Assessment - Indices - 4/15/24 - RS = 26
⇐
⇓ freshest
⇓ 4/15/24
⇓ 10/16/23
prc diff
⇓ Curr
∅-RS
Merval
1,175,720.000
17:39
0.29
1,197,530.000
-1.82
760,674.000
436,856.000
57.43
ARS
106.56
OMXC 20
2,595.730
15:05
-0.77
2,648.050
-1.98
2,220.070
427.980
19.28
DKK
19.27
Nikkei 225
38,079.700
06:15
0.31
39,232.800
-2.94
31,659.000
7,573.800
23.92
JPY
17.74
DJ Global Titans
600.580
17:13
-0.17
617.160
-2.69
510.960
106.200
20.78
USD
17.04
L
MIB 40
33,881.500
15:35
0.74
33,954.300
-0.21
28,391.600
5,562.700
19.59
EUR
15.98
L
AEX
865.360
16:05
884.070
-2.12
735.390
148.680
20.22
EUR
13.85
S&P Global 100
3,498.560
17:13
-0.13
3,583.240
-2.36
3,034.510
548.730
18.08
USD
13.68
NASDAQ-100
17,426.400
17:20
-0.38
17,706.800
-1.58
15,172.700
2,534.100
16.70
USD
13.44
L
ISEQ-Overall
9,941.690
16:05
1.15
9,898.350
0.44
8,270.780
1,627.570
19.68
EUR
13.37
S&P 100
2,379.960
17:20
-0.15
2,401.320
-0.89
2,059.090
342.230
16.62
USD
12.65
L
Euro Stoxx 50
4,936.570
16:00
0.46
4,984.480
-0.96
4,149.860
834.620
20.11
EUR
12.61
S&P 500
5,013.360
17:20
-0.18
5,061.820
-0.96
4,373.630
688.190
15.73
USD
11.29
L
DAX
17,837.400
15:30
0.38
18,026.600
-1.05
15,238.000
2,788.600
18.30
EUR
10.98
L
OMXS30
2,517.690
15:29
0.50
2,523.400
-0.23
2,190.780
332.620
15.18
SEK
10.92
L
IBEX 35
10,765.000
15:35
1.23
10,687.200
0.73
9,287.100
1,400.100
15.08
EUR
10.51
BSE Sensex
72,489.000
10:00
-0.62
73,399.800
-1.24
66,166.900
7,232.900
10.93
INR
9.53
Athex Large Cap
3,351.700
14:19
1.20
3,372.550
-0.62
2,867.070
505.480
17.63
EUR
9.38
L
CDAX
1,536.390
16:00
0.43
1,554.000
-1.13
1,336.920
217.080
16.24
EUR
9.18
L
ATX
3,538.380
15:50
0.87
3,539.240
-0.02
3,158.470
380.770
12.06
EUR
8.85
L
Stoxx 50
4,335.150
16:00
0.19
4,390.030
-1.25
3,944.840
445.190
11.29
EUR
8.45
L
CAC 40
8,023.260
16:05
0.52
8,045.110
-0.27
7,022.190
1,022.920
14.57
EUR
8.44
L
OBX Price
596.500
15:11
-0.41
605.450
-1.48
586.370
19.080
3.25
NOK
7.92
L
Kospi 50
2,477.860
09:05
1.60
2,530.850
-2.09
2,237.580
293.270
13.11
KRW
7.61
L
SDAX
14,032.400
16:00
0.24
14,258.100
-1.58
12,666.200
1,591.900
12.57
EUR
6.47
ASX 50
7,485.800
06:55
0.43
7,608.400
-1.61
6,905.200
703.200
10.18
AUD
6.33
⇓ freshest
⇓ 4/15/24
⇓ 10/16/23
prc diff
⇓ Curr
∅-RS
DJIA
37,945.000
14:00
0.51
37,735.100
0.56
33,984.500
3,750.600
11.04
USD
6.22
TSX 60
1,296.370
17:20
-0.05
1,302.260
-0.45
1,180.240
122.020
10.34
CAD
5.86
SLI® PR
1,836.780
15:30
-0.12
1,869.680
-1.76
1,704.750
164.930
9.67
CHF
5.85
L
CAC Mid 60
14,585.100
16:05
0.58
14,636.500
-0.35
12,982.400
1,654.100
12.74
EUR
5.68
L
BEL 20
3,826.580
16:05
0.84
3,853.740
-0.70
3,518.400
335.340
9.53
EUR
5.68
L
FTSE
7,877.050
15:35
0.37
7,965.530
-1.11
7,630.630
334.900
4.39
GBP
4.83
TecDAX
3,210.840
16:00
-1.42
3,334.320
-3.70
2,941.220
393.100
13.37
EUR
4.12
IPC
55,415.700
Wed
-0.68
55,984.000
-1.02
49,832.200
6,151.800
12.35
MXN
3.58
L
NZX 50
11,836.000
05:46
-0.33
11,916.800
-0.68
11,185.100
731.700
6.54
NZD
2.31
SMI® PR
11,230.400
15:55
-0.01
11,395.800
-1.45
10,889.000
506.800
4.65
CHF
2.07
CAC Next 20
17,471.900
16:05
0.31
17,658.900
-1.06
16,354.200
1,304.700
7.98
EUR
1.64
PSI 20
6,327.700
16:05
1.50
6,268.880
0.94
6,116.560
152.320
2.49
EUR
1.50
L
OMXH 25
4,400.560
15:35
0.47
4,425.860
-0.57
4,252.100
173.760
4.09
EUR
0.17
L
STI
3,187.660
09:20
1.05
3,183.610
0.13
3,163.890
19.720
0.62
SGD
-0.19
L
MDAX
26,189.400
16:00
1.01
26,447.100
-0.97
25,019.400
1,427.700
5.71
EUR
-0.65
L
SSE 50 ew
1,884.170
07:00
0.04
1,869.310
0.79
1,891.440
-22.130
-1.17
CNY
-1.19
L
HSI
16,385.900
08:08
0.83
16,600.500
-1.29
17,640.400
-1,039.900
-5.89
HKD
-6.26
Indices - 42 out of 42 instruments rated - 4/15/24 / 10/16/23 - 40 did rise, Market-Ratio(26) = 95.24 %
Technical Chart
Transactions Indices * 26 - 60/40 (1)
⇐ L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
1/02/06 7/17/06 196 - cash -
short
7/17/06
7/24/06
7
NASDAQ-100
100
6
USD
1,468.500
1,482.340
1,454.660
-13.840
-1
9,917
-39
long
7/24/06
9/11/06
49
RTX
100
4
USD
2,424.620
2,381.960
-42.660
-2
9,746
-12
short
9/11/06
10/09/06
28
Merval
100
5
ARS
1,627.750
1,664.570
1,590.930
-36.820
-2
9,562
-26
long
10/09/06
8/20/07
315
SSE 50 ew
100
8
CNY
1,149.580
4,104.660
2,955.080
257
33,203
337
short
8/20/07
9/03/07
14
ISEQ-Overall
100
3
EUR
8,327.390
8,188.270
8,468.874
141.484
2
33,627
55
long
9/03/07
11/12/07
70
SSE 50 ew
100
8
CNY
4,111.930
4,133.350
21.420
1
33,799
3
short
11/12/07
4/27/09
532
ISEQ-Overall
100
4
EUR
6,969.250
2,622.050
18,523.844
11,554.594
166
80,017
96
long
4/27/09
5/24/10
392
SSE 50 ew
100
42
CNY
1,895.700
1,957.940
62.240
3
82,631
3
short
5/24/10
8/02/10
70
Athex Large Cap
100
10
EUR
7,714.900
8,669.200
6,760.600
-954.300
-12
73,088
-50
long
8/02/10
8/30/10
28
OMXC 20
100
173
DKK
420.850
393.790
-27.060
-6
68,407
-58
short
8/30/10
10/25/10
56
Athex Large Cap
100
9
EUR
7,593.600
7,980.100
7,207.100
-386.500
-5
64,928
-29
long
10/25/10
6/13/11
231
Merval
100
21
ARS
3,007.410
3,269.280
261.870
9
70,428
14
short
6/13/11
2/06/12
238
Athex Large Cap
100
12
EUR
5,583.900
3,304.400
9,435.885
3,851.985
69
116,651
124
long
2/06/12
6/04/12
119
ISEQ-Overall
100
37
EUR
3,101.840
2,961.790
-140.050
-5
111,469
-13
short
6/04/12
6/11/12
7
Athex Large Cap
100
62
EUR
1,790.300
1,806.500
1,774.100
-16.200
-1
110,465
-38
long
6/11/12
8/20/12
70
OMXC 20
100
255
DKK
432.370
494.490
62.120
14
126,306
101
short
8/20/12
10/01/12
42
Athex Large Cap
100
55
EUR
2,268.200
2,698.500
1,837.900
-430.300
-19
102,639
-84
long
10/01/12
10/13/14
742
OMXC 20
100
205
DKK
499.780
700.244
200.464
40
143,734
18
short
10/13/14
1/19/15
98
PSI 20
100
27
EUR
5,234.830
5,059.920
5,415.786
180.956
3
148,620
13
long
1/19/15
8/24/15
217
SSE 50 ew
100
64
CNY
2,308.930
2,195.270
-113.660
-5
141,346
-8
short
8/24/15
3/28/16
217
Athex Large Cap
100
86
EUR
1,626.700
1,527.300
1,732.569
105.869
7
150,451
11
long
3/28/16
4/11/16
14
NZX 50
100
22
NZD
6,662.550
6,725.100
62.550
1
151,827
28
short
4/11/16
7/11/16
91
Athex Large Cap
100
99
EUR
1,529.600
1,472.700
1,588.698
59.098
4
157,677
16
long
7/11/16
6/25/18
714
Merval
100
10
ARS
14,977.300
28,859.800
13,882.500
93
296,502
40
short
6/25/18
8/06/18
42
SSE 50 ew
100
138
CNY
2,143.200
2,027.360
2,265.659
122.459
6
313,402
62
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield long
8/06/18
10/15/18
70
TecDAX
100
106
EUR
2,938.570
2,588.330
-350.240
-12
276,276
-48
short
10/15/18
4/08/19
175
Athex Large Cap
100
166
EUR
1,661.230
1,929.580
1,392.880
-268.350
-16
231,730
-31
long
4/08/19
3/09/20
336
SSE 50 ew
100
94
CNY
2,458.910
2,356.010
-102.900
-4
222,058
-5
short
3/09/20
9/07/20
182
Athex Large Cap
100
144
EUR
1,531.910
1,535.780
1,528.040
-3.870
0
221,500
-1
long
9/07/20
1/24/22
504
NASDAQ-100
100
19
USD
11,622.100
14,509.600
2,887.500
25
276,363
17
short
1/24/22
12/12/22
322
SDAX
100
19
EUR
14,463.900
12,192.800
17,158.028
2,694.128
19
327,551
21
long
12/12/22
8/21/23
252
Merval
100
1
ARS
166,466.000
584,293.000
417,827.000
251
745,378
516
short
8/21/23
9/11/23
21
OMXH 25
100
177
EUR
4,201.610
4,377.050
4,026.170
-175.440
-4
714,325
-52
long
9/11/23
10/02/23
21
Merval
100
1
ARS
514,074.000
556,828.000
42,754.000
8
757,079
301
short
10/02/23
12/11/23
70
OMXH 25
100
179
EUR
4,221.680
4,426.450
4,016.910
-204.770
-5
720,426
-23
long
12/11/23
4/18/24
129
Merval
100
0
ARS
976,823.000
1,175,720.000
198,897.000
20
720,426
0
accum 7/17/06
4/18/24 6485
days out of 6681 invested (97%)
7,104
720,426
27
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Merval short 9/11/06 10/09/06 28 1,627.75 1,664.57 1,590.93 -36.82 -2.26 long 10/25/10 6/13/11 231 3,007.41 3,269.28 261.87 8.71 long 7/11/16 6/25/18 714 14,977.30 28,859.80 13,882.50 92.69 long 12/12/22 8/21/23 252 166,466.00 584,293.00 417,827.00 251.00 long 9/11/23 10/02/23 21 514,074.00 556,828.00 42,754.00 8.32 long 12/11/23 4/18/24 129 976,823.00 1,175,720.00 198,897.00 20.36 836.85 SSE 50 ew long 10/09/06 8/20/07 315 1,149.58 4,104.66 2,955.08 257.06 long 9/03/07 11/12/07 70 4,111.93 4,133.35 21.42 0.52 long 4/27/09 5/24/10 392 1,895.70 1,957.94 62.24 3.28 long 1/19/15 8/24/15 217 2,308.93 2,195.27 -113.66 -4.92 short 6/25/18 8/06/18 42 2,143.20 2,027.36 2,265.66 122.46 5.71 long 4/08/19 3/09/20 336 2,458.91 2,356.01 -102.90 -4.18 257.00 ISEQ-Overall short 8/20/07 9/03/07 14 8,327.39 8,188.27 8,468.87 141.48 1.70 short 11/12/07 4/27/09 532 6,969.25 2,622.05 18,523.84 11,554.59 165.79 long 2/06/12 6/04/12 119 3,101.84 2,961.79 -140.05 -4.52 158.11 OMXC 20 long 8/02/10 8/30/10 28 420.85 393.79 -27.06 -6.43 long 6/11/12 8/20/12 70 432.37 494.49 62.12 14.37 long 10/01/12 10/13/14 742 499.78 700.24 200.46 40.11 49.94 NASDAQ-100 short 7/17/06 7/24/06 7 1,468.50 1,482.34 1,454.66 -13.84 -0.94 long 9/07/20 1/24/22 504 11,622.10 14,509.60 2,887.50 24.84 23.67 SDAX short 1/24/22 12/12/22 322 14,463.90 12,192.80 17,158.03 2,694.13 18.63 18.63 Athex Large Cap short 5/24/10 8/02/10 70 7,714.90 8,669.20 6,760.60 -954.30 -12.37 short 8/30/10 10/25/10 56 7,593.60 7,980.10 7,207.10 -386.50 -5.09 short 6/13/11 2/06/12 238 5,583.90 3,304.40 9,435.89 3,851.99 68.98 short 6/04/12 6/11/12 7 1,790.30 1,806.50 1,774.10 -16.20 -0.90 short 8/20/12 10/01/12 42 2,268.20 2,698.50 1,837.90 -430.30 -18.97 short 8/24/15 3/28/16 217 1,626.70 1,527.30 1,732.57 105.87 6.51 short 4/11/16 7/11/16 91 1,529.60 1,472.70 1,588.70 59.10 3.86 short 10/15/18 4/08/19 175 1,661.23 1,929.58 1,392.88 -268.35 -16.15 short 3/09/20 9/07/20 182 1,531.91 1,535.78 1,528.04 -3.87 -0.25 4.41 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total PSI 20 short 10/13/14 1/19/15 98 5,234.83 5,059.92 5,415.79 180.96 3.46 3.46 NZX 50 long 3/28/16 4/11/16 14 6,662.55 6,725.10 62.55 0.94 0.94 RTX long 7/24/06 9/11/06 49 2,424.62 2,381.96 -42.66 -1.76 -1.76 OMXH 25 short 8/21/23 9/11/23 21 4,201.61 4,377.05 4,026.17 -175.44 -4.18 short 10/02/23 12/11/23 70 4,221.68 4,426.45 4,016.91 -204.77 -4.85 -8.82 TecDAX long 8/06/18 10/15/18 70 2,938.57 2,588.33 -350.24 -11.92 -11.92
Annotations
9/28/23 Nikkei 225 stock split 1:4 (four for one) 2/20/15 Indices Build and analyzed.
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