47.67	34.29
Deutsche Bank	long	13/04/09	30/08/10	504	44.23	54.94		10.71	24.22
	short	20/10/14	10/11/14	21	30.89	30.02	31.80	0.90	2.92	27.85
Novo Nordisk	long	6/09/10	8/08/11	336	17.55	21.92		4.37	24.90	24.90
Intesa Sanpaolo	short	15/10/18	12/11/18	28	2.37	2.20	2.54	0.18	7.42	7.42
Imperial Brands	short	5/03/18	23/04/18	49	35.72	33.36	38.26	2.53	7.09	7.09
Credit Suisse	short	28/03/16	18/04/16	21	14.33	15.08	13.58	-0.75	-5.23
	short	25/04/16	16/05/16	21	15.12	13.69	16.70	1.58	10.42	4.65
Novartis	long	10/11/14	24/08/15	287	76.92	80.21		3.29	4.27	4.27
Vodafone	short	12/06/06	26/06/06	14	2.16	2.09	2.23	0.07	3.24	3.24
Rio Tinto	long	21/04/08	28/04/08	7	102.94	102.11		-0.82	-0.80
	long	23/06/08	30/06/08	7	97.52	99.04		1.52	1.56
	short	24/08/15	26/10/15	63	33.99	38.18	29.81	-4.19	-12.31
	short	14/12/15	28/12/15	14	27.97	29.85	26.09	-1.88	-6.72
	short	4/01/16	25/01/16	21	28.00	22.92	34.21	6.21	22.17	0.68
BAT	long	18/04/16	25/04/16	7	61.12	60.29		-0.83	-1.35
	long	16/05/16	5/03/18	658	60.62	58.44		-2.18	-3.60	-4.90
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SAP	long	26/10/15	14/12/15	49	77.51	76.28		-1.24	-1.60
	long	28/12/15	4/01/16	7	79.91	76.45		-3.47	-4.34
	long	25/01/16	28/03/16	63	78.85	79.31		0.45	0.58	-5.32
BP	short	30/08/10	6/09/10	7	5.91	6.28	5.54	-0.37	-6.27	-6.27
AstraZeneca	long	11/08/08	8/09/08	28	49.58	46.10		-3.48	-7.02
	long	30/03/09	6/04/09	7	33.66	35.24		1.58	4.69
	long	12/11/18	10/12/18	28	80.36	75.46		-4.90	-6.09	-8.58
Bayer	short	10/12/18	11/02/19	63	69.08	77.02	61.15	-7.94	-11.49	-11.49
LVMH	long	23/04/18	15/10/18	175	343.02	302.08		-40.95	-11.94	-11.94

Annotations

24/09/18	Europe 50	Safran replaces Imperial Brands
31/05/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
4/10/16	AB InBev	acquisition of SAB Miller completed
19/09/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
21/09/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
14/09/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
5/09/15	Europe 50	complete analysis
9/07/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
22/09/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


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