| |
| |
Assessment - Euro STOXX 50 - 8/15/22 - RS = 20
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
3/28/22 |
prc diff |
⇓ Δ20 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Euro Stoxx 50 |
3,791.570 |
13:25 |
0.05 |
3,789.620 |
0.05 |
3,887.100 |
-97.480 |
-2.51 |
|
-3.75 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
51.410 |
08:07 |
1.38 |
50.710 |
1.38 |
46.690 |
4.020 |
8.61 |
|
11.11 |
| |  |
 |
 |
 |
|
 |
Deutsche Börse |
168.200 |
15:35 |
-0.44 |
168.950 |
-0.44 |
163.600 |
5.350 |
3.27 |
|
10.53 |
| |  |
 |
 |
 |
|
 |
Deutsche Telekom |
19.112 |
15:35 |
1.89 |
18.758 |
1.89 |
17.080 |
1.678 |
9.82 |
|
9.00 |
| |  |
 |
 |
 |
L |
 |
LVMH |
695.400 |
08:05 |
-0.59 |
699.500 |
-0.59 |
635.700 |
63.800 |
10.04 |
|
8.84 |
| |  |
 |
 |
 |
|
 |
Linde |
306.850 |
15:42 |
0.97 |
303.900 |
0.97 |
291.850 |
12.050 |
4.13 |
|
8.71 |
| |  |
 |
 |
 |
|
 |
Iberdrola |
10.965 |
08:05 |
1.11 |
10.845 |
1.11 |
9.752 |
1.093 |
11.21 |
|
8.13 |
| |  |
 |
 |
 |
L |
 |
Safran |
111.980 |
Mon |
2.04 |
111.980 |
|
103.620 |
8.360 |
8.07 |
|
6.91 |
| |  |
 |
 |
 |
L |
 |
Flutter |
127.500 |
14:09 |
-0.20 |
127.750 |
-0.20 |
104.300 |
23.450 |
22.48 |
|
5.26 |
| |  |
 |
 |
 |
L |
 |
Prosus |
65.110 |
08:06 |
2.75 |
63.370 |
2.75 |
47.855 |
15.515 |
32.42 |
|
4.67 |
| |  |
 |
 |
 |
L |
 |
Vinci |
95.080 |
08:07 |
0.64 |
94.480 |
0.64 |
92.100 |
2.380 |
2.58 |
|
4.02 |
| |  |
 |
 |
 |
L |
 |
Pernod Ricard |
195.350 |
Mon |
0.67 |
195.350 |
|
189.550 |
5.800 |
3.06 |
|
2.08 |
| |  |
 |
 |
 |
L |
 |
Inditex |
25.550 |
Mon |
0.71 |
25.550 |
|
20.520 |
5.030 |
24.51 |
|
1.67 |
| |  |
 |
 |
 |
L |
 |
AB InBev |
53.350 |
08:02 |
0.24 |
53.220 |
0.24 |
54.220 |
-1.000 |
-1.84 |
|
1.54 |
| |  |
 |
 |
 |
|
 |
EssilorLuxottica |
165.150 |
Mon |
1.38 |
165.150 |
|
163.820 |
1.330 |
0.81 |
|
1.11 |
| |  |
 |
 |
 |
L |
 |
Airbus |
110.540 |
15:36 |
1.60 |
108.800 |
1.60 |
107.700 |
1.100 |
1.02 |
|
1.04 |
| |  |
 |
 |
 |
|
 |
Bayer |
54.300 |
15:42 |
1.38 |
53.560 |
1.38 |
60.910 |
-7.350 |
-12.07 |
|
0.93 |
| |  |
 |
 |
 |
|
 |
Axa |
24.775 |
08:03 |
1.29 |
24.460 |
1.29 |
25.870 |
-1.410 |
-5.45 |
|
0.09 |
| |  |
 |
 |
 |
L |
 |
L´Oreal |
363.250 |
08:05 |
-0.01 |
363.300 |
-0.01 |
353.550 |
9.750 |
2.76 |
|
-0.35 |
| |  |
 |
 |
 |
L |
 |
Adyen |
1,830.200 |
08:03 |
-1.71 |
1,862.000 |
-1.71 |
1,768.200 |
93.800 |
5.30 |
|
-0.77 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
239.700 |
15:43 |
0.42 |
238.700 |
0.42 |
239.650 |
-0.950 |
-0.40 |
|
-0.77 |
| |  |
 |
 |
 |
|
 |
Ahold Delhaize |
27.605 |
Mon |
1.84 |
27.605 |
|
28.705 |
-1.100 |
-3.83 |
|
-1.65 |
| |  |
 |
 |
 |
L |
 |
Stellantis |
14.832 |
Mon |
0.99 |
14.832 |
|
14.450 |
0.382 |
2.64 |
|
-1.79 |
| |  |
 |
 |
 |
L |
 |
Danone |
53.680 |
Mon |
1.86 |
53.680 |
|
51.000 |
2.680 |
5.25 |
|
-2.96 |
| |  |
 |
 |
 |
L |
 |
CRH |
38.840 |
14:09 |
0.39 |
38.690 |
0.39 |
37.500 |
1.190 |
3.17 |
|
-3.18 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
3/28/22 |
prc diff |
⇓ Δ20 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Schneider Electric |
135.100 |
08:06 |
-0.50 |
135.780 |
-0.50 |
148.400 |
-12.620 |
-8.50 |
|
-4.02 |
| |  |
 |
 |
 |
L |
 |
Kering |
559.800 |
08:05 |
-0.27 |
561.300 |
-0.27 |
584.300 |
-23.000 |
-3.94 |
|
-4.98 |
| |  |
 |
 |
 |
L |
 |
BMW |
79.250 |
15:35 |
1.45 |
78.120 |
1.45 |
78.240 |
-0.120 |
-0.15 |
|
-5.35 |
| |  |
 |
 |
 |
S |
 |
Eni |
11.676 |
08:04 |
0.40 |
11.630 |
0.40 |
13.272 |
-1.642 |
-12.37 |
|
-5.45 |
| |  |
 |
 |
 |
L |
 |
ASML |
559.200 |
08:03 |
-0.18 |
560.200 |
-0.18 |
622.700 |
-62.500 |
-10.04 |
|
-5.46 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
50.530 |
08:04 |
0.90 |
50.080 |
0.90 |
51.070 |
-0.990 |
-1.94 |
|
-6.16 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
4.797 |
Mon |
0.42 |
4.797 |
|
5.155 |
-0.358 |
-6.94 |
|
-6.34 |
| |  |
 |
 |
 |
S |
 |
Air Liquide |
136.920 |
08:03 |
-0.32 |
137.360 |
-0.32 |
158.620 |
-21.260 |
-13.40 |
|
-6.64 |
| |  |
 |
 |
 |
S |
 |
Sanofi |
87.030 |
08:06 |
2.24 |
85.120 |
2.24 |
94.100 |
-8.980 |
-9.54 |
|
-7.38 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
150.600 |
15:39 |
0.39 |
150.020 |
0.39 |
151.740 |
-1.720 |
-1.13 |
|
-8.99 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
2.667 |
08:03 |
1.06 |
2.639 |
1.06 |
3.080 |
-0.442 |
-14.33 |
|
-10.47 |
| |  |
 |
 |
 |
S |
 |
Allianz |
179.940 |
15:35 |
0.65 |
178.780 |
0.65 |
214.750 |
-35.970 |
-16.75 |
|
-10.61 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
61.220 |
15:35 |
1.09 |
60.560 |
1.09 |
63.910 |
-3.350 |
-5.24 |
|
-11.03 |
| |  |
 |
 |
 |
L |
 |
SAP |
92.570 |
15:39 |
-0.77 |
93.290 |
-0.77 |
100.980 |
-7.690 |
-7.62 |
|
-12.30 |
| |  |
 |
 |
 |
L |
 |
Siemens |
112.040 |
15:36 |
-0.14 |
112.200 |
-0.14 |
129.200 |
-17.000 |
-13.16 |
|
-12.32 |
| |  |
 |
 |
 |
L |
 |
ING Groep |
9.500 |
Mon |
0.11 |
9.500 |
|
9.301 |
0.199 |
2.14 |
|
-12.49 |
| |  |
 |
 |
 |
L |
 |
Deutsche Post |
40.805 |
15:36 |
1.17 |
40.335 |
1.17 |
45.200 |
-4.865 |
-10.76 |
|
-12.68 |
| |  |
 |
 |
 |
L |
 |
Infineon |
27.500 |
15:35 |
0.11 |
27.470 |
0.11 |
31.150 |
-3.680 |
-11.81 |
|
-12.98 |
| |  |
 |
 |
 |
|
 |
Intesa Sanpaolo |
1.861 |
08:05 |
0.40 |
1.854 |
0.40 |
2.045 |
-0.191 |
-9.33 |
|
-13.81 |
| |  |
 |
 |
 |
S |
 |
Enel |
5.135 |
08:04 |
1.99 |
5.035 |
1.99 |
5.878 |
-0.843 |
-14.34 |
|
-20.09 |
| |  |
 |
 |
 |
|
 |
BASF |
44.750 |
15:39 |
1.57 |
44.060 |
1.57 |
52.650 |
-8.590 |
-16.32 |
|
-20.64 |
| |  |
 |
 |
 |
L |
 |
Vivendi |
9.366 |
Mon |
-0.53 |
9.366 |
|
11.890 |
-2.524 |
-21.23 |
|
-21.47 |
| |  |
 |
 |
 |
L |
 |
Adidas |
173.360 |
15:35 |
0.24 |
172.940 |
0.24 |
212.800 |
-39.860 |
-18.73 |
|
-21.53 |
| |  |
 |
 |
 |
|
 |
Kone |
41.770 |
08:15 |
0.17 |
41.700 |
0.17 |
47.760 |
-6.060 |
-12.69 |
|
-21.57 |
| |  |
 |
 |
 |
|
 |
Vonovia |
31.650 |
15:35 |
1.31 |
31.240 |
1.31 |
42.920 |
-11.680 |
-27.21 |
|
-26.26 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
3/28/22 |
prc diff |
⇓ Δ20 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Philips |
19.500 |
Mon |
0.38 |
19.500 |
|
27.480 |
-7.980 |
-29.04 |
|
-31.33 |
Euro 50 - 50 out of 50 instruments rated - 8/15/22 / 3/28/22 - 20 did rise, Market-Ratio(20) = 40.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 * S20 - 20 ex 9 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | 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 |
 |
 |
 |
Airbus |
100 |
494 |
|
20.220 |
21.560 |
18.880 |
-1.340 |
-7 |
9,338 |
-97 |
|
7/24/06 |
1/21/08 |
546 |
|
- cash - |
|
1/21/08 |
2/18/08 |
28 |
 |
 |
 |
Safran |
100 |
915 |
|
10.200 |
13.100 |
7.300 |
-2.900 |
-28 |
6,685 |
-99 |
|
|
2/18/08 |
4/07/08 |
49 |
 |
 |
 |
Infineon |
100 |
1,363 |
|
4.904 |
4.529 |
5.309 |
0.405 |
8 |
7,237 |
81 |
|
4/07/08 |
4/14/08 |
7 |
|
- cash - |
|
4/14/08 |
5/19/08 |
35 |
 |
 |
 |
Infineon |
100 |
1,741 |
|
4.155 |
6.339 |
1.970 |
-2.184 |
-53 |
3,434 |
-100 |
|
5/19/08 |
5/26/08 |
7 |
|
- cash - |
|
5/26/08 |
6/02/08 |
7 |
 |
 |
 |
Kering |
100 |
42 |
|
81.330 |
83.000 |
79.660 |
-1.670 |
-2 |
3,364 |
-66 |
|
6/02/08 |
7/07/08 |
35 |
|
- cash - |
|
7/07/08 |
7/28/08 |
21 |
 |
 |
 |
Stellantis |
100 |
1,173 |
|
2.866 |
3.081 |
2.652 |
-0.214 |
-7 |
3,113 |
-74 |
|
7/28/08 |
8/25/08 |
28 |
|
- cash - |
|
8/25/08 |
9/01/08 |
7 |
 |
 |
 |
Deutsche Börse |
100 |
51 |
|
60.630 |
63.890 |
57.370 |
-3.260 |
-5 |
2,947 |
-94 |
|
9/01/08 |
9/08/08 |
7 |
|
- cash - |
|
9/08/08 |
10/27/08 |
49 |
 |
 |
 |
Flutter |
100 |
212 |
|
13.850 |
10.590 |
18.114 |
4.264 |
31 |
3,850 |
638 |
|
|
10/27/08 |
3/16/09 |
140 |
 |
 |
 |
ING Groep |
100 |
768 |
|
5.010 |
2.644 |
9.493 |
4.483 |
89 |
7,294 |
429 |
|
3/16/09 |
3/23/09 |
7 |
|
- cash - |
|
3/23/09 |
4/06/09 |
14 |
 |
 |
 |
Infineon |
100 |
10,290 |
|
0.709 |
0.999 |
0.419 |
-0.290 |
-41 |
4,312 |
-100 |
|
4/06/09 |
8/08/11 |
854 |
|
- cash - |
|
8/08/11 |
8/15/11 |
7 |
 |
 |
 |
Intesa Sanpaolo |
100 |
3,324 |
|
1.297 |
1.292 |
1.302 |
0.005 |
0 |
4,328 |
22 |
|
8/15/11 |
8/22/11 |
7 |
|
- cash - |
|
8/22/11 |
10/31/11 |
70 |
 |
 |
 |
Intesa Sanpaolo |
100 |
3,927 |
|
1.102 |
1.291 |
0.913 |
-0.189 |
-17 |
3,586 |
-63 |
|
10/31/11 |
11/07/11 |
7 |
|
- cash - |
|
11/07/11 |
12/05/11 |
28 |
 |
 |
 |
BNP Paribas |
100 |
116 |
|
30.770 |
33.155 |
28.385 |
-2.385 |
-8 |
3,309 |
-65 |
|
12/05/11 |
12/12/11 |
7 |
|
- cash - |
|
12/12/11 |
12/26/11 |
14 |
 |
 |
 |
Stellantis |
100 |
1,324 |
|
2.499 |
2.441 |
2.559 |
0.060 |
2 |
3,389 |
86 |
|
12/26/11 |
10/20/14 |
1029 |
|
- cash - |
|
10/20/14 |
10/27/14 |
7 |
 |
 |
 |
Adidas |
100 |
59 |
|
56.610 |
57.090 |
56.130 |
-0.480 |
-1 |
3,361 |
-36 |
|
10/27/14 |
8/24/15 |
301 |
|
- cash - |
|
8/24/15 |
10/19/15 |
56 |
 |
 |
 |
Banco Santander |
100 |
645 |
|
5.210 |
5.150 |
5.271 |
0.061 |
1 |
3,400 |
8 |
|
10/19/15 |
3/28/16 |
161 |
|
- cash - |
|
3/28/16 |
5/02/16 |
35 |
 |
 |
 |
Banco Santander |
100 |
852 |
|
3.990 |
4.370 |
3.610 |
-0.380 |
-10 |
3,076 |
-65 |
|
5/02/16 |
3/26/18 |
693 |
|
- cash - |
|
3/26/18 |
4/02/18 |
7 |
 |
 |
 |
Inditex |
100 |
124 |
|
24.680 |
25.430 |
23.930 |
-0.750 |
-3 |
2,983 |
-80 |
|
4/02/18 |
10/15/18 |
196 |
|
- cash - |
|
10/15/18 |
10/22/18 |
7 |
 |
 |
 |
Intesa Sanpaolo |
100 |
1,461 |
|
2.042 |
1.968 |
2.118 |
0.077 |
4 |
3,095 |
584 |
|
10/22/18 |
10/29/18 |
7 |
|
- cash - |
|
10/29/18 |
11/12/18 |
14 |
 |
 |
 |
Bayer |
100 |
45 |
|
67.880 |
68.610 |
67.150 |
-0.730 |
-1 |
3,062 |
-25 |
|
11/12/18 |
12/10/18 |
28 |
|
- cash - |
|
12/10/18 |
1/21/19 |
42 |
 |
 |
 |
Bayer |
100 |
50 |
|
60.800 |
65.970 |
55.630 |
-5.170 |
-9 |
2,804 |
-54 |
|
1/21/19 |
3/09/20 |
413 |
|
- cash - |
|
3/09/20 |
6/08/20 |
91 |
 |
 |
 |
AB InBev |
100 |
65 |
|
42.705 |
50.700 |
34.710 |
-7.995 |
-19 |
2,284 |
-56 |
|
6/08/20 |
6/29/20 |
21 |
|
- cash - |
|
6/29/20 |
7/06/20 |
7 |
 |
 |
 |
Airbus |
100 |
36 |
|
63.350 |
67.720 |
58.980 |
-4.370 |
-7 |
2,127 |
-98 |
|
7/06/20 |
3/07/22 |
609 |
|
- cash - |
|
3/07/22 |
3/14/22 |
7 |
 |
 |
 |
Vivendi |
100 |
198 |
|
10.740 |
11.735 |
9.745 |
-0.995 |
-9 |
1,930 |
-99 |
|
3/14/22 |
5/23/22 |
70 |
|
- cash - |
|
5/23/22 |
6/20/22 |
28 |
 |
 |
 |
Prosus |
100 |
43 |
|
44.555 |
49.195 |
39.915 |
-4.640 |
-10 |
1,730 |
-76 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | |
6/20/22 |
7/25/22 |
35 |
 |
 |
 |
Philips |
100 |
87 |
|
19.704 |
20.075 |
19.333 |
-0.371 |
-2 |
1,698 |
-18 |
|
7/25/22 |
8/16/22 |
22 |
|
- cash - |
accum | 7/17/06 |
7/25/22 | 812 |
days out of 6070 invested (13%) |
-83 |
1,698 |
-55 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
ING Groep | short | 10/27/08 | 3/16/09 | 140 | 5.01 | 2.64 | 9.49 | 4.48 | 89.49 | | | 89.49 |
Flutter | | 9/08/08 | 10/27/08 | 49 | 13.85 | 10.59 | 18.11 | 4.26 | 30.78 | | | 30.78 |
Adidas | | 10/20/14 | 10/27/14 | 7 | 56.61 | 57.09 | 56.13 | -0.48 | -0.85 | | | -0.85 |
Philips | | 6/20/22 | 7/25/22 | 35 | 19.70 | 20.08 | 19.33 | -0.37 | -1.88 | | | -1.88 |
Kering | | 5/26/08 | 6/02/08 | 7 | 81.33 | 83.00 | 79.66 | -1.67 | -2.05 | | | -2.05 |
Inditex | | 3/26/18 | 4/02/18 | 7 | 24.68 | 25.43 | 23.93 | -0.75 | -3.04 | | | -3.04 |
Stellantis | | 7/07/08 | 7/28/08 | 21 | 2.87 | 3.08 | 2.65 | -0.21 | -7.47 | | | |
| | 12/12/11 | 12/26/11 | 14 | 2.50 | 2.44 | 2.56 | 0.06 | 2.41 | | | -5.24 |
Deutsche Börse | | 8/25/08 | 9/01/08 | 7 | 60.63 | 63.89 | 57.37 | -3.26 | -5.38 | | | -5.38 |
BNP Paribas | | 11/07/11 | 12/05/11 | 28 | 30.77 | 33.16 | 28.39 | -2.39 | -7.75 | | | -7.75 |
Banco Santander | | 8/24/15 | 10/19/15 | 56 | 5.21 | 5.15 | 5.27 | 0.06 | 1.17 | | | |
| | 3/28/16 | 5/02/16 | 35 | 3.99 | 4.37 | 3.61 | -0.38 | -9.52 | | | -8.47 |
Vivendi | | 3/07/22 | 3/14/22 | 7 | 10.74 | 11.74 | 9.75 | -1.00 | -9.26 | | | -9.26 |
Bayer | | 10/29/18 | 11/12/18 | 14 | 67.88 | 68.61 | 67.15 | -0.73 | -1.08 | | | |
| | 12/10/18 | 1/21/19 | 42 | 60.80 | 65.97 | 55.63 | -5.17 | -8.50 | | | -9.49 |
Prosus | | 5/23/22 | 6/20/22 | 28 | 44.56 | 49.20 | 39.92 | -4.64 | -10.41 | | | -10.41 |
Airbus | | 7/17/06 | 7/24/06 | 7 | 20.22 | 21.56 | 18.88 | -1.34 | -6.63 | | | |
| | 6/29/20 | 7/06/20 | 7 | 63.35 | 67.72 | 58.98 | -4.37 | -6.90 | | | -13.07 |
Intesa Sanpaolo | | 8/08/11 | 8/15/11 | 7 | 1.30 | 1.29 | 1.30 | 0.01 | 0.39 | | | |
| | 8/22/11 | 10/31/11 | 70 | 1.10 | 1.29 | 0.91 | -0.19 | -17.15 | | | |
| | 10/15/18 | 10/22/18 | 7 | 2.04 | 1.97 | 2.12 | 0.08 | 3.76 | | | -13.71 |
AB InBev | | 3/09/20 | 6/08/20 | 91 | 42.71 | 50.70 | 34.71 | -8.00 | -18.72 | | | -18.72 |
Safran | | 1/21/08 | 2/18/08 | 28 | 10.20 | 13.10 | 7.30 | -2.90 | -28.43 | | | -28.43 |
Infineon | | 2/18/08 | 4/07/08 | 49 | 4.90 | 4.53 | 5.31 | 0.41 | 8.27 | | | |
| | 4/14/08 | 5/19/08 | 35 | 4.15 | 6.34 | 1.97 | -2.18 | -52.57 | | | |
| | 3/23/09 | 4/06/09 | 14 | 0.71 | 1.00 | 0.42 | -0.29 | -40.89 | | | -69.65 |
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 |
2/02/16 | Paddy Power | | | merger with Betfair Group |
9/21/15 | Vonovia | | | moves from MDAX to DAX |
| Euro 50 | | | Fresenius and Safran replace Repsol and RWE |
9/12/15 | Euro 50 | | | complete analysis
ex Repsol, RWE - in Fresenius, Safran |
9/02/15 | Deutsche Annington | | | changes name to Vonovia |
8/22/15 | Euro 50 | | | complete analysis - difficult market |
9/22/14 | €-Stoxx 50 | | | Nokia replaces CRH. |
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