Share-o-matic - Open Transactions

Sat, Nov 23rd, 2024, 6:56UTC

Assessment - SP Global 100 - 3/31/14 - RS = 39

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	3/31/14	⇓ Δwk	7/01/13	prc diff	⇓ Δ39	Curr	∅-RS
	L	S&P Global 100	3,757.070	8/12	0.32	1,546.180		1,362.350	183.830	13.49	USD	6.96
	L	HP	33.780	8/12	0.72	14.696		11.322	3.374	29.80	USD	30.07
		Societe Generale	20.520	8/12	0.44	44.705		26.715	17.990	67.34	EUR	27.06
	S	Mercedes-Benz	57.480	8/12	-0.57	68.590		46.780	21.810	46.62	EUR	26.45
		Panasonic	1,058.500	8/09	1.34	1,171.000		778.000	393.000	50.51	JPY	25.70
	S	Orange	10.115	8/12	-0.25	10.720		7.250	3.470	47.86	EUR	25.28
		ING Groep	15.232	8/12	0.21	10.275		7.139	3.136	43.93	EUR	24.56
		Saint-Gobain	73.560	8/12	-0.41	43.850		31.405	12.445	39.63	EUR	22.91
		Aviva	484.200	8/12	0.35	477.000		347.300	129.700	37.35	GBP	21.93
	L	Texas Instruments	192.060	8/12	-0.08	47.160		35.045	12.115	34.57	USD	18.75
		Microsoft	406.810	8/12	0.19	40.990		34.360	6.630	19.30	USD	18.67
		Banco Santander	4.089	8/12	-0.24	6.921		5.050	1.871	37.05	EUR	17.98
	S	Engie	15.335	8/12	0.49	19.860		14.980	4.880	32.58	EUR	17.51
		Vivendi	9.488	8/12	0.40	20.220		14.600	5.620	38.49	EUR	16.94
		Merck (MSD)	113.480	8/12	-0.93	56.770		46.320	10.450	22.56	USD	16.24
	L	Alphabet A	162.290	8/12	-0.84	27.949		22.266	5.683	25.52	USD	16.21
		Aegon	5.562	8/12	0.22	6.663		5.310	1.353	25.48	EUR	15.96
		TotalEnergies	61.720	8/12	0.60	47.600		37.500	10.100	26.93	EUR	14.69
		Caterpillar	336.030	8/12	-0.66	99.370		82.720	16.650	20.13	USD	14.28
	L	Morgan Stanley	94.840	8/12	0.13	31.170		24.590	6.580	26.76	USD	13.99
	L	Deutsche Telekom	24.730	8/12	0.49	11.730		8.932	2.798	31.33	EUR	13.88
		Carrefour	13.730	8/12	-0.36	28.095		21.260	6.835	32.15	EUR	13.78
	L	RWE	32.360	8/12	1.70	29.460		23.250	6.210	26.71	EUR	13.68
		Marsh & McLennan	217.350	8/12	-1.23	49.300		40.430	8.870	21.94	USD	13.59
	L	AstraZeneca	12,780.000	8/12	0.63	3,876.500		3,151.000	725.500	23.02	GBP	13.26
		⇓instrument	freshest		⇓ Δday	3/31/14	⇓ Δwk	7/01/13	prc diff	⇓ Δ39	Curr	∅-RS
	L	3M	123.360	8/12	-0.65	135.660		109.310	26.350	24.11	USD	13.03
		JP Morgan Chase	206.190	8/12	0.19	60.710		52.490	8.220	15.66	USD	12.53
		Siemens	157.200	8/12	0.01	97.700		77.265	20.435	26.45	EUR	12.27
	L	Raytheon Tech	116.600	8/12	0.39	73.531		59.622	13.908	23.33	USD	11.99
		Banco Bilbao Viz	8.924	8/12	0.27	8.718		6.543	2.175	33.24	EUR	11.19
	L	Apple	217.530	8/12	0.71	19.169		14.615	4.555	31.16	USD	10.87
		Axa	32.350	8/12	-0.77	18.865		15.380	3.485	22.66	EUR	10.51
	L	Bayer	25.960	8/12	-0.04	98.180		82.370	15.810	19.19	EUR	10.16
	S	BASF	41.280	8/12	-0.22	80.680		68.590	12.090	17.63	EUR	10.14
	S	Bristol-Myers	47.060	8/12	0.73	51.950		44.820	7.130	15.91	USD	9.90
	S	Johnson & Johnson	159.880	8/12	-0.46	98.230		86.630	11.600	13.39	USD	9.75
	S	Intel	19.360	8/12	-1.78	25.814		23.886	1.928	8.07	USD	8.36
		Rio Tinto	4,942.000	8/12	0.56	3,337.500		2,734.500	603.000	22.05	GBP	8.28
		Swiss Re	104.000	8/12	0.10	81.950		70.550	11.400	16.16	CHF	7.74
	L	Ericsson	71.080	8/12	1.14	86.200		76.350	9.850	12.90	SEK	7.73
	L	Pfizer	28.450	8/12	-0.35	32.120		27.780	4.340	15.62	USD	7.62
	L	Novartis	96.740	8/12	0.16	62.500		56.080	6.420	11.45	CHF	7.43
		E.on	12.325	8/12	0.78	12.900		11.300	1.600	14.16	EUR	7.38
	S	Volkswagen	93.500	8/12	-0.47	188.530		157.200	31.330	19.93	EUR	7.00
		Nike	74.640	8/12	0.40	36.930		31.165	5.765	18.50	USD	6.87
		Seven & i	1,672.500	8/09	-0.54	1,311.000		1,232.000	79.000	6.41	JPY	6.61
		Schneider Electric	211.250	8/12	0.38	64.350		56.720	7.630	13.45	EUR	6.52
		Exxon Mobil	119.000	8/12	0.13	97.680		90.300	7.380	8.17	USD	6.45
	L	Münchener Rück	439.200	8/12	1.01	158.600		142.800	15.800	11.06	EUR	6.05
	L	Colgate-Palmolive	101.280	8/12	-0.77	64.870		57.950	6.920	11.94	USD	5.90
		⇓instrument	freshest		⇓ Δday	3/31/14	⇓ Δwk	7/01/13	prc diff	⇓ Δ39	Curr	∅-RS
		Prudential	635.400	8/12	0.41	1,268.500		1,100.000	168.500	15.32	GBP	5.90
	L	Philips	26.060	8/12	-0.91	25.505		21.240	4.265	20.08	EUR	5.77
	S	National Grid	978.400	8/12	-0.04	822.000		744.000	78.000	10.48	GBP	5.61
		Shell	33.025	8/12	0.93	26.520		24.565	1.955	7.96	EUR	5.47
	L	Anglo American	2,232.500	8/12	0.29	1,526.500		1,292.000	234.500	18.15	GBP	5.14
		General Electric	166.870	8/12	-0.16	207.120		186.720	20.400	10.93	USD	5.13
	L	ABB	45.510	8/12	0.55	22.800		20.720	2.080	10.04	CHF	5.12
		UBS	24.850	8/12	0.44	18.260		16.360	1.900	11.61	CHF	5.03
	L	Vodafone	74.440	8/12	0.87	220.300		188.600	31.700	16.81	GBP	4.70
	S	Sony	12,325.000	8/09	0.28	1,952.000		2,115.000	-163.000	-7.71	JPY	4.62
		Repsol	12.765	8/12	0.67	18.525		16.540	1.985	12.00	EUR	3.74
		Bridgestone	5,582.000	8/09	-1.33	3,671.000		3,410.000	261.000	7.65	JPY	3.42
		Allianz	255.900	8/12		123.250		113.300	9.950	8.78	EUR	3.34
		BP	439.600	8/12	1.35	480.000		457.950	22.050	4.81	GBP	3.06
	L	Nestlé	88.640	8/12	-0.40	66.550		62.550	4.000	6.39	CHF	3.06
		Telefónica	4.032	8/12	0.12	11.485		9.999	1.486	14.86	EUR	2.79
		PepsiCo	171.420	8/12	-0.56	83.500		82.040	1.460	1.78	USD	1.93
		IBM	189.480	8/12	-1.03	192.490		191.280	1.210	0.63	USD	1.84
	L	Goldman Sachs	485.500	8/12	-0.97	163.850		151.750	12.100	7.97	USD	1.65
	L	Procter & Gamble	166.810	8/12	-2.19	80.600		78.020	2.580	3.31	USD	1.32
	S	McDonald´s	269.460	8/12	0.58	98.030		99.820	-1.790	-1.79	USD	0.75
	L	Walmart	68.700	8/12	1.10	25.477		24.863	0.613	2.47	USD	0.22
		BHP	2,094.000	8/12	-0.14	1,844.000		1,714.500	129.500	7.55	GBP	-0.63
	S	Ford Motor	9.860	8/12	-2.38	15.600		15.740	-0.140	-0.89	USD	-0.87
		Chevron	145.020	8/12	0.02	118.910		119.080	-0.170	-0.14	USD	-1.03
		⇓instrument	freshest		⇓ Δday	3/31/14	⇓ Δwk	7/01/13	prc diff	⇓ Δ39	Curr	∅-RS
	L	Fox A	38.830	8/12	-1.27	31.970		29.400	2.570	8.74	USD	-1.13
		Sanofi	95.670	8/12	-0.60	75.680		79.870	-4.190	-5.25	EUR	-1.74
	S	LVMH	635.100	8/12	-0.14	131.950		127.350	4.600	3.61	EUR	-1.77
		Samsung Electronics	75,500.000	8/12	1.07	26,860.000		26,520.000	340.000	1.28	KRW	-2.44
		Canon	4,525.000	8/09	1.64	3,158.000		3,273.000	-115.000	-3.51	JPY	-2.52
	L	Coca-Cola	68.170	8/12	-0.74	38.660		40.460	-1.800	-4.45	USD	-2.60
		GSK	1,572.000	8/12	0.42	1,603.210		1,670.700	-67.490	-4.04	GBP	-2.89
		Toyota	2,447.500	8/09	-0.14	1,161.000		1,221.000	-60.000	-4.91	JPY	-3.68
		Citigroup	57.840	8/12		47.600		48.250	-0.650	-1.35	USD	-4.09
	L	Unilever	55.100	8/12	-0.36	28.150		30.360	-2.210	-7.28	EUR	-4.81
		L´Oreal	376.650	8/12	-1.59	119.700		128.200	-8.500	-6.63	EUR	-5.02
	S	Diageo	2,451.500	8/12	1.03	1,861.000		1,933.500	-72.500	-3.75	GBP	-5.16
		Deutsche Bank	13.308	8/12	0.14	27.645		27.572	0.072	0.26	EUR	-5.43
		Honda Motor	1,420.000	8/09	-0.14	1,212.000		1,218.330	-6.330	-0.52	JPY	-5.45
		UnibailRodaWestfield	5.550	8/12	0.73	10.480		11.490	-1.010	-8.79	AUD	-5.54
	L	Philip Morris	116.090	8/12	0.07	81.870		87.530	-5.660	-6.47	USD	-5.83
	S	Nissan Motor	410.200	8/09	-0.56	910.000		1,006.000	-96.000	-9.54	JPY	-6.31
	S	Kimberly-Clark	34.140	8/12	-1.01	34.850		43.010	-8.160	-18.97	MXN	-9.71
	L	HSBC	643.900	8/12	0.22	607.500		694.700	-87.200	-12.55	GBP	-10.77
		Standard Chartered	722.000	8/12	0.92	1,253.500		1,468.000	-214.500	-14.61	GBP	-12.91
		Barclays	220.100	8/12	0.85	233.400		262.805	-29.405	-11.19	GBP	-13.10
	L	DuPont	78.330	8/12	-0.25						USD	-na-
SP Global 100 - 95 out of 96 instruments rated - 3/31/14 / 7/01/13 - 74 did rise, Market-Ratio(39) = 77.89 %

Technical Chart

	SP Global 100 RS = 39 - B/S = 55/40

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

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	6158	days out of 6900 invested (89%)								492		59,187	11

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


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