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Assessment - STOXX Europe 50 in Dollar - 9/01/23 - RS = 22

historical assessment - show freshest

		instrument	freshest		⇓ Δday	9/01/23	⇓ Δwk	8/08/22	prc diff	⇓ Δ22	⇓∅-RS
		Stoxx 50	4,671.687	12/08/24	-0.16	4,132.191		3,736.757	395.434	10.58	9.25
	L	ABB	49.506	12/08/24	0.55	33.113		29.793	3.320	11.15	10.67
	S	Air Liquide	174.534	12/08/24	-0.79	153.285		137.271	16.014	11.67	5.40
		Airbus	143.843	12/08/24	-0.45	126.357		108.213	18.144	16.77	14.93
		Allianz	275.190	12/08/24		229.755		181.450	48.305	26.62	13.82
		Anheuser-Busch InBev	59.361	12/08/24	-0.47	61.049		53.984	7.065	13.09	10.56
		ASML	843.743	12/08/24	0.08	630.818		571.980	58.838	10.29	15.45
	L	AstraZeneca	15,591.229	12/08/24	0.63	14,317.579		12,947.406	1,370.173	10.58	14.54
		Axa	34.789	12/08/24	-0.77	29.471		24.334	5.137	21.11	14.01
		Banco Santander	4.397	12/08/24	-0.24	3.247		2.606	0.641	24.61	12.19
	S	BASF	44.392	12/08/24	-0.22	56.823		45.709	11.114	24.31	12.01
	L	BAT	3,417.139	12/08/24		4,006.995		3,951.654	55.341	1.40	-2.26
	L	Bayer	27.917	12/08/24	-0.04	55.769		54.025	1.744	3.23	-3.50
		BNP Paribas	63.716	12/08/24		63.469		49.490	13.979	28.25	20.13
		BP	536.299	12/08/24	1.35	584.732		503.081	81.652	16.23	13.53
		Deutsche Post	38.757	12/08/24	-0.36	40.698		41.445	-0.747	-1.80	0.11
	L	Deutsche Telekom	26.594	12/08/24	0.49	21.353		19.155	2.198	11.47	12.88
	S	Diageo	2,990.759	12/08/24	1.03	4,434.594		4,679.749	-245.154	-5.24	-3.08
		Enel	6.923	12/08/24	0.44	6.021		5.134	0.887	17.27	7.19
		EssilorLuxottica	222.926	12/08/24	-0.58	189.106		165.187	23.919	14.48	13.98
		Glencore	500.493	12/08/24	1.27	661.956		562.355	99.601	17.71	13.00
		GSK	1,917.794	12/08/24	0.42	1,734.067		2,005.313	-271.246	-13.53	-8.91
		Hermes International	2,157.212	12/08/24	-0.50	1,732.437		1,384.037	348.400	25.17	32.65
	L	HSBC	785.539	12/08/24	0.22	687.088		659.213	27.874	4.23	9.72
	L	Iberdrola	13.017	12/08/24	0.29	11.657		10.846	0.811	7.48	8.15
		instrument	freshest		⇓ Δday	9/01/23	⇓ Δwk	8/08/22	prc diff	⇓ Δ22	⇓∅-RS
		ING Groep	16.380	12/08/24	0.21	13.193		9.614	3.578	37.22	25.42
		L´Oreal	405.042	12/08/24	-1.59	393.428		368.328	25.099	6.81	9.33
	S	LVMH	682.974	12/08/24	-0.14	816.859		703.089	113.770	16.18	21.78
	S	Mercedes-Benz	61.813	12/08/24	-0.57	72.395		61.698	10.697	17.34	12.82
	L	Münchener Rück	472.307	12/08/24	1.01	348.746		233.037	115.709	49.65	34.32
	S	National Grid	1,193.620	12/08/24	-0.04	1,265.720		1,371.598	-105.879	-7.72	-3.80
	L	Nestlé	96.424	12/08/24	-0.40	121.422		120.951	0.471	0.39	1.37
	L	Novartis	105.235	12/08/24	0.16	92.801		86.163	6.638	7.70	8.75
		Novo Nordisk	129.103	12/08/24	-2.80	69.236		51.425	17.812	34.64	26.96
	L	Prosus	35.326	12/08/24	1.77	36.638		29.936	6.703	22.39	37.27
		Reckitt Benckiser	5,099.479	12/08/24		7,185.629		8,028.987	-843.358	-10.50	-4.21
		RELX	4,307.717	12/08/24	0.57	2,844.972		2,897.879	-52.907	-1.83	1.22
	L	Richemont	139.458	12/08/24	1.22	146.583		120.113	26.470	22.04	26.69
		Rio Tinto	6,029.096	12/08/24	0.56	7,430.843		5,990.925	1,439.919	24.03	14.82
	L	Roche	302.195	12/08/24	0.25	316.989		330.756	-13.767	-4.16	-8.34
		Safran	206.688	12/08/24	-0.18	131.347		109.519	21.828	19.93	19.78
		Sanofi	102.882	12/08/24	-0.60	97.257		98.816	-1.559	-1.58	1.96
		SAP	203.569	12/08/24	-0.33	112.442		94.990	17.452	18.37	12.17
		Schneider Electric	227.174	12/08/24	0.38	155.737		135.067	20.669	15.30	12.73
		Shell	35.514	12/08/24	0.93	29.127		26.181	2.946	11.25	8.82
		Siemens	169.050	12/08/24	0.01	148.768		111.621	37.147	33.28	22.03
		TotalEnergies	66.372	12/08/24	0.60	62.716		50.831	11.885	23.38	17.22
		UBS	27.032	12/08/24	0.44	20.174		16.546	3.628	21.93	17.19
	L	Unilever Plc	5,750.943	12/08/24	-0.34	5,117.778		4,836.244	281.534	5.82	8.92
	S	Vinci	110.388	12/08/24	-0.77	107.269		94.582	12.687	13.41	11.56
		instrument	freshest		⇓ Δday	9/01/23	⇓ Δwk	8/08/22	prc diff	⇓ Δ22	⇓∅-RS
	L	Zurich Insurance	505.507	12/08/24	0.85	489.299		443.905	45.394	10.23	8.74
Europe 50 - 50 out of 50 instruments rated - 9/01/23 / 8/08/22 - 42 did rise, Market-Ratio(22) in USD = 84.00 %

Technical Chart

	Europe 50 RS = 22 - B/S = 28/27

3/01/22	scale up chart	1/07/24

Transactions STOXX Europe 50 in Dollar * A22 - 28/27 (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		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	4,624	2.162	2.094	2.232	0.070	3	10,324	129
long	26/06/06	21/01/08	574		ABB	100	845	12.207	21.665		9.458	77	18,315	44
short	21/01/08	21/04/08	91		UBS	100	499	36.684	35.295	38.128	1.444	4	19,036	17
long	21/04/08	28/04/08	7		Rio Tinto	100	184	102.938	102.115		-0.823	-1	18,885	-34
short	28/04/08	23/06/08	56		UBS	100	537	35.126	21.301	57.924	22.798	65	31,127	2,505
long	23/06/08	30/06/08	7		Rio Tinto	100	319	97.522	99.043		1.521	2	31,612	124
short	30/06/08	11/08/08	42		UBS	100	1,501	21.051	21.417	20.684	-0.367	-2	31,062	-14
long	11/08/08	8/09/08	28		AstraZeneca	100	626	49.578	46.100		-3.478	-7	28,885	-61
short	8/09/08	30/03/09	203		UBS	100	1,331	21.687	8.860	53.082	31.395	145	70,671	400
long	30/03/09	6/04/09	7		AstraZeneca	100	2,099	33.664	35.243		1.580	5	73,987	993
short	6/04/09	13/04/09	7		Lloyds Bank	100	62,558	1.183	1.290	1.076	-0.107	-9	67,281	-99
long	13/04/09	30/08/10	504		Deutsche Bank	100	1,697	39.624	49.221		9.597	24	83,568	17
short	30/08/10	6/09/10	7		BP	100	14,139	5.910	6.281	5.540	-0.370	-6	78,331	-97
long	6/09/10	8/08/11	336		Novo Nordisk	100	8,928	8.773	10.958		2.184	25	97,832	27
short	8/08/11	19/12/11	133		Lloyds Bank	100	181,632	0.539	0.365	0.795	0.257	48	144,470	191
long	19/12/11	20/10/14	1036		Roche	100	853	169.180	284.848		115.668	68	243,135	20
short	20/10/14	10/11/14	21		Deutsche Bank	100	8,817	27.573	26.790	28.380	0.806	3	250,246	65
long	10/11/14	24/08/15	287		Novartis	100	3,253	76.924	80.211		3.287	4	260,937	5
short	24/08/15	26/10/15	63		Rio Tinto	100	7,676	33.991	38.176	29.805	-4.185	-12	228,811	-53
long	26/10/15	14/12/15	49		SAP	100	2,951	77.515	76.278		-1.237	-2	225,160	-11
short	14/12/15	28/12/15	14		Rio Tinto	100	8,049	27.973	29.853	26.094	-1.879	-7	210,033	-84
long	28/12/15	4/01/16	7		SAP	100	2,628	79.913	76.445		-3.468	-4	200,920	-90
short	4/01/16	25/01/16	21		Rio Tinto	100	7,175	28.001	22.920	34.208	6.207	22	245,457	3,146
long	25/01/16	28/03/16	63		SAP	100	3,112	78.851	79.305		0.455	1	246,872	3
short	28/03/16	18/04/16	21		Credit Suisse	100	17,232	14.326	15.076	13.577	-0.750	-5	233,956	-61
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	25/04/16	7		BAT	100	3,828	61.117	60.290		-0.827	-1	230,790	-51
short	25/04/16	16/05/16	21		Credit Suisse	100	15,262	15.121	13.694	16.697	1.576	10	254,845	460
long	16/05/16	5/03/18	658		BAT	100	4,204	60.615	58.436		-2.179	-4	245,683	-2
short	5/03/18	23/04/18	49		Imperial Brands	100	6,877	35.725	33.360	38.257	2.532	7	263,096	67
long	23/04/18	15/10/18	175		LVMH	100	766	343.022	302.075		-40.946	-12	231,731	-23
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	97,868	2.368	2.204	2.544	0.176	7	248,929	154
long	12/11/18	10/12/18	28		AstraZeneca	100	3,097	80.356	75.459		-4.897	-6	233,763	-56
short	10/12/18	11/02/19	63		Bayer	100	3,383	69.083	77.020	61.146	-7.937	-11	206,912	-51
long	11/02/19	2/03/20	385		Roche	100	762	271.318	328.913		57.595	21	250,799	20
short	2/03/20	22/06/20	112		Anheuser-Busch InBev	100	4,319	58.062	50.637	66.575	8.514	15	287,570	56
long	22/06/20	29/06/20	7		ASML	100	791	363.356	361.860		-1.496	0	286,387	-19
short	29/06/20	27/07/20	28		Airbus	100	4,025	71.148	72.847	69.449	-1.699	-2	279,547	-27
long	27/07/20	20/06/22	693		ASML	100	733	381.117	481.315		100.198	26	352,992	13
short	20/06/22	27/06/22	7		Adyen	100	270	1,303.788	1,504.988	1,102.587	-201.201	-15	298,668	-100
long	27/06/22	11/07/22	14		BAT	100	6,802	43.906	40.282		-3.624	-8	274,015	-89
short	11/07/22	25/07/22	14		Adidas	100	1,669	164.147	179.961	148.332	-15.815	-10	247,620	-93
long	25/07/22	5/09/22	42		Novo Nordisk	100	4,308	57.470	52.299		-5.171	-9	225,344	-56
short	5/09/22	7/11/22	63		Adidas	100	1,561	144.277	115.283	180.562	36.286	25	281,986	267
long	7/11/22	23/10/23	350		BP	100	48,762	5.783	6.513		0.730	13	317,581	13
short	23/10/23	30/10/23	7		Adyen	100	436	727.757	671.835	788.335	60.578	8	343,992	6,366
long	30/10/23	12/08/24	287		Novo Nordisk	100	3,569	96.364	128.428		32.064	33	458,430	44
accum	12/06/06	12/08/24	7307	days out of 7468 invested (98%)							4,484		458,430	21

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	21/01/08	21/04/08	91	36.68	35.30	38.13	1.44	3.94
	short	28/04/08	23/06/08	56	35.13	21.30	57.92	22.80	64.90
	short	30/06/08	11/08/08	42	21.05	21.42	20.68	-0.37	-1.74
	short	8/09/08	30/03/09	203	21.69	8.86	53.08	31.39	144.76	312.20
Roche	long	19/12/11	20/10/14	1036	169.18	284.85		115.67	68.37
	long	11/02/19	2/03/20	385	271.32	328.91		57.60	21.23	104.11
ABB	long	26/06/06	21/01/08	574	12.21	21.66		9.46	77.48	77.48
Novo Nordisk	long	6/09/10	8/08/11	336	8.77	10.96		2.18	24.90
	long	25/07/22	5/09/22	42	57.47	52.30		-5.17	-9.00
	long	30/10/23	12/08/24	287	96.36	128.43		32.06	33.27	51.48
Lloyds Bank	short	6/04/09	13/04/09	7	1.18	1.29	1.08	-0.11	-9.06
	short	8/08/11	19/12/11	133	0.54	0.36	0.80	0.26	47.67	34.29
Deutsche Bank	long	13/04/09	30/08/10	504	39.62	49.22		9.60	24.22
	short	20/10/14	10/11/14	21	27.57	26.79	28.38	0.81	2.92	27.85
ASML	long	22/06/20	29/06/20	7	363.36	361.86		-1.50	-0.41
	long	27/07/20	20/06/22	693	381.12	481.32		100.20	26.29	25.77
Anheuser-Busch InBev	short	2/03/20	22/06/20	112	58.06	50.64	66.58	8.51	14.66	14.66
Adidas	short	11/07/22	25/07/22	14	164.15	179.96	148.33	-15.81	-9.63
	short	5/09/22	7/11/22	63	144.28	115.28	180.56	36.29	25.15	13.09
Intesa Sanpaolo	short	15/10/18	12/11/18	28	2.37	2.20	2.54	0.18	7.42	7.42
Imperial Brands	short	5/03/18	23/04/18	49	35.72	33.36	38.26	2.53	7.09	7.09
BP	short	30/08/10	6/09/10	7	5.91	6.28	5.54	-0.37	-6.27
	long	7/11/22	23/10/23	350	5.78	6.51		0.73	12.62	5.56
Credit Suisse	short	28/03/16	18/04/16	21	14.33	15.08	13.58	-0.75	-5.23
	short	25/04/16	16/05/16	21	15.12	13.69	16.70	1.58	10.42	4.65
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novartis	long	10/11/14	24/08/15	287	76.92	80.21		3.29	4.27	4.27
Vodafone	short	12/06/06	26/06/06	14	2.16	2.09	2.23	0.07	3.24	3.24
Rio Tinto	long	21/04/08	28/04/08	7	102.94	102.11		-0.82	-0.80
	long	23/06/08	30/06/08	7	97.52	99.04		1.52	1.56
	short	24/08/15	26/10/15	63	33.99	38.18	29.81	-4.19	-12.31
	short	14/12/15	28/12/15	14	27.97	29.85	26.09	-1.88	-6.72
	short	4/01/16	25/01/16	21	28.00	22.92	34.21	6.21	22.17	0.68
Airbus	short	29/06/20	27/07/20	28	71.15	72.85	69.45	-1.70	-2.39	-2.39
SAP	long	26/10/15	14/12/15	49	77.51	76.28		-1.24	-1.60
	long	28/12/15	4/01/16	7	79.91	76.45		-3.47	-4.34
	long	25/01/16	28/03/16	63	78.85	79.31		0.45	0.58	-5.32
Adyen	short	20/06/22	27/06/22	7	1,303.79	1,504.99	1,102.59	-201.20	-15.43
	short	23/10/23	30/10/23	7	727.76	671.83	788.34	60.58	8.32	-8.39
AstraZeneca	long	11/08/08	8/09/08	28	49.58	46.10		-3.48	-7.02
	long	30/03/09	6/04/09	7	33.66	35.24		1.58	4.69
	long	12/11/18	10/12/18	28	80.36	75.46		-4.90	-6.09	-8.58
Bayer	short	10/12/18	11/02/19	63	69.08	77.02	61.15	-7.94	-11.49	-11.49
LVMH	long	23/04/18	15/10/18	175	343.02	302.08		-40.95	-11.94	-11.94
BAT	long	18/04/16	25/04/16	7	61.12	60.29		-0.83	-1.35
	long	16/05/16	5/03/18	658	60.62	58.44		-2.18	-3.60
	long	27/06/22	11/07/22	14	43.91	40.28		-3.62	-8.25	-12.75

Annotations

19/02/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
14/09/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
13/09/23	Novo Nordisk	stock split 1:2 (two for one)
18/07/22	GlaxoSmithKline	demergers OTC business -> Haleon
24/09/18	Europe 50	Safran replaces Imperial Brands
31/05/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
4/10/16	AB InBev	acquisition of SAB Miller completed
19/09/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
21/09/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
14/09/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
5/09/15	Europe 50	complete analysis
9/07/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
22/09/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


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