Share-o-matic - Portfolio

Fri, Nov 22nd, 2024, 0:46UTC

Assessment - Euro STOXX 50 - 7/14/08 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	7/14/08	⇓ Δwk	2/11/08	prc diff	⇓ Δ22	∅-RS
		Euro Stoxx 50	4,671.880	8/12	-0.07	3,216.240		3,678.160	-461.920	-12.56	-19.23
	L	Bayer	25.960	8/12	-0.04	54.910		55.000	-0.090	-0.16	0.11
	S	Air Liquide	162.300	8/12	-0.79	66.906		67.509	-0.603	-0.89	-5.53
		Safran	192.200	8/12	-0.18	13.350		11.170	2.180	19.52	-5.88
		SAP	189.300	8/12	-0.33	32.580		32.960	-0.380	-1.15	-6.96
		TotalEnergies	61.720	8/12	0.60	49.680		48.070	1.610	3.35	-7.09
	S	Eni	14.456	8/12	1.09	22.500		21.230	1.270	5.98	-7.16
	S	BASF	41.280	8/12	-0.22	40.690		42.040	-1.350	-3.21	-11.41
	L	Münchener Rück	439.200	8/12	1.01	109.000		111.850	-2.850	-2.55	-11.73
		Vivendi	9.488	8/12	0.40	23.806		25.364	-1.558	-6.14	-12.07
	S	Volkswagen	93.500	8/12	-0.47	84.540		89.460	-4.920	-5.50	-12.11
	L	Ahold Delhaize	29.720	8/12	-0.30	8.883		8.969	-0.086	-0.96	-12.77
		EssilorLuxottica	207.300	8/12	-0.58	35.860		37.260	-1.400	-3.76	-13.31
		Banco Santander	4.089	8/12	-0.24	10.270		10.443	-0.173	-1.66	-14.55
	L	Deutsche Telekom	24.730	8/12	0.49	10.820		13.230	-2.410	-18.22	-14.83
	L	Nordea Bank	10.420	8/12	-0.19	8.890		9.680	-0.790	-8.16	-15.52
		Adidas	212.400	8/12	-1.03	36.230		42.260	-6.030	-14.27	-16.94
		Sanofi	95.670	8/12	-0.60	44.460		51.510	-7.050	-13.69	-17.88
	L	Iberdrola	12.105	8/12	0.29	7.932		9.890	-1.958	-19.80	-17.90
		Siemens	157.200	8/12	0.01	68.038		82.912	-14.874	-17.94	-17.93
	S	LVMH	635.100	8/12	-0.14	61.900		68.000	-6.100	-8.97	-18.17
		BNP Paribas	59.250	8/12		54.295		56.836	-2.541	-4.47	-19.17
	L	Nokia	3.518	8/12	1.05	17.480		24.280	-6.800	-28.01	-19.88
		Allianz	255.900	8/12		107.620		113.300	-5.680	-5.01	-19.88
		L´Oreal	376.650	8/12	-1.59	65.280		81.520	-16.240	-19.92	-21.64
		⇓instrument	freshest		⇓ Δday	7/14/08	⇓ Δwk	2/11/08	prc diff	⇓ Δ22	∅-RS
		Anheuser-Busch InBev	55.200	8/12	-0.47	26.882		33.972	-7.090	-20.87	-23.20
		Danone	60.140	8/12	0.07	42.400		53.120	-10.720	-20.18	-23.38
		ING Groep	15.232	8/12	0.21	14.804		15.418	-0.614	-3.98	-24.46
		Enel	6.438	8/12	0.44	4.926		6.506	-1.580	-24.29	-24.50
		Banco Bilbao Viz	8.924	8/12	0.27	10.798		12.515	-1.717	-13.72	-24.74
		ASML	784.600	8/12	0.08	14.420		17.050	-2.630	-15.43	-25.07
		Inditex	44.250	8/12	0.07	5.694		6.292	-0.598	-9.50	-25.96
	S	Pernod Ricard	121.800	8/12	-0.33	54.000		67.210	-13.210	-19.65	-26.13
		Schneider Electric	211.250	8/12	0.38	31.055		34.820	-3.765	-10.81	-26.53
		Intesa Sanpaolo	3.471	8/12	0.54	3.284		4.104	-0.820	-19.98	-26.92
		Deutsche Post	36.040	8/12	-0.36	15.220		21.670	-6.450	-29.76	-27.41
	S	BMW	78.980	8/12	-0.90	28.220		34.200	-5.980	-17.49	-27.45
		Axa	32.350	8/12	-0.77	17.680		20.508	-2.828	-13.79	-27.79
	S	Vinci	102.650	8/12	-0.77	34.790		43.510	-8.720	-20.04	-28.11
		Unicredit	34.570	8/12	0.38	100.773		127.336	-26.563	-20.86	-29.61
		Wolters Kluwer	150.000	8/12	0.20	13.430		18.010	-4.580	-25.43	-30.39
		Deutsche Börse	185.150	8/12	0.54	66.720		116.170	-49.450	-42.57	-32.03
	S	Mercedes-Benz	57.480	8/12	-0.57	37.540		50.280	-12.740	-25.34	-34.44
	L	Infineon	30.280	8/12	0.36	4.030		5.100	-1.070	-20.98	-36.79
		Airbus	133.760	8/12	-0.45	11.400		16.100	-4.700	-29.19	-36.86
	S	Kering	249.850	8/12	-1.85	60.000		89.310	-29.310	-32.82	-40.15
	S	Stellantis	13.980	8/12	-0.57	2.650		3.809	-1.159	-30.44	-41.08
		Saint-Gobain	73.560	8/12	-0.41	33.910		49.600	-15.690	-31.63	-42.33
		Adyen	1,098.000	8/12	1.14						-na-
		Ferrari	385.700	8/12							-na-
		⇓instrument	freshest		⇓ Δday	7/14/08	⇓ Δwk	2/11/08	prc diff	⇓ Δ22	∅-RS
	L	Prosus	32.850	8/12	1.77						-na-
Euro 50 - 47 out of 50 instruments rated - 7/14/08 / 2/11/08 - 3 did rise, Market-Ratio(22) = 6.38 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	Euro 50 RS = 22 - B/S = 30/10

1/06/20	scale up chart	7/01/24

Transactions Euro STOXX 50 * 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	75	65.956	52.602	82.700	16.744	25	11,256	109
					Saint-Gobain	50	97	51.670	40.030	66.695	15.025	29	12,713	130
100							27						119
long	6/23/08	9/08/08	77		Fresenius	50	341	18.613	18.533		-0.080	0	12,686	-2
					Engie	50	152	41.630	36.760		-4.870	-12	11,946	-45
100							-6						-26
short	9/08/08	3/30/09	203		Mercedes-Benz	50	147	40.385	18.905	86.271	45.886	114	18,691	291
					Nokia	50	410	14.640	9.970	21.498	6.858	47	21,502	100
100							80						188
long	3/30/09	9/05/11	889		ASML	50	830	12.940	23.280		10.340	80	30,085	27
					Inditex	50	1,908	5.638	11.578		5.940	105	41,418	34
100							93						31
short	9/05/11	1/09/12	126		Societe Generale	50	1,022	20.250	15.000	27.338	7.088	35	48,662	139
					Unicredit	50	754	27.460	11.455	65.827	38.367	140	77,591	1,159
100							87						517
long	1/09/12	8/24/15	1323		ASML	50	1,197	32.400	74.790		42.390	131	128,331	26
					Anheuser-Busch InBev	50	817	47.495	91.280		43.785	92	164,104	20
100							112						23
short	8/24/15	10/26/15	63		E.on	50	9,431	8.700	8.993	8.407	-0.293	-3	161,343	-18
					Banco Santander	50	15,749	5.210	5.230	5.190	-0.020	0	161,028	-2
100							-2						-10
long	10/26/15	1/11/16	77		Fresenius	50	1,255	64.150	59.420		-4.730	-7	155,092	-30
					Inditex	50	2,395	33.610	29.430		-4.180	-12	145,081	-47
100							-10						-39
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	619	117.050	110.750	123.708	6.658	6	149,203	323
					Banco Santander	50	17,800	4.080	3.860	4.313	0.233	6	153,341	324
100							6						324
long	1/25/16	4/04/16	70		SAP	50	1,054	72.680	70.040		-2.640	-4	150,559	-18
					Vinci	50	1,245	61.630	65.450		3.820	6	155,314	37
100							1						7
short	4/04/16	5/16/16	42		Deutsche Bank	50	5,879	13.209	12.861	13.567	0.358	3	157,416	26
					Unicredit	50	5,138	15.113	14.382	15.881	0.768	5	161,363	54
100							4						39
long	5/16/16	3/16/20	1400		Deutsche Post	50	3,004	26.850	20.560		-6.290	-23	142,468	-7
					Vinci	50	1,231	65.520	59.040		-6.480	-10	134,491	-3
100							-17						-5
short	3/16/20	8/03/20	140		ING Groep	50	14,399	4.670	6.056	3.284	-1.386	-30	114,534	-60
					Anheuser-Busch InBev	50	1,946	34.550	46.325	22.775	-11.775	-34	91,620	-66
100							-32						-63
long	8/03/20	6/20/22	686		SAP	50	333	137.540	89.240		-48.300	-35	75,536	-21
					ASML	50	147	310.100	457.250		147.150	47	97,167	23
100							6						3
short	6/20/22	8/08/22	49		Philips	50	2,465	19.704	20.310	19.098	-0.606	-3	95,673	-21
					Adyen	50	39	1,238.600	1,820.000	657.200	-581.400	-47	72,999	-99
100							-25						-88
long	8/08/22	8/12/24	735		Deutsche Börse	50	208	174.750	185.150		10.400	6	75,162	3
					TotalEnergies	50	735	49.820	61.720		11.900	24	83,908	11
100							15						7
accum	3/03/08	8/12/24	6108	days out of 6899 invested (89%)							739		83,908	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ASML	long	3/30/09	9/05/11	889	12.94	23.28		10.34	79.91	50	39.95
	long	1/09/12	8/24/15	1323	32.40	74.79		42.39	130.83		65.42
	long	8/03/20	6/20/22	686	310.10	457.25		147.15	47.45		23.73	186.43
Unicredit	short	9/05/11	1/09/12	126	27.46	11.46	65.83	38.37	139.72		69.86
	short	4/04/16	5/16/16	42	15.11	14.38	15.88	0.77	5.08		2.54	74.18
Mercedes-Benz	short	9/08/08	3/30/09	203	40.39	18.91	86.27	45.89	113.62		56.81	56.81
Inditex	long	3/30/09	9/05/11	889	5.64	11.58		5.94	105.36		52.68
	long	10/26/15	1/11/16	77	33.61	29.43		-4.18	-12.44		-6.22	43.18
Societe Generale	short	3/03/08	6/23/08	112	65.96	52.60	82.70	16.74	25.39		12.69
	short	9/05/11	1/09/12	126	20.25	15.00	27.34	7.09	35.00		17.50	32.41
Nokia	short	9/08/08	3/30/09	203	14.64	9.97	21.50	6.86	46.84		23.42	23.42
Anheuser-Busch InBev	long	1/09/12	8/24/15	1323	47.50	91.28		43.79	92.19		46.09
	short	3/16/20	8/03/20	140	34.55	46.33	22.78	-11.78	-34.08		-17.04	21.20
Saint-Gobain	short	3/03/08	6/23/08	112	51.67	40.03	66.69	15.02	29.08		14.54	14.54
TotalEnergies	long	8/08/22	8/12/24	735	49.82	61.72		11.90	23.89		11.94	11.94
Deutsche Börse	long	8/08/22	8/12/24	735	174.75	185.15		10.40	5.95		2.98	2.98
Volkswagen	short	1/11/16	1/25/16	14	117.05	110.75	123.71	6.66	5.69		2.84	2.84
Banco Santander	short	8/24/15	10/26/15	63	5.21	5.23	5.19	-0.02	-0.38		-0.19
	short	1/11/16	1/25/16	14	4.08	3.86	4.31	0.23	5.70		2.85	2.65
Deutsche Bank	short	4/04/16	5/16/16	42	13.21	12.86	13.57	0.36	2.71		1.35	1.35
Philips	short	6/20/22	8/08/22	49	19.70	20.31	19.10	-0.61	-3.08		-1.54	-1.54
E.on	short	8/24/15	10/26/15	63	8.70	8.99	8.41	-0.29	-3.36		-1.68	-1.68
Vinci	long	1/25/16	4/04/16	70	61.63	65.45		3.82	6.20		3.10
	long	5/16/16	3/16/20	1400	65.52	59.04		-6.48	-9.89		-4.95	-2.00
Fresenius	long	6/23/08	9/08/08	77	18.61	18.53		-0.08	-0.43		-0.21
	long	10/26/15	1/11/16	77	64.15	59.42		-4.73	-7.37		-3.69	-3.89
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Engie	long	6/23/08	9/08/08	77	41.63	36.76		-4.87	-11.70		-5.85	-5.85
Deutsche Post	long	5/16/16	3/16/20	1400	26.85	20.56		-6.29	-23.43		-11.71	-11.71
ING Groep	short	3/16/20	8/03/20	140	4.67	6.06	3.28	-1.39	-29.68		-14.84	-14.84
SAP	long	1/25/16	4/04/16	70	72.68	70.04		-2.64	-3.63		-1.82
	long	8/03/20	6/20/22	686	137.54	89.24		-48.30	-35.12		-17.56	-19.06
Adyen	short	6/20/22	8/08/22	49	1,238.60	1,820.00	657.20	-581.40	-46.94		-23.47	-23.47

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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