Share-o-matic - Assessment NZX 50 (NZX 50 Index)

Assessment - NZX 50 Index - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		NZX 50	12,281.200	8/12	0.31	11,789.400	4.17	11,770.500	18.900	0.16	0.59
		Gentrack	10.100	8/12	2.02	10.300	-1.94	6.670	3.630	54.42	69.30
	L	Vista	3.020	8/12	5.23	2.250	34.22	1.650	0.600	36.36	41.35
	L	a2 Milk	7.450	8/12	0.95	7.250	2.76	4.600	2.650	57.61	37.08
	L	Fisher & Paykel HC	32.790	8/12	0.89	29.950	9.48	23.600	6.350	26.91	26.97
	L	Fonterra Shs Fund	4.190	8/12	2.20	4.070	2.95	3.490	0.580	16.62	20.61
		Westpac Banking	30.520	8/12	0.07	29.300	4.16	24.770	4.530	18.29	15.98
	L	Meridian Energy (NS)	6.300	8/12	1.29	6.600	-4.55	5.540	1.060	19.13	13.20
	L	Contact Energy	8.380	8/12	0.84	9.120	-8.11	8.010	1.110	13.86	11.79
	L	Scales	3.350	8/12		3.500	-4.29	3.450	0.050	1.45	10.59
		ANZ Banking NZ	30.050	8/12	0.13	30.800	-2.44	27.810	2.990	10.75	9.73
		Infratil	10.570	8/12	-0.75	11.150	-5.20	10.030	1.120	11.17	5.77
	L	Sanford	4.100	8/12	-0.49	3.980	3.02	4.050	-0.070	-1.73	3.16
		Channel Infra	1.520	8/12	0.66	1.480	2.70	1.450	0.030	2.07	1.89
	L	Mainfreight	72.600	8/12	-0.55	69.250	4.84	69.300	-0.050	-0.07	1.72
		Mercury	6.440	8/12	-2.13	6.710	-4.02	6.600	0.110	1.67	1.05
	L	Manawa Energy	4.160	8/12	2.46	4.120	0.97	4.290	-0.170	-3.96	-1.88
	S	Goodman Property	2.030	8/12	-1.46	2.005	1.25	2.280	-0.275	-12.06	-2.56
		Turners Automotive	4.310	8/12	1.17	3.910	10.23	4.600	-0.690	-15.00	-2.67
	S	Property for Indust.	2.190	8/12	0.69	2.150	1.86	2.250	-0.100	-4.44	-3.26
		New Zealand Exchange	1.260	8/12	0.80	1.050	20.00	1.090	-0.040	-3.67	-3.76
		Chorus	7.900	8/12	0.13	7.730	2.20	7.860	-0.130	-1.65	-4.11
		Vector	3.670	8/12		3.700	-0.81	3.730	-0.030	-0.80	-4.20
	S	Freightways	8.950	8/12	1.24	7.820	14.45	8.500	-0.680	-8.00	-4.71
		Kiwi Property	0.900	8/12		0.820	9.76	0.875	-0.055	-6.29	-5.84
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	S	Argosy Property	1.085	8/12	0.93	1.020	6.37	1.120	-0.100	-8.93	-5.94
	S	Precinct Properties	1.250	8/12	0.81	1.135	10.13	1.265	-0.130	-10.28	-6.38
	S	Hallenstein Glasson	5.750	8/12	0.70	5.450	5.50	5.200	0.250	4.81	-6.54
	S	Auckland Int Airport	7.430	8/12	0.68	7.650	-2.88	8.800	-1.150	-13.07	-8.17
		Stride Property	1.300	8/12		1.170	11.11	1.440	-0.270	-18.75	-8.30
	S	Vulcan Steel	7.020	8/12	0.14	7.100	-1.13	8.360	-1.260	-15.07	-8.39
	S	Summerset	10.900	8/12	-0.73	9.440	15.47	10.250	-0.810	-7.90	-8.99
	S	Sky Network Telev.	2.650	8/12	-1.85	2.440	8.61	2.760	-0.320	-11.59	-9.00
	S	Vital Healthcare	1.890	8/12	-1.05	1.775	6.48	2.210	-0.435	-19.68	-9.08
	S	Genesis Energy	2.230	8/12	-1.11	2.165	3.00	2.505	-0.340	-13.57	-10.47
	S	Ebos	36.110	8/12	0.11	32.150	12.32	35.500	-3.350	-9.44	-11.23
		Port of Tauranga	5.420	8/12	-0.91	4.810	12.68	5.600	-0.790	-14.11	-11.26
	S	Investore Property	1.160	8/12		1.020	13.73	1.200	-0.180	-15.00	-12.34
	S	Skellerup	4.500	8/12	3.21	3.690	21.95	5.040	-1.350	-26.79	-16.35
	S	Arvida	1.630	8/12	0.62	0.910	79.12	1.100	-0.190	-17.27	-17.05
	S	Spark New Zealand	4.320	8/12		4.090	5.62	5.180	-1.090	-21.04	-18.07
	S	Air New Zealand	0.555	8/12	0.91	0.535	3.74	0.635	-0.100	-15.75	-18.39
	S	Oceania Healthcare	0.770	8/12		0.540	42.59	0.760	-0.220	-28.95	-20.37
	S	Serko	3.650	8/12	0.27	3.250	12.31	4.050	-0.800	-19.75	-22.22
	S	Skycity Entertainm.	1.550	8/12	-0.64	1.480	4.73	1.820	-0.340	-18.68	-25.71
	S	Warehouse	1.190	8/12	-0.83	0.980	21.43	1.610	-0.630	-39.13	-30.44
	S	Ryman Healthcare	4.660	8/12	0.65	3.540	31.64	5.900	-2.360	-40.00	-31.33
	S	Heartland	1.060	8/12	0.95	0.970	9.28	1.480	-0.510	-34.46	-31.75
	S	Fletcher Building	3.120	8/12	0.65	3.010	3.65	4.780	-1.770	-37.03	-33.60
	S	KMD Brands	0.410	8/12	2.50	0.360	13.89	0.750	-0.390	-52.00	-37.71
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	S	Tourism	2.080	8/12	1.96	1.790	16.20	3.850	-2.060	-53.51	-40.22
NZX 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 14 did rise, Market-Ratio(26) = 28.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

	NZX 50 RS = 26 - B/S = 60/40

1/06/20	scale up chart	7/01/24

Transactions NZX 50 Index * 26 - 60/40 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/16/06	14		- cash -
long	1/16/06	9/25/06	252		Mainfreight	50	1,347	3.710	6.400		2.690	73	13,623	120
					Channel Infra	50	850	5.880	6.600		0.720	12	14,235	18
100							42						67
short	9/25/06	11/13/06	49		Restaurant Brands	50	6,652	1.070	0.950	1.205	0.135	13	15,135	143
					Spark New Zealand	50	1,674	4.250	4.550	3.950	-0.300	-7	14,633	-42
100							3						23
long	11/13/06	11/12/07	364		Mainfreight	50	1,079	6.780	7.100		0.320	5	14,978	5
					Comvita	50	1,852	3.950	2.720		-1.230	-31	12,700	-31
100							-13						-13
short	11/12/07	5/25/09	560		Vector	50	2,772	2.290	2.170	2.417	0.127	6	13,051	4
					Comvita	50	2,335	2.720	0.870	8.504	5.784	213	26,556	110
100							109						62
long	5/25/09	6/08/09	14		Restaurant Brands	50	13,976	0.950	0.990		0.040	4	27,115	193
					Xero	50	10,623	1.250	1.250		0.000	0	27,115	0
100							2						72
short	6/08/09	6/15/09	7		Comvita	50	16,533	0.820	0.850	0.790	-0.030	-4	26,619	-86
					Tourism	50	27,669	0.490	0.470	0.511	0.021	4	27,198	783
100							0						17
long	6/15/09	5/17/10	336		a2 Milk	50	97,134	0.140	0.090		-0.050	-36	22,341	-38
					Xero	50	10,792	1.260	1.470		0.210	17	24,607	18
100							-10						-10
short	5/17/10	11/08/10	175		Spark New Zealand	50	5,943	2.070	2.080	2.060	-0.010	0	24,548	-1
					Channel Infra	50	3,598	3.420	3.630	3.210	-0.210	-6	23,792	-12
100							-3						-7
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	11/08/10	11/14/11	371		Mainfreight	50	1,607	7.400	10.360		2.960	40	28,549	39
					Restaurant Brands	50	4,359	2.730	2.150		-0.580	-21	26,021	-21
100							9						9
short	11/14/11	2/06/12	84		Heartland	50	26,020	0.500	0.490	0.510	0.010	2	26,286	9
					Channel Infra	50	4,170	3.120	2.850	3.416	0.296	9	27,519	48
100							6						28
long	2/06/12	11/11/13	644		a2 Milk	50	55,037	0.250	0.720		0.470	188	53,386	82
					Comvita	50	5,096	2.700	3.650		0.950	35	58,227	19
100							112						53
short	11/11/13	5/19/14	189		Chorus	50	14,132	2.060	1.720	2.467	0.407	20	63,982	42
					TrustPower	50	4,391	6.630	7.050	6.210	-0.420	-6	62,138	-12
100							7						13
long	5/19/14	9/07/15	476		Xero	50	958	32.400	13.600		-18.800	-58	44,127	-49
					Tourism	50	27,279	1.140	1.990		0.850	75	67,314	53
100							8						6
short	9/07/15	12/07/15	91		Xero	50	2,474	13.600	18.270	8.930	-4.670	-34	55,761	-81
					Metro Perf Glass	50	24,939	1.350	1.640	1.060	-0.290	-21	48,529	-62
100							-28						-73
long	12/07/15	11/28/16	357		a2 Milk	50	21,099	1.150	2.420		1.270	110	75,324	114
					Comvita	50	2,923	8.300	9.200		0.900	11	77,955	11
100							61						62
short	11/28/16	5/01/17	154		Skycity Entertainm.	50	9,695	4.020	4.360	3.680	-0.340	-8	74,659	-19
					TrustPower	50	8,759	4.450	4.820	4.080	-0.370	-8	71,418	-19
100							-8						-19
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	5/01/17	2/19/18	294		a2 Milk	50	10,410	3.430	9.280		5.850	171	132,316	244
					Air New Zealand	50	13,682	2.610	2.940		0.330	13	136,831	16
100							92						124
short	2/19/18	5/28/18	98		Metro Perf Glass	50	78,638	0.870	0.890	0.850	-0.020	-2	135,259	-8
					Tegel	50	65,784	1.040	1.120	0.960	-0.080	-8	129,996	-26
100							-5						-17
long	5/28/18	12/10/18	196		a2 Milk	50	6,035	10.770	10.570		-0.200	-2	128,789	-3
					Xero	50	1,612	40.320	37.200		-3.120	-8	123,759	-14
100							-5						-9
short	12/10/18	4/15/19	126		Fletcher Building	50	13,570	4.560	4.960	4.160	-0.400	-9	118,331	-23
					Metro Perf Glass	50	116,755	0.530	0.430	0.653	0.123	23	132,727	83
100							7						22
long	4/15/19	3/09/20	329		a2 Milk	50	4,357	15.230	16.360		1.130	7	137,651	8
					Chorus	50	10,889	6.095	7.470		1.375	23	152,623	25
100							15						17
short	3/09/20	9/14/20	189		Sky Network Telev.	50	14,963	5.100	1.530	17.000	11.900	233	330,683	923
					Channel Infra	50	72,677	1.050	0.640	1.723	0.673	64	379,573	160
100							149						481
long	9/14/20	1/24/22	497		Chorus	50	20,741	9.150	6.960		-2.190	-24	334,150	-18
					Pushpay	50	98,593	1.925	1.160		-0.765	-40	258,726	-31
100							-32						-25
short	1/24/22	4/08/24	805		Ryman Healthcare	50	11,978	10.800	4.570	25.523	14.723	136	435,078	48
		5/29/23	490		Pushpay	50	111,520	1.160	1.410	0.910	-0.250	-22	407,198	-17
100							57						23
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/08/24	6/03/24	56		Vista	50	102,827	1.980	2.190		0.210	11	428,792	93
					Gentrack	50	24,325	8.370	9.650		1.280	15	459,928	153
100							13						121
short	6/03/24	8/12/24	70		KMD Brands	50	541,091	0.425	0.410	0.441	0.016	4	468,315	21
					Tourism	50	122,975	1.870	2.080	1.660	-0.210	-11	442,490	-46
100							-4						-18
accum	1/16/06	8/12/24	6897	days out of 6911 invested (100%)							4,325		442,490	22

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
a2 Milk	long	6/15/09	5/17/10	336	0.14	0.09		-0.05	-35.71	50	-17.86
	long	2/06/12	11/11/13	644	0.25	0.72		0.47	188.00		94.00
	long	12/07/15	11/28/16	357	1.15	2.42		1.27	110.43		55.22
	long	5/01/17	2/19/18	294	3.43	9.28		5.85	170.55		85.28
	long	5/28/18	12/10/18	196	10.77	10.57		-0.20	-1.86		-0.93
	long	4/15/19	3/09/20	329	15.23	16.36		1.13	7.42		3.71	370.87
Sky Network Telev.	short	3/09/20	9/14/20	189	5.10	1.53	17.00	11.90	233.33		116.67	116.67
Comvita	long	11/13/06	11/12/07	364	3.95	2.72		-1.23	-31.14		-15.57
	short	11/12/07	5/25/09	560	2.72	0.87	8.50	5.78	212.64		106.32
	short	6/08/09	6/15/09	7	0.82	0.85	0.79	-0.03	-3.66		-1.83
	long	2/06/12	11/11/13	644	2.70	3.65		0.95	35.19		17.59
	long	12/07/15	11/28/16	357	8.30	9.20		0.90	10.84		5.42	112.00
Ryman Healthcare	short	1/24/22	4/08/24	805	10.80	4.57	25.52	14.72	136.32		68.16	68.16
Mainfreight	long	1/16/06	9/25/06	252	3.71	6.40		2.69	72.51		36.25
	long	11/13/06	11/12/07	364	6.78	7.10		0.32	4.72		2.36
	long	11/08/10	11/14/11	371	7.40	10.36		2.96	40.00		20.00	67.36
Channel Infra	long	1/16/06	9/25/06	252	5.88	6.60		0.72	12.24		6.12
	short	5/17/10	11/08/10	175	3.42	3.63	3.21	-0.21	-6.14		-3.07
	short	11/14/11	2/06/12	84	3.12	2.85	3.42	0.30	9.47		4.74
	short	3/09/20	9/14/20	189	1.05	0.64	1.72	0.67	64.07		32.03	42.25
Tourism	short	6/08/09	6/15/09	7	0.49	0.47	0.51	0.02	4.27		2.13
	long	5/19/14	9/07/15	476	1.14	1.99		0.85	74.56		37.28
	short	6/03/24	8/12/24	70	1.87	2.08	1.66	-0.21	-11.23		-5.61	32.34
Gentrack	long	4/08/24	6/03/24	56	8.37	9.65		1.28	15.29		7.65	7.65
Chorus	short	11/11/13	5/19/14	189	2.06	1.72	2.47	0.41	19.77		9.88
	long	4/15/19	3/09/20	329	6.10	7.47		1.38	22.56		11.28
	long	9/14/20	1/24/22	497	9.15	6.96		-2.19	-23.93		-11.97	7.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Air New Zealand	long	5/01/17	2/19/18	294	2.61	2.94		0.33	12.64		6.32	6.32
Vista	long	4/08/24	6/03/24	56	1.98	2.19		0.21	10.61		5.30	5.30
Vector	short	11/12/07	5/25/09	560	2.29	2.17	2.42	0.13	5.53		2.76	2.76
KMD Brands	short	6/03/24	8/12/24	70	0.43	0.41	0.44	0.02	3.65		1.82	1.82
Heartland	short	11/14/11	2/06/12	84	0.50	0.49	0.51	0.01	2.04		1.02	1.02
Metro Perf Glass	short	9/07/15	12/07/15	91	1.35	1.64	1.06	-0.29	-21.48		-10.74
	short	2/19/18	5/28/18	98	0.87	0.89	0.85	-0.02	-2.30		-1.15
	short	12/10/18	4/15/19	126	0.53	0.43	0.65	0.12	23.26		11.63	-1.50
Restaurant Brands	short	9/25/06	11/13/06	49	1.07	0.95	1.21	0.14	12.64		6.32
	long	5/25/09	6/08/09	14	0.95	0.99		0.04	4.21		2.11
	long	11/08/10	11/14/11	371	2.73	2.15		-0.58	-21.25		-10.62	-2.98
Spark New Zealand	short	9/25/06	11/13/06	49	4.25	4.55	3.95	-0.30	-7.06		-3.53
	short	5/17/10	11/08/10	175	2.07	2.08	2.06	-0.01	-0.48		-0.24	-3.76
Tegel	short	2/19/18	5/28/18	98	1.04	1.12	0.96	-0.08	-7.69		-3.85	-3.85
Xero	long	5/28/18	12/10/18	196	40.32	37.20		-3.12	-7.74		-3.87	-3.87
Skycity Entertainm.	short	11/28/16	5/01/17	154	4.02	4.36	3.68	-0.34	-8.46		-4.23	-4.23
Fletcher Building	short	12/10/18	4/15/19	126	4.56	4.96	4.16	-0.40	-8.77		-4.39	-4.39
TrustPower	short	11/11/13	5/19/14	189	6.63	7.05	6.21	-0.42	-6.33		-3.17
	short	11/28/16	5/01/17	154	4.45	4.82	4.08	-0.37	-8.31		-4.16	-7.19
Pushpay	long	9/14/20	1/24/22	497	1.93	1.16		-0.77	-39.74		-19.87
	short	1/24/22	5/29/23	490	1.16	1.41	0.91	-0.25	-21.55		-10.78	-28.50
Xero	long	5/25/09	6/08/09	14	1.25	1.25		0.00	0.00		0.00
	long	6/15/09	5/17/10	336	1.26	1.47		0.21	16.67		8.33
	long	5/19/14	9/07/15	476	32.40	13.60		-18.80	-58.02		-29.01
	short	9/07/15	12/07/15	91	13.60	18.27	8.93	-4.67	-34.34		-17.17	-36.30

Annotations

2/22/24	NZX 50	Component update: Channel Infrastructure, Gentrack and Turners Automotive replace Pacific Edge, Restaurant Brands and Synlait Milk
6/05/23	NZX 50	Hallenstein Glasson replaces Pushpay
9/17/21	Sky Network Telev.	reverse stock split 10:1 (one for ten)
11/27/17	Vista	stock split 1:2 (two for one)
4/05/17	NZX 50	machine learning processed for all techniques
4/03/17	NZX 50	9 constituents exchanged since last analysis - the market has to be re-learnt.
	NZX 50	index adaption: Arvida, Sanford, Scales, Tourism and Vista replace Orion Health, Skellerup, Steel & Tube, Warehouse and Tower
10/18/16	Port of Tauranga	stock split 1:5 (five for one)
9/13/16	NZX 50	index adaption: Investore and NZ Refining for Nuplex and Pacific Edge
7/29/16	Mighty River Power	renames to Mercury NZ Limited
7/12/16	Stride Property	demerger of Investore 4:1 (one new Investore for four old Stride)
6/17/16	NZX 50	Tegel replaces Coats
4/14/16	NZX 50	Comvita replaces Diligent
4/11/16	NZX 50	instrument Diligent (DIL, NZDILE0001S9) deleted (acquisition by Insight Venture Partners)
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/25/15	DNZ Property Fund	changes name to Stride Property
8/29/15	NZX 50	The alternating technique got caught in some traps recently, the dedicated techniques are operating more careful.
	NZX 50	complete analysis
7/14/15	NZX 50	Metro Performance Glass and Orion Health replace NZ Oil & Gas and OceanaGold
4/30/15	Meridian Energy (NS)	replaces MELCA.NZ


	is taking down something concerning