| |
| |
Assessment - Euro STOXX 50 - 6/28/21 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/28/21 |
⇓ Δwk |
1/25/21 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Euro Stoxx 50 |
3,791.570 |
13:25 |
0.05 |
4,089.910 |
|
3,553.140 |
536.770 |
15.11 |
|
15.06 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
4.797 |
Mon |
0.42 |
5.277 |
|
3.887 |
1.390 |
35.76 |
|
51.35 |
| |  |
 |
 |
 |
L |
 |
ASML |
559.200 |
08:03 |
-0.18 |
586.400 |
|
461.350 |
125.050 |
27.11 |
|
48.24 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
61.220 |
15:35 |
1.09 |
75.960 |
|
57.440 |
18.520 |
32.24 |
|
38.62 |
| |  |
 |
 |
 |
L |
 |
ING Groep |
9.500 |
Mon |
0.11 |
10.974 |
|
7.362 |
3.612 |
49.06 |
|
38.44 |
| |  |
 |
 |
 |
L |
 |
Deutsche Post |
40.805 |
15:36 |
1.17 |
57.690 |
|
42.220 |
15.470 |
36.64 |
|
38.34 |
| |  |
 |
 |
 |
L |
 |
Stellantis |
14.832 |
Mon |
0.99 |
16.842 |
|
12.620 |
4.222 |
33.45 |
|
38.34 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
2.667 |
08:03 |
1.06 |
3.263 |
|
2.490 |
0.773 |
31.02 |
|
37.59 |
| |  |
 |
 |
 |
L |
 |
LVMH |
695.400 |
08:05 |
-0.59 |
667.600 |
|
501.900 |
165.700 |
33.01 |
|
37.54 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
150.600 |
15:39 |
0.39 |
213.400 |
|
158.640 |
54.760 |
34.52 |
|
31.44 |
| |  |
 |
 |
 |
L |
 |
Airbus |
110.540 |
15:36 |
1.60 |
107.100 |
|
84.870 |
22.230 |
26.19 |
|
29.69 |
| |  |
 |
 |
 |
L |
 |
Kering |
559.800 |
08:05 |
-0.27 |
747.700 |
|
533.000 |
214.700 |
40.28 |
|
29.57 |
| |  |
 |
 |
 |
L |
 |
BMW |
79.250 |
15:35 |
1.45 |
90.760 |
|
70.210 |
20.550 |
29.27 |
|
28.86 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
50.530 |
08:04 |
0.90 |
53.200 |
|
41.230 |
11.970 |
29.03 |
|
26.10 |
| |  |
 |
 |
 |
L |
 |
L´Oreal |
363.250 |
08:05 |
-0.01 |
385.650 |
|
299.000 |
86.650 |
28.98 |
|
25.49 |
| |  |
 |
 |
 |
|
 |
EssilorLuxottica |
165.150 |
Mon |
1.38 |
154.600 |
|
120.550 |
34.050 |
28.25 |
|
23.68 |
| |  |
 |
 |
 |
L |
 |
Pernod Ricard |
195.350 |
Mon |
0.67 |
188.650 |
|
151.950 |
36.700 |
24.15 |
|
21.59 |
| |  |
 |
 |
 |
L |
 |
CRH |
38.840 |
14:09 |
0.39 |
42.700 |
|
35.080 |
7.620 |
21.72 |
|
20.96 |
| |  |
 |
 |
 |
L |
 |
Adyen |
1,830.200 |
08:03 |
-1.71 |
2,036.500 |
|
1,875.000 |
161.500 |
8.61 |
|
20.65 |
| |  |
 |
 |
 |
S |
 |
Eni |
11.676 |
08:04 |
0.40 |
10.342 |
|
8.353 |
1.989 |
23.81 |
|
20.65 |
| |  |
 |
 |
 |
|
 |
Intesa Sanpaolo |
1.861 |
08:05 |
0.40 |
2.330 |
|
1.823 |
0.506 |
27.77 |
|
19.74 |
| |  |
 |
 |
 |
L |
 |
AB InBev |
53.350 |
08:02 |
0.24 |
62.060 |
|
53.170 |
8.890 |
16.72 |
|
17.85 |
| |  |
 |
 |
 |
|
 |
Deutsche Telekom |
19.112 |
15:35 |
1.89 |
17.916 |
|
14.920 |
2.996 |
20.08 |
|
16.88 |
| |  |
 |
 |
 |
L |
 |
Infineon |
27.500 |
15:35 |
0.11 |
33.345 |
|
33.895 |
-0.550 |
-1.62 |
|
16.74 |
| |  |
 |
 |
 |
L |
 |
Schneider Electric |
135.100 |
08:06 |
-0.50 |
135.780 |
|
124.700 |
11.080 |
8.89 |
|
16.37 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/28/21 |
⇓ Δwk |
1/25/21 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Inditex |
25.550 |
Mon |
0.71 |
29.980 |
|
24.840 |
5.140 |
20.69 |
|
14.76 |
| |  |
 |
 |
 |
L |
 |
Adidas |
173.360 |
15:35 |
0.24 |
309.850 |
|
269.000 |
40.850 |
15.19 |
|
12.89 |
| |  |
 |
 |
 |
|
 |
Axa |
24.775 |
08:03 |
1.29 |
21.605 |
|
18.770 |
2.835 |
15.10 |
|
12.32 |
| |  |
 |
 |
 |
|
 |
Linde |
306.850 |
15:42 |
0.97 |
241.650 |
|
203.200 |
38.450 |
18.92 |
|
11.95 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
51.410 |
08:07 |
1.38 |
38.780 |
|
35.350 |
3.430 |
9.70 |
|
11.14 |
| |  |
 |
 |
 |
L |
 |
Safran |
111.980 |
Mon |
2.04 |
118.940 |
|
106.150 |
12.790 |
12.05 |
|
10.71 |
| |  |
 |
 |
 |
S |
 |
Allianz |
179.940 |
15:35 |
0.65 |
213.500 |
|
190.480 |
23.020 |
12.09 |
|
10.32 |
| |  |
 |
 |
 |
L |
 |
Siemens |
112.040 |
15:36 |
-0.14 |
134.200 |
|
128.360 |
5.840 |
4.55 |
|
10.19 |
| |  |
 |
 |
 |
S |
 |
Air Liquide |
136.920 |
08:03 |
-0.32 |
149.180 |
|
131.400 |
17.780 |
13.53 |
|
8.90 |
| |  |
 |
 |
 |
|
 |
BASF |
44.750 |
15:39 |
1.57 |
65.300 |
|
64.530 |
0.770 |
1.19 |
|
8.78 |
| |  |
 |
 |
 |
L |
 |
Vinci |
95.080 |
08:07 |
0.64 |
90.770 |
|
78.720 |
12.050 |
15.31 |
|
8.51 |
| |  |
 |
 |
 |
L |
 |
Vivendi |
9.366 |
Mon |
-0.53 |
28.240 |
|
26.280 |
1.960 |
7.46 |
|
8.17 |
| |  |
 |
 |
 |
S |
 |
Sanofi |
87.030 |
08:06 |
2.24 |
89.110 |
|
81.500 |
7.610 |
9.34 |
|
5.74 |
| |  |
 |
 |
 |
L |
 |
Danone |
53.680 |
Mon |
1.86 |
59.140 |
|
54.700 |
4.440 |
8.12 |
|
5.26 |
| |  |
 |
 |
 |
L |
 |
SAP |
92.570 |
15:39 |
-0.77 |
118.500 |
|
105.520 |
12.980 |
12.30 |
|
3.70 |
| |  |
 |
 |
 |
|
 |
Deutsche Börse |
168.200 |
15:35 |
-0.44 |
148.000 |
|
133.000 |
15.000 |
11.28 |
|
3.39 |
| |  |
 |
 |
 |
|
 |
Ahold Delhaize |
27.605 |
Mon |
1.84 |
24.680 |
|
24.100 |
0.580 |
2.41 |
|
2.84 |
| |  |
 |
 |
 |
L |
 |
Flutter |
127.500 |
14:09 |
-0.20 |
154.550 |
|
158.750 |
-4.200 |
-2.65 |
|
2.60 |
| |  |
 |
 |
 |
|
 |
Kone |
41.770 |
08:15 |
0.17 |
69.000 |
|
65.000 |
4.000 |
6.15 |
|
0.60 |
| |  |
 |
 |
 |
S |
 |
Enel |
5.135 |
08:04 |
1.99 |
7.974 |
|
8.335 |
-0.361 |
-4.33 |
|
-0.74 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
239.700 |
15:43 |
0.42 |
234.150 |
|
223.300 |
10.850 |
4.86 |
|
-1.33 |
| |  |
 |
 |
 |
|
 |
Vonovia |
31.650 |
15:35 |
1.31 |
54.940 |
|
55.860 |
-0.920 |
-1.65 |
|
-1.82 |
| |  |
 |
 |
 |
|
 |
Bayer |
54.300 |
15:42 |
1.38 |
51.510 |
|
51.490 |
0.020 |
0.04 |
|
-1.83 |
| |  |
 |
 |
 |
|
 |
Philips |
19.500 |
Mon |
0.38 |
41.955 |
|
46.690 |
-4.735 |
-10.14 |
|
-5.42 |
| |  |
 |
 |
 |
|
 |
Iberdrola |
10.965 |
08:05 |
1.11 |
10.345 |
|
11.685 |
-1.340 |
-11.47 |
|
-6.06 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/28/21 |
⇓ Δwk |
1/25/21 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Prosus |
65.110 |
08:06 |
2.75 |
82.400 |
|
102.700 |
-20.300 |
-19.77 |
|
-6.46 |
Euro 50 - 50 out of 50 instruments rated - 6/28/21 / 1/25/21 - 43 did rise, Market-Ratio(22) = 86.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 * A22- 30/10 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
3/03/08 |
791 |
|
- cash - |
short |
3/03/08 |
6/23/08 |
112 |
 |
 |
 |
Societe Generale |
50 |
75 |
|
65.956 |
52.602 |
82.700 |
16.744 |
25 |
11,256 |
109 |
|
|
|
|
|
 |
 |
 |
Saint-Gobain |
50 |
97 |
|
51.670 |
40.030 |
66.695 |
15.025 |
29 |
12,713 |
130 |
|
100 |
27 |
119 | |
long |
6/23/08 |
9/08/08 |
77 |
 |
 |
 |
Fresenius |
50 |
341 |
|
18.613 |
18.533 |
|
-0.080 |
0 |
12,686 |
-2 |
|
|
|
|
|
 |
 |
 |
Engie |
50 |
152 |
|
41.630 |
36.760 |
|
-4.870 |
-12 |
11,946 |
-45 |
|
100 |
-6 |
-26 | |
short |
9/08/08 |
3/30/09 |
203 |
 |
 |
 |
Mercedes-Benz |
50 |
147 |
|
40.385 |
18.905 |
86.271 |
45.886 |
114 |
18,691 |
291 |
|
|
|
|
|
 |
 |
 |
Nokia |
50 |
410 |
|
14.640 |
9.970 |
21.498 |
6.858 |
47 |
21,502 |
100 |
|
100 |
80 |
188 | |
long |
3/30/09 |
9/05/11 |
889 |
 |
 |
 |
ASML |
50 |
830 |
|
12.940 |
23.280 |
|
10.340 |
80 |
30,085 |
27 |
|
|
|
|
|
 |
 |
 |
Inditex |
50 |
1,908 |
|
5.638 |
11.578 |
|
5.940 |
105 |
41,418 |
34 |
|
100 |
93 |
31 | |
short |
9/05/11 |
1/09/12 |
126 |
 |
 |
 |
Societe Generale |
50 |
1,022 |
|
20.250 |
15.000 |
27.338 |
7.088 |
35 |
48,662 |
139 |
|
|
|
|
|
 |
 |
 |
Unicredit |
50 |
754 |
|
27.460 |
11.455 |
65.827 |
38.367 |
140 |
77,591 |
1,159 |
|
100 |
87 |
517 | |
long |
1/09/12 |
8/24/15 |
1323 |
 |
 |
 |
ASML |
50 |
1,197 |
|
32.400 |
74.790 |
|
42.390 |
131 |
128,331 |
26 |
|
|
|
|
|
 |
 |
 |
AB InBev |
50 |
817 |
|
47.495 |
91.280 |
|
43.785 |
92 |
164,104 |
20 |
|
100 |
112 |
23 | |
short |
8/24/15 |
10/26/15 |
63 |
 |
 |
 |
E.on |
50 |
9,431 |
|
8.700 |
8.993 |
8.407 |
-0.293 |
-3 |
161,343 |
-18 |
|
|
|
|
|
 |
 |
 |
Banco Santander |
50 |
15,749 |
|
5.210 |
5.230 |
5.190 |
-0.020 |
0 |
161,028 |
-2 |
|
100 |
-2 |
-10 | |
long |
10/26/15 |
1/11/16 |
77 |
 |
 |
 |
Fresenius |
50 |
1,255 |
|
64.150 |
59.420 |
|
-4.730 |
-7 |
155,092 |
-30 |
|
|
|
|
|
 |
 |
 |
Inditex |
50 |
2,395 |
|
33.610 |
29.430 |
|
-4.180 |
-12 |
145,081 |
-47 |
|
100 |
-10 |
-39 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
1/11/16 |
1/25/16 |
14 |
 |
 |
 |
Volkswagen |
50 |
619 |
|
117.050 |
110.750 |
123.708 |
6.658 |
6 |
149,203 |
323 |
|
|
|
|
|
 |
 |
 |
Banco Santander |
50 |
17,800 |
|
4.080 |
3.860 |
4.313 |
0.233 |
6 |
153,341 |
324 |
|
100 |
6 |
324 | |
long |
1/25/16 |
4/04/16 |
70 |
 |
 |
 |
SAP |
50 |
1,054 |
|
72.680 |
70.040 |
|
-2.640 |
-4 |
150,559 |
-18 |
|
|
|
|
|
 |
 |
 |
Vinci |
50 |
1,245 |
|
61.630 |
65.450 |
|
3.820 |
6 |
155,314 |
37 |
|
100 |
1 |
7 | |
short |
4/04/16 |
5/16/16 |
42 |
 |
 |
 |
Deutsche Bank |
50 |
5,879 |
|
13.209 |
12.861 |
13.567 |
0.358 |
3 |
157,416 |
26 |
|
|
|
|
|
 |
 |
 |
Unicredit |
50 |
5,138 |
|
15.113 |
14.382 |
15.881 |
0.768 |
5 |
161,363 |
54 |
|
100 |
4 |
39 | |
long |
5/16/16 |
3/16/20 |
1400 |
 |
 |
 |
Deutsche Post |
50 |
3,004 |
|
26.850 |
20.560 |
|
-6.290 |
-23 |
142,468 |
-7 |
|
|
|
|
|
 |
 |
 |
Vinci |
50 |
1,231 |
|
65.520 |
59.040 |
|
-6.480 |
-10 |
134,491 |
-3 |
|
100 |
-17 |
-5 | |
short |
3/16/20 |
8/03/20 |
140 |
 |
 |
 |
ING Groep |
50 |
14,399 |
|
4.670 |
6.056 |
3.284 |
-1.386 |
-30 |
114,534 |
-60 |
|
|
|
|
|
 |
 |
 |
AB InBev |
50 |
1,946 |
|
34.550 |
46.325 |
22.775 |
-11.775 |
-34 |
91,620 |
-66 |
|
100 |
-32 |
-63 | |
long |
8/03/20 |
6/20/22 |
686 |
 |
 |
 |
SAP |
50 |
333 |
|
137.540 |
89.240 |
|
-48.300 |
-35 |
75,536 |
-21 |
|
|
|
|
|
 |
 |
 |
ASML |
50 |
147 |
|
310.100 |
457.250 |
|
147.150 |
47 |
97,167 |
23 |
|
100 |
6 |
3 | |
short |
6/20/22 |
8/08/22 |
49 |
 |
 |
 |
Philips |
50 |
2,465 |
|
19.704 |
20.310 |
19.098 |
-0.606 |
-3 |
95,673 |
-21 |
|
|
|
|
|
 |
 |
 |
Adyen |
50 |
39 |
|
1,238.600 |
1,820.000 |
657.200 |
-581.400 |
-47 |
72,999 |
-99 |
|
100 |
-25 |
-88 | |
long |
8/08/22 |
8/16/22 |
8 |
 |
 |
 |
Deutsche Börse |
50 |
208 |
|
174.750 |
168.200 |
|
-6.550 |
-4 |
71,636 |
-83 |
|
|
|
|
|
 |
 |
 |
TotalEnergies |
50 |
735 |
|
49.820 |
51.410 |
|
1.590 |
3 |
72,805 |
319 |
|
100 |
0 |
-11 | |
accum | 3/03/08 |
8/16/22 | 5279 |
days out of 6070 invested (87%) |
628 |
72,805 |
15 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
ASML | long | 3/30/09 | 9/05/11 | 889 | 12.94 | 23.28 | | 10.34 | 79.91 | 50 | 39.95 | |
| long | 1/09/12 | 8/24/15 | 1323 | 32.40 | 74.79 | | 42.39 | 130.83 | | 65.42 | |
| long | 8/03/20 | 6/20/22 | 686 | 310.10 | 457.25 | | 147.15 | 47.45 | | 23.73 | 186.43 |
Unicredit | short | 9/05/11 | 1/09/12 | 126 | 27.46 | 11.46 | 65.83 | 38.37 | 139.72 | | 69.86 | |
| short | 4/04/16 | 5/16/16 | 42 | 15.11 | 14.38 | 15.88 | 0.77 | 5.08 | | 2.54 | 74.18 |
Mercedes-Benz | short | 9/08/08 | 3/30/09 | 203 | 40.39 | 18.91 | 86.27 | 45.89 | 113.62 | | 56.81 | 56.81 |
Inditex | long | 3/30/09 | 9/05/11 | 889 | 5.64 | 11.58 | | 5.94 | 105.36 | | 52.68 | |
| long | 10/26/15 | 1/11/16 | 77 | 33.61 | 29.43 | | -4.18 | -12.44 | | -6.22 | 43.18 |
Societe Generale | short | 3/03/08 | 6/23/08 | 112 | 65.96 | 52.60 | 82.70 | 16.74 | 25.39 | | 12.69 | |
| short | 9/05/11 | 1/09/12 | 126 | 20.25 | 15.00 | 27.34 | 7.09 | 35.00 | | 17.50 | 32.41 |
Nokia | short | 9/08/08 | 3/30/09 | 203 | 14.64 | 9.97 | 21.50 | 6.86 | 46.84 | | 23.42 | 23.42 |
AB InBev | long | 1/09/12 | 8/24/15 | 1323 | 47.50 | 91.28 | | 43.79 | 92.19 | | 46.09 | |
| short | 3/16/20 | 8/03/20 | 140 | 34.55 | 46.33 | 22.78 | -11.78 | -34.08 | | -17.04 | 21.20 |
Saint-Gobain | short | 3/03/08 | 6/23/08 | 112 | 51.67 | 40.03 | 66.69 | 15.02 | 29.08 | | 14.54 | 14.54 |
Volkswagen | short | 1/11/16 | 1/25/16 | 14 | 117.05 | 110.75 | 123.71 | 6.66 | 5.69 | | 2.84 | 2.84 |
Banco Santander | short | 8/24/15 | 10/26/15 | 63 | 5.21 | 5.23 | 5.19 | -0.02 | -0.38 | | -0.19 | |
| short | 1/11/16 | 1/25/16 | 14 | 4.08 | 3.86 | 4.31 | 0.23 | 5.70 | | 2.85 | 2.65 |
TotalEnergies | long | 8/08/22 | 8/16/22 | 8 | 49.82 | 51.41 | | 1.59 | 3.19 | | 1.60 | 1.60 |
Deutsche Bank | short | 4/04/16 | 5/16/16 | 42 | 13.21 | 12.86 | 13.57 | 0.36 | 2.71 | | 1.35 | 1.35 |
Philips | short | 6/20/22 | 8/08/22 | 49 | 19.70 | 20.31 | 19.10 | -0.61 | -3.08 | | -1.54 | -1.54 |
E.on | short | 8/24/15 | 10/26/15 | 63 | 8.70 | 8.99 | 8.41 | -0.29 | -3.36 | | -1.68 | -1.68 |
Deutsche Börse | long | 8/08/22 | 8/16/22 | 8 | 174.75 | 168.20 | | -6.55 | -3.75 | | -1.87 | -1.87 |
Vinci | long | 1/25/16 | 4/04/16 | 70 | 61.63 | 65.45 | | 3.82 | 6.20 | | 3.10 | |
| long | 5/16/16 | 3/16/20 | 1400 | 65.52 | 59.04 | | -6.48 | -9.89 | | -4.95 | -2.00 |
Fresenius | long | 6/23/08 | 9/08/08 | 77 | 18.61 | 18.53 | | -0.08 | -0.43 | | -0.21 | |
| long | 10/26/15 | 1/11/16 | 77 | 64.15 | 59.42 | | -4.73 | -7.37 | | -3.69 | -3.89 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Engie | long | 6/23/08 | 9/08/08 | 77 | 41.63 | 36.76 | | -4.87 | -11.70 | | -5.85 | -5.85 |
Deutsche Post | long | 5/16/16 | 3/16/20 | 1400 | 26.85 | 20.56 | | -6.29 | -23.43 | | -11.71 | -11.71 |
ING Groep | short | 3/16/20 | 8/03/20 | 140 | 4.67 | 6.06 | 3.28 | -1.39 | -29.68 | | -14.84 | -14.84 |
SAP | long | 1/25/16 | 4/04/16 | 70 | 72.68 | 70.04 | | -2.64 | -3.63 | | -1.82 | |
| long | 8/03/20 | 6/20/22 | 686 | 137.54 | 89.24 | | -48.30 | -35.12 | | -17.56 | -19.06 |
Adyen | short | 6/20/22 | 8/08/22 | 49 | 1,238.60 | 1,820.00 | 657.20 | -581.40 | -46.94 | | -23.47 | -23.47 |
Annotations
9/24/18 | Euro 50 | | | Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain |
10/04/16 | AB InBev | | | acquisition of SAB Miller completed |
9/19/16 | Euro 50 | | | Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit |
7/24/16 | Ahold Delhaize | | | merger |
2/02/16 | Paddy Power | | | merger with Betfair Group |
9/21/15 | Vonovia | | | moves from MDAX to DAX |
| Euro 50 | | | Fresenius and Safran replace Repsol and RWE |
9/12/15 | Euro 50 | | | complete analysis
ex Repsol, RWE - in Fresenius, Safran |
9/02/15 | Deutsche Annington | | | changes name to Vonovia |
8/22/15 | Euro 50 | | | complete analysis - difficult market |
9/22/14 | €-Stoxx 50 | | | Nokia replaces CRH. |
|
|