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

Assessment - Portuguese Stock Index 20 in Euro - 9/25/23 - RS = 26

		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	3/27/23	prc diff	⇓ Δ26	⇓∅-RS
	L	PSI 20	6,090.330	Fri	0.63	6,119.620	-0.48	5,782.390	337.230	5.83	3.52
	L	The Navigator	3.568	Fri	4.94	3.348	6.57	3.232	0.116	3.59	-0.86
		CTT-Correios	3.475	Fri	4.04	3.275	6.11	3.460	-0.185	-5.35	-2.67
		Semapa	13.600	Fri	2.41	13.300	2.26	13.480	-0.180	-1.34	0.95
		EDP Renováveis	15.515	Fri	2.07	15.490	0.16	20.020	-4.530	-22.63	-21.10
	L	Mota-Engil	3.425	Fri	1.33	3.410	0.44	1.516	1.894	124.93	108.88
		Corticeira Amorim	9.730	Fri	0.93	9.670	0.62	9.910	-0.240	-2.42	1.31
	L	NOS	3.482	Fri	0.75	3.604	-3.39	4.162	-0.558	-13.41	-3.31
		Energias de Portugal	3.936	Fri	0.72	4.064	-3.15	4.802	-0.738	-15.37	-10.79
	S	Jerónimo Martins	21.260	Fri	0.66	21.340	-0.37	20.380	0.960	4.71	-1.59
	L	Altri	4.286	Fri	0.28	4.262	0.56	4.552	-0.290	-6.37	-9.50
	S	Greenvolt	5.335	Fri	0.28	5.685	-6.16	6.040	-0.355	-5.88	-17.98
		Sonae	0.920	Fri		0.928	-0.86	0.976	-0.048	-4.92	-3.17
	L	Redes Energéticas	2.420	Fri	-0.21	2.465	-1.83	2.660	-0.195	-7.33	-2.96
	L	Galp Energia	14.040	Fri	-0.64	13.955	0.61	9.922	4.033	40.65	23.45
	L	Banco Comercial	0.260	Fri	-0.72	0.267	-2.36	0.189	0.077	40.81	41.34
PSI 20 - 15 out of 15 instruments rated - 9/25/23 / 3/27/23 - 5 did rise, Market-Ratio(26) in EUR = 33.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	9/25/23

Transactions Portuguese Stock Index 20 in Euro * 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	524	9.540	9.570	9.510	-0.030	0	9,984	-2
					Impresa	50	2,128	2.350	2.175	2.539	0.189	8	10,387	57
100							4						25
long	11/13/06	10/01/07	322		Altri	50	2,740	1.895	2.600		0.705	37	12,318	43
					Mota-Engil	50	1,051	4.940	5.520		0.580	12	12,928	13
100							24						28
short	10/01/07	4/27/09	574		Mota-Engil	50	1,171	5.520	3.095	9.845	4.325	78	17,993	44
					Impresa	50	2,786	2.320	0.800	6.728	4.408	190	30,273	97
100							134						72
long	4/27/09	4/12/10	350		Redes Energéticas	50	4,806	3.149	2.945		-0.204	-6	29,293	-7
					Sonae	50	24,261	0.624	0.894		0.270	43	35,843	45
100							18						19
short	4/12/10	10/08/12	910		EDP Renováveis	50	3,008	5.957	3.650	9.722	3.765	63	47,169	22
					Mota-Engil	50	5,511	3.252	1.261	8.387	5.135	158	75,466	46
100							111						35
long	10/08/12	7/15/13	280		Banco BPI	50	44,339	0.851	0.879		0.028	3	76,707	4
					Teixeira Duarte	50	139,752	0.270	0.510		0.240	89	110,248	129
100							46						64
short	7/15/13	10/07/13	84		Pharol	50	20,045	2.750	3.439	2.061	-0.689	-25	96,437	-71
					Banif	50	1,344,487	0.041	0.010	0.168	0.127	310	267,321	45,893
100							142						4,593
long	10/07/13	7/21/14	287		Mota-Engil	50	41,768	3.200	4.618		1.418	44	326,548	59
					Impresa	50	180,626	0.740	1.408		0.668	90	447,206	127
100							67						92
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	123,674	1.808	0.620	5.272	3.464	192	875,662	393
					Banif	50	27,950,455	0.008	0.010	0.006	-0.002	-25	819,762	-35
100							83						147
long	3/23/15	8/24/15	154		Altri	50	106,739	3.840	3.199		-0.641	-17	751,342	-35
					NOS	50	61,176	6.700	7.080		0.380	6	774,589	14
100							-6						-13
short	8/24/15	8/08/16	350		Mota-Engil	50	196,895	1.967	1.803	2.146	0.179	9	809,813	10
					Pharol	50	1,613,734	0.240	0.170	0.339	0.099	41	969,250	43
100							25						26
long	8/08/16	9/12/16	35		Corticeira Amorim	50	61,696	7.855	8.150		0.295	4	987,450	47
					Sonae Capital	50	807,713	0.600	0.680		0.080	13	1,052,068	269
100							9						135
short	9/12/16	11/14/16	63		Banco Comercial	50	2,189,982	0.240	0.209	0.276	0.036	15	1,131,126	125
					Sonae	50	754,711	0.697	0.725	0.669	-0.028	-4	1,109,994	-21
100							6						36
long	11/14/16	11/28/16	14		Pharol	50	2,202,368	0.252	0.195		-0.057	-23	984,459	-100
					Corticeira Amorim	50	60,688	9.145	8.190		-0.955	-10	926,502	-94
100							-17						-99
short	11/28/16	12/12/16	14		Banco Comercial	50	2,169,793	0.214	0.222	0.205	-0.009	-4	907,842	-66
					CTT-Correios	50	80,565	5.750	5.988	5.512	-0.238	-4	888,667	-67
100							-4						-66
long	12/12/16	8/20/18	616		Galp Energia	50	31,636	14.045	17.350		3.305	24	993,224	13
					Sonae Capital	50	548,567	0.810	0.871		0.061	8	1,026,687	4
100							16						9
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	2,382,103	0.216	0.186	0.249	0.034	16	1,107,440	26
					Ibersol	50	52,169	9.840	8.040	12.043	2.203	22	1,222,368	38
100							19						32
long	4/08/19	6/03/19	56		Jerónimo Martins	50	45,072	13.560	13.720		0.160	1	1,229,580	8
					NOS	50	102,721	5.950	5.470		-0.480	-8	1,180,274	-42
100							-3						-20
short	6/03/19	12/02/19	182		The Navigator	50	186,634	3.162	3.514	2.810	-0.352	-11	1,114,579	-21
					Semapa	50	48,292	12.220	13.680	10.760	-1.460	-12	1,044,072	-23
100							-12						-22
long	12/02/19	3/02/20	91		EDP Renováveis	50	52,730	9.900	12.300		2.400	24	1,170,624	139
					CTT-Correios	50	168,510	3.098	2.340		-0.758	-24	1,042,894	-68
100							0						0
short	3/02/20	9/14/20	196		Pharol	50	6,312,916	0.083	0.110	0.055	-0.027	-33	871,182	-52
					NOS	50	148,054	3.522	3.446	3.600	0.078	2	882,686	4
100							-15						-27
long	9/14/20	10/05/20	21		EDP Renováveis	50	31,389	14.060	14.720		0.660	5	903,403	122
					Pharol	50	4,019,644	0.110	0.104		-0.005	-5	881,697	-58
100							0						-2
short	10/05/20	11/16/20	42		Banco Comercial	50	5,587,432	0.079	0.106	0.052	-0.027	-34	731,954	-97
					Galp Energia	50	53,527	8.236	9.136	7.336	-0.900	-11	683,779	-63
100							-22						-89
long	11/16/20	3/07/22	476		EDP Renováveis	50	19,900	17.180	21.760		4.580	27	774,921	20
		1/25/21	70		Sonae Capital	50	444,022	0.770	0.770		0.000	0	774,921	0
100							13						10
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	4,904,566	0.079	0.080	0.078	-0.001	-2	769,036	-18
					Corticeira Amorim	50	41,307	9.380	9.990	8.770	-0.610	-7	743,839	-58
100							-4						-41
long	4/04/22	9/19/22	168		Banco Comercial	50	2,178,789	0.171	0.144		-0.027	-16	685,883	-31
					Galp Energia	50	32,242	11.535	9.916		-1.619	-14	633,683	-28
100							-15						-29
short	9/19/22	3/27/23	189		Altri	50	59,951	5.285	4.552	6.136	0.851	16	684,701	33
					CTT-Correios	50	102,537	3.090	3.460	2.720	-0.370	-12	646,763	-22
100							2						4
long	3/27/23	8/21/23	147		Banco Comercial	50	1,707,398	0.189	0.247		0.058	31	745,450	94
					Mota-Engil	50	213,312	1.516	2.420		0.904	60	938,284	219
100							45						152
short	8/21/23	9/29/23	39		EDP Renováveis	50	28,142	16.670	15.515	17.911	1.241	7	973,209	96
					Greenvolt	50	77,037	6.090	5.335	6.952	0.862	14	1,039,599	245
100							11						161
accum	9/11/06	9/29/23	6228	days out of 6480 invested (96%)							10,296		1,039,599	31

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	4.94	5.52		0.58	11.74	50	5.87
	short	10/01/07	4/27/09	574	5.52	3.10	9.85	4.33	78.35		39.18
	short	4/12/10	10/08/12	910	3.25	1.26	8.39	5.13	157.89		78.95
	long	10/07/13	7/21/14	287	3.20	4.62		1.42	44.31		22.16
	short	8/24/15	8/08/16	350	1.97	1.80	2.15	0.18	9.10		4.55
	long	3/27/23	8/21/23	147	1.52	2.42		0.90	59.63		29.82	337.13
Impresa	short	9/11/06	11/13/06	63	2.35	2.18	2.54	0.19	8.05		4.02
	short	10/01/07	4/27/09	574	2.32	0.80	6.73	4.41	190.00		95.00
	long	10/07/13	7/21/14	287	0.74	1.41		0.67	90.27		45.14	194.40
Banif	short	7/15/13	10/07/13	84	0.04	0.01	0.17	0.13	310.00		155.00
	short	7/21/14	3/23/15	245	0.01	0.01	0.01	-0.00	-25.00		-12.50	123.13
EDP Renováveis	short	4/12/10	10/08/12	910	5.96	3.65	9.72	3.77	63.21		31.60
	long	12/02/19	3/02/20	91	9.90	12.30		2.40	24.24		12.12
	long	9/14/20	10/05/20	21	14.06	14.72		0.66	4.69		2.35
	long	11/16/20	3/07/22	476	17.18	21.76		4.58	26.66		13.33
	short	8/21/23	9/29/23	39	16.67	15.52	17.91	1.24	7.44		3.72	77.52
Pharol	short	7/15/13	10/07/13	84	2.75	3.44	2.06	-0.69	-25.05		-12.53
	short	7/21/14	3/23/15	245	1.81	0.62	5.27	3.46	191.62		95.81
	short	8/24/15	8/08/16	350	0.24	0.17	0.34	0.10	41.17		20.58
	long	11/14/16	11/28/16	14	0.25	0.20		-0.06	-22.62		-11.31
	short	8/20/18	4/08/19	231	0.22	0.19	0.25	0.03	15.73		7.87
	short	3/02/20	9/14/20	196	0.08	0.11	0.06	-0.03	-32.93		-16.46
	long	9/14/20	10/05/20	21	0.11	0.10		-0.01	-4.92		-2.46
	short	3/07/22	4/04/22	28	0.08	0.08	0.08	-0.00	-1.52		-0.76	59.77
Teixeira Duarte	long	10/08/12	7/15/13	280	0.27	0.51		0.24	88.89		44.44	44.44
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Sonae	long	4/27/09	4/12/10	350	0.62	0.89		0.27	43.27		21.63
	short	9/12/16	11/14/16	63	0.70	0.73	0.67	-0.03	-4.02		-2.01	19.19
Altri	long	11/13/06	10/01/07	322	1.90	2.60		0.71	37.20		18.60
	long	3/23/15	8/24/15	154	3.84	3.20		-0.64	-16.69		-8.35
	short	9/19/22	3/27/23	189	5.29	4.55	6.14	0.85	16.10		8.05	17.45
Ibersol	short	8/20/18	4/08/19	231	9.84	8.04	12.04	2.20	22.39		11.19	11.19
Sonae Capital	long	8/08/16	9/12/16	35	0.60	0.68		0.08	13.33		6.67
	long	12/12/16	8/20/18	616	0.81	0.87		0.06	7.53		3.77
	long	11/16/20	1/25/21	70	0.77	0.77		0.00	0.00		0.00	10.68
Greenvolt	short	8/21/23	9/29/23	39	6.09	5.34	6.95	0.86	14.15		7.08	7.08
Banco BPI	long	10/08/12	7/15/13	280	0.85	0.88		0.03	3.29		1.65	1.65
Jerónimo Martins	long	4/08/19	6/03/19	56	13.56	13.72		0.16	1.18		0.59	0.59
NOS	short	9/11/06	11/13/06	63	9.54	9.57	9.51	-0.03	-0.31		-0.16
	long	3/23/15	8/24/15	154	6.70	7.08		0.38	5.67		2.84
	long	4/08/19	6/03/19	56	5.95	5.47		-0.48	-8.07		-4.03
	short	3/02/20	9/14/20	196	3.52	3.45	3.60	0.08	2.21		1.10	-0.38
Galp Energia	long	12/12/16	8/20/18	616	14.05	17.35		3.31	23.53		11.77
	short	10/05/20	11/16/20	42	8.24	9.14	7.34	-0.90	-10.93		-5.46
	long	4/04/22	9/19/22	168	11.54	9.92		-1.62	-14.04		-7.02	-1.76
Redes Energéticas	long	4/27/09	4/12/10	350	3.15	2.95		-0.20	-6.48		-3.24	-3.24
The Navigator	short	6/03/19	12/02/19	182	3.16	3.51	2.81	-0.35	-11.13		-5.57	-5.57
Semapa	short	6/03/19	12/02/19	182	12.22	13.68	10.76	-1.46	-11.95		-5.97	-5.97
Corticeira Amorim	long	8/08/16	9/12/16	35	7.86	8.15		0.30	3.76		1.88
	long	11/14/16	11/28/16	14	9.15	8.19		-0.96	-10.44		-5.22
	short	3/07/22	4/04/22	28	9.38	9.99	8.77	-0.61	-6.50		-3.25	-6.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Comercial	short	9/12/16	11/14/16	63	0.24	0.21	0.28	0.04	15.03		7.51
	short	11/28/16	12/12/16	14	0.21	0.22	0.20	-0.01	-4.03		-2.01
	short	10/05/20	11/16/20	42	0.08	0.11	0.05	-0.03	-33.97		-16.98
	long	4/04/22	9/19/22	168	0.17	0.14		-0.03	-15.58		-7.79
	long	3/27/23	8/21/23	147	0.19	0.25		0.06	30.52		15.26	-7.05
CTT-Correios	short	11/28/16	12/12/16	14	5.75	5.99	5.51	-0.24	-4.14		-2.07
	long	12/02/19	3/02/20	91	3.10	2.34		-0.76	-24.47		-12.23
	short	9/19/22	3/27/23	189	3.09	3.46	2.72	-0.37	-11.97		-5.99	-19.20

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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