| |
| |
Assessment - Amsterdam Exchange index - 3/13/23 - RS = 19
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
10/31/22 |
prc diff |
⇓ Δ19 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
AEX |
729.050 |
Mon |
0.92 |
727.250 |
0.25 |
670.620 |
56.630 |
8.44 |
|
3.84 |
| |  |
 |
 |
 |
L |
 |
BE Semiconductor |
74.960 |
Mon |
-0.85 |
73.660 |
1.76 |
51.720 |
21.940 |
42.42 |
|
31.73 |
| |  |
 |
 |
 |
|
 |
ING Groep |
10.532 |
Mon |
-0.64 |
11.718 |
-10.12 |
9.954 |
1.764 |
17.72 |
|
15.48 |
| |  |
 |
 |
 |
|
 |
Prosus |
65.640 |
Mon |
1.08 |
64.860 |
1.20 |
44.040 |
20.820 |
47.28 |
|
14.96 |
| |  |
 |
 |
 |
L |
 |
Randstad |
56.800 |
Mon |
1.83 |
59.100 |
-3.89 |
50.440 |
8.660 |
17.17 |
|
13.90 |
| |  |
 |
 |
 |
L |
 |
ASM International |
324.100 |
Mon |
0.34 |
309.050 |
4.87 |
224.800 |
84.250 |
37.48 |
|
13.74 |
| |  |
 |
 |
 |
L |
 |
Wolters Kluwer |
113.800 |
Mon |
0.71 |
111.250 |
2.29 |
107.550 |
3.700 |
3.44 |
|
12.32 |
| |  |
 |
 |
 |
|
 |
Exor |
74.220 |
Mon |
1.98 |
74.840 |
-0.83 |
68.000 |
6.840 |
10.06 |
|
10.60 |
| |  |
 |
 |
 |
L |
 |
Ahold Delhaize |
30.515 |
Mon |
1.41 |
29.820 |
2.33 |
28.250 |
1.570 |
5.56 |
|
8.60 |
| |  |
 |
 |
 |
|
 |
ASML |
600.200 |
Mon |
0.69 |
565.000 |
6.23 |
478.000 |
87.000 |
18.20 |
|
7.61 |
| |  |
 |
 |
 |
|
 |
ArcelorMittal |
25.250 |
Mon |
1.00 |
26.970 |
-6.38 |
22.655 |
4.315 |
19.05 |
|
6.28 |
| |  |
 |
 |
 |
L |
 |
Heineken |
95.080 |
Mon |
-0.06 |
96.060 |
-1.02 |
84.600 |
11.460 |
13.55 |
|
6.16 |
| |  |
 |
 |
 |
L |
 |
RELX |
29.200 |
Mon |
1.25 |
28.360 |
2.96 |
27.230 |
1.130 |
4.15 |
|
5.47 |
| |  |
 |
 |
 |
|
 |
Shell |
25.690 |
Mon |
1.26 |
27.645 |
-7.07 |
27.970 |
-0.325 |
-1.16 |
|
4.87 |
| |  |
 |
 |
 |
|
 |
IMCD |
146.350 |
Mon |
1.49 |
144.250 |
1.46 |
131.300 |
12.950 |
9.86 |
|
3.28 |
| |  |
 |
 |
 |
L |
 |
KPN |
3.266 |
Mon |
1.74 |
3.200 |
2.06 |
2.831 |
0.369 |
13.03 |
|
2.85 |
| |  |
 |
 |
 |
|
 |
Unilever |
46.700 |
Mon |
1.19 |
45.900 |
1.74 |
46.215 |
-0.315 |
-0.68 |
|
1.88 |
| |  |
 |
 |
 |
L |
 |
Akzo Nobel |
67.760 |
Mon |
1.71 |
69.160 |
-2.02 |
62.440 |
6.720 |
10.76 |
|
0.98 |
| |  |
 |
 |
 |
|
 |
Universal Music |
21.885 |
Mon |
2.36 |
21.280 |
2.84 |
19.852 |
1.428 |
7.19 |
|
0.15 |
| |  |
 |
 |
 |
|
 |
UnibailRodaWestfield |
53.000 |
Mon |
2.00 |
54.310 |
-2.41 |
47.880 |
6.430 |
13.43 |
|
-1.32 |
| |  |
 |
 |
 |
|
 |
Signify |
29.210 |
Mon |
1.28 |
31.030 |
-5.87 |
28.060 |
2.970 |
10.58 |
|
-5.33 |
| |  |
 |
 |
 |
|
 |
Aegon |
3.999 |
Mon |
2.46 |
4.360 |
-8.28 |
4.685 |
-0.325 |
-6.94 |
|
-5.88 |
| |  |
 |
 |
 |
|
 |
Adyen |
1,402.600 |
Mon |
1.27 |
1,307.000 |
7.31 |
1,452.600 |
-145.600 |
-10.02 |
|
-10.74 |
| |  |
 |
 |
 |
L |
 |
Philips |
14.916 |
Mon |
-3.33 |
15.612 |
-4.46 |
12.818 |
2.794 |
21.80 |
|
-12.35 |
| |  |
 |
 |
 |
L |
 |
DSM |
115.050 |
Mon |
0.61 |
114.550 |
0.44 |
119.300 |
-4.750 |
-3.98 |
|
-13.35 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
10/31/22 |
prc diff |
⇓ Δ19 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
NN |
33.650 |
Mon |
-0.09 |
35.430 |
-5.02 |
42.850 |
-7.420 |
-17.32 |
|
-16.59 |
AEX - 25 out of 25 instruments rated - 3/13/23 / 10/31/22 - 19 did rise, Market-Ratio(19) = 76.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Amsterdam Exchange index * S19 - 42/52 (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 |
6/12/06 |
161 |
|
- cash - |
short |
6/12/06 |
8/28/06 |
77 |
 |
 |
 |
Gemalto |
100 |
481 |
|
20.750 |
19.750 |
21.801 |
1.051 |
5 |
10,505 |
26 |
|
8/28/06 |
9/04/06 |
7 |
|
- cash - |
|
9/04/06 |
9/25/06 |
21 |
 |
 |
 |
Gemalto |
100 |
525 |
|
20.000 |
15.020 |
26.631 |
6.631 |
33 |
13,987 |
14,405 |
|
9/25/06 |
8/20/07 |
329 |
|
- cash - |
|
8/20/07 |
10/01/07 |
42 |
 |
 |
 |
Randstad |
100 |
341 |
|
40.900 |
39.500 |
42.350 |
1.450 |
4 |
14,481 |
35 |
|
10/01/07 |
10/15/07 |
14 |
|
- cash - |
|
10/15/07 |
12/17/07 |
63 |
 |
 |
 |
Randstad |
100 |
355 |
|
40.700 |
26.120 |
63.419 |
22.719 |
56 |
22,546 |
1,206 |
|
12/17/07 |
1/07/08 |
21 |
|
- cash - |
|
1/07/08 |
5/19/08 |
133 |
 |
 |
 |
Randstad |
100 |
843 |
|
26.740 |
28.700 |
24.780 |
-1.960 |
-7 |
20,894 |
-19 |
|
5/19/08 |
6/16/08 |
28 |
|
- cash - |
|
6/16/08 |
4/13/09 |
301 |
 |
 |
 |
Aegon |
100 |
2,267 |
|
9.215 |
3.465 |
24.507 |
15.292 |
166 |
55,560 |
227 |
|
4/13/09 |
5/24/10 |
406 |
|
- cash - |
|
5/24/10 |
6/07/10 |
14 |
 |
 |
 |
ArcelorMittal |
100 |
778 |
|
71.370 |
67.755 |
75.178 |
3.808 |
5 |
58,523 |
288 |
|
6/07/10 |
8/16/10 |
70 |
|
- cash - |
|
8/16/10 |
9/20/10 |
35 |
 |
 |
 |
ArcelorMittal |
100 |
820 |
|
71.310 |
75.600 |
67.020 |
-4.290 |
-6 |
55,005 |
-48 |
|
9/20/10 |
5/23/11 |
245 |
|
- cash - |
|
5/23/11 |
12/19/11 |
210 |
 |
 |
 |
Philips |
100 |
2,888 |
|
19.040 |
14.650 |
24.746 |
5.706 |
30 |
71,483 |
58 |
|
12/19/11 |
5/14/12 |
147 |
|
- cash - |
|
5/14/12 |
8/20/12 |
98 |
 |
 |
 |
ArcelorMittal |
100 |
1,975 |
|
36.180 |
38.115 |
34.245 |
-1.935 |
-5 |
67,661 |
-19 |
|
8/20/12 |
4/14/14 |
602 |
|
- cash - |
|
4/14/14 |
4/21/14 |
7 |
 |
 |
 |
DSM |
100 |
1,372 |
|
49.295 |
50.270 |
48.320 |
-0.975 |
-2 |
66,323 |
-65 |
|
4/21/14 |
5/05/14 |
14 |
|
- cash - |
|
5/05/14 |
6/09/14 |
35 |
 |
 |
 |
Vopak |
100 |
1,851 |
|
35.825 |
38.235 |
33.415 |
-2.410 |
-7 |
61,862 |
-52 |
|
6/09/14 |
6/30/14 |
21 |
|
- cash - |
|
6/30/14 |
9/08/14 |
70 |
 |
 |
 |
Vopak |
100 |
1,732 |
|
35.700 |
41.045 |
30.355 |
-5.345 |
-15 |
52,605 |
-57 |
|
9/08/14 |
10/06/14 |
28 |
|
- cash - |
|
10/06/14 |
11/24/14 |
49 |
 |
 |
 |
TNT Express |
100 |
10,580 |
|
4.972 |
5.122 |
4.822 |
-0.150 |
-3 |
51,018 |
-20 |
|
11/24/14 |
7/06/15 |
224 |
|
- cash - |
|
7/06/15 |
7/13/15 |
7 |
 |
 |
 |
Delta Lloyd |
100 |
3,463 |
|
14.730 |
15.275 |
14.185 |
-0.545 |
-4 |
49,130 |
-86 |
|
7/13/15 |
7/27/15 |
14 |
|
- cash - |
|
7/27/15 |
1/04/16 |
161 |
 |
 |
 |
ArcelorMittal |
100 |
2,097 |
|
23.418 |
11.163 |
49.127 |
25.709 |
110 |
103,042 |
436 |
|
1/04/16 |
1/11/16 |
7 |
|
- cash - |
|
1/11/16 |
1/25/16 |
14 |
 |
 |
 |
Delta Lloyd |
100 |
20,050 |
|
5.139 |
5.011 |
5.270 |
0.131 |
3 |
105,674 |
93 |
|
1/25/16 |
2/15/16 |
21 |
|
- cash - |
|
2/15/16 |
4/18/16 |
63 |
 |
 |
 |
Delta Lloyd |
100 |
24,882 |
|
4.247 |
4.530 |
3.964 |
-0.283 |
-7 |
98,633 |
-33 |
|
4/18/16 |
5/09/16 |
21 |
|
- cash - |
|
5/09/16 |
5/16/16 |
7 |
 |
 |
 |
Delta Lloyd |
100 |
23,596 |
|
4.180 |
3.890 |
4.492 |
0.312 |
7 |
105,985 |
4,148 |
|
5/16/16 |
8/21/17 |
462 |
|
- cash - |
|
8/21/17 |
10/02/17 |
42 |
 |
 |
 |
Gemalto |
100 |
2,403 |
|
44.090 |
37.600 |
51.700 |
7.610 |
17 |
124,273 |
299 |
|
10/02/17 |
2/12/18 |
133 |
|
- cash - |
|
2/12/18 |
2/19/18 |
7 |
 |
 |
 |
Altice |
100 |
107,409 |
|
1.157 |
1.179 |
1.135 |
-0.022 |
-2 |
121,910 |
-63 |
|
2/19/18 |
3/05/18 |
14 |
|
- cash - |
|
3/05/18 |
4/09/18 |
35 |
 |
 |
 |
Altice |
100 |
108,364 |
|
1.125 |
1.042 |
1.215 |
0.090 |
8 |
131,619 |
122 |
|
4/09/18 |
10/08/18 |
182 |
|
- cash - |
|
10/08/18 |
2/18/19 |
133 |
 |
 |
 |
ING Groep |
100 |
12,211 |
|
10.778 |
11.100 |
10.456 |
-0.322 |
-3 |
127,687 |
-8 |
|
2/18/19 |
8/26/19 |
189 |
|
- cash - |
|
8/26/19 |
9/09/19 |
14 |
 |
 |
 |
ArcelorMittal |
100 |
10,295 |
|
12.402 |
14.274 |
10.530 |
-1.872 |
-15 |
108,415 |
-99 |
|
9/09/19 |
3/02/20 |
175 |
|
- cash - |
|
3/02/20 |
7/20/20 |
140 |
 |
 |
 |
ABN AMRO |
100 |
8,743 |
|
12.400 |
8.220 |
18.706 |
6.306 |
51 |
163,545 |
192 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
7/20/20 |
2/28/22 |
588 |
|
- cash - |
|
2/28/22 |
11/14/22 |
259 |
 |
 |
 |
Just Eat Takeaway |
100 |
4,515 |
|
36.220 |
23.385 |
56.100 |
19.880 |
55 |
253,301 |
85 |
|
11/14/22 |
12/19/22 |
35 |
|
- cash - |
|
12/19/22 |
1/09/23 |
21 |
 |
 |
 |
Philips |
100 |
19,838 |
|
12.768 |
15.366 |
10.170 |
-2.598 |
-20 |
201,762 |
-98 |
|
1/09/23 |
3/21/23 |
71 |
|
- cash - |
accum | 6/12/06 |
1/09/23 | 2058 |
days out of 6287 invested (33%) |
1,918 |
201,762 |
70 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Aegon | short | 6/16/08 | 4/13/09 | 301 | 9.22 | 3.47 | 24.51 | 15.29 | 165.94 | | | 165.94 |
ArcelorMittal | | 5/24/10 | 6/07/10 | 14 | 71.37 | 67.76 | 75.18 | 3.81 | 5.34 | | | |
| | 8/16/10 | 9/20/10 | 35 | 71.31 | 75.60 | 67.02 | -4.29 | -6.02 | | | |
| | 5/14/12 | 8/20/12 | 98 | 36.18 | 38.12 | 34.25 | -1.94 | -5.35 | | | |
| | 7/27/15 | 1/04/16 | 161 | 23.42 | 11.16 | 49.13 | 25.71 | 109.78 | | | |
| | 8/26/19 | 9/09/19 | 14 | 12.40 | 14.27 | 10.53 | -1.87 | -15.09 | | | 66.90 |
Gemalto | | 6/12/06 | 8/28/06 | 77 | 20.75 | 19.75 | 21.80 | 1.05 | 5.06 | | | |
| | 9/04/06 | 9/25/06 | 21 | 20.00 | 15.02 | 26.63 | 6.63 | 33.16 | | | |
| | 8/21/17 | 10/02/17 | 42 | 44.09 | 37.60 | 51.70 | 7.61 | 17.26 | | | 64.05 |
Just Eat Takeaway | | 2/28/22 | 11/14/22 | 259 | 36.22 | 23.39 | 56.10 | 19.88 | 54.89 | | | 54.89 |
ABN AMRO | | 3/02/20 | 7/20/20 | 140 | 12.40 | 8.22 | 18.71 | 6.31 | 50.85 | | | 50.85 |
Randstad | | 8/20/07 | 10/01/07 | 42 | 40.90 | 39.50 | 42.35 | 1.45 | 3.54 | | | |
| | 10/15/07 | 12/17/07 | 63 | 40.70 | 26.12 | 63.42 | 22.72 | 55.82 | | | |
| | 1/07/08 | 5/19/08 | 133 | 26.74 | 28.70 | 24.78 | -1.96 | -7.33 | | | 49.52 |
Altice | | 2/12/18 | 2/19/18 | 7 | 1.16 | 1.18 | 1.14 | -0.02 | -1.90 | | | |
| | 3/05/18 | 4/09/18 | 35 | 1.13 | 1.04 | 1.21 | 0.09 | 7.96 | | | 5.91 |
Philips | | 5/23/11 | 12/19/11 | 210 | 19.04 | 14.65 | 24.75 | 5.71 | 29.97 | | | |
| | 12/19/22 | 1/09/23 | 21 | 12.77 | 15.37 | 10.17 | -2.60 | -20.35 | | | 3.52 |
Delta Lloyd | | 7/06/15 | 7/13/15 | 7 | 14.73 | 15.28 | 14.19 | -0.55 | -3.70 | | | |
| | 1/11/16 | 1/25/16 | 14 | 5.14 | 5.01 | 5.27 | 0.13 | 2.55 | | | |
| | 2/15/16 | 4/18/16 | 63 | 4.25 | 4.53 | 3.96 | -0.28 | -6.66 | | | |
| | 5/09/16 | 5/16/16 | 7 | 4.18 | 3.89 | 4.49 | 0.31 | 7.45 | | | -0.95 |
DSM | | 4/14/14 | 4/21/14 | 7 | 49.30 | 50.27 | 48.32 | -0.98 | -1.98 | | | -1.98 |
ING Groep | | 10/08/18 | 2/18/19 | 133 | 10.78 | 11.10 | 10.46 | -0.32 | -2.99 | | | -2.99 |
TNT Express | | 10/06/14 | 11/24/14 | 49 | 4.97 | 5.12 | 4.82 | -0.15 | -3.02 | | | -3.02 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Vopak | | 5/05/14 | 6/09/14 | 35 | 35.83 | 38.24 | 33.42 | -2.41 | -6.73 | | | |
| | 6/30/14 | 9/08/14 | 70 | 35.70 | 41.05 | 30.36 | -5.35 | -14.97 | | | -20.69 |
Annotations
6/05/18 | Unibail-Rodamco | | | ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition |
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) |
|
|