| |
| |
Assessment - Amsterdam Exchange index - 11/08/21 - RS = 15
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/08/21 |
Δwk |
7/26/21 |
prc diff |
⇓ Δ15 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
AEX |
682.960 |
16:05 |
0.68 |
817.590 |
|
745.100 |
72.490 |
9.73 |
|
16.72 |
| |  |
 |
 |
 |
L |
 |
Shell |
27.595 |
15:37 |
0.36 |
19.836 |
|
16.570 |
3.266 |
19.71 |
|
19.53 |
| |  |
 |
 |
 |
L |
 |
KPN |
3.360 |
15:35 |
1.54 |
2.611 |
|
2.692 |
-0.081 |
-3.01 |
|
-3.11 |
| |  |
 |
 |
 |
|
 |
Aegon |
4.780 |
15:39 |
1.08 |
4.321 |
|
3.635 |
0.686 |
18.87 |
|
15.91 |
| |  |
 |
 |
 |
|
 |
ASR |
44.080 |
15:35 |
1.17 |
40.210 |
|
34.750 |
5.460 |
15.71 |
|
13.66 |
| |  |
 |
 |
 |
L |
 |
Galapagos |
53.080 |
15:36 |
-0.49 |
49.400 |
|
50.870 |
-1.470 |
-2.89 |
|
-20.90 |
| |  |
 |
 |
 |
|
 |
NN |
46.690 |
15:39 |
0.95 |
46.550 |
|
41.820 |
4.730 |
11.31 |
|
16.54 |
| |  |
 |
 |
 |
|
 |
Wolters Kluwer |
92.760 |
15:35 |
1.33 |
93.960 |
|
93.580 |
0.380 |
0.41 |
|
19.22 |
| |  |
 |
 |
 |
|
 |
RELX |
26.790 |
15:36 |
1.40 |
27.290 |
|
23.980 |
3.310 |
13.80 |
|
22.82 |
| |  |
 |
 |
 |
L |
 |
UnibailRodaWestfield |
66.170 |
15:35 |
3.21 |
68.980 |
|
74.020 |
-5.040 |
-6.81 |
|
4.53 |
| |  |
 |
 |
 |
S |
 |
ArcelorMittal |
27.400 |
15:37 |
1.00 |
28.805 |
|
28.355 |
0.450 |
1.59 |
|
27.48 |
| |  |
 |
 |
 |
|
 |
Heineken |
89.420 |
15:35 |
0.56 |
96.060 |
|
99.700 |
-3.640 |
-3.65 |
|
3.83 |
| |  |
 |
 |
 |
|
 |
Unilever |
41.525 |
15:39 |
1.86 |
45.360 |
|
47.210 |
-1.850 |
-3.92 |
|
-5.39 |
| |  |
 |
 |
 |
S |
 |
Ahold Delhaize |
24.955 |
15:37 |
-0.50 |
28.170 |
|
25.865 |
2.305 |
8.91 |
|
13.95 |
| |  |
 |
 |
 |
S |
 |
Randstad |
50.780 |
15:35 |
1.12 |
62.820 |
|
66.600 |
-3.780 |
-5.68 |
|
6.63 |
| |  |
 |
 |
 |
S |
 |
ABN AMRO |
10.295 |
15:35 |
-0.63 |
12.822 |
|
9.830 |
2.992 |
30.44 |
|
27.95 |
| |  |
 |
 |
 |
|
 |
Akzo Nobel |
79.920 |
15:35 |
1.06 |
101.500 |
|
102.850 |
-1.350 |
-1.31 |
|
5.96 |
| |  |
 |
 |
 |
S |
 |
DSM |
136.050 |
15:35 |
-0.44 |
189.150 |
|
168.950 |
20.200 |
11.96 |
|
22.63 |
| |  |
 |
 |
 |
S |
 |
ING Groep |
9.410 |
15:37 |
-0.53 |
13.192 |
|
10.890 |
2.302 |
21.14 |
|
33.63 |
| |  |
 |
 |
 |
S |
 |
IMCD |
136.450 |
15:35 |
2.36 |
196.300 |
|
143.600 |
52.700 |
36.70 |
|
55.42 |
| |  |
 |
 |
 |
S |
 |
ASML |
500.700 |
15:39 |
-0.40 |
734.800 |
|
638.000 |
96.800 |
15.17 |
|
42.74 |
| |  |
 |
 |
 |
S |
 |
ASM International |
279.550 |
15:35 |
0.56 |
420.100 |
|
305.700 |
114.400 |
37.42 |
|
76.51 |
| |  |
 |
 |
 |
S |
 |
Prosus |
45.465 |
15:37 |
-0.08 |
72.380 |
|
72.900 |
-0.520 |
-0.71 |
|
-14.38 |
| |  |
 |
 |
 |
S |
 |
Philips |
23.400 |
15:37 |
0.88 |
41.480 |
|
39.040 |
2.440 |
6.25 |
|
-3.99 |
| |  |
 |
 |
 |
S |
 |
Adyen |
1,466.000 |
15:35 |
1.12 |
2,713.000 |
|
2,296.500 |
416.500 |
18.14 |
|
33.66 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/08/21 |
Δwk |
7/26/21 |
prc diff |
⇓ Δ15 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Just Eat Takeaway |
19.940 |
15:39 |
0.92 |
60.910 |
|
70.130 |
-9.220 |
-13.15 |
|
-23.14 |
AEX - 25 out of 25 instruments rated - 11/08/21 / 7/26/21 - 16 did rise, Market-Ratio(15) = 64.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Amsterdam Exchange index * A15 - 87/70 (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 |
1/30/06 |
28 |
|
- cash - |
long |
1/30/06 |
5/15/06 |
105 |
 |
 |
 |
Boskalis |
100 |
546 |
|
18.283 |
18.983 |
|
0.700 |
4 |
10,382 |
14 |
|
short |
5/15/06 |
9/04/06 |
112 |
 |
 |
 |
Unilever Cert |
100 |
587 |
|
17.666 |
18.850 |
16.482 |
-1.184 |
-7 |
9,687 |
-20 |
|
long |
9/04/06 |
3/05/07 |
182 |
 |
 |
 |
Aalberts |
100 |
598 |
|
16.188 |
17.533 |
|
1.345 |
8 |
10,492 |
17 |
|
short |
3/05/07 |
5/07/07 |
63 |
 |
 |
 |
Shell |
100 |
4,338 |
|
2.418 |
2.648 |
2.188 |
-0.230 |
-10 |
9,494 |
-44 |
|
long |
5/07/07 |
5/14/07 |
7 |
 |
 |
 |
ArcelorMittal |
100 |
74 |
|
127.230 |
126.000 |
|
-1.230 |
-1 |
9,403 |
-40 |
|
short |
5/14/07 |
6/18/07 |
35 |
 |
 |
 |
Gemalto |
100 |
541 |
|
17.380 |
17.780 |
16.980 |
-0.400 |
-2 |
9,186 |
-22 |
|
long |
6/18/07 |
7/30/07 |
42 |
 |
 |
 |
ArcelorMittal |
100 |
62 |
|
145.830 |
135.270 |
|
-10.560 |
-7 |
8,532 |
-48 |
|
short |
7/30/07 |
5/05/08 |
280 |
 |
 |
 |
Aegon |
100 |
655 |
|
13.020 |
10.650 |
15.917 |
2.897 |
22 |
10,429 |
30 |
|
long |
5/05/08 |
6/09/08 |
35 |
 |
 |
 |
ArcelorMittal |
100 |
59 |
|
174.300 |
198.540 |
|
24.240 |
14 |
11,860 |
289 |
|
short |
6/09/08 |
7/13/09 |
399 |
 |
 |
 |
Aegon |
100 |
1,303 |
|
9.099 |
3.960 |
20.907 |
11.808 |
130 |
27,245 |
114 |
|
long |
7/13/09 |
2/01/10 |
203 |
 |
 |
 |
Vopak |
100 |
1,505 |
|
18.100 |
27.760 |
|
9.660 |
53 |
41,784 |
116 |
|
short |
2/01/10 |
1/17/11 |
350 |
 |
 |
 |
Aegon |
100 |
9,260 |
|
4.512 |
5.279 |
3.745 |
-0.767 |
-17 |
34,681 |
-18 |
|
long |
1/17/11 |
3/28/11 |
70 |
 |
 |
 |
Aalberts |
100 |
2,304 |
|
15.050 |
16.715 |
|
1.665 |
11 |
38,517 |
73 |
|
short |
3/28/11 |
1/02/12 |
280 |
 |
 |
 |
Philips |
100 |
1,736 |
|
22.180 |
16.490 |
29.833 |
7.653 |
35 |
51,804 |
47 |
|
long |
1/02/12 |
4/09/12 |
98 |
 |
 |
 |
Vopak |
100 |
1,260 |
|
41.095 |
44.780 |
|
3.685 |
9 |
56,447 |
38 |
|
short |
4/09/12 |
9/03/12 |
147 |
 |
 |
 |
ArcelorMittal |
100 |
1,457 |
|
38.730 |
35.565 |
42.177 |
3.447 |
9 |
61,469 |
24 |
|
long |
9/03/12 |
10/15/12 |
42 |
 |
 |
 |
Gemalto |
100 |
956 |
|
64.240 |
67.250 |
|
3.010 |
5 |
64,346 |
49 |
|
short |
10/15/12 |
2/02/15 |
840 |
 |
 |
 |
KPN |
100 |
17,745 |
|
3.626 |
2.756 |
4.771 |
1.145 |
32 |
84,657 |
13 |
|
long |
2/02/15 |
6/08/15 |
126 |
 |
 |
 |
Altice |
100 |
31,730 |
|
2.668 |
4.147 |
|
1.479 |
55 |
131,586 |
259 |
|
short |
6/08/15 |
5/30/16 |
357 |
 |
 |
 |
Delta Lloyd |
100 |
8,668 |
|
15.180 |
4.599 |
50.105 |
34.925 |
230 |
434,315 |
239 |
|
long |
5/30/16 |
6/13/16 |
14 |
 |
 |
 |
Wolters Kluwer |
100 |
12,042 |
|
36.065 |
33.620 |
|
-2.445 |
-7 |
404,872 |
-84 |
|
short |
6/13/16 |
10/10/16 |
119 |
 |
 |
 |
Delta Lloyd |
100 |
103,020 |
|
3.930 |
5.349 |
2.511 |
-1.419 |
-36 |
258,687 |
-75 |
|
long |
10/10/16 |
10/24/16 |
14 |
 |
 |
 |
ArcelorMittal |
100 |
14,815 |
|
17.460 |
17.163 |
|
-0.297 |
-2 |
254,287 |
-36 |
|
short |
10/24/16 |
2/20/17 |
119 |
 |
 |
 |
Aegon |
100 |
67,972 |
|
3.741 |
5.084 |
2.398 |
-1.343 |
-36 |
163,000 |
-74 |
|
long |
2/20/17 |
4/17/17 |
56 |
 |
 |
 |
ArcelorMittal |
100 |
6,257 |
|
26.049 |
21.390 |
|
-4.659 |
-18 |
133,849 |
-72 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
4/17/17 |
4/01/19 |
714 |
 |
 |
 |
KPN |
100 |
47,974 |
|
2.790 |
2.785 |
2.795 |
0.005 |
0 |
134,089 |
0 |
|
long |
4/01/19 |
5/13/19 |
42 |
 |
 |
 |
Galapagos |
100 |
1,277 |
|
104.950 |
99.620 |
|
-5.330 |
-5 |
127,282 |
-36 |
|
short |
5/13/19 |
11/18/19 |
189 |
 |
 |
 |
ArcelorMittal |
100 |
8,265 |
|
15.400 |
14.664 |
16.173 |
0.773 |
5 |
133,670 |
10 |
|
long |
11/18/19 |
1/27/20 |
70 |
 |
 |
 |
Galapagos |
100 |
790 |
|
169.050 |
206.000 |
|
36.950 |
22 |
162,861 |
180 |
|
short |
1/27/20 |
6/29/20 |
154 |
 |
 |
 |
ABN AMRO |
100 |
10,463 |
|
15.565 |
7.744 |
31.285 |
15.720 |
101 |
327,337 |
423 |
|
long |
6/29/20 |
9/07/20 |
70 |
 |
 |
 |
Adyen |
100 |
253 |
|
1,293.000 |
1,340.000 |
|
47.000 |
4 |
339,228 |
20 |
|
short |
9/07/20 |
3/29/21 |
203 |
 |
 |
 |
UnibailRodaWestfield |
100 |
8,698 |
|
39.000 |
66.520 |
11.480 |
-27.520 |
-71 |
99,859 |
-89 |
|
long |
3/29/21 |
5/31/21 |
63 |
 |
 |
 |
ArcelorMittal |
100 |
4,186 |
|
23.855 |
26.895 |
|
3.040 |
13 |
112,585 |
100 |
|
short |
5/31/21 |
5/20/22 |
354 |
 |
 |
 |
Galapagos |
100 |
1,842 |
|
61.100 |
53.080 |
70.332 |
9.232 |
15 |
129,590 |
16 |
|
accum | 1/30/06 |
5/20/22 | 5954 |
days out of 5982 invested (100%) |
1,196 |
129,590 |
17 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Delta Lloyd | short | 6/08/15 | 5/30/16 | 357 | 15.18 | 4.60 | 50.10 | 34.92 | 230.07 | | | |
| short | 6/13/16 | 10/10/16 | 119 | 3.93 | 5.35 | 2.51 | -1.42 | -36.11 | | | 110.89 |
ABN AMRO | short | 1/27/20 | 6/29/20 | 154 | 15.57 | 7.74 | 31.28 | 15.72 | 100.99 | | | 100.99 |
Vopak | long | 7/13/09 | 2/01/10 | 203 | 18.10 | 27.76 | | 9.66 | 53.37 | | | |
| long | 1/02/12 | 4/09/12 | 98 | 41.10 | 44.78 | | 3.69 | 8.97 | | | 67.12 |
Altice | long | 2/02/15 | 6/08/15 | 126 | 2.67 | 4.15 | | 1.48 | 55.43 | | | 55.43 |
Aegon | short | 7/30/07 | 5/05/08 | 280 | 13.02 | 10.65 | 15.92 | 2.90 | 22.25 | | | |
| short | 6/09/08 | 7/13/09 | 399 | 9.10 | 3.96 | 20.91 | 11.81 | 129.77 | | | |
| short | 2/01/10 | 1/17/11 | 350 | 4.51 | 5.28 | 3.75 | -0.77 | -17.00 | | | |
| short | 10/24/16 | 2/20/17 | 119 | 3.74 | 5.08 | 2.40 | -1.34 | -35.90 | | | 49.45 |
Philips | short | 3/28/11 | 1/02/12 | 280 | 22.18 | 16.49 | 29.83 | 7.65 | 34.51 | | | 34.51 |
Galapagos | long | 4/01/19 | 5/13/19 | 42 | 104.95 | 99.62 | | -5.33 | -5.08 | | | |
| long | 11/18/19 | 1/27/20 | 70 | 169.05 | 206.00 | | 36.95 | 21.86 | | | |
| short | 5/31/21 | 5/20/22 | 354 | 61.10 | 53.08 | 70.33 | 9.23 | 15.11 | | | 33.15 |
KPN | short | 10/15/12 | 2/02/15 | 840 | 3.63 | 2.76 | 4.77 | 1.14 | 31.57 | | | |
| short | 4/17/17 | 4/01/19 | 714 | 2.79 | 2.79 | 2.80 | 0.00 | 0.18 | | | 31.80 |
Aalberts | long | 9/04/06 | 3/05/07 | 182 | 16.19 | 17.53 | | 1.35 | 8.31 | | | |
| long | 1/17/11 | 3/28/11 | 70 | 15.05 | 16.72 | | 1.67 | 11.06 | | | 20.29 |
ArcelorMittal | long | 5/07/07 | 5/14/07 | 7 | 127.23 | 126.00 | | -1.23 | -0.97 | | | |
| long | 6/18/07 | 7/30/07 | 42 | 145.83 | 135.27 | | -10.56 | -7.24 | | | |
| long | 5/05/08 | 6/09/08 | 35 | 174.30 | 198.54 | | 24.24 | 13.91 | | | |
| short | 4/09/12 | 9/03/12 | 147 | 38.73 | 35.57 | 42.18 | 3.45 | 8.90 | | | |
| long | 10/10/16 | 10/24/16 | 14 | 17.46 | 17.16 | | -0.30 | -1.70 | | | |
| long | 2/20/17 | 4/17/17 | 56 | 26.05 | 21.39 | | -4.66 | -17.89 | | | |
| short | 5/13/19 | 11/18/19 | 189 | 15.40 | 14.66 | 16.17 | 0.77 | 5.02 | | | |
| long | 3/29/21 | 5/31/21 | 63 | 23.86 | 26.90 | | 3.04 | 12.74 | | | 8.90 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Boskalis | long | 1/30/06 | 5/15/06 | 105 | 18.28 | 18.98 | | 0.70 | 3.83 | | | 3.83 |
Adyen | long | 6/29/20 | 9/07/20 | 70 | 1,293.00 | 1,340.00 | | 47.00 | 3.63 | | | 3.63 |
Gemalto | short | 5/14/07 | 6/18/07 | 35 | 17.38 | 17.78 | 16.98 | -0.40 | -2.30 | | | |
| long | 9/03/12 | 10/15/12 | 42 | 64.24 | 67.25 | | 3.01 | 4.69 | | | 2.28 |
Unilever Cert | short | 5/15/06 | 9/04/06 | 112 | 17.67 | 18.85 | 16.48 | -1.18 | -6.70 | | | -6.70 |
Wolters Kluwer | long | 5/30/16 | 6/13/16 | 14 | 36.07 | 33.62 | | -2.45 | -6.78 | | | -6.78 |
Shell | short | 3/05/07 | 5/07/07 | 63 | 2.42 | 2.65 | 2.19 | -0.23 | -9.51 | | | -9.51 |
UnibailRodaWestfield | short | 9/07/20 | 3/29/21 | 203 | 39.00 | 66.52 | 11.48 | -27.52 | -70.56 | | | -70.56 |
Annotations
6/05/18 | Unibail-Rodamco | | | ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition |
5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
7/24/16 | Ahold Delhaize | | | merger |
7/07/16 | AEX | | | ABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express |
8/25/15 | AEX | | | complete analysis |
| AEX | | | NN Group and Vopak replace Fugro and SBM Offshore |
| NN | | | recording started |
7/01/15 | RELX | | | stock split 1,000:1,538 (1,538 for one thousand) |
|
|