Share-o-matic - Portfolio

Thu, May 2nd, 2024, 9:53UTC

Assessment - SP Global 100 - 4/17/06 - RS = 39

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	4/17/06	⇓ Δwk	7/18/05	prc diff	⇓ Δ39	Curr	∅-RS
		S&P Global 100	3,532.220	Wed	0.17						USD	-na-
	L	ABB	44.890	Tue	-0.93	16.550		8.470	8.080	95.40	CHF	61.26
	L	Anglo American	2,634.500	Wed	0.02	2,422.000		1,325.000	1,097.000	82.79	GBP	50.76
		Rio Tinto	5,426.000	Wed	-0.84	2,624.530		1,457.250	1,167.280	80.10	GBP	47.89
		BHP	2,207.000	Wed	-0.72	1,180.500		741.500	439.000	59.20	GBP	41.75
	S	Panasonic	1,387.500	06:15	0.87	2,759.000		1,756.000	1,003.000	57.12	JPY	37.51
		Caterpillar	331.070	Wed	-1.05	76.450		50.820	25.630	50.43	USD	36.55
		Toyota	3,581.000	06:15	-0.67	1,334.000		844.000	490.000	58.06	JPY	35.14
	L	Goldman Sachs	426.950	Wed	0.06	161.940		107.950	53.990	50.01	USD	35.10
	L	Volkswagen	115.150	Tue	-4.64	44.080		31.510	12.570	39.89	EUR	34.71
	S	Sony	13,060.000	06:15	-0.31	5,642.000		3,930.000	1,712.000	43.56	JPY	32.01
		Canon	4,277.000	06:15	-0.30	5,503.000		4,008.000	1,495.000	37.30	JPY	30.65
		UBS	24.270	Tue	-3.31	72.700		51.950	20.750	39.94	CHF	27.26
		Alphabet A	163.860	Wed	0.66	10.202		7.512	2.690	35.82	USD	26.31
	S	Apple	169.300	Wed	-0.60	2.315		1.482	0.833	56.20	USD	25.94
	L	Societe Generale	25.390	Tue	-0.74	112.881		82.836	30.045	36.27	EUR	25.08
		Honda Motor	1,783.000	06:15	-0.25	1,271.670		925.670	346.000	37.38	JPY	24.76
		RWE	32.630	Tue	-1.12	70.835		53.610	17.225	32.13	EUR	24.69
	L	Deutsche Bank	15.010	Tue	-0.60	72.922		53.689	19.232	35.82	EUR	23.53
		Prudential	705.000	Wed	0.57	654.000		521.500	132.500	25.41	GBP	23.17
	L	Schneider Electric	215.100	Tue	-0.44	42.200		32.850	9.350	28.46	EUR	21.75
	L	Standard Chartered	695.000	Wed	0.75	1,401.760		1,043.370	358.390	34.35	GBP	21.50
	L	ING Groep	14.862	Tue	0.22	24.034		18.667	5.367	28.75	EUR	21.39
		Samsung Electronics	78,000.000	06:30	0.65	13,327.100		10,581.200	2,745.900	25.95	KRW	20.18
	L	Aviva	465.200	Wed	-0.11	798.000		643.500	154.500	24.01	GBP	19.11
		⇓instrument	freshest		⇓ Δday	4/17/06	⇓ Δwk	7/18/05	prc diff	⇓ Δ39	Curr	∅-RS
	L	Allianz	266.600	Tue	0.11	133.500		99.300	34.200	34.44	EUR	18.68
	S	HP	27.750	Wed	-1.21	14.546		11.317	3.229	28.53	USD	18.65
	L	Axa	32.440	Tue	0.71	27.338		21.300	6.038	28.35	EUR	18.30
	L	Aegon	5.856	Tue	-0.41	14.380		11.480	2.900	25.26	EUR	18.26
	S	Nissan Motor	580.000	06:15	0.12	1,405.000		1,134.000	271.000	23.90	JPY	17.65
		LVMH	774.400	Tue	-0.62	79.500		65.950	13.550	20.55	EUR	16.17
	L	Morgan Stanley	91.540	Wed	0.77	63.610		53.400	10.210	19.12	USD	16.04
	L	Banco Bilbao Viz	10.175	Tue	-6.65	15.677		12.487	3.190	25.55	EUR	15.86
	L	Bridgestone	6,935.000	06:15	-0.07	2,618.000		2,110.000	508.000	24.08	JPY	15.61
		Münchener Rück	412.200	Tue	-0.51	114.840		89.300	25.540	28.60	EUR	15.47
		E.on	12.400	Tue	-0.56	27.506		22.509	4.996	22.20	EUR	14.85
	L	Barclays	203.450	Wed	0.37	620.756		525.149	95.607	18.21	GBP	14.83
	L	Mercedes-Benz	70.940	Tue	-5.15	45.640		34.920	10.720	30.70	EUR	14.11
		Engie	16.270	Tue	0.12	28.320		27.280	1.040	3.81	EUR	13.91
	L	AstraZeneca	12,170.000	Wed	0.90	2,926.000		2,369.000	557.000	23.51	GBP	13.79
		L´Oreal	439.650	Tue	0.72	72.200		62.300	9.900	15.89	EUR	13.41
		JP Morgan Chase	191.860	Wed	0.06	42.000		35.510	6.490	18.28	USD	13.35
		Carrefour	15.790	Tue	-0.63	44.500		39.060	5.440	13.93	EUR	13.25
		Siemens	175.900	Tue	-0.98	72.288		61.634	10.654	17.29	EUR	13.20
		Philips	25.250	Tue	-1.14	26.280		22.070	4.210	19.08	EUR	13.11
	L	BP	509.400	Wed	-2.11	696.500		623.000	73.500	11.80	GBP	11.94
	L	Saint-Gobain	74.660	Tue	-0.05	54.900		46.710	8.190	17.53	EUR	11.44
	L	Banco Santander	4.573	Tue	-3.74	10.598		9.118	1.480	16.23	EUR	10.49
	L	Bayer	27.350	Tue	-0.87	33.310		28.600	4.710	16.47	EUR	9.05
		Novartis	89.050	Tue	0.20	59.580		52.750	6.830	12.95	CHF	9.04
		⇓instrument	freshest		⇓ Δday	4/17/06	⇓ Δwk	7/18/05	prc diff	⇓ Δ39	Curr	∅-RS
		Swiss Re	99.820	Tue	-0.48	94.000		81.100	12.900	15.91	CHF	8.66
	L	BASF	49.155	Tue	0.19	32.145		28.055	4.090	14.58	EUR	8.22
	L	TotalEnergies	68.590	Tue	-0.95	55.725		51.375	4.350	8.47	EUR	8.01
	L	Texas Instruments	175.200	Wed	-0.69	32.680		30.990	1.690	5.45	USD	7.77
	L	Merck (MSD)	128.800	Wed	-0.33	33.800		31.880	1.920	6.02	USD	7.59
	L	Raytheon Tech	101.220	Wed	-0.30	36.186		32.329	3.858	11.93	USD	7.41
	L	Shell	33.735	Tue	-0.81	27.580		26.400	1.180	4.47	EUR	7.13
		Vivendi	9.566	Tue	-0.25	26.729		25.529	1.200	4.70	EUR	6.73
	S	3M	98.440	Wed	2.00	80.260		74.530	5.730	7.69	USD	6.71
		Diageo	2,742.500	Wed	-1.19	880.500		787.000	93.500	11.88	GBP	6.36
	L	Colgate-Palmolive	91.900	Wed	-0.02	28.130		25.740	2.390	9.29	USD	6.06
	L	Fox A	31.330	Wed	1.03	16.830		16.570	0.260	1.57	USD	5.89
		Sanofi	93.080	Tue	1.35	74.950		70.450	4.500	6.39	EUR	5.43
		Nestlé	92.200	Tue	0.13	38.200		33.950	4.250	12.52	CHF	5.20
	S	McDonald´s	274.430	Wed	0.51	34.320		30.900	3.420	11.07	USD	5.17
		GSK	1,705.000	Wed	1.91	1,490.890		1,363.960	126.930	9.31	GBP	5.05
	L	HSBC	697.500	Wed	0.27	784.743		749.166	35.577	4.75	GBP	4.94
	L	Exxon Mobil	116.030	Wed	-1.89	62.050		58.150	3.900	6.71	USD	4.65
	L	Citigroup	61.350	Wed	0.03	483.500		450.000	33.500	7.44	USD	4.10
	S	Kimberly-Clark	35.660	Tue	-1.30	12.720		12.600	0.120	0.95	MXN	3.27
		Bristol-Myers	44.210	Wed	0.61	24.450		25.130	-0.680	-2.71	USD	2.96
	L	Chevron	159.630	Wed	-1.02	59.320		56.360	2.960	5.25	USD	2.32
		Microsoft	394.940	Wed	1.44	26.840		25.550	1.290	5.05	USD	2.12
		Ericsson	56.220	Tue	-0.46	133.000		133.000	0.000	0.00	SEK	1.32
		IBM	164.430	Wed	-1.06	81.640		81.810	-0.170	-0.21	USD	1.22
		⇓instrument	freshest		⇓ Δday	4/17/06	⇓ Δwk	7/18/05	prc diff	⇓ Δ39	Curr	∅-RS
	L	Repsol	14.725	Tue	-1.57	23.590		22.670	0.920	4.06	EUR	1.11
	L	PepsiCo	175.150	Wed	-0.43	57.390		54.640	2.750	5.03	USD	0.75
		Marsh & McLennan	199.770	Wed	0.17	29.710		29.820	-0.110	-0.37	USD	0.45
	L	Procter & Gamble	163.400	Wed	0.12	56.030		54.620	1.410	2.58	USD	-0.96
	L	UnibailRodaWestfield	6.350	06:10	1.60	13.640		13.990	-0.350	-2.50	AUD	-1.38
	S	Nike	90.340	Wed	-2.08	10.226		10.989	-0.762	-6.94	USD	-2.31
		Walmart	58.850	Wed	-0.84	15.273		16.663	-1.390	-8.34	USD	-2.62
	L	Pfizer	27.180	Wed	6.09	24.440		27.250	-2.810	-10.31	USD	-3.30
	L	Coca-Cola	61.930	Wed	0.26	20.520		21.465	-0.945	-4.40	USD	-3.73
		General Electric	159.700	Wed	-1.31	266.320		281.600	-15.280	-5.43	USD	-3.96
	L	Vodafone	67.480	Wed	-0.27	128.250		141.250	-13.000	-9.20	GBP	-4.97
	L	Telefónica	4.206	Tue	-0.99	12.510		13.670	-1.160	-8.49	EUR	-5.56
		Deutsche Telekom	21.490	Tue	-1.38	13.520		15.650	-2.130	-13.61	EUR	-7.50
	S	Johnson & Johnson	151.180	Wed	4.56	57.650		64.600	-6.950	-10.76	USD	-8.06
		Orange	10.425	Tue	-0.52	17.810		24.450	-6.640	-27.16	EUR	-18.24
	L	Ford Motor	12.200	Wed	0.41	7.330		10.930	-3.600	-32.94	USD	-18.51
	S	Intel	30.370	Wed	-0.33	19.190		28.230	-9.040	-32.02	USD	-20.29
	L	DuPont	78.310	Wed	8.01						USD	-na-
		National Grid	1,055.000	Wed	0.67	495.516					GBP	-na-
		Philip Morris	96.050	Wed	1.17						USD	-na-
		Seven & i	2,027.500	06:15	-1.15	1,563.000					JPY	-na-
	L	Unilever	48.500	Tue	0.92						EUR	-na-
SP Global 100 - 91 out of 96 instruments rated - 4/17/06 / 7/18/05 - 74 did rise, Market-Ratio(39) = 81.32 %

Technical Chart

	SP Global 100 RS = 39 - B/S = 55/40

1/06/20	scale up chart	4/29/24

Transactions SP Global 100 * A39 - 55/40 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/14/08	742		- cash -
short	1/14/08	7/06/09	539		Citigroup	100	34	USD	290.600	27.900	3,026.823	2,736.223	942	103,032	389
long	7/06/09	8/01/11	756		Ford Motor	100	17,918	USD	5.750	12.350		6.600	115	221,290	45
short	8/01/11	4/30/12	273		Carrefour	100	11,020	EUR	20.080	15.175	26.570	6.490	32	292,815	45
long	4/30/12	10/20/14	903		Apple	100	14,039	USD	20.856	24.940		4.084	20	350,146	7
short	10/20/14	11/03/14	14		Deutsche Bank	100	16,251	EUR	21.545	22.134	20.956	-0.589	-3	340,572	-51
long	11/03/14	8/24/15	294		Apple	100	12,452	USD	27.350	25.788		-1.563	-6	321,116	-7
short	8/24/15	9/12/16	385		RWE	100	24,290	EUR	13.220	14.645	11.795	-1.425	-11	286,503	-10
long	9/12/16	7/02/18	658		Anglo American	100	34,960	GBP	8.195	16.440		8.245	101	574,748	47
short	7/02/18	7/15/19	378		Deutsche Bank	100	62,889	EUR	9.139	6.885	12.131	2.992	33	762,905	31
long	7/15/19	3/09/20	238		LVMH	100	2,007	EUR	380.050	338.000		-42.050	-11	678,511	-16
short	3/09/20	12/07/20	273		DuPont	100	19,303	USD	35.150	65.430	4.870	-30.280	-86	94,016	-93
long	12/07/20	3/07/22	455		Mercedes-Benz	100	1,629	EUR	57.700	57.390		-0.310	-1	93,511	0
short	3/07/22	3/21/22	14		Vivendi	100	8,706	EUR	10.740	11.750	9.730	-1.010	-9	84,718	-92
long	3/21/22	6/13/22	84		Chevron	100	514	USD	164.640	167.330		2.690	2	86,101	7
short	6/13/22	12/05/22	175		Philips	100	4,050	EUR	21.255	14.250	31.704	10.449	49	128,417	130
long	12/05/22	12/19/22	14		Merck (MSD)	100	1,167	USD	110.010	109.440		-0.570	-1	127,752	-13
short	12/19/22	1/23/23	35		Credit Suisse	100	45,970	CHF	2.779	3.150	2.408	-0.371	-13	110,697	-78
long	1/23/23	10/23/23	273		Münchener Rück	100	339	EUR	325.700	372.100		46.400	14	126,427	19
short	10/23/23	12/11/23	49		Pfizer	100	4,099	USD	30.840	28.640	33.209	2.369	8	136,137	74
long	12/11/23	5/01/24	142		Intel	100	3,056	USD	44.540	30.370		-14.170	-32	92,834	-63
accum	1/14/08	5/01/24	5953	days out of 6695 invested (89%)								828		92,834	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Citigroup	short	1/14/08	7/06/09	539	290.60	27.90	3,026.82	2,736.22	941.58	941.58
Ford Motor	long	7/06/09	8/01/11	756	5.75	12.35		6.60	114.78	114.78
Anglo American	long	9/12/16	7/02/18	658	8.20	16.44		8.25	100.61	100.61
Philips	short	6/13/22	12/05/22	175	21.26	14.25	31.70	10.45	49.16	49.16
Carrefour	short	8/01/11	4/30/12	273	20.08	15.18	26.57	6.49	32.32	32.32
Deutsche Bank	short	10/20/14	11/03/14	14	21.55	22.13	20.96	-0.59	-2.73
	short	7/02/18	7/15/19	378	9.14	6.89	12.13	2.99	32.74	29.11
Münchener Rück	long	1/23/23	10/23/23	273	325.70	372.10		46.40	14.25	14.25
Apple	long	4/30/12	10/20/14	903	20.86	24.94		4.08	19.58
	long	11/03/14	8/24/15	294	27.35	25.79		-1.56	-5.71	12.75
Pfizer	short	10/23/23	12/11/23	49	30.84	28.64	33.21	2.37	7.68	7.68
Chevron	long	3/21/22	6/13/22	84	164.64	167.33		2.69	1.63	1.63
Merck (MSD)	long	12/05/22	12/19/22	14	110.01	109.44		-0.57	-0.52	-0.52
Mercedes-Benz	long	12/07/20	3/07/22	455	57.70	57.39		-0.31	-0.54	-0.54
Vivendi	short	3/07/22	3/21/22	14	10.74	11.75	9.73	-1.01	-9.40	-9.40
RWE	short	8/24/15	9/12/16	385	13.22	14.65	11.80	-1.43	-10.78	-10.78
LVMH	long	7/15/19	3/09/20	238	380.05	338.00		-42.05	-11.06	-11.06
Credit Suisse	short	12/19/22	1/23/23	35	2.78	3.15	2.41	-0.37	-13.35	-13.35
Intel	long	12/11/23	5/01/24	142	44.54	30.37		-14.17	-31.81	-31.81
DuPont	short	3/09/20	12/07/20	273	35.15	65.43	4.87	-30.28	-86.15	-86.15

Annotations

2/28/24	Seven & i	stock split 1:3 (three for one)
2/26/24	Walmart	stock split 1:3 (three for one)
9/28/23	Honda Motor	stock split 1:3 (three for one)
7/18/22	Alphabet A	stock split 1:20 (twenty for one)
	GlaxoSmithKline	demergers OTC business -> Haleon
9/29/21	Toyota	stock split 1:5 (five for one)
8/02/21	General Electric	reverse stock split 8:1 (eight become one)
4/03/20	Raytheon Tech	spin-off Carrier and Otis = split 1000:1589 due to UTX-RTN merger
5/04/18	Samsung Electronics	stock split 1:50 (fifty for one)
10/04/16	SP Global 100	EMC² removed (acquired by Dell)
9/12/16	E.on	demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on)
12/24/15	Nike	stock split 1:2 (two for one)
11/02/15	Hewlett-Packard	forward stock split 1000:2202 (two thousand two hundred and two for one thousand)
	Hewlett-Packard	spin-off of HP Enterprise
10/02/15	Google A	changes name to Alphabet
4/24/15	GDF Suez	changes name to Engie


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