Share-o-matic - Portfolio

Sat, Jul 12th, 2025, 20:37UTC

Assessment - STOXX Europe 50 in Dollar - 3/29/10 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	3/29/10	⇓ Δwk	10/26/09	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	5,829.509	8/12/24	-0.16	3,530.499		3,669.857	-139.358	-3.80	8.47
		Safran	257.913	8/12/24	-0.18	26.093		17.138	8.955	52.25	64.73
		Rio Tinto	7,366.066	8/12/24	0.56	5,828.612		4,846.809	981.803	20.26	38.99
	L	Richemont	120.470	8/12/24	1.22	38.481		29.580	8.901	30.09	47.73
		ASML	1,052.855	8/12/24	0.08	35.487		29.564	5.923	20.03	36.20
		Novo Nordisk	161.003	8/12/24	-2.80	7.763		6.351	1.412	22.23	29.95
	S	LVMH	852.241	8/12/24	-0.14	117.550		106.610	10.941	10.26	25.88
		Schneider Electric	283.476	8/12/24	0.38	57.568		53.673	3.895	7.26	25.17
	S	BASF	55.394	8/12/24	-0.22	61.083		57.462	3.621	6.30	24.38
		Anheuser-Busch InBev	74.073	8/12/24	-0.47	50.717		50.018	0.699	1.40	22.45
		Siemens	210.947	8/12/24	0.01	96.899		94.167	2.731	2.90	22.20
		EssilorLuxottica	278.176	8/12/24	-0.58	63.512		57.642	5.870	10.18	19.89
	L	Zurich Insurance	436.681	8/12/24	0.85	254.003		243.062	10.940	4.50	23.26
	L	BAT	4,174.899	8/12/24		3,404.309		3,229.303	175.006	5.42	14.52
		L´Oreal	505.427	8/12/24	-1.59	105.473		104.749	0.724	0.69	16.45
		Allianz	343.392	8/12/24		124.958		121.106	3.851	3.18	15.34
	L	Nestlé	83.296	8/12/24	-0.40	50.603		45.956	4.647	10.11	21.12
		Reckitt Benckiser	6,230.303	8/12/24		5,343.454		5,027.891	315.562	6.28	13.05
	L	ABB	42.766	8/12/24	0.55	21.472		20.896	0.576	2.76	20.27
	S	Vinci	137.746	8/12/24	-0.77	58.346		55.954	2.392	4.28	13.96
		Airbus	179.493	8/12/24	-0.45	20.538		20.162	0.376	1.86	14.01
		BNP Paribas	79.508	8/12/24		78.931		81.293	-2.362	-2.91	14.12
	S	Air Liquide	217.790	8/12/24	-0.79	90.920		88.270	2.651	3.00	13.29
	S	Diageo	3,653.968	8/12/24	1.03	1,651.477		1,559.593	91.885	5.89	9.69
		Deutsche Post	48.362	8/12/24	-0.36	17.539		18.098	-0.560	-3.09	11.19
		⇓instrument	freshest		⇓ Δday	3/29/10	⇓ Δwk	10/26/09	prc diff	⇓ Δ22	∅-RS
		BP	655.225	8/12/24	1.35	936.334		925.152	11.182	1.21	9.08
	L	Münchener Rück	589.362	8/12/24	1.01	161.296		164.957	-3.661	-2.22	9.98
	L	Novartis	90.907	8/12/24	0.16	44.833		42.952	1.881	4.38	15.72
		ING Groep	20.440	8/12/24	0.21	9.957		11.017	-1.060	-9.62	10.13
	L	Unilever Plc	7,026.232	8/12/24	-0.34	2,827.484		2,985.413	-157.928	-5.29	7.49
		Axa	43.410	8/12/24	-0.77	22.249		26.129	-3.880	-14.85	9.30
	S	Mercedes-Benz	77.132	8/12/24	-0.57	46.899		53.770	-6.871	-12.78	9.18
		Sanofi	128.380	8/12/24	-0.60	74.462		76.836	-2.374	-3.09	8.71
		SAP	254.022	8/12/24	-0.33	47.879		51.174	-3.295	-6.44	7.13
	L	Bayer	34.836	8/12/24	-0.04	67.511		71.763	-4.252	-5.93	6.95
	L	HSBC	959.735	8/12/24	0.22	1,019.504		1,119.122	-99.618	-8.90	4.87
		Shell	44.316	8/12/24	0.93	28.616		31.297	-2.681	-8.57	5.42
		RELX	5,262.966	8/12/24	0.57	783.259		746.843	36.417	4.88	2.45
	L	AstraZeneca	19,048.630	8/12/24	0.63	4,441.699		4,527.876	-86.176	-1.90	2.35
		Banco Santander	5.487	8/12/24	-0.24	13.255		16.589	-3.333	-20.09	4.01
		GSK	2,343.071	8/12/24	0.42	1,909.126		2,021.353	-112.227	-5.55	1.56
		Enel	8.639	8/12/24	0.44	5.605		6.253	-0.648	-10.37	3.01
	L	Deutsche Telekom	33.185	8/12/24	0.49	13.352		14.249	-0.897	-6.30	2.82
	S	National Grid	1,458.308	8/12/24	-0.04	851.533		851.755	-0.221	-0.03	1.04
		UBS	23.352	8/12/24	0.44	15.599		17.823	-2.224	-12.48	6.59
	L	Roche	261.050	8/12/24	0.25	160.502		159.398	1.104	0.69	5.68
		TotalEnergies	82.822	8/12/24	0.60	57.306		62.819	-5.513	-8.78	-0.02
		Hermes International	2,691.851	8/12/24	-0.50	137.008		145.928	-8.920	-6.11	-0.19
	L	Iberdrola	16.244	8/12/24	0.29	8.237		9.073	-0.837	-9.22	-1.59
		Glencore	611.479	8/12/24	1.27						-na-
		⇓instrument	freshest		⇓ Δday	3/29/10	⇓ Δwk	10/26/09	prc diff	⇓ Δ22	∅-RS
	L	Prosus	44.081	8/12/24	1.77						-na-
Europe 50 - 48 out of 50 instruments rated - 3/29/10 / 10/26/09 - 26 did rise, Market-Ratio(22) in USD = 54.17 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions STOXX Europe 50 in Dollar * A22 - 28/27 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	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	4,624	2.162	2.094	2.232	0.070	3	10,324	129
long	6/26/06	1/21/08	574		ABB	100	845	12.207	21.665		9.458	77	18,315	44
short	1/21/08	4/21/08	91		UBS	100	499	36.684	35.295	38.128	1.444	4	19,036	17
long	4/21/08	4/28/08	7		Rio Tinto	100	184	102.938	102.115		-0.823	-1	18,885	-34
short	4/28/08	6/23/08	56		UBS	100	537	35.126	21.301	57.924	22.798	65	31,127	2,505
long	6/23/08	6/30/08	7		Rio Tinto	100	319	97.522	99.043		1.521	2	31,612	124
short	6/30/08	8/11/08	42		UBS	100	1,501	21.051	21.417	20.684	-0.367	-2	31,062	-14
long	8/11/08	9/08/08	28		AstraZeneca	100	626	49.578	46.100		-3.478	-7	28,885	-61
short	9/08/08	3/30/09	203		UBS	100	1,331	21.687	8.860	53.082	31.395	145	70,671	400
long	3/30/09	4/06/09	7		AstraZeneca	100	2,099	33.664	35.243		1.580	5	73,987	993
short	4/06/09	4/13/09	7		Lloyds Bank	100	62,558	1.183	1.290	1.076	-0.107	-9	67,281	-99
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,697	39.624	49.221		9.597	24	83,568	17
short	8/30/10	9/06/10	7		BP	100	14,139	5.910	6.281	5.540	-0.370	-6	78,331	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	8,928	8.773	10.958		2.184	25	97,832	27
short	8/08/11	12/19/11	133		Lloyds Bank	100	181,632	0.539	0.365	0.795	0.257	48	144,470	191
long	12/19/11	10/20/14	1036		Roche	100	853	169.180	284.848		115.668	68	243,135	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,817	27.573	26.790	28.380	0.806	3	250,246	65
long	11/10/14	8/24/15	287		Novartis	100	3,253	76.924	80.211		3.287	4	260,937	5
short	8/24/15	10/26/15	63		Rio Tinto	100	7,676	33.991	38.176	29.805	-4.185	-12	228,811	-53
long	10/26/15	12/14/15	49		SAP	100	2,951	77.515	76.278		-1.237	-2	225,160	-11
short	12/14/15	12/28/15	14		Rio Tinto	100	8,049	27.973	29.853	26.094	-1.879	-7	210,033	-84
long	12/28/15	1/04/16	7		SAP	100	2,628	79.913	76.445		-3.468	-4	200,920	-90
short	1/04/16	1/25/16	21		Rio Tinto	100	7,175	28.001	22.920	34.208	6.207	22	245,457	3,146
long	1/25/16	3/28/16	63		SAP	100	3,112	78.851	79.305		0.455	1	246,872	3
short	3/28/16	4/18/16	21		Credit Suisse	100	17,232	14.326	15.076	13.577	-0.750	-5	233,956	-61
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/18/16	4/25/16	7		BAT	100	3,828	61.117	60.290		-0.827	-1	230,790	-51
short	4/25/16	5/16/16	21		Credit Suisse	100	15,262	15.121	13.694	16.697	1.576	10	254,845	460
long	5/16/16	3/05/18	658		BAT	100	4,204	60.615	58.436		-2.179	-4	245,683	-2
short	3/05/18	4/23/18	49		Imperial Brands	100	6,877	35.725	33.360	38.257	2.532	7	263,096	67
long	4/23/18	10/15/18	175		LVMH	100	766	343.022	302.075		-40.946	-12	231,731	-23
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	97,868	2.368	2.204	2.544	0.176	7	248,929	154
long	11/12/18	12/10/18	28		AstraZeneca	100	3,097	80.356	75.459		-4.897	-6	233,763	-56
short	12/10/18	2/11/19	63		Bayer	100	3,383	69.083	77.020	61.146	-7.937	-11	206,912	-51
long	2/11/19	3/02/20	385		Roche	100	762	271.318	328.913		57.595	21	250,799	20
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	4,319	58.062	50.637	66.575	8.514	15	287,570	56
long	6/22/20	6/29/20	7		ASML	100	791	363.356	361.860		-1.496	0	286,387	-19
short	6/29/20	7/27/20	28		Airbus	100	4,025	71.148	72.847	69.449	-1.699	-2	279,547	-27
long	7/27/20	6/20/22	693		ASML	100	733	381.117	481.315		100.198	26	352,992	13
short	6/20/22	6/27/22	7		Adyen	100	270	1,303.788	1,504.988	1,102.587	-201.201	-15	298,668	-100
long	6/27/22	7/11/22	14		BAT	100	6,802	43.906	40.282		-3.624	-8	274,015	-89
short	7/11/22	7/25/22	14		Adidas	100	1,669	164.147	179.961	148.332	-15.815	-10	247,620	-93
long	7/25/22	9/05/22	42		Novo Nordisk	100	4,308	57.470	52.299		-5.171	-9	225,344	-56
short	9/05/22	11/07/22	63		Adidas	100	1,561	144.277	115.283	180.562	36.286	25	281,986	267
long	11/07/22	10/23/23	350		BP	100	48,762	5.783	6.513		0.730	13	317,581	13
short	10/23/23	10/30/23	7		Adyen	100	436	727.757	671.835	788.335	60.578	8	343,992	6,366
long	10/30/23	8/12/24	287		Novo Nordisk	100	3,569	96.364	128.428		32.064	33	458,430	44
accum	6/12/06	8/12/24	6970	days out of 7131 invested (98%)							4,484		458,430	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	36.68	35.30	38.13	1.44	3.94
	short	4/28/08	6/23/08	56	35.13	21.30	57.92	22.80	64.90
	short	6/30/08	8/11/08	42	21.05	21.42	20.68	-0.37	-1.74
	short	9/08/08	3/30/09	203	21.69	8.86	53.08	31.39	144.76	312.20
Roche	long	12/19/11	10/20/14	1036	169.18	284.85		115.67	68.37
	long	2/11/19	3/02/20	385	271.32	328.91		57.60	21.23	104.11
ABB	long	6/26/06	1/21/08	574	12.21	21.66		9.46	77.48	77.48
Novo Nordisk	long	9/06/10	8/08/11	336	8.77	10.96		2.18	24.90
	long	7/25/22	9/05/22	42	57.47	52.30		-5.17	-9.00
	long	10/30/23	8/12/24	287	96.36	128.43		32.06	33.27	51.48
Lloyds Bank	short	4/06/09	4/13/09	7	1.18	1.29	1.08	-0.11	-9.06
	short	8/08/11	12/19/11	133	0.54	0.36	0.80	0.26	47.67	34.29
Deutsche Bank	long	4/13/09	8/30/10	504	39.62	49.22		9.60	24.22
	short	10/20/14	11/10/14	21	27.57	26.79	28.38	0.81	2.92	27.85
ASML	long	6/22/20	6/29/20	7	363.36	361.86		-1.50	-0.41
	long	7/27/20	6/20/22	693	381.12	481.32		100.20	26.29	25.77
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	58.06	50.64	66.58	8.51	14.66	14.66
Adidas	short	7/11/22	7/25/22	14	164.15	179.96	148.33	-15.81	-9.63
	short	9/05/22	11/07/22	63	144.28	115.28	180.56	36.29	25.15	13.09
Intesa Sanpaolo	short	10/15/18	11/12/18	28	2.37	2.20	2.54	0.18	7.42	7.42
Imperial Brands	short	3/05/18	4/23/18	49	35.72	33.36	38.26	2.53	7.09	7.09
BP	short	8/30/10	9/06/10	7	5.91	6.28	5.54	-0.37	-6.27
	long	11/07/22	10/23/23	350	5.78	6.51		0.73	12.62	5.56
Credit Suisse	short	3/28/16	4/18/16	21	14.33	15.08	13.58	-0.75	-5.23
	short	4/25/16	5/16/16	21	15.12	13.69	16.70	1.58	10.42	4.65
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	76.92	80.21		3.29	4.27	4.27
Vodafone	short	6/12/06	6/26/06	14	2.16	2.09	2.23	0.07	3.24	3.24
Rio Tinto	long	4/21/08	4/28/08	7	102.94	102.11		-0.82	-0.80
	long	6/23/08	6/30/08	7	97.52	99.04		1.52	1.56
	short	8/24/15	10/26/15	63	33.99	38.18	29.81	-4.19	-12.31
	short	12/14/15	12/28/15	14	27.97	29.85	26.09	-1.88	-6.72
	short	1/04/16	1/25/16	21	28.00	22.92	34.21	6.21	22.17	0.68
Airbus	short	6/29/20	7/27/20	28	71.15	72.85	69.45	-1.70	-2.39	-2.39
SAP	long	10/26/15	12/14/15	49	77.51	76.28		-1.24	-1.60
	long	12/28/15	1/04/16	7	79.91	76.45		-3.47	-4.34
	long	1/25/16	3/28/16	63	78.85	79.31		0.45	0.58	-5.32
Adyen	short	6/20/22	6/27/22	7	1,303.79	1,504.99	1,102.59	-201.20	-15.43
	short	10/23/23	10/30/23	7	727.76	671.83	788.34	60.58	8.32	-8.39
AstraZeneca	long	8/11/08	9/08/08	28	49.58	46.10		-3.48	-7.02
	long	3/30/09	4/06/09	7	33.66	35.24		1.58	4.69
	long	11/12/18	12/10/18	28	80.36	75.46		-4.90	-6.09	-8.58
Bayer	short	12/10/18	2/11/19	63	69.08	77.02	61.15	-7.94	-11.49	-11.49
LVMH	long	4/23/18	10/15/18	175	343.02	302.08		-40.95	-11.94	-11.94
BAT	long	4/18/16	4/25/16	7	61.12	60.29		-0.83	-1.35
	long	5/16/16	3/05/18	658	60.62	58.44		-2.18	-3.60
	long	6/27/22	7/11/22	14	43.91	40.28		-3.62	-8.25	-12.75

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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