| |
| |
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
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 | di % | 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 | di % | 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 | di % | 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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