Share-o-matic - Assessment PSI 20 (Portuguese Stock Index 20 )

Assessment - Portuguese Stock Index 20 in Renminbi yuán - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		PSI 20	51,214.194	8/12/24	0.09	51,507.200	-0.57	50,247.549	1,259.651	2.51	4.75
		Galp Energia	148.885	8/12/24	0.16	154.978	-3.93	104.792	50.186	47.89	38.78
		Banco Comercial	2.951	8/12/24	0.16	2.707	9.00	2.156	0.552	25.60	23.57
		Greenvolt	65.225	8/12/24	0.60	66.397	-1.76	64.258	2.139	3.33	20.14
	L	Altri	37.026	8/12/24	-0.04	42.182	-12.22	36.135	6.046	16.73	16.68
		CTT-Correios	32.730	8/12/24	0.24	32.925	-0.59	27.416	5.509	20.10	14.17
		The Navigator	28.215	8/12/24	0.84	30.246	-6.71	27.871	2.374	8.52	6.55
		Semapa	111.703	8/12/24	0.56	113.890	-1.92	105.264	8.627	8.20	5.14
		Mota-Engil	26.340	8/12/24	0.30	27.715	-4.96	31.108	-3.393	-10.91	1.41
		Sonae	7.116	8/12/24	0.77	6.921	2.82	7.105	-0.184	-2.60	-3.99
		NOS	26.949	8/12/24	0.58	26.363	2.22	25.138	1.226	4.88	0.07
	L	Redes Energéticas	18.357	8/12/24	-0.42	17.849	2.84	18.264	-0.415	-2.27	-3.29
		Corticeira Amorim	69.756	8/12/24		70.771	-1.43	71.799	-1.028	-1.43	-4.94
		Jerónimo Martins	126.701	8/12/24	0.81	150.135	-15.61	180.991	-30.856	-17.05	-10.97
	L	Energias de Portugal	28.754	8/12/24	-0.43	27.746	3.63	35.782	-8.036	-22.46	-10.81
	L	EDP Renováveis	109.438	8/12/24	-0.92	103.735	5.50	145.523	-41.788	-28.72	-12.45
PSI 20 - 15 out of 15 instruments rated - 7/01/24 / 1/01/24 - 8 did rise, Market-Ratio(26) in CNY = 53.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

Transactions Portuguese Stock Index 20 in Renminbi yuán * 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		9/11/06	252		- cash -
short	9/11/06	11/13/06	63		NOS	50	52	96.097	96.647	95.547	-0.550	-1	9,971	-3
					Impresa	50	211	23.672	21.965	25.511	1.839	8	10,359	54
100							4						23
long	11/13/06	10/01/07	322		Altri	50	270	19.138	27.844		8.706	45	12,710	53
					Mota-Engil	50	104	49.889	59.114		9.225	18	13,669	21
100							32						37
short	10/01/07	4/27/09	574		Mota-Engil	50	115	59.114	27.979	124.895	65.781	111	21,234	61
					Impresa	50	276	24.845	7.232	85.352	60.507	244	37,934	119
100							178						91
long	4/27/09	4/12/10	350		Redes Energéticas	50	666	28.468	27.128		-1.340	-5	37,042	-5
					Sonae	50	3,363	5.641	8.235		2.594	46	45,765	48
100							21						22
short	4/12/10	10/08/12	910		EDP Renováveis	50	417	54.872	30.068	100.139	45.266	82	64,641	27
					Mota-Engil	50	763	29.955	10.388	86.383	56.427	188	107,695	53
100							135						41
long	10/08/12	7/15/13	280		Banco BPI	50	7,681	7.010	7.097		0.087	1	108,364	2
					Teixeira Duarte	50	24,210	2.224	4.118		1.894	85	154,211	123
100							43						60
short	7/15/13	10/07/13	84		Pharol	50	3,472	22.205	28.580	15.829	-6.376	-29	132,074	-77
					Banif	50	232,945	0.331	0.083	1.319	0.988	298	362,142	40,473
100							135						3,984
long	10/07/13	7/21/14	287		Mota-Engil	50	6,808	26.594	38.780		12.186	46	445,103	62
					Impresa	50	29,445	6.150	11.824		5.674	92	612,171	130
100							69						95
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/21/14	3/23/15	245		Pharol	50	20,159	15.183	4.217	54.659	39.476	260	1,407,967	574
					Banif	50	4,556,362	0.067	0.068	0.066	-0.001	-1	1,403,954	-2
100							129						244
long	3/23/15	8/24/15	154		Altri	50	26,874	26.121	23.785		-2.336	-9	1,341,169	-20
					NOS	50	15,402	45.575	52.640		7.064	16	1,449,974	41
100							3						8
short	8/24/15	8/08/16	350		Mota-Engil	50	49,572	14.625	13.314	16.065	1.440	10	1,521,371	10
					Pharol	50	406,299	1.784	1.255	2.537	0.752	42	1,826,948	44
100							26						27
long	8/08/16	9/12/16	35		Corticeira Amorim	50	15,748	58.002	61.184		3.182	5	1,877,065	75
					Sonae Capital	50	206,193	4.430	5.105		0.675	15	2,016,143	338
100							10						179
short	9/12/16	11/14/16	63		Banco Comercial	50	559,029	1.803	1.554	2.092	0.289	16	2,177,560	136
					Sonae	50	192,652	5.233	5.397	5.068	-0.164	-3	2,145,871	-17
100							6						44
long	11/14/16	11/28/16	14		Pharol	50	571,946	1.876	1.428		-0.447	-24	1,889,945	-100
					Corticeira Amorim	50	15,760	68.077	59.996		-8.081	-12	1,762,583	-96
100							-18						-99
short	11/28/16	12/12/16	14		Banco Comercial	50	563,487	1.564	1.631	1.497	-0.067	-4	1,725,058	-68
					CTT-Correios	50	20,922	42.122	43.962	40.282	-1.840	-4	1,686,563	-69
100							-4						-68
long	12/12/16	8/20/18	616		Galp Energia	50	8,178	103.113	136.277		33.165	32	1,957,782	18
					Sonae Capital	50	141,810	5.947	6.841		0.895	15	2,084,654	9
100							24						13
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/20/18	4/08/19	231		Pharol	50	615,790	1.693	1.409	2.034	0.341	20	2,294,782	34
					Ibersol	50	13,486	77.289	60.827	98.206	20.917	27	2,576,868	46
100							24						40
long	4/08/19	6/03/19	56		Jerónimo Martins	50	12,559	102.590	106.467		3.878	4	2,625,568	27
					NOS	50	28,622	45.015	42.447		-2.568	-6	2,552,063	-32
100							-1						-6
short	6/03/19	12/02/19	182		The Navigator	50	52,004	24.537	27.397	21.678	-2.859	-12	2,403,362	-22
					Semapa	50	13,456	94.827	106.655	83.000	-11.828	-12	2,244,210	-23
100							-12						-23
long	12/02/19	3/02/20	91		EDP Renováveis	50	14,537	77.184	95.549		18.365	24	2,511,174	135
					CTT-Correios	50	46,460	24.153	18.178		-5.976	-25	2,233,545	-68
100							0						-2
short	3/02/20	9/14/20	196		Pharol	50	1,740,461	0.642	0.887	0.396	-0.245	-38	1,806,691	-59
					NOS	50	40,818	27.360	27.836	26.883	-0.476	-2	1,787,254	-3
100							-20						-34
long	9/14/20	10/05/20	21		EDP Renováveis	50	7,868	113.572	117.786		4.214	4	1,820,410	88
					Pharol	50	1,007,592	0.887	0.835		-0.052	-6	1,768,475	-65
100							-1						-17
short	10/05/20	11/16/20	42		Banco Comercial	50	1,400,568	0.631	0.824	0.439	-0.193	-30	1,498,807	-96
					Galp Energia	50	13,417	65.903	71.209	60.597	-5.306	-8	1,427,617	-52
100							-19						-84
long	11/16/20	3/07/22	476		EDP Renováveis	50	5,330	133.906	149.504		15.598	12	1,510,756	9
		1/25/21	70		Sonae Capital	50	118,951	6.002	6.057		0.056	1	1,517,396	5
100							6						5
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/07/22	4/04/22	28		Pharol	50	1,397,806	0.543	0.560	0.526	-0.017	-3	1,493,525	-34
					Corticeira Amorim	50	11,772	64.446	69.733	59.159	-5.287	-8	1,431,287	-67
100							-6						-53
long	4/04/22	9/19/22	168		Banco Comercial	50	600,605	1.192	1.010		-0.181	-15	1,322,426	-30
					Galp Energia	50	8,888	80.518	69.521		-10.997	-14	1,224,688	-27
100							-14						-29
short	9/19/22	3/27/23	189		Altri	50	16,526	37.053	33.802	40.617	3.564	10	1,283,588	19
					CTT-Correios	50	28,265	21.664	25.693	17.635	-4.029	-19	1,169,711	-33
100							-4						-8
long	3/27/23	8/21/23	147		Banco Comercial	50	415,844	1.406	1.961		0.555	39	1,400,435	128
					Mota-Engil	50	51,953	11.257	19.200		7.943	71	1,813,081	276
100							55						197
short	8/21/23	12/25/23	126		EDP Renováveis	50	6,854	132.258	145.581	118.936	-13.323	-10	1,721,768	-26
					Greenvolt	50	18,763	48.317	64.196	32.439	-15.878	-33	1,423,848	-68
100							-21						-50
long	12/25/23	8/12/24	231		Mota-Engil	50	22,880	31.114	26.340		-4.774	-15	1,314,611	-23
					Greenvolt	50	11,090	64.196	65.225		1.030	2	1,326,030	3
100							-7						-11
accum	9/11/06	8/12/24	6878	days out of 7130 invested (96%)							13,160		1,326,030	30

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Mota-Engil	long	11/13/06	10/01/07	322	49.89	59.11		9.23	18.49	50	9.25
	short	10/01/07	4/27/09	574	59.11	27.98	124.90	65.78	111.28		55.64
	short	4/12/10	10/08/12	910	29.96	10.39	86.38	56.43	188.37		94.19
	long	10/07/13	7/21/14	287	26.59	38.78		12.19	45.82		22.91
	short	8/24/15	8/08/16	350	14.62	13.31	16.06	1.44	9.85		4.92
	long	3/27/23	8/21/23	147	11.26	19.20		7.94	70.56		35.28
	long	12/25/23	8/12/24	231	31.11	26.34		-4.77	-15.34		-7.67	431.82
Impresa	short	9/11/06	11/13/06	63	23.67	21.97	25.51	1.84	7.77		3.88
	short	10/01/07	4/27/09	574	24.85	7.23	85.35	60.51	243.54		121.77
	long	10/07/13	7/21/14	287	6.15	11.82		5.67	92.26		46.13	236.66
Banif	short	7/15/13	10/07/13	84	0.33	0.08	1.32	0.99	298.34		149.17
	short	7/21/14	3/23/15	245	0.07	0.07	0.07	-0.00	-1.31		-0.66	147.54
Pharol	short	7/15/13	10/07/13	84	22.20	28.58	15.83	-6.38	-28.71		-14.36
	short	7/21/14	3/23/15	245	15.18	4.22	54.66	39.48	260.00		130.00
	short	8/24/15	8/08/16	350	1.78	1.26	2.54	0.75	42.15		21.07
	long	11/14/16	11/28/16	14	1.88	1.43		-0.45	-23.85		-11.93
	short	8/20/18	4/08/19	231	1.69	1.41	2.03	0.34	20.16		10.08
	short	3/02/20	9/14/20	196	0.64	0.89	0.40	-0.25	-38.22		-19.11
	long	9/14/20	10/05/20	21	0.89	0.84		-0.05	-5.81		-2.91
	short	3/07/22	4/04/22	28	0.54	0.56	0.53	-0.02	-3.15		-1.57	78.74
EDP Renováveis	short	4/12/10	10/08/12	910	54.87	30.07	100.14	45.27	82.49		41.25
	long	12/02/19	3/02/20	91	77.18	95.55		18.36	23.79		11.90
	long	9/14/20	10/05/20	21	113.57	117.79		4.21	3.71		1.86
	long	11/16/20	3/07/22	476	133.91	149.50		15.60	11.65		5.82
	short	8/21/23	12/25/23	126	132.26	145.58	118.94	-13.32	-10.07		-5.04	61.78
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Teixeira Duarte	long	10/08/12	7/15/13	280	2.22	4.12		1.89	85.14		42.57	42.57
Altri	long	11/13/06	10/01/07	322	19.14	27.84		8.71	45.49		22.75
	long	3/23/15	8/24/15	154	26.12	23.78		-2.34	-8.94		-4.47
	short	9/19/22	3/27/23	189	37.05	33.80	40.62	3.56	9.62		4.81	22.90
Sonae	long	4/27/09	4/12/10	350	5.64	8.23		2.59	45.98		22.99
	short	9/12/16	11/14/16	63	5.23	5.40	5.07	-0.16	-3.14		-1.57	21.06
Sonae Capital	long	8/08/16	9/12/16	35	4.43	5.10		0.67	15.22		7.61
	long	12/12/16	8/20/18	616	5.95	6.84		0.89	15.04		7.52
	long	11/16/20	1/25/21	70	6.00	6.06		0.06	0.93		0.47	16.25
Ibersol	short	8/20/18	4/08/19	231	77.29	60.83	98.21	20.92	27.06		13.53	13.53
Galp Energia	long	12/12/16	8/20/18	616	103.11	136.28		33.16	32.16		16.08
	short	10/05/20	11/16/20	42	65.90	71.21	60.60	-5.31	-8.05		-4.03
	long	4/04/22	9/19/22	168	80.52	69.52		-11.00	-13.66		-6.83	3.80
NOS	short	9/11/06	11/13/06	63	96.10	96.65	95.55	-0.55	-0.57		-0.29
	long	3/23/15	8/24/15	154	45.58	52.64		7.06	15.50		7.75
	long	4/08/19	6/03/19	56	45.02	42.45		-2.57	-5.70		-2.85
	short	3/02/20	9/14/20	196	27.36	27.84	26.88	-0.48	-1.74		-0.87	3.47
Jerónimo Martins	long	4/08/19	6/03/19	56	102.59	106.47		3.88	3.78		1.89	1.89
Banco BPI	long	10/08/12	7/15/13	280	7.01	7.10		0.09	1.24		0.62	0.62
Banco Comercial	short	9/12/16	11/14/16	63	1.80	1.55	2.09	0.29	16.01		8.01
	short	11/28/16	12/12/16	14	1.56	1.63	1.50	-0.07	-4.26		-2.13
	short	10/05/20	11/16/20	42	0.63	0.82	0.44	-0.19	-30.50		-15.25
	long	4/04/22	9/19/22	168	1.19	1.01		-0.18	-15.21		-7.61
	long	3/27/23	8/21/23	147	1.41	1.96		0.55	39.45		19.72	-0.90
Redes Energéticas	long	4/27/09	4/12/10	350	28.47	27.13		-1.34	-4.71		-2.35	-2.35
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
The Navigator	short	6/03/19	12/02/19	182	24.54	27.40	21.68	-2.86	-11.65		-5.83	-5.83
Semapa	short	6/03/19	12/02/19	182	94.83	106.65	83.00	-11.83	-12.47		-6.24	-6.24
Corticeira Amorim	long	8/08/16	9/12/16	35	58.00	61.18		3.18	5.49		2.74
	long	11/14/16	11/28/16	14	68.08	60.00		-8.08	-11.87		-5.94
	short	3/07/22	4/04/22	28	64.45	69.73	59.16	-5.29	-8.20		-4.10	-7.32
Greenvolt	short	8/21/23	12/25/23	126	48.32	64.20	32.44	-15.88	-32.86		-16.43
	long	12/25/23	8/12/24	231	64.20	65.23		1.03	1.60		0.80	-15.76
CTT-Correios	short	11/28/16	12/12/16	14	42.12	43.96	40.28	-1.84	-4.37		-2.18
	long	12/02/19	3/02/20	91	24.15	18.18		-5.98	-24.74		-12.37
	short	9/19/22	3/27/23	189	21.66	25.69	17.64	-4.03	-18.60		-9.30	-22.25

Annotations

4/20/18	PSI 20	F.Ramada replaces Novabase
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
5/02/16	Navigator	name change, Portucel Soporcel before
4/19/16	PSI 20	Corticeira Amorim, Montepio and Sonae Capital were added
	PSI 20	Impresa and Teixeira Duarte drop out
12/23/15	PSI 20	Banif is excluded
9/21/15	PSI 20	complete analysis


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