Share-o-matic - Portfolio

Fri, Nov 22nd, 2024, 6:00UTC

Assessment - SP Global 100 - 11/16/20 - RS = 39

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/16/20	⇓ Δwk	2/17/20	prc diff	⇓ Δ39	Curr	∅-RS
	L	S&P Global 100	3,757.070	8/12	0.32	2,443.860		2,280.600	163.260	7.16	USD	14.85
	L	Apple	217.530	8/12	0.71	120.300		81.238	39.063	48.08	USD	44.34
	S	Mercedes-Benz	57.480	8/12	-0.57	53.780		43.675	10.105	23.14	EUR	39.30
		Nike	74.640	8/12	0.40	130.110		103.540	26.570	25.66	USD	32.00
		Caterpillar	336.030	8/12	-0.66	173.190		137.990	35.200	25.51	USD	30.91
	S	Ford Motor	9.860	8/12	-2.38	8.800		8.100	0.700	8.64	USD	30.58
	S	Sony	12,325.000	8/09	0.28	9,491.000		7,452.000	2,039.000	27.36	JPY	28.24
		Saint-Gobain	73.560	8/12	-0.41	39.540		36.400	3.140	8.63	EUR	26.66
	L	Texas Instruments	192.060	8/12	-0.08	158.310		132.210	26.100	19.74	USD	26.60
	L	Alphabet A	162.290	8/12	-0.84	88.702		75.937	12.765	16.81	USD	26.51
		Schneider Electric	211.250	8/12	0.38	117.500		98.180	19.320	19.68	EUR	26.32
	L	Morgan Stanley	94.840	8/12	0.13	58.110		55.840	2.270	4.07	USD	25.43
		Deutsche Bank	13.308	8/12	0.14	9.117		10.204	-1.087	-10.65	EUR	24.69
	L	DuPont	78.330	8/12	-0.25	63.420		53.100	10.320	19.44	USD	23.65
	S	LVMH	635.100	8/12	-0.14	477.300		414.400	62.900	15.18	EUR	23.65
		General Electric	166.870	8/12	-0.16	76.560		102.640	-26.080	-25.41	USD	22.86
		Samsung Electronics	75,500.000	8/12	1.07	66,300.000		61,500.000	4,800.000	7.80	KRW	22.70
	L	Walmart	68.700	8/12	1.10	50.813		39.297	11.517	29.31	USD	21.91
		UBS	24.850	8/12	0.44	13.075		13.055	0.020	0.15	CHF	21.56
	L	Anglo American	2,232.500	8/12	0.29	2,148.000		2,103.500	44.500	2.12	GBP	20.37
		L´Oreal	376.650	8/12	-1.59	317.500		267.500	50.000	18.69	EUR	20.34
		Microsoft	406.810	8/12	0.19	217.230		185.350	31.880	17.20	USD	20.23
	L	Ericsson	71.080	8/12	1.14	104.250		88.120	16.130	18.30	SEK	19.62
	L	Colgate-Palmolive	101.280	8/12	-0.77	85.930		76.690	9.240	12.05	USD	18.56
	L	RWE	32.360	8/12	1.70	34.400		33.560	0.840	2.50	EUR	17.92
		⇓instrument	freshest		⇓ Δday	11/16/20	⇓ Δwk	2/17/20	prc diff	⇓ Δ39	Curr	∅-RS
	L	ABB	45.510	8/12	0.55	24.910		23.920	0.990	4.14	CHF	17.63
		Panasonic	1,058.500	8/09	1.34	1,100.000		1,195.500	-95.500	-7.99	JPY	17.18
		Barclays	220.100	8/12	0.85	138.780		177.700	-38.920	-21.90	GBP	16.14
		Banco Bilbao Viz	8.924	8/12	0.27	3.658		5.228	-1.570	-30.03	EUR	15.94
	L	Procter & Gamble	166.810	8/12	-2.19	142.430		126.140	16.290	12.91	USD	14.53
		Honda Motor	1,420.000	8/09	-0.14	1,018.330		984.670	33.660	3.42	JPY	12.51
		Rio Tinto	4,942.000	8/12	0.56	4,782.000		4,212.500	569.500	13.52	GBP	12.21
	L	HP	33.780	8/12	0.72	20.300		22.370	-2.070	-9.25	USD	11.36
		ING Groep	15.232	8/12	0.21	7.591		10.734	-3.143	-29.28	EUR	11.08
		JP Morgan Chase	206.190	8/12	0.19	117.300		137.460	-20.160	-14.67	USD	10.95
	S	McDonald´s	269.460	8/12	0.58	216.730		217.090	-0.360	-0.17	USD	10.63
		Vivendi	9.488	8/12	0.40	25.460		25.240	0.220	0.87	EUR	10.57
	L	Goldman Sachs	485.500	8/12	-0.97	222.380		237.080	-14.700	-6.20	USD	10.56
		Siemens	157.200	8/12	0.01	112.300		107.880	4.420	4.10	EUR	10.33
	L	3M	123.360	8/12	-0.65	173.860		161.010	12.850	7.98	USD	9.88
	L	Philips	26.060	8/12	-0.91	44.745		44.730	0.015	0.03	EUR	9.63
		Prudential	635.400	8/12	0.41	1,288.500		1,493.500	-205.000	-13.73	GBP	9.56
		Aegon	5.562	8/12	0.22	2.977		3.861	-0.884	-22.90	EUR	9.55
	S	Volkswagen	93.500	8/12	-0.47	153.540		172.520	-18.980	-11.00	EUR	9.26
	S	Diageo	2,451.500	8/12	1.03	3,037.500		3,090.000	-52.500	-1.70	GBP	8.90
	L	Coca-Cola	68.170	8/12	-0.74	53.850		59.950	-6.100	-10.18	USD	8.67
	S	BASF	41.280	8/12	-0.22	57.280		61.870	-4.590	-7.42	EUR	8.36
		PepsiCo	171.420	8/12	-0.56	145.760		146.990	-1.230	-0.84	USD	8.34
	L	AstraZeneca	12,780.000	8/12	0.63	8,543.000		7,377.000	1,166.000	15.81	GBP	7.67
	S	Bristol-Myers	47.060	8/12	0.73	64.500		66.380	-1.880	-2.83	USD	7.45
		⇓instrument	freshest		⇓ Δday	11/16/20	⇓ Δwk	2/17/20	prc diff	⇓ Δ39	Curr	∅-RS
		Allianz	255.900	8/12		194.500		232.000	-37.500	-16.16	EUR	7.39
		Marsh & McLennan	217.350	8/12	-1.23	115.660		118.780	-3.120	-2.63	USD	7.30
	S	Nissan Motor	410.200	8/09	-0.56	469.000		502.800	-33.800	-6.72	JPY	7.09
		Toyota	2,447.500	8/09	-0.14	1,495.000		1,545.000	-50.000	-3.24	JPY	6.66
		BHP	2,094.000	8/12	-0.14	1,666.800		1,691.600	-24.800	-1.47	GBP	6.33
	L	Münchener Rück	439.200	8/12	1.01	238.600		282.600	-44.000	-15.57	EUR	5.70
		Aviva	484.200	8/12	0.35	316.000		412.800	-96.800	-23.45	GBP	5.16
	S	Johnson & Johnson	159.880	8/12	-0.46	150.850		150.130	0.720	0.48	USD	4.84
	L	Unilever	55.100	8/12	-0.36	51.480		55.000	-3.520	-6.40	EUR	4.72
	S	Engie	15.335	8/12	0.49	12.390		16.325	-3.935	-24.10	EUR	4.50
	L	Deutsche Telekom	24.730	8/12	0.49	14.820		15.678	-0.858	-5.47	EUR	4.37
	L	Vodafone	74.440	8/12	0.87	127.780		151.120	-23.340	-15.44	GBP	2.82
		Axa	32.350	8/12	-0.77	18.744		25.500	-6.756	-26.49	EUR	2.71
	S	National Grid	978.400	8/12	-0.04	945.400		1,044.800	-99.400	-9.51	GBP	2.59
		Banco Santander	4.089	8/12	-0.24	2.351		3.953	-1.602	-40.53	EUR	2.43
	L	Pfizer	28.450	8/12	-0.35	37.330		36.510	0.820	2.25	USD	2.32
		Swiss Re	104.000	8/12	0.10	80.720		115.700	-34.980	-30.23	CHF	2.08
	L	Philip Morris	116.090	8/12	0.07	78.630		88.500	-9.870	-11.15	USD	1.54
		Bridgestone	5,582.000	8/09	-1.33	3,597.000		3,908.000	-311.000	-7.96	JPY	1.31
		Carrefour	13.730	8/12	-0.36	14.370		15.765	-1.395	-8.85	EUR	1.25
	L	Raytheon Tech	116.600	8/12	0.39	68.660		96.577	-27.917	-28.91	USD	0.27
	L	Nestlé	88.640	8/12	-0.40	105.080		107.860	-2.780	-2.58	CHF	-0.15
		Chevron	145.020	8/12	0.02	88.960		110.080	-21.120	-19.19	USD	-0.65
		Societe Generale	20.520	8/12	0.44	16.286		31.935	-15.649	-49.00	EUR	-1.20
		Sanofi	95.670	8/12	-0.60	85.530		92.310	-6.780	-7.34	EUR	-1.61
		⇓instrument	freshest		⇓ Δday	11/16/20	⇓ Δwk	2/17/20	prc diff	⇓ Δ39	Curr	∅-RS
		Merck (MSD)	113.480	8/12	-0.93	80.180		82.650	-2.470	-2.99	USD	-1.78
		TotalEnergies	61.720	8/12	0.60	34.235		45.205	-10.970	-24.27	EUR	-2.62
		E.on	12.325	8/12	0.78	9.324		11.382	-2.058	-18.08	EUR	-3.10
		Standard Chartered	722.000	8/12	0.92	439.500		635.200	-195.700	-30.81	GBP	-4.81
	L	Novartis	96.740	8/12	0.16	79.010		95.560	-16.550	-17.32	CHF	-4.88
		Repsol	12.765	8/12	0.67	7.912		12.525	-4.613	-36.83	EUR	-5.03
	S	Orange	10.115	8/12	-0.25	10.460		13.385	-2.925	-21.85	EUR	-5.20
		IBM	189.480	8/12	-1.03	118.360		150.700	-32.340	-21.46	USD	-5.24
		Citigroup	57.840	8/12		50.400		78.790	-28.390	-36.03	USD	-5.56
	L	Fox A	38.830	8/12	-1.27	27.180		37.800	-10.620	-28.10	USD	-5.85
	L	HSBC	643.900	8/12	0.22	388.800		590.700	-201.900	-34.18	GBP	-5.93
		Seven & i	1,672.500	8/09	-0.54	1,119.000		1,433.000	-314.000	-21.91	JPY	-7.40
	S	Kimberly-Clark	34.140	8/12	-1.01	32.570		40.060	-7.490	-18.70	MXN	-8.85
		GSK	1,572.000	8/12	0.42	1,452.810		1,673.830	-221.020	-13.20	GBP	-9.60
		Shell	33.025	8/12	0.93	13.988		23.385	-9.397	-40.18	EUR	-10.70
		Canon	4,525.000	8/09	1.64	1,911.000		2,807.500	-896.500	-31.93	JPY	-14.17
		UnibailRodaWestfield	5.550	8/12	0.73	4.000		10.300	-6.300	-61.17	AUD	-14.79
		Exxon Mobil	119.000	8/12	0.13	38.160		60.650	-22.490	-37.08	USD	-16.41
	S	Intel	19.360	8/12	-1.78	46.190		67.270	-21.080	-31.34	USD	-16.94
		Telefónica	4.032	8/12	0.12	3.498		6.383	-2.885	-45.20	EUR	-18.26
	L	Bayer	25.960	8/12	-0.04	47.785		75.920	-28.135	-37.06	EUR	-19.88
		BP	439.600	8/12	1.35	250.750		461.000	-210.250	-45.61	GBP	-20.99
SP Global 100 - 96 out of 96 instruments rated - 11/16/20 / 2/17/20 - 33 did rise, Market-Ratio(39) = 34.38 %

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	6157	days out of 6899 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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