| |
| |
Assessment - Euro STOXX 50 - 2/22/21 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
9/21/20 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Euro Stoxx 50 |
3,666.870 |
08:46 |
-0.50 |
3,699.850 |
-0.89 |
3,160.950 |
538.900 |
17.05 |
|
15.09 |
| |  |
 |
 |
 |
L |
 |
Daimler |
65.870 |
09:00 |
-0.09 |
66.800 |
-1.39 |
43.485 |
23.315 |
53.62 |
|
66.26 |
| |  |
 |
 |
 |
L |
 |
ASML |
465.100 |
09:05 |
-2.07 |
483.700 |
-3.85 |
302.950 |
180.750 |
59.66 |
|
53.22 |
| |  |
 |
 |
 |
L |
 |
Banco Bilbao Viz |
4.631 |
09:07 |
-1.55 |
4.474 |
3.51 |
2.164 |
2.310 |
106.75 |
|
47.23 |
| |  |
 |
 |
 |
L |
 |
BNP Paribas |
50.280 |
09:02 |
-0.06 |
49.300 |
1.99 |
32.390 |
16.910 |
52.21 |
|
40.54 |
| |  |
 |
 |
 |
L |
 |
ING Groep |
9.135 |
09:05 |
-1.01 |
8.962 |
1.93 |
5.989 |
2.973 |
49.64 |
|
38.96 |
| |  |
 |
 |
 |
L |
 |
Societe Generale |
20.620 |
09:03 |
-1.43 |
20.150 |
2.33 |
11.662 |
8.488 |
72.78 |
|
36.38 |
| |  |
 |
 |
 |
L |
 |
Banco Santander |
2.925 |
09:08 |
-1.37 |
2.896 |
1.02 |
1.590 |
1.306 |
82.11 |
|
35.24 |
| |  |
 |
 |
 |
L |
 |
Airbus |
96.650 |
09:11 |
-2.30 |
95.800 |
0.89 |
64.090 |
31.710 |
49.48 |
|
34.99 |
| |  |
 |
 |
 |
L |
 |
LVMH |
524.800 |
09:02 |
-1.17 |
542.900 |
-3.33 |
395.550 |
147.350 |
37.25 |
|
33.83 |
| |  |
 |
 |
 |
L |
 |
BASF |
67.940 |
09:00 |
-0.32 |
68.990 |
-1.52 |
50.620 |
18.370 |
36.29 |
|
31.50 |
| |  |
 |
 |
 |
L |
 |
Deutsche Post |
41.180 |
09:00 |
-0.34 |
42.890 |
-3.99 |
37.700 |
5.190 |
13.77 |
|
28.84 |
| |  |
 |
 |
 |
L |
 |
Siemens |
130.120 |
09:00 |
-0.05 |
131.500 |
-1.05 |
112.160 |
19.340 |
17.24 |
|
27.97 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
169.200 |
09:01 |
-1.10 |
174.000 |
-2.76 |
133.600 |
40.400 |
30.24 |
|
27.97 |
| |  |
 |
 |
 |
L |
 |
Vivendi |
28.920 |
09:02 |
-0.17 |
29.630 |
-2.40 |
23.210 |
6.420 |
27.66 |
|
27.70 |
| |  |
 |
 |
 |
L |
 |
Schneider Electric |
123.400 |
09:03 |
-1.20 |
125.800 |
-1.91 |
101.050 |
24.750 |
24.49 |
|
26.33 |
| |  |
 |
 |
 |
L |
 |
Intesa Sanpaolo |
2.135 |
09:07 |
-0.81 |
2.100 |
1.64 |
1.636 |
0.464 |
28.39 |
|
23.31 |
| |  |
 |
 |
 |
L |
 |
Safran |
113.850 |
09:02 |
-2.15 |
114.800 |
-0.83 |
88.720 |
26.080 |
29.40 |
|
21.18 |
| |  |
 |
 |
 |
|
 |
BMW |
71.060 |
09:00 |
-0.62 |
71.270 |
-0.29 |
60.490 |
10.780 |
17.82 |
|
20.63 |
| |  |
 |
 |
 |
L |
 |
CRH |
36.390 |
09:08 |
-1.54 |
36.410 |
-0.05 |
29.940 |
6.470 |
21.61 |
|
18.86 |
| |  |
 |
 |
 |
L |
 |
EssilorLuxottica |
134.000 |
09:02 |
-0.67 |
136.950 |
-2.15 |
108.450 |
28.500 |
26.28 |
|
18.43 |
| |  |
 |
 |
 |
L |
 |
Adidas |
291.700 |
09:00 |
-0.48 |
291.100 |
0.21 |
271.200 |
19.900 |
7.34 |
|
16.96 |
| |  |
 |
 |
 |
L |
 |
Axa |
21.030 |
09:02 |
-0.57 |
19.930 |
5.52 |
16.000 |
3.930 |
24.56 |
|
15.37 |
| |  |
 |
 |
 |
L |
 |
Eni |
9.545 |
09:07 |
-1.39 |
9.356 |
2.02 |
6.950 |
2.406 |
34.62 |
|
14.93 |
| |  |
 |
 |
 |
L |
 |
Total |
38.800 |
09:03 |
-1.66 |
37.470 |
3.55 |
29.730 |
7.740 |
26.03 |
|
13.70 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
9/21/20 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Amadeus IT |
60.520 |
09:08 |
2.72 |
55.920 |
8.23 |
47.180 |
8.740 |
18.52 |
|
13.40 |
| |  |
 |
 |
 |
L |
 |
L´Oreal |
307.400 |
09:03 |
0.16 |
310.900 |
-1.13 |
271.100 |
39.800 |
14.68 |
|
13.18 |
| |  |
 |
 |
 |
L |
 |
Philips |
45.430 |
09:05 |
-0.38 |
46.580 |
-2.47 |
38.770 |
7.810 |
20.14 |
|
12.99 |
| |  |
 |
 |
 |
|
 |
AB InBev |
49.555 |
09:05 |
-0.69 |
53.180 |
-6.82 |
46.100 |
7.080 |
15.36 |
|
12.22 |
| |  |
 |
 |
 |
L |
 |
Engie |
12.425 |
09:03 |
-1.43 |
12.735 |
-2.43 |
11.235 |
1.500 |
13.35 |
|
11.19 |
| |  |
 |
 |
 |
L |
 |
Allianz |
200.150 |
09:00 |
-0.92 |
194.920 |
2.68 |
168.820 |
26.100 |
15.46 |
|
10.42 |
| |  |
 |
 |
 |
|
 |
Enel |
7.930 |
09:07 |
1.15 |
8.077 |
-1.82 |
7.259 |
0.818 |
11.27 |
|
9.15 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
244.800 |
09:01 |
-0.08 |
237.900 |
2.90 |
223.400 |
14.500 |
6.49 |
|
8.45 |
| |  |
 |
 |
 |
L |
 |
Vinci |
88.120 |
09:03 |
0.23 |
85.540 |
3.02 |
72.800 |
12.740 |
17.50 |
|
7.99 |
| |  |
 |
 |
 |
|
 |
Linde |
203.900 |
09:00 |
0.10 |
206.600 |
-1.31 |
200.100 |
6.500 |
3.25 |
|
7.59 |
| |  |
 |
 |
 |
L |
 |
Inditex |
27.620 |
09:08 |
0.07 |
26.030 |
6.11 |
24.310 |
1.720 |
7.08 |
|
6.64 |
| |  |
 |
 |
 |
|
 |
Deutsche Telekom |
15.000 |
09:01 |
0.20 |
14.805 |
1.32 |
14.500 |
0.305 |
2.10 |
|
4.06 |
| |  |
 |
 |
 |
|
 |
Air Liquide |
126.800 |
09:02 |
|
131.100 |
-3.28 |
135.800 |
-4.700 |
-3.46 |
|
1.42 |
| |  |
 |
 |
 |
|
 |
Kering |
527.800 |
09:02 |
0.09 |
522.300 |
1.05 |
576.800 |
-54.500 |
-9.45 |
|
1.24 |
| |  |
 |
 |
 |
L |
 |
Danone |
58.020 |
09:03 |
-0.82 |
57.420 |
1.04 |
55.480 |
1.940 |
3.50 |
|
0.78 |
| |  |
 |
 |
 |
S |
 |
Iberdrola |
10.510 |
09:08 |
2.14 |
10.290 |
2.14 |
10.410 |
-0.120 |
-1.15 |
|
-0.71 |
| |  |
 |
 |
 |
L |
 |
Bayer |
51.820 |
09:01 |
0.45 |
53.770 |
-3.63 |
53.860 |
-0.090 |
-0.17 |
|
-0.85 |
| |  |
 |
 |
 |
L |
 |
Telefónica |
3.629 |
09:08 |
-1.09 |
3.674 |
-1.22 |
2.993 |
0.681 |
22.75 |
|
-1.51 |
| |  |
 |
 |
 |
|
 |
Nokia |
3.305 |
09:32 |
-3.87 |
3.340 |
-1.05 |
3.337 |
0.003 |
0.10 |
|
-1.68 |
| |  |
 |
 |
 |
L |
 |
Deutsche Börse |
135.050 |
09:00 |
|
136.550 |
-1.10 |
147.200 |
-10.650 |
-7.24 |
|
-4.38 |
| |  |
 |
 |
 |
L |
 |
Orange |
9.676 |
09:03 |
-1.20 |
9.744 |
-0.70 |
9.144 |
0.600 |
6.56 |
|
-4.87 |
| |  |
 |
 |
 |
|
 |
Ahold Delhaize |
22.150 |
09:05 |
-0.58 |
22.200 |
-0.23 |
25.560 |
-3.360 |
-13.15 |
|
-5.84 |
| |  |
 |
 |
 |
|
 |
Fresenius |
35.260 |
09:01 |
0.11 |
35.880 |
-1.73 |
37.880 |
-2.000 |
-5.28 |
|
-7.13 |
| |  |
 |
 |
 |
S |
 |
Unilever |
44.210 |
09:05 |
0.19 |
44.300 |
-0.20 |
49.840 |
-5.540 |
-11.12 |
|
-7.87 |
| |  |
 |
 |
 |
L |
 |
SAP |
102.380 |
09:01 |
-0.33 |
103.900 |
-1.46 |
131.000 |
-27.100 |
-20.69 |
|
-8.13 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
9/21/20 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Sanofi |
77.090 |
09:03 |
1.90 |
76.300 |
1.04 |
85.880 |
-9.580 |
-11.16 |
|
-10.00 |
Euro 50 - 50 out of 50 instruments rated - 2/22/21 / 9/21/20 - 40 did rise, Market-Ratio(22) = 80.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 * A22- 30/10 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
3/03/08 |
791 |
|
- cash - |
short |
3/03/08 |
6/23/08 |
112 |
 |
 |
 |
Societe Generale |
50 |
75 |
|
65.956 |
52.602 |
82.700 |
16.744 |
25 |
11,256 |
109 |
|
|
|
|
|
 |
 |
 |
Saint-Gobain |
50 |
97 |
|
51.670 |
40.030 |
66.695 |
15.025 |
29 |
12,713 |
130 |
|
100 |
27 |
119 | |
long |
6/23/08 |
9/08/08 |
77 |
 |
 |
 |
Fresenius |
50 |
341 |
|
18.613 |
18.533 |
|
-0.080 |
0 |
12,686 |
-2 |
|
|
|
|
|
 |
 |
 |
Engie |
50 |
152 |
|
41.630 |
36.760 |
|
-4.870 |
-12 |
11,946 |
-45 |
|
100 |
-6 |
-26 | |
short |
9/08/08 |
3/30/09 |
203 |
 |
 |
 |
Daimler |
50 |
147 |
|
40.385 |
18.905 |
86.271 |
45.886 |
114 |
18,691 |
291 |
|
|
|
|
|
 |
 |
 |
Nokia |
50 |
410 |
|
14.640 |
9.970 |
21.498 |
6.858 |
47 |
21,502 |
100 |
|
100 |
80 |
188 | |
long |
3/30/09 |
9/05/11 |
889 |
 |
 |
 |
ASML |
50 |
830 |
|
12.940 |
23.280 |
|
10.340 |
80 |
30,085 |
27 |
|
|
|
|
|
 |
 |
 |
Inditex |
50 |
1,908 |
|
5.638 |
11.578 |
|
5.940 |
105 |
41,418 |
34 |
|
100 |
93 |
31 | |
short |
9/05/11 |
1/09/12 |
126 |
 |
 |
 |
Societe Generale |
50 |
1,022 |
|
20.250 |
15.000 |
27.338 |
7.088 |
35 |
48,662 |
139 |
|
|
|
|
|
 |
 |
 |
Unicredit |
50 |
754 |
|
27.460 |
11.455 |
65.827 |
38.367 |
140 |
77,591 |
1,159 |
|
100 |
87 |
517 | |
long |
1/09/12 |
8/24/15 |
1323 |
 |
 |
 |
ASML |
50 |
1,197 |
|
32.400 |
74.790 |
|
42.390 |
131 |
128,331 |
26 |
|
|
|
|
|
 |
 |
 |
AB InBev |
50 |
817 |
|
47.495 |
91.280 |
|
43.785 |
92 |
164,104 |
20 |
|
100 |
112 |
23 | |
short |
8/24/15 |
10/26/15 |
63 |
 |
 |
 |
E.on |
50 |
9,431 |
|
8.700 |
8.993 |
8.407 |
-0.293 |
-3 |
161,343 |
-18 |
|
|
|
|
|
 |
 |
 |
Banco Santander |
50 |
15,749 |
|
5.210 |
5.230 |
5.190 |
-0.020 |
0 |
161,028 |
-2 |
|
100 |
-2 |
-10 | |
long |
10/26/15 |
1/11/16 |
77 |
 |
 |
 |
Fresenius |
50 |
1,255 |
|
64.150 |
59.420 |
|
-4.730 |
-7 |
155,092 |
-30 |
|
|
|
|
|
 |
 |
 |
Inditex |
50 |
2,395 |
|
33.610 |
29.430 |
|
-4.180 |
-12 |
145,081 |
-47 |
|
100 |
-10 |
-39 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
1/11/16 |
1/25/16 |
14 |
 |
 |
 |
Volkswagen |
50 |
619 |
|
117.050 |
110.750 |
123.708 |
6.658 |
6 |
149,203 |
323 |
|
|
|
|
|
 |
 |
 |
Banco Santander |
50 |
17,800 |
|
4.080 |
3.860 |
4.313 |
0.233 |
6 |
153,341 |
324 |
|
100 |
6 |
324 | |
long |
1/25/16 |
4/04/16 |
70 |
 |
 |
 |
SAP |
50 |
1,054 |
|
72.680 |
70.040 |
|
-2.640 |
-4 |
150,559 |
-18 |
|
|
|
|
|
 |
 |
 |
Vinci |
50 |
1,245 |
|
61.630 |
65.450 |
|
3.820 |
6 |
155,314 |
37 |
|
100 |
1 |
7 | |
short |
4/04/16 |
5/16/16 |
42 |
 |
 |
 |
Deutsche Bank |
50 |
5,247 |
|
14.800 |
14.680 |
14.921 |
0.121 |
1 |
155,949 |
7 |
|
|
|
|
|
 |
 |
 |
Unicredit |
50 |
5,138 |
|
15.113 |
14.382 |
15.881 |
0.768 |
5 |
159,896 |
54 |
|
100 |
3 |
29 | |
long |
5/16/16 |
3/16/20 |
1400 |
 |
 |
 |
Deutsche Post |
50 |
2,977 |
|
26.850 |
20.560 |
|
-6.290 |
-23 |
141,171 |
-7 |
|
|
|
|
|
 |
 |
 |
Vinci |
50 |
1,220 |
|
65.520 |
59.040 |
|
-6.480 |
-10 |
133,265 |
-3 |
|
100 |
-17 |
-5 | |
short |
3/16/20 |
8/03/20 |
140 |
 |
 |
 |
ING Groep |
50 |
14,268 |
|
4.670 |
6.056 |
3.284 |
-1.386 |
-30 |
113,490 |
-60 |
|
|
|
|
|
 |
 |
 |
AB InBev |
50 |
1,928 |
|
34.550 |
46.325 |
22.775 |
-11.775 |
-34 |
90,788 |
-66 |
|
100 |
-32 |
-63 | |
long |
8/03/20 |
2/26/21 |
207 |
 |
 |
 |
SAP |
50 |
330 |
|
137.540 |
102.380 |
|
-35.160 |
-26 |
79,185 |
-41 |
|
|
|
|
|
 |
 |
 |
ASML |
50 |
146 |
|
310.100 |
465.100 |
|
155.000 |
50 |
101,815 |
104 |
|
100 |
12 |
22 | |
accum | 3/03/08 |
2/26/21 | 4743 |
days out of 5534 invested (86%) |
918 |
101,815 |
20 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
ASML | long | 3/30/09 | 9/05/11 | 889 | 12.94 | 23.28 | | 10.34 | 79.91 | 50 | 39.95 | |
| long | 1/09/12 | 8/24/15 | 1323 | 32.40 | 74.79 | | 42.39 | 130.83 | | 65.42 | |
| long | 8/03/20 | 2/26/21 | 207 | 310.10 | 465.10 | | 155.00 | 49.98 | | 24.99 | 189.36 |
Unicredit | short | 9/05/11 | 1/09/12 | 126 | 27.46 | 11.46 | 65.83 | 38.37 | 139.72 | | 69.86 | |
| short | 4/04/16 | 5/16/16 | 42 | 15.11 | 14.38 | 15.88 | 0.77 | 5.08 | | 2.54 | 74.18 |
Daimler | short | 9/08/08 | 3/30/09 | 203 | 40.39 | 18.91 | 86.27 | 45.89 | 113.62 | | 56.81 | 56.81 |
Inditex | long | 3/30/09 | 9/05/11 | 889 | 5.64 | 11.58 | | 5.94 | 105.36 | | 52.68 | |
| long | 10/26/15 | 1/11/16 | 77 | 33.61 | 29.43 | | -4.18 | -12.44 | | -6.22 | 43.18 |
Societe Generale | short | 3/03/08 | 6/23/08 | 112 | 65.96 | 52.60 | 82.70 | 16.74 | 25.39 | | 12.69 | |
| short | 9/05/11 | 1/09/12 | 126 | 20.25 | 15.00 | 27.34 | 7.09 | 35.00 | | 17.50 | 32.41 |
Nokia | short | 9/08/08 | 3/30/09 | 203 | 14.64 | 9.97 | 21.50 | 6.86 | 46.84 | | 23.42 | 23.42 |
AB InBev | long | 1/09/12 | 8/24/15 | 1323 | 47.50 | 91.28 | | 43.79 | 92.19 | | 46.09 | |
| short | 3/16/20 | 8/03/20 | 140 | 34.55 | 46.33 | 22.78 | -11.78 | -34.08 | | -17.04 | 21.20 |
Saint-Gobain | short | 3/03/08 | 6/23/08 | 112 | 51.67 | 40.03 | 66.69 | 15.02 | 29.08 | | 14.54 | 14.54 |
Volkswagen | short | 1/11/16 | 1/25/16 | 14 | 117.05 | 110.75 | 123.71 | 6.66 | 5.69 | | 2.84 | 2.84 |
Banco Santander | short | 8/24/15 | 10/26/15 | 63 | 5.21 | 5.23 | 5.19 | -0.02 | -0.38 | | -0.19 | |
| short | 1/11/16 | 1/25/16 | 14 | 4.08 | 3.86 | 4.31 | 0.23 | 5.70 | | 2.85 | 2.65 |
Deutsche Bank | short | 4/04/16 | 5/16/16 | 42 | 14.80 | 14.68 | 14.92 | 0.12 | 0.82 | | 0.41 | 0.41 |
E.on | short | 8/24/15 | 10/26/15 | 63 | 8.70 | 8.99 | 8.41 | -0.29 | -3.36 | | -1.68 | -1.68 |
Vinci | long | 1/25/16 | 4/04/16 | 70 | 61.63 | 65.45 | | 3.82 | 6.20 | | 3.10 | |
| long | 5/16/16 | 3/16/20 | 1400 | 65.52 | 59.04 | | -6.48 | -9.89 | | -4.95 | -2.00 |
Fresenius | long | 6/23/08 | 9/08/08 | 77 | 18.61 | 18.53 | | -0.08 | -0.43 | | -0.21 | |
| long | 10/26/15 | 1/11/16 | 77 | 64.15 | 59.42 | | -4.73 | -7.37 | | -3.69 | -3.89 |
Engie | long | 6/23/08 | 9/08/08 | 77 | 41.63 | 36.76 | | -4.87 | -11.70 | | -5.85 | -5.85 |
Deutsche Post | long | 5/16/16 | 3/16/20 | 1400 | 26.85 | 20.56 | | -6.29 | -23.43 | | -11.71 | -11.71 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
SAP | long | 1/25/16 | 4/04/16 | 70 | 72.68 | 70.04 | | -2.64 | -3.63 | | -1.82 | |
| long | 8/03/20 | 2/26/21 | 207 | 137.54 | 102.38 | | -35.16 | -25.56 | | -12.78 | -14.37 |
ING Groep | short | 3/16/20 | 8/03/20 | 140 | 4.67 | 6.06 | 3.28 | -1.39 | -29.68 | | -14.84 | -14.84 |
Annotations
9/24/18 | Euro 50 | | | Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain |
10/04/16 | AB InBev | | | acquisition of SAB Miller completed |
9/19/16 | Euro 50 | | | Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit |
7/24/16 | Ahold Delhaize | | | merger |
9/21/15 | Euro 50 | | | Fresenius and Safran replace Repsol and RWE |
9/12/15 | Euro 50 | | | complete analysis
ex Repsol, RWE - in Fresenius, Safran |
8/22/15 | Euro 50 | | | complete analysis - difficult market |
4/24/15 | GDF Suez | | | changes name to Engie |
9/22/14 | €-Stoxx 50 | | | Nokia replaces CRH. |
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