| | |
| | |
Assessment - SP Global 100 - 2/22/21 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
5/25/20 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
S&P Global 100 |
3,757.070 |
8/12/24 |
0.32 |
2,636.290 |
|
2,003.500 |
632.790 |
31.58 |
USD |
19.27 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
9.860 |
8/12/24 |
-2.38 |
11.835 |
|
5.650 |
6.185 |
109.47 |
USD |
73.32 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
57.480 |
8/12/24 |
-0.57 |
66.800 |
|
31.875 |
34.925 |
109.57 |
EUR |
66.26 |
| |  |
 |
 |
 |
|
 |
General Electric |
166.870 |
8/12/24 |
-0.16 |
100.000 |
|
51.280 |
48.720 |
95.01 |
USD |
62.98 |
| |  |
 |
 |
 |
L |
 |
Morgan Stanley |
94.840 |
8/12/24 |
0.13 |
77.400 |
|
40.130 |
37.270 |
92.87 |
USD |
57.40 |
| |  |
 |
 |
 |
|
 |
Caterpillar |
336.030 |
8/12/24 |
-0.66 |
218.060 |
|
112.470 |
105.590 |
93.88 |
USD |
55.79 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
4.052 |
|
2.241 |
1.811 |
80.81 |
EUR |
55.03 |
| |  |
 |
 |
 |
L |
 |
Goldman Sachs |
485.500 |
8/12/24 |
-0.97 |
316.870 |
|
179.930 |
136.940 |
76.11 |
USD |
53.11 |
| |  |
 |
 |
 |
L |
 |
Anglo American |
2,232.500 |
8/12/24 |
0.29 |
2,807.000 |
|
1,569.600 |
1,237.400 |
78.84 |
GBP |
51.76 |
| |  |
 |
 |
 |
S |
 |
Sony |
12,325.000 |
8/09/24 |
0.28 |
11,980.000 |
|
6,750.000 |
5,230.000 |
77.48 |
JPY |
49.32 |
| |  |
 |
 |
 |
|
 |
Panasonic |
1,058.500 |
8/09/24 |
1.34 |
1,441.500 |
|
898.200 |
543.300 |
60.49 |
JPY |
48.13 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
8.924 |
8/12/24 |
0.27 |
4.474 |
|
2.650 |
1.824 |
68.83 |
EUR |
47.23 |
| |  |
 |
 |
 |
L |
 |
HP |
33.780 |
8/12/24 |
0.72 |
27.120 |
|
17.000 |
10.120 |
59.53 |
USD |
44.07 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
206.190 |
8/12/24 |
0.19 |
149.410 |
|
89.470 |
59.940 |
66.99 |
USD |
43.25 |
| |  |
 |
 |
 |
|
 |
BHP |
2,094.000 |
8/12/24 |
-0.14 |
2,285.500 |
|
1,550.000 |
735.500 |
47.45 |
GBP |
41.66 |
| |  |
 |
 |
 |
|
 |
Samsung Electronics |
75,500.000 |
8/12/24 |
1.07 |
82,200.000 |
|
48,850.000 |
33,350.000 |
68.27 |
KRW |
40.73 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
4,942.000 |
8/12/24 |
0.56 |
6,320.000 |
|
4,262.500 |
2,057.500 |
48.27 |
GBP |
39.45 |
| |  |
 |
 |
 |
|
 |
ING Groep |
15.232 |
8/12/24 |
0.21 |
8.962 |
|
5.326 |
3.636 |
68.27 |
EUR |
38.96 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
410.200 |
8/09/24 |
-0.56 |
587.200 |
|
374.700 |
212.500 |
56.71 |
JPY |
38.19 |
| |  |
 |
 |
 |
L |
 |
Alphabet A |
162.290 |
8/12/24 |
-0.84 |
102.713 |
|
70.662 |
32.051 |
45.36 |
USD |
37.05 |
| |  |
 |
 |
 |
|
 |
Societe Generale |
20.520 |
8/12/24 |
0.44 |
20.150 |
|
12.544 |
7.606 |
60.63 |
EUR |
36.38 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
4.089 |
8/12/24 |
-0.24 |
2.896 |
|
1.937 |
0.959 |
49.51 |
EUR |
35.24 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
73.560 |
8/12/24 |
-0.41 |
43.060 |
|
27.830 |
15.230 |
54.73 |
EUR |
34.72 |
| |  |
 |
 |
 |
|
 |
Repsol |
12.765 |
8/12/24 |
0.67 |
10.150 |
|
8.398 |
1.752 |
20.86 |
EUR |
34.65 |
| |  |
 |
 |
 |
|
 |
Barclays |
220.100 |
8/12/24 |
0.85 |
154.260 |
|
103.140 |
51.120 |
49.56 |
GBP |
34.43 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
5/25/20 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
LVMH |
635.100 |
8/12/24 |
-0.14 |
542.900 |
|
361.950 |
180.950 |
49.99 |
EUR |
33.83 |
| |  |
 |
 |
 |
S |
 |
BASF |
41.280 |
8/12/24 |
-0.22 |
68.990 |
|
46.710 |
22.280 |
47.70 |
EUR |
31.50 |
| |  |
 |
 |
 |
L |
 |
Apple |
217.530 |
8/12/24 |
0.71 |
126.000 |
|
79.723 |
46.278 |
58.05 |
USD |
30.94 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
119.000 |
8/12/24 |
0.13 |
54.300 |
|
44.600 |
9.700 |
21.75 |
USD |
30.88 |
| |  |
 |
 |
 |
L |
 |
DuPont |
78.330 |
8/12/24 |
-0.25 |
69.400 |
|
48.690 |
20.710 |
42.53 |
USD |
30.77 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
374.800 |
|
236.100 |
138.700 |
58.75 |
GBP |
30.50 |
| |  |
 |
 |
 |
|
 |
Citigroup |
57.840 |
8/12/24 |
|
65.520 |
|
44.100 |
21.420 |
48.57 |
USD |
29.67 |
| |  |
 |
 |
 |
L |
 |
Texas Instruments |
192.060 |
8/12/24 |
-0.08 |
173.090 |
|
113.430 |
59.660 |
52.60 |
USD |
29.21 |
| |  |
 |
 |
 |
|
 |
UBS |
24.850 |
8/12/24 |
0.44 |
14.090 |
|
9.638 |
4.452 |
46.19 |
CHF |
29.21 |
| |  |
 |
 |
 |
|
 |
Siemens |
157.200 |
8/12/24 |
0.01 |
131.500 |
|
95.980 |
35.520 |
37.01 |
EUR |
27.97 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
93.500 |
8/12/24 |
-0.47 |
174.000 |
|
133.960 |
40.040 |
29.89 |
EUR |
27.97 |
| |  |
 |
 |
 |
|
 |
Nike |
74.640 |
8/12/24 |
0.40 |
136.670 |
|
93.750 |
42.920 |
45.78 |
USD |
27.92 |
| |  |
 |
 |
 |
|
 |
Vivendi |
9.488 |
8/12/24 |
0.40 |
29.630 |
|
19.950 |
9.680 |
48.52 |
EUR |
27.70 |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
13.308 |
8/12/24 |
0.14 |
9.801 |
|
6.900 |
2.901 |
42.04 |
EUR |
27.30 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
211.250 |
8/12/24 |
0.38 |
125.800 |
|
85.360 |
40.440 |
47.38 |
EUR |
26.33 |
| |  |
 |
 |
 |
L |
 |
Fox A |
38.830 |
8/12/24 |
-1.27 |
34.690 |
|
27.800 |
6.890 |
24.78 |
USD |
25.91 |
| |  |
 |
 |
 |
L |
 |
ABB |
45.510 |
8/12/24 |
0.55 |
26.840 |
|
18.660 |
8.180 |
43.84 |
CHF |
23.93 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
1,426.500 |
|
1,011.000 |
415.500 |
41.10 |
GBP |
23.21 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
4,199.000 |
|
3,319.000 |
880.000 |
26.51 |
JPY |
21.01 |
| |  |
 |
 |
 |
|
 |
Microsoft |
406.810 |
8/12/24 |
0.19 |
234.510 |
|
183.510 |
51.000 |
27.79 |
USD |
18.88 |
| |  |
 |
 |
 |
|
 |
Seven & i |
1,672.500 |
8/09/24 |
-0.54 |
1,400.670 |
|
1,175.330 |
225.340 |
19.17 |
JPY |
18.77 |
| |  |
 |
 |
 |
|
 |
Shell |
33.025 |
8/12/24 |
0.93 |
16.714 |
|
14.996 |
1.718 |
11.46 |
EUR |
18.74 |
| |  |
 |
 |
 |
|
 |
Standard Chartered |
722.000 |
8/12/24 |
0.92 |
500.600 |
|
382.000 |
118.600 |
31.05 |
GBP |
17.72 |
| |  |
 |
 |
 |
|
 |
Chevron |
145.020 |
8/12/24 |
0.02 |
98.390 |
|
90.280 |
8.110 |
8.98 |
USD |
16.81 |
| |  |
 |
 |
 |
L |
 |
Ericsson |
71.080 |
8/12/24 |
1.14 |
106.100 |
|
87.040 |
19.060 |
21.90 |
SEK |
15.43 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
5/25/20 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
19.930 |
|
15.192 |
4.738 |
31.19 |
EUR |
15.37 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,447.500 |
8/09/24 |
-0.14 |
1,612.000 |
|
1,277.000 |
335.000 |
26.23 |
JPY |
15.10 |
| |  |
 |
 |
 |
|
 |
Canon |
4,525.000 |
8/09/24 |
1.64 |
2,338.500 |
|
2,140.000 |
198.500 |
9.28 |
JPY |
14.42 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
8/12/24 |
-1.78 |
60.710 |
|
62.255 |
-1.545 |
-2.48 |
USD |
13.99 |
| |  |
 |
 |
 |
L |
 |
Raytheon Tech |
116.600 |
8/12/24 |
0.39 |
73.000 |
|
60.000 |
13.000 |
21.67 |
USD |
13.89 |
| |  |
 |
 |
 |
L |
 |
HSBC |
643.900 |
8/12/24 |
0.22 |
431.650 |
|
379.000 |
52.650 |
13.89 |
GBP |
13.87 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
61.720 |
8/12/24 |
0.60 |
37.470 |
|
33.265 |
4.205 |
12.64 |
EUR |
13.70 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
376.650 |
8/12/24 |
-1.59 |
310.900 |
|
251.100 |
59.800 |
23.82 |
EUR |
13.18 |
| |  |
 |
 |
 |
L |
 |
Philip Morris |
116.090 |
8/12/24 |
0.07 |
86.500 |
|
70.450 |
16.050 |
22.78 |
USD |
13.00 |
| |  |
 |
 |
 |
L |
 |
Philips |
26.060 |
8/12/24 |
-0.91 |
46.580 |
|
42.040 |
4.540 |
10.80 |
EUR |
12.99 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
83.460 |
|
63.080 |
20.380 |
32.31 |
CHF |
12.20 |
| |  |
 |
 |
 |
S |
 |
Engie |
15.335 |
8/12/24 |
0.49 |
12.735 |
|
9.964 |
2.771 |
27.81 |
EUR |
11.19 |
| |  |
 |
 |
 |
L |
 |
3M |
123.360 |
8/12/24 |
-0.65 |
176.120 |
|
146.440 |
29.680 |
20.27 |
USD |
10.95 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,420.000 |
8/09/24 |
-0.14 |
992.500 |
|
876.670 |
115.830 |
13.21 |
JPY |
10.54 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
194.920 |
|
159.340 |
35.580 |
22.33 |
EUR |
10.42 |
| |  |
 |
 |
 |
S |
 |
Johnson & Johnson |
159.880 |
8/12/24 |
-0.46 |
161.870 |
|
144.370 |
17.500 |
12.12 |
USD |
10.26 |
| |  |
 |
 |
 |
|
 |
Marsh & McLennan |
217.350 |
8/12/24 |
-1.23 |
118.390 |
|
104.500 |
13.890 |
13.29 |
USD |
9.29 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
74.440 |
8/12/24 |
0.87 |
130.420 |
|
130.000 |
0.420 |
0.32 |
GBP |
9.06 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
237.900 |
|
198.000 |
39.900 |
20.15 |
EUR |
8.45 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,451.500 |
8/12/24 |
1.03 |
2,945.500 |
|
2,834.000 |
111.500 |
3.93 |
GBP |
7.29 |
| |  |
 |
 |
 |
S |
 |
McDonald´s |
269.460 |
8/12/24 |
0.58 |
212.060 |
|
184.410 |
27.650 |
14.99 |
USD |
6.78 |
| |  |
 |
 |
 |
|
 |
Carrefour |
13.730 |
8/12/24 |
-0.36 |
14.900 |
|
13.175 |
1.725 |
13.09 |
EUR |
6.75 |
| |  |
 |
 |
 |
|
 |
UnibailRodaWestfield |
5.550 |
8/12/24 |
0.73 |
4.260 |
|
3.540 |
0.720 |
20.34 |
AUD |
4.15 |
| |  |
 |
 |
 |
L |
 |
Coca-Cola |
68.170 |
8/12/24 |
-0.74 |
50.630 |
|
45.030 |
5.600 |
12.44 |
USD |
4.12 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
24.730 |
8/12/24 |
0.49 |
14.805 |
|
13.830 |
0.975 |
7.05 |
EUR |
4.06 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
5/25/20 |
prc diff |
⇓ Δ39 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Walmart |
68.700 |
8/12/24 |
1.10 |
45.897 |
|
41.443 |
4.453 |
10.75 |
USD |
3.98 |
| |  |
 |
 |
 |
L |
 |
RWE |
32.360 |
8/12/24 |
1.70 |
31.730 |
|
29.970 |
1.760 |
5.87 |
EUR |
2.60 |
| |  |
 |
 |
 |
L |
 |
Colgate-Palmolive |
101.280 |
8/12/24 |
-0.77 |
77.270 |
|
70.750 |
6.520 |
9.22 |
USD |
2.00 |
| |  |
 |
 |
 |
S |
 |
Bristol-Myers |
47.060 |
8/12/24 |
0.73 |
60.990 |
|
60.790 |
0.200 |
0.33 |
USD |
1.53 |
| |  |
 |
 |
 |
|
 |
BP |
439.600 |
8/12/24 |
1.35 |
279.950 |
|
310.000 |
-30.050 |
-9.69 |
GBP |
0.74 |
| |  |
 |
 |
 |
S |
 |
Kimberly-Clark |
34.140 |
8/12/24 |
-1.01 |
34.590 |
|
33.000 |
1.590 |
4.82 |
MXN |
-0.10 |
| |  |
 |
 |
 |
|
 |
IBM |
189.480 |
8/12/24 |
-1.03 |
120.860 |
|
118.390 |
2.470 |
2.09 |
USD |
-0.41 |
| |  |
 |
 |
 |
L |
 |
Procter & Gamble |
166.810 |
8/12/24 |
-2.19 |
126.580 |
|
112.600 |
13.980 |
12.42 |
USD |
-0.54 |
| |  |
 |
 |
 |
L |
 |
Bayer |
25.960 |
8/12/24 |
-0.04 |
53.770 |
|
62.130 |
-8.360 |
-13.46 |
EUR |
-0.85 |
| |  |
 |
 |
 |
|
 |
Telefónica |
4.032 |
8/12/24 |
0.12 |
3.674 |
|
4.225 |
-0.551 |
-13.04 |
EUR |
-1.51 |
| |  |
 |
 |
 |
L |
 |
Novartis |
96.740 |
8/12/24 |
0.16 |
79.100 |
|
83.110 |
-4.010 |
-4.82 |
CHF |
-1.90 |
| |  |
 |
 |
 |
|
 |
PepsiCo |
171.420 |
8/12/24 |
-0.56 |
131.990 |
|
130.480 |
1.510 |
1.16 |
USD |
-2.63 |
| |  |
 |
 |
 |
S |
 |
Orange |
10.115 |
8/12/24 |
-0.25 |
9.744 |
|
10.395 |
-0.651 |
-6.26 |
EUR |
-4.87 |
| |  |
 |
 |
 |
L |
 |
Pfizer |
28.450 |
8/12/24 |
-0.35 |
34.260 |
|
37.500 |
-3.240 |
-8.64 |
USD |
-5.24 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
88.640 |
8/12/24 |
-0.40 |
98.220 |
|
103.820 |
-5.600 |
-5.39 |
CHF |
-5.60 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
113.480 |
8/12/24 |
-0.93 |
74.930 |
|
76.370 |
-1.440 |
-1.89 |
USD |
-5.90 |
| |  |
 |
 |
 |
L |
 |
Unilever |
55.100 |
8/12/24 |
-0.36 |
44.300 |
|
44.880 |
-0.580 |
-1.29 |
EUR |
-7.87 |
| |  |
 |
 |
 |
S |
 |
National Grid |
978.400 |
8/12/24 |
-0.04 |
826.400 |
|
880.600 |
-54.200 |
-6.15 |
GBP |
-8.28 |
| |  |
 |
 |
 |
|
 |
E.on |
12.325 |
8/12/24 |
0.78 |
8.548 |
|
9.806 |
-1.258 |
-12.83 |
EUR |
-9.11 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
12,780.000 |
8/12/24 |
0.63 |
7,196.000 |
|
8,996.000 |
-1,800.000 |
-20.01 |
GBP |
-9.78 |
| |  |
 |
 |
 |
|
 |
Sanofi |
95.670 |
8/12/24 |
-0.60 |
76.300 |
|
87.670 |
-11.370 |
-12.97 |
EUR |
-10.00 |
| |  |
 |
 |
 |
|
 |
GSK |
1,572.000 |
8/12/24 |
0.42 |
1,214.270 |
|
1,660.530 |
-446.260 |
-26.87 |
GBP |
-19.15 |
| SP Global 100 - 96 out of 96 instruments rated - 2/22/21 / 5/25/20 - 81 did rise, Market-Ratio(39) = 84.38 % |
Technical Chart
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 | 6624 |
days out of 7366 invested (90%) |
492 |
59,187 |
10 |
|
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 |
|
|