Assessment - Toronto Stock Exchange 60 in Euro - 8/09/21 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	8/09/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ26		∅-RS
								TSX 60	909.101	8/12/24	0.21	833.254		705.930	127.324	18.04		18.14
								Tourmaline Oil	41.138	8/12/24	4.20	21.487		14.322	7.165	50.03		54.17
								Brookfield Asset	36.443	8/12/24	-1.08	48.603		34.177	14.426	42.21		42.42
								Brookfield Corp	41.104	8/12/24	-1.65	39.291		27.629	11.662	42.21		42.40
								WSP Global	143.870	8/12/24	0.19	102.197		76.152	26.045	34.20		40.21
								Power Canada	25.368	8/12/24	2.02	28.511		19.875	8.637	43.46		39.46
								Shopify	63.607	8/12/24	-1.29	132.014		111.836	20.178	18.04		38.45
						L		Gildan Activewear	38.611	8/12/24	-0.42	31.221		22.088	9.133	41.35		37.40
						L		First Quantum	10.811	8/12/24	2.77	17.626		15.767	1.859	11.79		35.59
								CAE	15.323	8/12/24	-0.92	26.350		21.352	4.998	23.41		35.18
								Imperial Oil	69.961	8/12/24	3.95	22.821		16.861	5.961	35.35		34.61
								Cenovus Energy	17.687	8/12/24	3.28	6.747		5.345	1.402	26.24		34.57
								Cdn Nat Resources	33.260	8/12/24	2.68	13.954		10.657	3.298	30.94		33.85
								FirstService	156.490	8/12/24	-0.57	161.394		119.664	41.730	34.87		33.20
						L		Thomson Reuters (CA)	149.574	8/12/24	-0.41	94.584		69.271	25.312	36.54		31.75
						L		George Weston	141.229	8/12/24	0.64	89.347		62.072	27.276	43.94		31.59
						S		Bank Montreal	75.766	8/12/24	-0.10	85.717		63.647	22.070	34.68		31.63
								Cdn Imp Bk Comm	47.207	8/12/24	-0.36	49.798		36.891	12.907	34.99		30.53
								Loblaw	112.291	8/12/24	0.48	58.113		40.420	17.693	43.77		29.05
								National Bank CA	77.507	8/12/24	0.39	65.646		47.607	18.039	37.89		28.76
								Cameco	36.396	8/12/24	-1.09	14.469		12.226	2.243	18.35		26.78
								Constellation Soft	2,682.143	8/12/24	-2.83	1,376.323		1,045.751	330.571	31.61		26.31
						S		Cdn Apartment Props	33.239	8/12/24	-0.30	42.113		33.636	8.477	25.20		24.84
								Teck Resources	43.231	8/12/24	2.36	18.479		16.105	2.374	14.74		24.76
								Nutrien	43.001	8/12/24	0.51	51.475		45.302	6.173	13.63		23.82
								⇓instrument	freshest		⇓ Δday	8/09/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ26		∅-RS
						L		Cdn Tire	101.107	8/12/24	-0.17	134.793		114.124	20.669	18.11		22.81
						L		CCL Industries	49.713	8/12/24	-0.72	48.704		41.748	6.956	16.66		22.71
						L		Royal Bank CA	100.768	8/12/24	-0.72	87.620		69.740	17.880	25.64		22.64
						S		Magna	35.414	8/12/24	-1.88	71.586		63.940	7.646	11.96		22.29
								Couche-Tard	54.597	8/12/24	0.89	34.391		25.792	8.599	33.34		21.18
								Bank Nova Scotia	41.653	8/12/24	-3.42	54.049		46.083	7.965	17.28		20.77
								Pembina Pipeline	35.360	8/12/24	-1.69	26.987		23.442	3.545	15.12		19.53
								Waste Connections	167.552	8/12/24	-0.11	106.675		82.070	24.605	29.98		18.64
						S		Toronto-Dominion	53.182	8/12/24	0.19	57.300		48.909	8.392	17.16		18.67
						S		CGI Group	98.648	8/12/24	-0.70	76.457		65.893	10.564	16.03		16.86
								Enbridge	36.362	8/12/24	0.60	33.449		29.691	3.758	12.66		16.72
						S		Open Text	27.719	8/12/24	-1.49	44.640		40.856	3.784	9.26		16.54
						L		Dollarama	87.329	8/12/24	1.46	40.013		32.758	7.256	22.15		16.22
								Franco-Nevada	115.379	8/12/24	2.47	131.874		101.665	30.209	29.71		15.80
								Intact Financial	168.141	8/12/24	0.94	114.844		94.901	19.943	21.02		15.59
						L		BCE	32.406	8/12/24	-0.40	42.940		36.175	6.764	18.70		14.38
						S		Telus	15.268	8/12/24	0.09	19.190		17.746	1.444	8.14		14.08
								Manulife Financial	23.248	8/12/24	-0.35	17.104		15.910	1.194	7.50		14.16
						S		Sun Life Financial	44.667	8/12/24	-0.11	44.498		39.840	4.657	11.69		12.74
						L		Metro (CA)	53.791	8/12/24	-0.43	43.482		35.785	7.697	21.51		12.41
								Rogers Comm	36.694	8/12/24	-0.79	43.102		38.760	4.342	11.20		11.02
								Fortis (CA)	39.803	8/12/24	-0.39	38.882		33.565	5.317	15.84		10.36
								Emera	33.063	8/12/24	-0.69	39.722		33.669	6.053	17.98		10.25
								Brookfield Infra	27.935	8/12/24	-0.27	46.848		44.521	2.327	5.23		10.12
								Suncor Energy	37.744	8/12/24	2.28	16.339		14.634	1.704	11.65		9.33
								⇓instrument	freshest		⇓ Δday	8/09/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ26		∅-RS
								Hydro One	29.642	8/12/24	-0.09	20.897		18.833	2.064	10.96		8.81
								Cdn Pac Kansas City	71.898	8/12/24	-0.66	61.981		58.961	3.020	5.12		7.15
						L		TC Energy	40.508	8/12/24	0.57	40.907		35.791	5.116	14.29		6.76
						S		Restaurant Brands	65.002	8/12/24	-0.84	53.934		49.677	4.257	8.57		5.10
								Algonquin	4.789	8/12/24	-4.72	13.541		14.471	-0.930	-6.43		3.98
						L		Saputo	19.915	8/12/24	-4.05	24.664		24.503	0.161	0.66		3.86
								Cdn Nat Railway	103.098	8/12/24	-0.01	92.057		88.131	3.926	4.46		1.48
						L		Wheaton Precious	53.249	8/12/24	2.56	36.335		34.528	1.807	5.23		-1.47
								Barrick Gold	17.714	8/12/24	9.37	17.497		18.618	-1.121	-6.02		-11.02
								Agnico-Eagle Mines	71.431	8/12/24	3.52	50.208		60.145	-9.937	-16.52		-13.12
						L		Kinross Gold	8.298	8/12/24	5.15	5.128		6.132	-1.004	-16.38		-18.18
TSX 60 - 60 out of 60 instruments rated - 8/09/21 / 2/08/21 - 56 did rise, Market-Ratio(26) in EUR = 93.33 %
Stock Exchange Currency: CAD $ Canadian dollar

 

 

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

																⇐
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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