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

Assessment - Portuguese Stock Index 20 - 9/16/19 - RS = 26

		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	3/18/19	prc diff	⇓ Δ26	∅-RS
		PSI 20	5,038.740	08:07	-0.35	5,071.600	-0.65	5,276.130	-204.530	-3.88	-0.01
	L	Jerónimo Martins	15.845	08:06	-1.68	15.715	0.83	13.400	2.315	17.28	23.52
	L	EDP Renováveis	9.910	08:06	-0.10	9.930	-0.20	8.380	1.550	18.50	17.19
	L	Mota-Engil	2.048	08:05	-1.06	2.118	-3.31	2.220	-0.102	-4.59	11.76
	L	Energias de Portugal	3.488	08:07	0.26	3.438	1.45	3.227	0.211	6.54	5.96
	L	Sonae	0.875	08:05	-0.11	0.902	-3.00	0.964	-0.063	-6.48	2.49
		Corticeira Amorim	9.910	Tue	-1.10	10.020	-1.10	10.300	-0.280	-2.72	1.41
	L	Redes Energéticas	2.520	07:47	-0.40	2.520		2.654	-0.134	-5.05	1.24
	L	Ibersol	8.140	07:49	0.74	8.220	-0.97	8.060	0.160	1.99	-0.04
	L	Galp Energia	13.615	08:07	-0.11	13.595	0.15	14.725	-1.130	-7.67	-4.61
	L	Altri	6.175	08:02	0.24	6.205	-0.48	7.580	-1.375	-18.14	-5.72
	S	NOS	5.130	08:01	0.20	5.120	0.20	5.365	-0.245	-4.57	-6.11
	L	Semapa	12.440	Tue	-2.20	12.720	-2.20	15.540	-2.820	-18.15	-8.86
	L	Navigator	3.276	08:06	0.24	3.306	-0.91	4.408	-1.102	-25.00	-10.33
	S	Banco Comercial	0.204	08:06	-0.97	0.214	-4.91	0.244	-0.030	-12.33	-10.64
	L	Correios de Portugal	2.202	08:04	0.46	2.238	-1.61	2.816	-0.578	-20.53	-14.02
	S	Sonae Capital	0.631	08:05	0.16	0.637	-0.94	0.900	-0.263	-29.22	-19.02
		F. Ramada	6.120	07:25		6.180	-0.97	7.700	-1.520	-19.74	-19.94
	S	Pharol	0.117	07:44	-1.02	0.118	-1.19	0.191	-0.073	-38.16	-26.55
PSI 20 - 18 out of 18 instruments rated - 9/16/19 / 3/18/19 - 4 did rise, Market-Ratio(26) = 22.22 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/05/15	scale up chart	9/16/19

Transactions Portuguese Stock Index 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		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
					Correios de Portugal	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	9/18/19	107		Navigator	50	186,634	3.162	3.276	3.048	-0.114	-4	1,158,998	-12
		9/17/19	106		Semapa	50	48,292	12.220	12.440	12.000	-0.220	-2	1,148,373	-6
100							-3						-9
accum	9/11/06	9/17/19	4755	days out of 5007 invested (95%)							11,384		1,148,373	44

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	236.73
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
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	97.58
Teixeira Duarte	long	10/08/12	7/15/13	280	0.27	0.51		0.24	88.89		44.44	44.44
EDP Renováveis	short	4/12/10	10/08/12	910	5.96	3.65	9.72	3.77	63.21		31.60	31.60
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
Galp Energia	long	12/12/16	8/20/18	616	14.05	17.35		3.31	23.53		11.77	11.77
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	10.68
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	8.70
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	5.35
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
Semapa	short	6/03/19	9/17/19	106	12.22	12.44	12.00	-0.22	-1.80		-0.90	-0.90
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	-1.47
Navigator	short	6/03/19	9/18/19	107	3.16	3.28	3.05	-0.11	-3.61		-1.80	-1.80
Correios de Portugal	short	11/28/16	12/12/16	14	5.75	5.99	5.51	-0.24	-4.14		-2.07	-2.07
Redes Energéticas	long	4/27/09	4/12/10	350	3.15	2.95		-0.20	-6.48		-3.24	-3.24
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	-3.44

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
6/08/15	Pharol	name change, Portugal Telecom before


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