Assessment - Indices - 5/16/22 - RS = 17
⇐
⇓ freshest
⇓ 5/16/22
⇓ 1/17/22
prc diff
⇓ Curr
∅-RS
Merval
88,634.300
Thu
-2.39
89,964.800
-1.48
85,038.800
4,926.000
5.79
ARS
15.89
PSI 20
5,921.160
16:05
0.28
5,741.480
3.13
5,634.780
106.700
1.89
EUR
4.97
FTSE
7,389.980
15:35
1.19
7,464.800
-1.00
7,611.230
-146.430
-1.92
GBP
3.15
OBX Price
580.530
15:25
1.08
571.590
1.56
573.710
-2.120
-0.37
NOK
2.79
S
STI
3,240.580
09:20
1.56
3,191.160
1.55
3,287.950
-96.790
-2.94
SGD
-0.20
S
Stoxx 50
3,564.810
15:50
0.71
3,603.290
-1.07
3,830.990
-227.700
-5.94
EUR
-0.59
ASX 50
6,970.400
06:15
1.15
6,931.300
0.56
7,091.000
-159.700
-2.25
AUD
-1.71
S
TSX 60
1,222.490
20:20
0.18
1,225.840
-0.27
1,311.550
-85.710
-6.54
CAD
-2.14
S
IPC
51,518.300
20:16
0.45
50,564.000
1.89
53,973.300
-3,409.300
-6.32
MXN
-2.17
S
CAC Mid 60
14,638.100
16:05
0.61
14,646.800
-0.06
15,858.300
-1,211.500
-7.64
EUR
-3.01
S
SMI® PR
11,309.000
15:30
11,672.200
-3.11
12,633.200
-961.000
-7.61
CHF
-3.37
S
IBEX 35
8,484.500
15:38
0.93
8,353.700
1.57
8,838.700
-485.000
-5.49
EUR
-4.03
S
BEL 20
3,923.170
16:05
0.78
3,967.830
-1.13
4,249.630
-281.800
-6.63
EUR
-4.45
S
Athex Large Cap
2,067.950
14:19
1.31
2,059.260
0.42
2,312.590
-253.330
-10.95
EUR
-4.81
S
CAC 40
6,285.240
16:05
0.20
6,347.770
-0.99
7,201.640
-853.870
-11.86
EUR
-4.98
Nikkei 225
26,739.000
06:15
1.27
26,547.100
0.72
28,333.500
-1,786.400
-6.30
JPY
-5.36
S
OMXC 20
1,668.620
15:05
3.22
1,621.990
2.87
1,690.900
-68.910
-4.08
DKK
-6.11
S
BSE Sensex
54,326.400
10:10
2.91
52,973.800
2.55
61,308.900
-8,335.100
-13.60
INR
-6.16
S
MIB 40
24,095.000
15:36
0.12
24,033.100
0.26
27,688.600
-3,655.500
-13.20
EUR
-6.32
S
SLI® PR
1,760.470
15:30
0.08
1,809.190
-2.69
2,025.390
-216.200
-10.67
CHF
-6.65
S
DJIA
31,261.900
20:20
0.03
32,223.400
-2.98
35,911.800
-3,688.400
-10.27
USD
-7.33
S
AEX
682.960
16:05
0.68
694.620
-1.68
781.320
-86.700
-11.10
EUR
-7.44
S
S&P Global 100
2,635.160
16:54
-0.98
2,733.140
-3.58
3,146.810
-413.670
-13.15
USD
-8.07
S
DAX
13,981.900
15:52
0.72
13,964.400
0.13
15,933.700
-1,969.300
-12.36
EUR
-8.13
S
Euro Stoxx 50
3,657.030
15:50
0.45
3,685.340
-0.77
4,302.140
-616.800
-14.34
EUR
-9.27
⇓ freshest
⇓ 5/16/22
⇓ 1/17/22
prc diff
⇓ Curr
∅-RS
CAC Next 20
17,154.400
16:05
1.12
17,001.800
0.90
19,215.500
-2,213.700
-11.52
EUR
-9.31
S
S&P 500
3,820.840
17:16
-2.05
4,008.010
-4.67
4,662.850
-654.840
-14.04
USD
-9.50
S
OMXH 25
4,752.010
15:35
0.84
4,756.850
-0.10
5,544.510
-787.660
-14.21
EUR
-9.86
S
S&P 100
1,764.110
20:20
0.05
1,821.550
-3.15
2,149.930
-328.380
-15.27
USD
-10.38
S
CDAX
1,270.500
15:55
0.75
1,268.050
0.19
1,487.660
-219.610
-14.76
EUR
-10.86
S
OMXS30
1,994.090
15:35
0.08
2,004.490
-0.52
2,363.120
-358.630
-15.18
SEK
-11.06
S
NZX 50
11,267.400
05:00
0.54
11,157.700
0.98
12,806.900
-1,649.200
-12.88
NZD
-11.06
S
ATX
3,219.040
15:50
0.41
3,127.690
2.92
4,030.710
-903.020
-22.40
EUR
-12.06
S
ISEQ-Overall
7,064.540
16:05
1.59
7,068.950
-0.06
8,475.100
-1,406.150
-16.59
EUR
-12.51
S
DJ Global Titans
424.210
16:54
-1.48
443.170
-4.28
536.780
-93.610
-17.44
USD
-12.63
S
TecDAX
3,073.260
15:55
0.90
3,074.010
-0.02
3,558.040
-484.030
-13.60
EUR
-13.12
S
Kospi 50
2,395.870
06:30
1.86
2,351.990
1.87
2,676.420
-324.430
-12.12
KRW
-13.43
S
MDAX
29,199.900
15:55
0.57
28,931.900
0.93
34,587.300
-5,655.400
-16.35
EUR
-13.54
S
SSE 50 ew
2,162.580
07:00
1.90
2,107.110
2.63
2,469.160
-362.050
-14.66
CNY
-14.37
S
SDAX
13,197.300
15:55
0.39
13,186.400
0.08
15,873.800
-2,687.400
-16.93
EUR
-15.94
S
NASDAQ-100
11,835.600
20:28
-0.34
12,243.600
-3.33
15,611.600
-3,368.000
-21.57
USD
-17.06
S
HSI
20,717.200
08:08
2.96
19,950.200
3.84
24,218.000
-4,267.800
-17.62
HKD
-18.34
RTX
988.100
2/28
-22.31
988.100
1,976.370
-988.270
-50.00
USD
-42.62
Indices - 43 out of 43 instruments rated - 5/16/22 / 1/17/22 - 2 did rise, Market-Ratio(17) = 4.65 %
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 9/21/20 77 - cash -
9/21/20
11/16/20
56
ATX
100
68
EUR
2,125.310
2,483.840
1,766.780
-358.530
-17
121,370
-70
11/16/20 7/19/21 245 - cash -
7/19/21
7/26/21
7
SSE 50 ew
100
47
CNY
2,555.120
2,506.910
2,604.257
49.137
2
123,679
170
7/26/21 9/20/21 56 - cash -
9/20/21
9/27/21
7
HSI
100
5
HKD
24,099.100
24,208.800
23,989.400
-109.700
0
123,131
-21
9/27/21 10/04/21 7 - cash -
10/04/21
10/25/21
21
HSI
100
5
HKD
24,036.400
26,132.000
21,940.800
-2,095.600
-9
112,653
-80
10/25/21 11/22/21 28 - cash -
11/22/21
5/20/22
179
HSI
100
4
HKD
24,951.300
20,717.200
30,050.749
5,099.449
20
133,050
46
accum 5/15/06
5/20/22 3644
days out of 5982 invested (61%)
1,231
133,050
30
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 HSI 9/20/21 9/27/21 7 24,099.10 24,208.80 23,989.40 -109.70 -0.46 10/04/21 10/25/21 21 24,036.40 26,132.00 21,940.80 -2,095.60 -8.72 11/22/21 5/20/22 179 24,951.30 20,717.20 30,050.75 5,099.45 20.44 9.44 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total 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 7/19/21 7/26/21 7 2,555.12 2,506.91 2,604.26 49.14 1.92 8.03 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 9/21/20 11/16/20 56 2,125.31 2,483.84 1,766.78 -358.53 -16.87 -26.25
Annotations
2/20/15 Indices Build and analyzed.
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