| |
| |
Assessment - Amsterdam Exchange index - 8/24/20 - RS = 15
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
⇓ Δwk |
5/11/20 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
AEX |
653.870 |
Fri |
-0.58 |
560.990 |
|
520.330 |
40.660 |
7.81 |
|
0.86 |
| |  |
 |
 |
 |
|
 |
Adyen |
1,814.000 |
Fri |
-3.28 |
1,379.000 |
|
990.000 |
389.000 |
39.29 |
|
69.27 |
| |  |
 |
 |
 |
L |
 |
ASM International |
202.200 |
Fri |
-1.32 |
127.900 |
|
105.800 |
22.100 |
20.89 |
|
25.43 |
| |  |
 |
 |
 |
L |
 |
ASML |
428.450 |
Fri |
-1.64 |
318.550 |
|
279.100 |
39.450 |
14.13 |
|
22.38 |
| |  |
 |
 |
 |
|
 |
IMCD |
105.250 |
Fri |
-0.57 |
91.260 |
|
81.480 |
9.780 |
12.00 |
|
21.54 |
| |  |
 |
 |
 |
|
 |
DSM |
138.900 |
Fri |
-0.50 |
134.550 |
|
113.750 |
20.800 |
18.29 |
|
18.45 |
| |  |
 |
 |
 |
S |
 |
Just Eat Takeaway |
74.140 |
Fri |
-2.65 |
97.400 |
|
100.050 |
-2.650 |
-2.65 |
|
17.43 |
| |  |
 |
 |
 |
|
 |
Ahold Delhaize |
22.490 |
Fri |
1.35 |
26.320 |
|
23.250 |
3.070 |
13.20 |
|
15.38 |
| |  |
 |
 |
 |
S |
 |
Wolters Kluwer |
66.060 |
Fri |
-0.93 |
71.320 |
|
67.020 |
4.300 |
6.42 |
|
8.38 |
| |  |
 |
 |
 |
|
 |
Akzo Nobel |
86.520 |
Fri |
-0.64 |
83.900 |
|
69.780 |
14.120 |
20.24 |
|
7.41 |
| |  |
 |
 |
 |
|
 |
Philips |
45.070 |
Fri |
-0.32 |
42.945 |
|
39.350 |
3.595 |
9.14 |
|
4.92 |
| |  |
 |
 |
 |
L |
 |
NN |
40.140 |
Fri |
0.75 |
31.200 |
|
25.340 |
5.860 |
23.13 |
|
3.52 |
| |  |
 |
 |
 |
L |
 |
Randstad |
58.100 |
Fri |
-0.92 |
44.540 |
|
35.790 |
8.750 |
24.45 |
|
3.38 |
| |  |
 |
 |
 |
L |
 |
ASR |
36.720 |
Fri |
0.55 |
29.880 |
|
23.040 |
6.840 |
29.69 |
|
3.38 |
| |  |
 |
 |
 |
S |
 |
Unilever |
45.095 |
Fri |
0.87 |
49.730 |
|
45.470 |
4.260 |
9.37 |
|
-0.22 |
| |  |
 |
 |
 |
L |
 |
KPN |
2.775 |
Fri |
-1.53 |
2.276 |
|
2.117 |
0.159 |
7.51 |
|
-6.60 |
| |  |
 |
 |
 |
|
 |
RELX |
19.705 |
Fri |
-1.25 |
19.450 |
|
21.260 |
-1.810 |
-8.51 |
|
-7.15 |
| |  |
 |
 |
 |
L |
 |
ING Groep |
9.962 |
Fri |
1.60 |
6.828 |
|
4.931 |
1.897 |
38.47 |
|
-7.79 |
| |  |
 |
 |
 |
S |
 |
Heineken |
87.200 |
Fri |
1.49 |
79.120 |
|
75.580 |
3.540 |
4.68 |
|
-9.30 |
| |  |
 |
 |
 |
L |
 |
ArcelorMittal |
19.988 |
Fri |
-0.48 |
10.056 |
|
8.626 |
1.430 |
16.58 |
|
-11.34 |
| |  |
 |
 |
 |
L |
 |
Aegon |
4.074 |
Fri |
-1.31 |
2.352 |
|
2.192 |
0.160 |
7.30 |
|
-21.95 |
| |  |
 |
 |
 |
L |
 |
ABN AMRO |
9.840 |
Fri |
0.94 |
8.108 |
|
6.646 |
1.462 |
22.00 |
|
-22.82 |
| |  |
 |
 |
 |
L |
 |
Royal Dutch Shell A |
18.132 |
Fri |
1.41 |
13.068 |
|
15.240 |
-2.172 |
-14.25 |
|
-31.15 |
| |  |
 |
 |
 |
S |
 |
Galapagos |
69.200 |
Fri |
-3.05 |
114.500 |
|
209.300 |
-94.800 |
-45.29 |
|
-34.05 |
| |  |
 |
 |
 |
L |
 |
UnibailRodaWestfield |
65.160 |
Fri |
-1.51 |
40.620 |
|
48.410 |
-7.790 |
-16.09 |
|
-47.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
⇓ Δwk |
5/11/20 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Prosus |
94.860 |
Fri |
-3.48 |
82.700 |
|
77.300 |
5.400 |
6.99 |
|
-na- |
AEX - 25 out of 25 instruments rated - 8/24/20 / 5/11/20 - 20 did rise, Market-Ratio(15) = 80.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Amsterdam Exchange index * A15 - 87/70 (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 |
1/30/06 |
28 |
|
- cash - |
long |
1/30/06 |
5/15/06 |
105 |
 |
 |
 |
Boskalis |
100 |
546 |
|
18.283 |
18.983 |
|
0.700 |
4 |
10,382 |
14 |
|
short |
5/15/06 |
9/04/06 |
112 |
 |
 |
 |
Unilever Cert |
100 |
587 |
|
17.666 |
18.850 |
16.482 |
-1.184 |
-7 |
9,687 |
-20 |
|
long |
9/04/06 |
3/05/07 |
182 |
 |
 |
 |
Aalberts |
100 |
598 |
|
16.188 |
17.533 |
|
1.345 |
8 |
10,492 |
17 |
|
short |
3/05/07 |
5/07/07 |
63 |
 |
 |
 |
Royal Dutch Shell A |
100 |
4,338 |
|
2.418 |
2.648 |
2.188 |
-0.230 |
-10 |
9,494 |
-44 |
|
long |
5/07/07 |
5/14/07 |
7 |
 |
 |
 |
ArcelorMittal |
100 |
74 |
|
127.230 |
126.000 |
|
-1.230 |
-1 |
9,403 |
-40 |
|
short |
5/14/07 |
6/18/07 |
35 |
 |
 |
 |
Gemalto |
100 |
541 |
|
17.380 |
17.780 |
16.980 |
-0.400 |
-2 |
9,186 |
-22 |
|
long |
6/18/07 |
7/30/07 |
42 |
 |
 |
 |
ArcelorMittal |
100 |
62 |
|
145.830 |
135.270 |
|
-10.560 |
-7 |
8,532 |
-48 |
|
short |
7/30/07 |
5/05/08 |
280 |
 |
 |
 |
Aegon |
100 |
655 |
|
13.020 |
10.650 |
15.917 |
2.897 |
22 |
10,429 |
30 |
|
long |
5/05/08 |
6/09/08 |
35 |
 |
 |
 |
ArcelorMittal |
100 |
59 |
|
174.300 |
198.540 |
|
24.240 |
14 |
11,860 |
289 |
|
short |
6/09/08 |
7/13/09 |
399 |
 |
 |
 |
Aegon |
100 |
1,303 |
|
9.099 |
3.960 |
20.907 |
11.808 |
130 |
27,245 |
114 |
|
long |
7/13/09 |
2/01/10 |
203 |
 |
 |
 |
Vopak |
100 |
1,505 |
|
18.100 |
27.760 |
|
9.660 |
53 |
41,784 |
116 |
|
short |
2/01/10 |
1/17/11 |
350 |
 |
 |
 |
Aegon |
100 |
9,260 |
|
4.512 |
5.279 |
3.745 |
-0.767 |
-17 |
34,681 |
-18 |
|
long |
1/17/11 |
3/28/11 |
70 |
 |
 |
 |
Aalberts |
100 |
2,304 |
|
15.050 |
16.715 |
|
1.665 |
11 |
38,517 |
73 |
|
short |
3/28/11 |
1/02/12 |
280 |
 |
 |
 |
Philips |
100 |
1,736 |
|
22.180 |
16.490 |
29.833 |
7.653 |
35 |
51,804 |
47 |
|
long |
1/02/12 |
4/09/12 |
98 |
 |
 |
 |
Vopak |
100 |
1,260 |
|
41.095 |
44.780 |
|
3.685 |
9 |
56,447 |
38 |
|
short |
4/09/12 |
9/03/12 |
147 |
 |
 |
 |
ArcelorMittal |
100 |
1,457 |
|
38.730 |
35.565 |
42.177 |
3.447 |
9 |
61,469 |
24 |
|
long |
9/03/12 |
10/15/12 |
42 |
 |
 |
 |
Gemalto |
100 |
956 |
|
64.240 |
67.250 |
|
3.010 |
5 |
64,346 |
49 |
|
short |
10/15/12 |
2/02/15 |
840 |
 |
 |
 |
KPN |
100 |
17,745 |
|
3.626 |
2.756 |
4.771 |
1.145 |
32 |
84,657 |
13 |
|
long |
2/02/15 |
6/08/15 |
126 |
 |
 |
 |
Altice |
100 |
31,730 |
|
2.668 |
4.147 |
|
1.479 |
55 |
131,586 |
259 |
|
short |
6/08/15 |
5/30/16 |
357 |
 |
 |
 |
Delta Lloyd |
100 |
8,668 |
|
15.180 |
4.599 |
50.105 |
34.925 |
230 |
434,315 |
239 |
|
long |
5/30/16 |
6/13/16 |
14 |
 |
 |
 |
Wolters Kluwer |
100 |
12,042 |
|
36.065 |
33.620 |
|
-2.445 |
-7 |
404,872 |
-84 |
|
short |
6/13/16 |
10/10/16 |
119 |
 |
 |
 |
Delta Lloyd |
100 |
103,020 |
|
3.930 |
5.349 |
2.511 |
-1.419 |
-36 |
258,687 |
-75 |
|
long |
10/10/16 |
10/24/16 |
14 |
 |
 |
 |
ArcelorMittal |
100 |
14,815 |
|
17.460 |
17.163 |
|
-0.297 |
-2 |
254,287 |
-36 |
|
short |
10/24/16 |
2/20/17 |
119 |
 |
 |
 |
Aegon |
100 |
67,972 |
|
3.741 |
5.084 |
2.398 |
-1.343 |
-36 |
163,000 |
-74 |
|
long |
2/20/17 |
4/17/17 |
56 |
 |
 |
 |
ArcelorMittal |
100 |
6,257 |
|
26.049 |
21.390 |
|
-4.659 |
-18 |
133,849 |
-72 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
4/17/17 |
4/01/19 |
714 |
 |
 |
 |
KPN |
100 |
47,974 |
|
2.790 |
2.785 |
2.795 |
0.005 |
0 |
134,089 |
0 |
|
long |
4/01/19 |
5/13/19 |
42 |
 |
 |
 |
Galapagos |
100 |
1,277 |
|
104.950 |
99.620 |
|
-5.330 |
-5 |
127,282 |
-36 |
|
short |
5/13/19 |
11/18/19 |
189 |
 |
 |
 |
ArcelorMittal |
100 |
8,265 |
|
15.400 |
14.664 |
16.173 |
0.773 |
5 |
133,670 |
10 |
|
long |
11/18/19 |
1/27/20 |
70 |
 |
 |
 |
Galapagos |
100 |
790 |
|
169.050 |
206.000 |
|
36.950 |
22 |
162,861 |
180 |
|
short |
1/27/20 |
6/29/20 |
154 |
 |
 |
 |
ABN AMRO |
100 |
10,463 |
|
15.565 |
7.744 |
31.285 |
15.720 |
101 |
327,337 |
423 |
|
long |
6/29/20 |
9/07/20 |
70 |
 |
 |
 |
Adyen |
100 |
253 |
|
1,293.000 |
1,340.000 |
|
47.000 |
4 |
339,228 |
20 |
|
short |
9/07/20 |
3/05/21 |
179 |
 |
 |
 |
UnibailRodaWestfield |
100 |
8,698 |
|
39.000 |
65.160 |
12.840 |
-26.160 |
-67 |
111,689 |
-90 |
|
accum | 1/30/06 |
3/05/21 | 5515 |
days out of 5543 invested (99%) |
1,017 |
111,689 |
17 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Delta Lloyd | short | 6/08/15 | 5/30/16 | 357 | 15.18 | 4.60 | 50.10 | 34.92 | 230.07 | | | |
| short | 6/13/16 | 10/10/16 | 119 | 3.93 | 5.35 | 2.51 | -1.42 | -36.11 | | | 110.89 |
ABN AMRO | short | 1/27/20 | 6/29/20 | 154 | 15.57 | 7.74 | 31.28 | 15.72 | 100.99 | | | 100.99 |
Vopak | long | 7/13/09 | 2/01/10 | 203 | 18.10 | 27.76 | | 9.66 | 53.37 | | | |
| long | 1/02/12 | 4/09/12 | 98 | 41.10 | 44.78 | | 3.69 | 8.97 | | | 67.12 |
Altice | long | 2/02/15 | 6/08/15 | 126 | 2.67 | 4.15 | | 1.48 | 55.43 | | | 55.43 |
Aegon | short | 7/30/07 | 5/05/08 | 280 | 13.02 | 10.65 | 15.92 | 2.90 | 22.25 | | | |
| short | 6/09/08 | 7/13/09 | 399 | 9.10 | 3.96 | 20.91 | 11.81 | 129.77 | | | |
| short | 2/01/10 | 1/17/11 | 350 | 4.51 | 5.28 | 3.75 | -0.77 | -17.00 | | | |
| short | 10/24/16 | 2/20/17 | 119 | 3.74 | 5.08 | 2.40 | -1.34 | -35.90 | | | 49.45 |
Philips | short | 3/28/11 | 1/02/12 | 280 | 22.18 | 16.49 | 29.83 | 7.65 | 34.51 | | | 34.51 |
KPN | short | 10/15/12 | 2/02/15 | 840 | 3.63 | 2.76 | 4.77 | 1.14 | 31.57 | | | |
| short | 4/17/17 | 4/01/19 | 714 | 2.79 | 2.79 | 2.80 | 0.00 | 0.18 | | | 31.80 |
Aalberts | long | 9/04/06 | 3/05/07 | 182 | 16.19 | 17.53 | | 1.35 | 8.31 | | | |
| long | 1/17/11 | 3/28/11 | 70 | 15.05 | 16.72 | | 1.67 | 11.06 | | | 20.29 |
Galapagos | long | 4/01/19 | 5/13/19 | 42 | 104.95 | 99.62 | | -5.33 | -5.08 | | | |
| long | 11/18/19 | 1/27/20 | 70 | 169.05 | 206.00 | | 36.95 | 21.86 | | | 15.67 |
Boskalis | long | 1/30/06 | 5/15/06 | 105 | 18.28 | 18.98 | | 0.70 | 3.83 | | | 3.83 |
Adyen | long | 6/29/20 | 9/07/20 | 70 | 1,293.00 | 1,340.00 | | 47.00 | 3.63 | | | 3.63 |
Gemalto | short | 5/14/07 | 6/18/07 | 35 | 17.38 | 17.78 | 16.98 | -0.40 | -2.30 | | | |
| long | 9/03/12 | 10/15/12 | 42 | 64.24 | 67.25 | | 3.01 | 4.69 | | | 2.28 |
ArcelorMittal | long | 5/07/07 | 5/14/07 | 7 | 127.23 | 126.00 | | -1.23 | -0.97 | | | |
| long | 6/18/07 | 7/30/07 | 42 | 145.83 | 135.27 | | -10.56 | -7.24 | | | |
| long | 5/05/08 | 6/09/08 | 35 | 174.30 | 198.54 | | 24.24 | 13.91 | | | |
| short | 4/09/12 | 9/03/12 | 147 | 38.73 | 35.57 | 42.18 | 3.45 | 8.90 | | | |
| long | 10/10/16 | 10/24/16 | 14 | 17.46 | 17.16 | | -0.30 | -1.70 | | | |
| long | 2/20/17 | 4/17/17 | 56 | 26.05 | 21.39 | | -4.66 | -17.89 | | | |
| short | 5/13/19 | 11/18/19 | 189 | 15.40 | 14.66 | 16.17 | 0.77 | 5.02 | | | -3.41 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Unilever Cert | short | 5/15/06 | 9/04/06 | 112 | 17.67 | 18.85 | 16.48 | -1.18 | -6.70 | | | -6.70 |
Wolters Kluwer | long | 5/30/16 | 6/13/16 | 14 | 36.07 | 33.62 | | -2.45 | -6.78 | | | -6.78 |
Royal Dutch Shell A | short | 3/05/07 | 5/07/07 | 63 | 2.42 | 2.65 | 2.19 | -0.23 | -9.51 | | | -9.51 |
UnibailRodaWestfield | short | 9/07/20 | 3/05/21 | 179 | 39.00 | 65.16 | 12.84 | -26.16 | -67.08 | | | -67.08 |
Annotations
6/05/18 | Unibail-Rodamco | | | ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition |
5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
7/24/16 | Ahold Delhaize | | | merger |
7/07/16 | AEX | | | ABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express |
8/25/15 | AEX | | | complete analysis |
| AEX | | | NN Group and Vopak replace Fugro and SBM Offshore |
| NN | | | recording started |
7/01/15 | RELX | | | stock split 1,000:1,538 (1,538 for one thousand) |
|
|