| |
| |
Assessment - STOXX Europe 50 - 5/16/22 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
12/13/21 |
prc diff |
⇓ Δ22 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Stoxx 50 |
3,638.280 |
08:05 |
-0.12 |
3,603.290 |
0.97 |
3,712.300 |
-109.010 |
-2.94 |
EUR |
-0.59 |
| |  |
 |
 |
 |
L |
 |
Shell |
28.060 |
08:18 |
0.84 |
27.490 |
2.07 |
18.962 |
8.528 |
44.97 |
EUR |
40.06 |
| |  |
 |
 |
 |
L |
 |
Bayer |
64.100 |
08:09 |
-0.03 |
63.210 |
1.41 |
46.575 |
16.635 |
35.72 |
EUR |
23.26 |
| |  |
 |
 |
 |
|
 |
BP |
429.200 |
11:05 |
1.89 |
418.350 |
2.59 |
335.000 |
83.350 |
24.88 |
GBP |
23.25 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
52.800 |
08:15 |
0.90 |
51.710 |
2.11 |
43.455 |
8.255 |
19.00 |
EUR |
21.87 |
| |  |
 |
 |
 |
L |
 |
BAT |
3,498.000 |
11:05 |
-0.11 |
3,458.000 |
1.16 |
2,732.500 |
725.500 |
26.55 |
GBP |
21.50 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
10,292.000 |
11:05 |
-1.87 |
10,466.000 |
-1.66 |
8,248.000 |
2,218.000 |
26.89 |
GBP |
19.35 |
| |  |
 |
 |
 |
L |
 |
GlaxoSmithKline |
1,775.600 |
11:15 |
-0.59 |
1,798.400 |
-1.27 |
1,606.600 |
191.800 |
11.94 |
GBP |
18.55 |
| |  |
 |
 |
 |
|
 |
Eni |
14.078 |
08:21 |
1.05 |
13.826 |
1.82 |
12.020 |
1.806 |
15.02 |
EUR |
18.01 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
750.000 |
10:10 |
0.16 |
735.000 |
2.04 |
762.100 |
-27.100 |
-3.56 |
DKK |
14.39 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
457.800 |
08:13 |
0.22 |
455.100 |
0.59 |
384.900 |
70.200 |
18.24 |
CHF |
13.19 |
| |  |
 |
 |
 |
L |
 |
Sanofi |
100.180 |
08:15 |
0.26 |
100.000 |
0.18 |
86.440 |
13.560 |
15.69 |
EUR |
12.00 |
| |  |
 |
 |
 |
|
 |
HSBC |
496.650 |
11:15 |
-1.14 |
498.550 |
-0.38 |
431.300 |
67.250 |
15.59 |
GBP |
11.42 |
| |  |
 |
 |
 |
|
 |
Linde |
300.700 |
08:10 |
-0.17 |
295.050 |
1.91 |
295.350 |
-0.300 |
-0.10 |
EUR |
9.78 |
| |  |
 |
 |
 |
L |
 |
Novartis |
87.790 |
08:12 |
0.43 |
87.530 |
0.30 |
74.540 |
12.990 |
17.43 |
CHF |
8.73 |
| |  |
 |
 |
 |
|
 |
UBS |
17.470 |
08:12 |
0.29 |
17.030 |
2.58 |
16.415 |
0.615 |
3.75 |
CHF |
7.40 |
| |  |
 |
 |
 |
L |
 |
Air Liquide |
162.720 |
08:13 |
-0.17 |
159.760 |
1.85 |
154.980 |
4.780 |
3.08 |
EUR |
7.30 |
| |  |
 |
 |
 |
L |
 |
Iberdrola |
10.905 |
08:23 |
1.07 |
10.785 |
1.11 |
9.804 |
0.981 |
10.01 |
EUR |
6.99 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
18.156 |
08:10 |
0.17 |
18.078 |
0.43 |
15.998 |
2.080 |
13.00 |
EUR |
6.50 |
| |  |
 |
 |
 |
L |
 |
Reckitt Benckiser |
6,356.000 |
11:17 |
1.05 |
6,426.000 |
-1.09 |
6,183.000 |
243.000 |
3.93 |
GBP |
6.40 |
| |  |
 |
 |
 |
|
 |
Diageo |
3,830.500 |
11:15 |
-0.14 |
3,867.000 |
-0.94 |
3,940.500 |
-73.500 |
-1.87 |
GBP |
5.92 |
| |  |
 |
 |
 |
|
 |
RELX |
2,299.000 |
11:24 |
-0.04 |
2,308.000 |
-0.39 |
2,396.000 |
-88.000 |
-3.67 |
GBP |
5.57 |
| |  |
 |
 |
 |
|
 |
Nestlé |
122.720 |
08:12 |
0.10 |
123.320 |
-0.49 |
124.580 |
-1.260 |
-1.01 |
CHF |
4.56 |
| |  |
 |
 |
 |
|
 |
Vinci |
92.910 |
08:15 |
-0.02 |
92.560 |
0.38 |
84.730 |
7.830 |
9.24 |
EUR |
1.13 |
| |  |
 |
 |
 |
|
 |
AB InBev |
54.350 |
08:18 |
-0.17 |
54.080 |
0.50 |
50.860 |
3.220 |
6.33 |
EUR |
0.01 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
12/13/21 |
prc diff |
⇓ Δ22 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Vodafone |
119.400 |
11:25 |
-0.75 |
120.060 |
-0.55 |
112.460 |
7.600 |
6.76 |
GBP |
-0.46 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
5,408.000 |
11:24 |
-1.13 |
5,339.000 |
1.29 |
4,748.000 |
591.000 |
12.45 |
GBP |
-0.76 |
| |  |
 |
 |
 |
S |
 |
Airbus |
108.440 |
08:13 |
0.15 |
105.840 |
2.46 |
103.080 |
2.760 |
2.68 |
EUR |
-3.23 |
| |  |
 |
 |
 |
S |
 |
Allianz |
201.450 |
08:09 |
-0.40 |
198.820 |
1.32 |
201.800 |
-2.980 |
-1.48 |
EUR |
-3.90 |
| |  |
 |
 |
 |
|
 |
Unilever Plc |
3,639.500 |
11:25 |
-0.72 |
3,732.500 |
-2.49 |
4,021.500 |
-289.000 |
-7.19 |
GBP |
-4.35 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
53.380 |
08:14 |
-0.22 |
52.310 |
2.05 |
56.000 |
-3.690 |
-6.59 |
EUR |
-4.93 |
| |  |
 |
 |
 |
S |
 |
Axa |
23.530 |
08:13 |
-0.23 |
23.040 |
2.13 |
25.320 |
-2.280 |
-9.00 |
EUR |
-5.44 |
| |  |
 |
 |
 |
S |
 |
Roche |
324.750 |
09:33 |
0.74 |
322.400 |
0.73 |
375.300 |
-52.900 |
-14.10 |
CHF |
-9.28 |
| |  |
 |
 |
 |
S |
 |
ABB |
29.360 |
08:12 |
1.24 |
28.310 |
3.71 |
33.780 |
-5.470 |
-16.19 |
CHF |
-10.96 |
| |  |
 |
 |
 |
S |
 |
Schneider Electric |
128.460 |
08:15 |
-0.36 |
127.620 |
0.66 |
167.020 |
-39.400 |
-23.59 |
EUR |
-12.04 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
65.670 |
08:10 |
0.81 |
63.560 |
3.32 |
74.000 |
-10.440 |
-14.11 |
EUR |
-12.25 |
| |  |
 |
 |
 |
S |
 |
LVMH |
586.700 |
08:14 |
-0.58 |
575.000 |
2.03 |
709.000 |
-134.000 |
-18.90 |
EUR |
-12.74 |
| |  |
 |
 |
 |
S |
 |
Banco Santander |
2.761 |
08:22 |
-0.61 |
2.700 |
2.28 |
2.659 |
0.041 |
1.54 |
EUR |
-12.94 |
| |  |
 |
 |
 |
S |
 |
L´Oreal |
323.850 |
08:14 |
-1.34 |
327.800 |
-1.21 |
418.000 |
-90.200 |
-21.58 |
EUR |
-12.99 |
| |  |
 |
 |
 |
|
 |
Enel |
6.001 |
08:21 |
-0.15 |
5.987 |
0.23 |
6.604 |
-0.617 |
-9.34 |
EUR |
-13.92 |
| |  |
 |
 |
 |
S |
 |
Intesa Sanpaolo |
1.983 |
08:21 |
-0.35 |
1.954 |
1.46 |
2.205 |
-0.251 |
-11.37 |
EUR |
-15.07 |
| |  |
 |
 |
 |
S |
 |
Siemens |
116.400 |
08:11 |
-0.09 |
113.600 |
2.46 |
150.560 |
-36.960 |
-24.55 |
EUR |
-16.40 |
| |  |
 |
 |
 |
S |
 |
ASML |
526.700 |
08:17 |
-0.36 |
512.600 |
2.75 |
679.200 |
-166.600 |
-24.53 |
EUR |
-17.16 |
| |  |
 |
 |
 |
S |
 |
SAP |
92.890 |
08:11 |
-1.12 |
93.240 |
-0.38 |
122.500 |
-29.260 |
-23.89 |
EUR |
-18.38 |
| |  |
 |
 |
 |
S |
 |
BASF |
50.730 |
08:09 |
0.08 |
49.295 |
2.91 |
59.570 |
-10.275 |
-17.25 |
EUR |
-19.80 |
| |  |
 |
 |
 |
S |
 |
Prudential |
1,008.500 |
11:17 |
-0.79 |
965.600 |
4.44 |
1,274.000 |
-308.400 |
-24.21 |
GBP |
-25.18 |
| |  |
 |
 |
 |
S |
 |
Deutsche Post |
39.410 |
08:10 |
0.18 |
38.465 |
2.46 |
53.510 |
-15.045 |
-28.12 |
EUR |
-25.51 |
| |  |
 |
 |
 |
S |
 |
Adyen |
1,423.800 |
08:17 |
-3.08 |
1,482.600 |
-3.97 |
2,426.000 |
-943.400 |
-38.89 |
EUR |
-27.74 |
| |  |
 |
 |
 |
S |
 |
Kering |
465.000 |
08:14 |
-1.14 |
460.750 |
0.92 |
694.100 |
-233.350 |
-33.62 |
EUR |
-29.39 |
| |  |
 |
 |
 |
S |
 |
Adidas |
181.820 |
08:09 |
-0.81 |
180.060 |
0.98 |
253.100 |
-73.040 |
-28.86 |
EUR |
-29.55 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
12/13/21 |
prc diff |
⇓ Δ22 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Prosus |
46.630 |
08:17 |
-0.42 |
44.140 |
5.64 |
71.130 |
-26.990 |
-37.94 |
EUR |
-33.45 |
Europe 50 - 50 out of 50 instruments rated - 5/16/22 / 12/13/21 - 23 did rise, Market-Ratio(22) = 46.00 % |
Technical Chart
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 |
5/18/22 |
660 |
 |
 |
 |
ASML |
100 |
616 |
EUR |
323.950 |
526.700 |
|
202.750 |
63 |
324,554 |
31 |
|
accum | 6/12/06 |
5/18/22 | 5819 |
days out of 5980 invested (97%) |
3,146 |
324,554 |
24 |
|
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 |
ASML | long | 6/22/20 | 6/29/20 | 7 | 322.55 | 322.20 | | -0.35 | -0.11 | | | |
| long | 7/27/20 | 5/18/22 | 660 | 323.95 | 526.70 | | 202.75 | 62.59 | | | 62.41 |
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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