| | |
| | |
Assessment - SP Global 100 - 1/14/13 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/14/13 |
⇓ Δwk |
4/16/12 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
S&P Global 100 |
3,757.070 |
8/12/24 |
0.32 |
1,318.450 |
|
1,211.180 |
107.270 |
8.86 |
USD |
8.40 |
| |  |
 |
 |
 |
|
 |
Societe Generale |
20.520 |
8/12/24 |
0.44 |
34.140 |
|
17.095 |
17.045 |
99.71 |
EUR |
62.00 |
| |  |
 |
 |
 |
|
 |
Barclays |
220.100 |
8/12/24 |
0.85 |
276.107 |
|
194.725 |
81.382 |
41.79 |
GBP |
41.15 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,447.500 |
8/09/24 |
-0.14 |
858.000 |
|
657.000 |
201.000 |
30.59 |
JPY |
34.04 |
| |  |
 |
 |
 |
|
 |
UBS |
24.850 |
8/12/24 |
0.44 |
16.020 |
|
11.370 |
4.650 |
40.90 |
CHF |
32.54 |
| |  |
 |
 |
 |
|
 |
Citigroup |
57.840 |
8/12/24 |
|
42.220 |
|
34.000 |
8.220 |
24.18 |
USD |
32.40 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
2,428.000 |
|
1,872.000 |
556.000 |
29.70 |
JPY |
30.99 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
8.924 |
8/12/24 |
0.27 |
7.735 |
|
5.153 |
2.582 |
50.11 |
EUR |
30.90 |
| |  |
 |
 |
 |
|
 |
ING Groep |
15.232 |
8/12/24 |
0.21 |
7.823 |
|
5.283 |
2.540 |
48.08 |
EUR |
29.97 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
5.054 |
|
3.561 |
1.493 |
41.93 |
EUR |
28.70 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
9.860 |
8/12/24 |
-2.38 |
13.990 |
|
11.880 |
2.110 |
17.76 |
USD |
28.69 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,420.000 |
8/09/24 |
-0.14 |
1,124.670 |
|
958.670 |
166.000 |
17.32 |
JPY |
25.84 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
93.500 |
8/12/24 |
-0.47 |
176.300 |
|
131.330 |
44.970 |
34.24 |
EUR |
24.57 |
| |  |
 |
 |
 |
L |
 |
Philips |
26.060 |
8/12/24 |
-0.91 |
20.890 |
|
13.835 |
7.055 |
50.99 |
EUR |
24.44 |
| |  |
 |
 |
 |
L |
 |
Fox A |
38.830 |
8/12/24 |
-1.27 |
26.800 |
|
19.120 |
7.680 |
40.17 |
USD |
23.69 |
| |  |
 |
 |
 |
S |
 |
Kimberly-Clark |
34.140 |
8/12/24 |
-1.01 |
34.000 |
|
26.920 |
7.080 |
26.30 |
MXN |
23.44 |
| |  |
 |
 |
 |
L |
 |
Bayer |
25.960 |
8/12/24 |
-0.04 |
72.760 |
|
50.940 |
21.820 |
42.83 |
EUR |
23.34 |
| |  |
 |
 |
 |
L |
 |
Goldman Sachs |
485.500 |
8/12/24 |
-0.97 |
136.130 |
|
117.730 |
18.400 |
15.63 |
USD |
22.96 |
| |  |
 |
 |
 |
L |
 |
Morgan Stanley |
94.840 |
8/12/24 |
0.13 |
20.070 |
|
17.500 |
2.570 |
14.69 |
USD |
22.64 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
105.981 |
|
82.557 |
23.424 |
28.37 |
EUR |
21.42 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
4.089 |
8/12/24 |
-0.24 |
6.620 |
|
4.829 |
1.791 |
37.09 |
EUR |
21.18 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
13.710 |
|
10.700 |
3.010 |
28.13 |
EUR |
21.00 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
926.000 |
|
722.000 |
204.000 |
28.25 |
GBP |
19.90 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
136.500 |
|
109.150 |
27.350 |
25.06 |
EUR |
18.90 |
| |  |
 |
 |
 |
L |
 |
HSBC |
643.900 |
8/12/24 |
0.22 |
675.800 |
|
541.300 |
134.500 |
24.85 |
GBP |
18.65 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/14/13 |
⇓ Δwk |
4/16/12 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
13.308 |
8/12/24 |
0.14 |
31.484 |
|
28.807 |
2.677 |
9.29 |
EUR |
18.36 |
| |  |
 |
 |
 |
|
 |
Sanofi |
95.670 |
8/12/24 |
-0.60 |
72.920 |
|
55.600 |
17.320 |
31.15 |
EUR |
18.22 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
206.190 |
8/12/24 |
0.19 |
45.880 |
|
43.330 |
2.550 |
5.89 |
USD |
17.65 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
410.200 |
8/09/24 |
-0.56 |
884.000 |
|
803.000 |
81.000 |
10.09 |
JPY |
17.11 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
376.800 |
|
298.300 |
78.500 |
26.32 |
GBP |
16.64 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
68.900 |
|
57.600 |
11.300 |
19.62 |
CHF |
16.57 |
| |  |
 |
 |
 |
|
 |
Samsung Electronics |
75,500.000 |
8/12/24 |
1.07 |
29,600.000 |
|
25,180.000 |
4,420.000 |
17.55 |
KRW |
16.35 |
| |  |
 |
 |
 |
|
 |
Carrefour |
13.730 |
8/12/24 |
-0.36 |
19.115 |
|
15.405 |
3.710 |
24.08 |
EUR |
16.17 |
| |  |
 |
 |
 |
L |
 |
Pfizer |
28.450 |
8/12/24 |
-0.35 |
26.740 |
|
21.980 |
4.760 |
21.66 |
USD |
15.17 |
| |  |
 |
 |
 |
S |
 |
BASF |
41.280 |
8/12/24 |
-0.22 |
71.760 |
|
62.860 |
8.900 |
14.16 |
EUR |
14.98 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
211.250 |
8/12/24 |
0.38 |
55.050 |
|
46.250 |
8.800 |
19.03 |
EUR |
14.60 |
| |  |
 |
 |
 |
|
 |
Standard Chartered |
722.000 |
8/12/24 |
0.92 |
1,683.000 |
|
1,499.000 |
184.000 |
12.27 |
GBP |
14.22 |
| |  |
 |
 |
 |
|
 |
UnibailRodaWestfield |
5.550 |
8/12/24 |
0.73 |
11.080 |
|
9.150 |
1.930 |
21.09 |
AUD |
13.36 |
| |  |
 |
 |
 |
L |
 |
Alphabet A |
162.290 |
8/12/24 |
-0.84 |
18.137 |
|
15.199 |
2.939 |
19.33 |
USD |
12.86 |
| |  |
 |
 |
 |
|
 |
Siemens |
157.200 |
8/12/24 |
0.01 |
80.778 |
|
69.610 |
11.168 |
16.04 |
EUR |
12.63 |
| |  |
 |
 |
 |
|
 |
Canon |
4,525.000 |
8/09/24 |
1.64 |
3,453.000 |
|
3,757.000 |
-304.000 |
-8.09 |
JPY |
12.61 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
376.650 |
8/12/24 |
-1.59 |
104.950 |
|
92.720 |
12.230 |
13.19 |
EUR |
11.94 |
| |  |
 |
 |
 |
L |
 |
Novartis |
96.740 |
8/12/24 |
0.16 |
50.040 |
|
42.000 |
8.040 |
19.14 |
CHF |
11.50 |
| |  |
 |
 |
 |
|
 |
Vivendi |
9.488 |
8/12/24 |
0.40 |
16.500 |
|
12.237 |
4.263 |
34.84 |
EUR |
11.47 |
| |  |
 |
 |
 |
L |
 |
ABB |
45.510 |
8/12/24 |
0.55 |
19.490 |
|
18.060 |
1.430 |
7.92 |
CHF |
11.41 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
57.480 |
8/12/24 |
-0.57 |
43.655 |
|
40.845 |
2.810 |
6.88 |
EUR |
9.71 |
| |  |
 |
 |
 |
|
 |
Seven & i |
1,672.500 |
8/09/24 |
-0.54 |
859.000 |
|
795.330 |
63.670 |
8.01 |
JPY |
9.47 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,451.500 |
8/12/24 |
1.03 |
1,788.000 |
|
1,543.500 |
244.500 |
15.84 |
GBP |
9.18 |
| |  |
 |
 |
 |
L |
 |
Raytheon Tech |
116.600 |
8/12/24 |
0.39 |
53.996 |
|
50.271 |
3.726 |
7.41 |
USD |
9.13 |
| |  |
 |
 |
 |
L |
 |
3M |
123.360 |
8/12/24 |
-0.65 |
97.080 |
|
86.400 |
10.680 |
12.36 |
USD |
8.70 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/14/13 |
⇓ Δwk |
4/16/12 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
4,942.000 |
8/12/24 |
0.56 |
3,473.500 |
|
3,440.000 |
33.500 |
0.97 |
GBP |
8.68 |
| |  |
 |
 |
 |
S |
 |
LVMH |
635.100 |
8/12/24 |
-0.14 |
137.000 |
|
130.300 |
6.700 |
5.14 |
EUR |
8.68 |
| |  |
 |
 |
 |
S |
 |
Johnson & Johnson |
159.880 |
8/12/24 |
-0.46 |
72.560 |
|
63.980 |
8.580 |
13.41 |
USD |
8.29 |
| |  |
 |
 |
 |
L |
 |
Texas Instruments |
192.060 |
8/12/24 |
-0.08 |
32.340 |
|
32.195 |
0.145 |
0.45 |
USD |
8.19 |
| |  |
 |
 |
 |
L |
 |
Colgate-Palmolive |
101.280 |
8/12/24 |
-0.77 |
53.965 |
|
48.835 |
5.130 |
10.50 |
USD |
6.87 |
| |  |
 |
 |
 |
|
 |
BHP |
2,094.000 |
8/12/24 |
-0.14 |
2,074.500 |
|
1,892.500 |
182.000 |
9.62 |
GBP |
6.83 |
| |  |
 |
 |
 |
L |
 |
Unilever |
55.100 |
8/12/24 |
-0.36 |
28.580 |
|
25.050 |
3.530 |
14.09 |
EUR |
6.46 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
88.640 |
8/12/24 |
-0.40 |
61.150 |
|
56.000 |
5.150 |
9.20 |
CHF |
6.25 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
73.560 |
8/12/24 |
-0.41 |
31.845 |
|
30.285 |
1.560 |
5.15 |
EUR |
6.20 |
| |  |
 |
 |
 |
|
 |
Marsh & McLennan |
217.350 |
8/12/24 |
-1.23 |
35.190 |
|
32.200 |
2.990 |
9.29 |
USD |
6.14 |
| |  |
 |
 |
 |
|
 |
Repsol |
12.765 |
8/12/24 |
0.67 |
16.420 |
|
17.480 |
-1.060 |
-6.06 |
EUR |
5.78 |
| |  |
 |
 |
 |
|
 |
Nike |
74.640 |
8/12/24 |
0.40 |
26.595 |
|
27.350 |
-0.755 |
-2.76 |
USD |
5.60 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
12,780.000 |
8/12/24 |
0.63 |
3,030.000 |
|
2,801.000 |
229.000 |
8.18 |
GBP |
5.41 |
| |  |
 |
 |
 |
L |
 |
Procter & Gamble |
166.810 |
8/12/24 |
-2.19 |
69.630 |
|
66.780 |
2.850 |
4.27 |
USD |
5.30 |
| |  |
 |
 |
 |
L |
 |
Ericsson |
71.080 |
8/12/24 |
1.14 |
66.750 |
|
64.750 |
2.000 |
3.09 |
SEK |
5.28 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
113.480 |
8/12/24 |
-0.93 |
43.340 |
|
37.950 |
5.390 |
14.20 |
USD |
5.20 |
| |  |
 |
 |
 |
|
 |
Chevron |
145.020 |
8/12/24 |
0.02 |
112.850 |
|
101.510 |
11.340 |
11.17 |
USD |
5.03 |
| |  |
 |
 |
 |
|
 |
General Electric |
166.870 |
8/12/24 |
-0.16 |
168.960 |
|
151.200 |
17.760 |
11.75 |
USD |
4.50 |
| |  |
 |
 |
 |
|
 |
PepsiCo |
171.420 |
8/12/24 |
-0.56 |
71.290 |
|
65.990 |
5.300 |
8.03 |
USD |
4.31 |
| |  |
 |
 |
 |
|
 |
BP |
439.600 |
8/12/24 |
1.35 |
459.300 |
|
442.950 |
16.350 |
3.69 |
GBP |
3.81 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
61.720 |
8/12/24 |
0.60 |
39.610 |
|
36.980 |
2.630 |
7.11 |
EUR |
3.49 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
119.000 |
8/12/24 |
0.13 |
89.580 |
|
84.010 |
5.570 |
6.63 |
USD |
3.48 |
| |  |
 |
 |
 |
S |
 |
Bristol-Myers |
47.060 |
8/12/24 |
0.73 |
34.220 |
|
32.930 |
1.290 |
3.92 |
USD |
2.90 |
| |  |
 |
 |
 |
L |
 |
Philip Morris |
116.090 |
8/12/24 |
0.07 |
89.070 |
|
87.040 |
2.030 |
2.33 |
USD |
2.78 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
24.730 |
8/12/24 |
0.49 |
9.040 |
|
8.552 |
0.488 |
5.71 |
EUR |
2.68 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/14/13 |
⇓ Δwk |
4/16/12 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Telefónica |
4.032 |
8/12/24 |
0.12 |
11.020 |
|
11.240 |
-0.220 |
-1.96 |
EUR |
2.54 |
| |  |
 |
 |
 |
S |
 |
National Grid |
978.400 |
8/12/24 |
-0.04 |
687.500 |
|
645.500 |
42.000 |
6.51 |
GBP |
2.49 |
| |  |
 |
 |
 |
|
 |
Caterpillar |
336.030 |
8/12/24 |
-0.66 |
94.630 |
|
106.740 |
-12.110 |
-11.35 |
USD |
2.19 |
| |  |
 |
 |
 |
L |
 |
Walmart |
68.700 |
8/12/24 |
1.10 |
22.767 |
|
20.193 |
2.573 |
12.74 |
USD |
1.92 |
| |  |
 |
 |
 |
|
 |
Panasonic |
1,058.500 |
8/09/24 |
1.34 |
564.000 |
|
650.000 |
-86.000 |
-13.23 |
JPY |
1.31 |
| |  |
 |
 |
 |
L |
 |
Coca-Cola |
68.170 |
8/12/24 |
-0.74 |
36.990 |
|
36.220 |
0.770 |
2.13 |
USD |
-0.13 |
| |  |
 |
 |
 |
S |
 |
McDonald´s |
269.460 |
8/12/24 |
0.58 |
91.530 |
|
96.580 |
-5.050 |
-5.23 |
USD |
-0.54 |
| |  |
 |
 |
 |
|
 |
IBM |
189.480 |
8/12/24 |
-1.03 |
192.620 |
|
202.720 |
-10.100 |
-4.98 |
USD |
-2.11 |
| |  |
 |
 |
 |
L |
 |
Anglo American |
2,232.500 |
8/12/24 |
0.29 |
2,036.500 |
|
2,227.500 |
-191.000 |
-8.57 |
GBP |
-2.18 |
| |  |
 |
 |
 |
|
 |
Shell |
33.025 |
8/12/24 |
0.93 |
25.915 |
|
25.825 |
0.090 |
0.35 |
EUR |
-3.10 |
| |  |
 |
 |
 |
|
 |
GSK |
1,572.000 |
8/12/24 |
0.42 |
1,382.600 |
|
1,438.000 |
-55.400 |
-3.85 |
GBP |
-3.43 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
74.440 |
8/12/24 |
0.87 |
163.850 |
|
170.000 |
-6.150 |
-3.62 |
GBP |
-4.99 |
| |  |
 |
 |
 |
S |
 |
Sony |
12,325.000 |
8/09/24 |
0.28 |
1,022.000 |
|
1,397.000 |
-375.000 |
-26.84 |
JPY |
-5.73 |
| |  |
 |
 |
 |
L |
 |
RWE |
32.360 |
8/12/24 |
1.70 |
29.700 |
|
34.900 |
-5.200 |
-14.90 |
EUR |
-8.63 |
| |  |
 |
 |
 |
|
 |
Microsoft |
406.810 |
8/12/24 |
0.19 |
26.890 |
|
31.075 |
-4.185 |
-13.47 |
USD |
-9.40 |
| |  |
 |
 |
 |
L |
 |
HP |
33.780 |
8/12/24 |
0.72 |
7.698 |
|
11.040 |
-3.343 |
-30.28 |
USD |
-10.10 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
8/12/24 |
-1.78 |
21.999 |
|
28.405 |
-6.406 |
-22.55 |
USD |
-10.15 |
| |  |
 |
 |
 |
S |
 |
Orange |
10.115 |
8/12/24 |
-0.25 |
8.870 |
|
10.085 |
-1.215 |
-12.05 |
EUR |
-11.36 |
| |  |
 |
 |
 |
L |
 |
Apple |
217.530 |
8/12/24 |
0.71 |
17.920 |
|
20.719 |
-2.799 |
-13.51 |
USD |
-12.36 |
| |  |
 |
 |
 |
|
 |
E.on |
12.325 |
8/12/24 |
0.78 |
12.909 |
|
15.341 |
-2.432 |
-15.85 |
EUR |
-13.79 |
| |  |
 |
 |
 |
S |
 |
Engie |
15.335 |
8/12/24 |
0.49 |
15.430 |
|
18.475 |
-3.045 |
-16.48 |
EUR |
-14.37 |
| |  |
 |
 |
 |
L |
 |
DuPont |
78.330 |
8/12/24 |
-0.25 |
|
|
|
|
|
USD |
-na- |
| SP Global 100 - 95 out of 96 instruments rated - 1/14/13 / 4/16/12 - 75 did rise, Market-Ratio(39) = 78.95 % |
Technical Chart
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 |
8/12/24 |
245 |
 |
 |
 |
Intel |
100 |
3,056 |
USD |
44.540 |
19.360 |
|
-25.180 |
-57 |
59,187 |
-71 |
|
| accum | 1/14/08 |
8/12/24 | 6727 |
days out of 7469 invested (90%) |
492 |
59,187 |
10 |
|
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 | 8/12/24 | 245 | 44.54 | 19.36 | | -25.18 | -56.53 | | | -56.53 |
| 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 |
|
|