Assessment - Indices - 9/26/22 - RS = 17
⇐
⇓ freshest
⇓ 9/26/22
⇓ 5/30/22
prc diff
⇓ Curr
∅-RS
L
Merval
138,575.000
Thu
0.40
138,148.000
0.31
93,236.200
44,911.800
48.17
ARS
48.76
BSE Sensex
57,426.900
10:10
1.80
57,145.200
0.49
55,925.700
1,219.500
2.18
INR
-0.33
STI
3,130.240
09:20
0.49
3,181.970
-1.63
3,238.920
-56.950
-1.76
SGD
-1.36
Nikkei 225
25,937.200
06:15
-1.84
26,431.600
-1.87
27,369.400
-937.800
-3.43
JPY
-4.44
FTSE
6,893.810
15:35
0.18
7,020.950
-1.81
7,600.060
-579.110
-7.62
GBP
-4.46
L
NZX 50
11,065.700
04:54
-1.20
11,434.800
-3.23
11,145.500
289.300
2.60
NZD
-4.70
S
PSI 20
5,302.760
16:05
0.20
5,415.930
-2.09
6,294.980
-879.050
-13.96
EUR
-6.41
S
OBX Price
523.030
15:04
2.13
527.960
-0.93
598.630
-70.670
-11.81
NOK
-7.49
Stoxx 50
3,331.810
15:50
0.66
3,322.240
0.29
3,687.240
-365.000
-9.90
EUR
-8.55
S
ASX 50
6,314.500
06:15
-1.22
6,309.200
0.08
7,114.500
-805.300
-11.32
AUD
-8.75
S
Athex Large Cap
1,904.450
14:19
0.55
1,904.200
0.01
2,156.420
-252.220
-11.70
EUR
-10.17
S
TSX 60
1,123.640
18:20
0.43
1,114.610
0.81
1,265.360
-150.750
-11.91
CAD
-10.47
S
IBEX 35
7,366.800
15:38
0.91
7,508.500
-1.89
8,930.800
-1,422.300
-15.93
EUR
-11.25
S
OMXC 20
1,526.610
15:05
0.69
1,523.010
0.24
1,707.720
-184.710
-10.82
DKK
-11.55
S
IPC
45,102.600
Thu
-0.75
44,808.600
0.66
52,162.100
-7,353.500
-14.10
MXN
-11.60
S
CAC 40
5,762.340
16:05
1.51
5,769.390
-0.12
6,562.390
-793.000
-12.08
EUR
-11.89
AEX
640.620
16:05
1.12
640.410
0.03
708.340
-67.930
-9.59
EUR
-12.11
S
OMXH 25
4,382.380
15:35
1.85
4,368.870
0.31
4,950.980
-582.110
-11.76
EUR
-12.51
DJIA
29,179.600
14:10
-0.16
29,260.800
-0.28
33,213.000
-3,952.200
-11.90
USD
-13.14
MIB 40
20,648.800
15:36
1.45
21,207.200
-2.63
24,808.700
-3,601.500
-14.52
EUR
-13.22
S
Euro Stoxx 50
3,318.200
15:50
1.19
3,342.560
-0.73
3,841.620
-499.060
-12.99
EUR
-13.65
S
SSE 50 ew
1,979.940
07:00
0.08
1,986.870
-0.35
2,145.310
-158.440
-7.39
CNY
-14.08
SMI® PR
10,267.500
15:55
1.39
10,072.600
1.93
11,736.300
-1,663.700
-14.18
CHF
-14.21
ISEQ-Overall
6,311.470
16:05
2.26
6,404.080
-1.45
7,424.410
-1,020.330
-13.74
EUR
-14.44
S
OMXS30
1,828.980
15:30
1.93
1,811.780
0.95
2,075.280
-263.500
-12.70
SEK
-14.59
⇓ freshest
⇓ 9/26/22
⇓ 5/30/22
prc diff
⇓ Curr
∅-RS
S&P 500
3,625.520
18:20
-0.41
3,655.040
-0.81
4,158.240
-503.200
-12.10
USD
-14.63
S
S&P Global 100
2,436.550
17:45
-0.59
2,468.490
-1.29
2,831.280
-362.790
-12.81
USD
-14.64
DAX
12,114.400
15:50
1.16
12,227.900
-0.93
14,576.000
-2,348.100
-16.11
EUR
-14.84
S&P 100
1,645.180
18:20
-0.61
1,667.920
-1.36
1,878.730
-210.810
-11.22
USD
-14.94
S
BEL 20
3,370.210
16:05
1.36
3,389.040
-0.56
3,947.730
-558.690
-14.15
EUR
-15.04
S
CAC Next 20
14,995.500
16:05
1.63
14,980.700
0.10
17,713.100
-2,732.400
-15.43
EUR
-15.71
DJ Global Titans
393.800
17:45
-0.53
398.850
-1.27
457.620
-58.770
-12.84
USD
-17.17
SLI® PR
1,538.080
15:31
1.84
1,517.700
1.34
1,834.410
-316.710
-17.26
CHF
-17.79
CDAX
1,073.270
15:54
1.31
1,084.480
-1.03
1,325.030
-240.550
-18.15
EUR
-17.90
NASDAQ-100
11,115.500
18:20
-0.44
11,254.100
-1.23
12,681.400
-1,427.300
-11.26
USD
-18.34
CAC Mid 60
11,876.800
16:05
2.13
11,874.400
0.02
14,974.800
-3,100.400
-20.70
EUR
-18.36
S
Kospi 50
1,926.970
06:30
-0.40
1,985.160
-2.93
2,409.340
-424.180
-17.61
KRW
-18.73
S
ATX
2,691.950
15:50
1.68
2,721.150
-1.07
3,361.630
-640.480
-19.05
EUR
-18.98
S
HSI
17,222.800
08:08
0.33
17,855.100
-3.54
21,123.900
-3,268.800
-15.47
HKD
-19.09
S
TecDAX
2,670.820
15:54
2.43
2,654.100
0.63
3,226.970
-572.870
-17.75
EUR
-19.42
SDAX
10,522.700
15:55
2.55
10,507.900
0.14
13,960.300
-3,452.400
-24.73
EUR
-25.75
MDAX
22,370.000
15:53
2.66
22,450.400
-0.36
30,188.000
-7,737.600
-25.63
EUR
-26.21
Indices - 42 out of 42 instruments rated - 9/26/22 / 5/30/22 - 3 did rise, Market-Ratio(17) = 7.14 %
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
9/30/22
312
HSI
100
4
HKD
24,951.300
17,222.800
36,147.861
11,196.561
45
157,439
54
accum 5/15/06
9/30/22 3777
days out of 6115 invested (62%)
1,474
157,439
31
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 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 9/30/22 312 24,951.30 17,222.80 36,147.86 11,196.56 44.87 31.64 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 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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