| |
| |
Assessment - STOXX Europe 50 - 3/13/23 - RS = 30
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
8/15/22 |
prc diff |
⇓ Δ30 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Stoxx 50 |
3,777.940 |
Mon |
1.00 |
3,773.000 |
0.13 |
3,680.000 |
93.000 |
2.53 |
EUR |
3.66 |
| |  |
 |
 |
 |
L |
 |
Hermes International |
1,760.000 |
Mon |
1.73 |
1,691.000 |
4.08 |
1,388.000 |
303.000 |
21.83 |
EUR |
30.22 |
| |  |
 |
 |
 |
L |
 |
Richemont |
136.600 |
Mon |
2.40 |
137.300 |
-0.51 |
114.700 |
22.600 |
19.70 |
CHF |
22.10 |
| |  |
 |
 |
 |
L |
 |
Siemens |
138.820 |
Mon |
1.06 |
140.960 |
-1.52 |
112.200 |
28.760 |
25.63 |
EUR |
19.81 |
| |  |
 |
 |
 |
L |
 |
Banco Santander |
3.226 |
Mon |
2.77 |
3.345 |
-3.56 |
2.639 |
0.706 |
26.76 |
EUR |
19.50 |
| |  |
 |
 |
 |
|
 |
Safran |
130.380 |
Mon |
1.56 |
128.600 |
1.38 |
111.980 |
16.620 |
14.84 |
EUR |
19.49 |
| |  |
 |
 |
 |
|
 |
BP |
487.000 |
Mon |
1.47 |
522.500 |
-6.79 |
425.500 |
97.000 |
22.80 |
GBP |
19.11 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
988.900 |
Mon |
1.16 |
984.000 |
0.50 |
776.500 |
207.500 |
26.72 |
DKK |
19.10 |
| |  |
 |
 |
 |
L |
 |
LVMH |
804.500 |
Mon |
2.18 |
781.700 |
2.92 |
699.500 |
82.200 |
11.75 |
EUR |
19.09 |
| |  |
 |
 |
 |
L |
 |
Mercedes-Benz |
69.140 |
Mon |
-0.17 |
71.680 |
-3.54 |
60.560 |
11.120 |
18.36 |
EUR |
16.66 |
| |  |
 |
 |
 |
|
 |
Prosus |
65.640 |
Mon |
1.08 |
64.860 |
1.20 |
63.370 |
1.490 |
2.35 |
EUR |
14.96 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
21.880 |
Mon |
1.86 |
21.370 |
2.39 |
18.758 |
2.612 |
13.92 |
EUR |
14.10 |
| |  |
 |
 |
 |
L |
 |
Vinci |
104.760 |
Mon |
1.26 |
105.580 |
-0.78 |
94.480 |
11.100 |
11.75 |
EUR |
13.41 |
| |  |
 |
 |
 |
L |
 |
Schneider Electric |
147.280 |
Mon |
0.82 |
148.680 |
-0.94 |
135.780 |
12.900 |
9.50 |
EUR |
12.23 |
| |  |
 |
 |
 |
L |
 |
SAP |
112.940 |
Mon |
1.22 |
107.220 |
5.33 |
93.290 |
13.930 |
14.93 |
EUR |
12.01 |
| |  |
 |
 |
 |
|
 |
Airbus |
118.600 |
Mon |
1.59 |
118.160 |
0.37 |
108.800 |
9.360 |
8.60 |
EUR |
11.42 |
| |  |
 |
 |
 |
|
 |
Axa |
26.610 |
Mon |
2.46 |
27.675 |
-3.85 |
24.460 |
3.215 |
13.14 |
EUR |
10.95 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
52.560 |
Mon |
1.70 |
56.150 |
-6.39 |
50.080 |
6.070 |
12.12 |
EUR |
10.45 |
| |  |
 |
 |
 |
|
 |
Allianz |
202.400 |
Mon |
1.17 |
210.850 |
-4.01 |
178.780 |
32.070 |
17.94 |
EUR |
8.90 |
| |  |
 |
 |
 |
|
 |
HSBC |
541.700 |
Mon |
-0.07 |
568.100 |
-4.65 |
547.000 |
21.100 |
3.86 |
GBP |
8.76 |
| |  |
 |
 |
 |
L |
 |
L´Oreal |
386.950 |
Mon |
1.76 |
373.200 |
3.68 |
363.300 |
9.900 |
2.73 |
EUR |
8.09 |
| |  |
 |
 |
 |
L |
 |
RELX |
2,554.000 |
Mon |
0.95 |
2,505.000 |
1.96 |
2,393.000 |
112.000 |
4.68 |
GBP |
8.03 |
| |  |
 |
 |
 |
|
 |
ASML |
600.200 |
Mon |
0.69 |
565.000 |
6.23 |
560.200 |
4.800 |
0.86 |
EUR |
7.61 |
| |  |
 |
 |
 |
L |
 |
Deutsche Post |
41.190 |
Mon |
1.63 |
40.360 |
2.06 |
40.335 |
0.025 |
0.06 |
EUR |
6.90 |
| |  |
 |
 |
 |
L |
 |
Kering |
556.000 |
Mon |
1.63 |
550.200 |
1.05 |
561.300 |
-11.100 |
-1.98 |
EUR |
6.71 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
8/15/22 |
prc diff |
⇓ Δ30 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Air Liquide |
150.480 |
Mon |
2.21 |
146.500 |
2.72 |
137.360 |
9.140 |
6.65 |
EUR |
5.72 |
| |  |
 |
 |
 |
|
 |
Anheuser-Busch InBev |
56.410 |
Mon |
0.21 |
55.690 |
1.29 |
53.220 |
2.470 |
4.64 |
EUR |
5.43 |
| |  |
 |
 |
 |
|
 |
UBS |
17.325 |
Mon |
1.26 |
17.710 |
-2.17 |
16.030 |
1.680 |
10.48 |
CHF |
5.34 |
| |  |
 |
 |
 |
|
 |
ABB |
30.100 |
Mon |
1.45 |
30.050 |
0.17 |
28.810 |
1.240 |
4.30 |
CHF |
5.15 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
53.860 |
Mon |
1.35 |
55.140 |
-2.32 |
50.710 |
4.430 |
8.74 |
EUR |
4.93 |
| |  |
 |
 |
 |
|
 |
Shell |
25.690 |
Mon |
1.26 |
27.645 |
-7.07 |
25.860 |
1.785 |
6.90 |
EUR |
4.87 |
| |  |
 |
 |
 |
|
 |
Unilever Plc |
4,082.500 |
Mon |
0.86 |
4,056.000 |
0.65 |
3,932.500 |
123.500 |
3.14 |
GBP |
4.52 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
5,360.000 |
Mon |
2.10 |
5,548.000 |
-3.39 |
4,735.500 |
812.500 |
17.16 |
GBP |
3.51 |
| |  |
 |
 |
 |
|
 |
Iberdrola |
11.065 |
Mon |
1.33 |
10.680 |
3.60 |
10.845 |
-0.165 |
-1.52 |
EUR |
2.13 |
| |  |
 |
 |
 |
|
 |
AstraZeneca |
10,790.000 |
Mon |
-0.22 |
10,686.000 |
0.97 |
10,962.000 |
-276.000 |
-2.52 |
GBP |
0.52 |
| |  |
 |
 |
 |
L |
 |
Bayer |
56.030 |
Mon |
0.39 |
56.060 |
-0.05 |
53.560 |
2.500 |
4.67 |
EUR |
0.09 |
| |  |
 |
 |
 |
L |
 |
National Grid |
1,054.000 |
Mon |
1.44 |
1,064.000 |
-0.94 |
1,151.500 |
-87.500 |
-7.60 |
GBP |
-0.15 |
| |  |
 |
 |
 |
|
 |
Enel |
5.388 |
Mon |
1.85 |
5.227 |
3.08 |
5.035 |
0.192 |
3.81 |
EUR |
-0.22 |
| |  |
 |
 |
 |
S |
 |
EssilorLuxottica |
162.350 |
Mon |
1.63 |
157.600 |
3.01 |
165.150 |
-7.550 |
-4.57 |
EUR |
-1.16 |
| |  |
 |
 |
 |
S |
 |
Zurich Insurance |
411.200 |
Mon |
2.42 |
423.200 |
-2.84 |
432.500 |
-9.300 |
-2.15 |
CHF |
-2.22 |
| |  |
 |
 |
 |
L |
 |
Adidas |
141.660 |
Mon |
0.44 |
145.920 |
-2.92 |
172.940 |
-27.020 |
-15.62 |
EUR |
-2.31 |
| |  |
 |
 |
 |
|
 |
Sanofi |
89.460 |
Mon |
-0.38 |
88.030 |
1.62 |
85.120 |
2.910 |
3.42 |
EUR |
-2.89 |
| |  |
 |
 |
 |
|
 |
BASF |
45.400 |
Mon |
1.07 |
45.700 |
-0.66 |
44.060 |
1.640 |
3.72 |
EUR |
-3.13 |
| |  |
 |
 |
 |
L |
 |
Reckitt Benckiser |
5,838.000 |
Mon |
0.48 |
5,760.000 |
1.35 |
6,550.000 |
-790.000 |
-12.06 |
GBP |
-4.74 |
| |  |
 |
 |
 |
S |
 |
Nestlé |
108.980 |
Mon |
-0.33 |
106.760 |
2.08 |
115.640 |
-8.880 |
-7.68 |
CHF |
-5.66 |
| |  |
 |
 |
 |
S |
 |
Diageo |
3,520.500 |
Mon |
1.31 |
3,464.500 |
1.62 |
3,866.000 |
-401.500 |
-10.39 |
GBP |
-6.65 |
| |  |
 |
 |
 |
S |
 |
Novartis |
76.740 |
Mon |
0.66 |
74.720 |
2.70 |
80.450 |
-5.730 |
-7.12 |
CHF |
-8.88 |
| |  |
 |
 |
 |
S |
 |
BAT |
2,966.000 |
Mon |
0.59 |
3,013.500 |
-1.58 |
3,361.000 |
-347.500 |
-10.34 |
GBP |
-9.43 |
| |  |
 |
 |
 |
|
 |
GSK |
1,414.000 |
Mon |
0.94 |
1,376.600 |
2.72 |
1,406.000 |
-29.400 |
-2.09 |
GBP |
-9.76 |
| |  |
 |
 |
 |
|
 |
Adyen |
1,402.600 |
Mon |
1.27 |
1,307.000 |
7.31 |
1,862.000 |
-555.000 |
-29.81 |
EUR |
-10.74 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
8/15/22 |
prc diff |
⇓ Δ30 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Roche |
261.450 |
Mon |
-0.11 |
264.250 |
-1.06 |
317.900 |
-53.650 |
-16.88 |
CHF |
-17.06 |
Europe 50 - 50 out of 50 instruments rated - 3/13/23 / 8/15/22 - 35 did rise, Market-Ratio(30) = 70.00 % |
Technical Chart
Transactions STOXX Europe 50 * L30 - 66/65 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
7/24/06 |
203 |
|
- cash - |
long |
7/24/06 |
9/11/06 |
49 |
 |
 |
 |
ABB |
100 |
673 |
CHF |
14.850 |
16.350 |
|
1.500 |
10 |
11,010 |
105 |
|
9/11/06 |
10/09/06 |
28 |
|
- cash - |
|
10/09/06 |
7/30/07 |
294 |
 |
 |
 |
ABB |
100 |
636 |
CHF |
17.300 |
28.600 |
|
11.300 |
65 |
18,196 |
87 |
|
7/30/07 |
10/01/07 |
63 |
|
- cash - |
|
10/01/07 |
11/12/07 |
42 |
 |
 |
 |
Rio Tinto |
100 |
508 |
GBP |
35.762 |
46.741 |
|
10.979 |
31 |
23,774 |
924 |
|
11/12/07 |
5/25/09 |
560 |
|
- cash - |
|
5/25/09 |
6/01/09 |
7 |
 |
 |
 |
Barclays |
100 |
8,897 |
GBP |
2.672 |
2.921 |
|
0.249 |
9 |
25,993 |
10,393 |
|
6/01/09 |
7/27/09 |
56 |
|
- cash - |
|
7/27/09 |
5/10/10 |
287 |
 |
 |
 |
Barclays |
100 |
9,256 |
GBP |
2.808 |
3.045 |
|
0.236 |
8 |
28,181 |
11 |
|
5/10/10 |
9/06/10 |
119 |
|
- cash - |
|
9/06/10 |
10/04/10 |
28 |
 |
 |
 |
Novo Nordisk |
100 |
278 |
DKK |
101.300 |
105.800 |
|
4.500 |
4 |
29,432 |
76 |
|
10/04/10 |
12/13/10 |
70 |
|
- cash - |
|
12/13/10 |
6/06/11 |
175 |
 |
 |
 |
Mercedes-Benz |
100 |
537 |
EUR |
54.760 |
47.200 |
|
-7.560 |
-14 |
25,373 |
-27 |
|
6/06/11 |
7/04/11 |
28 |
|
- cash - |
|
7/04/11 |
7/11/11 |
7 |
 |
 |
 |
BASF |
100 |
374 |
EUR |
67.700 |
66.950 |
|
-0.750 |
-1 |
25,092 |
-44 |
|
7/11/11 |
3/05/12 |
238 |
|
- cash - |
|
3/05/12 |
5/21/12 |
77 |
 |
 |
 |
Novo Nordisk |
100 |
157 |
DKK |
158.900 |
168.300 |
|
9.400 |
6 |
26,568 |
31 |
|
5/21/12 |
6/18/12 |
28 |
|
- cash - |
|
6/18/12 |
10/15/12 |
119 |
 |
 |
 |
Anheuser-Busch InBev |
100 |
473 |
EUR |
56.110 |
67.100 |
|
10.990 |
20 |
31,766 |
73 |
|
10/15/12 |
11/05/12 |
21 |
|
- cash - |
|
11/05/12 |
12/16/13 |
406 |
 |
 |
 |
Lloyds Bank |
100 |
74,133 |
GBP |
0.429 |
0.766 |
|
0.338 |
79 |
56,808 |
69 |
|
12/16/13 |
12/30/13 |
14 |
|
- cash - |
|
12/30/13 |
8/04/14 |
217 |
 |
 |
 |
ING Groep |
100 |
5,663 |
EUR |
10.030 |
9.625 |
|
-0.405 |
-4 |
54,515 |
-7 |
|
8/04/14 |
8/25/14 |
21 |
|
- cash - |
|
8/25/14 |
10/13/14 |
49 |
 |
 |
 |
AstraZeneca |
100 |
1,220 |
GBP |
44.675 |
43.555 |
|
-1.120 |
-3 |
53,149 |
-17 |
|
10/13/14 |
2/09/15 |
119 |
|
- cash - |
|
2/09/15 |
8/24/15 |
196 |
 |
 |
 |
Deutsche Telekom |
100 |
3,416 |
EUR |
15.555 |
14.040 |
|
-1.515 |
-10 |
47,973 |
-17 |
|
8/24/15 |
9/05/16 |
378 |
|
- cash - |
|
9/05/16 |
11/21/16 |
77 |
 |
 |
 |
HSBC |
100 |
8,248 |
GBP |
5.816 |
6.336 |
|
0.520 |
9 |
52,264 |
50 |
|
11/21/16 |
12/19/16 |
28 |
|
- cash - |
|
12/19/16 |
12/04/17 |
350 |
 |
 |
 |
Rio Tinto |
100 |
1,714 |
GBP |
30.482 |
35.400 |
|
4.918 |
16 |
60,693 |
17 |
|
12/04/17 |
4/15/19 |
497 |
|
- cash - |
|
4/15/19 |
6/03/19 |
49 |
 |
 |
 |
LVMH |
100 |
176 |
EUR |
342.950 |
340.500 |
|
-2.450 |
-1 |
60,262 |
-5 |
|
6/03/19 |
7/08/19 |
35 |
|
- cash - |
|
7/08/19 |
8/12/19 |
35 |
 |
 |
 |
LVMH |
100 |
157 |
EUR |
383.000 |
343.250 |
|
-39.750 |
-10 |
54,021 |
-68 |
|
8/12/19 |
9/30/19 |
49 |
|
- cash - |
|
9/30/19 |
3/02/20 |
154 |
 |
 |
 |
ASML |
100 |
237 |
EUR |
227.250 |
250.250 |
|
23.000 |
10 |
59,472 |
26 |
|
3/02/20 |
10/12/20 |
224 |
|
- cash - |
|
10/12/20 |
12/13/21 |
427 |
 |
 |
 |
Mercedes-Benz |
100 |
1,213 |
EUR |
49.010 |
74.000 |
|
24.990 |
51 |
89,785 |
42 |
|
12/13/21 |
12/05/22 |
357 |
|
- cash - |
|
12/05/22 |
12/19/22 |
14 |
 |
 |
 |
BP |
100 |
18,569 |
GBP |
4.835 |
4.666 |
|
-0.169 |
-3 |
86,647 |
-60 |
|
12/19/22 |
1/09/23 |
21 |
|
- cash - |
|
1/09/23 |
3/20/23 |
70 |
 |
 |
 |
Prosus |
100 |
1,166 |
EUR |
74.250 |
65.640 |
|
-8.610 |
-12 |
76,608 |
-47 |
|
accum | 7/24/06 |
3/20/23 | 3130 |
days out of 6287 invested (50%) |
666 |
76,608 |
27 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
ABB | long | 7/24/06 | 9/11/06 | 49 | 14.85 | 16.35 | | 1.50 | 10.10 | | | |
| | 10/09/06 | 7/30/07 | 294 | 17.30 | 28.60 | | 11.30 | 65.32 | | | 82.02 |
Lloyds Bank | | 11/05/12 | 12/16/13 | 406 | 0.43 | 0.77 | | 0.34 | 78.83 | | | 78.83 |
Rio Tinto | | 10/01/07 | 11/12/07 | 42 | 35.76 | 46.74 | | 10.98 | 30.70 | | | |
| | 12/19/16 | 12/04/17 | 350 | 30.48 | 35.40 | | 4.92 | 16.13 | | | 51.79 |
Mercedes-Benz | | 12/13/10 | 6/06/11 | 175 | 54.76 | 47.20 | | -7.56 | -13.81 | | | |
| | 10/12/20 | 12/13/21 | 427 | 49.01 | 74.00 | | 24.99 | 50.99 | | | 30.14 |
Anheuser-Busch InBev | | 6/18/12 | 10/15/12 | 119 | 56.11 | 67.10 | | 10.99 | 19.59 | | | 19.59 |
Barclays | | 5/25/09 | 6/01/09 | 7 | 2.67 | 2.92 | | 0.25 | 9.33 | | | |
| | 7/27/09 | 5/10/10 | 287 | 2.81 | 3.04 | | 0.24 | 8.42 | | | 18.54 |
Novo Nordisk | | 9/06/10 | 10/04/10 | 28 | 101.30 | 105.80 | | 4.50 | 4.44 | | | |
| | 3/05/12 | 5/21/12 | 77 | 158.90 | 168.30 | | 9.40 | 5.92 | | | 10.62 |
ASML | | 9/30/19 | 3/02/20 | 154 | 227.25 | 250.25 | | 23.00 | 10.12 | | | 10.12 |
HSBC | | 9/05/16 | 11/21/16 | 77 | 5.82 | 6.34 | | 0.52 | 8.94 | | | 8.94 |
BASF | | 7/04/11 | 7/11/11 | 7 | 67.70 | 66.95 | | -0.75 | -1.11 | | | -1.11 |
AstraZeneca | | 8/25/14 | 10/13/14 | 49 | 44.68 | 43.56 | | -1.12 | -2.51 | | | -2.51 |
BP | | 12/05/22 | 12/19/22 | 14 | 4.84 | 4.67 | | -0.17 | -3.50 | | | -3.50 |
ING Groep | | 12/30/13 | 8/04/14 | 217 | 10.03 | 9.63 | | -0.40 | -4.04 | | | -4.04 |
Deutsche Telekom | | 2/09/15 | 8/24/15 | 196 | 15.56 | 14.04 | | -1.52 | -9.74 | | | -9.74 |
LVMH | | 4/15/19 | 6/03/19 | 49 | 342.95 | 340.50 | | -2.45 | -0.71 | | | |
| | 7/08/19 | 8/12/19 | 35 | 383.00 | 343.25 | | -39.75 | -10.38 | | | -11.02 |
Prosus | | 1/09/23 | 3/20/23 | 70 | 74.25 | 65.64 | | -8.61 | -11.60 | | | -11.60 |
Annotations
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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