Share-o-matic - Portfolio

Sat, Nov 23rd, 2024, 8:53UTC

Assessment - Euro STOXX 50 - 5/18/15 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	5/18/15	⇓ Δwk	12/15/14	prc diff	⇓ Δ22	∅-RS
		Euro Stoxx 50	4,671.880	8/12	-0.07	3,589.220		2,982.900	606.320	20.33	9.43
	S	Stellantis	13.980	8/12	-0.57	9.140		6.085	3.056	50.22	47.54
		Intesa Sanpaolo	3.471	8/12	0.54	3.244		2.340	0.904	38.63	30.14
		ING Groep	15.232	8/12	0.21	14.495		10.415	4.080	39.17	28.24
	L	Infineon	30.280	8/12	0.36	11.570		8.217	3.353	40.81	27.36
	L	Ahold Delhaize	29.720	8/12	-0.30	18.385		13.635	4.750	34.84	26.57
		Airbus	133.760	8/12	-0.45	61.500		40.545	20.955	51.68	24.29
		EssilorLuxottica	207.300	8/12	-0.58	108.900		84.110	24.790	29.47	23.73
	L	Deutsche Telekom	24.730	8/12	0.49	16.440		12.475	3.965	31.78	23.42
	S	Mercedes-Benz	57.480	8/12	-0.57	86.470		64.580	21.890	33.90	23.03
		ASML	784.600	8/12	0.08	97.630		83.150	14.480	17.41	22.89
		L´Oreal	376.650	8/12	-1.59	169.800		130.100	39.700	30.51	22.60
		Inditex	44.250	8/12	0.07	29.000		22.080	6.920	31.34	21.70
		Safran	192.200	8/12	-0.18	64.150		48.835	15.315	31.36	20.94
		Deutsche Börse	185.150	8/12	0.54	72.150		55.600	16.550	29.77	20.45
		Wolters Kluwer	150.000	8/12	0.20	28.135		23.540	4.595	19.52	18.56
	L	Bayer	25.960	8/12	-0.04	133.900		109.100	24.800	22.73	17.56
		Axa	32.350	8/12	-0.77	22.825		18.040	4.785	26.52	17.00
		Anheuser-Busch InBev	55.200	8/12	-0.47	108.050		87.940	20.110	22.87	16.40
	S	Volkswagen	93.500	8/12	-0.47	222.350		175.100	47.250	26.98	16.36
		Adidas	212.400	8/12	-1.03	75.370		56.340	19.030	33.78	16.21
	S	Pernod Ricard	121.800	8/12	-0.33	109.450		89.610	19.840	22.14	15.72
		SAP	189.300	8/12	-0.33	68.020		53.960	14.060	26.06	15.65
	S	LVMH	635.100	8/12	-0.14	160.150		134.800	25.350	18.81	12.71
	S	Air Liquide	162.300	8/12	-0.79	116.000		94.440	21.560	22.83	12.56
		⇓instrument	freshest		⇓ Δday	5/18/15	⇓ Δwk	12/15/14	prc diff	⇓ Δ22	∅-RS
		Danone	60.140	8/12	0.07	62.760		52.830	9.930	18.80	11.70
		BNP Paribas	59.250	8/12		56.650		46.450	10.200	21.96	11.52
	L	Nordea Bank	10.420	8/12	-0.19	11.565		9.305	2.260	24.29	11.01
		Vivendi	9.488	8/12	0.40	22.255		19.515	2.740	14.04	10.92
	S	BASF	41.280	8/12	-0.22	86.860		67.080	19.780	29.49	10.25
	L	Iberdrola	12.105	8/12	0.29	6.210		5.396	0.814	15.09	9.66
	S	BMW	78.980	8/12	-0.90	103.350		85.010	18.340	21.57	9.49
		Allianz	255.900	8/12		148.800		131.300	17.500	13.33	9.36
		Sanofi	95.670	8/12	-0.60	89.230		71.100	18.130	25.50	8.95
		Saint-Gobain	73.560	8/12	-0.41	41.090		32.050	9.040	28.21	8.80
	S	Vinci	102.650	8/12	-0.77	53.400		41.250	12.150	29.45	8.01
		Unicredit	34.570	8/12	0.38	31.696		25.908	5.788	22.34	7.28
		Deutsche Post	36.040	8/12	-0.36	28.335		25.820	2.515	9.74	6.26
		Enel	6.438	8/12	0.44	4.206		3.528	0.678	19.22	4.87
		Schneider Electric	211.250	8/12	0.38	68.440		57.570	10.870	18.88	4.72
	L	Münchener Rück	439.200	8/12	1.01	173.100		156.700	16.400	10.47	4.32
	S	Kering	249.850	8/12	-1.85	168.400		151.900	16.500	10.86	2.58
		Banco Bilbao Viz	8.924	8/12	0.27	9.030		7.722	1.308	16.94	1.82
		Siemens	157.200	8/12	0.01	96.480		88.980	7.500	8.43	1.58
		TotalEnergies	61.720	8/12	0.60	46.670		39.370	7.300	18.54	-1.76
	S	Eni	14.456	8/12	1.09	16.410		13.290	3.120	23.48	-2.95
	L	Nokia	3.518	8/12	1.05	6.068		6.300	-0.232	-3.68	-5.27
		Banco Santander	4.089	8/12	-0.24	6.610		6.636	-0.026	-0.39	-5.75
		Adyen	1,098.000	8/12	1.14						-na-
		Ferrari	385.700	8/12							-na-
		⇓instrument	freshest		⇓ Δday	5/18/15	⇓ Δwk	12/15/14	prc diff	⇓ Δ22	∅-RS
	L	Prosus	32.850	8/12	1.77						-na-
Euro 50 - 47 out of 50 instruments rated - 5/18/15 / 12/15/14 - 45 did rise, Market-Ratio(22) = 95.74 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	Euro 50 RS = 22 - B/S = 30/10

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

Transactions Euro STOXX 50 * A22- 30/10 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		3/03/08	791		- cash -
short	3/03/08	6/23/08	112		Societe Generale	50	75	65.956	52.602	82.700	16.744	25	11,256	109
					Saint-Gobain	50	97	51.670	40.030	66.695	15.025	29	12,713	130
100							27						119
long	6/23/08	9/08/08	77		Fresenius	50	341	18.613	18.533		-0.080	0	12,686	-2
					Engie	50	152	41.630	36.760		-4.870	-12	11,946	-45
100							-6						-26
short	9/08/08	3/30/09	203		Mercedes-Benz	50	147	40.385	18.905	86.271	45.886	114	18,691	291
					Nokia	50	410	14.640	9.970	21.498	6.858	47	21,502	100
100							80						188
long	3/30/09	9/05/11	889		ASML	50	830	12.940	23.280		10.340	80	30,085	27
					Inditex	50	1,908	5.638	11.578		5.940	105	41,418	34
100							93						31
short	9/05/11	1/09/12	126		Societe Generale	50	1,022	20.250	15.000	27.338	7.088	35	48,662	139
					Unicredit	50	754	27.460	11.455	65.827	38.367	140	77,591	1,159
100							87						517
long	1/09/12	8/24/15	1323		ASML	50	1,197	32.400	74.790		42.390	131	128,331	26
					Anheuser-Busch InBev	50	817	47.495	91.280		43.785	92	164,104	20
100							112						23
short	8/24/15	10/26/15	63		E.on	50	9,431	8.700	8.993	8.407	-0.293	-3	161,343	-18
					Banco Santander	50	15,749	5.210	5.230	5.190	-0.020	0	161,028	-2
100							-2						-10
long	10/26/15	1/11/16	77		Fresenius	50	1,255	64.150	59.420		-4.730	-7	155,092	-30
					Inditex	50	2,395	33.610	29.430		-4.180	-12	145,081	-47
100							-10						-39
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/11/16	1/25/16	14		Volkswagen	50	619	117.050	110.750	123.708	6.658	6	149,203	323
					Banco Santander	50	17,800	4.080	3.860	4.313	0.233	6	153,341	324
100							6						324
long	1/25/16	4/04/16	70		SAP	50	1,054	72.680	70.040		-2.640	-4	150,559	-18
					Vinci	50	1,245	61.630	65.450		3.820	6	155,314	37
100							1						7
short	4/04/16	5/16/16	42		Deutsche Bank	50	5,879	13.209	12.861	13.567	0.358	3	157,416	26
					Unicredit	50	5,138	15.113	14.382	15.881	0.768	5	161,363	54
100							4						39
long	5/16/16	3/16/20	1400		Deutsche Post	50	3,004	26.850	20.560		-6.290	-23	142,468	-7
					Vinci	50	1,231	65.520	59.040		-6.480	-10	134,491	-3
100							-17						-5
short	3/16/20	8/03/20	140		ING Groep	50	14,399	4.670	6.056	3.284	-1.386	-30	114,534	-60
					Anheuser-Busch InBev	50	1,946	34.550	46.325	22.775	-11.775	-34	91,620	-66
100							-32						-63
long	8/03/20	6/20/22	686		SAP	50	333	137.540	89.240		-48.300	-35	75,536	-21
					ASML	50	147	310.100	457.250		147.150	47	97,167	23
100							6						3
short	6/20/22	8/08/22	49		Philips	50	2,465	19.704	20.310	19.098	-0.606	-3	95,673	-21
					Adyen	50	39	1,238.600	1,820.000	657.200	-581.400	-47	72,999	-99
100							-25						-88
long	8/08/22	8/12/24	735		Deutsche Börse	50	208	174.750	185.150		10.400	6	75,162	3
					TotalEnergies	50	735	49.820	61.720		11.900	24	83,908	11
100							15						7
accum	3/03/08	8/12/24	6109	days out of 6900 invested (89%)							739		83,908	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ASML	long	3/30/09	9/05/11	889	12.94	23.28		10.34	79.91	50	39.95
	long	1/09/12	8/24/15	1323	32.40	74.79		42.39	130.83		65.42
	long	8/03/20	6/20/22	686	310.10	457.25		147.15	47.45		23.73	186.43
Unicredit	short	9/05/11	1/09/12	126	27.46	11.46	65.83	38.37	139.72		69.86
	short	4/04/16	5/16/16	42	15.11	14.38	15.88	0.77	5.08		2.54	74.18
Mercedes-Benz	short	9/08/08	3/30/09	203	40.39	18.91	86.27	45.89	113.62		56.81	56.81
Inditex	long	3/30/09	9/05/11	889	5.64	11.58		5.94	105.36		52.68
	long	10/26/15	1/11/16	77	33.61	29.43		-4.18	-12.44		-6.22	43.18
Societe Generale	short	3/03/08	6/23/08	112	65.96	52.60	82.70	16.74	25.39		12.69
	short	9/05/11	1/09/12	126	20.25	15.00	27.34	7.09	35.00		17.50	32.41
Nokia	short	9/08/08	3/30/09	203	14.64	9.97	21.50	6.86	46.84		23.42	23.42
Anheuser-Busch InBev	long	1/09/12	8/24/15	1323	47.50	91.28		43.79	92.19		46.09
	short	3/16/20	8/03/20	140	34.55	46.33	22.78	-11.78	-34.08		-17.04	21.20
Saint-Gobain	short	3/03/08	6/23/08	112	51.67	40.03	66.69	15.02	29.08		14.54	14.54
TotalEnergies	long	8/08/22	8/12/24	735	49.82	61.72		11.90	23.89		11.94	11.94
Deutsche Börse	long	8/08/22	8/12/24	735	174.75	185.15		10.40	5.95		2.98	2.98
Volkswagen	short	1/11/16	1/25/16	14	117.05	110.75	123.71	6.66	5.69		2.84	2.84
Banco Santander	short	8/24/15	10/26/15	63	5.21	5.23	5.19	-0.02	-0.38		-0.19
	short	1/11/16	1/25/16	14	4.08	3.86	4.31	0.23	5.70		2.85	2.65
Deutsche Bank	short	4/04/16	5/16/16	42	13.21	12.86	13.57	0.36	2.71		1.35	1.35
Philips	short	6/20/22	8/08/22	49	19.70	20.31	19.10	-0.61	-3.08		-1.54	-1.54
E.on	short	8/24/15	10/26/15	63	8.70	8.99	8.41	-0.29	-3.36		-1.68	-1.68
Vinci	long	1/25/16	4/04/16	70	61.63	65.45		3.82	6.20		3.10
	long	5/16/16	3/16/20	1400	65.52	59.04		-6.48	-9.89		-4.95	-2.00
Fresenius	long	6/23/08	9/08/08	77	18.61	18.53		-0.08	-0.43		-0.21
	long	10/26/15	1/11/16	77	64.15	59.42		-4.73	-7.37		-3.69	-3.89
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Engie	long	6/23/08	9/08/08	77	41.63	36.76		-4.87	-11.70		-5.85	-5.85
Deutsche Post	long	5/16/16	3/16/20	1400	26.85	20.56		-6.29	-23.43		-11.71	-11.71
ING Groep	short	3/16/20	8/03/20	140	4.67	6.06	3.28	-1.39	-29.68		-14.84	-14.84
SAP	long	1/25/16	4/04/16	70	72.68	70.04		-2.64	-3.63		-1.82
	long	8/03/20	6/20/22	686	137.54	89.24		-48.30	-35.12		-17.56	-19.06
Adyen	short	6/20/22	8/08/22	49	1,238.60	1,820.00	657.20	-581.40	-46.94		-23.47	-23.47

Annotations

2/19/24	Euro 50	Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter, Hermes and Vonovia
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/24/18	Euro 50	Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Euro 50	Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit
7/24/16	Ahold Delhaize	merger
9/21/15	Euro 50	Fresenius and Safran replace Repsol and RWE
9/12/15	Euro 50	complete analysis ex Repsol, RWE - in Fresenius, Safran
8/22/15	Euro 50	complete analysis - difficult market
9/22/14	€-Stoxx 50	Nokia replaces CRH.


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