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

Assessment - STOXX Europe 50 - 10/07/19 - RS = 22

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	5/06/19	prc diff	⇓ Δ22	Curr	∅-RS
		Stoxx 50	3,229.430	Fri	1.84	3,170.530	1.86	3,166.840	3.690	0.12	EUR	4.55
	L	ASML	236.300	Fri	2.49	226.050	4.53	182.200	43.850	24.07	EUR	34.59
	L	Enel	6.800	Fri	0.49	6.845	-0.66	5.561	1.284	23.09	EUR	25.67
		Iberdrola	9.214	Fri	-0.90	9.424	-2.23	8.006	1.418	17.71	EUR	22.96
	L	Safran	142.100	Fri	1.00	141.400	0.50	127.050	14.350	11.29	EUR	18.56
	L	Zurich Insurance	388.800	Fri	1.51	380.500	2.18	320.400	60.100	18.76	CHF	16.93
		AB InBev	83.940	Fri	0.42	85.390	-1.70	78.550	6.840	8.71	EUR	16.70
		Nestlé	106.780	Fri	-0.71	107.800	-0.95	97.800	10.000	10.22	CHF	15.81
	L	Vinci	100.200	Fri	3.17	97.320	2.96	87.540	9.780	11.17	EUR	15.64
		LVMH	378.200	Fri	0.36	353.800	6.90	344.400	9.400	2.73	EUR	14.40
		AstraZeneca	6,916.000	Fri	-1.93	7,043.000	-1.80	5,741.000	1,302.000	22.68	GBP	13.47
	L	Vodafone	161.300	Fri	-0.93	160.740	0.35	140.060	20.680	14.77	GBP	11.93
		Schneider Electric	80.760	Fri	3.17	77.340	4.42	73.540	3.800	5.17	EUR	11.86
	L	Novo Nordisk	347.150	Fri	-0.62	352.850	-1.62	317.400	35.450	11.17	DKK	10.76
		L´Oreal	243.200	Fri	-0.86	248.000	-1.94	240.400	7.600	3.16	EUR	10.46
		Roche	289.300	Fri	0.71	288.750	0.19	268.000	20.750	7.74	CHF	9.81
	L	GlaxoSmithKline	1,675.000	Fri	-2.16	1,715.400	-2.36	1,552.200	163.200	10.51	GBP	9.61
		Diageo	3,210.000	Fri	-3.36	3,328.000	-3.55	3,207.500	120.500	3.76	GBP	8.81
		Novartis	86.690	Fri	1.51	85.900	0.92	83.720	2.180	2.60	CHF	8.63
		Unilever Plc	4,647.000	Fri	-2.77	4,843.000	-4.05	4,603.000	240.000	5.21	GBP	8.51
		Unilever	53.610	Fri	-0.92	54.750	-2.08	53.510	1.240	2.32	EUR	8.21
	L	Sanofi	82.050	Fri	0.17	82.300	-0.30	76.710	5.590	7.29	EUR	7.91
		RELX	1,836.500	Fri	-1.74	1,864.500	-1.50	1,726.000	138.500	8.02	GBP	7.77
		Airbus	118.880	Fri	0.81	117.220	1.42	119.700	-2.480	-2.07	EUR	7.70
	L	National Grid	891.600	Fri	2.39	879.600	1.36	829.100	50.500	6.09	GBP	5.97
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	5/06/19	prc diff	⇓ Δ22	Curr	∅-RS
		Allianz	213.100	Fri	2.87	207.700	2.60	212.450	-4.750	-2.24	EUR	5.72
		Axa	23.640	Fri	3.89	22.740	3.96	22.815	-0.075	-0.33	EUR	4.01
	L	Intesa Sanpaolo	2.186	Fri	1.70	2.108	3.70	2.290	-0.182	-7.93	EUR	3.72
		SAP	115.680	Fri	10.23	104.280	10.93	112.500	-8.220	-7.31	EUR	3.47
		Air Liquide	119.300	Fri	1.49	117.000	1.97	117.800	-0.800	-0.68	EUR	3.05
		Deutsche Telekom	15.456	Fri	0.99	15.250	1.35	14.894	0.356	2.39	EUR	2.52
		Reckitt Benckiser	6,095.000	Fri	-1.30	6,258.000	-2.60	6,064.000	194.000	3.20	GBP	0.42
	L	Bayer	65.220	Fri	1.68	63.130	3.31	61.130	2.000	3.27	EUR	0.28
	L	BNP Paribas	45.750	Fri	4.72	42.615	7.36	47.885	-5.270	-11.01	EUR	-1.71
		BAT	2,710.000	Fri	-3.56	2,824.000	-4.04	2,897.500	-73.500	-2.54	GBP	-2.45
		Siemens	99.130	Fri	2.74	96.420	2.81	104.600	-8.180	-7.82	EUR	-2.67
	L	BASF	64.860	Fri	2.99	62.400	3.94	69.000	-6.600	-9.57	EUR	-2.70
		Rio Tinto	4,209.500	Fri	2.57	4,054.500	3.82	4,407.500	-353.000	-8.01	GBP	-3.77
		Royal Dutch Shell A	26.290	Fri	1.25	26.220	0.27	28.600	-2.380	-8.32	EUR	-3.97
		BP	493.550	Fri	-1.68	502.300	-1.74	548.100	-45.800	-8.36	GBP	-5.59
		HSBC	607.400	Fri	1.57	604.300	0.51	680.600	-76.300	-11.21	GBP	-5.74
		Eni	13.836	Fri	1.13	13.652	1.35	14.872	-1.220	-8.20	EUR	-6.19
		Total	46.415	Fri	2.47	45.215	2.65	47.990	-2.775	-5.78	EUR	-6.65
		ABB	18.475	Fri	1.93	18.070	2.24	19.940	-1.870	-9.38	CHF	-6.68
		Barclays	160.480	Fri	7.56	144.340	11.18	163.680	-19.340	-11.82	GBP	-7.91
		Lloyds Bank	59.130	Fri	12.27	51.700	14.37	62.640	-10.940	-17.46	GBP	-9.09
	S	Prudential	1,508.500	Fri	4.76	1,400.000	7.75	1,738.500	-338.500	-19.47	GBP	-9.96
	L	ING Groep	9.838	Fri	3.92	9.200	6.93	11.038	-1.838	-16.65	EUR	-10.13
		Daimler	47.060	Fri	3.34	43.805	7.43	57.340	-13.535	-23.60	EUR	-11.54
		Banco Santander	3.792	Fri	4.29	3.558	6.59	4.346	-0.788	-18.13	EUR	-12.38
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	5/06/19	prc diff	⇓ Δ22	Curr	∅-RS
	L	UBS	11.105	Fri	3.59	10.650	4.27	12.770	-2.120	-16.60	CHF	-13.19
Europe 50 - 50 out of 50 instruments rated - 10/07/19 / 5/06/19 - 26 did rise, Market-Ratio(22) = 52.00 %

Technical Chart

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

1/05/15	scale up chart	10/07/19

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	10/11/19	242		Roche	100	536	CHF	272.550	289.300		16.750	6	155,271	9
accum	6/12/06	10/11/19	4872	days out of 5033 invested (97%)								1,453		155,271	23

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	10/11/19	242	272.55	289.30		16.75	6.15	79.99
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	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
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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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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