Share-o-matic - Portfolio

Wed, 5th Oct 2022, 11:55UTC

Assessment - Iberia Index - 20/06/22 - RS = 11

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	20/06/22	⇓ Δwk	4/04/22	prc diff	⇓ Δ11	∅-RS
	S	IBEX 35	7,696.600	Tue	3.14	8,286.000		8,520.800	-234.800	-2.76	-4.20
		Caixabank	3.443	Tue	4.27	3.531		3.138	0.393	12.52	29.80
		Banco Sabadell	0.727	Tue	3.53	0.838		0.741	0.097	13.06	26.47
		Repsol	12.410	Tue	1.68	13.980		11.880	2.100	17.68	25.76
	S	Solaria Energía	17.065	Tue	1.82	20.820		21.160	-0.340	-1.61	22.84
		Bankinter	6.036	Tue	3.57	5.978		5.362	0.616	11.49	21.53
		Acciona	182.000	Tue	-0.98	178.800		177.600	1.200	0.68	16.49
	S	Indra Sistemas	8.045	Tue	2.61	10.500		9.635	0.865	8.98	13.56
	S	Naturgy	24.550	Tue	1.53	27.600		26.890	0.710	2.64	12.56
	S	Telefónica	3.500	Tue	0.78	4.532		4.436	0.096	2.16	9.66
	S	Meliá Hotels	4.804	Tue	1.48	6.930		6.640	0.290	4.37	8.39
	S	Enágas	16.175	Tue	-0.68	21.380		20.210	1.170	5.79	7.84
		ACS	23.690	Tue	2.78	24.490		24.240	0.250	1.03	5.91
	S	Red Eléctrica	16.250	Tue	0.87	18.700		18.490	0.210	1.14	5.08
	S	Grifols	9.000	Tue	0.25	18.500		17.365	1.135	6.54	2.09
	S	CIE Automotive	22.900	Tue	4.76	23.600		20.600	3.000	14.56	0.49
	S	Merlin Properties	8.170	Tue	1.30	9.715		10.770	-1.055	-9.80	-0.24
	S	Iberdrola	9.808	08:06	-0.55	10.010		10.030	-0.020	-0.20	-0.51
	S	aena	110.150	Tue	2.94	139.000		146.100	-7.100	-4.86	-0.56
	S	Endesa	16.090	Tue	0.59	19.325		19.245	0.080	0.42	-1.95
	S	Pharma Mar	56.380	Tue	2.58	62.880		73.920	-11.040	-14.94	-3.84
		Acerinox	8.634	Tue	3.03	10.215		9.986	0.229	2.29	-5.74
		Viscofan	56.600	Tue	1.80	52.150		53.450	-1.300	-2.43	-5.84
	S	Mapfre	1.656	Tue	3.50	1.702		1.859	-0.157	-8.45	-6.42
	S	Amadeus IT	49.610	Tue	4.55	53.740		59.300	-5.560	-9.38	-6.47
		⇓instrument	freshest		⇓ Δday	20/06/22	⇓ Δwk	4/04/22	prc diff	⇓ Δ11	∅-RS
	S	Ferrovial	24.060	Tue	3.26	23.340		24.220	-0.880	-3.63	-7.09
		Banco Santander	2.590	08:05	-1.78	2.794		3.190	-0.396	-12.41	-8.35
	L	Siemens Gamesa	17.970	Tue	0.11	17.845		15.960	1.885	11.81	-9.30
	S	ArcelorMittal	22.195	Tue	3.74	24.540		29.600	-5.060	-17.09	-10.96
		Inditex	22.080	Tue	3.66	21.990		19.880	2.110	10.61	-15.46
	L	Almirall	10.300	Tue	3.05	9.960		11.640	-1.680	-14.43	-17.31
	L	Banco Bilbao Viz	4.902	Tue	4.69	4.330		5.322	-0.993	-18.65	-18.36
	S	Cellnex	33.550	Tue	3.39	38.040		44.360	-6.320	-14.25	-20.36
	S	Colonial	5.140	Tue	2.09	6.520		8.285	-1.765	-21.30	-20.50
		Intl. Cons. Airlines	1.157	Tue	7.43	1.409		1.685	-0.277	-16.41	-21.41
	S	Fluidra	15.950	Tue	3.71	20.980		25.740	-4.760	-18.49	-29.97
IBEX 35 - 35 out of 35 instruments rated - 20/06/22 / 4/04/22 - 18 did rise, Market-Ratio(11) = 51.43 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	IBEX 35 RS = 11 - B/S = 83/81

1/01/18	scale up chart	3/10/22

Transactions Iberia Index * A11 - 83/81 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		9/01/06	7		- cash -
long	9/01/06	16/01/06	7		Obrascón Huarte Lain	100	797	12.534	12.580		0.046	0	10,037	21
short	16/01/06	6/02/06	21		Telefónica	100	779	12.870	12.490	13.262	0.392	3	10,342	68
long	6/02/06	8/05/06	91		Obrascón Huarte Lain	100	732	14.118	17.821		3.703	26	13,052	155
short	8/05/06	7/08/06	91		Repsol	100	570	22.860	22.010	23.743	0.883	4	13,556	16
long	7/08/06	8/01/07	154		Sacyr	100	560	24.179	37.111		12.932	53	20,797	176
short	8/01/07	12/02/07	35		Enágas	100	1,243	16.720	17.840	15.600	-1.120	-7	19,405	-51
long	12/02/07	26/02/07	14		Obrascón Huarte Lain	100	680	28.499	31.874		3.375	12	21,700	1,750
short	26/02/07	21/05/07	84		Enágas	100	1,209	17.940	18.020	17.860	-0.080	0	21,604	-2
long	21/05/07	11/06/07	21		Grifols	100	2,992	7.220	7.395		0.175	2	22,127	52
short	11/06/07	3/12/07	175		Banco Bilbao Viz	100	1,300	17.018	15.979	18.125	1.107	7	23,566	14
long	3/12/07	10/12/07	7		Acciona	100	100	234.500	235.100		0.600	0	23,626	14
short	10/12/07	7/04/08	119		Sacyr	100	961	24.560	18.847	32.005	7.445	30	30,780	125
long	7/04/08	14/04/08	7		ArcelorMittal	100	187	164.400	157.200		-7.200	-4	29,434	-90
short	14/04/08	28/04/08	14		Mediaset Esp	100	2,453	11.998	12.043	11.953	-0.045	0	29,323	-9
long	28/04/08	5/05/08	7		ArcelorMittal	100	168	174.000	174.150		0.150	0	29,349	5
short	5/05/08	11/05/09	371		Mediaset Esp	100	2,268	12.939	7.410	22.594	9.655	75	51,245	73
long	11/05/09	6/07/09	56		Banco Popular	100	1,716	29.850	28.200		-1.650	-6	48,414	-31
short	6/07/09	3/08/09	28		Naturgy	100	3,928	12.325	13.525	11.125	-1.200	-10	43,700	-74
long	3/08/09	10/08/09	7		Obrascón Huarte Lain	100	2,711	16.119	17.821		1.702	11	48,314	18,655
short	10/08/09	24/08/09	14		Naturgy	100	3,549	13.610	14.660	12.560	-1.050	-8	44,588	-88
long	24/08/09	26/10/09	63		Obrascón Huarte Lain	100	2,463	18.097	17.596		-0.501	-3	43,354	-15
short	26/10/09	9/08/10	287		Grifols	100	7,762	5.585	4.544	6.865	1.280	23	53,285	30
long	9/08/10	16/08/10	7		Inditex	100	5,231	10.186	10.210		0.024	0	53,411	13
short	16/08/10	20/09/10	35		Siemens Gamesa	100	9,283	5.753	5.358	6.177	0.424	7	57,348	110
long	20/09/10	27/09/10	7		Inditex	100	4,888	11.730	11.652		-0.078	-1	56,966	-29
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/09/10	24/01/11	119		Siemens Gamesa	100	11,320	5.032	5.810	4.254	-0.778	-15	48,159	-40
long	24/01/11	28/02/11	35		Sacyr	100	8,817	5.462	7.082		1.620	30	62,443	1,401
short	28/02/11	21/03/11	21		Banco Sabadell	100	24,700	2.528	2.535	2.521	-0.007	0	62,270	-5
long	21/03/11	4/04/11	14		Sacyr	100	8,584	7.254	7.471		0.217	3	64,133	116
short	4/04/11	6/02/12	308		Banco Sabadell	100	25,766	2.489	2.331	2.658	0.169	7	68,480	8
long	6/02/12	13/02/12	7		Bankinter	100	19,837	3.452	3.297		-0.155	-4	65,405	-91
short	13/02/12	20/08/12	189		Sacyr	100	19,735	3.314	1.284	8.553	5.239	158	168,804	524
long	20/08/12	5/11/12	77		Grifols	100	15,018	11.240	13.025		1.785	16	195,611	101
short	5/11/12	7/01/13	63		Banco Popular	100	32,601	6.000	3.500	10.286	4.286	71	335,330	2,171
long	7/01/13	4/02/13	28		Mediaset Esp	100	58,871	5.696	5.150		-0.546	-10	303,186	-73
short	4/02/13	9/09/13	217		Bankia	100	13,816	21.944	3.016	159.662	137.718	628	2,205,891	2,717
long	9/09/13	16/12/13	98		Siemens Gamesa	100	410,016	5.380	7.030		1.650	31	2,882,417	171
short	16/12/13	20/01/14	35		Acciona	100	72,495	39.760	48.255	31.265	-8.495	-21	2,266,572	-92
long	20/01/14	27/01/14	7		Siemens Gamesa	100	268,106	8.454	7.622		-0.832	-10	2,043,508	-100
short	27/01/14	17/02/14	21		Repsol	100	116,605	17.525	17.625	17.425	-0.100	-1	2,031,848	-9
long	17/02/14	10/03/14	21		Siemens Gamesa	100	243,305	8.351	8.580		0.229	3	2,087,565	60
short	10/03/14	9/06/14	91		Inditex	100	99,550	20.970	21.750	20.190	-0.780	-4	2,009,916	-14
long	9/06/14	16/06/14	7		Bankia	100	328,632	6.116	5.880		-0.236	-4	1,932,358	-87
short	16/06/14	2/03/15	259		ArcelorMittal	100	58,931	32.790	28.860	37.255	4.465	14	2,195,497	20
long	2/03/15	9/03/15	7		Intl. Cons. Airlines	100	277,911	7.900	7.660		-0.240	-3	2,128,798	-80
short	9/03/15	23/03/15	14		Endesa	100	120,680	17.640	18.130	17.150	-0.490	-3	2,069,665	-52
long	23/03/15	11/05/15	49		Intl. Cons. Airlines	100	255,514	8.100	7.890		-0.210	-3	2,016,007	-18
short	11/05/15	25/04/16	350		Obrascón Huarte Lain	100	105,329	19.140	5.840	62.729	43.589	228	6,607,235	245
long	25/04/16	9/05/16	14		aena	100	54,740	120.700	123.100		2.400	2	6,738,611	67
short	9/05/16	12/09/16	126		Banco Popular	100	3,271,170	2.060	1.210	3.507	1.447	70	11,472,321	367
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	12/09/16	19/09/16	7		Siemens Gamesa	100	551,553	20.800	21.350		0.550	3	11,775,675	290
short	19/09/16	6/02/17	140		Banco Popular	100	10,803,371	1.090	0.849	1.399	0.309	28	15,118,238	92
long	6/02/17	27/02/17	21		ArcelorMittal	100	685,634	22.050	25.230		3.180	14	17,298,555	940
short	27/02/17	20/03/17	21		Banco Popular	100	21,303,638	0.812	0.930	0.694	-0.118	-15	14,784,725	-93
long	20/03/17	5/06/17	77		ArcelorMittal	100	583,914	25.320	18.810		-6.510	-26	10,983,445	-76
short	5/06/17	11/03/19	644		ArcelorMittal	100	583,915	18.810	20.365	17.255	-1.555	-8	10,075,457	-5
long	11/03/19	25/03/19	14		Acciona	100	112,953	89.200	97.620		8.420	9	11,026,522	950
short	25/03/19	21/10/19	210		DIA	100	17,750,356	0.621	0.441	0.875	0.254	41	15,531,562	81
long	21/10/19	4/11/19	14		Cellnex	100	393,702	39.450	37.850		-1.600	-4	14,901,639	-66
short	4/11/19	11/11/19	7		DIA	100	81,787,259	0.182	0.132	0.252	0.070	38	20,634,926	> 999,999
long	11/11/19	25/11/19	14		Cellnex	100	557,700	37.000	37.630		0.630	2	20,986,277	55
short	25/11/19	1/06/20	189		DIA	100	83,610,663	0.251	0.115	0.549	0.298	119	45,927,337	354
long	1/06/20	15/06/20	14		Cellnex	100	907,654	50.600	50.240		-0.360	-1	45,600,582	-17
short	15/06/20	30/11/20	168		Banco Sabadell	100	139,750,480	0.326	0.326	0.327	0.001	0	45,712,382	1
long	30/11/20	25/01/21	56		Siemens Gamesa	100	1,527,309	29.930	36.640		6.710	22	55,960,626	274
short	25/01/21	12/04/21	77		Intl. Cons. Airlines	100	35,395,715	1.581	2.386	0.776	-0.805	-51	27,467,075	-97
long	12/04/21	19/04/21	7		ArcelorMittal	100	1,127,085	24.370	24.745		0.375	2	27,889,732	122
short	19/04/21	10/05/21	21		Cellnex	100	608,680	45.820	47.020	44.620	-1.200	-3	27,159,316	-37
long	10/05/21	17/05/21	7		ArcelorMittal	100	984,746	27.580	26.995		-0.585	-2	26,583,240	-67
short	17/05/21	23/05/22	371		Pharma Mar	100	317,905	83.620	69.900	100.033	16.413	20	31,801,014	19
long	23/05/22	30/05/22	7		Solaria Energía	100	1,418,421	22.420	21.960		-0.460	-2	31,148,541	-66
short	30/05/22	4/10/22	127		Fluidra	100	1,238,018	25.160	15.950	39.688	14.528	58	49,134,590	271
accum	9/01/06	4/10/22	6113	days out of 6120 invested (100%)							491,246		49,134,590	66

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Bankia	short	4/02/13	9/09/13	217	21.94	3.02	159.66	137.72	627.59
	long	9/06/14	16/06/14	7	6.12	5.88		-0.24	-3.86	599.51
Sacyr	long	7/08/06	8/01/07	154	24.18	37.11		12.93	53.48
	short	10/12/07	7/04/08	119	24.56	18.85	32.00	7.44	30.31
	long	24/01/11	28/02/11	35	5.46	7.08		1.62	29.66
	long	21/03/11	4/04/11	14	7.25	7.47		0.22	2.99
	short	13/02/12	20/08/12	189	3.31	1.28	8.55	5.24	158.10	589.35
Obrascón Huarte Lain	long	9/01/06	16/01/06	7	12.53	12.58		0.05	0.37
	long	6/02/06	8/05/06	91	14.12	17.82		3.70	26.23
	long	12/02/07	26/02/07	14	28.50	31.87		3.38	11.84
	long	3/08/09	10/08/09	7	16.12	17.82		1.70	10.56
	long	24/08/09	26/10/09	63	18.10	17.60		-0.50	-2.77
	short	11/05/15	25/04/16	350	19.14	5.84	62.73	43.59	227.74	399.21
DIA	short	25/03/19	21/10/19	210	0.62	0.44	0.88	0.25	40.86
	short	4/11/19	11/11/19	7	0.18	0.13	0.25	0.07	38.47
	short	25/11/19	1/06/20	189	0.25	0.11	0.55	0.30	118.84	326.86
Banco Popular	long	11/05/09	6/07/09	56	29.85	28.20		-1.65	-5.53
	short	5/11/12	7/01/13	63	6.00	3.50	10.29	4.29	71.43
	short	9/05/16	12/09/16	126	2.06	1.21	3.51	1.45	70.25
	short	19/09/16	6/02/17	140	1.09	0.85	1.40	0.31	28.39
	short	27/02/17	20/03/17	21	0.81	0.93	0.69	-0.12	-14.53	202.54
Fluidra	short	30/05/22	4/10/22	127	25.16	15.95	39.69	14.53	57.74	57.74
Mediaset Esp	short	14/04/08	28/04/08	14	12.00	12.04	11.95	-0.04	-0.38
	short	5/05/08	11/05/09	371	12.94	7.41	22.59	9.65	74.62
	long	7/01/13	4/02/13	28	5.70	5.15		-0.55	-9.59	57.29
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Grifols	long	21/05/07	11/06/07	21	7.22	7.40		0.18	2.42
	short	26/10/09	9/08/10	287	5.59	4.54	6.86	1.28	22.91
	long	20/08/12	5/11/12	77	11.24	13.03		1.79	15.88	45.88
Siemens Gamesa	short	16/08/10	20/09/10	35	5.75	5.36	6.18	0.42	7.37
	short	27/09/10	24/01/11	119	5.03	5.81	4.25	-0.78	-15.46
	long	9/09/13	16/12/13	98	5.38	7.03		1.65	30.67
	long	20/01/14	27/01/14	7	8.45	7.62		-0.83	-9.84
	long	17/02/14	10/03/14	21	8.35	8.58		0.23	2.74
	long	12/09/16	19/09/16	7	20.80	21.35		0.55	2.64
	long	30/11/20	25/01/21	56	29.93	36.64		6.71	22.42	38.06
Pharma Mar	short	17/05/21	23/05/22	371	83.62	69.90	100.03	16.41	19.63	19.63
Banco Sabadell	short	28/02/11	21/03/11	21	2.53	2.54	2.52	-0.01	-0.28
	short	4/04/11	6/02/12	308	2.49	2.33	2.66	0.17	6.78
	short	15/06/20	30/11/20	168	0.33	0.33	0.33	0.00	0.25	6.74
Banco Bilbao Viz	short	11/06/07	3/12/07	175	17.02	15.98	18.12	1.11	6.50	6.50
Repsol	short	8/05/06	7/08/06	91	22.86	22.01	23.74	0.88	3.86
	short	27/01/14	17/02/14	21	17.53	17.63	17.43	-0.10	-0.57	3.27
Telefónica	short	16/01/06	6/02/06	21	12.87	12.49	13.26	0.39	3.04	3.04
aena	long	25/04/16	9/05/16	14	120.70	123.10		2.40	1.99	1.99
Solaria Energía	long	23/05/22	30/05/22	7	22.42	21.96		-0.46	-2.05	-2.05
Endesa	short	9/03/15	23/03/15	14	17.64	18.13	17.15	-0.49	-2.78	-2.78
Inditex	long	9/08/10	16/08/10	7	10.19	10.21		0.02	0.24
	long	20/09/10	27/09/10	7	11.73	11.65		-0.08	-0.66
	short	10/03/14	9/06/14	91	20.97	21.75	20.19	-0.78	-3.72	-4.13
Bankinter	long	6/02/12	13/02/12	7	3.45	3.30		-0.16	-4.49	-4.49
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Cellnex	long	21/10/19	4/11/19	14	39.45	37.85		-1.60	-4.06
	long	11/11/19	25/11/19	14	37.00	37.63		0.63	1.70
	long	1/06/20	15/06/20	14	50.60	50.24		-0.36	-0.71
	short	19/04/21	10/05/21	21	45.82	47.02	44.62	-1.20	-2.62	-5.65
Enágas	short	8/01/07	12/02/07	35	16.72	17.84	15.60	-1.12	-6.70
	short	26/02/07	21/05/07	84	17.94	18.02	17.86	-0.08	-0.45	-7.11
Acciona	long	3/12/07	10/12/07	7	234.50	235.10		0.60	0.26
	short	16/12/13	20/01/14	35	39.76	48.26	31.27	-8.50	-21.37
	long	11/03/19	25/03/19	14	89.20	97.62		8.42	9.44	-13.72
ArcelorMittal	long	7/04/08	14/04/08	7	164.40	157.20		-7.20	-4.38
	long	28/04/08	5/05/08	7	174.00	174.15		0.15	0.09
	short	16/06/14	2/03/15	259	32.79	28.86	37.26	4.47	13.62
	long	6/02/17	27/02/17	21	22.05	25.23		3.18	14.42
	long	20/03/17	5/06/17	77	25.32	18.81		-6.51	-25.71
	short	5/06/17	11/03/19	644	18.81	20.37	17.26	-1.56	-8.27
	long	12/04/21	19/04/21	7	24.37	24.75		0.38	1.54
	long	10/05/21	17/05/21	7	27.58	27.00		-0.58	-2.12	-15.73
Naturgy	short	6/07/09	3/08/09	28	12.33	13.53	11.13	-1.20	-9.74
	short	10/08/09	24/08/09	14	13.61	14.66	12.56	-1.05	-7.71	-16.70
Intl. Cons. Airlines	long	2/03/15	9/03/15	7	7.90	7.66		-0.24	-3.04
	long	23/03/15	11/05/15	49	8.10	7.89		-0.21	-2.59
	short	25/01/21	12/04/21	77	1.58	2.39	0.78	-0.81	-50.92	-53.64

Annotations

3/08/18	IBEX 35	CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief)
3/07/18	Gas Natural	renames Naturgy Energy
19/06/17	IBEX 35	Inmobiliaria Colonial replaces Banco Popular
7/06/17	IBEX 35	Banco Popular was excluded from the index
18/05/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/11/16	IBEX 35	Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr
11/07/16	Red Eléctrica	forward stock split 1:4 (four for one)
4/01/16	Grifols	forward stock split 1:2 (two for one)
29/12/15	IBEX 35	complete analysis
21/12/15	IBEX 35	Merlin Properties replaces Abengoa
	Merlin Properties	recording started
26/08/15	IBEX 35	complete analysis
24/08/15	IBEX 35	Acerinox and aena replace BME and Jazztel
	aena	recording started


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