| Thu, 8th Jun 2023, 14:59UTC |
| |
Assessment - STOXX Europe 50 - 2/01/06 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/01/06 |
⇓ Δwk |
1/08/05 |
prc diff |
⇓ Δ22 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Stoxx 50 |
3,977.760 |
13:05 |
-0.01 |
|
|
3,140.490 |
-3,140.490 |
-100.00 |
EUR |
-na- |
| |  |
 |
 |
 |
L |
 |
ABB |
34.280 |
08:17 |
0.53 |
13.100 |
|
8.930 |
4.170 |
46.70 |
CHF |
56.01 |
| |  |
 |
 |
 |
S |
 |
Rio Tinto |
5,164.000 |
08:08 |
1.20 |
2,232.960 |
|
1,549.770 |
683.190 |
44.08 |
GBP |
44.45 |
| |  |
 |
 |
 |
|
 |
Richemont |
143.950 |
08:15 |
0.03 |
24.486 |
|
19.470 |
5.016 |
25.76 |
CHF |
33.91 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
432.200 |
08:18 |
0.49 |
283.421 |
|
227.529 |
55.892 |
24.56 |
CHF |
31.59 |
| |  |
 |
 |
 |
|
 |
Axa |
27.300 |
08:19 |
0.55 |
26.977 |
|
22.111 |
4.866 |
22.01 |
EUR |
29.29 |
| |  |
 |
 |
 |
|
 |
Hermes International |
1,886.400 |
08:19 |
-0.26 |
71.600 |
|
56.700 |
14.900 |
26.28 |
EUR |
28.13 |
| |  |
 |
 |
 |
L |
 |
ASML |
655.800 |
08:19 |
-1.81 |
17.240 |
|
14.440 |
2.800 |
19.39 |
EUR |
27.34 |
| |  |
 |
 |
 |
S |
 |
Bayer |
52.080 |
08:13 |
-0.10 |
35.620 |
|
29.440 |
6.180 |
20.99 |
EUR |
26.82 |
| |  |
 |
 |
 |
L |
 |
Roche |
286.100 |
08:17 |
-0.61 |
196.500 |
|
176.500 |
20.000 |
11.33 |
CHF |
26.23 |
| |  |
 |
 |
 |
|
 |
Allianz |
210.550 |
08:12 |
0.81 |
129.300 |
|
105.800 |
23.500 |
22.21 |
EUR |
25.82 |
| |  |
 |
 |
 |
L |
 |
Airbus |
125.900 |
08:18 |
-0.43 |
31.950 |
|
27.590 |
4.360 |
15.80 |
EUR |
24.31 |
| |  |
 |
 |
 |
S |
 |
Anheuser-Busch InBev |
51.010 |
08:19 |
-1.26 |
22.900 |
|
19.136 |
3.764 |
19.67 |
EUR |
22.95 |
| |  |
 |
 |
 |
S |
 |
BAT |
2,596.500 |
08:06 |
0.37 |
1,311.000 |
|
1,130.000 |
181.000 |
16.02 |
GBP |
22.68 |
| |  |
 |
 |
 |
L |
 |
Adidas |
159.100 |
08:12 |
-0.10 |
41.050 |
|
37.007 |
4.043 |
10.92 |
EUR |
22.41 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
11,706.000 |
08:05 |
-0.41 |
2,870.000 |
|
2,559.000 |
311.000 |
12.15 |
GBP |
22.14 |
| |  |
 |
 |
 |
|
 |
LVMH |
815.500 |
08:19 |
0.34 |
76.000 |
|
68.400 |
7.600 |
11.11 |
EUR |
21.86 |
| |  |
 |
 |
 |
|
 |
UBS |
18.530 |
08:18 |
1.42 |
63.300 |
|
52.550 |
10.750 |
20.46 |
CHF |
21.07 |
| |  |
 |
 |
 |
|
 |
Safran |
134.020 |
08:19 |
-0.99 |
20.500 |
|
17.950 |
2.550 |
14.21 |
EUR |
20.88 |
| |  |
 |
 |
 |
L |
 |
Schneider Electric |
163.120 |
08:19 |
-0.43 |
37.875 |
|
32.575 |
5.300 |
16.27 |
EUR |
20.44 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
72.890 |
08:14 |
0.58 |
43.860 |
|
40.430 |
3.430 |
8.48 |
EUR |
18.82 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
57.360 |
08:18 |
1.06 |
66.672 |
|
57.730 |
8.942 |
15.49 |
EUR |
17.55 |
| |  |
 |
 |
 |
L |
 |
Siemens |
158.720 |
08:15 |
0.16 |
70.774 |
|
62.148 |
8.626 |
13.88 |
EUR |
17.20 |
| |  |
 |
 |
 |
|
 |
Vinci |
107.700 |
08:16 |
0.02 |
36.375 |
|
33.650 |
2.725 |
8.10 |
EUR |
16.13 |
| |  |
 |
 |
 |
|
 |
Nestlé |
107.400 |
08:18 |
-0.39 |
39.575 |
|
35.300 |
4.275 |
12.11 |
CHF |
15.37 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/01/06 |
⇓ Δwk |
1/08/05 |
prc diff |
⇓ Δ22 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
EssilorLuxottica |
166.740 |
08:17 |
-0.62 |
34.375 |
|
30.125 |
4.250 |
14.11 |
EUR |
14.79 |
| |  |
 |
 |
 |
|
 |
BASF |
47.280 |
08:12 |
1.79 |
32.415 |
|
29.420 |
2.995 |
10.18 |
EUR |
13.96 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
3.240 |
08:05 |
0.90 |
10.242 |
|
9.219 |
1.023 |
11.10 |
EUR |
13.90 |
| |  |
 |
 |
 |
L |
 |
Air Liquide |
156.980 |
08:18 |
0.05 |
55.798 |
|
49.769 |
6.029 |
12.11 |
EUR |
13.82 |
| |  |
 |
 |
 |
L |
 |
SAP |
122.260 |
08:15 |
-1.00 |
38.302 |
|
34.962 |
3.340 |
9.55 |
EUR |
13.62 |
| |  |
 |
 |
 |
S |
 |
Kering |
502.400 |
08:19 |
-0.48 |
95.000 |
|
83.300 |
11.700 |
14.05 |
EUR |
13.45 |
| |  |
 |
 |
 |
L |
 |
Reckitt Benckiser |
6,096.000 |
08:07 |
-2.09 |
1,915.000 |
|
1,730.000 |
185.000 |
10.69 |
GBP |
12.74 |
| |  |
 |
 |
 |
|
 |
Sanofi |
94.990 |
08:18 |
0.04 |
75.300 |
|
71.200 |
4.100 |
5.76 |
EUR |
12.66 |
| |  |
 |
 |
 |
L |
 |
Novartis |
89.940 |
08:18 |
0.49 |
57.210 |
|
52.460 |
4.750 |
9.05 |
CHF |
11.64 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
55.380 |
08:19 |
1.08 |
53.450 |
|
51.650 |
1.800 |
3.48 |
EUR |
10.98 |
| |  |
 |
 |
 |
L |
 |
Deutsche Post |
42.365 |
08:13 |
0.73 |
20.850 |
|
20.420 |
0.430 |
2.11 |
EUR |
10.26 |
| |  |
 |
 |
 |
|
 |
GSK |
1,372.200 |
08:06 |
-0.29 |
1,466.710 |
|
1,345.830 |
120.880 |
8.98 |
GBP |
9.25 |
| |  |
 |
 |
 |
L |
 |
Iberdrola |
11.580 |
08:05 |
0.43 |
5.522 |
|
5.066 |
0.456 |
9.00 |
EUR |
8.75 |
| |  |
 |
 |
 |
|
 |
BP |
477.850 |
08:05 |
0.87 |
637.000 |
|
625.000 |
12.000 |
1.92 |
GBP |
8.30 |
| |  |
 |
 |
 |
|
 |
Unilever Plc |
3,993.760 |
08:08 |
-0.78 |
1,294.440 |
|
1,224.440 |
70.000 |
5.72 |
GBP |
7.62 |
| |  |
 |
 |
 |
S |
 |
Diageo |
3,314.500 |
08:05 |
-0.57 |
846.000 |
|
783.000 |
63.000 |
8.05 |
GBP |
6.82 |
| |  |
 |
 |
 |
|
 |
Shell |
27.205 |
08:19 |
0.50 |
25.940 |
|
25.750 |
0.190 |
0.74 |
EUR |
5.15 |
| |  |
 |
 |
 |
|
 |
RELX |
2,570.550 |
08:04 |
0.06 |
550.500 |
|
531.500 |
19.000 |
3.57 |
GBP |
5.12 |
| |  |
 |
 |
 |
|
 |
HSBC |
614.400 |
08:07 |
-0.28 |
762.660 |
|
761.025 |
1.635 |
0.21 |
GBP |
4.97 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
398.600 |
08:18 |
-0.46 |
63.350 |
|
65.450 |
-2.100 |
-3.21 |
EUR |
4.33 |
| |  |
 |
 |
 |
L |
 |
Enel |
6.054 |
08:22 |
0.73 |
5.894 |
|
6.009 |
-0.115 |
-1.91 |
EUR |
-3.59 |
| |  |
 |
 |
 |
S |
 |
Deutsche Telekom |
18.814 |
08:13 |
-0.98 |
14.090 |
|
16.360 |
-2.270 |
-13.88 |
EUR |
-7.80 |
| |  |
 |
 |
 |
L |
 |
Adyen |
1,548.600 |
08:19 |
-2.91 |
|
|
|
|
|
EUR |
-na- |
| |  |
 |
 |
 |
|
 |
National Grid |
1,054.500 |
08:07 |
-0.05 |
504.380 |
|
460.945 |
43.435 |
9.42 |
GBP |
-na- |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
1,103.000 |
08:22 |
1.01 |
|
|
|
|
|
DKK |
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/01/06 |
⇓ Δwk |
1/08/05 |
prc diff |
⇓ Δ22 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Prosus |
65.610 |
08:20 |
-0.12 |
|
|
|
|
|
EUR |
-na- |
Europe 50 - 47 out of 50 instruments rated - 2/01/06 / 1/08/05 - 44 did rise, Market-Ratio(22) = 93.62 % |
Technical Chart
Transactions STOXX Europe 50 * A22 - 28/27 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | 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 |
8,510 |
GBP |
1.175 |
1.153 |
1.198 |
0.023 |
2 |
10,195 |
65 |
|
long |
26/06/06 |
21/01/08 |
574 |
 |
 |
 |
ABB |
100 |
668 |
CHF |
15.250 |
23.800 |
|
8.550 |
56 |
15,906 |
33 |
|
short |
21/01/08 |
21/04/08 |
91 |
 |
 |
 |
UBS |
100 |
394 |
CHF |
40.300 |
35.940 |
45.189 |
4.889 |
12 |
17,833 |
58 |
|
long |
21/04/08 |
28/04/08 |
7 |
 |
 |
 |
Rio Tinto |
100 |
346 |
GBP |
51.524 |
51.433 |
|
-0.091 |
0 |
17,801 |
-9 |
|
short |
28/04/08 |
23/06/08 |
56 |
 |
 |
 |
UBS |
100 |
489 |
CHF |
36.340 |
22.060 |
59.864 |
23.524 |
65 |
29,304 |
2,488 |
|
long |
23/06/08 |
30/06/08 |
7 |
 |
 |
 |
Rio Tinto |
100 |
593 |
GBP |
49.352 |
49.641 |
|
0.289 |
1 |
29,476 |
36 |
|
short |
30/06/08 |
11/08/08 |
42 |
 |
 |
 |
UBS |
100 |
1,374 |
CHF |
21.440 |
23.180 |
19.700 |
-1.740 |
-8 |
27,085 |
-52 |
|
long |
11/08/08 |
8/09/08 |
28 |
 |
 |
 |
AstraZeneca |
100 |
1,049 |
GBP |
25.810 |
26.090 |
|
0.280 |
1 |
27,379 |
15 |
|
short |
8/09/08 |
30/03/09 |
203 |
 |
 |
 |
UBS |
100 |
1,128 |
CHF |
24.260 |
10.140 |
58.042 |
33.782 |
139 |
65,485 |
380 |
|
long |
30/03/09 |
6/04/09 |
7 |
 |
 |
 |
AstraZeneca |
100 |
2,784 |
GBP |
23.520 |
23.750 |
|
0.230 |
1 |
66,125 |
66 |
|
short |
6/04/09 |
13/04/09 |
7 |
 |
 |
 |
Lloyds Bank |
100 |
82,967 |
GBP |
0.797 |
0.879 |
0.715 |
-0.082 |
-10 |
59,322 |
-100 |
|
long |
13/04/09 |
30/08/10 |
504 |
 |
 |
 |
Deutsche Bank |
100 |
1,973 |
EUR |
30.053 |
38.566 |
|
8.513 |
28 |
76,118 |
20 |
|
short |
30/08/10 |
6/09/10 |
7 |
 |
 |
 |
BP |
100 |
19,999 |
GBP |
3.806 |
4.065 |
3.547 |
-0.259 |
-7 |
70,939 |
-97 |
|
long |
6/09/10 |
8/08/11 |
336 |
 |
 |
 |
Novo Nordisk |
100 |
700 |
DKK |
101.300 |
114.100 |
|
12.800 |
13 |
79,899 |
14 |
|
short |
8/08/11 |
19/12/11 |
133 |
 |
 |
 |
Lloyds Bank |
100 |
243,519 |
GBP |
0.328 |
0.235 |
0.459 |
0.131 |
40 |
111,727 |
151 |
|
long |
19/12/11 |
20/10/14 |
1036 |
 |
 |
 |
Roche |
100 |
705 |
CHF |
158.400 |
268.600 |
|
110.200 |
70 |
189,418 |
20 |
|
short |
20/10/14 |
10/11/14 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
8,791 |
EUR |
21.545 |
21.563 |
21.527 |
-0.018 |
0 |
189,260 |
-1 |
|
long |
10/11/14 |
24/08/15 |
287 |
 |
 |
 |
Novartis |
100 |
2,541 |
CHF |
74.460 |
74.670 |
|
0.210 |
0 |
189,794 |
0 |
|
short |
24/08/15 |
26/10/15 |
63 |
 |
 |
 |
Rio Tinto |
100 |
8,809 |
GBP |
21.545 |
24.875 |
18.215 |
-3.330 |
-15 |
160,460 |
-62 |
|
long |
26/10/15 |
14/12/15 |
49 |
 |
 |
 |
SAP |
100 |
2,288 |
EUR |
70.130 |
69.400 |
|
-0.730 |
-1 |
158,790 |
-7 |
|
short |
14/12/15 |
28/12/15 |
14 |
 |
 |
 |
Rio Tinto |
100 |
8,592 |
GBP |
18.480 |
20.065 |
16.895 |
-1.585 |
-9 |
145,171 |
-90 |
|
long |
28/12/15 |
4/01/16 |
7 |
 |
 |
 |
SAP |
100 |
1,992 |
EUR |
72.860 |
70.580 |
|
-2.280 |
-3 |
140,630 |
-81 |
|
short |
4/01/16 |
25/01/16 |
21 |
 |
 |
 |
Rio Tinto |
100 |
7,391 |
GBP |
19.025 |
16.090 |
22.495 |
3.470 |
18 |
166,279 |
1,740 |
|
long |
25/01/16 |
28/03/16 |
63 |
 |
 |
 |
SAP |
100 |
2,287 |
EUR |
72.680 |
70.840 |
|
-1.840 |
-3 |
162,071 |
-14 |
|
short |
28/03/16 |
18/04/16 |
21 |
 |
 |
 |
Credit Suisse |
100 |
11,618 |
CHF |
13.950 |
14.540 |
13.360 |
-0.590 |
-4 |
155,217 |
-53 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
18/04/16 |
25/04/16 |
7 |
 |
 |
 |
BAT |
100 |
3,626 |
GBP |
42.805 |
41.625 |
|
-1.180 |
-3 |
150,938 |
-77 |
|
short |
25/04/16 |
16/05/16 |
21 |
 |
 |
 |
Credit Suisse |
100 |
10,240 |
CHF |
14.740 |
13.390 |
16.226 |
1.486 |
10 |
166,156 |
431 |
|
long |
16/05/16 |
5/03/18 |
658 |
 |
 |
 |
BAT |
100 |
3,946 |
GBP |
42.097 |
42.210 |
|
0.113 |
0 |
166,601 |
0 |
|
short |
5/03/18 |
23/04/18 |
49 |
 |
 |
 |
Imperial Brands |
100 |
6,456 |
GBP |
25.805 |
23.955 |
27.798 |
1.993 |
8 |
179,467 |
74 |
|
long |
23/04/18 |
15/10/18 |
175 |
 |
 |
 |
LVMH |
100 |
638 |
EUR |
281.050 |
260.450 |
|
-20.600 |
-7 |
166,325 |
-15 |
|
short |
15/10/18 |
12/11/18 |
28 |
 |
 |
 |
Intesa Sanpaolo |
100 |
81,471 |
EUR |
2.042 |
1.960 |
2.126 |
0.085 |
4 |
173,225 |
70 |
|
long |
12/11/18 |
10/12/18 |
28 |
 |
 |
 |
AstraZeneca |
100 |
2,771 |
GBP |
62.510 |
60.070 |
|
-2.440 |
-4 |
166,464 |
-40 |
|
short |
10/12/18 |
11/02/19 |
63 |
 |
 |
 |
Bayer |
100 |
2,737 |
EUR |
60.800 |
68.170 |
53.430 |
-7.370 |
-12 |
146,292 |
-53 |
|
long |
11/02/19 |
2/03/20 |
385 |
 |
 |
 |
Roche |
100 |
536 |
CHF |
272.550 |
314.700 |
|
42.150 |
15 |
168,885 |
15 |
|
short |
2/03/20 |
22/06/20 |
112 |
 |
 |
 |
Anheuser-Busch InBev |
100 |
3,247 |
EUR |
52.000 |
44.950 |
60.156 |
8.156 |
16 |
195,366 |
61 |
|
long |
22/06/20 |
29/06/20 |
7 |
 |
 |
 |
ASML |
100 |
605 |
EUR |
322.550 |
322.200 |
|
-0.350 |
0 |
195,154 |
-6 |
|
short |
29/06/20 |
27/07/20 |
28 |
 |
 |
 |
Airbus |
100 |
3,080 |
EUR |
63.350 |
61.920 |
64.813 |
1.463 |
2 |
199,660 |
35 |
|
long |
27/07/20 |
20/06/22 |
693 |
 |
 |
 |
ASML |
100 |
616 |
EUR |
323.950 |
457.250 |
|
133.300 |
41 |
281,773 |
20 |
|
short |
20/06/22 |
27/06/22 |
7 |
 |
 |
 |
Adyen |
100 |
227 |
EUR |
1,238.600 |
1,419.800 |
1,057.400 |
-181.200 |
-15 |
240,641 |
-100 |
|
long |
27/06/22 |
11/07/22 |
14 |
 |
 |
 |
BAT |
100 |
6,737 |
GBP |
35.715 |
33.890 |
|
-1.825 |
-5 |
228,346 |
-75 |
|
short |
11/07/22 |
25/07/22 |
14 |
 |
 |
 |
Adidas |
100 |
1,400 |
EUR |
163.080 |
176.020 |
150.140 |
-12.940 |
-8 |
210,230 |
-88 |
|
long |
25/07/22 |
5/09/22 |
42 |
 |
 |
 |
Novo Nordisk |
100 |
251 |
DKK |
836.900 |
782.800 |
|
-54.100 |
-6 |
196,651 |
-44 |
|
short |
5/09/22 |
7/11/22 |
63 |
 |
 |
 |
Adidas |
100 |
1,354 |
EUR |
145.200 |
114.960 |
183.395 |
38.195 |
26 |
248,366 |
287 |
|
long |
7/11/22 |
8/06/23 |
213 |
 |
 |
 |
BP |
100 |
49,495 |
GBP |
5.018 |
4.779 |
|
-0.240 |
-5 |
236,512 |
-8 |
|
accum | 12/06/06 |
8/06/23 | 6205 |
days out of 6366 invested (97%) |
2,265 |
236,512 |
20 |
|
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 | 40.30 | 35.94 | 45.19 | 4.89 | 12.13 | | | |
| short | 28/04/08 | 23/06/08 | 56 | 36.34 | 22.06 | 59.86 | 23.52 | 64.73 | | | |
| short | 30/06/08 | 11/08/08 | 42 | 21.44 | 23.18 | 19.70 | -1.74 | -8.12 | | | |
| short | 8/09/08 | 30/03/09 | 203 | 24.26 | 10.14 | 58.04 | 33.78 | 139.25 | | | 306.07 |
Roche | long | 19/12/11 | 20/10/14 | 1036 | 158.40 | 268.60 | | 110.20 | 69.57 | | | |
| long | 11/02/19 | 2/03/20 | 385 | 272.55 | 314.70 | | 42.15 | 15.47 | | | 95.79 |
ABB | long | 26/06/06 | 21/01/08 | 574 | 15.25 | 23.80 | | 8.55 | 56.07 | | | 56.07 |
ASML | long | 22/06/20 | 29/06/20 | 7 | 322.55 | 322.20 | | -0.35 | -0.11 | | | |
| long | 27/07/20 | 20/06/22 | 693 | 323.95 | 457.25 | | 133.30 | 41.15 | | | 41.00 |
Deutsche Bank | long | 13/04/09 | 30/08/10 | 504 | 30.05 | 38.57 | | 8.51 | 28.33 | | | |
| short | 20/10/14 | 10/11/14 | 21 | 21.55 | 21.56 | 21.53 | -0.02 | -0.08 | | | 28.22 |
Lloyds Bank | short | 6/04/09 | 13/04/09 | 7 | 0.80 | 0.88 | 0.72 | -0.08 | -10.29 | | | |
| short | 8/08/11 | 19/12/11 | 133 | 0.33 | 0.23 | 0.46 | 0.13 | 39.84 | | | 25.45 |
Adidas | short | 11/07/22 | 25/07/22 | 14 | 163.08 | 176.02 | 150.14 | -12.94 | -7.93 | | | |
| short | 5/09/22 | 7/11/22 | 63 | 145.20 | 114.96 | 183.39 | 38.19 | 26.30 | | | 16.28 |
Anheuser-Busch InBev | short | 2/03/20 | 22/06/20 | 112 | 52.00 | 44.95 | 60.16 | 8.16 | 15.68 | | | 15.68 |
Imperial Brands | short | 5/03/18 | 23/04/18 | 49 | 25.81 | 23.96 | 27.80 | 1.99 | 7.72 | | | 7.72 |
Credit Suisse | short | 28/03/16 | 18/04/16 | 21 | 13.95 | 14.54 | 13.36 | -0.59 | -4.23 | | | |
| short | 25/04/16 | 16/05/16 | 21 | 14.74 | 13.39 | 16.23 | 1.49 | 10.08 | | | 5.43 |
Novo Nordisk | long | 6/09/10 | 8/08/11 | 336 | 101.30 | 114.10 | | 12.80 | 12.64 | | | |
| long | 25/07/22 | 5/09/22 | 42 | 836.90 | 782.80 | | -54.10 | -6.46 | | | 5.35 |
Intesa Sanpaolo | short | 15/10/18 | 12/11/18 | 28 | 2.04 | 1.96 | 2.13 | 0.08 | 4.15 | | | 4.15 |
Airbus | short | 29/06/20 | 27/07/20 | 28 | 63.35 | 61.92 | 64.81 | 1.46 | 2.31 | | | 2.31 |
Vodafone | short | 12/06/06 | 26/06/06 | 14 | 1.18 | 1.15 | 1.20 | 0.02 | 1.95 | | | 1.95 |
Novartis | long | 10/11/14 | 24/08/15 | 287 | 74.46 | 74.67 | | 0.21 | 0.28 | | | 0.28 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
AstraZeneca | long | 11/08/08 | 8/09/08 | 28 | 25.81 | 26.09 | | 0.28 | 1.08 | | | |
| long | 30/03/09 | 6/04/09 | 7 | 23.52 | 23.75 | | 0.23 | 0.98 | | | |
| long | 12/11/18 | 10/12/18 | 28 | 62.51 | 60.07 | | -2.44 | -3.90 | | | -1.91 |
SAP | long | 26/10/15 | 14/12/15 | 49 | 70.13 | 69.40 | | -0.73 | -1.04 | | | |
| long | 28/12/15 | 4/01/16 | 7 | 72.86 | 70.58 | | -2.28 | -3.13 | | | |
| long | 25/01/16 | 28/03/16 | 63 | 72.68 | 70.84 | | -1.84 | -2.53 | | | -6.56 |
LVMH | long | 23/04/18 | 15/10/18 | 175 | 281.05 | 260.45 | | -20.60 | -7.33 | | | -7.33 |
BAT | long | 18/04/16 | 25/04/16 | 7 | 42.81 | 41.63 | | -1.18 | -2.76 | | | |
| long | 16/05/16 | 5/03/18 | 658 | 42.10 | 42.21 | | 0.11 | 0.27 | | | |
| long | 27/06/22 | 11/07/22 | 14 | 35.72 | 33.89 | | -1.83 | -5.11 | | | -7.48 |
Rio Tinto | long | 21/04/08 | 28/04/08 | 7 | 51.52 | 51.43 | | -0.09 | -0.18 | | | |
| long | 23/06/08 | 30/06/08 | 7 | 49.35 | 49.64 | | 0.29 | 0.59 | | | |
| short | 24/08/15 | 26/10/15 | 63 | 21.55 | 24.88 | 18.22 | -3.33 | -15.46 | | | |
| short | 14/12/15 | 28/12/15 | 14 | 18.48 | 20.07 | 16.90 | -1.59 | -8.58 | | | |
| short | 4/01/16 | 25/01/16 | 21 | 19.03 | 16.09 | 22.50 | 3.47 | 18.24 | | | -8.23 |
BP | short | 30/08/10 | 6/09/10 | 7 | 3.81 | 4.07 | 3.55 | -0.26 | -6.81 | | | |
| long | 7/11/22 | 8/06/23 | 213 | 5.02 | 4.78 | | -0.24 | -4.77 | | | -11.25 |
Bayer | short | 10/12/18 | 11/02/19 | 63 | 60.80 | 68.17 | 53.43 | -7.37 | -12.12 | | | -12.12 |
Adyen | short | 20/06/22 | 27/06/22 | 7 | 1,238.60 | 1,419.80 | 1,057.40 | -181.20 | -14.63 | | | -14.63 |
Annotations
18/07/22 | GlaxoSmithKline | | | demergers OTC business -> Haleon |
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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