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