Share-o-matic - Portfolio

Thu, 8th Jun 2023, 14:59UTC

Assessment - STOXX Europe 50 - 2/01/06 - RS = 22

historical assessment - show freshest

		⇓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

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

7/01/19	scale up chart	5/06/23

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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