Share-o-matic - Assessment SP Global 100

Assessment - SP Global 100 - 21/10/19 - RS = 26

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/04/19	prc diff	⇓ Δ26	Curr	⇓∅-RS
		S&P Global 100	2,025.480	13:09	0.73	2,025.500		1,981.010	44.490	2.25	USD	6.78
	L	Bristol-Myers	56.505	14:27	6.21	53.200	6.21	45.240	7.960	17.60	USD	9.25
		Procter & Gamble	122.820	14:28	3.14	119.080	3.14	106.010	13.070	12.33	USD	15.08
	L	Samsung Electronics	51,200.000	06:30	1.79	50,300.000	1.79	45,350.000	4,950.000	10.92	KRW	13.46
	L	RWE	27.540	15:35	1.51	27.130	1.51	22.900	4.230	18.47	EUR	22.68
		Johnson & Johnson	129.840	14:27	1.42	128.020	1.42	137.830	-9.810	-7.12	USD	-5.28
		Total	47.115	12:25	1.37	46.480	1.37	50.300	-3.820	-7.59	EUR	-3.44
	L	UnibailRodaWestfield	11.310	05:11	1.25	11.170	1.25	12.130	-0.960	-7.91	AUD	-0.03
	L	Siemens	103.200	15:35	1.24	101.940	1.24	106.500	-4.560	-4.28	EUR	3.09
		Standard Chartered	672.400	08:24	1.11	665.000	1.11	672.000	-7.000	-1.04	GBP	4.30
	L	Engie	14.930	12:22	1.08	14.770	1.08	13.335	1.435	10.76	EUR	11.30
		Deutsche Telekom	16.142	15:35	1.00	15.982	1.00	14.888	1.094	7.35	EUR	7.06
		Novartis	85.950	15:30	0.95	85.140	0.95	77.030	8.110	10.53	CHF	6.76
	L	Daimler	49.645	15:35	0.90	49.200	0.90	59.310	-10.110	-17.05	EUR	0.01
	S	BP	493.700	08:23	0.76	490.000	0.76	567.700	-77.700	-13.69	GBP	-7.43
		Schneider Electric	83.900	12:24	0.74	83.280	0.74	77.000	6.280	8.16	EUR	19.50
		Telefónica	7.148	15:35	0.72	7.097	0.72	7.508	-0.411	-5.47	EUR	-1.97
		E.on	8.877	15:35	0.68	8.817	0.68	9.830	-1.013	-10.31	EUR	-4.42
	L	United Technologies	139.220	14:28	0.63	138.350	0.63	136.910	1.440	1.05	USD	9.27
		Microsoft	139.280	14:30	0.61	138.430	0.61	123.760	14.670	11.85	USD	15.83
		PepsiCo	136.950	14:30	0.61	136.120	0.61	126.440	9.680	7.66	USD	11.01
		Allianz	220.600	15:35	0.59	219.300	0.59	214.850	4.450	2.07	EUR	11.12
		Kimberly-Clark	39.020	14:14	0.57	38.800	0.57	33.850	4.950	14.62	MXN	14.73
		Aviva	419.300	08:22	0.50	417.200	0.50	431.600	-14.400	-3.34	GBP	2.87
		Nestlé	102.500	15:30	0.47	102.020	0.47	95.850	6.170	6.44	CHF	8.36
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/04/19	prc diff	⇓ Δ26	Curr	⇓∅-RS
		Pfizer	36.615	14:28	0.43	36.460	0.43	38.980	-2.520	-6.46	USD	-11.13
		21st Century Fox	32.875	14:28	0.41	32.740	0.41	37.700	-4.960	-13.16	USD	-18.11
	L	Goldman Sachs	210.080	14:27	0.40	209.250	0.40	204.600	4.650	2.27	USD	5.71
	L	Orange	14.935	12:24	0.40	14.875	0.40	14.625	0.250	1.71	EUR	6.75
		Vivendi	25.020	12:24	0.40	24.920	0.40	25.890	-0.970	-3.75	EUR	4.59
	L	National Grid	900.900	08:23	0.38	897.500	0.38	818.700	78.800	9.63	GBP	7.69
	L	Apple	241.410	14:29	0.37	240.510	0.37	204.530	35.980	17.59	USD	27.82
	L	Münchener Rück	249.100	15:35	0.36	248.200	0.36	221.500	26.700	12.05	EUR	18.65
	L	Morgan Stanley	45.120	14:28	0.31	44.980	0.31	47.290	-2.310	-4.88	USD	4.83
		AstraZeneca	6,746.000	08:23	0.25	6,729.000	0.25	5,815.000	914.000	15.72	GBP	7.56
	S	Chevron	116.880	14:27	0.23	116.610	0.23	121.900	-5.290	-4.34	USD	-1.61
	L	Repsol	14.600	15:35	0.21	14.570	0.21	15.065	-0.495	-3.29	EUR	0.30
		LVMH	375.350	12:22	0.20	374.600	0.20	352.300	22.300	6.33	EUR	19.74
	S	Exxon Mobil	68.870	14:27	0.19	68.740	0.19	82.900	-14.160	-17.08	USD	-8.50
		HSBC	605.800	08:23	0.18	604.700	0.18	666.500	-61.800	-9.27	GBP	-5.46
	L	Alphabet A	1,246.050	14:29	0.14	1,244.280	0.14	1,253.760	-9.480	-0.76	USD	9.90
		Marsh & McLennan	99.860	14:30	0.12	99.740	0.12	93.350	6.390	6.85	USD	8.26
	L	Citigroup	71.885	14:27	0.10	71.810	0.10	69.090	2.720	3.94	USD	11.20
		Diageo	3,099.000	08:23	0.10	3,096.000	0.10	3,126.000	-30.000	-0.96	GBP	0.31
	L	Volkswagen	171.020	15:35	0.08	170.880	0.08	163.140	7.740	4.74	EUR	15.22
		Philip Morris	81.880	14:28	0.10	81.820	0.07	84.290	-2.470	-2.93	USD	1.62
	L	Intel	52.160	14:29	0.06	52.130	0.06	58.820	-6.690	-11.37	USD	6.23
	L	Vodafone	159.880	08:24	0.05	159.800	0.05	142.560	17.240	12.09	GBP	11.11
		L´Oreal	237.900	12:23	0.04	237.800	0.04	243.200	-5.400	-2.22	EUR	4.86
	L	Walmart	119.770	14:28	0.03	119.740	0.03	102.370	17.370	16.97	USD	16.28
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/04/19	prc diff	⇓ Δ26	Curr	⇓∅-RS
		Coca-Cola	54.240	14:27	0.02	54.230	0.02	47.400	6.830	14.41	USD	9.90
		Royal Dutch Shell A	26.090	08:03	0.02	26.085	0.02	28.555	-2.470	-8.65	EUR	-4.12
	L	Bridgestone	4,347.000	Mon	0.09	4,347.000		4,422.000	-75.000	-1.70	JPY	1.99
		Canon	2,914.000	Mon	1.92	2,914.000		3,167.000	-253.000	-7.99	JPY	-5.54
	L	Honda Motor	2,895.000	Mon	-0.46	2,895.000		3,167.000	-272.000	-8.59	JPY	-1.10
		Nissan Motor	682.600	Mon	-0.97	682.600		944.500	-261.900	-27.73	JPY	-17.65
	L	Panasonic	894.600	Mon	0.72	894.600		1,029.000	-134.400	-13.06	JPY	-7.52
	L	Seven & i	4,299.000	Mon	0.82	4,299.000		3,773.000	526.000	13.94	JPY	1.62
	L	Sony	6,460.000	Mon	0.17	6,460.000		5,310.000	1,150.000	21.66	JPY	15.30
	L	Swiss Re	103.400	15:30		103.400		102.850	0.550	0.53	CHF	7.86
	L	Toshiba	3,685.000	Mon	0.27	3,685.000		3,665.000	20.000	0.55	JPY	7.45
	L	Toyota	7,400.000	Mon	0.43	7,400.000		6,963.000	437.000	6.28	JPY	9.11
	L	UBS	11.445	15:30		11.445		13.440	-1.995	-14.84	CHF	-5.71
		Banco Santander	3.965	15:35	-0.01	3.966	-0.01	4.609	-0.644	-13.96	EUR	-1.72
	L	Credit Suisse	12.415	15:30	-0.04	12.420	-0.04	13.680	-1.260	-9.21	CHF	3.81
		GlaxoSmithKline	1,638.480	08:23	-0.08	1,639.800	-0.08	1,524.400	115.400	7.57	GBP	4.22
		3M	165.779	14:26	-0.10	165.940	-0.10	218.540	-52.600	-24.07	USD	-9.61
	L	Banco Bilbao Viz	4.887	15:35	-0.10	4.892	-0.10	5.594	-0.702	-12.55	EUR	-0.84
	L	JP Morgan Chase	123.270	14:28	-0.23	123.550	-0.23	113.600	9.950	8.76	USD	14.19
		Anglo American	1,934.800	08:22	-0.26	1,939.800	-0.26	2,169.500	-229.700	-10.59	GBP	2.59
		Axa	24.040	12:22	-0.29	24.110	-0.29	23.735	0.375	1.58	EUR	10.26
	S	HP	16.945	14:30	-0.32	17.000	-0.32	19.880	-2.880	-14.49	USD	-16.71
	S	Ford Motor	9.000	14:27	-0.33	9.030	-0.33	9.500	-0.470	-4.95	USD	-1.50
	L	ABB	19.245	15:30	-0.39	19.320	-0.39	21.160	-1.840	-8.70	CHF	0.40
		Caterpillar	131.695	14:27	-0.40	132.230	-0.40	142.380	-10.150	-7.13	USD	2.32
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/04/19	prc diff	⇓ Δ26	Curr	⇓∅-RS
	S	BHP	1,596.600	08:23	-0.42	1,603.400	-0.42	1,869.400	-266.000	-14.23	GBP	-8.41
	S	Carrefour	15.370	12:24	-0.42	15.435	-0.42	16.715	-1.280	-7.66	EUR	-6.97
		IBM	132.000	14:28	-0.44	132.580	-0.44	138.890	-6.310	-4.54	USD	-0.42
	L	Nike	95.740	14:28	-0.50	96.220	-0.50	87.360	8.860	10.14	USD	17.66
		Aegon	3.919	08:03	-0.51	3.939	-0.51	4.669	-0.730	-15.64	EUR	-9.41
	L	Barclays	164.781	08:23	-0.51	165.620	-0.51	169.400	-3.780	-2.23	GBP	6.06
		Philips	39.245	08:03	-0.52	39.450	-0.52	35.330	4.120	11.66	EUR	9.53
	L	BASF	67.240	15:35	-0.55	67.610	-0.55	74.160	-6.550	-8.83	EUR	5.89
	L	ING Groep	10.300	08:03	-0.60	10.362	-0.60	12.040	-1.678	-13.94	EUR	1.72
	S	Rio Tinto	3,972.500	08:24	-0.66	3,999.000	-0.66	4,600.000	-601.000	-13.07	GBP	-5.43
	L	Societe Generale	26.360	12:24	-0.70	26.545	-0.70	29.015	-2.470	-8.51	EUR	2.31
		Ericsson	87.080	15:29	-0.75	87.740	-0.75	94.100	-6.360	-6.76	SEK	5.04
	L	Texas Instruments	129.880	14:30	-0.80	130.930	-0.80	114.950	15.980	13.90	USD	20.77
	L	Sanofi	82.050	12:22	-0.91	82.800	-0.91	72.870	9.930	13.63	EUR	8.24
		Colgate-Palmolive	67.650	14:27	-0.32	68.300	-0.95	69.600	-1.300	-1.87	USD	1.16
		Unilever	52.980	08:04	-0.99	53.510	-0.99	52.270	1.240	2.37	EUR	5.13
	L	Saint-Gobain	37.780	12:22	-1.02	38.170	-1.02	36.870	1.300	3.53	EUR	16.77
	L	Bayer	65.000	15:35	-1.11	65.730	-1.11	61.160	4.570	7.47	EUR	5.03
	S	Prudential	1,348.500	08:24	-1.28	1,366.000	-1.28	1,780.000	-414.000	-23.26	GBP	-11.73
		General Electric	8.670	14:27	-1.37	8.790	-1.37	9.320	-0.530	-5.69	USD	-4.81
	L	Deutsche Bank	7.189	15:35	-1.53	7.301	-1.53	7.783	-0.482	-6.19	EUR	0.38
		DuPont	64.620	14:27	-1.39	65.940	-2.00	75.000	-9.060	-12.08	USD	0.29
		McDonald´s	203.115	14:28	-3.21	209.850	-3.21	193.920	15.930	8.21	USD	8.43
		Merck (MSD)	80.650	14:28	-4.58	84.520	-4.58	73.460	11.060	15.06	USD	6.29
SP Global 100 - 98 out of 98 instruments rated - 21/10/19 / 22/04/19 - 44 did rise, Market-Ratio(26) = 44.90 %

Technical Chart

	SP Global 100 RS = 26 - B/S = 60/40

5/01/15	scale up chart	21/10/19

Transactions SP Global 100 * 26 - 60/40 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		7/01/08	735		- cash -
short	7/01/08	18/05/09	497		Citigroup	50	17	USD	282.600	36.400	2,194.032	1,911.432	676	42,494	350
					Ericsson	50	70	SEK	73.550	65.800	82.213	8.663	12	43,101	9
100							333							193
long	18/05/09	24/05/10	371		Ford Motor	50	3,918	USD	5.500	11.010		5.510	100	64,689	98
					Morgan Stanley	50	762	USD	28.280	25.750		-2.530	-9	62,761	-9
100							46							45
short	24/05/10	2/08/10	70		Volkswagen	50	460	EUR	68.150	84.490	51.810	-16.340	-24	55,245	-76
					ING Groep	50	4,955	EUR	6.339	7.809	4.869	-1.470	-23	47,961	-75
100							-24							-75
long	2/08/10	4/10/10	63		Caterpillar	50	337	USD	71.050	77.270		6.220	9	50,057	63
					Apple	50	642	USD	37.407	39.805		2.398	6	51,596	43
100							8							53
short	4/10/10	25/10/10	21		Deutsche Bank	50	684	EUR	37.697	39.874	35.520	-2.177	-6	50,107	-64
					Axa	50	2,066	EUR	12.490	13.350	11.630	-0.860	-7	48,331	-71
100							-6							-68
long	25/10/10	25/07/11	273		Ford Motor	50	1,707	USD	14.150	13.170		-0.980	-7	46,658	-9
					LVMH	50	208	EUR	116.000	130.550		14.550	13	49,684	17
100							3							4
short	25/07/11	30/01/12	189		RWE	50	664	EUR	37.411	29.150	48.013	10.602	28	56,724	62
					Carrefour	50	1,120	EUR	22.165	17.515	28.050	5.885	27	63,315	58
100							27							60
long	30/01/12	20/10/14	994		McDonald´s	50	320	USD	98.690	91.590		-7.100	-7	61,043	-3
					Apple	50	490	USD	64.715	99.760		35.045	54	78,215	17
100							24							8
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	20/10/14	19/01/15	91		Deutsche Bank	50	1,620	EUR	24.140	25.050	23.230	-0.910	-4	76,740	-14
					Standard Chartered	50	3,634	GBP	10.760	9.115	12.702	1.942	18	83,797	95
100							7							32
long	19/01/15	24/08/15	217		Orange	50	2,852	EUR	14.690	12.860		-1.830	-12	78,578	-20
					Sony	50	1,718	JPY	24.380	27.360		2.980	12	83,698	21
100							0							0
short	24/08/15	18/07/16	329		RWE	50	3,165	EUR	13.220	15.780	10.660	-2.560	-19	75,595	-21
					Anglo American	50	6,339	GBP	6.602	8.217	4.987	-1.615	-24	65,359	-27
100							-22							-24
long	18/07/16	18/06/18	700		RWE	50	2,070	EUR	15.780	19.920		4.140	26	73,929	13
					Anglo American	50	3,978	GBP	8.217	17.330		9.113	111	110,181	48
100							69							31
short	18/06/18	24/09/18	98		Deutsche Bank	50	5,810	EUR	9.481	10.446	8.516	-0.965	-10	104,575	-33
					General Electric	50	4,173	USD	13.200	11.740	14.842	1.642	12	111,425	55
100							1							4
long	24/09/18	15/10/18	21		Nike	50	661	USD	84.270	74.990		-9.280	-11	105,291	-87
					Ericsson	50	707	SEK	78.800	73.840		-4.960	-6	101,784	-68
100							-9							-79
short	15/10/18	15/04/19	182		Standard Chartered	50	9,018	GBP	5.643	6.710	4.576	-1.067	-19	92,162	-34
					Vodafone	50	33,135	GBP	1.536	1.425	1.656	0.120	8	96,125	16
100							-6							-11
long	15/04/19	12/08/19	119		Procter & Gamble	50	454	USD	105.730	113.080		7.350	7	99,462	23
					Anglo American	50	2,222	GBP	21.650	18.200		-3.450	-16	91,796	-41
100							-5							-13
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/08/19	22/10/19	71		Societe Generale	50	2,049	EUR	22.400	26.360	18.440	-3.960	-18	83,682	-63
		21/10/19	70		Nissan Motor	50	6,934	JPY	6.619	6.826	6.412	-0.207	-3	82,247	-15
100							-10							-43
accum	7/01/08	21/10/19	4306	days out of 5041 invested (85%)								722		82,247	20

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Citigroup	short	7/01/08	18/05/09	497	282.60	36.40	2,194.03	1,911.43	676.37	50	338.19	338.19
Ford Motor	long	18/05/09	24/05/10	371	5.50	11.01		5.51	100.18		50.09
	long	25/10/10	25/07/11	273	14.15	13.17		-0.98	-6.93		-3.46	44.89
Apple	long	2/08/10	4/10/10	63	37.41	39.81		2.40	6.41		3.21
	long	30/01/12	20/10/14	994	64.72	99.76		35.05	54.15		27.08	31.15
Anglo American	short	24/08/15	18/07/16	329	6.60	8.22	4.99	-1.61	-24.46		-12.23
	long	18/07/16	18/06/18	700	8.22	17.33		9.11	110.91		55.45
	long	15/04/19	12/08/19	119	21.65	18.20		-3.45	-15.94		-7.97	25.57
RWE	short	25/07/11	30/01/12	189	37.41	29.15	48.01	10.60	28.34		14.17
	short	24/08/15	18/07/16	329	13.22	15.78	10.66	-2.56	-19.36		-9.68
	long	18/07/16	18/06/18	700	15.78	19.92		4.14	26.24		13.12	16.64
Carrefour	short	25/07/11	30/01/12	189	22.17	17.52	28.05	5.88	26.55		13.27	13.27
LVMH	long	25/10/10	25/07/11	273	116.00	130.55		14.55	12.54		6.27	6.27
General Electric	short	18/06/18	24/09/18	98	13.20	11.74	14.84	1.64	12.44		6.22	6.22
Sony	long	19/01/15	24/08/15	217	24.38	27.36		2.98	12.22		6.11	6.11
Caterpillar	long	2/08/10	4/10/10	63	71.05	77.27		6.22	8.75		4.38	4.38
Vodafone	short	15/10/18	15/04/19	182	1.54	1.43	1.66	0.12	7.79		3.89	3.89
Procter & Gamble	long	15/04/19	12/08/19	119	105.73	113.08		7.35	6.95		3.48	3.48
Ericsson	short	7/01/08	18/05/09	497	73.55	65.80	82.21	8.66	11.78		5.89
	long	24/09/18	15/10/18	21	78.80	73.84		-4.96	-6.29		-3.15	2.56
Standard Chartered	short	20/10/14	19/01/15	91	10.76	9.12	12.70	1.94	18.05		9.02
	short	15/10/18	15/04/19	182	5.64	6.71	4.58	-1.07	-18.91		-9.45	-1.28
Nissan Motor	short	12/08/19	21/10/19	70	6.62	6.83	6.41	-0.21	-3.13		-1.56	-1.56
Axa	short	4/10/10	25/10/10	21	12.49	13.35	11.63	-0.86	-6.89		-3.44	-3.44
McDonald´s	long	30/01/12	20/10/14	994	98.69	91.59		-7.10	-7.19		-3.60	-3.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Morgan Stanley	long	18/05/09	24/05/10	371	28.28	25.75		-2.53	-8.95		-4.47	-4.47
Nike	long	24/09/18	15/10/18	21	84.27	74.99		-9.28	-11.01		-5.51	-5.51
Orange	long	19/01/15	24/08/15	217	14.69	12.86		-1.83	-12.46		-6.23	-6.23
Societe Generale	short	12/08/19	22/10/19	71	22.40	26.36	18.44	-3.96	-17.68		-8.84	-8.84
Deutsche Bank	short	4/10/10	25/10/10	21	37.70	39.87	35.52	-2.18	-5.77		-2.89
	short	20/10/14	19/01/15	91	24.14	25.05	23.23	-0.91	-3.77		-1.88
	short	18/06/18	24/09/18	98	9.48	10.45	8.52	-0.97	-10.18		-5.09	-9.57
ING Groep	short	24/05/10	2/08/10	70	6.34	7.81	4.87	-1.47	-23.19		-11.59	-11.59
Volkswagen	short	24/05/10	2/08/10	70	68.15	84.49	51.81	-16.34	-23.98		-11.99	-11.99

Annotations

4/05/18	Samsung Electronics	stock split 1:50 (fifty for one)
4/10/16	SP Global 100	EMC² removed (acquired by Dell)
12/09/16	E.on	demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on)
24/12/15	Nike	stock split 1:2 (two for one)
2/11/15	Hewlett-Packard	forward stock split 1000:2202 (two thousand two hundred and two for one thousand)
	Hewlett-Packard	spin-off of HP Enterprise
2/10/15	Google A	changes name to Alphabet
24/04/15	GDF Suez	changes name to Engie


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