Share-o-matic - Assessment ISEQ 20

Assessment - ISEQ 20 - 2/24/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	∅-RS
		ISEQ-20	1,118.480	09:18	-2.47	1,161.940	-3.74	941.910	220.030	23.36	9.76
	L	Kingspan Group	59.100	09:24	-1.91	61.800	-4.37	41.320	20.480	49.56	32.21
		Flutter	100.050	09:22	-4.94	106.200	-5.79	73.720	32.480	44.06	31.81
		Kerry Group	122.000	09:24	-0.97	123.000	-0.81	106.800	16.200	15.17	16.07
		Ryanair Holdings	12.045	09:24	-4.67	13.240	-9.03	8.650	4.590	53.06	14.26
		Smurfit Kappa	31.620	09:24	-2.95	31.900	-0.88	26.660	5.240	19.65	11.93
		C&C Group	4.035	08:35	-1.59	4.270	-5.50	4.010	0.260	6.48	10.49
	L	Greencoat Renewables	1.220	09:14	0.83	1.205	1.24	1.010	0.195	19.31	9.88
		CRH	32.410	09:24	-2.00	33.370	-2.88	29.270	4.100	14.01	8.45
		Glenveagh Properties	0.790	09:05	-1.25	0.824	-4.13	0.635	0.189	29.76	6.07
		Cairn Homes	1.224	09:21	-1.61	1.246	-1.77	0.958	0.288	30.06	3.26
		Irish Continental	4.200	Wed	-1.18	4.360	-3.67	3.800	0.560	14.74	-3.96
	S	Hibernia REIT	1.286	09:19	-0.62	1.344	-4.32	1.504	-0.160	-10.64	-4.25
		Irish Residential	1.520	09:15	-2.69	1.580	-3.80	1.710	-0.130	-7.60	-4.27
	S	Dalata Hotel	4.635	09:05	-2.42	4.660	-0.54	4.380	0.280	6.39	-10.39
		Aryzta	0.815	09:01	-2.80	0.810	0.56	0.734	0.076	10.35	-13.29
	S	Total Produce	1.234	09:09	-2.83	1.258	-1.91	1.290	-0.032	-2.48	-14.82
	L	Glanbia	10.870	09:22	-0.73	10.470	3.82	10.050	0.420	4.18	-16.67
	S	Bank of Ireland	3.498	09:23	-2.45	3.764	-7.07	3.440	0.324	9.42	-16.91
	S	AIB	2.118	09:23	-4.59	2.320	-8.71	2.240	0.080	3.57	-26.93
		Origin Enterprises	2.905	09:13	-1.69	3.360	-13.54	4.900	-1.540	-31.43	-28.00
ISEQ 20 - 20 out of 20 instruments rated - 2/24/20 / 8/26/19 - 16 did rise, Market-Ratio(26) = 80.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	ISEQ 20 RS = 26 - B/S = 60/40

1/04/16	scale up chart	2/24/20

Transactions ISEQ 20 * 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		7/17/06	196		- cash -
short	7/17/06	10/02/06	77		Kerry Group	50	328	15.210	18.610	11.810	-3.400	-22	8,885	-70
					Fyffes	50	3,884	1.290	1.450	1.130	-0.160	-12	8,263	-47
100							-17						-60
long	10/02/06	7/30/07	301		C&C Group	50	386	10.700	8.155		-2.545	-24	7,281	-28
					Kingspan Group	50	255	16.200	17.220		1.020	6	7,541	8
100							-9						-11
short	7/30/07	5/18/09	658		C&C Group	50	462	8.155	2.170	30.647	22.492	276	17,932	108
					Fyffes	50	4,932	0.765	0.303	1.931	1.166	152	23,685	67
100							214						89
long	5/18/09	8/08/11	812		C&C Group	50	5,457	2.170	3.105		0.935	43	28,787	17
					Smurfit Kappa	50	3,666	3.230	4.805		1.575	49	34,561	20
100							46						19
short	8/08/11	2/06/12	182		Bank of Ireland	50	6,697	2.580	4.350	0.810	-1.770	-69	22,708	-90
					Smurfit Kappa	50	3,596	4.805	6.605	3.005	-1.800	-37	16,235	-61
100							-53						-78
long	2/06/12	8/11/14	917		Bank of Ireland	50	1,866	4.350	7.800		3.450	79	22,673	26
					Ryanair Holdings	50	1,887	4.300	6.781		2.481	58	27,354	20
100							69						23
short	8/11/14	11/17/14	98		CRH	50	803	17.023	16.701	17.351	0.328	2	27,618	7
					FBD Holdings	50	1,001	13.660	10.900	17.119	3.459	25	31,080	132
100							14						61
long	11/17/14	2/01/16	441		Flutter	50	254	61.080	142.750		81.670	134	51,824	102
					Ryanair Holdings	50	1,853	8.400	14.495		6.095	73	63,118	57
100							103						80
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/01/16	4/04/16	63		FBD Holdings	50	4,973	6.345	6.245	6.447	0.102	2	63,624	10
					Smurfit Kappa	50	1,562	20.200	22.190	18.210	-1.990	-10	60,515	-45
100							-4						-22
long	4/04/16	5/09/16	35		Flutter	50	247	122.200	114.650		-7.550	-6	58,650	-49
					Total Produce	50	19,088	1.589	1.595		0.006	0	58,765	4
100							-3						-26
short	5/09/16	12/26/16	231		Bank of Ireland	50	4,167	7.050	7.200	6.900	-0.150	-2	58,140	-3
					permanent tsb	50	12,777	2.300	2.800	1.800	-0.500	-22	51,751	-32
100							-12						-18
long	12/26/16	4/16/18	476		Total Produce	50	13,407	1.930	2.340		0.410	21	57,248	16
		2/13/17	49		Fyffes	50	11,490	2.252	2.250		-0.002	0	57,225	-1
100							11						8
short	4/16/18	5/21/18	35		Aryzta	50	6,661	4.295	4.267	4.323	0.028	1	57,413	7
					Datalex	50	11,222	2.550	3.000	2.100	-0.450	-18	52,363	-87
100							-8						-60
long	5/21/18	7/02/18	42		Smurfit Kappa	50	765	34.180	34.540		0.360	1	52,639	10
					Dalata Hotel	50	3,901	6.720	6.950		0.230	3	53,536	34
100							2						21
short	7/02/18	9/24/18	84		Aryzta	50	8,505	3.147	1.942	5.100	1.953	62	70,143	715
					Irish Continental	50	5,118	5.230	5.350	5.110	-0.120	-2	69,529	-10
100							30						211
long	9/24/18	10/08/18	14		C&C Group	50	10,285	3.380	3.410		0.030	1	69,838	26
					Smurfit Kappa	50	996	34.900	32.700		-2.200	-6	67,647	-82
100							-3						-51
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/08/18	6/10/19	245		Aryzta	50	15,775	2.144	1.040	4.420	2.276	106	103,549	194
					Ryanair Holdings	50	2,818	12.000	10.620	13.559	1.559	13	107,943	20
100							60						101
long	6/10/19	8/12/19	63		C&C Group	50	14,203	3.800	4.020		0.220	6	111,068	39
					Green REIT	50	30,700	1.758	1.798		0.040	2	112,296	14
100							4						26
short	8/12/19	12/16/19	126		Aryzta	50	77,073	0.729	0.935	0.522	-0.207	-28	96,380	-62
					Bank of Ireland	50	14,980	3.748	5.110	2.386	-1.362	-36	75,977	-73
100							-32						-68
long	12/16/19	2/27/20	73		Flutter	50	354	107.100	100.050		-7.050	-7	73,482	-29
					Ryanair Holdings	50	2,617	14.540	12.045		-2.495	-17	66,952	-61
100							-12						-47
accum	7/17/06	2/27/20	4973	days out of 5169 invested (96%)							570		66,952	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
C&C Group	long	10/02/06	7/30/07	301	10.70	8.16		-2.55	-23.79	50	-11.89
	short	7/30/07	5/18/09	658	8.16	2.17	30.65	22.49	275.81		137.90
	long	5/18/09	8/08/11	812	2.17	3.11		0.94	43.09		21.54
	long	9/24/18	10/08/18	14	3.38	3.41		0.03	0.89		0.44
	long	6/10/19	8/12/19	63	3.80	4.02		0.22	5.79		2.89	163.31
Aryzta	short	4/16/18	5/21/18	35	4.30	4.27	4.32	0.03	0.66		0.33
	short	7/02/18	9/24/18	84	3.15	1.94	5.10	1.95	62.05		31.02
	short	10/08/18	6/10/19	245	2.14	1.04	4.42	2.28	106.15		53.08
	short	8/12/19	12/16/19	126	0.73	0.94	0.52	-0.21	-28.35		-14.17	72.71
Ryanair Holdings	long	2/06/12	8/11/14	917	4.30	6.78		2.48	57.70		28.85
	long	11/17/14	2/01/16	441	8.40	14.50		6.10	72.56		36.28
	short	10/08/18	6/10/19	245	12.00	10.62	13.56	1.56	12.99		6.50
	long	12/16/19	2/27/20	73	14.54	12.05		-2.50	-17.16		-8.58	70.96
Fyffes	short	7/17/06	10/02/06	77	1.29	1.45	1.13	-0.16	-12.40		-6.20
	short	7/30/07	5/18/09	658	0.77	0.30	1.93	1.17	152.47		76.24
	long	12/26/16	2/13/17	49	2.25	2.25		-0.00	-0.09		-0.04	65.23
Flutter	long	11/17/14	2/01/16	441	61.08	142.75		81.67	133.71		66.85
	long	4/04/16	5/09/16	35	122.20	114.65		-7.55	-6.18		-3.09
	long	12/16/19	2/27/20	73	107.10	100.05		-7.05	-6.58		-3.29	56.38
FBD Holdings	short	8/11/14	11/17/14	98	13.66	10.90	17.12	3.46	25.32		12.66
	short	2/01/16	4/04/16	63	6.35	6.25	6.45	0.10	1.60		0.80	13.56
Total Produce	long	4/04/16	5/09/16	35	1.59	1.60		0.01	0.38		0.19
	long	12/26/16	4/16/18	476	1.93	2.34		0.41	21.24		10.62	10.83
Kingspan Group	long	10/02/06	7/30/07	301	16.20	17.22		1.02	6.30		3.15	3.15
Dalata Hotel	long	5/21/18	7/02/18	42	6.72	6.95		0.23	3.42		1.71	1.71
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Green REIT	long	6/10/19	8/12/19	63	1.76	1.80		0.04	2.28		1.14	1.14
CRH	short	8/11/14	11/17/14	98	17.02	16.70	17.35	0.33	1.93		0.96	0.96
Irish Continental	short	7/02/18	9/24/18	84	5.23	5.35	5.11	-0.12	-2.29		-1.15	-1.15
Smurfit Kappa	long	5/18/09	8/08/11	812	3.23	4.81		1.58	48.76		24.38
	short	8/08/11	2/06/12	182	4.81	6.61	3.01	-1.80	-37.46		-18.73
	short	2/01/16	4/04/16	63	20.20	22.19	18.21	-1.99	-9.85		-4.93
	long	5/21/18	7/02/18	42	34.18	34.54		0.36	1.05		0.53
	long	9/24/18	10/08/18	14	34.90	32.70		-2.20	-6.30		-3.15	-6.43
Datalex	short	4/16/18	5/21/18	35	2.55	3.00	2.10	-0.45	-17.65		-8.82	-8.82
permanent tsb	short	5/09/16	12/26/16	231	2.30	2.80	1.80	-0.50	-21.74		-10.87	-10.87
Kerry Group	short	7/17/06	10/02/06	77	15.21	18.61	11.81	-3.40	-22.35		-11.18	-11.18
Bank of Ireland	short	8/08/11	2/06/12	182	2.58	4.35	0.81	-1.77	-68.60		-34.30
	long	2/06/12	8/11/14	917	4.35	7.80		3.45	79.31		39.66
	short	5/09/16	12/26/16	231	7.05	7.20	6.90	-0.15	-2.13		-1.06
	short	8/12/19	12/16/19	126	3.75	5.11	2.39	-1.36	-36.34		-18.17	-25.72

Annotations

11/07/18	Aryzta	capital increase
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
2/02/16	Paddy Power	merger with Betfair Group
9/14/15	ISEQ 20	complete analysis
9/12/15	ISEQ 20	market adjustment to index: Irish Residential and permanent tsb replace Air Lingus and Dragon Oil


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