Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 - 4/15/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Stoxx 50	4,338.790	Fri	0.08	4,390.030	-1.17	3,944.840	445.190	11.29	EUR	8.45
	L	ASML	821.000	Fri	-2.30	910.900	-9.87	569.600	341.300	59.92	EUR	38.33
		Novo Nordisk	866.200	Fri	0.41	879.200	-1.48	706.900	172.300	24.37	DKK	33.51
	L	Safran	205.900	Fri	-1.10	207.900	-0.96	150.460	57.440	38.18	EUR	33.27
		SAP	165.800	Fri	-2.00	171.660	-3.41	122.660	49.000	39.95	EUR	26.62
	L	Schneider Electric	208.400	Fri	-3.23	212.100	-1.74	152.160	59.940	39.39	EUR	25.83
	L	Banco Santander	4.512	Fri	-0.73	4.471	0.92	3.576	0.895	25.01	EUR	24.37
	L	ABB	44.640	Fri	0.70	42.200	5.78	32.700	9.500	29.05	CHF	20.92
		UBS	25.700	Fri	-0.43	26.250	-2.10	22.450	3.800	16.93	CHF	20.52
		Airbus	160.040	Fri	-0.39	160.800	-0.47	122.940	37.860	30.80	EUR	18.34
	L	ING Groep	15.230	Fri	0.40	15.050	1.20	12.566	2.484	19.77	EUR	18.23
	L	Hermes International	2,320.000	Fri	-0.22	2,303.000	0.74	1,703.800	599.200	35.17	EUR	17.73
		RELX	3,302.000	Fri	-0.81	3,354.000	-1.55	2,893.000	461.000	15.94	GBP	17.46
	L	Axa	33.900	Fri	0.24	33.820	0.24	28.020	5.800	20.70	EUR	17.01
	L	Shell	33.465	Fri	-0.01	34.060	-1.75	32.200	1.860	5.78	EUR	16.71
	L	TotalEnergies	67.280	Fri	-0.21	68.290	-1.48	63.060	5.230	8.29	EUR	15.90
		Siemens	172.960	Fri	-1.46	175.900	-1.67	133.900	42.000	31.37	EUR	15.76
	L	Allianz	263.200	Fri	0.46	264.000	-0.30	224.250	39.750	17.73	EUR	15.10
	L	Mercedes-Benz	74.140	Fri	-0.90	76.240	-2.75	64.700	11.540	17.84	EUR	14.18
	L	EssilorLuxottica	203.300	Fri	-0.68	203.800	-0.25	165.620	38.180	23.05	EUR	13.78
		Münchener Rück	415.000	Fri	0.48	419.200	-1.00	377.000	42.200	11.19	EUR	13.52
	L	BASF	50.440	Fri	-1.23	51.750	-2.53	42.520	9.230	21.71	EUR	12.99
	L	Air Liquide	187.760	Fri	0.56	188.300	-0.29	160.600	27.700	17.25	EUR	12.19
	L	BNP Paribas	65.430	Fri	-0.05	65.770	-0.52	57.830	7.940	13.73	EUR	12.16
		GSK	1,599.000	Fri	0.98	1,643.500	-2.71	1,493.200	150.300	10.07	GBP	11.54
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Glencore	474.300	Fri	-0.15	481.650	-1.53	462.750	18.900	4.08	GBP	9.82
	L	BP	514.900	Fri	0.49	527.300	-2.35	549.000	-21.700	-3.95	GBP	8.70
		HSBC	646.200	Fri	0.25	651.100	-0.75	651.300	-0.200	-0.03	GBP	6.34
		Rio Tinto	5,380.000	Fri	0.17	5,410.000	-0.55	5,217.000	193.000	3.70	GBP	4.91
		Zurich Insurance	448.400	Fri	1.22	453.700	-1.17	427.700	26.000	6.08	CHF	4.54
		Vinci	113.350	Fri	-0.18	113.050	0.27	102.380	10.670	10.42	EUR	3.35
	L	AstraZeneca	10,946.000	Fri	0.29	11,024.000	-0.71	10,972.000	52.000	0.47	GBP	2.68
		LVMH	796.600	Fri	-0.03	794.800	0.23	667.100	127.700	19.14	EUR	1.98
		Richemont	127.450	Fri	-0.78	130.200	-2.11	106.050	24.150	22.77	CHF	1.96
		Iberdrola	11.340	Fri	0.35	11.260	0.71	10.515	0.745	7.09	EUR	0.78
	L	Prosus	28.540	Fri	-0.45	29.230	-2.36	27.950	1.280	4.58	EUR	0.65
		Deutsche Telekom	21.160	Fri	1.00	21.130	0.14	20.360	0.770	3.78	EUR	0.44
		Anheuser-Busch InBev	54.960	Fri	1.48	54.800	0.29	51.320	3.480	6.78	EUR	0.11
	S	National Grid	1,040.000	Fri	0.97	1,025.000	1.46	973.600	51.400	5.28	GBP	-0.71
	S	L´Oreal	444.950	Fri	5.04	415.450	7.10	386.750	28.700	7.42	EUR	-1.04
	S	Novartis	85.530	Fri	1.19	86.500	-1.12	87.200	-0.700	-0.80	CHF	-2.50
	S	Enel	5.955	Fri	1.45	5.850	1.79	5.744	0.106	1.85	EUR	-4.44
		Unilever Plc	3,811.000	Fri	1.09	3,770.000	1.09	3,938.000	-168.000	-4.27	GBP	-5.45
		Sanofi	86.890	Fri	1.95	87.450	-0.64	103.880	-16.430	-15.82	EUR	-6.68
	S	Deutsche Post	38.340	Fri	0.13	38.990	-1.67	39.015	-0.025	-0.06	EUR	-7.46
		BAT	2,310.000	Fri	0.74	2,287.000	1.01	2,486.000	-199.000	-8.00	GBP	-8.86
		Nestlé	95.240	Fri	2.15	92.500	2.96	103.080	-10.580	-10.26	CHF	-9.85
		Diageo	2,836.500	Fri	0.48	2,770.000	2.40	3,084.000	-314.000	-10.18	GBP	-10.74
	S	Roche	222.100	Fri	0.95	225.100	-1.33	252.150	-27.050	-10.73	CHF	-11.09
	S	Reckitt Benckiser	4,167.000	Fri	0.68	4,182.000	-0.36	5,854.000	-1,672.000	-28.56	GBP	-25.90
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Bayer	26.325	Fri	0.32	26.460	-0.51	43.595	-17.135	-39.30	EUR	-32.73
Europe 50 - 50 out of 50 instruments rated - 4/15/24 / 10/16/23 - 38 did rise, Market-Ratio(26) = 76.00 %

Technical Chart

	Europe 50 RS = 26 - B/S = 60/40

1/06/20	scale up chart	4/15/24

Transactions STOXX Europe 50 * 26 - 60/40 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		7/17/06	196		- cash -
short	7/17/06	7/24/06	7		Vodafone	100	8,968	GBP	1.115	1.153	1.078	-0.038	-3	9,664	-83
long	7/24/06	8/20/07	392		ABB	100	650	CHF	14.850	26.600		11.750	79	17,301	72
short	8/20/07	9/03/07	14		AstraZeneca	100	734	GBP	23.540	24.320	22.760	-0.780	-3	16,729	-58
long	9/03/07	11/19/07	77		ABB	100	567	CHF	29.500	29.000		-0.500	-2	16,445	-8
short	11/19/07	5/18/09	546		UBS	100	325	CHF	50.500	15.910	160.292	109.792	217	52,128	116
long	5/18/09	7/06/09	49		Barclays	100	20,100	GBP	2.593	2.704		0.111	4	54,356	37
short	7/06/09	7/20/09	14		Lloyds Bank	100	82,232	GBP	0.661	0.720	0.602	-0.059	-9	49,496	-91
long	7/20/09	5/24/10	308		Barclays	100	17,118	GBP	2.891	2.779		-0.112	-4	47,575	-5
short	5/24/10	8/02/10	70		Intesa Sanpaolo	100	24,161	EUR	1.969	2.468	1.470	-0.499	-25	35,518	-78
long	8/02/10	8/30/10	28		Novo Nordisk	100	715	DKK	49.610	49.820		0.210	0	35,668	6
short	8/30/10	11/01/10	63		BP	100	9,371	GBP	3.806	4.240	3.372	-0.434	-11	31,601	-50
long	11/01/10	6/27/11	238		Novo Nordisk	100	564	DKK	56.000	64.900		8.900	16	36,621	25
short	6/27/11	7/04/11	7		Lloyds Bank	100	84,389	GBP	0.434	0.499	0.369	-0.065	-15	31,157	-100
long	7/04/11	7/18/11	14		BASF	100	460	EUR	67.700	67.430		-0.270	0	31,033	-10
short	7/18/11	2/06/12	203		Lloyds Bank	100	75,057	GBP	0.413	0.353	0.484	0.071	17	36,350	33
long	2/06/12	10/20/14	987		Novo Nordisk	100	480	DKK	75.600	130.400		54.800	72	62,654	22
short	10/20/14	12/29/14	70		Deutsche Bank	100	2,908	EUR	21.545	22.630	20.461	-1.084	-5	59,501	-24
long	12/29/14	8/24/15	238		Anheuser-Busch InBev	100	627	EUR	94.800	91.280		-3.520	-4	57,294	-6
short	8/24/15	8/08/16	350		Rio Tinto	100	2,659	GBP	21.545	25.255	17.835	-3.710	-17	47,429	-18
long	8/08/16	3/12/18	581		AstraZeneca	100	913	GBP	51.900	48.000		-3.900	-8	43,868	-5
short	3/12/18	9/24/18	196		Imperial Brands	100	1,718	GBP	25.530	26.095	24.965	-0.565	-2	42,898	-4
long	9/24/18	10/15/18	21		Safran	100	358	EUR	119.500	107.500		-12.000	-10	38,602	-84
short	10/15/18	4/08/19	175		Intesa Sanpaolo	100	18,908	EUR	2.042	2.233	1.850	-0.192	-9	34,981	-19
long	4/08/19	3/02/20	329		Airbus	100	289	EUR	120.740	107.620		-13.120	-11	31,189	-12
short	3/02/20	9/07/20	189		Anheuser-Busch InBev	100	599	EUR	52.000	49.345	54.798	2.798	5	32,865	11
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/07/20	3/07/22	546		Schneider Electric	100	311	EUR	105.500	130.640		25.140	24	40,684	15
short	3/07/22	3/21/22	14		Prosus	100	1,834	EUR	22.180	23.420	20.940	-1.240	-6	38,409	-78
long	3/21/22	5/09/22	49		Shell	100	15,904	EUR	2.415	2.603		0.188	8	41,399	75
short	5/09/22	12/12/22	217		Prosus	100	2,252	EUR	18.380	29.320	7.440	-10.940	-60	16,762	-78
long	12/12/22	8/21/23	252		Novo Nordisk	100	36	DKK	456.400	630.600		174.200	38	23,034	60
short	8/21/23	12/11/23	112		Adyen	100	28	EUR	797.000	1,217.600	376.400	-420.600	-53	11,257	-91
long	12/11/23	4/19/24	130		UBS	100	449	CHF	25.040	25.700		0.660	3	11,553	8
accum	7/17/06	4/19/24	6487	days out of 6683 invested (97%)								16		11,553	1

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	11/19/07	5/18/09	546	50.50	15.91	160.29	109.79	217.41
	long	12/11/23	4/19/24	130	25.04	25.70		0.66	2.64	225.78
Novo Nordisk	long	8/02/10	8/30/10	28	49.61	49.82		0.21	0.42
	long	11/01/10	6/27/11	238	56.00	64.90		8.90	15.89
	long	2/06/12	10/20/14	987	75.60	130.40		54.80	72.49
	long	12/12/22	8/21/23	252	456.40	630.60		174.20	38.17	177.37
ABB	long	7/24/06	8/20/07	392	14.85	26.60		11.75	79.12
	long	9/03/07	11/19/07	77	29.50	29.00		-0.50	-1.69	76.09
Schneider Electric	long	9/07/20	3/07/22	546	105.50	130.64		25.14	23.83	23.83
Shell	long	3/21/22	5/09/22	49	2.42	2.60		0.19	7.78	7.78
Anheuser-Busch InBev	long	12/29/14	8/24/15	238	94.80	91.28		-3.52	-3.71
	short	3/02/20	9/07/20	189	52.00	49.35	54.80	2.80	5.38	1.47
Barclays	long	5/18/09	7/06/09	49	2.59	2.70		0.11	4.27
	long	7/20/09	5/24/10	308	2.89	2.78		-0.11	-3.88	0.23
BASF	long	7/04/11	7/18/11	14	67.70	67.43		-0.27	-0.40	-0.40
Imperial Brands	short	3/12/18	9/24/18	196	25.53	26.10	24.97	-0.57	-2.21	-2.21
Vodafone	short	7/17/06	7/24/06	7	1.12	1.15	1.08	-0.04	-3.36	-3.36
Deutsche Bank	short	10/20/14	12/29/14	70	21.55	22.63	20.46	-1.08	-5.03	-5.03
Lloyds Bank	short	7/06/09	7/20/09	14	0.66	0.72	0.60	-0.06	-8.94
	short	6/27/11	7/04/11	7	0.43	0.50	0.37	-0.06	-14.92
	short	7/18/11	2/06/12	203	0.41	0.35	0.48	0.07	17.14	-9.25
Safran	long	9/24/18	10/15/18	21	119.50	107.50		-12.00	-10.04	-10.04
AstraZeneca	short	8/20/07	9/03/07	14	23.54	24.32	22.76	-0.78	-3.31
	long	8/08/16	3/12/18	581	51.90	48.00		-3.90	-7.51	-10.58
Airbus	long	4/08/19	3/02/20	329	120.74	107.62		-13.12	-10.87	-10.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BP	short	8/30/10	11/01/10	63	3.81	4.24	3.37	-0.43	-11.40	-11.40
Rio Tinto	short	8/24/15	8/08/16	350	21.55	25.26	17.84	-3.71	-17.22	-17.22
Intesa Sanpaolo	short	5/24/10	8/02/10	70	1.97	2.47	1.47	-0.50	-25.34
	short	10/15/18	4/08/19	175	2.04	2.23	1.85	-0.19	-9.38	-32.35
Adyen	short	8/21/23	12/11/23	112	797.00	1,217.60	376.40	-420.60	-52.77	-52.77
Prosus	short	3/07/22	3/21/22	14	22.18	23.42	20.94	-1.24	-5.59
	short	5/09/22	12/12/22	217	18.38	29.32	7.44	-10.94	-59.52	-61.78

Annotations

2/19/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/13/23	Novo Nordisk	stock split 1:2 (two for one)
7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
9/24/18	Europe 50	Safran replaces Imperial Brands
5/31/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15	Europe 50	complete analysis
7/09/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


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