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

Assessment - Portuguese Stock Index 20 - 2/22/21 - RS = 11

		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ11	∅-RS
		PSI 20	4,702.190	Fri	-1.78	4,774.280	-1.51	4,703.770	70.510	1.50	8.73
	L	Semapa	11.900	Fri	-0.50	12.000	-0.83	9.320	2.680	28.76	43.41
	L	Altri	6.045	Fri	-1.39	6.125	-1.31	5.010	1.115	22.26	41.76
		EDP Renováveis	18.100	Fri	-2.06	19.220	-5.83	18.120	1.100	6.07	36.24
		Pharol	0.122	Fri	-2.24	0.124	-1.45	0.127	-0.003	-2.20	28.88
	L	Novabase	3.740	Fri	-6.27	3.930	-4.83	3.250	0.680	20.92	25.81
	L	The Navigator	2.812	Fri	-1.13	2.806	0.21	2.580	0.226	8.76	22.63
	L	Banco Comercial	0.117	Fri	-2.82	0.123	-4.48	0.124	-0.001	-0.81	18.48
	L	Mota-Engil	1.464	Fri	-1.21	1.440	1.67	1.404	0.036	2.56	15.34
	L	Corticeira Amorim	10.960	Fri	-1.26	10.960		10.260	0.700	6.82	10.75
	L	Sonae	0.680	Fri	-2.09	0.689	-1.23	0.683	0.005	0.81	9.05
		Energias de Portugal	4.746	Fri	-1.56	4.694	1.11	4.620	0.074	1.60	8.74
	L	CTT-Correios	2.500	Fri	-0.20	2.490	0.40	2.570	-0.080	-3.11	7.50
	L	Ibersol	5.740	Fri	1.77	5.260	9.13	5.160	0.100	1.94	4.47
	L	Galp Energia	9.284	Fri	-3.97	9.388	-1.11	9.150	0.238	2.60	0.65
		Redes Energéticas	2.270	Fri	-0.22	2.290	-0.87	2.310	-0.020	-0.87	-4.21
	S	Jerónimo Martins	12.850	Fri	-1.38	12.895	-0.35	14.075	-1.180	-8.38	-11.49
		NOS	2.774	Fri	-0.93	2.764	0.36	3.256	-0.492	-15.11	-14.86
PSI 20 - 17 out of 17 instruments rated - 2/22/21 / 12/07/20 - 11 did rise, Market-Ratio(11) = 64.71 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	PSI 20 RS = 11 - B/S = 65/65

1/02/17	scale up chart	2/22/21

Transactions Portuguese Stock Index 20 * A11 - 65/65 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/22/06	140		- cash -
short	5/22/06	8/07/06	77		Impresa	100	4,464	2.240	2.175	2.307	0.067	3	10,299	15
long	8/07/06	8/14/06	7		Altri	100	7,329	1.405	1.420		0.015	1	10,409	74
short	8/14/06	8/21/06	7		Impresa	100	4,476	2.325	2.320	2.330	0.005	0	10,431	12
long	8/21/06	8/13/07	357		Altri	100	6,839	1.525	3.160		1.635	107	21,613	111
short	8/13/07	5/12/08	273		Pharol	100	2,214	9.760	7.880	12.089	2.329	24	26,768	33
long	5/12/08	5/19/08	7		Galp Energia	100	1,610	16.620	16.680		0.060	0	26,865	21
short	5/19/08	1/12/09	238		Banco Comercial	100	3,360	7.993	3.951	16.169	8.176	102	54,335	195
long	1/12/09	1/19/09	7		Redes Energéticas	100	18,671	2.910	2.781		-0.129	-4	51,927	-91
short	1/19/09	2/09/09	21		Banco Comercial	100	14,259	3.642	3.512	3.776	0.134	4	53,837	87
long	2/09/09	2/16/09	7		Redes Energéticas	100	17,200	3.130	3.080		-0.050	-2	52,977	-57
short	2/16/09	4/13/09	56		Banco Comercial	100	14,652	3.616	3.060	4.272	0.656	18	62,588	196
long	4/13/09	4/20/09	7		Redes Energéticas	100	19,558	3.200	3.185		-0.015	0	62,294	-22
short	4/20/09	4/27/09	7		Banco Comercial	100	17,933	3.474	3.280	3.679	0.205	6	65,972	1,891
long	4/27/09	7/06/09	70		Redes Energéticas	100	20,950	3.149	2.965		-0.184	-6	62,118	-27
short	7/06/09	8/24/09	49		Banco Comercial	100	18,573	3.345	4.352	2.337	-1.007	-30	43,411	-93
long	8/24/09	12/07/09	105		Impresa	100	30,787	1.410	1.990		0.580	41	61,267	231
short	12/07/09	1/11/10	35		Redes Energéticas	100	20,642	2.968	3.038	2.898	-0.070	-2	59,822	-22
long	1/11/10	1/25/10	14		Impresa	100	33,420	1.790	1.580		-0.210	-12	52,804	-96
short	1/25/10	4/12/10	77		EDP Renováveis	100	8,271	6.384	5.957	6.842	0.458	7	56,589	39
long	4/12/10	4/19/10	7		Altri	100	23,078	2.452	2.447		-0.005	0	56,474	-10
short	4/19/10	4/26/10	7		EDP Renováveis	100	9,925	5.690	5.120	6.324	0.634	11	62,761	24,476
long	4/26/10	5/03/10	7		Altri	100	26,503	2.368	2.295		-0.073	-3	60,826	-80
short	5/03/10	8/02/10	91		Mota-Engil	100	22,612	2.690	2.210	3.274	0.584	22	74,039	120
long	8/02/10	8/16/10	14		Jerónimo Martins	100	8,616	8.593	8.878		0.285	3	76,494	134
short	8/16/10	8/23/10	7		Mota-Engil	100	35,496	2.155	2.200	2.110	-0.045	-2	74,897	-67
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	8/23/10	8/30/10	7		Jerónimo Martins	100	8,638	8.670	8.666		-0.004	0	74,862	-2
short	8/30/10	9/13/10	14		Mota-Engil	100	34,340	2.180	2.270	2.090	-0.090	-4	71,772	-67
long	9/13/10	9/27/10	14		Jerónimo Martins	100	7,978	8.996	9.923		0.927	10	79,167	1,190
short	9/27/10	10/04/10	7		EDP Renováveis	100	19,327	4.096	4.072	4.120	0.024	1	79,633	36
long	10/04/10	10/11/10	7		Jerónimo Martins	100	8,226	9.680	9.905		0.225	2	81,484	231
short	10/11/10	11/01/10	21		EDP Renováveis	100	19,922	4.090	4.152	4.028	-0.062	-2	80,249	-23
long	11/01/10	11/08/10	7		Jerónimo Martins	100	7,107	11.290	11.200		-0.090	-1	79,609	-34
short	11/08/10	2/14/11	98		Mota-Engil	100	39,410	2.020	2.070	1.970	-0.050	-2	77,639	-9
long	2/14/11	2/21/11	7		Jerónimo Martins	100	6,483	11.975	11.500		-0.475	-4	74,559	-88
short	2/21/11	3/28/11	35		Impresa	100	75,312	0.990	1.010	0.970	-0.020	-2	73,053	-19
long	3/28/11	4/11/11	14		Jerónimo Martins	100	6,470	11.290	11.320		0.030	0	73,247	7
short	4/11/11	2/06/12	301		Teixeira Duarte	100	120,077	0.610	0.190	1.958	1.348	221	235,159	311
long	2/06/12	2/20/12	14		Jerónimo Martins	100	18,314	12.840	12.970		0.130	1	237,540	30
short	2/20/12	2/27/12	7		Pharol	100	56,557	4.200	3.989	4.422	0.222	5	250,107	1,370
long	2/27/12	3/12/12	14		Jerónimo Martins	100	18,430	13.570	14.360		0.790	6	264,666	337
short	3/12/12	3/26/12	14		Pharol	100	67,191	3.939	4.022	3.856	-0.083	-2	259,089	-43
long	3/26/12	4/02/12	7		Jerónimo Martins	100	17,388	14.900	15.420		0.520	3	268,131	498
short	4/02/12	8/20/12	140		Banco Comercial	100	407,123	0.659	0.452	0.960	0.301	46	390,675	167
long	8/20/12	11/19/12	91		Banco BPI	100	673,578	0.580	0.807		0.227	39	543,577	276
short	11/19/12	12/17/12	28		Impresa	100	1,874,405	0.290	0.300	0.280	-0.010	-3	524,833	-37
long	12/17/12	4/01/13	105		Banco BPI	100	585,098	0.897	0.959		0.062	7	561,110	26
short	4/01/13	6/17/13	77		Banif	100	4,795,807	0.117	0.100	0.137	0.020	17	656,546	111
long	6/17/13	6/24/13	7		Teixeira Duarte	100	1,215,826	0.540	0.570		0.030	6	693,021	1,576
short	6/24/13	8/26/13	63		Banif	100	7,071,641	0.098	0.012	0.800	0.702	717	5,659,434	> 999,999
long	8/26/13	9/02/13	7		Teixeira Duarte	100	8,446,916	0.670	0.650		-0.020	-3	5,490,496	-79
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/02/13	9/09/13	7		Banif	100	499,135,999	0.011	0.011	0.011	0.000	0	5,490,496	0
long	9/09/13	9/16/13	7		Impresa	100	8,074,258	0.680	0.670		-0.010	-1	5,409,753	-54
short	9/16/13	9/23/13	7		Banif	100	491,795,764	0.011	0.011	0.011	0.000	0	5,409,753	0
long	9/23/13	12/09/13	77		Teixeira Duarte	100	8,196,596	0.660	0.920		0.260	39	7,540,868	383
short	12/09/13	12/23/13	14		Banif	100	837,874,263	0.009	0.009	0.009	0.000	0	7,540,868	0
long	12/23/13	5/12/14	140		Impresa	100	6,918,227	1.090	1.759		0.669	61	12,169,162	248
short	5/12/14	9/29/14	140		Banif	100	1216,916,223	0.010	0.007	0.014	0.004	43	17,401,902	154
long	9/29/14	10/06/14	7		Banco BPI	100	10,230,395	1.701	1.558		-0.143	-8	15,938,956	-99
short	10/06/14	2/23/15	140		Pharol	100	9,778,500	1.630	0.697	3.812	2.182	134	37,274,665	816
long	2/23/15	5/25/15	91		Altri	100	12,326,277	3.024	4.081		1.057	35	50,303,539	233
short	5/25/15	11/23/15	182		Pharol	100	98,634,391	0.510	0.369	0.705	0.195	38	69,527,382	91
long	11/23/15	12/07/15	14		Altri	100	13,614,133	5.107	5.008		-0.099	-2	68,179,583	-40
short	12/07/15	4/25/16	140		Pharol	100	241,771,571	0.282	0.141	0.564	0.282	100	136m	509
long	4/25/16	5/16/16	21		Sonae Capital	100	190,712,120	0.715	0.629		-0.086	-12	120m	-89
short	5/16/16	8/15/16	91		Pharol	100	908,772,149	0.132	0.180	0.084	-0.048	-36	76,336,861	-84
long	8/15/16	9/19/16	35		Corticeira Amorim	100	8,837,330	8.638	8.494		-0.144	-2	75,064,285	-16
short	9/19/16	9/26/16	7		Banco Comercial	100	370,322,077	0.203	0.199	0.207	0.004	2	76,508,541	170
long	9/26/16	10/03/16	7		Corticeira Amorim	100	8,834,704	8.660	8.697		0.037	0	76,835,425	25
short	10/03/16	2/20/17	140		Banco Comercial	100	383,793,332	0.200	0.155	0.259	0.059	29	99,440,853	96
long	2/20/17	2/27/17	7		Pharol	100	284,116,721	0.350	0.345		-0.005	-1	98,020,269	-53
short	2/27/17	3/27/17	28		Banco Comercial	100	671,371,704	0.146	0.180	0.112	-0.034	-23	75,193,631	-97
long	3/27/17	7/24/17	119		Pharol	100	197,877,976	0.380	0.325		-0.055	-14	64,310,342	-38
short	7/24/17	10/16/17	84		CTT-Correios	100	11,800,062	5.450	5.042	5.891	0.441	8	69,514,170	40
long	10/16/17	11/13/17	28		Pharol	100	143,921,676	0.483	0.365		-0.118	-24	52,531,412	-97
short	11/13/17	11/27/17	14		CTT-Correios	100	16,238,458	3.235	3.043	3.439	0.204	6	55,845,681	393
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	11/27/17	12/04/17	7		Mota-Engil	100	16,420,370	3.401	3.495		0.094	3	57,389,196	314
short	12/04/17	1/22/18	49		CTT-Correios	100	18,103,847	3.170	3.514	2.826	-0.344	-11	51,161,473	-57
long	1/22/18	1/29/18	7		Mota-Engil	100	12,679,423	4.035	4.030		-0.005	0	51,098,075	-6
short	1/29/18	5/21/18	112		Pharol	100	216,517,268	0.236	0.270	0.202	-0.034	-14	43,736,488	-40
long	5/21/18	5/28/18	7		Altri	100	5,658,019	7.730	7.450		-0.280	-4	42,152,243	-85
short	5/28/18	2/04/19	252		CTT-Correios	100	14,852,798	2.838	3.110	2.566	-0.272	-10	38,112,282	-14
long	2/04/19	4/29/19	84		NOS	100	6,781,544	5.620	5.975		0.355	6	40,519,730	30
short	4/29/19	10/21/19	175		Pharol	100	254,841,069	0.159	0.102	0.247	0.088	55	62,920,260	150
long	10/21/19	11/25/19	35		EDP Renováveis	100	6,394,335	9.840	10.040		0.200	2	64,199,127	23
short	11/25/19	12/16/19	21		Pharol	100	581,513,831	0.110	0.102	0.119	0.009	8	69,374,600	285
long	12/16/19	1/20/20	35		CTT-Correios	100	21,099,330	3.288	3.132		-0.156	-5	66,083,105	-40
short	1/20/20	6/01/20	133		Pharol	100	647,873,575	0.102	0.084	0.124	0.022	21	80,077,174	69
long	6/01/20	7/27/20	56		EDP Renováveis	100	6,596,142	12.140	14.020		1.880	15	92,477,921	156
short	7/27/20	11/30/20	126		Banco Comercial	100	916,530,434	0.101	0.119	0.083	-0.018	-17	76,346,985	-43
long	11/30/20	2/22/21	84		EDP Renováveis	100	4,298,816	17.760	19.220		1.460	8	82,623,257	41
short	2/22/21	2/26/21	4		NOS	100	29,892,639	2.764	2.774	2.754	-0.010	0	82,324,330	-28
accum	5/22/06	2/26/21	5396	days out of 5536 invested (97%)							823,143		82,324,330	84

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Banif	short	4/01/13	6/17/13	77	0.12	0.10	0.14	0.02	17.01
	short	6/24/13	8/26/13	63	0.10	0.01	0.80	0.70	716.63
	short	9/02/13	9/09/13	7	0.01	0.01	0.01	0.00	0.00
	short	9/16/13	9/23/13	7	0.01	0.01	0.01	0.00	0.00
	short	12/09/13	12/23/13	14	0.01	0.01	0.01	0.00	0.00
	short	5/12/14	9/29/14	140	0.01	0.01	0.01	0.00	43.00	1,266.41
Pharol	short	8/13/07	5/12/08	273	9.76	7.88	12.09	2.33	23.86
	short	2/20/12	2/27/12	7	4.20	3.99	4.42	0.22	5.29
	short	3/12/12	3/26/12	14	3.94	4.02	3.86	-0.08	-2.11
	short	10/06/14	2/23/15	140	1.63	0.70	3.81	2.18	133.86
	short	5/25/15	11/23/15	182	0.51	0.37	0.70	0.19	38.22
	short	12/07/15	4/25/16	140	0.28	0.14	0.56	0.28	100.00
	short	5/16/16	8/15/16	91	0.13	0.18	0.08	-0.05	-36.36
	long	2/20/17	2/27/17	7	0.35	0.35		-0.01	-1.43
	long	3/27/17	7/24/17	119	0.38	0.33		-0.06	-14.47
	long	10/16/17	11/13/17	28	0.48	0.37		-0.12	-24.43
	short	1/29/18	5/21/18	112	0.24	0.27	0.20	-0.03	-14.41
	short	4/29/19	10/21/19	175	0.16	0.10	0.25	0.09	55.28
	short	11/25/19	12/16/19	21	0.11	0.10	0.12	0.01	8.06
	short	1/20/20	6/01/20	133	0.10	0.08	0.12	0.02	21.18	482.32
Teixeira Duarte	short	4/11/11	2/06/12	301	0.61	0.19	1.96	1.35	221.05
	long	6/17/13	6/24/13	7	0.54	0.57		0.03	5.56
	long	8/26/13	9/02/13	7	0.67	0.65		-0.02	-2.99
	long	9/23/13	12/09/13	77	0.66	0.92		0.26	39.39	358.28
Altri	long	8/07/06	8/14/06	7	1.41	1.42		0.01	1.07
	long	8/21/06	8/13/07	357	1.53	3.16		1.64	107.21
	long	4/12/10	4/19/10	7	2.45	2.45		-0.00	-0.20
	long	4/26/10	5/03/10	7	2.37	2.30		-0.07	-3.08
	long	2/23/15	5/25/15	91	3.02	4.08		1.06	34.95
	long	11/23/15	12/07/15	14	5.11	5.01		-0.10	-1.94
	long	5/21/18	5/28/18	7	7.73	7.45		-0.28	-3.62	158.35
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Banco Comercial	short	5/19/08	1/12/09	238	7.99	3.95	16.17	8.18	102.29
	short	1/19/09	2/09/09	21	3.64	3.51	3.78	0.13	3.68
	short	2/16/09	4/13/09	56	3.62	3.06	4.27	0.66	18.14
	short	4/20/09	4/27/09	7	3.47	3.28	3.68	0.21	5.90
	short	7/06/09	8/24/09	49	3.34	4.35	2.34	-1.01	-30.12
	short	4/02/12	8/20/12	140	0.66	0.45	0.96	0.30	45.70
	short	9/19/16	9/26/16	7	0.20	0.20	0.21	0.00	1.92
	short	10/03/16	2/20/17	140	0.20	0.15	0.26	0.06	29.42
	short	2/27/17	3/27/17	28	0.15	0.18	0.11	-0.03	-23.29
	short	7/27/20	11/30/20	126	0.10	0.12	0.08	-0.02	-17.44	123.22
Impresa	short	5/22/06	8/07/06	77	2.24	2.18	2.31	0.07	2.99
	short	8/14/06	8/21/06	7	2.33	2.32	2.33	0.00	0.22
	long	8/24/09	12/07/09	105	1.41	1.99		0.58	41.13
	long	1/11/10	1/25/10	14	1.79	1.58		-0.21	-11.73
	short	2/21/11	3/28/11	35	0.99	1.01	0.97	-0.02	-2.02
	short	11/19/12	12/17/12	28	0.29	0.30	0.28	-0.01	-3.45
	long	9/09/13	9/16/13	7	0.68	0.67		-0.01	-1.47
	long	12/23/13	5/12/14	140	1.09	1.76		0.67	61.38	93.40
EDP Renováveis	short	1/25/10	4/12/10	77	6.38	5.96	6.84	0.46	7.17
	short	4/19/10	4/26/10	7	5.69	5.12	6.32	0.63	11.13
	short	9/27/10	10/04/10	7	4.10	4.07	4.12	0.02	0.59
	short	10/11/10	11/01/10	21	4.09	4.15	4.03	-0.06	-1.52
	long	10/21/19	11/25/19	35	9.84	10.04		0.20	2.03
	long	6/01/20	7/27/20	56	12.14	14.02		1.88	15.49
	long	11/30/20	2/22/21	84	17.76	19.22		1.46	8.22	50.45
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Banco BPI	long	8/20/12	11/19/12	91	0.58	0.81		0.23	39.14
	long	12/17/12	4/01/13	105	0.90	0.96		0.06	6.91
	long	9/29/14	10/06/14	7	1.70	1.56		-0.14	-8.41	36.25
Jerónimo Martins	long	8/02/10	8/16/10	14	8.59	8.88		0.29	3.32
	long	8/23/10	8/30/10	7	8.67	8.67		-0.00	-0.05
	long	9/13/10	9/27/10	14	9.00	9.92		0.93	10.30
	long	10/04/10	10/11/10	7	9.68	9.91		0.23	2.32
	long	11/01/10	11/08/10	7	11.29	11.20		-0.09	-0.80
	long	2/14/11	2/21/11	7	11.98	11.50		-0.48	-3.97
	long	3/28/11	4/11/11	14	11.29	11.32		0.03	0.27
	long	2/06/12	2/20/12	14	12.84	12.97		0.13	1.01
	long	2/27/12	3/12/12	14	13.57	14.36		0.79	5.82
	long	3/26/12	4/02/12	7	14.90	15.42		0.52	3.49	23.17
Mota-Engil	short	5/03/10	8/02/10	91	2.69	2.21	3.27	0.58	21.72
	short	8/16/10	8/23/10	7	2.16	2.20	2.11	-0.04	-2.09
	short	8/30/10	9/13/10	14	2.18	2.27	2.09	-0.09	-4.13
	short	11/08/10	2/14/11	98	2.02	2.07	1.97	-0.05	-2.48
	long	11/27/17	12/04/17	7	3.40	3.50		0.09	2.76
	long	1/22/18	1/29/18	7	4.04	4.03		-0.00	-0.12	14.37
NOS	long	2/04/19	4/29/19	84	5.62	5.98		0.36	6.32
	short	2/22/21	2/26/21	4	2.76	2.77	2.75	-0.01	-0.36	5.93
Galp Energia	long	5/12/08	5/19/08	7	16.62	16.68		0.06	0.36	0.36
Corticeira Amorim	long	8/15/16	9/19/16	35	8.64	8.49		-0.14	-1.67
	long	9/26/16	10/03/16	7	8.66	8.70		0.04	0.43	-1.25
CTT-Correios	short	7/24/17	10/16/17	84	5.45	5.04	5.89	0.44	8.09
	short	11/13/17	11/27/17	14	3.24	3.04	3.44	0.20	6.31
	short	12/04/17	1/22/18	49	3.17	3.51	2.83	-0.34	-10.85
	short	5/28/18	2/04/19	252	2.84	3.11	2.57	-0.27	-9.58
	long	12/16/19	1/20/20	35	3.29	3.13		-0.16	-4.74	-11.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sonae Capital	long	4/25/16	5/16/16	21	0.72	0.63		-0.09	-12.03	-12.03
Redes Energéticas	long	1/12/09	1/19/09	7	2.91	2.78		-0.13	-4.43
	long	2/09/09	2/16/09	7	3.13	3.08		-0.05	-1.60
	long	4/13/09	4/20/09	7	3.20	3.19		-0.02	-0.47
	long	4/27/09	7/06/09	70	3.15	2.97		-0.18	-5.84
	short	12/07/09	1/11/10	35	2.97	3.04	2.90	-0.07	-2.36	-13.95

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


	is taking down something concerning