Share-o-matic - Assessment IBEX 35 (Iberia Index)

Assessment - Iberia Index - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		IBEX 35	10,646.200	12/08/24	0.07	11,057.000	-3.72	10,102.100	954.900	9.45	9.95
		Rovi	76.200	12/08/24	-0.59	86.800	-12.21	60.200	26.600	44.19	50.14
		Banco Sabadell	1.788	12/08/24	0.45	1.852	-3.43	1.113	0.739	66.35	41.15
		Indra Sistemas	16.610	12/08/24	-0.60	19.440	-14.56	14.000	5.440	38.86	35.78
		Inditex	44.250	12/08/24	0.07	45.900	-3.59	39.430	6.470	16.41	22.07
		Bankinter	7.294	12/08/24	0.19	7.694	-5.20	5.796	1.898	32.75	21.96
		Unicaja Banco	1.150	12/08/24	-0.86	1.306	-11.94	0.890	0.416	46.74	21.08
		Caixabank	4.979	12/08/24	0.52	5.044	-1.29	3.726	1.318	35.37	19.44
		Meliá Hotels	6.160	12/08/24		7.710	-20.10	5.960	1.750	29.36	17.82
		Merlin Properties	10.360	12/08/24	0.19	10.450	-0.86	10.060	0.390	3.88	17.38
		aena	173.300	12/08/24	0.29	188.200	-7.92	164.100	24.100	14.69	16.46
		Banco Santander	4.089	12/08/24	-0.24	4.448	-8.06	3.780	0.668	17.67	15.44
		Ferrovial	35.780	12/08/24		36.460	-1.87	33.020	3.440	10.42	11.24
		Fluidra	21.280	12/08/24	-0.28	19.350	9.97	18.850	0.500	2.65	11.07
		ACS	38.940	12/08/24	0.05	40.120	-2.94	40.160	-0.040	-0.10	10.86
	L	Redeia	16.410	12/08/24	0.61	16.350	0.37	14.910	1.440	9.66	10.44
		Banco Bilbao Viz	8.924	12/08/24	0.27	9.500	-6.06	8.226	1.274	15.49	9.25
		Telefónica	4.032	12/08/24	0.12	3.983	1.23	3.534	0.449	12.71	8.08
		Sacyr	3.090	12/08/24	0.85	3.324	-7.04	3.126	0.198	6.33	8.00
	L	Iberdrola	12.105	12/08/24	0.29	12.320	-1.75	11.870	0.450	3.79	6.71
		Mapfre	2.134	12/08/24		2.172	-1.75	1.943	0.229	11.79	6.36
		Intl. Cons. Airlines	1.949	12/08/24	0.03	1.932	0.88	1.781	0.151	8.45	6.28
	L	Colonial	5.365	12/08/24	-0.83	5.495	-2.37	6.550	-1.055	-16.11	6.26
		Logista	26.720	12/08/24	0.07	26.560	0.60	24.480	2.080	8.50	5.65
	L	Amadeus IT	56.700	12/08/24	-0.18	62.520	-9.31	64.880	-2.360	-3.64	1.83
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Repsol	12.765	12/08/24	0.67	14.885	-14.24	13.450	1.435	10.67	0.36
	L	Endesa	17.920	12/08/24	0.84	17.815	0.59	18.460	-0.645	-3.49	0.15
	S	Acerinox	9.155	12/08/24	0.05	9.760	-6.20	10.655	-0.895	-8.40	-0.32
		Cellnex	34.040	12/08/24	-0.99	30.790	10.56	35.660	-4.870	-13.66	-5.75
	L	Solaria Energía	11.050	12/08/24	1.47	11.600	-4.74	18.610	-7.010	-37.67	-7.39
	L	Enágas	13.540	12/08/24		14.100	-3.97	15.265	-1.165	-7.63	-7.80
		ArcelorMittal	20.120	12/08/24	0.30	21.300	-5.54	25.665	-4.365	-17.01	-9.15
	L	Acciona	116.000	12/08/24	0.26	113.000	2.65	133.300	-20.300	-15.23	-9.18
	L	Acciona Energías	20.140	12/08/24	-0.30	19.630	2.60	28.080	-8.450	-30.09	-14.69
		Grifols	8.728	12/08/24	-0.48	8.126	7.41	15.455	-7.329	-47.42	-15.83
		Naturgy	22.240	12/08/24	0.36	20.680	7.54	27.000	-6.320	-23.41	-18.04
IBEX 35 - 35 out of 35 instruments rated - 1/07/24 / 1/01/24 - 22 did rise, Market-Ratio(26) = 62.86 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	IBEX 35 RS = 26 - B/S = 60/40

4/01/21	scale up chart	1/07/24

Transactions Iberia 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
2/01/06		20/08/07	595		- cash -
short	20/08/07	27/04/09	616		FCC	50	114	43.692	19.564	97.577	53.885	123	16,143	61
					Sacyr	50	207	24.236	6.815	86.190	61.954	256	28,967	112
100							190						88
long	27/04/09	8/02/10	287		Bankinter	50	2,536	5.710	3.793		-1.917	-34	24,106	-41
					Banco Popular	50	465	31.100	24.650		-6.450	-21	21,107	-26
100							-27						-33
short	8/02/10	15/11/10	280		Bankinter	50	2,782	3.793	2.932	4.907	1.114	29	24,205	40
					Siemens Gamesa	50	1,139	9.266	5.260	16.323	7.057	76	32,243	109
100							53						74
long	15/11/10	18/07/11	245		Inditex	50	1,391	11.586	12.424		0.838	7	33,409	11
					Obrascón Huarte Lain	50	689	23.400	23.660		0.260	1	33,588	2
100							4						6
short	18/07/11	6/02/12	203		Técnicas Reunidas	50	585	28.705	30.025	27.385	-1.320	-5	32,816	-8
					Mediaset Esp	50	3,027	5.547	4.941	6.227	0.680	12	34,875	23
100							4						7
long	6/02/12	9/04/12	63		Bankinter	50	5,051	3.452	2.154		-1.298	-38	28,319	-93
					Grifols	50	2,325	7.500	7.878		0.378	5	29,196	33
100							-16						-64
short	9/04/12	22/10/12	196		Siemens Gamesa	50	6,447	2.264	1.539	3.331	1.067	47	36,072	105
					Sacyr	50	7,624	1.915	1.371	2.675	0.760	40	41,866	86
100							43						96
long	22/10/12	6/10/14	714		Grifols	50	1,661	12.600	15.988		3.388	27	47,492	13
					Inditex	50	1,072	19.520	21.775		2.255	12	49,910	6
100							19						9
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/10/14	23/02/15	140		Indra Sistemas	50	2,325	10.730	9.260	12.433	1.703	16	53,870	47
					DIA	50	4,594	5.433	6.480	4.386	-1.047	-19	49,060	-43
100							-2						-4
long	23/02/15	24/08/15	182		Mediaset Esp	50	2,147	11.420	10.020		-1.400	-12	46,054	-23
					Intl. Cons. Airlines	50	3,203	7.660	6.720		-0.940	-12	43,043	-23
100							-12						-23
short	24/08/15	8/08/16	350		Obrascón Huarte Lain	50	1,695	12.690	2.360	68.236	55.546	438	137,193	478
					Sacyr	50	8,378	2.570	1.570	4.207	1.637	64	150,907	67
100							251						270
long	8/08/16	28/11/16	112		ArcelorMittal	50	4,284	17.610	19.890		2.280	13	160,675	49
					Siemens Gamesa	50	3,819	19.760	18.930		-0.830	-4	157,505	-13
100							4						15
short	28/11/16	19/12/16	21		Banco Popular	50	92,541	0.851	1.020	0.682	-0.169	-20	141,866	-98
					Telefónica	50	9,930	7.930	8.760	7.100	-0.830	-10	133,624	-85
100							-15						-94
long	19/12/16	23/10/17	308		ArcelorMittal	50	3,136	21.300	25.695		4.395	21	147,406	25
					Mapfre	50	22,576	2.960	2.652		-0.308	-10	140,453	-12
100							5						6
short	23/10/17	14/05/18	203		Siemens Gamesa	50	6,375	11.015	13.940	8.090	-2.925	-27	121,806	-43
					Técnicas Reunidas	50	2,665	26.345	25.670	27.038	0.693	3	123,652	5
100							-12						-20
long	14/05/18	9/07/18	56		ArcelorMittal	50	2,029	30.470	25.785		-4.685	-15	114,146	-66
					Colonial	50	6,213	9.950	9.625		-0.325	-3	112,127	-19
100							-9						-47
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/07/18	6/08/18	28		Mediaset Esp	50	8,032	6.980	6.606	7.375	0.395	6	115,301	105
					DIA	50	20,974	2.673	2.167	3.297	0.624	23	128,393	1,442
100							15						485
long	6/08/18	15/10/18	70		Naturgy	50	2,783	23.060	21.720		-1.340	-6	124,664	-27
					Amadeus IT	50	897	71.580	70.960		-0.620	-1	124,108	-4
100							-3						-16
short	15/10/18	15/04/19	182		Mediaset Esp	50	10,297	6.026	6.694	5.358	-0.668	-11	117,229	-21
					DIA	50	56,570	1.097	0.659	1.825	0.728	66	158,412	178
100							28						63
long	15/04/19	5/08/19	112		Acciona	50	766	103.400	91.650		-11.750	-11	149,412	-33
					Siemens Gamesa	50	5,219	15.175	12.135		-3.040	-20	133,546	-52
100							-16						-43
short	5/08/19	3/02/20	182		ArcelorMittal	50	5,224	12.780	13.418	12.142	-0.638	-5	130,213	-10
					Bankia	50	38,414	1.739	1.669	1.811	0.072	4	132,994	9
100							0						-1
long	3/02/20	9/03/20	35		Ferrovial	50	2,324	28.610	24.230		-4.380	-15	122,815	-82
					Cellnex	50	1,452	45.800	43.350		-2.450	-5	119,258	-44
100							-10						-68
short	9/03/20	14/09/20	189		Repsol	50	7,318	8.148	6.266	10.595	2.447	30	137,167	66
					DIA	50	1,031,676	0.058	0.117	0.000	-0.058	-100	77,536	-100
100							-35						-56
long	14/09/20	2/11/20	49		Siemens Gamesa	50	1,744	22.220	24.600		2.380	11	81,687	113
					Cellnex	50	746	51.980	54.920		2.940	6	83,880	51
100							8						80
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/11/20	9/11/20	7		Banco Sabadell	50	153,627	0.273	0.316	0.230	-0.043	-16	77,244	-100
					Intl. Cons. Airlines	50	39,269	1.068	1.446	0.690	-0.378	-35	62,400	-100
100							-26						-100
long	9/11/20	29/11/21	385		Siemens Gamesa	50	1,230	25.360	23.480		-1.880	-7	60,088	-7
					Pharma Mar	50	269	115.600	57.920		-57.680	-50	44,572	-48
100							-29						-27
short	29/11/21	17/01/22	49		Grifols	50	1,332	16.730	16.625	16.836	0.106	1	44,712	5
					Pharma Mar	50	384	57.920	56.000	59.906	1.986	3	45,475	29
100							2						16
long	17/01/22	7/03/22	49		ArcelorMittal	50	704	32.270	26.300		-5.970	-19	41,272	-78
					Naturgy	50	761	29.900	23.310		-6.590	-22	36,257	-84
100							-20						-82
short	7/03/22	21/03/22	14		Inditex	50	911	19.880	21.010	18.750	-1.130	-6	35,228	-78
					Intl. Cons. Airlines	50	12,869	1.410	1.677	1.144	-0.267	-19	31,798	-100
100							-12						-97
long	21/03/22	27/06/22	98		Banco Sabadell	50	21,584	0.737	0.785		0.049	7	32,851	27
					Solaria Energía	50	823	19.300	20.980		1.680	9	34,234	36
100							8						32
short	27/06/22	9/01/23	196		Intl. Cons. Airlines	50	12,745	1.343	1.650	1.037	-0.307	-23	30,328	-38
					Fluidra	50	750	22.820	16.020	32.506	9.686	42	37,593	93
100							10						19
long	9/01/23	21/08/23	224		Banco Bilbao Viz	50	2,994	6.277	7.096		0.819	13	40,045	22
					Banco Sabadell	50	19,202	0.979	1.109		0.130	13	42,541	23
100							13						22
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	21/08/23	18/09/23	28		Acciona	50	172	123.400	126.600	120.200	-3.200	-3	41,990	-29
					Acciona Energías	50	847	25.140	25.920	24.360	-0.780	-3	41,330	-34
100							-3						-31
long	18/09/23	23/10/23	35		Indra Sistemas	50	1,469	14.060	13.090		-0.970	-7	39,905	-53
					Rovi	50	381	54.150	49.920		-4.230	-8	38,293	-57
100							-7						-55
short	23/10/23	20/11/23	28		Acciona	50	165	115.950	129.950	101.950	-14.000	-12	35,983	-81
					Cellnex	50	720	26.590	33.660	19.520	-7.070	-27	30,893	-98
100							-19						-94
long	20/11/23	12/08/24	266		Banco Bilbao Viz	50	1,864	8.286	8.924		0.638	8	32,082	11
					Banco Sabadell	50	11,774	1.312	1.788		0.476	36	37,686	53
100							22						31
accum	20/08/07	12/08/24	6538	days out of 7133 invested (92%)							277		37,686	8

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Sacyr	short	20/08/07	27/04/09	616	24.24	6.82	86.19	61.95	255.63	50	127.81
	short	9/04/12	22/10/12	196	1.92	1.37	2.67	0.76	39.68		19.84
	short	24/08/15	8/08/16	350	2.57	1.57	4.21	1.64	63.69		31.85	259.96
Obrascón Huarte Lain	long	15/11/10	18/07/11	245	23.40	23.66		0.26	1.11		0.56
	short	24/08/15	8/08/16	350	12.69	2.36	68.24	55.55	437.71		218.86	220.63
FCC	short	20/08/07	27/04/09	616	43.69	19.56	97.58	53.88	123.33		61.66	61.66
Siemens Gamesa	short	8/02/10	15/11/10	280	9.27	5.26	16.32	7.06	76.16		38.08
	short	9/04/12	22/10/12	196	2.26	1.54	3.33	1.07	47.11		23.55
	long	8/08/16	28/11/16	112	19.76	18.93		-0.83	-4.20		-2.10
	short	23/10/17	14/05/18	203	11.02	13.94	8.09	-2.93	-26.55		-13.28
	long	15/04/19	5/08/19	112	15.18	12.14		-3.04	-20.03		-10.02
	long	14/09/20	2/11/20	49	22.22	24.60		2.38	10.71		5.36
	long	9/11/20	29/11/21	385	25.36	23.48		-1.88	-7.41		-3.71	32.23
Fluidra	short	27/06/22	9/01/23	196	22.82	16.02	32.51	9.69	42.45		21.22	21.22
Banco Sabadell	short	2/11/20	9/11/20	7	0.27	0.32	0.23	-0.04	-15.82		-7.91
	long	21/03/22	27/06/22	98	0.74	0.79		0.05	6.63		3.31
	long	9/01/23	21/08/23	224	0.98	1.11		0.13	13.28		6.64
	long	20/11/23	12/08/24	266	1.31	1.79		0.48	36.28		18.14	19.86
Grifols	long	6/02/12	9/04/12	63	7.50	7.88		0.38	5.03		2.52
	long	22/10/12	6/10/14	714	12.60	15.99		3.39	26.88		13.44
	short	29/11/21	17/01/22	49	16.73	16.63	16.84	0.11	0.63		0.32	16.66
Repsol	short	9/03/20	14/09/20	189	8.15	6.27	10.60	2.45	30.04		15.02	15.02
Banco Bilbao Viz	long	9/01/23	21/08/23	224	6.28	7.10		0.82	13.05		6.52
	long	20/11/23	12/08/24	266	8.29	8.92		0.64	7.70		3.85	10.62
Inditex	long	15/11/10	18/07/11	245	11.59	12.42		0.84	7.23		3.62
	long	22/10/12	6/10/14	714	19.52	21.78		2.26	11.55		5.78
	short	7/03/22	21/03/22	14	19.88	21.01	18.75	-1.13	-5.68		-2.84	6.49
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Solaria Energía	long	21/03/22	27/06/22	98	19.30	20.98		1.68	8.70		4.35	4.35
Indra Sistemas	short	6/10/14	23/02/15	140	10.73	9.26	12.43	1.70	15.88		7.94
	long	18/09/23	23/10/23	35	14.06	13.09		-0.97	-6.90		-3.45	4.21
Bankia	short	5/08/19	3/02/20	182	1.74	1.67	1.81	0.07	4.16		2.08	2.08
Amadeus IT	long	6/08/18	15/10/18	70	71.58	70.96		-0.62	-0.87		-0.43	-0.43
Técnicas Reunidas	short	18/07/11	6/02/12	203	28.71	30.03	27.39	-1.32	-4.60		-2.30
	short	23/10/17	14/05/18	203	26.35	25.67	27.04	0.69	2.63		1.31	-1.01
Acciona Energías	short	21/08/23	18/09/23	28	25.14	25.92	24.36	-0.78	-3.10		-1.55	-1.55
Colonial	long	14/05/18	9/07/18	56	9.95	9.63		-0.32	-3.27		-1.63	-1.63
Mediaset Esp	short	18/07/11	6/02/12	203	5.55	4.94	6.23	0.68	12.26		6.13
	long	23/02/15	24/08/15	182	11.42	10.02		-1.40	-12.26		-6.13
	short	9/07/18	6/08/18	28	6.98	6.61	7.38	0.40	5.66		2.83
	short	15/10/18	15/04/19	182	6.03	6.69	5.36	-0.67	-11.09		-5.54	-3.23
Rovi	long	18/09/23	23/10/23	35	54.15	49.92		-4.23	-7.81		-3.91	-3.91
ArcelorMittal	long	8/08/16	28/11/16	112	17.61	19.89		2.28	12.95		6.47
	long	19/12/16	23/10/17	308	21.30	25.70		4.40	20.63		10.32
	long	14/05/18	9/07/18	56	30.47	25.79		-4.69	-15.38		-7.69
	short	5/08/19	3/02/20	182	12.78	13.42	12.14	-0.64	-4.99		-2.50
	long	17/01/22	7/03/22	49	32.27	26.30		-5.97	-18.50		-9.25	-4.06
Mapfre	long	19/12/16	23/10/17	308	2.96	2.65		-0.31	-10.41		-5.20	-5.20
Telefónica	short	28/11/16	19/12/16	21	7.93	8.76	7.10	-0.83	-10.47		-5.23	-5.23
Ferrovial	long	3/02/20	9/03/20	35	28.61	24.23		-4.38	-15.31		-7.65	-7.65
Acciona	long	15/04/19	5/08/19	112	103.40	91.65		-11.75	-11.36		-5.68
	short	21/08/23	18/09/23	28	123.40	126.60	120.20	-3.20	-2.59		-1.30
	short	23/10/23	20/11/23	28	115.95	129.95	101.95	-14.00	-12.07		-6.04	-12.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Cellnex	long	3/02/20	9/03/20	35	45.80	43.35		-2.45	-5.35		-2.67
	long	14/09/20	2/11/20	49	51.98	54.92		2.94	5.66		2.83
	short	23/10/23	20/11/23	28	26.59	33.66	19.52	-7.07	-26.59		-13.29	-13.23
Naturgy	long	6/08/18	15/10/18	70	23.06	21.72		-1.34	-5.81		-2.91
	long	17/01/22	7/03/22	49	29.90	23.31		-6.59	-22.04		-11.02	-13.61
Banco Popular	long	27/04/09	8/02/10	287	31.10	24.65		-6.45	-20.74		-10.37
	short	28/11/16	19/12/16	21	0.85	1.02	0.68	-0.17	-19.86		-9.93	-19.27
Bankinter	long	27/04/09	8/02/10	287	5.71	3.79		-1.92	-33.57		-16.79
	short	8/02/10	15/11/10	280	3.79	2.93	4.91	1.11	29.36		14.68
	long	6/02/12	9/04/12	63	3.45	2.15		-1.30	-37.60		-18.80	-22.51
Pharma Mar	long	9/11/20	29/11/21	385	115.60	57.92		-57.68	-49.90		-24.95
	short	29/11/21	17/01/22	49	57.92	56.00	59.91	1.99	3.43		1.71	-23.66
DIA	short	6/10/14	23/02/15	140	5.43	6.48	4.39	-1.05	-19.27		-9.64
	short	9/07/18	6/08/18	28	2.67	2.17	3.30	0.62	23.35		11.68
	short	15/10/18	15/04/19	182	1.10	0.66	1.83	0.73	66.36		33.18
	short	9/03/20	14/09/20	189	0.06	0.12	0.00	-0.06	-99.83		-49.91	-32.68
Intl. Cons. Airlines	long	23/02/15	24/08/15	182	7.66	6.72		-0.94	-12.27		-6.14
	short	2/11/20	9/11/20	7	1.07	1.45	0.69	-0.38	-35.39		-17.70
	short	7/03/22	21/03/22	14	1.41	1.68	1.14	-0.27	-18.90		-9.45
	short	27/06/22	9/01/23	196	1.34	1.65	1.04	-0.31	-22.82		-11.41	-38.03

Annotations

3/08/18	IBEX 35	CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief)
3/07/18	Gas Natural	renames Naturgy Energy
19/06/17	IBEX 35	Inmobiliaria Colonial replaces Banco Popular
7/06/17	IBEX 35	Banco Popular was excluded from the index
18/05/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/11/16	IBEX 35	Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr
11/07/16	Red Eléctrica	forward stock split 1:4 (four for one)
4/01/16	Grifols	forward stock split 1:2 (two for one)
29/12/15	IBEX 35	complete analysis
21/12/15	IBEX 35	Merlin Properties replaces Abengoa
	Merlin Properties	recording started
26/08/15	IBEX 35	complete analysis
24/08/15	IBEX 35	Acerinox and aena replace BME and Jazztel
	aena	recording started


	is taking down something concerning