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

Assessment - STOXX Europe 50 - 4/22/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	Curr	∅-RS
		Stoxx 50	4,412.270	Tue	1.09	4,364.600	1.09	3,818.020	546.580	14.32	EUR	7.65
		Novo Nordisk	891.300	Tue	1.83	875.300	1.83	682.200	193.100	28.31	DKK	31.94
	L	Safran	209.000	Tue	1.80	205.300	1.80	146.660	58.640	39.98	EUR	30.68
	L	Banco Santander	4.748	Tue	1.72	4.667	1.72	3.422	1.246	36.40	EUR	29.31
	L	ABB	44.470	Tue	0.88	44.080	0.88	29.890	14.190	47.47	CHF	25.64
		ASML	834.300	Tue	2.59	813.200	2.59	552.600	260.600	47.16	EUR	22.53
		SAP	174.860	Tue	5.27	166.100	5.27	123.920	42.180	34.04	EUR	21.63
		Schneider Electric	209.150	Tue	2.22	204.600	2.22	141.920	62.680	44.17	EUR	20.64
	L	ING Groep	15.600	Tue	1.56	15.362	1.55	12.124	3.238	26.71	EUR	20.14
	L	Axa	34.920	Tue	1.72	34.330	1.72	27.245	7.085	26.00	EUR	18.40
		Airbus	162.720	Tue	0.79	161.440	0.79	122.500	38.940	31.79	EUR	18.32
	L	Hermes International	2,355.000	Tue	1.95	2,310.000	1.95	1,681.200	628.800	37.40	EUR	17.72
		RELX	3,364.000	Tue	0.48	3,348.000	0.48	2,853.000	495.000	17.35	GBP	16.72
	L	Allianz	270.500	Tue	1.42	266.700	1.42	217.800	48.900	22.45	EUR	15.85
		UBS	25.770	Tue	1.50	25.390	1.50	21.240	4.150	19.54	CHF	15.82
	L	Shell	33.880	Tue	-0.12	33.915	-0.10	31.790	2.125	6.68	EUR	15.80
	L	TotalEnergies	67.910	Tue	0.01	67.900	0.01	62.300	5.600	8.99	EUR	14.93
		Siemens	175.340	Tue	0.76	174.020	0.76	127.700	46.320	36.27	EUR	14.15
	L	BNP Paribas	68.050	Tue	2.15	66.620	2.15	56.130	10.490	18.69	EUR	13.36
	L	EssilorLuxottica	204.800	Tue	0.89	203.000	0.89	165.500	37.500	22.66	EUR	12.98
		Münchener Rück	435.000	Tue	3.94	418.500	3.94	372.100	46.400	12.47	EUR	12.78
		Air Liquide	190.560	Tue	1.43	187.880	1.43	152.920	34.960	22.86	EUR	11.60
	L	BASF	51.080	Tue	-0.06	51.110	-0.06	40.920	10.190	24.90	EUR	11.52
		GSK	1,651.000	Tue	0.70	1,639.500	0.70	1,462.400	177.100	12.11	GBP	11.10
	L	Mercedes-Benz	74.050	Tue	-0.19	74.190	-0.19	61.700	12.490	20.24	EUR	10.92
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	HSBC	667.700	Tue	0.18	666.500	0.18	612.500	54.000	8.82	GBP	8.61
	L	Glencore	468.500	Tue	-1.35	474.900	-1.35	428.750	46.150	10.76	GBP	8.31
	L	BP	523.100	Tue	0.11	522.500	0.11	532.200	-9.700	-1.82	GBP	7.77
		L´Oreal	440.700	Tue	-0.07	441.000	-0.07	386.850	54.150	14.00	EUR	5.09
	L	AstraZeneca	11,268.000	Tue	0.16	11,250.000	0.16	10,100.000	1,150.000	11.39	GBP	4.92
		Rio Tinto	5,317.000	Tue	-1.28	5,386.000	-1.28	4,890.500	495.500	10.13	GBP	4.49
		Zurich Insurance	453.800	Tue	0.53	451.400	0.53	417.000	34.400	8.25	CHF	3.84
		Vinci	111.500	Tue	1.27	113.550	-1.81	99.900	13.650	13.66	EUR	3.73
	L	Prosus	30.890	Tue	3.52	29.840	3.52	26.115	3.725	14.26	EUR	2.94
		Deutsche Telekom	21.750	Tue	0.65	21.610	0.65	20.185	1.425	7.06	EUR	2.83
		Iberdrola	11.540	Tue	0.79	11.450	0.79	10.295	1.155	11.22	EUR	2.52
		LVMH	799.600	Tue	1.30	796.800	0.35	669.400	127.400	19.03	EUR	2.41
		Anheuser-Busch InBev	55.840	Tue	0.25	55.700	0.25	49.815	5.885	11.81	EUR	1.90
		National Grid	1,059.500	Tue	1.29	1,046.000	1.29	957.200	88.800	9.28	GBP	1.49
		Richemont	129.350	Tue	1.69	127.200	1.69	105.800	21.400	20.23	CHF	-0.18
	S	Enel	6.120	Tue	1.16	6.049	1.17	5.691	0.358	6.29	EUR	-1.24
	S	Novartis	88.940	Tue	1.81	87.360	1.81	84.500	2.860	3.38	CHF	-1.49
	L	Unilever Plc	3,861.000	Tue	-0.62	3,885.000	-0.62	3,988.000	-103.000	-2.58	GBP	-2.30
	L	BAT	2,360.000	Tue		2,360.000		2,449.000	-89.000	-3.63	GBP	-5.56
		Sanofi	88.850	Tue	0.77	88.170	0.77	98.310	-10.140	-10.31	EUR	-5.62
	L	Diageo	2,819.000	Tue	-1.33	2,857.000	-1.33	3,085.000	-228.000	-7.39	GBP	-7.44
	S	Deutsche Post	39.050	Tue	1.03	38.650	1.03	37.770	0.880	2.33	EUR	-8.09
		Nestlé	94.260	Tue	0.45	93.840	0.45	103.080	-9.240	-8.96	CHF	-8.18
	S	Roche	229.700	Tue	1.73	225.800	1.73	237.550	-11.750	-4.95	CHF	-10.45
	S	Reckitt Benckiser	4,250.000	Tue	-0.38	4,266.000	-0.38	5,854.000	-1,588.000	-27.13	GBP	-23.74
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Bayer	27.345	Tue	0.09	27.315	0.11	40.985	-13.670	-33.35	EUR	-29.42
Europe 50 - 50 out of 50 instruments rated - 4/22/24 / 10/23/23 - 41 did rise, Market-Ratio(26) = 82.00 %

Technical Chart

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

1/06/20	scale up chart	4/22/24

Transactions STOXX Europe 50 * 26 - 60/40 (2)

														⇐
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		Deutsche Telekom	50	413	EUR	12.090	12.300	11.880	-0.210	-2	9,913	-60
					Vodafone	50	4,490	GBP	1.115	1.153	1.078	-0.038	-3	9,745	-83
100							-3							-74
long	7/24/06	8/20/07	392		ABB	50	328	CHF	14.850	26.600		11.750	79	13,599	72
					AstraZeneca	50	147	GBP	33.140	23.540		-9.600	-29	12,188	-27
100							25							23
short	8/20/07	9/03/07	14		UBS	50	96	CHF	63.200	63.150	63.250	0.050	0	12,192	2
					AstraZeneca	50	260	GBP	23.540	24.320	22.760	-0.780	-3	11,990	-58
100							-2							-35
long	9/03/07	11/19/07	77		Mercedes-Benz	50	89	EUR	67.030	64.610		-2.420	-4	11,774	-16
					ABB	50	204	CHF	29.500	29.000		-0.500	-2	11,672	-8
100							-3							-12
short	11/19/07	5/18/09	546		UBS	50	115	CHF	50.500	15.910	160.292	109.792	217	24,298	116
					Barclays	50	1,292	GBP	4.538	2.593	7.940	3.402	75	28,694	45
100							146							82
long	5/18/09	7/06/09	49		Deutsche Bank	50	429	EUR	33.439	32.088		-1.352	-4	28,115	-26
					Barclays	50	5,532	GBP	2.593	2.704		0.111	4	28,728	37
100							0							1
short	7/06/09	7/20/09	14		Deutsche Telekom	50	1,722	EUR	8.340	8.250	8.431	0.091	1	28,884	33
					Lloyds Bank	50	21,734	GBP	0.661	0.720	0.602	-0.059	-9	27,600	-91
100							-4							-65
long	7/20/09	5/24/10	308		Deutsche Bank	50	361	EUR	38.139	36.919		-1.220	-3	27,160	-4
					Barclays	50	4,783	GBP	2.891	2.779		-0.112	-4	26,623	-5
100							-4							-4
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/24/10	8/02/10	70		Intesa Sanpaolo	50	6,760	EUR	1.969	2.468	1.470	-0.499	-25	23,250	-78
					Banco Bilbao Viz	50	1,649	EUR	8.070	10.113	6.027	-2.043	-25	19,881	-78
100							-25							-78
long	8/02/10	8/30/10	28		LVMH	50	104	EUR	95.310	91.600		-3.710	-4	19,495	-40
					Novo Nordisk	50	200	DKK	49.610	49.820		0.210	0	19,537	6
100							-2							-20
short	8/30/10	11/01/10	63		Axa	50	796	EUR	12.265	13.110	11.420	-0.845	-7	18,864	-34
					BP	50	2,568	GBP	3.806	4.240	3.372	-0.434	-11	17,750	-50
100							-9							-43
long	11/01/10	6/27/11	238		LVMH	50	78	EUR	113.350	116.750		3.400	3	18,015	5
					Novo Nordisk	50	159	DKK	56.000	64.900		8.900	16	19,430	25
100							9							15
short	6/27/11	7/04/11	7		Credit Suisse	50	307	CHF	31.620	33.400	29.840	-1.780	-6	18,884	-95
					Lloyds Bank	50	22,405	GBP	0.434	0.499	0.369	-0.065	-15	17,433	-100
100							-10							-100
long	7/04/11	7/18/11	14		BASF	50	128	EUR	67.700	67.430		-0.270	0	17,398	-10
					BT Group	50	4,372	GBP	2.005	1.876		-0.129	-6	16,834	-82
100							-3							-60
short	7/18/11	2/06/12	203		Lloyds Bank	50	20,358	GBP	0.413	0.353	0.484	0.071	17	18,277	33
					Intesa Sanpaolo	50	5,687	EUR	1.480	1.527	1.433	-0.047	-3	18,009	-6
100							7							13
long	2/06/12	10/20/14	987		Anheuser-Busch InBev	50	184	EUR	48.850	83.480		34.630	71	24,381	22
					Novo Nordisk	50	119	DKK	75.600	130.400		54.800	72	30,903	22
100							72							22
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/20/14	12/29/14	70		Deutsche Bank	50	717	EUR	21.545	22.630	20.461	-1.084	-5	30,125	-24
					GSK	50	1,145	GBP	13.489	14.083	12.894	-0.594	-4	29,444	-21
100							-5							-22
long	12/29/14	8/24/15	238		Novartis	50	190	CHF	77.460	74.670		-2.790	-4	28,914	-5
					Anheuser-Busch InBev	50	155	EUR	94.800	91.280		-3.520	-4	28,369	-6
100							-4							-6
short	8/24/15	8/08/16	350		BP	50	4,211	GBP	3.368	4.222	2.515	-0.854	-25	24,775	-26
					Rio Tinto	50	658	GBP	21.545	25.255	17.835	-3.710	-17	22,333	-18
100							-21							-22
long	8/08/16	3/12/18	581		AstraZeneca	50	215	GBP	51.900	48.000		-3.900	-8	21,495	-5
					BAT	50	234	GBP	47.595	42.550		-5.045	-11	20,314	-7
100							-9							-6
short	3/12/18	9/24/18	196		Imperial Brands	50	397	GBP	25.530	26.095	24.965	-0.565	-2	20,090	-4
					Reckitt Benckiser	50	178	GBP	56.970	68.350	45.590	-11.380	-20	18,064	-34
100							-11							-20
long	9/24/18	10/15/18	21		LVMH	50	29	EUR	305.700	260.450		-45.250	-15	16,752	-94
					Safran	50	76	EUR	119.500	107.500		-12.000	-10	15,840	-84
100							-12							-90
short	10/15/18	4/08/19	175		Vodafone	50	5,156	GBP	1.536	1.406	1.679	0.143	9	16,575	20
					Intesa Sanpaolo	50	3,879	EUR	2.042	2.233	1.850	-0.192	-9	15,832	-19
100							0							0
long	4/08/19	3/02/20	329		Airbus	50	65	EUR	120.740	107.620		-13.120	-11	14,979	-12
					Rio Tinto	50	169	GBP	47.180	37.200		-9.980	-21	13,293	-23
100							-16							-18
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/02/20	9/07/20	189		Shell	50	3,355	EUR	1.981	1.247	3.145	1.165	59	17,200	144
					Anheuser-Busch InBev	50	127	EUR	52.000	49.345	54.798	2.798	5	17,555	11
100							32							71
long	9/07/20	3/07/22	546		Siemens	50	74	EUR	117.260	113.780		-3.480	-3	17,298	-2
					Schneider Electric	50	84	EUR	105.500	130.640		25.140	24	19,410	15
100							11							7
short	3/07/22	3/21/22	14		Adidas	50	54	EUR	176.900	213.550	140.250	-36.650	-21	17,430	-100
					Prosus	50	444	EUR	22.180	23.420	20.940	-1.240	-6	16,880	-78
100							-13							-97
long	3/21/22	5/09/22	49		Shell	50	3,494	EUR	2.415	2.603		0.188	8	17,537	75
					Novo Nordisk	50	22	DKK	373.000	377.900		4.900	1	17,645	10
100							5							40
short	5/09/22	12/12/22	217		Prosus	50	479	EUR	18.380	29.320	7.440	-10.940	-60	12,404	-78
					Kering	50	19	EUR	442.450	517.900	367.000	-75.450	-17	10,971	-27
100							-39							-56
long	12/12/22	8/21/23	252		AstraZeneca	50	48	GBP	113.500	106.740		-6.760	-6	10,646	-9
					Novo Nordisk	50	12	DKK	456.400	630.600		174.200	38	12,737	60
100							16							24
short	8/21/23	12/11/23	112		Adyen	50	7	EUR	797.000	1,217.600	376.400	-420.600	-53	9,792	-91
					BAT	50	284	GBP	25.190	22.925	27.679	2.489	10	10,499	36
100							-18							-47
long	12/11/23	4/23/24	134		SAP	50	35	EUR	147.340	174.860		27.520	19	11,462	59
					UBS	50	213	CHF	25.040	25.770		0.730	3	11,618	8
100							11							32
accum	7/17/06	4/23/24	6491	days out of 6687 invested (97%)								16		11,618	1

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
UBS	short	8/20/07	9/03/07	14	63.20	63.15	63.25	0.05	0.08	50	0.04
	short	11/19/07	5/18/09	546	50.50	15.91	160.29	109.79	217.41		108.71
	long	12/11/23	4/23/24	134	25.04	25.77		0.73	2.92		1.46	111.83
Novo Nordisk	long	8/02/10	8/30/10	28	49.61	49.82		0.21	0.42		0.21
	long	11/01/10	6/27/11	238	56.00	64.90		8.90	15.89		7.95
	long	2/06/12	10/20/14	987	75.60	130.40		54.80	72.49		36.24
	long	3/21/22	5/09/22	49	373.00	377.90		4.90	1.31		0.66
	long	12/12/22	8/21/23	252	456.40	630.60		174.20	38.17		19.08	76.66
ABB	long	7/24/06	8/20/07	392	14.85	26.60		11.75	79.12		39.56
	long	9/03/07	11/19/07	77	29.50	29.00		-0.50	-1.69		-0.85	38.38
Barclays	short	11/19/07	5/18/09	546	4.54	2.59	7.94	3.40	74.98		37.49
	long	5/18/09	7/06/09	49	2.59	2.70		0.11	4.27		2.14
	long	7/20/09	5/24/10	308	2.89	2.78		-0.11	-3.88		-1.94	37.70
Anheuser-Busch InBev	long	2/06/12	10/20/14	987	48.85	83.48		34.63	70.89		35.45
	long	12/29/14	8/24/15	238	94.80	91.28		-3.52	-3.71		-1.86
	short	3/02/20	9/07/20	189	52.00	49.35	54.80	2.80	5.38		2.69	36.51
Shell	short	3/02/20	9/07/20	189	1.98	1.25	3.15	1.16	58.79		29.40
	long	3/21/22	5/09/22	49	2.42	2.60		0.19	7.78		3.89	34.43
Schneider Electric	long	9/07/20	3/07/22	546	105.50	130.64		25.14	23.83		11.91	11.91
SAP	long	12/11/23	4/23/24	134	147.34	174.86		27.52	18.68		9.34	9.34
Vodafone	short	7/17/06	7/24/06	7	1.12	1.15	1.08	-0.04	-3.36		-1.68
	short	10/15/18	4/08/19	175	1.54	1.41	1.68	0.14	9.28		4.64	2.88
BASF	long	7/04/11	7/18/11	14	67.70	67.43		-0.27	-0.40		-0.20	-0.20
Deutsche Telekom	short	7/17/06	7/24/06	7	12.09	12.30	11.88	-0.21	-1.74		-0.87
	short	7/06/09	7/20/09	14	8.34	8.25	8.43	0.09	1.09		0.55	-0.33
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
BAT	long	8/08/16	3/12/18	581	47.60	42.55		-5.04	-10.60		-5.30
	short	8/21/23	12/11/23	112	25.19	22.93	27.68	2.49	9.88		4.94	-0.62
Imperial Brands	short	3/12/18	9/24/18	196	25.53	26.10	24.97	-0.57	-2.21		-1.11	-1.11
Siemens	long	9/07/20	3/07/22	546	117.26	113.78		-3.48	-2.97		-1.48	-1.48
Novartis	long	12/29/14	8/24/15	238	77.46	74.67		-2.79	-3.60		-1.80	-1.80
Mercedes-Benz	long	9/03/07	11/19/07	77	67.03	64.61		-2.42	-3.61		-1.81	-1.81
GSK	short	10/20/14	12/29/14	70	13.49	14.08	12.89	-0.59	-4.41		-2.20	-2.20
Credit Suisse	short	6/27/11	7/04/11	7	31.62	33.40	29.84	-1.78	-5.63		-2.81	-2.81
BT Group	long	7/04/11	7/18/11	14	2.01	1.88		-0.13	-6.43		-3.22	-3.22
Axa	short	8/30/10	11/01/10	63	12.27	13.11	11.42	-0.85	-6.89		-3.44	-3.44
Lloyds Bank	short	7/06/09	7/20/09	14	0.66	0.72	0.60	-0.06	-8.94		-4.47
	short	6/27/11	7/04/11	7	0.43	0.50	0.37	-0.06	-14.92		-7.46
	short	7/18/11	2/06/12	203	0.41	0.35	0.48	0.07	17.14		8.57	-4.02
Safran	long	9/24/18	10/15/18	21	119.50	107.50		-12.00	-10.04		-5.02	-5.02
Airbus	long	4/08/19	3/02/20	329	120.74	107.62		-13.12	-10.87		-5.43	-5.43
Deutsche Bank	long	5/18/09	7/06/09	49	33.44	32.09		-1.35	-4.04		-2.02
	long	7/20/09	5/24/10	308	38.14	36.92		-1.22	-3.20		-1.60
	short	10/20/14	12/29/14	70	21.55	22.63	20.46	-1.08	-5.03		-2.52	-6.01
LVMH	long	8/02/10	8/30/10	28	95.31	91.60		-3.71	-3.89		-1.95
	long	11/01/10	6/27/11	238	113.35	116.75		3.40	3.00		1.50
	long	9/24/18	10/15/18	21	305.70	260.45		-45.25	-14.80		-7.40	-7.84
Kering	short	5/09/22	12/12/22	217	442.45	517.90	367.00	-75.45	-17.05		-8.53	-8.53
Reckitt Benckiser	short	3/12/18	9/24/18	196	56.97	68.35	45.59	-11.38	-19.98		-9.99	-9.99
Adidas	short	3/07/22	3/21/22	14	176.90	213.55	140.25	-36.65	-20.72		-10.36	-10.36
Banco Bilbao Viz	short	5/24/10	8/02/10	70	8.07	10.11	6.03	-2.04	-25.32		-12.66	-12.66
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
BP	short	8/30/10	11/01/10	63	3.81	4.24	3.37	-0.43	-11.40		-5.70
	short	8/24/15	8/08/16	350	3.37	4.22	2.51	-0.85	-25.34		-12.67	-17.65
Intesa Sanpaolo	short	5/24/10	8/02/10	70	1.97	2.47	1.47	-0.50	-25.34		-12.67
	short	7/18/11	2/06/12	203	1.48	1.53	1.43	-0.05	-3.18		-1.59
	short	10/15/18	4/08/19	175	2.04	2.23	1.85	-0.19	-9.38		-4.69	-18.09
Rio Tinto	short	8/24/15	8/08/16	350	21.55	25.26	17.84	-3.71	-17.22		-8.61
	long	4/08/19	3/02/20	329	47.18	37.20		-9.98	-21.15		-10.58	-18.28
AstraZeneca	long	7/24/06	8/20/07	392	33.14	23.54		-9.60	-28.97		-14.48
	short	8/20/07	9/03/07	14	23.54	24.32	22.76	-0.78	-3.31		-1.66
	long	8/08/16	3/12/18	581	51.90	48.00		-3.90	-7.51		-3.76
	long	12/12/22	8/21/23	252	113.50	106.74		-6.76	-5.96		-2.98	-21.47
Adyen	short	8/21/23	12/11/23	112	797.00	1,217.60	376.40	-420.60	-52.77		-26.39	-26.39
Prosus	short	3/07/22	3/21/22	14	22.18	23.42	20.94	-1.24	-5.59		-2.80
	short	5/09/22	12/12/22	217	18.38	29.32	7.44	-10.94	-59.52		-29.76	-31.72

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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