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

Assessment - Portuguese Stock Index 20 in Swiss Franc - 2/24/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	∅-RS
		PSI 20	5,061.825	17:05	-3.76	5,519.985	-8.30	5,229.923	290.063	5.55	-2.75
	L	EDP Renováveis	12.958	16:35	-2.09	13.595	-4.69	10.388	3.208	30.88	29.25
	L	Energias de Portugal	4.482	16:39	-4.13	4.997	-10.31	3.656	1.342	36.70	27.79
		Jerónimo Martins	16.893	16:38	-2.90	17.754	-4.85	15.755	1.998	12.68	10.50
	L	Ibersol	8.646	16:35	-1.21	9.071	-4.68	8.810	0.260	2.95	2.68
		Redes Energéticas	2.677	16:35	-3.26	2.900	-7.69	2.692	0.208	7.71	1.42
		Correios de Portugal	2.462	16:35	-4.37	2.738	-10.09	2.095	0.643	30.71	0.66
		Corticeira Amorim	10.579	16:35	-1.78	11.216	-5.68	9.724	1.492	15.34	-0.52
	L	Sonae Capital	0.710	16:35	-6.57	0.809	-12.34	0.672	0.137	20.40	-1.98
		Galp Energia	13.139	16:35	-5.03	14.594	-9.97	13.645	0.948	6.95	-6.18
	S	Altri	5.164	16:35	-4.85	5.916	-12.71	6.026	-0.110	-1.82	-11.53
	S	Semapa	12.002	16:35	-1.05	12.639	-5.04	13.052	-0.413	-3.16	-12.59
	S	Navigator	2.955	16:35	-3.54	3.265	-9.50	3.294	-0.029	-0.87	-14.25
	S	Sonae	0.752	16:35	-3.01	0.831	-9.52	0.897	-0.066	-7.38	-15.53
	S	F. Ramada	5.353	15:54	-6.32	5.905	-9.35	6.874	-0.969	-14.09	-18.65
	S	Banco Comercial	0.173	16:39	-5.69	0.191	-9.77	0.224	-0.033	-14.63	-20.91
	S	Mota-Engil	1.401	16:35	-5.58	1.609	-12.94	2.094	-0.485	-23.15	-24.89
	L	Pharol	0.088	16:35	-4.48	0.101	-12.62	0.122	-0.021	-17.09	-27.50
	S	NOS	3.792	16:36	-4.14	4.140	-8.41	5.645	-1.505	-26.66	-29.30
PSI 20 - 18 out of 18 instruments rated - 2/24/20 / 8/26/19 - 9 did rise, Market-Ratio(26) in CHF = 50.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

Transactions Portuguese Stock Index 20 in Swiss Franc * 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	331	15.086	15.257	14.914	-0.172	-1	9,943	-6
					Impresa	50	1,347	3.716	3.468	3.982	0.266	7	10,302	49
100							3						19
long	11/13/06	10/01/07	322		Altri	50	1,704	3.021	4.317		1.296	43	12,509	50
					Mota-Engil	50	654	7.876	9.165		1.289	16	13,352	19
100							30						34
short	10/01/07	4/27/09	574		Mota-Engil	50	728	9.165	4.668	17.992	8.827	96	19,778	54
					Impresa	50	1,734	3.852	1.207	12.295	8.444	219	34,420	109
100							158						83
long	4/27/09	4/12/10	350		Redes Energéticas	50	3,623	4.750	4.237		-0.513	-11	32,562	-11
					Sonae	50	18,284	0.941	1.286		0.345	37	38,871	39
100							13						14
short	4/12/10	10/08/12	910		EDP Renováveis	50	2,267	8.571	4.422	16.614	8.043	94	57,105	30
					Mota-Engil	50	4,154	4.679	1.528	14.332	9.653	206	97,203	57
100							150						44
long	10/08/12	7/15/13	280		Banco BPI	50	47,144	1.031	1.087		0.056	5	99,858	7
					Teixeira Duarte	50	148,593	0.327	0.631		0.304	93	144,992	135
100							49						68
short	7/15/13	10/07/13	84		Pharol	50	21,313	3.401	4.217	2.586	-0.815	-24	127,612	-70
					Banif	50	1,429,547	0.051	0.012	0.210	0.159	314	354,891	47,626
100							145						4,789
long	10/07/13	7/21/14	287		Mota-Engil	50	45,222	3.924	5.609		1.685	43	431,078	58
					Impresa	50	195,558	0.907	1.710		0.803	88	588,038	124
100							66						90
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	133,899	2.196	0.656	7.353	5.157	235	1,278,607	505
					Banif	50	30,261,492	0.010	0.011	0.009	-0.001	-8	1,253,913	-12
100							113						209
long	3/23/15	8/24/15	154		Altri	50	154,377	4.061	3.457		-0.604	-15	1,160,715	-32
					NOS	50	88,479	7.086	7.652		0.566	8	1,210,807	20
100							-3						-8
short	8/24/15	8/08/16	350		Mota-Engil	50	284,770	2.126	1.964	2.302	0.176	8	1,260,832	9
					Pharol	50	2,333,938	0.259	0.185	0.363	0.104	40	1,503,580	42
100							24						25
long	8/08/16	9/12/16	35		Corticeira Amorim	50	87,878	8.555	8.900		0.345	4	1,533,891	51
					Sonae Capital	50	1,150,482	0.653	0.743		0.089	14	1,636,399	279
100							9						142
short	9/12/16	11/14/16	63		Banco Comercial	50	3,119,345	0.262	0.227	0.303	0.041	16	1,763,985	132
					Sonae	50	1,074,988	0.761	0.788	0.735	-0.027	-3	1,735,364	-19
100							6						41
long	11/14/16	11/28/16	14		Pharol	50	3,168,767	0.274	0.209		-0.065	-24	1,530,020	-100
					Corticeira Amorim	50	87,318	9.937	8.779		-1.158	-12	1,428,897	-96
100							-18						-99
short	11/28/16	12/12/16	14		Banco Comercial	50	3,121,898	0.229	0.239	0.218	-0.011	-5	1,395,959	-71
					Correios de Portugal	50	115,917	6.163	6.454	5.872	-0.291	-5	1,362,224	-72
100							-5						-71
long	12/12/16	8/20/18	616		Galp Energia	50	44,990	15.139	19.739		4.600	30	1,569,186	17
					Sonae Capital	50	780,113	0.873	0.991		0.118	13	1,661,119	8
100							22						12
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	3,387,598	0.245	0.210	0.287	0.042	17	1,802,462	28
					Ibersol	50	74,189	11.195	9.048	13.851	2.656	24	1,999,495	40
100							20						34
long	4/08/19	6/03/19	56		Jerónimo Martins	50	65,510	15.261	15.326		0.065	0	2,003,742	3
					NOS	50	149,299	6.696	6.110		-0.586	-9	1,916,229	-45
100							-4						-24
short	6/03/19	12/02/19	182		Navigator	50	271,263	3.532	3.860	3.204	-0.328	-9	1,827,160	-18
					Semapa	50	70,191	13.650	15.029	12.272	-1.379	-10	1,730,395	-19
100							-10						-19
long	12/02/19	2/28/20	88		EDP Renováveis	50	79,550	10.876	12.958		2.082	19	1,896,013	107
					Correios de Portugal	50	254,215	3.403	2.462		-0.941	-28	1,656,692	-74
100							-4						-17
accum	9/11/06	2/28/20	4918	days out of 5170 invested (95%)							16,467		1,656,692	46

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	7.88	9.16		1.29	16.37	50	8.18
	short	10/01/07	4/27/09	574	9.16	4.67	17.99	8.83	96.31		48.16
	short	4/12/10	10/08/12	910	4.68	1.53	14.33	9.65	206.30		103.15
	long	10/07/13	7/21/14	287	3.92	5.61		1.68	42.94		21.47
	short	8/24/15	8/08/16	350	2.13	1.96	2.30	0.18	8.26		4.13	311.85
Impresa	short	9/11/06	11/13/06	63	3.72	3.47	3.98	0.27	7.16		3.58
	short	10/01/07	4/27/09	574	3.85	1.21	12.30	8.44	219.20		109.60
	long	10/07/13	7/21/14	287	0.91	1.71		0.80	88.45		44.23	213.13
Banif	short	7/15/13	10/07/13	84	0.05	0.01	0.21	0.16	313.50		156.75
	short	7/21/14	3/23/15	245	0.01	0.01	0.01	-0.00	-8.40		-4.20	145.97
Pharol	short	7/15/13	10/07/13	84	3.40	4.22	2.59	-0.82	-23.97		-11.99
	short	7/21/14	3/23/15	245	2.20	0.66	7.35	5.16	234.87		117.44
	short	8/24/15	8/08/16	350	0.26	0.19	0.36	0.10	40.10		20.05
	long	11/14/16	11/28/16	14	0.27	0.21		-0.06	-23.67		-11.83
	short	8/20/18	4/08/19	231	0.25	0.21	0.29	0.04	17.02		8.51	119.79
EDP Renováveis	short	4/12/10	10/08/12	910	8.57	4.42	16.61	8.04	93.84		46.92
	long	12/02/19	2/28/20	88	10.88	12.96		2.08	19.14		9.57	60.98
Teixeira Duarte	long	10/08/12	7/15/13	280	0.33	0.63		0.30	92.87		46.43	46.43
Sonae	long	4/27/09	4/12/10	350	0.94	1.29		0.35	36.66		18.33
	short	9/12/16	11/14/16	63	0.76	0.79	0.73	-0.03	-3.50		-1.75	16.26
Galp Energia	long	12/12/16	8/20/18	616	15.14	19.74		4.60	30.39		15.19	15.19
Sonae Capital	long	8/08/16	9/12/16	35	0.65	0.74		0.09	13.64		6.82
	long	12/12/16	8/20/18	616	0.87	0.99		0.12	13.50		6.75	14.03
Altri	long	11/13/06	10/01/07	322	3.02	4.32		1.30	42.88		21.44
	long	3/23/15	8/24/15	154	4.06	3.46		-0.60	-14.87		-7.43	12.42
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Ibersol	short	8/20/18	4/08/19	231	11.20	9.05	13.85	2.66	23.72		11.86	11.86
Banco Comercial	short	9/12/16	11/14/16	63	0.26	0.23	0.30	0.04	15.59		7.80
	short	11/28/16	12/12/16	14	0.23	0.24	0.22	-0.01	-4.61		-2.31	5.31
Banco BPI	long	10/08/12	7/15/13	280	1.03	1.09		0.06	5.46		2.73	2.73
Jerónimo Martins	long	4/08/19	6/03/19	56	15.26	15.33		0.06	0.42		0.21	0.21
NOS	short	9/11/06	11/13/06	63	15.09	15.26	14.91	-0.17	-1.14		-0.57
	long	3/23/15	8/24/15	154	7.09	7.65		0.57	7.99		3.99
	long	4/08/19	6/03/19	56	6.70	6.11		-0.59	-8.75		-4.38	-1.12
Corticeira Amorim	long	8/08/16	9/12/16	35	8.55	8.90		0.34	4.03		2.02
	long	11/14/16	11/28/16	14	9.94	8.78		-1.16	-11.65		-5.83	-3.93
Navigator	short	6/03/19	12/02/19	182	3.53	3.86	3.20	-0.33	-9.30		-4.65	-4.65
Semapa	short	6/03/19	12/02/19	182	13.65	15.03	12.27	-1.38	-10.10		-5.05	-5.05
Redes Energéticas	long	4/27/09	4/12/10	350	4.75	4.24		-0.51	-10.79		-5.40	-5.40
Correios de Portugal	short	11/28/16	12/12/16	14	6.16	6.45	5.87	-0.29	-4.72		-2.36
	long	12/02/19	2/28/20	88	3.40	2.46		-0.94	-27.66		-13.83	-15.86

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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