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

Assessment - STOXX Europe 50 - 7/26/21 - RS = 22

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ22	Curr	∅-RS
		Stoxx 50	3,555.810	Fri	-0.39	3,548.120	0.22	3,193.970	354.150	11.09	EUR	11.96
		ASML	639.000	Fri	-0.58	638.000	0.16	483.700	154.300	31.90	EUR	55.21
		LVMH	673.900	Fri	-1.48	673.400	0.07	542.900	130.500	24.04	EUR	33.77
		ING Groep	10.846	Fri	-1.11	10.890	-0.40	8.962	1.928	21.51	EUR	32.24
		Banco Santander	3.088	Fri	-1.61	3.189	-3.18	2.896	0.294	10.14	EUR	31.39
		Lloyds Bank	45.635	Fri	-1.22	46.555	-1.98	38.420	8.135	21.17	GBP	30.66
		Airbus	115.700	Fri	-0.26	112.000	3.30	95.800	16.200	16.91	EUR	30.51
		Daimler	75.280	Fri	-1.14	75.450	-0.23	66.800	8.650	12.95	EUR	30.08
		ABB	33.130	Fri	-0.93	33.690	-1.66	26.840	6.850	25.52	CHF	27.30
	L	Novo Nordisk	580.000	Fri	1.42	561.000	3.39	446.800	114.200	25.56	DKK	25.32
	L	L´Oreal	385.900	Fri	0.26	383.500	0.63	310.900	72.600	23.35	EUR	22.39
		Barclays	174.500	Fri	-0.98	169.440	2.99	154.260	15.180	9.84	GBP	21.25
		BNP Paribas	51.450	Fri	-1.19	51.710	-0.50	49.300	2.410	4.89	EUR	19.60
		Intesa Sanpaolo	2.332	Fri	-0.66	2.338	-0.26	2.100	0.238	11.31	EUR	17.93
		Diageo	3,570.500	Fri	0.86	3,461.500	3.15	2,945.500	516.000	17.52	GBP	17.32
		Schneider Electric	141.300	Fri	1.80	140.000	0.93	125.800	14.200	11.29	EUR	17.09
		UBS	14.940	Fri	-0.40	14.860	0.54	14.090	0.770	5.46	CHF	16.09
	L	Deutsche Telekom	17.506	Fri	-1.01	17.834	-1.84	14.805	3.029	20.46	EUR	14.91
		Eni	10.024	Fri	0.10	9.866	1.60	9.356	0.510	5.45	EUR	13.91
		Royal Dutch Shell A	17.092	Fri	-1.34	16.570	3.15	16.714	-0.144	-0.86	EUR	13.76
		Rio Tinto	6,101.000	Fri	-2.94	6,110.000	-0.15	6,320.000	-210.000	-3.32	GBP	13.00
	L	RELX	2,114.000	Fri	0.67	2,032.000	4.04	1,739.000	293.000	16.85	GBP	12.99
		Axa	21.880	Fri	-0.16	21.900	-0.09	19.930	1.970	9.88	EUR	12.65
		Total	39.690	Thu		39.690		37.470	2.220	5.92	EUR	12.55
		BASF	66.220	Fri	-0.81	67.460	-1.84	68.990	-1.530	-2.22	EUR	10.05
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ22	Curr	∅-RS
	L	Roche	350.350	Fri	0.79	344.550	1.68	302.850	41.700	13.77	CHF	9.22
		Siemens	131.580	Fri	-1.20	134.420	-2.11	131.500	2.920	2.22	EUR	8.69
		AB InBev	53.400	Fri	-2.64	58.160	-8.18	53.180	4.980	9.36	EUR	8.28
	L	Air Liquide	146.580	Fri	0.66	149.160	-1.73	131.100	18.060	13.78	EUR	8.07
		Allianz	210.000	Fri	-0.71	211.150	-0.54	194.920	16.230	8.33	EUR	8.06
	L	Nestlé	114.800	Fri	0.97	114.320	0.42	98.220	16.100	16.39	CHF	7.48
		Vinci	89.210	Fri	-1.44	90.010	-0.89	85.540	4.470	5.23	EUR	6.93
		BP	289.200	Fri	-2.18	292.250	-1.04	279.950	12.300	4.39	GBP	6.52
		Safran	110.300	Fri	-2.39	116.220	-5.09	114.800	1.420	1.24	EUR	6.18
		HSBC	397.450	Fri	-0.89	402.900	-1.35	431.650	-28.750	-6.66	GBP	5.21
	L	AstraZeneca	8,268.000	Fri	-0.11	8,292.000	-0.29	7,196.000	1,096.000	15.23	GBP	5.04
	L	National Grid	924.100	Fri	-0.31	928.100	-0.43	826.400	101.700	12.31	GBP	4.29
	L	Sanofi	86.880	Fri	0.42	87.580	-0.80	76.300	11.280	14.78	EUR	4.29
	L	Novartis	83.880	Fri	0.43	83.510	0.44	79.100	4.410	5.58	CHF	3.78
		Prudential	1,356.500	Fri	-1.31	1,366.500	-0.73	1,426.500	-60.000	-4.21	GBP	3.67
	L	SAP	120.840	Fri	-0.35	117.600	2.76	103.900	13.700	13.19	EUR	3.52
	L	BAT	2,680.500	Fri	-1.56	2,766.000	-3.09	2,575.500	190.500	7.40	GBP	2.21
		Zurich Insurance	365.800	Fri	-0.44	368.600	-0.76	375.000	-6.400	-1.71	CHF	2.01
	L	GlaxoSmithKline	1,417.800	Fri	0.81	1,399.800	1.29	1,205.400	194.400	16.13	GBP	1.23
		Enel	7.780	Fri	-2.93	8.081	-3.72	8.077	0.004	0.05	EUR	0.72
	S	Bayer	50.290	Fri	-1.70	51.370	-2.10	53.770	-2.400	-4.46	EUR	-0.38
		Unilever	48.590	Fri	0.68	47.210	2.92	44.300	2.910	6.57	EUR	-3.64
	S	Vodafone	116.180	Fri	-0.19	117.600	-1.21	130.420	-12.820	-9.83	GBP	-4.16
	S	Iberdrola	10.160	Fri	-1.79	10.355	-1.88	10.290	0.065	0.63	EUR	-5.67
	S	Reckitt Benckiser	5,523.000	Fri	-0.88	6,225.000	-11.28	5,854.000	371.000	6.34	GBP	-7.14
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ22	Curr	∅-RS
		Unilever Plc	4,151.000	Fri	1.07	4,031.000	2.98	3,829.000	202.000	5.28	GBP	-7.26
Europe 50 - 50 out of 50 instruments rated - 7/26/21 / 2/22/21 - 42 did rise, Market-Ratio(22) = 84.00 %

Technical Chart

	Europe 50 RS = 22 - B/S = 28/27

1/02/17	scale up chart	7/26/21

Transactions STOXX Europe 50 * A22 - 28/27 (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		6/12/06	161		- cash -
short	6/12/06	6/26/06	14		Vodafone	100	8,510	GBP	1.175	1.153	1.198	0.023	2	10,195	65
long	6/26/06	1/21/08	574		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	1/21/08	4/21/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	4/21/08	4/28/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	4/28/08	6/23/08	56		UBS	100	489	CHF	36.340	22.060	59.864	23.524	65	29,304	2,488
long	6/23/08	6/30/08	7		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	6/30/08	8/11/08	42		UBS	100	1,374	CHF	21.440	23.180	19.700	-1.740	-8	27,085	-52
long	8/11/08	9/08/08	28		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	9/08/08	3/30/09	203		UBS	100	1,128	CHF	24.260	10.140	58.042	33.782	139	65,485	380
long	3/30/09	4/06/09	7		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	4/06/09	4/13/09	7		Lloyds Bank	100	82,967	GBP	0.797	0.879	0.715	-0.082	-10	59,322	-100
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,973	EUR	30.053	38.566		8.513	28	76,118	20
short	8/30/10	9/06/10	7		BP	100	19,999	GBP	3.806	4.065	3.547	-0.259	-7	70,939	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,899	14
short	8/08/11	12/19/11	133		Lloyds Bank	100	243,519	GBP	0.328	0.235	0.459	0.131	40	111,727	151
long	12/19/11	10/20/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,418	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,791	EUR	21.545	21.563	21.527	-0.018	0	189,260	-1
long	11/10/14	8/24/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,794	0
short	8/24/15	10/26/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,460	-62
long	10/26/15	12/14/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,790	-7
short	12/14/15	12/28/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,171	-90
long	12/28/15	1/04/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,630	-81
short	1/04/16	1/25/16	21		Rio Tinto	100	7,391	GBP	19.025	16.090	22.495	3.470	18	166,279	1,740
long	1/25/16	3/28/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,071	-14
short	3/28/16	4/18/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,217	-53
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/18/16	4/25/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,938	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,156	431
long	5/16/16	3/05/18	658		BAT	100	3,946	GBP	42.097	42.210		0.113	0	166,601	0
short	3/05/18	4/23/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,467	74
long	4/23/18	10/15/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,325	-15
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	81,471	EUR	2.042	1.960	2.126	0.085	4	173,225	70
long	11/12/18	12/10/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,464	-40
short	12/10/18	2/11/19	63		Bayer	100	2,737	EUR	60.800	68.170	53.430	-7.370	-12	146,292	-53
long	2/11/19	3/02/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	3/02/20	6/22/20	112		AB InBev	100	3,247	EUR	52.000	44.950	60.156	8.156	16	195,366	61
long	6/22/20	6/29/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,154	-6
short	6/29/20	7/27/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,660	35
long	7/27/20	7/30/21	368		ASML	100	616	EUR	323.950	639.000		315.050	97	393,731	96
accum	6/12/06	7/30/21	5530	days out of 5691 invested (97%)								3,837		393,731	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	1/21/08	4/21/08	91	40.30	35.94	45.19	4.89	12.13
	short	4/28/08	6/23/08	56	36.34	22.06	59.86	23.52	64.73
	short	6/30/08	8/11/08	42	21.44	23.18	19.70	-1.74	-8.12
	short	9/08/08	3/30/09	203	24.26	10.14	58.04	33.78	139.25	306.07
ASML	long	6/22/20	6/29/20	7	322.55	322.20		-0.35	-0.11
	long	7/27/20	7/30/21	368	323.95	639.00		315.05	97.25	97.04
Roche	long	12/19/11	10/20/14	1036	158.40	268.60		110.20	69.57
	long	2/11/19	3/02/20	385	272.55	314.70		42.15	15.47	95.79
ABB	long	6/26/06	1/21/08	574	15.25	23.80		8.55	56.07	56.07
Deutsche Bank	long	4/13/09	8/30/10	504	30.05	38.57		8.51	28.33
	short	10/20/14	11/10/14	21	21.55	21.56	21.53	-0.02	-0.08	28.22
Lloyds Bank	short	4/06/09	4/13/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	12/19/11	133	0.33	0.23	0.46	0.13	39.84	25.45
AB InBev	short	3/02/20	6/22/20	112	52.00	44.95	60.16	8.16	15.68	15.68
Novo Nordisk	long	9/06/10	8/08/11	336	101.30	114.10		12.80	12.64	12.64
Imperial Brands	short	3/05/18	4/23/18	49	25.81	23.96	27.80	1.99	7.72	7.72
Credit Suisse	short	3/28/16	4/18/16	21	13.95	14.54	13.36	-0.59	-4.23
	short	4/25/16	5/16/16	21	14.74	13.39	16.23	1.49	10.08	5.43
Intesa Sanpaolo	short	10/15/18	11/12/18	28	2.04	1.96	2.13	0.08	4.15	4.15
Airbus	short	6/29/20	7/27/20	28	63.35	61.92	64.81	1.46	2.31	2.31
Vodafone	short	6/12/06	6/26/06	14	1.18	1.15	1.20	0.02	1.95	1.95
Novartis	long	11/10/14	8/24/15	287	74.46	74.67		0.21	0.28	0.28
AstraZeneca	long	8/11/08	9/08/08	28	25.81	26.09		0.28	1.08
	long	3/30/09	4/06/09	7	23.52	23.75		0.23	0.98
	long	11/12/18	12/10/18	28	62.51	60.07		-2.44	-3.90	-1.91
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BAT	long	4/18/16	4/25/16	7	42.81	41.63		-1.18	-2.76
	long	5/16/16	3/05/18	658	42.10	42.21		0.11	0.27	-2.50
SAP	long	10/26/15	12/14/15	49	70.13	69.40		-0.73	-1.04
	long	12/28/15	1/04/16	7	72.86	70.58		-2.28	-3.13
	long	1/25/16	3/28/16	63	72.68	70.84		-1.84	-2.53	-6.56
BP	short	8/30/10	9/06/10	7	3.81	4.07	3.55	-0.26	-6.81	-6.81
LVMH	long	4/23/18	10/15/18	175	281.05	260.45		-20.60	-7.33	-7.33
Rio Tinto	long	4/21/08	4/28/08	7	51.52	51.43		-0.09	-0.18
	long	6/23/08	6/30/08	7	49.35	49.64		0.29	0.59
	short	8/24/15	10/26/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	12/14/15	12/28/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	1/04/16	1/25/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	12/10/18	2/11/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12

Annotations

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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