Share-o-matic - Assessment AEX ( Amsterdam Exchange index)

Assessment - Amsterdam Exchange index - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	AEX	885.650	8/12/24	0.26	923.050	-4.05	786.820	136.230	17.31	15.63
	L	ASM International	572.400	8/12/24	1.24	701.400	-18.39	469.950	231.450	49.25	46.49
		ASML	784.600	8/12/24	0.08	954.300	-17.78	681.700	272.600	39.99	39.28
		BE Semiconductor	115.600	8/12/24	3.03	155.350	-25.59	136.450	18.900	13.85	29.14
		RELX	41.240	8/12/24	0.44	42.240	-2.37	35.820	6.420	17.92	21.05
		Wolters Kluwer	150.000	8/12/24	0.20	153.550	-2.31	128.700	24.850	19.31	19.74
	L	Philips	26.060	8/12/24	-0.91	23.450	11.13	21.085	2.365	11.22	19.61
		ING Groep	15.232	8/12/24	0.21	16.358	-6.88	13.526	2.832	20.94	17.84
	L	Prosus	32.850	8/12/24	1.77	33.115	-0.80	26.985	6.130	22.72	16.12
		NN	44.660	8/12/24	0.74	43.940	1.64	35.750	8.190	22.91	14.52
		Universal Music	22.150	8/12/24		27.430	-19.25	25.810	1.620	6.28	13.82
	L	Unilever	55.100	8/12/24	-0.36	51.340	7.32	43.855	7.485	17.07	13.47
		Aegon	5.562	8/12/24	0.22	5.856	-5.02	5.248	0.608	11.59	11.53
		Adyen	1,098.000	8/12/24	1.14	1,113.200	-1.37	1,166.600	-53.400	-4.58	9.22
		ABN AMRO	15.290	8/12/24	0.92	15.665	-2.39	13.590	2.075	15.27	8.42
		Exor	91.650	8/12/24	0.94	97.700	-6.19	90.500	7.200	7.96	7.93
		Shell	33.025	8/12/24	0.93	33.880	-2.52	29.800	4.080	13.69	7.36
	L	KPN	3.580	8/12/24	0.25	3.609	-0.80	3.118	0.491	15.75	7.11
		DSM-Firmenich	117.250	8/12/24	-2.29	105.750	10.87	92.000	13.750	14.95	6.83
		ASR	43.850	8/12/24	0.46	44.820	-2.16	42.700	2.120	4.96	5.38
	L	Heineken	79.320	8/12/24	-0.50	89.800	-11.67	91.940	-2.140	-2.33	5.27
	L	Ahold Delhaize	29.720	8/12/24	-0.30	27.960	6.29	26.015	1.945	7.48	-0.42
	S	IMCD	138.350	8/12/24	-0.54	129.700	6.67	157.550	-27.850	-17.68	-1.71
		ArcelorMittal	20.110	8/12/24	0.10	21.290	-5.54	25.675	-4.385	-17.08	-9.22
	S	Randstad	41.100	8/12/24	-0.22	42.810	-3.99	56.720	-13.910	-24.52	-11.24
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Akzo Nobel	53.340	8/12/24	-0.74	56.180	-5.06	74.820	-18.640	-24.91	-14.76
AEX - 25 out of 25 instruments rated - 7/01/24 / 1/01/24 - 19 did rise, Market-Ratio(26) = 76.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	AEX RS = 26 - B/S = 60/40

1/04/21	scale up chart	7/01/24

Transactions Amsterdam Exchange index * 26 - 60/40 (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		11/26/07	693		- cash -
short	11/26/07	5/18/09	539		Randstad	50	159	31.370	21.020	46.816	15.446	49	12,456	31
					Aalberts	50	366	13.680	6.940	26.966	13.286	97	17,319	58
100							73						45
long	5/18/09	7/05/10	413		Randstad	50	411	21.020	30.700		9.680	46	21,297	40
					Gemalto	50	359	24.170	30.750		6.580	27	23,659	24
100							37						32
short	7/05/10	7/26/10	21		ING Groep	50	1,975	5.988	7.179	4.797	-1.191	-20	21,307	-98
					ArcelorMittal	50	184	63.990	75.180	52.800	-11.190	-17	19,248	-96
100							-19						-97
long	7/26/10	10/04/10	70		Boskalis	50	292	32.860	30.010		-2.850	-9	18,416	-38
					Vopak	50	296	32.540	34.820		2.280	7	19,091	42
100							-1						-4
short	10/04/10	11/15/10	42		Aegon	50	2,188	4.361	4.692	4.030	-0.331	-8	18,367	-50
					ArcelorMittal	50	135	70.650	76.530	64.770	-5.880	-8	17,573	-53
100							-8						-51
long	11/15/10	6/13/11	210		DSM-Firmenich	50	223	39.270	45.290		6.020	15	18,915	28
					Aalberts	50	633	13.915	15.710		1.795	13	20,051	23
100							14						26
short	6/13/11	2/06/12	238		Philips	50	564	17.775	15.870	19.909	2.134	12	21,255	19
					Randstad	50	316	31.710	28.715	35.017	3.307	10	22,300	16
100							11						18
long	2/06/12	6/04/12	119		ASML	50	324	34.410	35.165		0.755	2	22,545	7
					Gemalto	50	259	43.000	49.835		6.835	16	24,315	57
100							9						30
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/04/12	7/30/12	56		ArcelorMittal	50	368	32.955	39.735	26.175	-6.780	-21	21,820	-78
					Delta Lloyd	50	1,242	9.810	10.870	8.750	-1.060	-11	20,503	-53
100							-16						-67
long	7/30/12	5/19/14	658		ASML	50	212	48.135	59.410		11.275	23	22,894	12
					Gemalto	50	161	63.650	77.780		14.130	22	25,169	12
100							23						12
short	5/19/14	6/09/14	21		ASML	50	211	59.410	65.650	53.170	-6.240	-11	23,852	-85
					Vopak	50	329	38.385	38.235	38.536	0.151	0	23,901	7
100							-5						-59
long	6/09/14	7/14/14	35		Boskalis	50	280	42.585	39.960		-2.625	-6	23,166	-48
					KPN	50	4,377	2.736	2.370		-0.366	-13	21,564	-78
100							-10						-66
short	7/14/14	12/01/14	140		OCI	50	392	27.445	28.730	26.160	-1.285	-5	21,061	-12
					Vopak	50	321	33.575	41.615	25.535	-8.040	-24	18,480	-51
100							-14						-33
long	12/01/14	12/15/14	14		ASML	50	108	84.790	83.150		-1.640	-2	18,303	-40
					Heineken	50	147	63.380	57.560		-5.820	-9	17,447	-92
100							-6						-78
short	12/15/14	12/29/14	14		Gemalto	50	141	61.510	68.110	54.910	-6.600	-11	16,517	-95
					ArcelorMittal	50	341	25.677	27.621	23.733	-1.944	-8	15,854	-87
100							-9						-92
long	12/29/14	8/24/15	238		ASML	50	88	89.880	74.790		-15.090	-17	14,526	-25
					Wolters Kluwer	50	312	25.445	27.065		1.620	6	15,031	10
100							-5						-8
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/24/15	3/28/16	217		ArcelorMittal	50	375	20.013	10.980	36.477	16.464	82	21,205	174
					Delta Lloyd	50	795	9.467	4.198	21.349	11.882	126	30,652	293
100							104						232
long	3/28/16	5/02/16	35		Ahold Delhaize	50	763	20.070	19.020		-1.050	-5	29,851	-43
					Wolters Kluwer	50	435	35.190	33.280		-1.910	-5	29,020	-44
100							-5						-44
short	5/02/16	7/18/16	77		OCI	50	895	16.210	13.775	19.075	2.865	18	31,584	116
					Delta Lloyd	50	3,358	4.321	3.150	5.927	1.606	37	36,978	347
100							27						215
long	7/18/16	10/22/18	826		DSM-Firmenich	50	326	56.710	78.240		21.530	38	43,997	15
					Wolters Kluwer	50	496	37.230	51.700		14.470	39	51,174	16
100							38						15
short	10/22/18	4/15/19	175		ING Groep	50	2,462	10.390	11.942	8.838	-1.552	-15	47,353	-29
					Aalberts	50	814	31.440	33.650	29.230	-2.210	-7	45,554	-14
100							-11						-22
long	4/15/19	3/02/20	322		DSM-Firmenich	50	223	102.050	104.200		2.150	2	46,034	2
					Galapagos	50	214	106.500	191.450		84.950	80	64,213	94
100							41						48
short	3/02/20	9/07/20	189		Aegon	50	10,620	3.023	2.330	3.922	0.899	30	73,761	65
					ABN AMRO	50	2,589	12.400	8.210	18.728	6.328	51	90,146	122
100							40						93
long	9/07/20	2/28/22	539		Adyen	50	33	1,340.000	1,864.400		524.400	39	107,451	25
					IMCD	50	509	90.180	144.700		54.520	60	135,201	38
100							50						32
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/28/22	12/12/22	287		Just Eat Takeaway	50	1,866	36.220	21.530	60.933	24.713	68	181,316	94
					Prosus	50	2,658	25.430	29.320	21.540	-3.890	-15	170,976	-19
100							26						35
long	12/12/22	8/21/23	252		ABN AMRO	50	6,752	12.660	13.300		0.640	5	175,297	7
					Prosus	50	2,915	29.320	28.920		-0.400	-1	174,131	-2
100							2						3
short	8/21/23	12/11/23	112		DSM-Firmenich	50	1,039	83.780	88.160	79.400	-4.380	-5	169,581	-16
					Adyen	50	109	797.000	1,217.600	376.400	-420.600	-53	123,735	-91
100							-29						-67
long	12/11/23	8/12/24	245		ASM International	50	133	462.350	572.400		110.050	24	138,372	37
					BE Semiconductor	50	459	135.500	115.600		-19.900	-15	129,238	-21
100							4						7
accum	11/26/07	8/12/24	6430	days out of 7123 invested (90%)							1,192		129,238	16

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Delta Lloyd	short	6/04/12	7/30/12	56	9.81	10.87	8.75	-1.06	-10.81	50	-5.40
	short	8/24/15	3/28/16	217	9.47	4.20	21.35	11.88	125.51		62.76
	short	5/02/16	7/18/16	77	4.32	3.15	5.93	1.61	37.17		18.59	82.58
Randstad	short	11/26/07	5/18/09	539	31.37	21.02	46.82	15.45	49.24		24.62
	long	5/18/09	7/05/10	413	21.02	30.70		9.68	46.05		23.03
	short	6/13/11	2/06/12	238	31.71	28.72	35.02	3.31	10.43		5.22	61.31
Aalberts	short	11/26/07	5/18/09	539	13.68	6.94	26.97	13.29	97.12		48.56
	long	11/15/10	6/13/11	210	13.92	15.71		1.80	12.90		6.45
	short	10/22/18	4/15/19	175	31.44	33.65	29.23	-2.21	-7.03		-3.51	52.58
Galapagos	long	4/15/19	3/02/20	322	106.50	191.45		84.95	79.77		39.88	39.88
Just Eat Takeaway	short	2/28/22	12/12/22	287	36.22	21.53	60.93	24.71	68.23		34.12	34.12
IMCD	long	9/07/20	2/28/22	539	90.18	144.70		54.52	60.46		30.23	30.23
Gemalto	long	5/18/09	7/05/10	413	24.17	30.75		6.58	27.22		13.61
	long	2/06/12	6/04/12	119	43.00	49.84		6.84	15.90		7.95
	long	7/30/12	5/19/14	658	63.65	77.78		14.13	22.20		11.10
	short	12/15/14	12/29/14	14	61.51	68.11	54.91	-6.60	-10.73		-5.36	28.94
ABN AMRO	short	3/02/20	9/07/20	189	12.40	8.21	18.73	6.33	51.04		25.52
	long	12/12/22	8/21/23	252	12.66	13.30		0.64	5.06		2.53	28.69
DSM-Firmenich	long	11/15/10	6/13/11	210	39.27	45.29		6.02	15.33		7.66
	long	7/18/16	10/22/18	826	56.71	78.24		21.53	37.97		18.98
	long	4/15/19	3/02/20	322	102.05	104.20		2.15	2.11		1.05
	short	8/21/23	12/11/23	112	83.78	88.16	79.40	-4.38	-5.23		-2.61	26.07
Wolters Kluwer	long	12/29/14	8/24/15	238	25.45	27.07		1.62	6.37		3.18
	long	3/28/16	5/02/16	35	35.19	33.28		-1.91	-5.43		-2.71
	long	7/18/16	10/22/18	826	37.23	51.70		14.47	38.87		19.43	19.89
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ASM International	long	12/11/23	8/12/24	245	462.35	572.40		110.05	23.80		11.90	11.90
Aegon	short	10/04/10	11/15/10	42	4.36	4.69	4.03	-0.33	-7.59		-3.80
	short	3/02/20	9/07/20	189	3.02	2.33	3.92	0.90	29.74		14.87	10.51
ArcelorMittal	short	7/05/10	7/26/10	21	63.99	75.18	52.80	-11.19	-17.49		-8.74
	short	10/04/10	11/15/10	42	70.65	76.53	64.77	-5.88	-8.32		-4.16
	short	6/04/12	7/30/12	56	32.96	39.74	26.18	-6.78	-20.57		-10.29
	short	12/15/14	12/29/14	14	25.68	27.62	23.73	-1.94	-7.57		-3.79
	short	8/24/15	3/28/16	217	20.01	10.98	36.48	16.46	82.27		41.13	6.54
OCI	short	7/14/14	12/01/14	140	27.45	28.73	26.16	-1.29	-4.68		-2.34
	short	5/02/16	7/18/16	77	16.21	13.78	19.08	2.87	17.68		8.84	6.29
Philips	short	6/13/11	2/06/12	238	17.78	15.87	19.91	2.13	12.00		6.00	6.00
Ahold Delhaize	long	3/28/16	5/02/16	35	20.07	19.02		-1.05	-5.23		-2.62	-2.62
ASML	long	2/06/12	6/04/12	119	34.41	35.17		0.76	2.19		1.10
	long	7/30/12	5/19/14	658	48.14	59.41		11.28	23.42		11.71
	short	5/19/14	6/09/14	21	59.41	65.65	53.17	-6.24	-10.50		-5.25
	long	12/01/14	12/15/14	14	84.79	83.15		-1.64	-1.93		-0.97
	long	12/29/14	8/24/15	238	89.88	74.79		-15.09	-16.79		-8.39	-2.92
Heineken	long	12/01/14	12/15/14	14	63.38	57.56		-5.82	-9.18		-4.59	-4.59
KPN	long	6/09/14	7/14/14	35	2.74	2.37		-0.37	-13.38		-6.69	-6.69
Boskalis	long	7/26/10	10/04/10	70	32.86	30.01		-2.85	-8.67		-4.34
	long	6/09/14	7/14/14	35	42.59	39.96		-2.63	-6.16		-3.08	-7.28
BE Semiconductor	long	12/11/23	8/12/24	245	135.50	115.60		-19.90	-14.69		-7.34	-7.34
Prosus	short	2/28/22	12/12/22	287	25.43	29.32	21.54	-3.89	-15.30		-7.65
	long	12/12/22	8/21/23	252	29.32	28.92		-0.40	-1.36		-0.68	-8.28
Vopak	long	7/26/10	10/04/10	70	32.54	34.82		2.28	7.01		3.50
	short	5/19/14	6/09/14	21	38.39	38.24	38.54	0.15	0.39		0.20
	short	7/14/14	12/01/14	140	33.58	41.62	25.54	-8.04	-23.95		-11.97	-8.71
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Adyen	long	9/07/20	2/28/22	539	1,340.00	1,864.40		524.40	39.13		19.57
	short	8/21/23	12/11/23	112	797.00	1,217.60	376.40	-420.60	-52.77		-26.39	-11.98
ING Groep	short	7/05/10	7/26/10	21	5.99	7.18	4.80	-1.19	-19.89		-9.94
	short	10/22/18	4/15/19	175	10.39	11.94	8.84	-1.55	-14.94		-7.47	-16.67

Annotations

2/21/24	AEX	Component update: ABN Amro and ASR Nederland replace Signify and Unibail-Rodamco-Westfield
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
5/18/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
7/24/16	Ahold Delhaize	merger
7/07/16	AEX	ABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express
8/25/15	AEX	complete analysis
	AEX	NN Group and Vopak replace Fugro and SBM Offshore
	NN	recording started
7/01/15	RELX	stock split 1,000:1,538 (1,538 for one thousand)


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