Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 in Japanese yen - 19/10/20 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	19/10/20	Δwk	18/05/20	prc diff	⇓ Δ22	⇓∅-RS
		Stoxx 50	539,552.124	12/08/24	-0.16	361,111.500		335,227.220	25,884.280	7.72	-2.00
		Novo Nordisk	14,902.264	12/08/24	-2.80	3,764.787		3,440.307	324.480	9.43	13.19
		Shell	4,101.705	12/08/24	0.93	1,349.309		1,768.367	-419.058	-23.70	-33.24
		Hermes International	249,145.200	12/08/24	-0.50	99,136.440		81,858.000	17,278.440	21.11	19.84
		Glencore	56,158.987	12/08/24	1.27	22,644.289		19,912.985	2,731.304	13.72	-7.72
		Banco Santander	507.854	12/08/24	-0.24	205.402		225.811	-20.409	-9.04	-29.90
		ING Groep	1,891.814	12/08/24	0.21	792.396		614.052	178.344	29.04	-6.86
		ASML	97,447.320	12/08/24	0.08	41,153.670		32,351.451	8,802.219	27.21	23.58
		UBS	2,880.312	12/08/24	0.44	1,266.874		1,060.095	206.779	19.51	4.28
		TotalEnergies	7,665.624	12/08/24	0.60	3,503.682		3,875.976	-372.294	-9.61	-20.77
		Axa	4,017.870	12/08/24	-0.77	1,866.478		1,814.909	51.569	2.84	-18.25
		BP	60,176.699	12/08/24	1.35	28,438.829		42,010.295	-13,571.467	-32.31	-38.92
		RELX	483,357.425	12/08/24	0.57	230,179.980		243,444.948	-13,264.968	-5.45	-7.80
		Safran	23,871.240	12/08/24	-0.18	11,374.236		9,294.391	2,079.845	22.38	-7.20
	L	HSBC	88,143.259	12/08/24	0.22	42,333.130		54,306.950	-11,973.819	-22.05	-28.38
	L	Münchener Rück	54,548.640	12/08/24	1.01	26,355.240		22,364.775	3,990.465	17.84	-4.45
	L	Richemont	14,859.398	12/08/24	1.22	7,260.474		5,987.225	1,273.248	21.27	1.89
		Airbus	16,612.992	12/08/24	-0.45	8,162.424		6,471.460	1,690.964	26.13	-14.73
		Schneider Electric	26,237.250	12/08/24	0.38	13,388.760		9,720.053	3,668.707	37.74	21.55
	L	ABB	5,274.970	12/08/24	0.55	2,816.563		2,002.746	813.817	40.64	19.54
		BNP Paribas	7,358.850	12/08/24		4,069.413		3,346.238	723.175	21.61	-9.68
		EssilorLuxottica	25,746.660	12/08/24	-0.58	14,369.940		13,108.974	1,260.966	9.62	-0.69
	L	Deutsche Telekom	3,071.466	12/08/24	0.49	1,732.590		1,631.313	101.277	6.21	0.07
	L	AstraZeneca	1,749,449.982	12/08/24	0.63	1,110,038.334		1,151,092.572	-41,054.238	-3.57	2.66
		Allianz	31,782.780	12/08/24		20,428.416		17,992.388	2,436.028	13.54	-8.58
		⇓instrument	freshest		⇓ Δday	19/10/20	Δwk	18/05/20	prc diff	⇓ Δ22	⇓∅-RS
	L	Zurich Insurance	53,862.421	12/08/24	0.85	36,313.959		31,982.001	4,331.957	13.54	-7.06
	S	LVMH	78,879.420	12/08/24	-0.14	53,691.660		40,934.847	12,756.813	31.16	16.04
		SAP	23,511.060	12/08/24	-0.33	16,270.200		12,554.678	3,715.522	29.59	12.54
		Siemens	19,524.240	12/08/24	0.01	13,719.132		10,684.808	3,034.324	28.40	11.97
	S	Vinci	12,749.130	12/08/24	-0.77	9,143.604		9,292.052	-148.448	-1.60	-10.38
		L´Oreal	46,779.930	12/08/24	-1.59	35,831.700		29,270.082	6,561.618	22.42	13.74
	L	Novartis	11,212.934	12/08/24	0.16	9,109.205		9,129.026	-19.820	-0.22	-3.61
	S	Air Liquide	20,157.660	12/08/24	-0.79	16,742.160		13,717.062	3,025.098	22.05	10.34
	S	Mercedes-Benz	7,139.016	12/08/24	-0.57	6,062.202		3,646.189	2,416.013	66.26	29.68
		Anheuser-Busch InBev	6,855.840	12/08/24	-0.47	5,916.888		4,578.201	1,338.687	29.24	-4.46
		Sanofi	11,882.214	12/08/24	-0.60	10,611.648		10,239.266	372.382	3.64	1.01
		GSK	215,190.561	12/08/24	0.42	192,587.339		222,572.064	-29,984.726	-13.47	-14.24
	L	Iberdrola	1,503.441	12/08/24	0.29	1,359.369		1,048.250	311.119	29.68	16.20
	L	BAT	383,427.966	12/08/24		356,323.811		405,566.973	-49,243.162	-12.14	-11.23
		Rio Tinto	676,508.749	12/08/24	0.56	630,650.710		553,414.927	77,235.782	13.96	8.57
	S	National Grid	133,932.853	12/08/24	-0.04	128,292.999		122,233.198	6,059.801	4.96	1.72
	L	Unilever Plc	645,297.904	12/08/24	-0.34	657,344.195		553,938.746	103,405.449	18.67	8.57
	S	Diageo	335,585.026	12/08/24	1.03	359,540.718		372,108.025	-12,567.307	-3.38	-7.13
	L	Roche	32,199.227	12/08/24	0.25	36,099.529		38,877.153	-2,777.624	-7.14	0.35
		Deutsche Post	4,476.168	12/08/24	-0.36	5,134.428		3,269.642	1,864.786	57.03	36.11
		Enel	799.600	12/08/24	0.44	927.650		697.430	230.220	33.01	8.18
	L	Prosus	4,079.970	12/08/24	1.77	4,843.800		4,228.550	615.250	14.55	24.26
	L	Nestlé	10,274.080	12/08/24	-0.40	12,434.604		11,620.569	814.035	7.01	5.21
	S	BASF	5,126.976	12/08/24	-0.22	6,608.682		5,357.021	1,251.661	23.36	1.48
	L	Bayer	3,224.232	12/08/24	-0.04	5,505.786		7,058.498	-1,552.712	-22.00	-26.57
		⇓instrument	freshest		⇓ Δday	19/10/20	Δwk	18/05/20	prc diff	⇓ Δ22	⇓∅-RS
		Reckitt Benckiser	572,198.821	12/08/24		986,153.183		941,564.914	44,588.269	4.74	8.65
Europe 50 - 50 out of 50 instruments rated - 19/10/20 / 18/05/20 - 36 did rise, Market-Ratio(22) in JPY = 72.00 %

Technical Chart

	Europe 50 RS = 22 - B/S = 28/27

3/01/22	scale up chart	1/07/24

Transactions STOXX Europe 50 in Japanese yen * A22 - 28/27 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	40	246.445	244.081	248.832	2.387	1	10,095	29
long	26/06/06	21/01/08	574		ABB	100	7	1,422.520	2,314.650		892.130	63	16,340	36
short	21/01/08	21/04/08	91		UBS	100	4	3,919.345	3,659.382	4,197.776	278.431	7	17,454	32
long	21/04/08	28/04/08	7		Rio Tinto	100	1	10,672.524	10,663.028		-9.497	0	17,445	-5
short	28/04/08	23/06/08	56		UBS	100	4	3,667.941	2,286.389	5,884.297	2,216.355	60	26,310	2,077
long	23/06/08	30/06/08	7		Rio Tinto	100	2	10,467.667	10,510.689		43.021	0	26,396	24
short	30/06/08	11/08/08	42		UBS	100	11	2,233.966	2,360.389	2,107.543	-126.423	-6	25,005	-40
long	11/08/08	8/09/08	28		AstraZeneca	100	4	5,463.976	4,967.632		-496.344	-9	23,020	-71
short	8/09/08	30/03/09	203		UBS	100	9	2,336.942	867.171	6,297.831	3,960.890	169	58,668	494
long	30/03/09	6/04/09	7		AstraZeneca	100	17	3,294.675	3,535.060		240.385	7	62,755	3,833
short	6/04/09	13/04/09	7		Lloyds Bank	100	528	118.629	129.311	107.947	-10.682	-9	57,114	-99
long	13/04/09	30/08/10	504		Deutsche Bank	100	14	3,972.339	4,194.406		222.066	6	60,223	4
short	30/08/10	6/09/10	7		BP	100	119	503.639	529.434	477.843	-25.795	-5	57,154	-94
long	6/09/10	8/08/11	336		Novo Nordisk	100	77	739.560	858.645		119.085	16	66,323	18
short	8/08/11	19/12/11	133		Lloyds Bank	100	1,571	42.207	28.371	62.791	20.584	49	98,661	197
long	19/12/11	20/10/14	1036		Roche	100	7	13,158.707	30,465.890		17,307.183	132	219,812	34
short	20/10/14	10/11/14	21		Deutsche Bank	100	74	2,949.115	3,075.854	2,822.376	-126.739	-4	210,433	-53
long	10/11/14	24/08/15	287		Novartis	100	23	8,831.987	9,499.352		667.366	8	225,782	10
short	24/08/15	26/10/15	63		Rio Tinto	100	56	4,025.510	4,619.766	3,431.254	-594.256	-15	192,504	-60
long	26/10/15	14/12/15	49		SAP	100	20	9,380.238	9,238.667		-141.571	-2	189,672	-11
short	14/12/15	28/12/15	14		Rio Tinto	100	55	3,388.093	3,593.627	3,182.559	-205.534	-6	178,368	-80
long	28/12/15	4/01/16	7		SAP	100	18	9,619.852	9,130.582		-489.270	-5	169,561	-93
short	4/01/16	25/01/16	21		Rio Tinto	100	50	3,344.434	2,711.511	4,125.095	780.661	23	208,594	3,734
long	25/01/16	28/03/16	63		SAP	100	22	9,328.187	8,995.972		-332.216	-4	201,285	-19
short	28/03/16	18/04/16	21		Credit Suisse	100	123	1,625.090	1,640.732	1,609.448	-15.642	-1	199,362	-15
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	25/04/16	7		BAT	100	29	6,651.471	6,705.150		53.679	1	200,918	52
short	25/04/16	16/05/16	21		Credit Suisse	100	119	1,681.696	1,493.394	1,893.742	212.045	13	226,152	688
long	16/05/16	5/03/18	658		BAT	100	34	6,610.546	6,207.390		-403.157	-6	212,444	-3
short	5/03/18	23/04/18	49		Imperial Brands	100	55	3,794.875	3,626.511	3,971.057	176.181	5	222,134	40
long	23/04/18	15/10/18	175		LVMH	100	5	37,288.871	33,761.613		-3,527.258	-9	204,498	-19
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	772	264.636	250.751	279.289	14.654	6	215,811	102
long	12/11/18	10/12/18	28		AstraZeneca	100	23	9,141.288	8,539.542		-601.746	-7	201,970	-59
short	10/12/18	11/02/19	63		Bayer	100	25	7,817.968	8,504.344	7,131.592	-686.376	-9	184,811	-41
long	11/02/19	2/03/20	385		Roche	100	6	29,958.285	35,493.888		5,535.602	18	218,025	17
short	2/03/20	22/06/20	112		Anheuser-Busch InBev	100	34	6,265.584	5,409.553	7,257.077	991.493	16	251,735	61
long	22/06/20	29/06/20	7		ASML	100	6	38,817.602	38,988.778		171.175	0	252,762	26
short	29/06/20	27/07/20	28		Airbus	100	32	7,665.857	7,667.554	7,664.160	-1.697	0	252,708	0
long	27/07/20	20/06/22	693		ASML	100	6	40,114.729	64,983.913		24,869.184	62	401,923	29
short	20/06/22	27/06/22	7		Adyen	100	2	176,028.593	203,653.272	148,403.914	-27,624.679	-16	346,674	-100
long	27/06/22	11/07/22	14		BAT	100	58	5,941.372	5,534.289		-407.083	-7	323,063	-84
short	11/07/22	25/07/22	14		Adidas	100	14	22,551.844	24,597.035	20,506.653	-2,045.191	-9	294,430	-92
long	25/07/22	5/09/22	42		Novo Nordisk	100	37	7,854.981	7,347.876		-507.105	-6	275,668	-44
short	5/09/22	7/11/22	63		Adidas	100	13	20,270.501	16,880.956	24,340.635	4,070.135	20	328,579	189
long	7/11/22	23/10/23	350		BP	100	388	846.782	974.826		128.043	15	378,260	16
short	23/10/23	30/10/23	7		Adyen	100	3	108,929.603	100,107.051	118,529.696	9,600.094	9	407,060	8,078
long	30/10/23	12/08/24	287		Novo Nordisk	100	28	14,358.721	20,750.704		6,391.983	45	586,036	60
accum	12/06/06	12/08/24	7251	days out of 7412 invested (98%)							5,760		586,036	23

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	21/01/08	21/04/08	91	3,919.35	3,659.38	4,197.78	278.43	7.10
	short	28/04/08	23/06/08	56	3,667.94	2,286.39	5,884.30	2,216.36	60.43
	short	30/06/08	11/08/08	42	2,233.97	2,360.39	2,107.54	-126.42	-5.66
	short	8/09/08	30/03/09	203	2,336.94	867.17	6,297.83	3,960.89	169.49	336.84
Roche	long	19/12/11	20/10/14	1036	13,158.71	30,465.89		17,307.18	131.53
	long	11/02/19	2/03/20	385	29,958.29	35,493.89		5,535.60	18.48	174.31
ABB	long	26/06/06	21/01/08	574	1,422.52	2,314.65		892.13	62.71	62.71
ASML	long	22/06/20	29/06/20	7	38,817.60	38,988.78		171.18	0.44
	long	27/07/20	20/06/22	693	40,114.73	64,983.91		24,869.18	62.00	62.71
Novo Nordisk	long	6/09/10	8/08/11	336	739.56	858.65		119.09	16.10
	long	25/07/22	5/09/22	42	7,854.98	7,347.88		-507.10	-6.46
	long	30/10/23	12/08/24	287	14,358.72	20,750.70		6,391.98	44.52	56.95
Lloyds Bank	short	6/04/09	13/04/09	7	118.63	129.31	107.95	-10.68	-9.00
	short	8/08/11	19/12/11	133	42.21	28.37	62.79	20.58	48.77	35.37
Anheuser-Busch InBev	short	2/03/20	22/06/20	112	6,265.58	5,409.55	7,257.08	991.49	15.82	15.82
Credit Suisse	short	28/03/16	18/04/16	21	1,625.09	1,640.73	1,609.45	-15.64	-0.96
	short	25/04/16	16/05/16	21	1,681.70	1,493.39	1,893.74	212.05	12.61	11.53
BP	short	30/08/10	6/09/10	7	503.64	529.43	477.84	-25.80	-5.12
	long	7/11/22	23/10/23	350	846.78	974.83		128.04	15.12	9.22
Adidas	short	11/07/22	25/07/22	14	22,551.84	24,597.03	20,506.65	-2,045.19	-9.07
	short	5/09/22	7/11/22	63	20,270.50	16,880.96	24,340.64	4,070.13	20.08	9.19
Novartis	long	10/11/14	24/08/15	287	8,831.99	9,499.35		667.37	7.56	7.56
Intesa Sanpaolo	short	15/10/18	12/11/18	28	264.64	250.75	279.29	14.65	5.54	5.54
Imperial Brands	short	5/03/18	23/04/18	49	3,794.88	3,626.51	3,971.06	176.18	4.64	4.64
Deutsche Bank	long	13/04/09	30/08/10	504	3,972.34	4,194.41		222.07	5.59
	short	20/10/14	10/11/14	21	2,949.11	3,075.85	2,822.38	-126.74	-4.30	1.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vodafone	short	12/06/06	26/06/06	14	246.45	244.08	248.83	2.39	0.97	0.97
Airbus	short	29/06/20	27/07/20	28	7,665.86	7,667.55	7,664.16	-1.70	-0.02	-0.02
Rio Tinto	long	21/04/08	28/04/08	7	10,672.52	10,663.03		-9.50	-0.09
	long	23/06/08	30/06/08	7	10,467.67	10,510.69		43.02	0.41
	short	24/08/15	26/10/15	63	4,025.51	4,619.77	3,431.25	-594.26	-14.76
	short	14/12/15	28/12/15	14	3,388.09	3,593.63	3,182.56	-205.53	-6.07
	short	4/01/16	25/01/16	21	3,344.43	2,711.51	4,125.10	780.66	23.34	-0.93
Adyen	short	20/06/22	27/06/22	7	176,028.59	203,653.27	148,403.91	-27,624.68	-15.69
	short	23/10/23	30/10/23	7	108,929.60	100,107.05	118,529.70	9,600.09	8.81	-8.26
Bayer	short	10/12/18	11/02/19	63	7,817.97	8,504.34	7,131.59	-686.38	-8.78	-8.78
AstraZeneca	long	11/08/08	8/09/08	28	5,463.98	4,967.63		-496.34	-9.08
	long	30/03/09	6/04/09	7	3,294.67	3,535.06		240.39	7.30
	long	12/11/18	10/12/18	28	9,141.29	8,539.54		-601.75	-6.58	-8.87
LVMH	long	23/04/18	15/10/18	175	37,288.87	33,761.61		-3,527.26	-9.46	-9.46
SAP	long	26/10/15	14/12/15	49	9,380.24	9,238.67		-141.57	-1.51
	long	28/12/15	4/01/16	7	9,619.85	9,130.58		-489.27	-5.09
	long	25/01/16	28/03/16	63	9,328.19	8,995.97		-332.22	-3.56	-9.85
BAT	long	18/04/16	25/04/16	7	6,651.47	6,705.15		53.68	0.81
	long	16/05/16	5/03/18	658	6,610.55	6,207.39		-403.16	-6.10
	long	27/06/22	11/07/22	14	5,941.37	5,534.29		-407.08	-6.85	-11.83

Annotations

19/02/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
14/09/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
13/09/23	Novo Nordisk	stock split 1:2 (two for one)
18/07/22	GlaxoSmithKline	demergers OTC business -> Haleon
24/09/18	Europe 50	Safran replaces Imperial Brands
31/05/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
4/10/16	AB InBev	acquisition of SAB Miller completed
19/09/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
21/09/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
14/09/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
5/09/15	Europe 50	complete analysis
9/07/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
22/09/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


	is taking down something concerning