Assessment - Indices - 8/10/20 - RS = 17
⇐
⇓ freshest
⇓ 8/10/20
⇓ 4/13/20
prc diff
⇓ Curr
∅-RS
L
Merval
52,180.900
Mon
-0.28
52,180.900
28,880.600
23,300.300
80.68
ARS
50.21
L
NASDAQ-100
11,085.200
Mon
-0.49
11,085.200
8,332.740
2,752.460
33.03
USD
28.33
L
Kospi 50
2,248.680
06:30
1.37
2,218.280
1.37
1,687.020
531.260
31.49
KRW
18.95
L
SSE 50 ew
2,665.880
07:00
-1.38
2,703.150
-1.38
2,209.220
493.930
22.36
CNY
15.78
L
DJ Global Titans
398.470
06:35
0.05
398.380
0.02
325.660
72.720
22.33
USD
14.89
OMXC 20
1,314.610
08:30
1.86
1,290.660
1.86
1,088.720
201.940
18.55
DKK
14.74
L
S&P 100
1,550.690
Mon
0.18
1,550.690
1,266.470
284.220
22.44
USD
14.17
L
S&P Global 100
2,288.540
06:35
0.32
2,288.580
1,905.710
382.870
20.09
USD
11.87
L
S&P 500
3,360.470
Mon
0.27
3,360.470
2,761.630
598.840
21.68
USD
11.63
L
SDAX
12,364.700
08:11
1.33
12,202.600
1.33
10,041.900
2,160.700
21.52
EUR
8.81
L
NZX 50
11,645.300
05:00
-0.33
11,683.400
-0.33
9,963.900
1,719.500
17.26
NZD
6.69
L
MDAX
27,621.100
08:09
1.64
27,175.400
1.64
22,100.200
5,075.200
22.96
EUR
6.68
L
OMXH 25
4,219.450
08:29
1.17
4,170.600
1.17
3,467.260
703.340
20.29
EUR
6.66
L
DJIA
27,791.400
Mon
1.30
27,791.400
23,390.800
4,400.600
18.81
USD
6.63
L
OMXS30
1,777.880
08:30
2.15
1,748.910
1.66
1,498.760
250.150
16.69
SEK
5.96
L
CDAX
1,212.110
08:13
1.88
1,189.730
1.88
986.360
203.370
20.62
EUR
5.88
L
DAX
12,952.800
08:01
2.09
12,687.500
2.09
10,564.700
2,122.800
20.09
EUR
5.59
L
BSE Sensex
38,182.100
Mon
0.37
38,182.100
30,690.000
7,492.100
24.41
INR
5.44
L
TSX 60
995.100
Mon
0.40
995.100
853.350
141.750
16.61
CAD
4.59
TecDAX
3,070.200
08:09
1.39
3,028.240
1.39
2,789.770
238.470
8.55
EUR
4.02
L
Nikkei 225
22,750.200
06:15
1.88
22,329.900
1.88
19,043.400
3,286.500
17.26
JPY
3.29
L
ISEQ-Overall
6,414.460
08:18
2.00
6,288.550
2.00
5,289.180
999.370
18.89
EUR
2.27
L
SLI® PR
1,557.090
08:02
0.99
1,541.800
0.99
1,387.160
154.640
11.15
CHF
2.03
SMI® PR
10,182.000
08:01
0.90
10,082.300
0.99
9,452.830
629.470
6.66
CHF
0.59
L
AEX
566.410
08:03
1.67
557.080
1.67
508.040
49.040
9.65
EUR
0.27
⇓ freshest
⇓ 8/10/20
⇓ 4/13/20
prc diff
⇓ Curr
∅-RS
L
Euro Stoxx 50
3,320.320
07:47
1.86
3,259.710
1.86
2,892.790
366.920
12.68
EUR
-1.83
L
OBX Price
425.480
08:05
1.58
418.870
1.58
376.700
42.170
11.19
NOK
-2.14
L
CAC Mid 60
12,113.300
08:16
1.72
11,908.100
1.72
10,401.400
1,506.700
14.49
EUR
-2.26
L
ASX 50
6,012.200
06:16
0.83
5,963.000
0.83
5,376.600
586.400
10.91
AUD
-2.66
L
CAC Next 20
16,106.700
08:14
1.71
15,835.200
1.71
14,580.400
1,254.800
8.61
EUR
-3.73
L
BEL 20
3,414.510
08:04
1.77
3,355.270
1.77
3,092.390
262.880
8.50
EUR
-3.83
L
MIB 40
20,068.700
08:05
2.12
19,651.600
2.12
17,621.600
2,030.000
11.52
EUR
-4.17
Stoxx 50
3,004.210
07:47
1.58
2,957.510
1.58
2,794.230
163.280
5.84
EUR
-4.23
L
IPC
38,289.800
Mon
0.75
38,289.800
34,613.700
3,676.100
10.62
MXN
-4.43
L
HSI
24,890.700
08:08
2.11
24,377.400
2.11
24,300.300
77.100
0.32
HKD
-5.02
L
CAC 40
5,009.280
08:02
2.03
4,909.510
2.03
4,506.850
402.660
8.93
EUR
-5.80
L
PSI 20
4,428.400
08:07
0.73
4,396.490
0.73
4,196.310
200.180
4.77
EUR
-6.21
L
RTX
5.122
08:04
-99.69
1,662.260
-99.69
1,554.000
108.260
6.97
USD
-8.92
L
FTSE
6,163.160
08:23
1.86
6,050.590
1.86
5,842.660
207.930
3.56
GBP
-9.01
L
STI
2,545.510
Mon
-0.53
2,545.510
2,567.250
-21.740
-0.85
SGD
-11.65
L
IBEX 35
7,192.600
08:07
1.97
7,053.900
1.97
7,070.600
-16.700
-0.24
EUR
-13.60
L
ATX
2,256.430
08:12
1.45
2,224.130
1.45
2,184.060
40.070
1.83
EUR
-15.00
L
Athex Large Cap
1,494.610
08:08
0.87
1,481.790
0.87
1,484.100
-2.310
-0.16
EUR
-18.18
Indices - 43 out of 43 instruments rated - 8/10/20 / 4/13/20 - 40 did rise, Market-Ratio(17) = 93.02 %
Technical Chart
Transactions Indices * S17 - 86/86 (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 5/15/06 133 - cash -
short
5/15/06
10/02/06
140
NASDAQ-100
100
6
USD
1,634.780
1,632.810
1,636.752
1.972
0
10,012
0
10/02/06 3/05/07 154 - cash -
3/05/07
3/26/07
21
RTX
100
4
USD
2,379.500
2,660.730
2,098.270
-281.230
-12
8,887
-89
3/26/07 6/04/07 70 - cash -
6/04/07
7/02/07
28
RTX
100
3
USD
2,487.040
2,608.160
2,365.920
-121.120
-5
8,524
-48
7/02/07 7/23/07 21 - cash -
7/23/07
5/11/09
658
ISEQ-Overall
100
1
EUR
8,357.400
2,632.660
26,530.632
18,173.232
217
26,697
90
5/11/09 12/21/09 224 - cash -
12/21/09
12/28/09
7
Athex Large Cap
100
2
EUR
10,826.200
11,362.600
10,289.800
-536.400
-5
25,624
-93
12/28/09 1/25/10 28 - cash -
1/25/10
4/12/10
77
Athex Large Cap
100
2
EUR
10,649.600
10,245.800
11,069.314
419.714
4
26,463
20
4/12/10 4/19/10 7 - cash -
4/19/10
9/20/10
154
Athex Large Cap
100
2
EUR
9,573.500
7,229.300
12,677.839
3,104.339
32
32,672
95
9/20/10 10/18/10 28 - cash -
10/18/10
10/25/10
7
Athex Large Cap
100
4
EUR
7,588.000
7,980.100
7,195.900
-392.100
-5
31,104
-94
10/25/10 11/22/10 28 - cash -
11/22/10
12/06/10
14
Athex Large Cap
100
4
EUR
6,893.600
7,117.100
6,670.100
-223.500
-3
30,210
-58
12/06/10 1/10/11 35 - cash -
1/10/11
1/17/11
7
Athex Large Cap
100
4
EUR
6,245.100
6,808.600
5,681.600
-563.500
-9
27,956
-99
1/17/11 2/14/11 28 - cash -
2/14/11
4/04/11
49
Athex Large Cap
100
3
EUR
7,689.300
6,825.800
8,662.037
972.737
13
30,874
143
4/04/11 4/11/11 7 - cash -
4/11/11
1/23/12
287
Athex Large Cap
100
4
EUR
6,815.500
2,949.400
15,749.319
8,933.819
131
66,609
190
1/23/12 2/20/12 28 - cash -
2/20/12
3/12/12
21
Athex Large Cap
100
19
EUR
3,483.800
2,958.100
4,102.925
619.125
18
78,373
1,617
3/12/12 4/16/12 35 - cash -
4/16/12
9/10/12
147
Athex Large Cap
100
28
EUR
2,797.900
2,671.700
2,930.061
132.161
5
82,073
12
9/10/12 11/12/12 63 - cash -
11/12/12
11/19/12
7
SSE 50 ew
100
51
CNY
1,600.920
1,600.920
1,600.920
0.000
0
82,073
0
11/19/12 4/01/13 133 - cash -
4/01/13
8/12/13
133
RTX
100
39
USD
2,056.990
1,850.700
2,286.274
229.284
11
91,015
34
8/12/13 8/19/13 7 - cash -
8/19/13
9/30/13
42
RTX
100
49
USD
1,852.020
1,998.720
1,705.320
-146.700
-8
83,827
-51
9/30/13 12/16/13 77 - cash -
12/16/13
12/23/13
7
SSE 50 ew
100
53
CNY
1,561.750
1,504.230
1,621.470
59.719
4
86,992
608
12/23/13 2/03/14 42 - cash -
2/03/14
5/26/14
112
SSE 50 ew
100
60
CNY
1,427.380
1,424.050
1,430.718
3.338
0
87,192
1
5/26/14 6/16/14 21 - cash -
6/16/14
6/30/14
14
SSE 50 ew
100
60
CNY
1,442.820
1,416.670
1,469.453
26.633
2
88,790
61
6/30/14 7/21/14 21 - cash -
7/21/14
2/09/15
203
RTX
100
51
USD
1,726.940
1,168.560
2,552.134
825.194
48
130,875
102
2/09/15 3/23/15 42 - cash -
3/23/15
3/30/15
7
Athex Large Cap
100
56
EUR
2,301.300
2,282.900
2,319.848
18.548
1
131,914
52
3/30/15 6/08/15 70 - cash -
6/08/15
12/21/15
196
Athex Large Cap
100
57
EUR
2,291.300
1,819.000
2,886.232
594.932
26
165,825
54
12/21/15 12/28/15 7 - cash -
12/28/15
5/16/16
140
Athex Large Cap
100
92
EUR
1,795.000
1,737.800
1,854.083
59.083
3
171,261
9
5/16/16 5/23/16 7 - cash -
5/23/16
5/30/16
7
MIB 40
100
9
EUR
17,325.100
18,291.400
16,358.800
-966.300
-6
162,564
-95
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
5/30/16 6/20/16 21 - cash -
6/20/16
8/08/16
49
MIB 40
100
9
EUR
17,353.400
16,743.800
17,985.194
631.794
4
168,250
31
8/08/16 8/15/16 7 - cash -
8/15/16
9/05/16
21
MIB 40
100
9
EUR
16,997.800
17,190.400
16,805.200
-192.600
-1
166,517
-18
9/05/16 9/12/16 7 - cash -
9/12/16
10/10/16
28
MIB 40
100
9
EUR
16,840.300
16,632.400
17,050.799
210.499
1
168,411
18
10/10/16 11/07/16 28 - cash -
11/07/16
12/19/16
42
OMXC 20
100
194
DKK
866.414
872.301
860.527
-5.887
-1
167,269
-6
12/19/16 1/02/17 14 - cash -
1/02/17
1/09/17
7
OMXC 20
100
185
DKK
899.960
896.268
903.667
3.707
0
167,955
24
1/09/17 7/31/17 203 - cash -
7/31/17
8/07/17
7
RTX
100
123
USD
1,364.220
1,401.970
1,326.470
-37.750
-3
163,312
-77
8/07/17 8/14/17 7 - cash -
8/14/17
10/09/17
56
RTX
100
117
USD
1,394.510
1,540.620
1,248.400
-146.110
-10
146,217
-51
10/09/17 10/16/17 7 - cash -
10/16/17
10/23/17
7
IBEX 35
100
14
EUR
10,181.400
10,161.400
10,201.439
20.039
0
146,497
11
10/23/17 11/13/17 21 - cash -
11/13/17
11/20/17
7
IPC
100
3
MXN
48,002.400
47,857.100
48,148.141
145.741
0
146,934
17
11/20/17 2/05/18 77 - cash -
2/05/18
2/25/19
385
OMXS30
100
95
SEK
1,546.330
1,586.550
1,506.110
-40.220
-3
143,114
-2
2/25/19 6/03/19 98 - cash -
6/03/19
11/04/19
154
ATX
100
49
EUR
2,898.400
3,225.410
2,571.390
-327.010
-11
127,090
-25
11/04/19 3/02/20 119 - cash -
3/02/20
7/06/20
126
Athex Large Cap
100
69
EUR
1,823.290
1,587.790
2,093.719
270.429
15
145,750
49
7/06/20 8/11/20 36 - cash -
accum 5/15/06
7/06/20 3374
days out of 5335 invested (63%)
1,357
145,750
34
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Athex Large Cap short 12/21/09 12/28/09 7 10,826.20 11,362.60 10,289.80 -536.40 -4.95 1/25/10 4/12/10 77 10,649.60 10,245.80 11,069.31 419.71 3.94 4/19/10 9/20/10 154 9,573.50 7,229.30 12,677.84 3,104.34 32.43 10/18/10 10/25/10 7 7,588.00 7,980.10 7,195.90 -392.10 -5.17 11/22/10 12/06/10 14 6,893.60 7,117.10 6,670.10 -223.50 -3.24 1/10/11 1/17/11 7 6,245.10 6,808.60 5,681.60 -563.50 -9.02 2/14/11 4/04/11 49 7,689.30 6,825.80 8,662.04 972.74 12.65 4/11/11 1/23/12 287 6,815.50 2,949.40 15,749.32 8,933.82 131.08 2/20/12 3/12/12 21 3,483.80 2,958.10 4,102.93 619.13 17.77 4/16/12 9/10/12 147 2,797.90 2,671.70 2,930.06 132.16 4.72 3/23/15 3/30/15 7 2,301.30 2,282.90 2,319.85 18.55 0.81 6/08/15 12/21/15 196 2,291.30 1,819.00 2,886.23 594.93 25.96 12/28/15 5/16/16 140 1,795.00 1,737.80 1,854.08 59.08 3.29 3/02/20 7/06/20 126 1,823.29 1,587.79 2,093.72 270.43 14.83 428.10 ISEQ-Overall 7/23/07 5/11/09 658 8,357.40 2,632.66 26,530.63 18,173.23 217.45 217.45 RTX 3/05/07 3/26/07 21 2,379.50 2,660.73 2,098.27 -281.23 -11.82 6/04/07 7/02/07 28 2,487.04 2,608.16 2,365.92 -121.12 -4.87 4/01/13 8/12/13 133 2,056.99 1,850.70 2,286.27 229.28 11.15 8/19/13 9/30/13 42 1,852.02 1,998.72 1,705.32 -146.70 -7.92 7/21/14 2/09/15 203 1,726.94 1,168.56 2,552.13 825.19 47.78 7/31/17 8/07/17 7 1,364.22 1,401.97 1,326.47 -37.75 -2.77 8/14/17 10/09/17 56 1,394.51 1,540.62 1,248.40 -146.11 -10.48 10.44 SSE 50 ew 11/12/12 11/19/12 7 1,600.92 1,600.92 1,600.92 0.00 0.00 12/16/13 12/23/13 7 1,561.75 1,504.23 1,621.47 59.72 3.82 2/03/14 5/26/14 112 1,427.38 1,424.05 1,430.72 3.34 0.23 6/16/14 6/30/14 14 1,442.82 1,416.67 1,469.45 26.63 1.85 5.99 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total IPC 11/13/17 11/20/17 7 48,002.40 47,857.10 48,148.14 145.74 0.30 0.30 IBEX 35 10/16/17 10/23/17 7 10,181.40 10,161.40 10,201.44 20.04 0.20 0.20 NASDAQ-100 5/15/06 10/02/06 140 1,634.78 1,632.81 1,636.75 1.97 0.12 0.12 OMXC 20 11/07/16 12/19/16 42 866.41 872.30 860.53 -5.89 -0.68 1/02/17 1/09/17 7 899.96 896.27 903.67 3.71 0.41 -0.27 MIB 40 5/23/16 5/30/16 7 17,325.10 18,291.40 16,358.80 -966.30 -5.58 6/20/16 8/08/16 49 17,353.40 16,743.80 17,985.19 631.79 3.64 8/15/16 9/05/16 21 16,997.80 17,190.40 16,805.20 -192.60 -1.13 9/12/16 10/10/16 28 16,840.30 16,632.40 17,050.80 210.50 1.25 -2.04 OMXS30 2/05/18 2/25/19 385 1,546.33 1,586.55 1,506.11 -40.22 -2.60 -2.60 ATX 6/03/19 11/04/19 154 2,898.40 3,225.41 2,571.39 -327.01 -11.28 -11.28
Annotations
2/20/15 Indices Build and analyzed.
write an annotation
