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

Assessment - STOXX Europe 50 - 2/24/20 - RS = 22

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/23/19	prc diff	⇓ Δ22	Curr	∅-RS
		Stoxx 50	3,228.530	08:46	-2.28	3,363.360	-4.01	3,221.610	141.750	4.40	EUR	4.67
		ASML	261.050	09:04	-2.45	270.650	-3.55	225.300	45.350	20.13	EUR	31.74
	L	Enel	7.888	09:06	-0.84	8.030	-1.77	6.671	1.359	20.37	EUR	26.65
	L	Iberdrola	11.215	09:07	0.09	10.930	2.61	9.350	1.580	16.90	EUR	25.66
	L	Schneider Electric	95.100	09:03	-2.06	98.580	-3.53	78.820	19.760	25.07	EUR	24.28
	L	Novo Nordisk	422.600	09:30	0.51	426.200	-0.84	360.200	66.000	18.32	DKK	21.57
	L	National Grid	1,042.200	09:24	-0.57	1,044.600	-0.23	860.300	184.300	21.42	GBP	19.58
	L	Roche	328.350	09:02	-0.85	334.750	-1.91	282.900	51.850	18.33	CHF	17.67
		Zurich Insurance	401.400	09:02	-1.30	413.300	-2.88	379.300	34.000	8.96	CHF	15.08
	L	Sanofi	90.120	09:03	-0.86	91.570	-1.58	83.690	7.880	9.42	EUR	14.45
		BNP Paribas	46.990	09:03	-2.54	51.200	-8.22	44.010	7.190	16.34	EUR	12.12
		ABB	21.980	09:01	-1.48	22.390	-1.83	19.695	2.695	13.68	CHF	11.13
	L	Air Liquide	129.850	09:02	-1.37	133.750	-2.92	130.100	3.650	2.81	EUR	10.95
		Intesa Sanpaolo	2.337	09:06	-1.87	2.377	-1.68	2.141	0.236	11.03	EUR	10.64
		AstraZeneca	7,273.000	09:23	0.13	7,446.000	-2.32	7,170.000	276.000	3.85	GBP	10.09
		Bayer	68.220	09:00	-2.40	70.500	-3.23	65.850	4.650	7.06	EUR	9.86
	L	RELX	1,978.500	09:24	-0.78	2,004.000	-1.27	1,879.500	124.500	6.62	GBP	8.59
		SAP	116.260	09:01	-2.11	121.240	-4.11	108.120	13.120	12.13	EUR	8.11
		BAT	3,265.000	09:23	1.41	3,236.500	0.88	2,884.000	352.500	12.22	GBP	7.94
		Deutsche Telekom	15.556	09:01	-1.14	16.160	-3.74	15.424	0.736	4.77	EUR	7.49
		Vinci	97.220	09:03	-0.41	100.600	-3.36	97.700	2.900	2.97	EUR	7.34
		Barclays	158.580	09:23	-6.73	170.020	-6.73	149.260	20.760	13.91	GBP	5.96
		Allianz	209.550	09:01	-2.38	222.750	-5.93	211.250	11.500	5.44	EUR	5.83
		Novartis	85.540	09:02	-1.04	91.290	-6.30	85.650	5.640	6.58	CHF	5.66
		LVMH	375.950	09:03	-2.41	385.650	-2.52	366.450	19.200	5.24	EUR	5.55
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/23/19	prc diff	⇓ Δ22	Curr	∅-RS
		Vodafone	143.180	09:24	-2.13	150.680	-4.98	159.960	-9.280	-5.80	GBP	4.49
		L´Oreal	250.200	09:03	-1.50	256.000	-2.27	246.300	9.700	3.94	EUR	3.64
		Nestlé	103.680	09:02	-0.97	105.840	-2.04	107.120	-1.280	-1.19	CHF	3.61
		Safran	132.600	09:03	0.23	137.000	-3.21	141.100	-4.100	-2.91	EUR	3.49
		UBS	11.355	09:02	-2.87	12.065	-5.88	11.215	0.850	7.58	CHF	1.67
	L	Reckitt Benckiser	6,185.000	09:24	1.41	6,247.000	-0.99	6,293.000	-46.000	-0.73	GBP	1.30
		Airbus	117.300	09:10	-2.70	124.380	-5.69	119.800	4.580	3.82	EUR	0.37
	S	Axa	22.140	09:03	-1.86	23.345	-5.16	23.155	0.190	0.82	EUR	-0.01
		Unilever	50.730	09:04	-0.84	52.340	-3.08	54.350	-2.010	-3.70	EUR	-0.74
	S	GlaxoSmithKline	1,634.800	09:23	0.13	1,629.800	0.31	1,685.800	-56.000	-3.32	GBP	-1.30
	S	Siemens	96.780	09:01	-1.75	100.900	-4.08	96.630	4.270	4.42	EUR	-2.29
		Unilever Plc	4,376.500	09:24	-0.23	4,483.000	-2.38	4,867.500	-384.500	-7.90	GBP	-3.20
	L	Prudential	1,382.500	09:24	-2.81	1,420.500	-2.68	1,442.500	-22.000	-1.53	GBP	-5.81
	S	Diageo	2,886.000	09:23	-0.69	3,012.000	-4.18	3,247.500	-235.500	-7.25	GBP	-6.53
		Banco Santander	3.496	09:07	-1.41	3.621	-3.45	3.657	-0.036	-0.98	EUR	-6.91
	S	ING Groep	9.032	09:04	-1.57	9.510	-5.03	9.531	-0.021	-0.22	EUR	-7.08
	S	Lloyds Bank	50.940	09:24	-1.87	53.110	-4.09	54.300	-1.190	-2.19	GBP	-8.92
	S	BASF	56.540	09:00	-1.53	58.730	-3.73	63.420	-4.690	-7.40	EUR	-9.08
	S	Rio Tinto	3,816.500	09:24	-2.45	3,965.500	-3.76	4,245.000	-279.500	-6.58	GBP	-9.53
		HSBC	539.700	09:23	-2.76	550.800	-2.02	612.900	-62.100	-10.13	GBP	-10.62
	S	Total	40.475	09:03	-1.39	42.165	-4.01	48.665	-6.500	-13.36	EUR	-11.92
	S	Eni	11.878	09:06	-1.54	12.168	-2.38	14.140	-1.972	-13.95	EUR	-14.12
	S	BP	421.650	09:23	-1.58	438.250	-3.79	518.900	-80.650	-15.54	GBP	-15.11
	S	AB InBev	57.500	09:04	-7.09	64.080	-10.27	87.470	-23.390	-26.74	EUR	-16.28
	S	Daimler	39.420	09:01	-1.90	39.725	-0.77	46.240	-6.515	-14.09	EUR	-18.51
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/23/19	prc diff	⇓ Δ22	Curr	∅-RS
	S	Royal Dutch Shell A	20.925	09:04	-1.78	21.860	-4.28	26.615	-4.755	-17.87	EUR	-18.76
Europe 50 - 50 out of 50 instruments rated - 2/24/20 / 9/23/19 - 29 did rise, Market-Ratio(22) = 58.00 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	2/27/20	381		Roche	100	536	CHF	272.550	328.350		55.800	20	176,202	20
accum	6/12/06	2/27/20	5008	days out of 5169 invested (97%)								1,662		176,202	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	2/27/20	381	272.55	328.35		55.80	20.47	104.29
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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