Assessment - Toronto Stock Exchange 60 in Euro - 8/31/20 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	8/31/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ26		∅-RS
								TSX 60	861.743	8/12/24	0.21	636.013		663.823	-27.810	-4.19		0.14
								Shopify	60.293	8/12/24	-1.29	89.459		43.747	45.712	104.49		110.85
						L		Wheaton Precious	50.475	8/12/24	2.56	44.729		26.205	18.524	70.69		52.76
						L		Kinross Gold	7.866	8/12/24	5.15	7.436		4.739	2.697	56.91		52.50
								Barrick Gold	16.791	8/12/24	9.37	24.811		17.781	7.030	39.54		34.84
								Agnico-Eagle Mines	67.709	8/12/24	3.52	69.051		43.167	25.885	59.97		32.09
								Tourmaline Oil	38.995	8/12/24	4.20	10.640		7.545	3.095	41.02		27.51
						L		First Quantum	10.248	8/12/24	2.77	8.290		6.746	1.544	22.88		25.92
								Franco-Nevada	109.369	8/12/24	2.47	125.961		98.355	27.606	28.07		23.60
								FirstService	148.338	8/12/24	-0.57	104.797		91.770	13.027	14.20		22.47
								Cameco	34.500	8/12/24	-1.09	9.702		7.686	2.017	26.24		16.21
								Cdn Pac Kansas City	68.152	8/12/24	-0.66	49.556		45.315	4.241	9.36		14.33
								Cdn Nat Railway	97.728	8/12/24	-0.01	88.006		77.178	10.829	14.03		11.39
								National Bank CA	73.469	8/12/24	0.39	46.039		46.939	-0.900	-1.92		9.92
						L		Dollarama	82.780	8/12/24	1.46	32.696		26.607	6.088	22.88		8.77
						L		Cdn Tire	95.840	8/12/24	-0.17	87.615		89.850	-2.236	-2.49		7.01
								Constellation Soft	2,542.420	8/12/24	-2.83	969.564		922.238	47.326	5.13		5.29
								Cdn Imp Bk Comm	44.748	8/12/24	-0.36	33.248		34.716	-1.468	-4.23		2.69
						S		Open Text	26.275	8/12/24	-1.49	37.987		38.226	-0.240	-0.63		2.29
						L		Thomson Reuters (CA)	141.782	8/12/24	-0.41	64.024		68.237	-4.213	-6.17		1.98
								Waste Connections	158.823	8/12/24	-0.11	83.756		88.971	-5.216	-5.86		1.57
								WSP Global	136.376	8/12/24	0.19	56.819		60.337	-3.517	-5.83		1.15
								Hydro One	28.098	8/12/24	-0.09	17.337		18.754	-1.417	-7.56		1.05
						L		Metro (CA)	50.989	8/12/24	-0.43	37.833		35.528	2.305	6.49		0.09
								Couche-Tard	51.753	8/12/24	0.89	27.334		27.722	-0.387	-1.40		-0.56
								⇓instrument	freshest		⇓ Δday	8/31/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ26		∅-RS
								Intact Financial	159.382	8/12/24	0.94	89.708		100.221	-10.513	-10.49		-0.81
						L		Royal Bank CA	95.519	8/12/24	-0.72	63.780		68.660	-4.880	-7.11		-1.12
						S		Magna	33.569	8/12/24	-1.88	40.786		42.260	-1.474	-3.49		-1.07
						S		Sun Life Financial	42.340	8/12/24	-0.11	34.956		39.623	-4.667	-11.78		-2.31
						S		Telus	14.473	8/12/24	0.09	15.423		16.794	-1.371	-8.16		-3.15
						S		Bank Montreal	71.819	8/12/24	-0.10	53.153		61.820	-8.667	-14.02		-3.51
						L		CCL Industries	47.124	8/12/24	-0.72	30.956		29.957	0.999	3.33		-4.95
						S		Toronto-Dominion	50.411	8/12/24	0.19	41.781		46.657	-4.876	-10.45		-5.04
								Power Canada	24.047	8/12/24	2.02	16.720		20.345	-3.625	-17.82		-5.52
								Algonquin	4.540	8/12/24	-4.72	11.609		13.955	-2.346	-16.81		-6.43
								Fortis (CA)	37.730	8/12/24	-0.39	33.498		37.857	-4.359	-11.51		-6.63
								Loblaw	106.441	8/12/24	0.48	43.284		45.214	-1.930	-4.27		-6.83
								Emera	31.341	8/12/24	-0.69	34.192		38.643	-4.451	-11.52		-6.96
						S		CGI Group	93.509	8/12/24	-0.70	58.829		64.263	-5.434	-8.46		-7.03
								Teck Resources	40.979	8/12/24	2.36	9.657		9.411	0.247	2.62		-7.76
						L		BCE	30.718	8/12/24	-0.40	35.996		41.582	-5.586	-13.43		-9.06
						L		TC Energy	38.398	8/12/24	0.57	39.162		47.664	-8.502	-17.84		-9.32
								Cdn Nat Resources	31.527	8/12/24	2.68	8.257		11.458	-3.200	-27.93		-9.13
								Brookfield Infra	26.480	8/12/24	-0.27	36.465		46.623	-10.159	-21.79		-9.96
								Brookfield Corp	38.963	8/12/24	-1.65	22.850		29.852	-7.002	-23.46		-10.47
								Manulife Financial	22.037	8/12/24	-0.35	12.354		15.378	-3.024	-19.66		-10.57
						S		Restaurant Brands	61.616	8/12/24	-0.84	45.377		53.181	-7.804	-14.67		-11.45
						L		George Weston	133.871	8/12/24	0.64	60.505		69.163	-8.658	-12.52		-12.10
								Enbridge	34.468	8/12/24	0.60	26.795		34.172	-7.377	-21.59		-12.00
						L		Gildan Activewear	36.600	8/12/24	-0.42	16.239		21.754	-5.516	-25.35		-11.75
								⇓instrument	freshest		⇓ Δday	8/31/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ26		∅-RS
								Nutrien	40.761	8/12/24	0.51	31.020		36.676	-5.656	-15.42		-12.87
								Rogers Comm	34.783	8/12/24	-0.79	34.840		42.979	-8.138	-18.94		-13.33
						L		Saputo	18.878	8/12/24	-4.05	20.894		25.043	-4.150	-16.57		-14.09
								Bank Nova Scotia	39.483	8/12/24	-3.42	36.195		47.368	-11.173	-23.59		-14.29
								Cenovus Energy	16.765	8/12/24	3.28	3.955		6.679	-2.723	-40.78		-13.95
						S		Cdn Apartment Props	31.508	8/12/24	-0.30	28.894		38.851	-9.956	-25.63		-15.08
								Imperial Oil	66.316	8/12/24	3.95	13.812		20.224	-6.412	-31.71		-17.36
								Pembina Pipeline	33.518	8/12/24	-1.69	20.740		32.601	-11.862	-36.38		-17.94
								CAE	14.524	8/12/24	-0.92	13.279		24.842	-11.563	-46.55		-23.77
								Brookfield Asset	34.545	8/12/24	-1.08	28.265		55.390	-27.124	-48.97		-27.33
								Suncor Energy	35.778	8/12/24	2.28	13.439		24.701	-11.262	-45.59		-30.70
TSX 60 - 60 out of 60 instruments rated - 8/31/20 / 3/02/20 - 17 did rise, Market-Ratio(26) in EUR = 28.33 %
Stock Exchange Currency: CAD $ Canadian dollar

 

 

Transactions Toronto Stock Exchange 60 in Euro * Mixed Straddles L21 - 79/35 (1) - S44 -  43/46 (1)

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L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/09/06	7				- cash -
long	1/09/06	6/19/06	161				Yamana Gold	100	1,700		5.881	7.381		1.500	26	12,550	67
6/19/06		10/30/06	133				- cash -
	10/30/06	3/17/08	504				BlackBerry	100	408		30.723	69.046		38.323	125	28,186	80
short	3/17/08	3/24/08	7				Bausch Health	100	3,697		7.622	7.623	7.622	-0.001	0	28,183	-1
3/24/08		7/14/08	112				- cash -
	7/14/08	7/28/08	14				Couche-Tard	100	23,050		1.223	1.120	1.334	0.112	9	30,754	874
7/28/08		8/11/08	14				- cash -
	8/11/08	7/27/09	350				Wheaton Precious	100	4,583		6.710	6.433	6.999	0.289	4	32,078	4
long	5/18/09	7/25/11	798				Teck Resources	100	3,212		9.986	34.773		24.787	248	111,694	77
7/25/11		8/22/11	28				- cash -
short	8/22/11	9/12/11	21				BlackBerry	100	6,060		18.431	17.281	19.658	1.227	7	119,130	207
9/12/11		9/19/11	7				- cash -
	9/19/11	10/24/11	35				BlackBerry	100	7,310		16.295	15.134	17.544	1.249	8	128,263	116
10/24/11		10/31/11	7				- cash -
	10/31/11	4/16/12	168				BlackBerry	100	8,926		14.369	10.106	20.432	6.062	42	182,376	115
long	2/27/12	6/29/15	1218				Constellation Soft	100	2,581		70.658	358.766		288.108	408	925,983	63
short	4/30/12	6/04/12	35				BlackBerry	100	95,266		9.720	8.012	11.791	2.071	21	1,123,310	650
	6/08/15	10/19/15	133				Teck Resources	100	111,756		10.051	5.484	18.422	8.370	83	2,058,719	427
10/19/15		11/02/15	14				- cash -
	11/02/15	4/11/16	161				Bausch Health	100	22,521		91.412	27.483	304.050	212.638	233	6,847,530	1,425
4/11/16		5/30/16	49				- cash -
long	5/30/16	9/11/17	469				Kinross Gold	100	1,799,550		3.805	3.917		0.112	3	7,049,504	2
9/11/17		12/25/17	105				- cash -
	12/25/17	4/02/18	98				Bausch Health	100	387,694		18.183	12.248		-5.936	-33	4,748,308	-77
short	2/12/18	2/26/18	14				ARC Resources	100	569,597		8.336	8.593	8.080	-0.256	-3	4,602,238	-56
	3/12/18	4/23/18	42				Barrick Gold	100	467,102		9.853	10.570	9.136	-0.717	-7	4,267,211	-48
4/23/18		7/09/18	77				- cash -
long	7/09/18	10/15/18	98				Bombardier	100	49,991		85.358	66.350		-19.008	-22	3,317,006	-61
short	9/17/18	2/04/19	140				Barrick Gold	100	373,863		8.872	11.666	6.078	-2.794	-31	2,272,380	-63
2/04/19		3/25/19	49				- cash -
long	3/25/19	3/09/20	350				Thomson Reuters (CA)	100	44,603		50.946	61.894		10.948	21	2,760,695	23
short	3/09/20	1/04/21	301				Cenovus Energy	100	1,127,115		2.449	5.050	0.000	-2.449	-100	1	-100
long	8/10/20	7/11/22	700				Shopify	100	0		85.667	32.129		-53.538	-62	1	0
short	6/20/22	8/08/22	49				Bausch Health	100	0		7.149	5.719	8.936	1.787	25	1	0
8/08/22		8/22/22	14				- cash -
	8/22/22	3/06/23	196				Bausch Health	100	0		5.618	8.267	2.969	-2.649	-47	1	0
long	2/20/23	6/26/23	126				Teck Resources	100	0		41.325	37.044		-4.281	-10	1	0
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/26/23		10/02/23	98				- cash -
short	10/02/23	10/23/23	21				Algonquin	100	0		5.332	4.768	5.962	0.631	12	1	0
10/23/23		10/30/23	7				- cash -
	10/30/23	11/06/23	7				First Quantum	100	0		13.631	11.576	16.052	2.421	18	1	0
11/06/23		11/27/23	21				- cash -
	11/27/23	12/11/23	14				First Quantum	100	0		8.541	6.788	10.748	2.206	26	1	0
12/11/23		2/26/24	77				- cash -
long	2/26/24	8/12/24	168				Constellation Soft	100	0		2,561.752	2,686.310		124.557	5	1	0
accum	1/09/06	8/12/24	6655	days out of 7474 invested (89%)										-100		1	-41

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Teck Resources	long	5/18/09	7/25/11	798	9.99	34.77		24.79	248.21
	short	6/08/15	10/19/15	133	10.05	5.48	18.42	8.37	83.27
	long	2/20/23	6/26/23	126	41.33	37.04		-4.28	-10.36			472.06
Constellation Soft	long	2/27/12	6/29/15	1218	70.66	358.77		288.11	407.75
	long	2/26/24	8/12/24	168	2,561.75	2,686.31		124.56	4.86			432.44
BlackBerry	long	10/30/06	3/17/08	504	30.72	69.05		38.32	124.74
	short	8/22/11	9/12/11	21	18.43	17.28	19.66	1.23	6.66
	short	9/19/11	10/24/11	35	16.29	15.13	17.54	1.25	7.67
	short	10/31/11	4/16/12	168	14.37	10.11	20.43	6.06	42.19
	short	4/30/12	6/04/12	35	9.72	8.01	11.79	2.07	21.31			345.16
First Quantum	short	10/30/23	11/06/23	7	13.63	11.58	16.05	2.42	17.76
	short	11/27/23	12/11/23	14	8.54	6.79	10.75	2.21	25.83			48.18
Bausch Health	short	3/17/08	3/24/08	7	7.62	7.62	7.62	-0.00	-0.01
	short	11/02/15	4/11/16	161	91.41	27.48	304.05	212.64	232.61
	long	12/25/17	4/02/18	98	18.18	12.25		-5.94	-32.64
	short	6/20/22	8/08/22	49	7.15	5.72	8.94	1.79	25.00
	short	8/22/22	3/06/23	196	5.62	8.27	2.97	-2.65	-47.15			47.98
Yamana Gold	long	1/09/06	6/19/06	161	5.88	7.38		1.50	25.51			25.51
Thomson Reuters (CA)	long	3/25/19	3/09/20	350	50.95	61.89		10.95	21.49			21.49
Algonquin	short	10/02/23	10/23/23	21	5.33	4.77	5.96	0.63	11.83			11.83
Couche-Tard	short	7/14/08	7/28/08	14	1.22	1.12	1.33	0.11	9.12			9.12
Wheaton Precious	short	8/11/08	7/27/09	350	6.71	6.43	7.00	0.29	4.31			4.31
Kinross Gold	long	5/30/16	9/11/17	469	3.81	3.92		0.11	2.95			2.95
ARC Resources	short	2/12/18	2/26/18	14	8.34	8.59	8.08	-0.26	-3.08			-3.08
Bombardier	long	7/09/18	10/15/18	98	85.36	66.35		-19.01	-22.27			-22.27
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Barrick Gold	short	3/12/18	4/23/18	42	9.85	10.57	9.14	-0.72	-7.28
	short	9/17/18	2/04/19	140	8.87	11.67	6.08	-2.79	-31.49			-36.48
Shopify	long	8/10/20	7/11/22	700	85.67	32.13		-53.54	-62.50			-62.50
Cenovus Energy	short	3/09/20	1/04/21	301	2.45	5.05	0.00	-2.45	-100.00			-100.00

Annotations

6/11/24	Cdn Nat Resources			stock split 1:2 (two for one)
5/16/22	Cdn Imp Bk Comm			stock split 1:2 (two for one)
5/15/21	Cdn Pac Railway			stock split 1:5 (cinque per una)
9/30/19	Couche-Tard			stock split 1:2 (two for one)
4/18/19	TSX 60			Canopy Growth replaces Goldcorp (mergered with Newmont)
1/02/18	Nutrien			merger of Agrium with Potash
5/22/17	Silver Wheaton			is now called Wheaton Precious Metals
6/09/16	TSX 60			complete analysis
6/08/16	TSX 60			index adaption: Dollarama replaces TransAlta
2/23/16	TSX 60			Emera replaces Canadian Oil Sands (acquisition by Suncor)
8/17/15	TSX 60			complete analysis
8/15/15	TSX 60			component correction: ARC Energy Trust (AET-UN) replaced by ARC Resources (ARX)
8/03/15	TSX 60			Constellation Software replaces Catamaran (acquired by UnitedHealth)
5/12/15	Brookfield Ass Mgmt			forward stock split 2:3 (three for two - as a stock dividend a half bonus share for one)
5/11/15	TSX 60			Franco-Nevada replaces Talisman Energy.
	Franco-Nevada			registered
	TSX 60			Talisman Energy drops out due to the acquisition by Repsol.
3/30/15	Gildan Activewear			forward stock split 1:2 (two for one)
2/12/15	Metro (CA)			forward stock split 1:3 (three for one)

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