| |
| |
Assessment - Iberia Index in Pound sterling - 8/15/22 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
Δwk |
2/14/22 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
IBEX 35 |
7,020.847 |
Fri |
-1.09 |
7,095.703 |
-1.05 |
7,165.982 |
-70.279 |
-0.98 |
|
-1.87 |
| |  |
 |
 |
 |
|
 |
Repsol |
11.009 |
Fri |
0.62 |
10.399 |
5.87 |
9.752 |
0.647 |
6.63 |
|
5.99 |
| |  |
 |
 |
 |
|
 |
Acciona |
174.298 |
Fri |
0.68 |
171.604 |
1.57 |
116.176 |
55.427 |
47.71 |
|
24.51 |
| |  |
 |
 |
 |
L |
 |
Ferrovial |
22.591 |
Fri |
-0.07 |
22.255 |
1.51 |
19.892 |
2.363 |
11.88 |
|
4.56 |
| |  |
 |
 |
 |
|
 |
Red Eléctrica |
16.525 |
Fri |
1.03 |
16.297 |
1.39 |
14.225 |
2.072 |
14.57 |
|
6.05 |
| |  |
 |
 |
 |
|
 |
Iberdrola |
9.212 |
Fri |
0.27 |
9.132 |
0.88 |
7.643 |
1.489 |
19.48 |
|
7.60 |
| |  |
 |
 |
 |
L |
 |
Viscofan |
47.658 |
Fri |
-1.48 |
47.322 |
0.71 |
45.468 |
1.854 |
4.08 |
|
2.02 |
| |  |
 |
 |
 |
|
 |
Naturgy |
24.486 |
Fri |
0.41 |
24.318 |
0.69 |
20.536 |
3.782 |
18.42 |
|
12.84 |
| |  |
 |
 |
 |
L |
 |
CIE Automotive |
21.876 |
Fri |
-0.61 |
21.758 |
0.54 |
21.062 |
0.696 |
3.30 |
|
10.07 |
| |  |
 |
 |
 |
S |
 |
Telefónica |
3.579 |
Fri |
-0.45 |
3.565 |
0.38 |
3.660 |
-0.095 |
-2.59 |
|
-0.55 |
| |  |
 |
 |
 |
L |
 |
Siemens Gamesa |
15.127 |
Fri |
-0.19 |
15.114 |
0.08 |
13.682 |
1.432 |
10.47 |
|
-4.69 |
| |  |
 |
 |
 |
S |
 |
Endesa |
15.291 |
Fri |
-0.22 |
15.283 |
0.06 |
15.320 |
-0.038 |
-0.25 |
|
-6.25 |
| |  |
 |
 |
 |
S |
 |
Enágas |
16.344 |
Fri |
-0.18 |
16.411 |
-0.41 |
15.546 |
0.865 |
5.56 |
|
-2.56 |
| |  |
 |
 |
 |
L |
 |
Cellnex |
35.811 |
Fri |
0.85 |
35.963 |
-0.42 |
32.596 |
3.366 |
10.33 |
|
-6.62 |
| |  |
 |
 |
 |
S |
 |
Almirall |
8.197 |
Fri |
0.15 |
8.252 |
-0.66 |
8.542 |
-0.290 |
-3.40 |
|
-14.90 |
| |  |
 |
 |
 |
S |
 |
Indra Sistemas |
7.077 |
Fri |
-1.29 |
7.136 |
-0.83 |
7.388 |
-0.252 |
-3.42 |
|
-10.92 |
| |  |
 |
 |
 |
|
 |
ACS |
20.107 |
Fri |
-0.83 |
20.318 |
-1.04 |
18.354 |
1.964 |
10.70 |
|
3.74 |
| |  |
 |
 |
 |
|
 |
Caixabank |
2.513 |
Fri |
-1.81 |
2.541 |
-1.13 |
2.751 |
-0.209 |
-7.61 |
|
7.36 |
| |  |
 |
 |
 |
|
 |
Bankinter |
4.198 |
Fri |
-1.15 |
4.259 |
-1.42 |
4.879 |
-0.620 |
-12.72 |
|
-0.62 |
| |  |
 |
 |
 |
S |
 |
Pharma Mar |
51.751 |
Fri |
-1.03 |
52.542 |
-1.51 |
44.515 |
8.027 |
18.03 |
|
-3.12 |
| |  |
 |
 |
 |
|
 |
Mapfre |
1.378 |
Fri |
-0.73 |
1.400 |
-1.56 |
1.624 |
-0.224 |
-13.77 |
|
-7.65 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
7.831 |
Fri |
-3.51 |
7.981 |
-1.88 |
9.453 |
-1.472 |
-15.57 |
|
-10.87 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
3.953 |
Fri |
-3.36 |
4.039 |
-2.13 |
4.790 |
-0.751 |
-15.67 |
|
-6.82 |
| |  |
 |
 |
 |
|
 |
Amadeus IT |
47.136 |
Fri |
-1.44 |
48.248 |
-2.30 |
50.432 |
-2.184 |
-4.33 |
|
0.06 |
| |  |
 |
 |
 |
S |
 |
aena |
106.137 |
Fri |
-2.14 |
108.831 |
-2.48 |
125.370 |
-16.539 |
-13.19 |
|
-6.71 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
Δwk |
2/14/22 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Solaria Energía |
18.861 |
Fri |
1.13 |
19.392 |
-2.74 |
11.342 |
8.050 |
70.98 |
|
30.13 |
| |  |
 |
 |
 |
L |
 |
Inditex |
20.865 |
Fri |
-1.04 |
21.514 |
-3.01 |
21.171 |
0.343 |
1.62 |
|
1.21 |
| |  |
 |
 |
 |
|
 |
Merlin Properties |
8.159 |
Fri |
-2.61 |
8.429 |
-3.20 |
8.391 |
0.037 |
0.44 |
|
1.55 |
| |  |
 |
 |
 |
S |
 |
Banco Sabadell |
0.546 |
Fri |
-3.71 |
0.565 |
-3.43 |
0.756 |
-0.191 |
-25.26 |
|
-2.27 |
| |  |
 |
 |
 |
S |
 |
ArcelorMittal |
19.560 |
Fri |
-4.95 |
20.310 |
-3.69 |
22.032 |
-1.722 |
-7.82 |
|
-10.72 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
2.132 |
Fri |
-3.38 |
2.222 |
-4.04 |
2.797 |
-0.575 |
-20.57 |
|
-10.93 |
| |  |
 |
 |
 |
S |
 |
Grifols |
11.132 |
Fri |
-0.71 |
11.603 |
-4.06 |
12.069 |
-0.466 |
-3.86 |
|
-21.08 |
| |  |
 |
 |
 |
|
 |
Meliá Hotels |
5.237 |
Fri |
-2.28 |
5.490 |
-4.60 |
5.922 |
-0.433 |
-7.30 |
|
1.35 |
| |  |
 |
 |
 |
|
 |
Colonial |
5.296 |
Fri |
-3.08 |
5.608 |
-5.56 |
6.256 |
-0.648 |
-10.36 |
|
-14.43 |
| |  |
 |
 |
 |
S |
 |
Fluidra |
14.794 |
Fri |
-3.51 |
15.847 |
-6.64 |
21.396 |
-5.550 |
-25.94 |
|
-30.92 |
| |  |
 |
 |
 |
|
 |
Intl. Cons. Airlines |
1.119 |
Fri |
-5.48 |
1.201 |
-6.83 |
1.646 |
-0.445 |
-27.01 |
|
-15.08 |
IBEX 35 - 35 out of 35 instruments rated - 8/15/22 / 2/14/22 - 16 did rise, Market-Ratio(26) in GBP = 45.71 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Iberia Index in Pound sterling * 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 |
8/20/07 |
595 |
|
- cash - |
short |
8/20/07 |
4/27/09 |
616 |
 |
 |
 |
FCC |
50 |
168 |
|
29.719 |
17.649 |
50.046 |
20.326 |
68 |
13,415 |
36 |
|
|
|
|
|
 |
 |
 |
Sacyr |
50 |
303 |
|
16.485 |
6.148 |
44.205 |
27.720 |
168 |
21,814 |
79 |
|
100 |
118 |
59 | |
long |
4/27/09 |
2/08/10 |
287 |
 |
 |
 |
Bankinter |
50 |
2,117 |
|
5.151 |
3.314 |
|
-1.837 |
-36 |
17,924 |
-43 |
|
|
|
|
|
 |
 |
 |
Banco Popular |
50 |
388 |
|
28.055 |
21.534 |
|
-6.521 |
-23 |
15,394 |
-29 |
|
100 |
-29 |
-36 | |
short |
2/08/10 |
11/15/10 |
280 |
 |
 |
 |
Bankinter |
50 |
2,322 |
|
3.314 |
2.491 |
4.408 |
1.095 |
33 |
17,936 |
45 |
|
|
|
|
|
 |
 |
 |
Siemens Gamesa |
50 |
951 |
|
8.095 |
4.468 |
14.664 |
6.570 |
81 |
24,183 |
117 |
|
100 |
57 |
80 | |
long |
11/15/10 |
7/18/11 |
245 |
 |
 |
 |
Inditex |
50 |
1,228 |
|
9.842 |
10.900 |
|
1.057 |
11 |
25,482 |
16 |
|
|
|
|
|
 |
 |
 |
Obrascón Huarte Lain |
50 |
608 |
|
19.878 |
20.757 |
|
0.879 |
4 |
26,016 |
7 |
|
100 |
8 |
12 | |
short |
7/18/11 |
2/06/12 |
203 |
 |
 |
 |
Técnicas Reunidas |
50 |
516 |
|
25.183 |
24.975 |
25.393 |
0.210 |
1 |
26,124 |
2 |
|
|
|
|
|
 |
 |
 |
Mediaset Esp |
50 |
2,675 |
|
4.866 |
4.110 |
5.762 |
0.896 |
18 |
28,520 |
35 |
|
100 |
10 |
18 | |
long |
2/06/12 |
4/09/12 |
63 |
 |
 |
 |
Bankinter |
50 |
4,966 |
|
2.871 |
1.777 |
|
-1.094 |
-38 |
23,086 |
-94 |
|
|
|
|
|
 |
 |
 |
Grifols |
50 |
2,285 |
|
6.239 |
6.499 |
|
0.260 |
4 |
23,681 |
27 |
|
100 |
-17 |
-66 | |
short |
4/09/12 |
10/22/12 |
196 |
 |
 |
 |
Siemens Gamesa |
50 |
6,339 |
|
1.868 |
1.252 |
2.786 |
0.918 |
49 |
29,501 |
111 |
|
|
|
|
|
 |
 |
 |
Sacyr |
50 |
7,494 |
|
1.580 |
1.116 |
2.237 |
0.658 |
42 |
34,428 |
91 |
|
100 |
45 |
101 | |
long |
10/22/12 |
10/06/14 |
714 |
 |
 |
 |
Grifols |
50 |
1,678 |
|
10.253 |
12.584 |
|
2.331 |
23 |
38,340 |
11 |
|
|
|
|
|
 |
 |
 |
Inditex |
50 |
1,084 |
|
15.883 |
17.139 |
|
1.256 |
8 |
39,701 |
4 |
|
100 |
15 |
8 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
10/06/14 |
2/23/15 |
140 |
 |
 |
 |
Indra Sistemas |
50 |
2,350 |
|
8.446 |
6.793 |
10.500 |
2.054 |
24 |
44,529 |
76 |
|
|
|
|
|
 |
 |
 |
DIA |
50 |
4,642 |
|
4.276 |
4.754 |
3.799 |
-0.477 |
-11 |
42,313 |
-27 |
|
100 |
7 |
18 | |
long |
2/23/15 |
8/24/15 |
182 |
 |
 |
 |
Mediaset Esp |
50 |
2,525 |
|
8.378 |
7.374 |
|
-1.004 |
-12 |
39,778 |
-23 |
|
|
|
|
|
 |
 |
 |
Intl. Cons. Airlines |
50 |
3,765 |
|
5.619 |
4.945 |
|
-0.674 |
-12 |
37,240 |
-23 |
|
100 |
-12 |
-23 | |
short |
8/24/15 |
8/08/16 |
350 |
 |
 |
 |
Obrascón Huarte Lain |
50 |
1,993 |
|
9.339 |
2.006 |
43.469 |
34.130 |
365 |
105,261 |
397 |
|
|
|
|
|
 |
 |
 |
Sacyr |
50 |
9,849 |
|
1.891 |
1.335 |
2.680 |
0.789 |
42 |
113,030 |
44 |
|
100 |
204 |
218 | |
long |
8/08/16 |
11/28/16 |
112 |
 |
 |
 |
ArcelorMittal |
50 |
3,775 |
|
14.970 |
16.920 |
|
1.950 |
13 |
120,391 |
49 |
|
|
|
|
|
 |
 |
 |
Siemens Gamesa |
50 |
3,364 |
|
16.798 |
16.104 |
|
-0.694 |
-4 |
118,056 |
-13 |
|
100 |
4 |
15 | |
short |
11/28/16 |
12/19/16 |
21 |
 |
 |
 |
Banco Popular |
50 |
81,536 |
|
0.724 |
0.856 |
0.592 |
-0.132 |
-18 |
107,257 |
-97 |
|
|
|
|
|
 |
 |
 |
Telefónica |
50 |
8,750 |
|
6.746 |
7.355 |
6.137 |
-0.609 |
-9 |
101,929 |
-81 |
|
100 |
-14 |
-92 | |
long |
12/19/16 |
10/23/17 |
308 |
 |
 |
 |
ArcelorMittal |
50 |
2,849 |
|
17.883 |
22.871 |
|
4.988 |
28 |
116,139 |
34 |
|
|
|
|
|
 |
 |
 |
Mapfre |
50 |
20,513 |
|
2.485 |
2.361 |
|
-0.125 |
-5 |
113,582 |
-6 |
|
100 |
11 |
14 | |
short |
10/23/17 |
5/14/18 |
203 |
 |
 |
 |
Siemens Gamesa |
50 |
5,792 |
|
9.804 |
12.275 |
7.334 |
-2.470 |
-25 |
99,273 |
-41 |
|
|
|
|
|
 |
 |
 |
Técnicas Reunidas |
50 |
2,421 |
|
23.450 |
22.604 |
24.327 |
0.878 |
4 |
101,398 |
7 |
|
100 |
-11 |
-18 | |
long |
5/14/18 |
7/09/18 |
56 |
 |
 |
 |
ArcelorMittal |
50 |
1,889 |
|
26.830 |
22.858 |
|
-3.972 |
-15 |
93,894 |
-65 |
|
|
|
|
|
 |
 |
 |
Colonial |
50 |
5,788 |
|
8.761 |
8.532 |
|
-0.229 |
-3 |
92,568 |
-16 |
|
100 |
-9 |
-45 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/09/18 |
8/06/18 |
28 |
 |
 |
 |
Mediaset Esp |
50 |
7,480 |
|
6.188 |
5.898 |
6.492 |
0.304 |
5 |
94,842 |
87 |
|
|
|
|
|
 |
 |
 |
DIA |
50 |
19,532 |
|
2.370 |
1.935 |
2.902 |
0.533 |
22 |
105,246 |
1,306 |
|
100 |
14 |
433 | |
long |
8/06/18 |
10/15/18 |
70 |
 |
 |
 |
Naturgy |
50 |
2,556 |
|
20.588 |
19.128 |
|
-1.459 |
-7 |
101,516 |
-32 |
|
|
|
|
|
 |
 |
 |
Amadeus IT |
50 |
823 |
|
63.906 |
62.493 |
|
-1.413 |
-2 |
100,353 |
-11 |
|
100 |
-5 |
-22 | |
short |
10/15/18 |
4/15/19 |
182 |
 |
 |
 |
Mediaset Esp |
50 |
9,454 |
|
5.307 |
5.774 |
4.840 |
-0.467 |
-9 |
95,940 |
-17 |
|
|
|
|
|
 |
 |
 |
DIA |
50 |
51,941 |
|
0.966 |
0.569 |
1.641 |
0.675 |
70 |
131,000 |
189 |
|
100 |
31 |
71 | |
long |
4/15/19 |
8/05/19 |
112 |
 |
 |
 |
Acciona |
50 |
734 |
|
89.186 |
84.494 |
|
-4.692 |
-5 |
127,556 |
-16 |
|
|
|
|
|
 |
 |
 |
Siemens Gamesa |
50 |
5,007 |
|
13.089 |
11.187 |
|
-1.901 |
-15 |
118,036 |
-40 |
|
100 |
-10 |
-29 | |
short |
8/05/19 |
2/03/20 |
182 |
 |
 |
 |
ArcelorMittal |
50 |
5,009 |
|
11.782 |
11.420 |
12.155 |
0.373 |
3 |
119,905 |
6 |
|
|
|
|
|
 |
 |
 |
Bankia |
50 |
36,823 |
|
1.603 |
1.421 |
1.808 |
0.206 |
13 |
127,477 |
27 |
|
100 |
8 |
17 | |
long |
2/03/20 |
3/09/20 |
35 |
 |
 |
 |
Ferrovial |
50 |
2,617 |
|
24.351 |
21.169 |
|
-3.182 |
-13 |
119,151 |
-77 |
|
|
|
|
|
 |
 |
 |
Cellnex |
50 |
1,635 |
|
38.982 |
37.874 |
|
-1.108 |
-3 |
117,340 |
-26 |
|
100 |
-8 |
-58 | |
short |
3/09/20 |
9/14/20 |
189 |
 |
 |
 |
Repsol |
50 |
8,241 |
|
7.119 |
5.779 |
8.770 |
1.651 |
23 |
130,946 |
50 |
|
|
|
|
|
 |
 |
 |
DIA |
50 |
1,161,901 |
|
0.050 |
0.108 |
0.000 |
-0.050 |
-100 |
72,272 |
-100 |
|
100 |
-38 |
-61 | |
long |
9/14/20 |
11/02/20 |
49 |
 |
 |
 |
Siemens Gamesa |
50 |
1,763 |
|
20.491 |
22.164 |
|
1.673 |
8 |
75,222 |
79 |
|
|
|
|
|
 |
 |
 |
Cellnex |
50 |
754 |
|
47.936 |
49.482 |
|
1.546 |
3 |
76,388 |
27 |
|
100 |
6 |
51 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
11/02/20 |
11/09/20 |
7 |
 |
 |
 |
Banco Sabadell |
50 |
155,278 |
|
0.246 |
0.284 |
0.208 |
-0.038 |
-16 |
70,430 |
-100 |
|
|
|
|
|
 |
 |
 |
Intl. Cons. Airlines |
50 |
39,691 |
|
0.962 |
1.300 |
0.624 |
-0.338 |
-35 |
57,020 |
-100 |
|
100 |
-25 |
-100 | |
long |
11/09/20 |
11/29/21 |
385 |
 |
 |
 |
Siemens Gamesa |
50 |
1,250 |
|
22.802 |
19.904 |
|
-2.898 |
-13 |
53,397 |
-12 |
|
|
|
|
|
 |
 |
 |
Pharma Mar |
50 |
274 |
|
103.938 |
49.099 |
|
-54.839 |
-53 |
38,371 |
-51 |
|
100 |
-33 |
-31 | |
short |
11/29/21 |
1/17/22 |
49 |
 |
 |
 |
Grifols |
50 |
1,352 |
|
14.182 |
13.897 |
14.473 |
0.291 |
2 |
38,765 |
16 |
|
|
|
|
|
 |
 |
 |
Pharma Mar |
50 |
390 |
|
49.099 |
46.809 |
51.500 |
2.402 |
5 |
39,702 |
43 |
|
100 |
3 |
29 | |
long |
1/17/22 |
3/07/22 |
49 |
 |
 |
 |
ArcelorMittal |
50 |
735 |
|
26.974 |
21.805 |
|
-5.169 |
-19 |
35,903 |
-79 |
|
|
|
|
|
 |
 |
 |
Naturgy |
50 |
795 |
|
24.993 |
19.326 |
|
-5.666 |
-23 |
31,398 |
-85 |
|
100 |
-21 |
-83 | |
short |
3/07/22 |
3/21/22 |
14 |
 |
 |
 |
Inditex |
50 |
952 |
|
16.483 |
17.585 |
15.380 |
-1.103 |
-7 |
30,348 |
-84 |
|
|
|
|
|
 |
 |
 |
Intl. Cons. Airlines |
50 |
13,435 |
|
1.169 |
1.403 |
0.935 |
-0.234 |
-20 |
27,201 |
-100 |
|
100 |
-13 |
-98 | |
long |
3/21/22 |
6/27/22 |
98 |
 |
 |
 |
Banco Sabadell |
50 |
22,059 |
|
0.617 |
0.677 |
|
0.061 |
10 |
28,540 |
42 |
|
|
|
|
|
 |
 |
 |
Solaria Energía |
50 |
841 |
|
16.154 |
18.090 |
|
1.936 |
12 |
30,168 |
52 |
|
100 |
11 |
47 | |
short |
6/27/22 |
8/19/22 |
53 |
 |
 |
 |
Intl. Cons. Airlines |
50 |
13,025 |
|
1.158 |
1.119 |
1.198 |
0.040 |
3 |
30,693 |
27 |
|
|
|
|
|
 |
 |
 |
Fluidra |
50 |
766 |
|
19.676 |
14.794 |
26.169 |
6.493 |
33 |
35,666 |
613 |
|
100 |
18 |
217 | |
accum | 8/20/07 |
8/19/22 | 5479 |
days out of 6074 invested (90%) |
257 |
35,666 |
9 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Obrascón Huarte Lain | long | 11/15/10 | 7/18/11 | 245 | 19.88 | 20.76 | | 0.88 | 4.42 | 50 | 2.21 | |
| short | 8/24/15 | 8/08/16 | 350 | 9.34 | 2.01 | 43.47 | 34.13 | 365.48 | | 182.74 | 188.99 |
Sacyr | short | 8/20/07 | 4/27/09 | 616 | 16.49 | 6.15 | 44.21 | 27.72 | 168.15 | | 84.07 | |
| short | 4/09/12 | 10/22/12 | 196 | 1.58 | 1.12 | 2.24 | 0.66 | 41.62 | | 20.81 | |
| short | 8/24/15 | 8/08/16 | 350 | 1.89 | 1.33 | 2.68 | 0.79 | 41.70 | | 20.85 | 168.75 |
Siemens Gamesa | short | 2/08/10 | 11/15/10 | 280 | 8.09 | 4.47 | 14.66 | 6.57 | 81.16 | | 40.58 | |
| short | 4/09/12 | 10/22/12 | 196 | 1.87 | 1.25 | 2.79 | 0.92 | 49.15 | | 24.58 | |
| long | 8/08/16 | 11/28/16 | 112 | 16.80 | 16.10 | | -0.69 | -4.13 | | -2.07 | |
| short | 10/23/17 | 5/14/18 | 203 | 9.80 | 12.27 | 7.33 | -2.47 | -25.20 | | -12.60 | |
| long | 4/15/19 | 8/05/19 | 112 | 13.09 | 11.19 | | -1.90 | -14.53 | | -7.26 | |
| long | 9/14/20 | 11/02/20 | 49 | 20.49 | 22.16 | | 1.67 | 8.16 | | 4.08 | |
| long | 11/09/20 | 11/29/21 | 385 | 22.80 | 19.90 | | -2.90 | -12.71 | | -6.35 | 35.50 |
FCC | short | 8/20/07 | 4/27/09 | 616 | 29.72 | 17.65 | 50.05 | 20.33 | 68.39 | | 34.20 | 34.20 |
Fluidra | short | 6/27/22 | 8/19/22 | 53 | 19.68 | 14.79 | 26.17 | 6.49 | 33.00 | | 16.50 | 16.50 |
Grifols | long | 2/06/12 | 4/09/12 | 63 | 6.24 | 6.50 | | 0.26 | 4.17 | | 2.09 | |
| long | 10/22/12 | 10/06/14 | 714 | 10.25 | 12.58 | | 2.33 | 22.74 | | 11.37 | |
| short | 11/29/21 | 1/17/22 | 49 | 14.18 | 13.90 | 14.47 | 0.29 | 2.05 | | 1.03 | 14.86 |
Indra Sistemas | short | 10/06/14 | 2/23/15 | 140 | 8.45 | 6.79 | 10.50 | 2.05 | 24.33 | | 12.16 | 12.16 |
Repsol | short | 3/09/20 | 9/14/20 | 189 | 7.12 | 5.78 | 8.77 | 1.65 | 23.19 | | 11.60 | 11.60 |
Bankia | short | 8/05/19 | 2/03/20 | 182 | 1.60 | 1.42 | 1.81 | 0.21 | 12.83 | | 6.42 | 6.42 |
Solaria Energía | long | 3/21/22 | 6/27/22 | 98 | 16.15 | 18.09 | | 1.94 | 11.98 | | 5.99 | 5.99 |
Inditex | long | 11/15/10 | 7/18/11 | 245 | 9.84 | 10.90 | | 1.06 | 10.74 | | 5.37 | |
| long | 10/22/12 | 10/06/14 | 714 | 15.88 | 17.14 | | 1.26 | 7.91 | | 3.95 | |
| short | 3/07/22 | 3/21/22 | 14 | 16.48 | 17.59 | 15.38 | -1.10 | -6.69 | | -3.35 | 5.87 |
ArcelorMittal | long | 8/08/16 | 11/28/16 | 112 | 14.97 | 16.92 | | 1.95 | 13.03 | | 6.51 | |
| long | 12/19/16 | 10/23/17 | 308 | 17.88 | 22.87 | | 4.99 | 27.89 | | 13.94 | |
| long | 5/14/18 | 7/09/18 | 56 | 26.83 | 22.86 | | -3.97 | -14.81 | | -7.40 | |
| short | 8/05/19 | 2/03/20 | 182 | 11.78 | 11.42 | 12.16 | 0.37 | 3.17 | | 1.58 | |
| long | 1/17/22 | 3/07/22 | 49 | 26.97 | 21.81 | | -5.17 | -19.16 | | -9.58 | 3.22 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Técnicas Reunidas | short | 7/18/11 | 2/06/12 | 203 | 25.18 | 24.97 | 25.39 | 0.21 | 0.83 | | 0.42 | |
| short | 10/23/17 | 5/14/18 | 203 | 23.45 | 22.60 | 24.33 | 0.88 | 3.74 | | 1.87 | 2.30 |
Mediaset Esp | short | 7/18/11 | 2/06/12 | 203 | 4.87 | 4.11 | 5.76 | 0.90 | 18.41 | | 9.20 | |
| long | 2/23/15 | 8/24/15 | 182 | 8.38 | 7.37 | | -1.00 | -11.98 | | -5.99 | |
| short | 7/09/18 | 8/06/18 | 28 | 6.19 | 5.90 | 6.49 | 0.30 | 4.91 | | 2.46 | |
| short | 10/15/18 | 4/15/19 | 182 | 5.31 | 5.77 | 4.84 | -0.47 | -8.80 | | -4.40 | 0.56 |
Cellnex | long | 2/03/20 | 3/09/20 | 35 | 38.98 | 37.87 | | -1.11 | -2.84 | | -1.42 | |
| long | 9/14/20 | 11/02/20 | 49 | 47.94 | 49.48 | | 1.55 | 3.23 | | 1.61 | 0.17 |
Amadeus IT | long | 8/06/18 | 10/15/18 | 70 | 63.91 | 62.49 | | -1.41 | -2.21 | | -1.11 | -1.11 |
Colonial | long | 5/14/18 | 7/09/18 | 56 | 8.76 | 8.53 | | -0.23 | -2.61 | | -1.31 | -1.31 |
Mapfre | long | 12/19/16 | 10/23/17 | 308 | 2.49 | 2.36 | | -0.12 | -5.02 | | -2.51 | -2.51 |
Acciona | long | 4/15/19 | 8/05/19 | 112 | 89.19 | 84.49 | | -4.69 | -5.26 | | -2.63 | -2.63 |
Banco Sabadell | short | 11/02/20 | 11/09/20 | 7 | 0.25 | 0.28 | 0.21 | -0.04 | -15.60 | | -7.80 | |
| long | 3/21/22 | 6/27/22 | 98 | 0.62 | 0.68 | | 0.06 | 9.84 | | 4.92 | -3.26 |
Telefónica | short | 11/28/16 | 12/19/16 | 21 | 6.75 | 7.35 | 6.14 | -0.61 | -9.03 | | -4.51 | -4.51 |
Ferrovial | long | 2/03/20 | 3/09/20 | 35 | 24.35 | 21.17 | | -3.18 | -13.07 | | -6.53 | -6.53 |
Naturgy | long | 8/06/18 | 10/15/18 | 70 | 20.59 | 19.13 | | -1.46 | -7.09 | | -3.54 | |
| long | 1/17/22 | 3/07/22 | 49 | 24.99 | 19.33 | | -5.67 | -22.67 | | -11.34 | -14.48 |
Banco Popular | long | 4/27/09 | 2/08/10 | 287 | 28.06 | 21.53 | | -6.52 | -23.24 | | -11.62 | |
| short | 11/28/16 | 12/19/16 | 21 | 0.72 | 0.86 | 0.59 | -0.13 | -18.29 | | -9.15 | -19.71 |
Bankinter | long | 4/27/09 | 2/08/10 | 287 | 5.15 | 3.31 | | -1.84 | -35.67 | | -17.84 | |
| short | 2/08/10 | 11/15/10 | 280 | 3.31 | 2.49 | 4.41 | 1.09 | 33.03 | | 16.52 | |
| long | 2/06/12 | 4/09/12 | 63 | 2.87 | 1.78 | | -1.09 | -38.11 | | -19.06 | -22.51 |
Pharma Mar | long | 11/09/20 | 11/29/21 | 385 | 103.94 | 49.10 | | -54.84 | -52.76 | | -26.38 | |
| short | 11/29/21 | 1/17/22 | 49 | 49.10 | 46.81 | 51.50 | 2.40 | 4.89 | | 2.45 | -24.58 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
DIA | short | 10/06/14 | 2/23/15 | 140 | 4.28 | 4.75 | 3.80 | -0.48 | -11.16 | | -5.58 | |
| short | 7/09/18 | 8/06/18 | 28 | 2.37 | 1.93 | 2.90 | 0.53 | 22.48 | | 11.24 | |
| short | 10/15/18 | 4/15/19 | 182 | 0.97 | 0.57 | 1.64 | 0.67 | 69.87 | | 34.93 | |
| short | 3/09/20 | 9/14/20 | 189 | 0.05 | 0.11 | 0.00 | -0.05 | -99.80 | | -49.90 | -29.00 |
Intl. Cons. Airlines | long | 2/23/15 | 8/24/15 | 182 | 5.62 | 4.95 | | -0.67 | -12.00 | | -6.00 | |
| short | 11/02/20 | 11/09/20 | 7 | 0.96 | 1.30 | 0.62 | -0.34 | -35.11 | | -17.56 | |
| short | 3/07/22 | 3/21/22 | 14 | 1.17 | 1.40 | 0.93 | -0.23 | -20.04 | | -10.02 | |
| short | 6/27/22 | 8/19/22 | 53 | 1.16 | 1.12 | 1.20 | 0.04 | 3.48 | | 1.74 | -29.05 |
Annotations
8/03/18 | IBEX 35 | | | CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief) |
7/03/18 | Gas Natural | | | renames Naturgy Energy |
6/19/17 | IBEX 35 | | | Inmobiliaria Colonial replaces Banco Popular |
6/07/17 | IBEX 35 | | | Banco Popular was excluded from the index |
5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
11/03/16 | IBEX 35 | | | Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr |
7/11/16 | Red Eléctrica | | | forward stock split 1:4 (four for one) |
1/04/16 | Grifols | | | forward stock split 1:2 (two for one) |
12/29/15 | IBEX 35 | | | complete analysis |
12/21/15 | IBEX 35 | | | Merlin Properties replaces Abengoa |
| Merlin Properties | | | recording started |
8/26/15 | IBEX 35 | | | complete analysis |
8/24/15 | IBEX 35 | | | Acerinox and aena replace BME and Jazztel |
| aena | | | recording started |
|
|