Share-o-matic - Assessment NZX 20 (NZX 20 Index)

Assessment - NZX 20 Index - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26	⇓∅-RS
	S	SOM Price Index	445.437	12/08/24	0.05	420.987	5.81	449.665	-28.678	-6.38	-5.65
	L	a2 Milk	7.450	12/08/24	0.95	7.250	2.76	4.600	2.650	57.61	37.08
	L	Fisher & Paykel HC	32.790	12/08/24	0.89	29.950	9.48	23.600	6.350	26.91	26.97
	L	Meridian Energy (NS)	6.300	12/08/24	1.29	6.600	-4.55	5.540	1.060	19.13	13.20
	L	Contact Energy	8.380	12/08/24	0.84	9.120	-8.11	8.010	1.110	13.86	11.79
		Infratil	10.570	12/08/24	-0.75	11.150	-5.20	10.030	1.120	11.17	5.77
		Mercury	6.440	12/08/24	-2.13	6.710	-4.02	6.600	0.110	1.67	1.05
	L	Mainfreight	72.600	12/08/24	-0.55	69.250	4.84	69.300	-0.050	-0.07	1.72
		Chorus	7.900	12/08/24	0.13	7.730	2.20	7.860	-0.130	-1.65	-4.11
		Kiwi Property	0.900	12/08/24		0.820	9.76	0.875	-0.055	-6.29	-5.84
	S	Summerset	10.900	12/08/24	-0.73	9.440	15.47	10.250	-0.810	-7.90	-8.99
	S	Freightways	8.950	12/08/24	1.24	7.820	14.45	8.500	-0.680	-8.00	-4.71
	S	Ebos	36.110	12/08/24	0.11	32.150	12.32	35.500	-3.350	-9.44	-11.23
	S	Precinct Properties	1.250	12/08/24	0.81	1.135	10.13	1.265	-0.130	-10.28	-6.38
	S	Goodman Property	2.030	12/08/24	-1.46	2.005	1.25	2.280	-0.275	-12.06	-2.56
	S	Auckland Int Airport	7.430	12/08/24	0.68	7.650	-2.88	8.800	-1.150	-13.07	-8.17
		Port of Tauranga	5.420	12/08/24	-0.91	4.810	12.68	5.600	-0.790	-14.11	-11.26
	S	Skycity Entertainm.	1.550	12/08/24	-0.64	1.480	4.73	1.820	-0.340	-18.68	-25.71
	S	Spark New Zealand	4.320	12/08/24		4.090	5.62	5.180	-1.090	-21.04	-18.07
	S	Fletcher Building	3.120	12/08/24	0.65	3.010	3.65	4.780	-1.770	-37.03	-33.60
	S	Ryman Healthcare	4.660	12/08/24	0.65	3.540	31.64	5.900	-2.360	-40.00	-31.33
NZX 20 - 20 out of 20 instruments rated - 1/07/24 / 1/01/24 - 6 did rise, Market-Ratio(26) = 30.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

	NZX 20 RS = 26 - B/S = 60/40

4/01/21	scale up chart	1/07/24

Transactions NZX 20 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
2/01/06		16/01/06	14		- cash -
long	16/01/06	25/09/06	252		Mainfreight	50	1,347	3.710	6.400		2.690	73	13,623	120
					Ryman Healthcare	50	4,904	1.020	1.780		0.760	75	17,350	124
100							74						122
short	25/09/06	13/11/06	49		Sky Network Telev.	50	164	52.700	58.900	46.500	-6.200	-12	16,334	-61
					Spark New Zealand	50	2,048	4.250	4.550	3.950	-0.300	-7	15,719	-42
100							-9						-52
long	13/11/06	6/08/07	266		Mainfreight	50	1,159	6.780	7.200		0.420	6	16,206	9
					Ryman Healthcare	50	4,416	1.780	2.070		0.290	16	17,487	23
100							11						16
short	6/08/07	24/09/07	49		Fisher & Paykel HC	50	2,571	3.400	3.390	3.410	0.010	0	17,512	2
					Skycity Entertainm.	50	1,892	4.620	5.140	4.100	-0.520	-11	16,529	-59
100							-5						-34
long	24/09/07	12/11/07	49		Air New Zealand	50	3,722	2.220	2.000		-0.220	-10	15,710	-54
					Auckland Int Airport	50	2,615	3.160	3.070		-0.090	-3	15,474	-19
100							-6						-39
short	12/11/07	27/07/09	623		Fisher & Paykel HC	50	2,410	3.210	3.190	3.230	0.020	1	15,523	0
					Spark New Zealand	50	1,838	4.210	2.860	6.197	1.987	47	19,175	25
100							24						13
long	27/07/09	31/05/10	308		Fletcher Building	50	1,315	7.290	8.260		0.970	13	20,451	16
					Xero	50	6,523	1.470	1.400		-0.070	-5	19,994	-6
100							4						5
short	31/05/10	8/11/10	161		Kiwi Property	50	10,985	0.910	1.030	0.790	-0.120	-13	18,676	-27
					Spark New Zealand	50	5,262	1.900	2.080	1.720	-0.180	-9	17,729	-20
100							-11						-24
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	8/11/10	21/11/11	378		Mainfreight	50	1,197	7.400	10.350		2.950	40	21,260	38
					Xero	50	4,955	1.790	2.850		1.060	59	26,512	57
100							50						47
short	21/11/11	6/02/12	77		Fisher & Paykel HC	50	5,500	2.410	2.120	2.740	0.330	14	28,326	84
					Fletcher Building	50	2,209	6.000	6.410	5.590	-0.410	-7	27,420	-29
100							3						17
long	6/02/12	31/08/15	1302		Port of Tauranga	50	6,528	2.100	3.446		1.346	64	36,207	15
					Xero	50	4,525	3.030	13.900		10.870	359	85,393	53
100							211						38
short	31/08/15	14/12/15	105		Sky Network Telev.	50	842	50.700	42.100	61.057	10.357	20	94,114	91
					Xero	50	3,072	13.900	17.750	10.050	-3.850	-28	82,287	-68
100							-4						-12
long	14/12/15	31/10/16	322		Fisher & Paykel HC	50	4,921	8.360	8.860		0.500	6	84,747	7
					Z Energy	50	6,168	6.670	7.820		1.150	17	91,840	20
100							12						13
short	31/10/16	1/05/17	182		Air New Zealand	50	23,792	1.930	2.610	1.250	-0.680	-35	75,662	-58
					Skycity Entertainm.	50	11,774	3.900	4.360	3.440	-0.460	-12	70,246	-22
100							-24						-42
long	1/05/17	5/02/18	280		Air New Zealand	50	13,457	2.610	3.050		0.440	17	76,167	23
					Mainfreight	50	1,593	22.040	26.130		4.090	19	82,682	25
100							18						24
short	5/02/18	14/05/18	98		Sky Network Telev.	50	1,471	28.100	21.700	36.388	8.288	29	94,873	162
					Trade Me	50	9,312	4.440	4.750	4.130	-0.310	-7	91,987	-24
100							11						49
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	14/05/18	9/03/20	665		Ryman Healthcare	50	4,034	11.400	14.470		3.070	27	104,371	14
					Xero	50	1,147	40.070	71.400		31.330	78	140,306	37
100							53						26
short	9/03/20	14/09/20	189		Air New Zealand	50	35,976	1.950	1.345	2.827	0.877	45	171,861	105
					Sky Network Telev.	50	13,755	5.100	1.530	17.000	11.900	233	335,545	923
100							139						439
long	14/09/20	17/05/21	245		Chorus	50	18,335	9.150	6.310		-2.840	-31	283,474	-43
					Fisher & Paykel HC	50	5,053	33.200	33.480		0.280	1	284,889	1
100							-15						-22
short	17/05/21	23/08/21	98		Chorus	50	22,574	6.310	6.930	5.690	-0.620	-10	270,893	-32
					Meridian Energy (NS)	50	27,184	5.240	5.280	5.200	-0.040	-1	269,806	-3
100							-5						-18
long	23/08/21	24/01/22	154		Fletcher Building	50	17,474	7.720	6.820		-0.900	-12	254,079	-25
					Mainfreight	50	1,498	90.010	85.500		-4.510	-5	247,323	-11
100							-8						-19
short	24/01/22	19/12/22	329		Ryman Healthcare	50	11,450	10.800	5.800	20.110	9.310	86	353,926	99
					Xero	50	1,063	116.250	73.200	184.618	68.368	59	426,602	67
100							73						83
long	19/12/22	13/02/23	56		Chorus	50	25,776	8.275	8.550		0.275	3	433,690	24
					Spark New Zealand	50	40,475	5.270	5.240		-0.030	-1	432,476	-4
100							1						9
short	13/02/23	3/04/23	49		Ryman Healthcare	50	33,114	6.530	5.370	7.941	1.411	22	479,186	329
					Skycity Entertainm.	50	85,470	2.530	2.380	2.690	0.160	6	492,819	58
100							14						165
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	3/04/23	11/09/23	161		Auckland Int Airport	50	28,064	8.780	8.000		-0.780	-9	470,929	-19
					Fisher & Paykel HC	50	9,284	26.540	21.240		-5.300	-20	421,724	-40
100							-14						-30
short	11/09/23	11/03/24	182		Chorus	50	28,572	7.380	8.050	6.710	-0.670	-9	402,580	-17
					Skycity Entertainm.	50	106,496	1.980	1.920	2.042	0.062	3	409,172	6
100							-3						-6
long	11/03/24	17/06/24	98		a2 Milk	50	32,629	6.270	7.210		0.940	15	439,844	68
					Summerset	50	18,615	10.990	9.300		-1.690	-15	408,384	-46
100							0						-1
short	17/06/24	12/08/24	56		Fletcher Building	50	70,654	2.890	3.120	2.660	-0.230	-8	392,134	-42
					Ryman Healthcare	50	55,943	3.650	4.660	2.640	-1.010	-28	335,632	-88
100							-18						-72
accum	16/01/06	12/08/24	7068	days out of 7082 invested (100%)							3,256		335,632	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
Xero	long	27/07/09	31/05/10	308	1.47	1.40		-0.07	-4.76	50	-2.38
	long	8/11/10	21/11/11	378	1.79	2.85		1.06	59.22		29.61
	long	6/02/12	31/08/15	1302	3.03	13.90		10.87	358.75		179.37
	short	31/08/15	14/12/15	105	13.90	17.75	10.05	-3.85	-27.70		-13.85	204.52
Sky Network Telev.	short	25/09/06	13/11/06	49	52.70	58.90	46.50	-6.20	-11.76		-5.88
	short	31/08/15	14/12/15	105	50.70	42.10	61.06	10.36	20.43		10.21
	short	5/02/18	14/05/18	98	28.10	21.70	36.39	8.29	29.49		14.75
	short	9/03/20	14/09/20	189	5.10	1.53	17.00	11.90	233.33		116.67	157.89
Ryman Healthcare	long	16/01/06	25/09/06	252	1.02	1.78		0.76	74.51		37.25
	long	13/11/06	6/08/07	266	1.78	2.07		0.29	16.29		8.15
	long	14/05/18	9/03/20	665	11.40	14.47		3.07	26.93		13.46
	short	24/01/22	19/12/22	329	10.80	5.80	20.11	9.31	86.21		43.10
	short	13/02/23	3/04/23	49	6.53	5.37	7.94	1.41	21.60		10.80
	short	17/06/24	12/08/24	56	3.65	4.66	2.64	-1.01	-27.67		-13.84	130.10
Xero	long	14/05/18	9/03/20	665	40.07	71.40		31.33	78.19		39.09
	short	24/01/22	19/12/22	329	116.25	73.20	184.62	68.37	58.81		29.41	80.00
Mainfreight	long	16/01/06	25/09/06	252	3.71	6.40		2.69	72.51		36.25
	long	13/11/06	6/08/07	266	6.78	7.20		0.42	6.19		3.10
	long	8/11/10	21/11/11	378	7.40	10.35		2.95	39.86		19.93
	long	1/05/17	5/02/18	280	22.04	26.13		4.09	18.56		9.28
	long	23/08/21	24/01/22	154	90.01	85.50		-4.51	-5.01		-2.51	79.49
Port of Tauranga	long	6/02/12	31/08/15	1302	2.10	3.45		1.35	64.10		32.05	32.05
Spark New Zealand	short	25/09/06	13/11/06	49	4.25	4.55	3.95	-0.30	-7.06		-3.53
	short	12/11/07	27/07/09	623	4.21	2.86	6.20	1.99	47.20		23.60
	short	31/05/10	8/11/10	161	1.90	2.08	1.72	-0.18	-9.47		-4.74
	long	19/12/22	13/02/23	56	5.27	5.24		-0.03	-0.57		-0.28	13.27
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Z Energy	long	14/12/15	31/10/16	322	6.67	7.82		1.15	17.24		8.62	8.62
a2 Milk	long	11/03/24	17/06/24	98	6.27	7.21		0.94	14.99		7.50	7.50
Air New Zealand	long	24/09/07	12/11/07	49	2.22	2.00		-0.22	-9.91		-4.95
	short	31/10/16	1/05/17	182	1.93	2.61	1.25	-0.68	-35.23		-17.62
	long	1/05/17	5/02/18	280	2.61	3.05		0.44	16.86		8.43
	short	9/03/20	14/09/20	189	1.95	1.35	2.83	0.88	44.98		22.49	4.00
Fisher & Paykel HC	short	6/08/07	24/09/07	49	3.40	3.39	3.41	0.01	0.29		0.15
	short	12/11/07	27/07/09	623	3.21	3.19	3.23	0.02	0.63		0.31
	short	21/11/11	6/02/12	77	2.41	2.12	2.74	0.33	13.68		6.84
	long	14/12/15	31/10/16	322	8.36	8.86		0.50	5.98		2.99
	long	14/09/20	17/05/21	245	33.20	33.48		0.28	0.84		0.42
	long	3/04/23	11/09/23	161	26.54	21.24		-5.30	-19.97		-9.98	-0.08
Meridian Energy (NS)	short	17/05/21	23/08/21	98	5.24	5.28	5.20	-0.04	-0.76		-0.38	-0.38
Trade Me	short	5/02/18	14/05/18	98	4.44	4.75	4.13	-0.31	-6.98		-3.49	-3.49
Auckland Int Airport	long	24/09/07	12/11/07	49	3.16	3.07		-0.09	-2.85		-1.42
	long	3/04/23	11/09/23	161	8.78	8.00		-0.78	-8.88		-4.44	-5.80
Kiwi Property	short	31/05/10	8/11/10	161	0.91	1.03	0.79	-0.12	-13.19		-6.59	-6.59
Fletcher Building	long	27/07/09	31/05/10	308	7.29	8.26		0.97	13.31		6.65
	short	21/11/11	6/02/12	77	6.00	6.41	5.59	-0.41	-6.83		-3.42
	long	23/08/21	24/01/22	154	7.72	6.82		-0.90	-11.66		-5.83
	short	17/06/24	12/08/24	56	2.89	3.12	2.66	-0.23	-7.96		-3.98	-6.86
Skycity Entertainm.	short	6/08/07	24/09/07	49	4.62	5.14	4.10	-0.52	-11.26		-5.63
	short	31/10/16	1/05/17	182	3.90	4.36	3.44	-0.46	-11.79		-5.90
	short	13/02/23	3/04/23	49	2.53	2.38	2.69	0.16	6.30		3.15
	short	11/09/23	11/03/24	182	1.98	1.92	2.04	0.06	3.13		1.56	-6.96
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Summerset	long	11/03/24	17/06/24	98	10.99	9.30		-1.69	-15.38		-7.69	-7.69
Chorus	long	14/09/20	17/05/21	245	9.15	6.31		-2.84	-31.04		-15.52
	short	17/05/21	23/08/21	98	6.31	6.93	5.69	-0.62	-9.83		-4.91
	long	19/12/22	13/02/23	56	8.28	8.55		0.28	3.32		1.66
	short	11/09/23	11/03/24	182	7.38	8.05	6.71	-0.67	-9.08		-4.54	-22.04

Annotations

23/02/24	NZX 20	Component update: in: A2 Milk, Ebos, Freightways, Port of Tauranga and Summerset out: Air New Zealand, Sky Network Television and Xero
18/10/16	Port of Tauranga	stock split 1:5 (five for one)
29/07/16	Mighty River Power	renames to Mercury NZ Limited
17/06/16	NZX 20	Chorus replaces Port of Tauranga
30/04/15	Meridian Energy (NS)	replaces MELCA.NZ


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