| Tue, Mar 19th, 2024, 13:18UTC |
| |
Assessment - Euro STOXX 50 in Dollar - 3/18/24 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
10/16/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| | |
|
|
|
L |
|
Euro Stoxx 50 |
5,419.783 |
12:35 |
0.06 |
5,416.609 |
0.06 |
4,377.936 |
1,038.673 |
23.73 |
|
14.37 |
| | |
|
|
|
L |
|
Unicredit |
36.058 |
Mon |
0.82 |
36.058 |
|
24.269 |
11.789 |
48.57 |
|
49.55 |
| | |
|
|
|
L |
|
Stellantis |
28.427 |
Mon |
0.46 |
28.427 |
|
19.728 |
8.699 |
44.10 |
|
47.04 |
| | |
|
|
|
L |
|
Banco Bilbao Viz |
11.289 |
Mon |
-0.24 |
11.289 |
|
8.123 |
3.166 |
38.98 |
|
40.19 |
| | |
|
|
|
L |
|
ASML |
941.294 |
08:06 |
-0.56 |
946.621 |
-0.56 |
600.905 |
345.715 |
57.53 |
|
36.22 |
| | |
|
|
|
L |
|
Safran |
222.197 |
08:46 |
0.52 |
221.056 |
0.52 |
158.729 |
62.326 |
39.27 |
|
34.81 |
| | |
|
|
|
L |
|
Ferrari |
427.871 |
Mon |
1.39 |
427.871 |
|
314.800 |
113.071 |
35.92 |
|
34.13 |
| | |
|
|
|
L |
|
SAP |
187.476 |
09:02 |
0.14 |
187.215 |
0.14 |
129.401 |
57.814 |
44.68 |
|
31.46 |
| | |
|
|
|
L |
|
Schneider Electric |
234.698 |
08:47 |
0.56 |
233.394 |
0.56 |
160.523 |
72.871 |
45.40 |
|
31.26 |
| | |
|
|
|
L |
|
Inditex |
48.896 |
Mon |
-0.22 |
48.896 |
|
36.428 |
12.469 |
34.23 |
|
29.49 |
| | |
|
|
|
L |
|
Adyen |
1,569.512 |
Mon |
-0.91 |
1,569.512 |
|
764.319 |
805.193 |
105.35 |
|
29.41 |
| | |
|
|
|
L |
|
Intesa Sanpaolo |
3.510 |
Mon |
0.05 |
3.510 |
|
2.538 |
0.972 |
38.29 |
|
28.51 |
| | |
|
|
|
L |
|
Münchener Rück |
487.551 |
09:00 |
0.61 |
484.616 |
0.61 |
397.720 |
86.896 |
21.85 |
|
23.98 |
| | |
|
|
|
L |
|
Airbus |
180.106 |
08:52 |
1.51 |
177.432 |
1.51 |
129.697 |
47.735 |
36.80 |
|
23.32 |
| | |
|
|
|
L |
|
Siemens |
198.629 |
09:03 |
-0.49 |
199.608 |
-0.49 |
141.259 |
58.349 |
41.31 |
|
23.19 |
| | |
|
|
|
L |
|
Wolters Kluwer |
157.843 |
Mon |
0.45 |
157.843 |
|
127.070 |
30.773 |
24.22 |
|
20.84 |
| | |
|
|
|
L |
|
Axa |
37.422 |
08:05 |
0.54 |
37.216 |
0.55 |
29.560 |
7.656 |
25.90 |
|
20.68 |
| | |
|
|
|
L |
|
Saint-Gobain |
75.149 |
Mon |
-0.83 |
75.149 |
|
56.588 |
18.561 |
32.80 |
|
20.54 |
| | |
|
|
|
L |
|
Allianz |
289.867 |
08:51 |
0.17 |
289.378 |
0.17 |
236.575 |
52.803 |
22.32 |
|
18.64 |
| | |
|
|
|
L |
|
EssilorLuxottica |
225.078 |
08:05 |
-0.02 |
225.132 |
-0.02 |
174.722 |
50.410 |
28.85 |
|
18.05 |
| | |
|
|
|
L |
|
Air Liquide |
210.392 |
08:06 |
-0.27 |
210.957 |
-0.27 |
169.427 |
41.530 |
24.51 |
|
17.92 |
| | |
|
|
|
|
|
Banco Santander |
4.503 |
08:05 |
0.12 |
4.498 |
0.12 |
3.773 |
0.725 |
19.22 |
|
17.69 |
| | |
|
|
|
|
|
Adidas |
218.501 |
08:51 |
0.45 |
217.523 |
0.45 |
179.765 |
37.758 |
21.00 |
|
16.55 |
| | |
|
|
|
L |
|
ING Groep |
15.641 |
08:45 |
0.69 |
15.534 |
0.69 |
13.257 |
2.278 |
17.18 |
|
15.34 |
| | |
|
|
|
|
|
Vivendi |
10.810 |
Mon |
-0.26 |
10.810 |
|
8.999 |
1.811 |
20.13 |
|
11.63 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
10/16/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| | |
|
|
|
L |
|
Mercedes-Benz |
79.780 |
09:01 |
0.04 |
79.747 |
0.04 |
68.256 |
11.492 |
16.84 |
|
10.71 |
| | |
|
|
|
L |
|
LVMH |
920.096 |
08:46 |
-1.36 |
932.815 |
-1.36 |
703.764 |
229.051 |
32.55 |
|
10.53 |
| | |
|
|
|
|
|
Vinci |
127.274 |
08:47 |
-0.02 |
127.296 |
-0.02 |
108.007 |
19.289 |
17.86 |
|
8.28 |
| | |
|
|
|
L |
|
BASF |
53.647 |
08:51 |
0.69 |
53.272 |
0.70 |
44.857 |
8.415 |
18.76 |
|
8.10 |
| | |
|
|
|
|
|
TotalEnergies |
68.931 |
08:47 |
1.25 |
68.083 |
1.25 |
66.526 |
1.557 |
2.34 |
|
7.78 |
| | |
|
|
|
|
|
Deutsche Börse |
200.238 |
09:00 |
-0.46 |
201.162 |
-0.46 |
169.110 |
32.052 |
18.95 |
|
7.59 |
| | |
|
|
|
|
|
Nordea Bank |
11.906 |
Mon |
-1.16 |
11.906 |
|
11.151 |
0.755 |
6.77 |
|
6.45 |
| | |
|
|
|
|
|
BNP Paribas |
67.203 |
08:07 |
0.75 |
66.703 |
0.75 |
61.008 |
5.694 |
9.33 |
|
6.28 |
| | |
|
|
|
|
|
L´Oreal |
479.017 |
08:45 |
-0.20 |
479.996 |
-0.20 |
408.006 |
71.990 |
17.64 |
|
6.05 |
| | |
|
|
|
L |
|
BMW |
115.947 |
08:51 |
0.64 |
115.208 |
0.64 |
104.061 |
11.146 |
10.71 |
|
5.85 |
| | |
|
|
|
|
|
Danone |
64.507 |
Mon |
-0.44 |
64.507 |
|
57.105 |
7.402 |
12.96 |
|
4.25 |
| | |
|
|
|
|
|
Deutsche Telekom |
23.584 |
09:00 |
0.07 |
23.573 |
0.05 |
21.479 |
2.094 |
9.75 |
|
3.33 |
| | |
|
|
|
|
|
Anheuser-Busch InBev |
59.800 |
08:06 |
-0.31 |
59.985 |
-0.31 |
54.141 |
5.844 |
10.79 |
|
0.65 |
| | |
|
|
|
|
|
Eni |
15.454 |
Mon |
-0.38 |
15.454 |
|
16.331 |
-0.877 |
-5.37 |
|
0.59 |
| | |
|
|
|
|
|
Enel |
6.532 |
08:06 |
-1.00 |
6.603 |
-1.07 |
6.060 |
0.543 |
8.96 |
|
0.17 |
| | |
|
|
|
L |
|
Volkswagen |
126.883 |
09:02 |
1.13 |
125.470 |
1.13 |
114.590 |
10.880 |
9.49 |
|
-0.05 |
| | |
|
|
|
S |
|
Iberdrola |
11.860 |
08:45 |
-0.64 |
11.941 |
-0.68 |
11.093 |
0.849 |
7.65 |
|
-1.43 |
| | |
|
|
|
L |
|
Ahold Delhaize |
29.514 |
Mon |
-1.49 |
29.514 |
|
29.302 |
0.212 |
0.73 |
|
-5.63 |
| | |
|
|
|
S |
|
Infineon |
34.759 |
09:01 |
-0.08 |
34.786 |
-0.08 |
33.669 |
1.117 |
3.32 |
|
-5.74 |
| | |
|
|
|
|
|
Prosus |
29.264 |
08:46 |
-1.46 |
29.693 |
-1.45 |
29.486 |
0.207 |
0.70 |
|
-6.38 |
| | |
|
|
|
S |
|
Sanofi |
95.184 |
08:47 |
-0.50 |
95.662 |
-0.50 |
109.589 |
-13.927 |
-12.71 |
|
-6.49 |
| | |
|
|
|
L |
|
Kering |
460.320 |
Mon |
-0.63 |
460.320 |
|
432.534 |
27.786 |
6.42 |
|
-7.03 |
| | |
|
|
|
L |
|
Nokia |
3.508 |
Mon |
-3.97 |
3.508 |
|
3.610 |
-0.102 |
-2.81 |
|
-7.93 |
| | |
|
|
|
S |
|
Deutsche Post |
42.119 |
09:00 |
0.56 |
41.890 |
0.54 |
41.159 |
0.731 |
1.78 |
|
-8.65 |
| | |
|
|
|
L |
|
Pernod Ricard |
161.865 |
Mon |
-1.65 |
161.865 |
|
167.950 |
-6.085 |
-3.62 |
|
-15.64 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
10/16/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| | |
|
|
|
S |
|
Bayer |
28.177 |
08:51 |
-1.14 |
28.498 |
-1.13 |
45.991 |
-17.493 |
-38.04 |
|
-37.10 |
Euro 50 - 50 out of 50 instruments rated - 3/18/24 / 10/16/23 - 45 did rise, Market-Ratio(22) in USD = 90.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 in Dollar * 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 |
49 |
|
100.115 |
82.096 |
122.088 |
21.973 |
22 |
11,077 |
91 |
|
|
|
|
|
|
|
|
Saint-Gobain |
50 |
64 |
|
78.430 |
62.475 |
98.460 |
20.030 |
26 |
12,359 |
110 |
|
100 |
24 |
100 | |
long |
6/23/08 |
9/08/08 |
77 |
|
|
|
Fresenius |
50 |
212 |
|
29.049 |
26.447 |
|
-2.603 |
-9 |
11,807 |
-36 |
|
|
|
|
|
|
|
|
Engie |
50 |
95 |
|
64.972 |
52.457 |
|
-12.515 |
-19 |
10,618 |
-64 |
|
100 |
-14 |
-51 | |
short |
9/08/08 |
3/30/09 |
203 |
|
|
|
Mercedes-Benz |
50 |
92 |
|
57.629 |
25.121 |
132.206 |
74.577 |
129 |
17,479 |
345 |
|
|
|
|
|
|
|
|
Nokia |
50 |
254 |
|
20.891 |
13.248 |
32.944 |
12.053 |
58 |
20,540 |
127 |
|
100 |
94 |
228 | |
long |
3/30/09 |
9/05/11 |
889 |
|
|
|
ASML |
50 |
597 |
|
17.195 |
33.062 |
|
15.868 |
92 |
30,013 |
31 |
|
|
|
|
|
|
|
|
Inditex |
50 |
1,371 |
|
7.492 |
16.443 |
|
8.951 |
119 |
42,285 |
38 |
|
100 |
106 |
35 | |
short |
9/05/11 |
1/09/12 |
126 |
|
|
|
Societe Generale |
50 |
735 |
|
28.759 |
19.073 |
43.365 |
14.606 |
51 |
53,021 |
229 |
|
|
|
|
|
|
|
|
Unicredit |
50 |
542 |
|
38.999 |
14.565 |
104.421 |
65.423 |
168 |
88,480 |
1,634 |
|
100 |
109 |
749 | |
long |
1/09/12 |
8/24/15 |
1323 |
|
|
|
ASML |
50 |
1,073 |
|
41.197 |
86.831 |
|
45.635 |
111 |
137,446 |
23 |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev |
50 |
733 |
|
60.390 |
105.976 |
|
45.586 |
75 |
170,861 |
17 |
|
100 |
93 |
20 | |
short |
8/24/15 |
10/26/15 |
63 |
|
|
|
E.on |
50 |
8,457 |
|
10.101 |
9.940 |
10.264 |
0.164 |
2 |
172,244 |
10 |
|
|
|
|
|
|
|
|
Banco Santander |
50 |
14,124 |
|
6.049 |
5.781 |
6.329 |
0.280 |
5 |
176,206 |
30 |
|
100 |
3 |
20 | |
long |
10/26/15 |
1/11/16 |
77 |
|
|
|
Fresenius |
50 |
1,242 |
|
70.905 |
64.524 |
|
-6.381 |
-9 |
168,281 |
-36 |
|
|
|
|
|
|
|
|
Inditex |
50 |
2,372 |
|
37.149 |
31.958 |
|
-5.191 |
-14 |
155,968 |
-51 |
|
100 |
-11 |
-44 | |
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 |
613 |
|
127.105 |
120.153 |
134.459 |
7.354 |
6 |
160,476 |
333 |
|
|
|
|
|
|
|
|
Banco Santander |
50 |
17,617 |
|
4.430 |
4.188 |
4.687 |
0.257 |
6 |
165,000 |
335 |
|
100 |
6 |
334 | |
long |
1/25/16 |
4/04/16 |
70 |
|
|
|
SAP |
50 |
1,046 |
|
78.851 |
79.790 |
|
0.939 |
1 |
165,982 |
6 |
|
|
|
|
|
|
|
|
Vinci |
50 |
1,234 |
|
66.862 |
74.561 |
|
7.698 |
12 |
175,482 |
77 |
|
100 |
6 |
38 | |
short |
4/04/16 |
5/16/16 |
42 |
|
|
|
Deutsche Bank |
50 |
5,830 |
|
15.048 |
14.557 |
15.555 |
0.507 |
3 |
178,438 |
33 |
|
|
|
|
|
|
|
|
Unicredit |
50 |
5,096 |
|
17.217 |
16.279 |
18.209 |
0.992 |
6 |
183,492 |
63 |
|
100 |
5 |
47 | |
long |
5/16/16 |
3/16/20 |
1400 |
|
|
|
Deutsche Post |
50 |
3,018 |
|
30.392 |
22.949 |
|
-7.442 |
-24 |
161,031 |
-7 |
|
|
|
|
|
|
|
|
Vinci |
50 |
1,237 |
|
74.162 |
65.900 |
|
-8.262 |
-11 |
150,811 |
-3 |
|
100 |
-18 |
-5 | |
short |
3/16/20 |
8/03/20 |
140 |
|
|
|
ING Groep |
50 |
14,465 |
|
5.213 |
7.119 |
3.307 |
-1.906 |
-37 |
123,238 |
-69 |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev |
50 |
1,955 |
|
38.565 |
54.455 |
22.674 |
-15.890 |
-41 |
92,173 |
-75 |
|
100 |
-39 |
-72 | |
long |
8/03/20 |
6/20/22 |
686 |
|
|
|
SAP |
50 |
285 |
|
161.678 |
93.937 |
|
-67.742 |
-42 |
72,866 |
-25 |
|
|
|
|
|
|
|
|
ASML |
50 |
126 |
|
364.523 |
481.315 |
|
116.793 |
32 |
87,582 |
16 |
|
100 |
-5 |
-3 | |
short |
6/20/22 |
8/08/22 |
49 |
|
|
|
Philips |
50 |
2,111 |
|
20.741 |
20.722 |
20.760 |
0.019 |
0 |
87,622 |
1 |
|
|
|
|
|
|
|
|
Adyen |
50 |
33 |
|
1,303.788 |
1,856.946 |
750.629 |
-553.159 |
-42 |
69,368 |
-98 |
|
100 |
-21 |
-83 | |
long |
8/08/22 |
3/19/24 |
589 |
|
|
|
Deutsche Börse |
50 |
194 |
|
178.297 |
200.238 |
|
21.941 |
12 |
73,624 |
7 |
|
|
|
|
|
|
|
|
TotalEnergies |
50 |
684 |
|
50.831 |
68.931 |
|
18.100 |
36 |
86,005 |
21 |
|
100 |
24 |
14 | |
accum | 3/03/08 |
3/19/24 | 5860 |
days out of 6651 invested (88%) |
760 |
86,005 |
14 |
|
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 | 17.19 | 33.06 | | 15.87 | 92.28 | 50 | 46.14 | |
| long | 1/09/12 | 8/24/15 | 1323 | 41.20 | 86.83 | | 45.63 | 110.77 | | 55.39 | |
| long | 8/03/20 | 6/20/22 | 686 | 364.52 | 481.32 | | 116.79 | 32.04 | | 16.02 | 163.46 |
Unicredit | short | 9/05/11 | 1/09/12 | 126 | 39.00 | 14.57 | 104.42 | 65.42 | 167.76 | | 83.88 | |
| short | 4/04/16 | 5/16/16 | 42 | 17.22 | 16.28 | 18.21 | 0.99 | 5.76 | | 2.88 | 89.17 |
Mercedes-Benz | short | 9/08/08 | 3/30/09 | 203 | 57.63 | 25.12 | 132.21 | 74.58 | 129.41 | | 64.70 | 64.70 |
Inditex | long | 3/30/09 | 9/05/11 | 889 | 7.49 | 16.44 | | 8.95 | 119.48 | | 59.74 | |
| long | 10/26/15 | 1/11/16 | 77 | 37.15 | 31.96 | | -5.19 | -13.97 | | -6.99 | 48.58 |
Societe Generale | short | 3/03/08 | 6/23/08 | 112 | 100.11 | 82.10 | 122.09 | 21.97 | 21.95 | | 10.97 | |
| short | 9/05/11 | 1/09/12 | 126 | 28.76 | 19.07 | 43.37 | 14.61 | 50.79 | | 25.39 | 39.15 |
Nokia | short | 9/08/08 | 3/30/09 | 203 | 20.89 | 13.25 | 32.94 | 12.05 | 57.69 | | 28.85 | 28.85 |
TotalEnergies | long | 8/08/22 | 3/19/24 | 589 | 50.83 | 68.93 | | 18.10 | 35.61 | | 17.80 | 17.80 |
Saint-Gobain | short | 3/03/08 | 6/23/08 | 112 | 78.43 | 62.47 | 98.46 | 20.03 | 25.54 | | 12.77 | 12.77 |
Anheuser-Busch InBev | long | 1/09/12 | 8/24/15 | 1323 | 60.39 | 105.98 | | 45.59 | 75.49 | | 37.74 | |
| short | 3/16/20 | 8/03/20 | 140 | 38.56 | 54.46 | 22.67 | -15.89 | -41.20 | | -20.60 | 9.37 |
Deutsche Börse | long | 8/08/22 | 3/19/24 | 589 | 178.30 | 200.24 | | 21.94 | 12.31 | | 6.15 | 6.15 |
Banco Santander | short | 8/24/15 | 10/26/15 | 63 | 6.05 | 5.78 | 6.33 | 0.28 | 4.64 | | 2.32 | |
| short | 1/11/16 | 1/25/16 | 14 | 4.43 | 4.19 | 4.69 | 0.26 | 5.80 | | 2.90 | 5.28 |
Volkswagen | short | 1/11/16 | 1/25/16 | 14 | 127.10 | 120.15 | 134.46 | 7.35 | 5.79 | | 2.89 | 2.89 |
Deutsche Bank | short | 4/04/16 | 5/16/16 | 42 | 15.05 | 14.56 | 15.55 | 0.51 | 3.37 | | 1.68 | 1.68 |
E.on | short | 8/24/15 | 10/26/15 | 63 | 10.10 | 9.94 | 10.26 | 0.16 | 1.62 | | 0.81 | 0.81 |
Philips | short | 6/20/22 | 8/08/22 | 49 | 20.74 | 20.72 | 20.76 | 0.02 | 0.09 | | 0.05 | 0.05 |
Vinci | long | 1/25/16 | 4/04/16 | 70 | 66.86 | 74.56 | | 7.70 | 11.51 | | 5.76 | |
| long | 5/16/16 | 3/16/20 | 1400 | 74.16 | 65.90 | | -8.26 | -11.14 | | -5.57 | -0.13 |
Fresenius | long | 6/23/08 | 9/08/08 | 77 | 29.05 | 26.45 | | -2.60 | -8.96 | | -4.48 | |
| long | 10/26/15 | 1/11/16 | 77 | 70.90 | 64.52 | | -6.38 | -9.00 | | -4.50 | -8.78 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Engie | long | 6/23/08 | 9/08/08 | 77 | 64.97 | 52.46 | | -12.52 | -19.26 | | -9.63 | -9.63 |
Deutsche Post | long | 5/16/16 | 3/16/20 | 1400 | 30.39 | 22.95 | | -7.44 | -24.49 | | -12.24 | -12.24 |
ING Groep | short | 3/16/20 | 8/03/20 | 140 | 5.21 | 7.12 | 3.31 | -1.91 | -36.57 | | -18.28 | -18.28 |
SAP | long | 1/25/16 | 4/04/16 | 70 | 78.85 | 79.79 | | 0.94 | 1.19 | | 0.60 | |
| long | 8/03/20 | 6/20/22 | 686 | 161.68 | 93.94 | | -67.74 | -41.90 | | -20.95 | -20.48 |
Adyen | short | 6/20/22 | 8/08/22 | 49 | 1,303.79 | 1,856.95 | 750.63 | -553.16 | -42.43 | | -21.21 | -21.21 |
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. |
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