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

Assessment - STOXX Europe 50 - 2/22/21 - RS = 22

		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	9/21/20	prc diff	⇓ Δ22	Curr	⇓∅-RS
	L	Stoxx 50	3,163.800	13:55	1.26	3,193.970	-0.94	2,892.800	301.170	10.41	EUR	8.09
	L	ABB	26.640	13:14	1.99	26.840	-0.75	22.920	3.920	17.10	CHF	23.93
		Air Liquide	126.700	13:24	1.60	131.100	-3.36	135.800	-4.700	-3.46	EUR	1.42
	L	Airbus	100.340	13:25	4.62	95.800	4.74	64.090	31.710	49.48	EUR	34.99
	L	Allianz	201.700	12:54	0.95	194.920	3.48	168.820	26.100	15.46	EUR	10.42
		AB InBev	49.755	09:04	4.84	53.180	-6.44	46.100	7.080	15.36	EUR	12.22
	L	ASML	473.000	09:04	1.64	483.700	-2.21	302.950	180.750	59.66	EUR	53.22
		AstraZeneca	7,043.000	09:24	1.41	7,196.000	-2.13	8,612.000	-1,416.000	-16.44	GBP	-9.78
	L	Axa	21.315	13:25	2.48	19.930	6.95	16.000	3.930	24.56	EUR	15.37
	L	Banco Santander	2.952	09:07	1.86	2.896	1.93	1.590	1.306	82.11	EUR	35.24
	L	Barclays	162.600	09:24	1.88	154.260	5.41	92.160	62.100	67.38	GBP	34.43
	L	BASF	68.850	12:54	1.65	68.990	-0.20	50.620	18.370	36.29	EUR	31.50
	L	Bayer	51.970	12:55	3.69	53.770	-3.35	53.860	-0.090	-0.17	EUR	-0.85
	L	BNP Paribas	49.610	13:25	0.68	49.300	0.63	32.390	16.910	52.21	EUR	40.54
	L	BP	298.100	09:24	2.18	279.950	6.48	236.050	43.900	18.60	GBP	0.74
		BAT	2,534.500	09:24	1.97	2,575.500	-1.59	2,625.000	-49.500	-1.89	GBP	-7.61
	L	Daimler	66.170	12:55	-0.12	66.800	-0.94	43.485	23.315	53.62	EUR	66.26
		Deutsche Telekom	14.940	13:05	-0.60	14.805	0.91	14.500	0.305	2.10	EUR	4.06
	L	Diageo	2,877.500	09:24	2.31	2,945.500	-2.31	2,486.500	459.000	18.46	GBP	7.29
		Enel	7.858	13:35	0.18	8.077	-2.71	7.259	0.818	11.27	EUR	9.15
	L	Eni	9.530	13:35	0.51	9.356	1.86	6.950	2.406	34.62	EUR	14.93
	S	GlaxoSmithKline	1,211.940	09:24	1.78	1,205.400	0.54	1,487.600	-282.200	-18.97	GBP	-19.12
	L	HSBC	427.800	09:24	0.38	431.650	-0.89	288.000	143.650	49.88	GBP	13.87
	S	Iberdrola	10.495	09:07	0.67	10.290	1.99	10.410	-0.120	-1.15	EUR	-0.71
	L	ING Groep	9.218	09:04	1.98	8.962	2.86	5.989	2.973	49.64	EUR	38.96
		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	9/21/20	prc diff	⇓ Δ22	Curr	⇓∅-RS
	L	Intesa Sanpaolo	2.155	13:34	0.98	2.100	2.62	1.636	0.464	28.39	EUR	23.31
	L	L´Oreal	305.200	13:24	0.79	310.900	-1.83	271.100	39.800	14.68	EUR	13.18
	L	Lloyds Bank	39.465	09:55	1.19	38.420	2.72	23.980	14.440	60.22	GBP	20.98
	L	LVMH	532.000	13:24	1.33	542.900	-2.01	395.550	147.350	37.25	EUR	33.83
		National Grid	817.800	09:55	1.41	826.400	-1.04	835.200	-8.800	-1.05	GBP	-8.28
	S	Nestlé	96.410	13:15	1.48	98.220	-1.84	108.420	-10.200	-9.41	CHF	-5.60
		Novartis	79.050	13:15	1.10	79.100	-0.06	81.580	-2.480	-3.04	CHF	-1.90
	L	Novo Nordisk	444.950	09:31	1.60	446.800	-0.41	434.950	11.850	2.72	DKK	4.78
	L	Prudential	1,441.000	09:55	2.31	1,426.500	1.02	1,100.000	326.500	29.68	GBP	23.21
	S	Reckitt Benckiser	6,038.000	09:56	0.63	5,854.000	3.14	7,340.000	-1,486.000	-20.25	GBP	-13.83
		RELX	1,716.000	09:55	1.39	1,739.000	-1.32	1,712.000	27.000	1.58	GBP	-2.18
	L	Rio Tinto	6,277.800	09:56	1.47	6,320.000	-0.67	4,804.000	1,516.000	31.56	GBP	39.45
		Roche	296.750	13:15	-0.40	302.850	-2.01	338.000	-35.150	-10.40	CHF	-5.01
	L	Royal Dutch Shell A	17.320	09:04	2.46	16.714	3.63	11.088	5.626	50.74	EUR	18.74
	L	Safran	117.200	13:25	3.49	114.800	2.09	88.720	26.080	29.40	EUR	21.18
	S	Sanofi	76.440	13:25	0.84	76.300	0.18	85.880	-9.580	-11.16	EUR	-10.00
	L	SAP	102.980	13:04	0.90	103.900	-0.89	131.000	-27.100	-20.69	EUR	-8.13
	L	Schneider Electric	124.200	13:24	1.10	125.800	-1.27	101.050	24.750	24.49	EUR	26.33
	L	Siemens	130.060	12:55	1.63	131.500	-1.10	112.160	19.340	17.24	EUR	27.97
	L	Total	38.685	13:25	0.81	37.470	3.24	29.730	7.740	26.03	EUR	13.70
	L	UBS	14.375	13:14	1.95	14.090	2.02	10.305	3.785	36.73	CHF	29.21
	S	Unilever	43.785	09:04	1.70	44.300	-1.16	49.840	-5.540	-11.12	EUR	-7.87
	S	Unilever Plc	3,784.000	09:56	1.37	3,829.000	-1.18	4,660.000	-831.000	-17.83	GBP	-12.50
	L	Vinci	87.740	13:25	1.98	85.540	2.57	72.800	12.740	17.50	EUR	7.99
	L	Vodafone	124.120	09:56	1.72	130.420	-4.83	103.260	27.160	26.30	GBP	9.06
		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	9/21/20	prc diff	⇓ Δ22	Curr	⇓∅-RS
	L	Zurich Insurance	378.300	13:15	1.83	375.000	0.88	331.400	43.600	13.16	CHF	11.96
Europe 50 - 50 out of 50 instruments rated - 2/22/21 / 9/21/20 - 35 did rise, Market-Ratio(22) = 70.00 %

Technical Chart

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

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

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	1,768	EUR	33.544	43.046		9.502	28	76,121	20
short	8/30/10	9/06/10	7		BP	100	20,000	GBP	3.806	4.065	3.547	-0.259	-7	70,941	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,901	14
short	8/08/11	12/19/11	133		Lloyds Bank	100	243,527	GBP	0.328	0.235	0.459	0.131	40	111,730	151
long	12/19/11	10/20/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,421	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	7,846	EUR	24.140	24.160	24.120	-0.020	0	189,265	-1
long	11/10/14	8/24/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,798	0
short	8/24/15	10/26/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,464	-62
long	10/26/15	12/14/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,794	-7
short	12/14/15	12/28/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,176	-90
long	12/28/15	1/04/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,634	-81
short	1/04/16	1/25/16	21		Rio Tinto	100	7,392	GBP	19.025	16.090	22.495	3.470	18	166,287	1,740
long	1/25/16	3/28/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,079	-14
short	3/28/16	4/18/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,224	-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	150,946	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,163	431
long	5/16/16	3/05/18	658		BAT	100	3,947	GBP	42.097	42.210		0.113	0	166,609	0
short	3/05/18	4/23/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,475	74
long	4/23/18	10/15/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,332	-15
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	81,475	EUR	2.042	1.960	2.126	0.085	4	173,233	70
long	11/12/18	12/10/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,472	-40
short	12/10/18	2/11/19	63		Bayer	100	2,738	EUR	60.800	68.170	53.430	-7.370	-12	146,293	-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	195,367	61
long	6/22/20	6/29/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,155	-6
short	6/29/20	7/27/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,661	35
long	7/27/20	3/01/21	217		ASML	100	616	EUR	323.950	473.000		149.050	46	291,476	89
accum	6/12/06	3/01/21	5376	days out of 5537 invested (97%)								2,815		291,476	26

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
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
ASML	long	6/22/20	6/29/20	7	322.55	322.20		-0.35	-0.11
	long	7/27/20	3/01/21	217	323.95	473.00		149.05	46.01	45.85
Deutsche Bank	long	4/13/09	8/30/10	504	33.54	43.05		9.50	28.33
	short	10/20/14	11/10/14	21	24.14	24.16	24.12	-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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