Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 22:09UTC

Assessment - STOXX Europe 50 - 9/29/08 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	9/29/08	⇓ Δwk	4/28/08	prc diff	⇓ Δ22	Curr	∅-RS
		Stoxx 50	4,344.220	8/12	-0.16	2,588.720		3,229.190	-640.470	-19.83	EUR	-19.33
		Hermes International	2,006.000	8/12	-0.50	114.000		87.880	26.120	29.72	EUR	31.18
		SAP	189.300	8/12	-0.33	38.420		32.600	5.820	17.85	EUR	11.30
	L	AstraZeneca	12,780.000	8/12	0.63	2,432.000		2,121.000	311.000	14.66	GBP	10.06
	L	HSBC	643.900	8/12	0.22	707.454		707.454	0.000	0.00	GBP	4.22
	L	Novartis	96.740	8/12	0.16	48.080		43.540	4.540	10.43	CHF	1.47
		GSK	1,572.000	8/12	0.42	1,197.750		1,138.310	59.440	5.22	GBP	0.66
		BNP Paribas	59.250	8/12		63.688		67.799	-4.111	-6.06	EUR	-0.27
		Reckitt Benckiser	4,180.000	8/12		2,728.000		2,907.000	-179.000	-6.16	GBP	-1.26
	L	Zurich Insurance	464.700	8/12	0.85	300.750		315.500	-14.750	-4.68	CHF	-1.37
	L	BAT	2,801.000	8/12		1,803.000		1,960.000	-157.000	-8.01	GBP	-2.36
	L	Bayer	25.960	8/12	-0.04	52.230		54.210	-1.980	-3.65	EUR	-4.49
	S	National Grid	978.400	8/12	-0.04	624.935		626.264	-1.329	-0.21	GBP	-4.74
	S	Diageo	2,451.500	8/12	1.03	955.500		1,022.000	-66.500	-6.51	GBP	-5.74
	L	Nestlé	88.640	8/12	-0.40	46.540		49.200	-2.660	-5.41	CHF	-6.36
		Axa	32.350	8/12	-0.77	21.056		23.215	-2.159	-9.30	EUR	-7.30
	L	Unilever Plc	4,714.000	8/12	-0.34	1,491.000		1,697.000	-206.000	-12.14	GBP	-7.69
	L	Münchener Rück	439.200	8/12	1.01	109.300		123.660	-14.360	-11.61	EUR	-7.75
	S	Air Liquide	162.300	8/12	-0.79	64.301		72.118	-7.817	-10.84	EUR	-8.96
		Safran	192.200	8/12	-0.18	12.010		12.660	-0.650	-5.13	EUR	-9.52
	L	Roche	277.800	8/12	0.25	169.600		177.000	-7.400	-4.18	CHF	-10.31
		L´Oreal	376.650	8/12	-1.59	70.990		75.150	-4.160	-5.54	EUR	-10.65
		RELX	3,531.000	8/12	0.57	541.000		637.000	-96.000	-15.07	GBP	-11.54
		EssilorLuxottica	207.300	8/12	-0.58	34.460		39.650	-5.190	-13.09	EUR	-12.03
		Sanofi	95.670	8/12	-0.60	44.780		50.120	-5.340	-10.65	EUR	-12.88
		⇓instrument	freshest		⇓ Δday	9/29/08	⇓ Δwk	4/28/08	prc diff	⇓ Δ22	Curr	∅-RS
	L	Deutsche Telekom	24.730	8/12	0.49	10.300		11.550	-1.250	-10.82	EUR	-15.50
	S	LVMH	635.100	8/12	-0.14	61.365		72.080	-10.715	-14.87	EUR	-16.14
		BP	439.600	8/12	1.35	467.000		578.500	-111.500	-19.27	GBP	-17.08
		Enel	6.438	8/12	0.44	5.112		6.222	-1.110	-17.84	EUR	-17.34
		Banco Santander	4.089	8/12	-0.24	9.557		12.517	-2.960	-23.65	EUR	-17.77
		Shell	33.025	8/12	0.93	20.440		24.730	-4.290	-17.35	EUR	-18.64
		TotalEnergies	61.720	8/12	0.60	41.690		52.715	-11.025	-20.91	EUR	-19.13
		Siemens	157.200	8/12	0.01	62.982		72.588	-9.606	-13.23	EUR	-19.84
		Anheuser-Busch InBev	55.200	8/12	-0.47	25.663		36.047	-10.384	-28.81	EUR	-22.27
	S	BASF	41.280	8/12	-0.22	33.640		45.205	-11.565	-25.58	EUR	-23.58
		Allianz	255.900	8/12		94.240		131.090	-36.850	-28.11	EUR	-24.10
		Deutsche Post	36.040	8/12	-0.36	14.730		20.180	-5.450	-27.01	EUR	-24.44
	L	Iberdrola	12.105	8/12	0.29	6.913		9.328	-2.415	-25.89	EUR	-24.62
	L	Richemont	128.200	8/12	1.22	21.131		27.178	-6.047	-22.25	CHF	-24.64
		Airbus	133.760	8/12	-0.45	12.345		15.690	-3.345	-21.32	EUR	-24.73
		Schneider Electric	211.250	8/12	0.38	28.855		40.065	-11.210	-27.98	EUR	-26.55
	S	Mercedes-Benz	57.480	8/12	-0.57	36.910		50.880	-13.970	-27.46	EUR	-27.92
	S	Vinci	102.650	8/12	-0.77	31.935		48.710	-16.775	-34.44	EUR	-28.54
	L	ABB	45.510	8/12	0.55	20.420		31.500	-11.080	-35.17	CHF	-29.09
		ASML	784.600	8/12	0.08	11.720		18.420	-6.700	-36.37	EUR	-34.23
		Rio Tinto	4,942.000	8/12	0.56	2,734.400		5,143.320	-2,408.920	-46.84	GBP	-36.21
		ING Groep	15.232	8/12	0.21	11.015		18.728	-7.713	-41.18	EUR	-39.25
		UBS	24.850	8/12	0.44	18.150		36.340	-18.190	-50.06	CHF	-43.45
		Glencore	410.250	8/12	1.27						GBP	-na-
		Novo Nordisk	892.900	8/12	-2.80	29.000		32.300	-3.300	-10.22	DKK	-na-
		⇓instrument	freshest		⇓ Δday	9/29/08	⇓ Δwk	4/28/08	prc diff	⇓ Δ22	Curr	∅-RS
	L	Prosus	32.850	8/12	1.77						EUR	-na-
Europe 50 - 48 out of 50 instruments rated - 9/29/08 / 4/28/08 - 5 did rise, Market-Ratio(22) = 10.42 %

Technical Chart

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

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

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
1/02/06		6/12/06	161		- cash -
short	6/12/06	6/26/06	14		Vodafone	100	8,510	GBP	1.175	1.153	1.198	0.023	2	10,195	65
long	6/26/06	1/21/08	574		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	1/21/08	4/21/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	4/21/08	4/28/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	4/28/08	6/23/08	56		UBS	100	489	CHF	36.340	22.060	59.864	23.524	65	29,304	2,488
long	6/23/08	6/30/08	7		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	6/30/08	8/11/08	42		UBS	100	1,374	CHF	21.440	23.180	19.700	-1.740	-8	27,085	-52
long	8/11/08	9/08/08	28		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	9/08/08	3/30/09	203		UBS	100	1,128	CHF	24.260	10.140	58.042	33.782	139	65,485	380
long	3/30/09	4/06/09	7		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	4/06/09	4/13/09	7		Lloyds Bank	100	82,967	GBP	0.797	0.879	0.715	-0.082	-10	59,322	-100
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,973	EUR	30.053	38.566		8.513	28	76,118	20
short	8/30/10	9/06/10	7		BP	100	19,999	GBP	3.806	4.065	3.547	-0.259	-7	70,939	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	1,400	DKK	50.650	57.050		6.400	13	79,899	14
short	8/08/11	12/19/11	133		Lloyds Bank	100	243,519	GBP	0.328	0.235	0.459	0.131	40	111,727	151
long	12/19/11	10/20/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,418	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,791	EUR	21.545	21.563	21.527	-0.018	0	189,260	-1
long	11/10/14	8/24/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,794	0
short	8/24/15	10/26/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,460	-62
long	10/26/15	12/14/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,790	-7
short	12/14/15	12/28/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,171	-90
long	12/28/15	1/04/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,630	-81
short	1/04/16	1/25/16	21		Rio Tinto	100	7,391	GBP	19.025	16.090	22.495	3.470	18	166,279	1,740
long	1/25/16	3/28/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,071	-14
short	3/28/16	4/18/16	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	4/18/16	4/25/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,938	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,156	431
long	5/16/16	3/05/18	658		BAT	100	3,946	GBP	42.097	42.210		0.113	0	166,601	0
short	3/05/18	4/23/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,467	74
long	4/23/18	10/15/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,325	-15
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	81,471	EUR	2.042	1.960	2.126	0.085	4	173,225	70
long	11/12/18	12/10/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,464	-40
short	12/10/18	2/11/19	63		Bayer	100	2,737	EUR	60.800	68.170	53.430	-7.370	-12	146,292	-53
long	2/11/19	3/02/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	3,247	EUR	52.000	44.950	60.156	8.156	16	195,366	61
long	6/22/20	6/29/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,154	-6
short	6/29/20	7/27/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,660	35
long	7/27/20	6/20/22	693		ASML	100	616	EUR	323.950	457.250		133.300	41	281,773	20
short	6/20/22	6/27/22	7		Adyen	100	227	EUR	1,238.600	1,419.800	1,057.400	-181.200	-15	240,641	-100
long	6/27/22	7/11/22	14		BAT	100	6,737	GBP	35.715	33.890		-1.825	-5	228,346	-75
short	7/11/22	7/25/22	14		Adidas	100	1,400	EUR	163.080	176.020	150.140	-12.940	-8	210,230	-88
long	7/25/22	9/05/22	42		Novo Nordisk	100	502	DKK	418.450	391.400		-27.050	-6	196,651	-44
short	9/05/22	11/07/22	63		Adidas	100	1,354	EUR	145.200	114.960	183.395	38.195	26	248,366	287
long	11/07/22	10/23/23	350		BP	100	49,495	GBP	5.018	5.322		0.304	6	263,413	6
short	10/23/23	10/30/23	7		Adyen	100	386	EUR	682.200	633.000	735.224	53.024	8	283,880	4,855
long	10/30/23	8/12/24	287		Novo Nordisk	100	418	DKK	677.700	892.900		215.200	32	373,834	42
accum	6/12/06	8/12/24	6737	days out of 6898 invested (98%)								3,638		373,834	22

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	1/21/08	4/21/08	91	40.30	35.94	45.19	4.89	12.13
	short	4/28/08	6/23/08	56	36.34	22.06	59.86	23.52	64.73
	short	6/30/08	8/11/08	42	21.44	23.18	19.70	-1.74	-8.12
	short	9/08/08	3/30/09	203	24.26	10.14	58.04	33.78	139.25	306.07
Roche	long	12/19/11	10/20/14	1036	158.40	268.60		110.20	69.57
	long	2/11/19	3/02/20	385	272.55	314.70		42.15	15.47	95.79
ABB	long	6/26/06	1/21/08	574	15.25	23.80		8.55	56.07	56.07
ASML	long	6/22/20	6/29/20	7	322.55	322.20		-0.35	-0.11
	long	7/27/20	6/20/22	693	323.95	457.25		133.30	41.15	41.00
Novo Nordisk	long	9/06/10	8/08/11	336	50.65	57.05		6.40	12.64
	long	7/25/22	9/05/22	42	418.45	391.40		-27.05	-6.46
	long	10/30/23	8/12/24	287	677.70	892.90		215.20	31.75	38.81
Deutsche Bank	long	4/13/09	8/30/10	504	30.05	38.57		8.51	28.33
	short	10/20/14	11/10/14	21	21.55	21.56	21.53	-0.02	-0.08	28.22
Lloyds Bank	short	4/06/09	4/13/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	12/19/11	133	0.33	0.23	0.46	0.13	39.84	25.45
Adidas	short	7/11/22	7/25/22	14	163.08	176.02	150.14	-12.94	-7.93
	short	9/05/22	11/07/22	63	145.20	114.96	183.39	38.19	26.30	16.28
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	52.00	44.95	60.16	8.16	15.68	15.68
Imperial Brands	short	3/05/18	4/23/18	49	25.81	23.96	27.80	1.99	7.72	7.72
Credit Suisse	short	3/28/16	4/18/16	21	13.95	14.54	13.36	-0.59	-4.23
	short	4/25/16	5/16/16	21	14.74	13.39	16.23	1.49	10.08	5.43
Intesa Sanpaolo	short	10/15/18	11/12/18	28	2.04	1.96	2.13	0.08	4.15	4.15
Airbus	short	6/29/20	7/27/20	28	63.35	61.92	64.81	1.46	2.31	2.31
Vodafone	short	6/12/06	6/26/06	14	1.18	1.15	1.20	0.02	1.95	1.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novartis	long	11/10/14	8/24/15	287	74.46	74.67		0.21	0.28	0.28
BP	short	8/30/10	9/06/10	7	3.81	4.07	3.55	-0.26	-6.81
	long	11/07/22	10/23/23	350	5.02	5.32		0.30	6.06	-1.16
AstraZeneca	long	8/11/08	9/08/08	28	25.81	26.09		0.28	1.08
	long	3/30/09	4/06/09	7	23.52	23.75		0.23	0.98
	long	11/12/18	12/10/18	28	62.51	60.07		-2.44	-3.90	-1.91
SAP	long	10/26/15	12/14/15	49	70.13	69.40		-0.73	-1.04
	long	12/28/15	1/04/16	7	72.86	70.58		-2.28	-3.13
	long	1/25/16	3/28/16	63	72.68	70.84		-1.84	-2.53	-6.56
LVMH	long	4/23/18	10/15/18	175	281.05	260.45		-20.60	-7.33	-7.33
BAT	long	4/18/16	4/25/16	7	42.81	41.63		-1.18	-2.76
	long	5/16/16	3/05/18	658	42.10	42.21		0.11	0.27
	long	6/27/22	7/11/22	14	35.72	33.89		-1.83	-5.11	-7.48
Adyen	short	6/20/22	6/27/22	7	1,238.60	1,419.80	1,057.40	-181.20	-14.63
	short	10/23/23	10/30/23	7	682.20	633.00	735.22	53.02	7.77	-7.99
Rio Tinto	long	4/21/08	4/28/08	7	51.52	51.43		-0.09	-0.18
	long	6/23/08	6/30/08	7	49.35	49.64		0.29	0.59
	short	8/24/15	10/26/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	12/14/15	12/28/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	1/04/16	1/25/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	12/10/18	2/11/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12

Annotations

2/19/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/13/23	Novo Nordisk	stock split 1:2 (two for one)
7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
9/24/18	Europe 50	Safran replaces Imperial Brands
5/31/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15	Europe 50	complete analysis
7/09/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


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