Share-o-matic - Portfolio

Sat, Jul 12th, 2025, 17:23UTC

Assessment - STOXX Europe 50 in Dollar - 9/27/10 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	9/27/10	⇓ Δwk	4/26/10	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	5,860.787	8/12/24	-0.16	3,409.877		3,552.453	-142.575	-4.01	0.82
		Hermes International	2,706.295	8/12/24	-0.50	219.296		134.021	85.275	63.63	51.88
		Novo Nordisk	161.695	8/12/24	-2.80	9.715		8.271	1.445	17.47	30.48
		Safran	259.297	8/12/24	-0.18	28.979		25.667	3.312	12.90	28.79
		Airbus	180.456	8/12/24	-0.45	25.984		19.518	6.466	33.13	26.07
	S	LVMH	856.813	8/12/24	-0.14	140.441		120.933	19.508	16.13	24.26
	S	Mercedes-Benz	77.546	8/12/24	-0.57	62.612		52.819	9.793	18.54	24.07
	L	Richemont	130.424	8/12/24	1.22	46.187		39.312	6.876	17.49	31.96
		Anheuser-Busch InBev	74.470	8/12/24	-0.47	58.079		49.748	8.331	16.75	15.01
	S	Air Liquide	218.959	8/12/24	-0.79	101.129		92.799	8.330	8.98	13.50
	L	BAT	4,432.644	8/12/24		3,790.140		3,375.494	414.646	12.28	15.09
		Schneider Electric	284.997	8/12/24	0.38	61.890		59.710	2.179	3.65	12.26
		Rio Tinto	7,820.823	8/12/24	0.56	5,860.870		5,851.164	9.706	0.17	14.60
		Siemens	212.079	8/12/24	0.01	101.895		98.319	3.576	3.64	11.24
		EssilorLuxottica	279.668	8/12/24	-0.58	66.747		62.822	3.925	6.25	10.70
	L	AstraZeneca	20,224.630	8/12/24	0.63	5,190.672		4,462.205	728.467	16.33	12.73
		ING Groep	20.549	8/12/24	0.21	10.538		9.927	0.611	6.16	9.64
	S	BASF	55.691	8/12/24	-0.22	62.861		64.963	-2.102	-3.24	8.27
		L´Oreal	508.139	8/12/24	-1.59	111.773		111.285	0.488	0.44	7.08
		SAP	255.385	8/12/24	-0.33	49.876		49.968	-0.092	-0.18	6.83
		Reckitt Benckiser	6,614.942	8/12/24		5,562.565		5,621.978	-59.413	-1.06	9.07
		RELX	5,587.885	8/12/24	0.57	847.441		823.685	23.755	2.88	8.77
		UBS	25.281	8/12/24	0.44	17.763		16.398	1.365	8.32	14.63
		Shell	44.554	8/12/24	0.93	30.301		30.859	-0.558	-1.81	5.79
	L	Bayer	35.023	8/12/24	-0.04	70.113		69.667	0.446	0.64	5.22
		⇓instrument	freshest		⇓ Δday	9/27/10	⇓ Δwk	4/26/10	prc diff	⇓ Δ22	∅-RS
		BNP Paribas	79.934	8/12/24		74.457		73.012	1.445	1.98	4.53
	L	Nestlé	90.177	8/12/24	-0.40	53.716		49.920	3.795	7.60	11.59
	L	Novartis	98.418	8/12/24	0.16	48.070		43.544	4.526	10.39	11.69
		Deutsche Post	48.622	8/12/24	-0.36	17.916		18.106	-0.190	-1.05	3.52
		GSK	2,487.725	8/12/24	0.42	2,028.572		1,932.207	96.365	4.99	5.36
	L	Deutsche Telekom	33.363	8/12/24	0.49	13.673		13.248	0.425	3.21	3.09
	S	Diageo	3,879.553	8/12/24	1.03	1,740.774		1,748.889	-8.115	-0.46	4.81
	L	ABB	46.299	8/12/24	0.55	21.110		20.919	0.191	0.91	8.85
	S	National Grid	1,548.339	8/12/24	-0.04	859.309		881.486	-22.177	-2.52	1.15
		Allianz	345.235	8/12/24		113.702		119.568	-5.866	-4.91	-1.00
		Enel	8.686	8/12/24	0.44	5.278		5.540	-0.262	-4.74	-1.15
		Sanofi	129.068	8/12/24	-0.60	67.468		72.383	-4.915	-6.79	-2.27
	L	HSBC	1,018.986	8/12/24	0.22	1,045.889		1,054.871	-8.982	-0.85	-0.62
	L	Unilever Plc	7,460.008	8/12/24	-0.34	2,873.860		3,039.406	-165.546	-5.45	-0.91
	L	Zurich Insurance	472.760	8/12/24	0.85	237.346		232.868	4.478	1.92	4.35
	S	Vinci	138.485	8/12/24	-0.77	49.910		58.867	-8.957	-15.22	-4.52
	L	Iberdrola	16.331	8/12/24	0.29	7.404		8.144	-0.740	-9.09	-4.17
	L	Münchener Rück	592.525	8/12/24	1.01	138.957		159.313	-20.355	-12.78	-5.19
		ASML	1,058.504	8/12/24	0.08	29.141		35.897	-6.757	-18.82	-6.04
		TotalEnergies	83.266	8/12/24	0.60	51.266		57.114	-5.849	-10.24	-7.25
		Banco Santander	5.516	8/12/24	-0.24	12.390		13.167	-0.776	-5.90	-6.96
		Axa	43.643	8/12/24	-0.77	17.268		22.328	-5.059	-22.66	-14.24
	L	Roche	282.618	8/12/24	0.25	133.374		160.155	-26.781	-16.72	-12.93
		BP	695.677	8/12/24	1.35	639.181		964.119	-324.939	-33.70	-18.15
		Glencore	649.230	8/12/24	1.27						-na-
		⇓instrument	freshest		⇓ Δday	9/27/10	⇓ Δwk	4/26/10	prc diff	⇓ Δ22	∅-RS
	L	Prosus	44.318	8/12/24	1.77						-na-
Europe 50 - 48 out of 50 instruments rated - 9/27/10 / 4/26/10 - 27 did rise, Market-Ratio(22) in USD = 56.25 %

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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