Assessment - Indices in Japanese yen - 5/25/20 - RS = 21
⇐
⇓ freshest
⇓ 5/25/20
⇓ 12/30/19
prc diff
⇓
∅-RS
Merval
59,761.927
Fri
-2.98
64,719.876
-7.66
75,771.323
-11,051.447
-14.59
0.96
NASDAQ-100
1,028,864.477
Fri
1.47
1,013,625.622
1.50
948,054.218
65,571.404
6.92
15.28
OMXC 20
19,425.819
Fri
0.04
19,502.172
-0.39
18,542.495
959.677
5.18
13.58
TecDAX
373,939.814
Fri
0.40
370,358.550
0.97
367,705.097
2,653.452
0.72
8.01
DJ Global Titans
38,251.649
Fri
0.38
37,675.602
1.53
39,724.812
-2,049.210
-5.16
3.24
S&P 100
149,624.609
Fri
0.49
146,320.147
2.26
156,541.557
-10,221.410
-6.53
2.15
SDAX
1,332,227.786
Fri
-1.62
1,309,221.306
1.76
1,525,963.836
-216,742.530
-14.20
-1.16
NZX 50
715,344.318
Fri
0.24
708,337.068
0.99
846,537.294
-138,200.227
-16.33
-4.60
S&P Global 100
220,912.262
Fri
-0.14
215,721.382
2.41
237,791.560
-22,070.178
-9.28
-0.41
S&P 500
327,787.752
Fri
0.48
318,219.994
3.01
350,637.456
-32,417.462
-9.25
-0.59
Kospi 50
161.554
Fri
-0.08
158.374
2.01
189.428
-31.054
-16.39
-4.55
MDAX
2,980,982.480
Fri
0.97
2,944,582.942
1.24
3,453,057.401
-508,474.459
-14.73
-2.76
SMI® PR
1,090,601.721
Fri
-0.95
1,089,830.762
0.07
1,192,968.254
-103,137.492
-8.65
-0.73
OMXS30
18,137.803
Fri
-1.68
17,679.728
2.59
20,636.446
-2,956.717
-14.33
-3.02
OMXH 25
464,588.866
Fri
-1.01
444,561.491
4.50
514,916.903
-70,355.412
-13.66
-4.42
Nikkei 225
21,877.900
Fri
-0.18
20,741.700
5.48
23,656.600
-2,914.900
-12.32
-3.12
SSE 50 ew
33,739.673
Fri
-0.03
33,511.739
0.68
38,237.441
-4,725.702
-12.36
-5.16
CDAX
128,833.940
Fri
-1.42
126,714.058
1.67
151,096.263
-24,382.206
-16.14
-5.19
SLI® PR
162,042.404
Fri
-1.00
160,624.726
0.88
183,498.831
-22,874.105
-12.47
-3.38
AEX
62,513.067
Fri
-1.12
62,542.412
-0.05
73,887.633
-11,345.221
-15.35
-5.85
DAX
1,360,058.584
Fri
-1.65
1,337,110.794
1.72
1,615,861.289
-278,750.495
-17.25
-6.64
TSX 60
70,656.648
Fri
-0.65
70,165.918
0.70
84,786.649
-14,620.731
-17.24
-9.15
DJIA
2,733,055.859
Fri
-0.07
2,634,223.487
3.75
3,098,099.937
-463,876.451
-14.97
-6.64
ISEQ-Overall
691,197.999
Fri
-0.76
671,715.267
2.90
876,071.475
-204,356.208
-23.33
-8.87
Stoxx 50
339,561.559
Fri
-1.46
337,705.781
0.55
415,183.295
-77,477.514
-18.66
-9.51
⇓ freshest
⇓ 5/25/20
⇓ 12/30/19
prc diff
⇓
∅-RS
OBX Price
4,267.000
Fri
-1.49
4,260.034
0.16
5,895.507
-1,635.474
-27.74
-16.25
CAC Mid 60
1,323,095.622
Fri
-0.95
1,298,375.394
1.90
1,698,099.591
-399,724.197
-23.54
-13.07
PSI 20
508,334.045
Fri
-1.14
502,030.739
1.26
638,659.753
-136,629.014
-21.39
-13.11
Euro Stoxx 50
358,032.476
Fri
-1.43
348,777.063
2.65
457,167.150
-108,390.087
-23.71
-13.20
CAC Next 20
1,747,330.418
Fri
-2.03
1,730,486.388
0.97
2,258,510.386
-528,023.998
-23.38
-13.46
RTX
180,669.753
Fri
-1.75
178,987.912
0.94
246,042.391
-67,054.479
-27.25
-12.52
HSI
318,959.142
Fri
-0.74
318,829.955
0.04
395,971.609
-77,141.654
-19.48
-12.58
IPC
172,119.683
Fri
-1.06
170,738.350
0.81
250,899.420
-80,161.070
-31.95
-21.80
ASX 50
396,241.322
Fri
-2.07
386,028.663
2.65
514,009.905
-127,981.242
-24.90
-15.16
FTSE
798,208.700
Fri
-2.29
787,263.970
1.39
1,082,757.057
-295,493.087
-27.29
-16.31
CAC 40
551,150.747
Fri
-1.59
532,894.636
3.43
729,597.533
-196,702.898
-26.96
-16.32
BEL 20
375,962.271
Fri
-2.41
352,595.434
6.63
483,841.240
-131,245.806
-27.13
-16.44
MIB 40
2,136,034.288
Fri
-0.84
2,065,406.742
3.42
2,866,864.050
-801,457.308
-27.96
-17.19
S
BSE Sensex
45,984.517
Fri
0.69
43,500.504
5.71
63,431.330
-19,930.826
-31.42
-21.52
STI
189,930.807
Fri
-0.18
189,104.741
0.44
260,186.701
-71,081.960
-27.32
-20.02
IBEX 35
832,987.170
Fri
-1.77
804,851.184
3.50
1,172,362.309
-367,511.125
-31.35
-21.45
ATX
262,027.374
Fri
-1.62
252,694.490
3.69
388,682.389
-135,987.899
-34.99
-23.71
Athex Large Cap
184,457.975
Fri
-2.41
175,412.672
5.16
280,579.818
-105,167.146
-37.48
-24.35
Indices - 43 out of 43 instruments rated - 5/25/20 / 12/30/19 - 3 did rise, Market-Ratio(21) in JPY = 6.98 %
Technical Chart
Transactions Indices in Japanese yen * A21 - 73/57 (1)
⇐ L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06 6/05/06 154 - cash -
short
6/05/06
10/09/06
126
NASDAQ-100
100
0
176,273.623
201,276.224
151,271.023
-25,002.600
-14
10,000
0
long
10/09/06
8/20/07
315
SSE 50 ew
100
0
17,303.868
61,797.911
44,494.043
257
10,000
0
short
8/20/07
4/27/09
616
ISEQ-Overall
100
0
1,283,084.251
337,405.394
4,879,309.060
3,596,224.808
280
10,000
0
long
4/27/09
2/08/10
287
SSE 50 ew
100
0
26,983.768
29,860.286
2,876.518
11
10,000
0
short
2/08/10
3/22/10
42
Athex Large Cap
100
0
1,093,169.392
1,214,198.782
972,140.002
-121,029.390
-11
10,000
0
long
3/22/10
5/03/10
42
Merval
100
0
56,295.000
52,239.477
-4,055.523
-7
10,000
0
short
5/03/10
10/11/10
161
Athex Large Cap
100
0
1,137,785.304
865,129.584
1,496,371.667
358,586.363
32
10,000
0
long
10/11/10
5/23/11
224
SDAX
100
0
523,299.623
622,777.162
99,477.539
19
10,000
0
short
5/23/11
1/16/12
238
Athex Large Cap
100
0
658,149.792
244,591.304
1,770,958.908
1,112,809.116
169
10,000
0
long
1/16/12
5/21/12
126
ISEQ-Overall
100
0
293,175.003
311,714.420
18,539.417
6
10,000
0
short
5/21/12
9/10/12
112
Athex Large Cap
100
0
204,736.695
267,837.925
141,635.465
-63,101.230
-31
10,000
0
long
9/10/12
6/17/13
280
OMXC 20
100
1
6,657.008
8,790.735
2,133.727
32
12,134
44
short
6/17/13
8/12/13
56
RTX
100
0
175,007.489
179,348.131
170,666.846
-4,340.643
-2
12,134
0
long
8/12/13
8/04/14
357
Merval
100
0
64,613.600
103,309.376
38,695.776
60
12,134
0
short
8/04/14
8/18/14
14
PSI 20
100
0
805,911.198
774,917.359
838,144.676
32,233.478
4
12,134
0
long
8/18/14
10/06/14
49
Merval
100
0
107,462.658
140,671.202
33,208.544
31
12,134
0
short
10/06/14
2/23/15
140
PSI 20
100
0
762,155.027
740,172.496
784,790.423
22,635.395
3
12,134
0
long
2/23/15
7/27/15
154
SSE 50 ew
100
0
45,322.100
52,322.428
7,000.327
15
12,134
0
short
7/27/15
6/06/16
315
RTX
100
0
144,049.567
134,910.652
153,807.557
9,757.990
7
12,134
0
long
6/06/16
6/27/16
21
NZX 50
100
0
522,995.546
482,211.185
-40,784.361
-8
12,134
0
short
6/27/16
7/04/16
7
Athex Large Cap
100
0
156,185.865
164,025.404
148,346.327
-7,839.539
-5
12,134
0
long
7/04/16
2/12/18
588
Merval
100
0
103,915.438
163,817.021
59,901.584
58
12,134
0
short
2/12/18
7/09/18
147
IBEX 35
100
0
1,301,002.423
1,292,346.495
1,309,716.327
8,713.904
1
12,134
0
long
7/09/18
7/23/18
14
NASDAQ-100
100
0
806,184.126
821,201.592
15,017.465
2
12,134
0
short
7/23/18
7/30/18
7
SSE 50 ew
100
0
35,103.655
35,118.536
35,088.774
-14.881
0
12,134
0
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
7/30/18
9/10/18
42
TecDAX
100
0
378,442.676
374,829.179
-3,613.496
-1
12,134
0
short
9/10/18
3/11/19
182
SSE 50 ew
100
0
32,789.880
39,734.394
25,845.366
-6,944.514
-21
12,134
0
long
3/11/19
8/05/19
147
Merval
100
0
94,886.477
95,621.381
734.903
1
12,134
0
short
8/05/19
10/07/19
63
IPC
100
0
213,927.152
235,028.606
192,825.698
-21,101.454
-10
12,134
0
long
10/07/19
3/02/20
147
NZX 50
100
0
739,134.050
749,625.083
10,491.034
1
12,134
0
short
3/02/20
5/29/20
88
Athex Large Cap
100
0
219,691.859
184,457.975
261,655.875
41,964.016
19
12,134
0
accum 6/05/06
5/29/20 5108
days out of 5262 invested (97%)
21
12,134
1
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total ISEQ-Overall short 8/20/07 4/27/09 616 1,283,084.25 337,405.39 4,879,309.06 3,596,224.81 280.28 long 1/16/12 5/21/12 126 293,175.00 311,714.42 18,539.42 6.32 304.33 SSE 50 ew long 10/09/06 8/20/07 315 17,303.87 61,797.91 44,494.04 257.13 long 4/27/09 2/08/10 287 26,983.77 29,860.29 2,876.52 10.66 long 2/23/15 7/27/15 154 45,322.10 52,322.43 7,000.33 15.45 short 7/23/18 7/30/18 7 35,103.65 35,118.54 35,088.77 -14.88 -0.04 short 9/10/18 3/11/19 182 32,789.88 39,734.39 25,845.37 -6,944.51 -21.18 259.47 Merval long 3/22/10 5/03/10 42 56,295.00 52,239.48 -4,055.52 -7.20 long 8/12/13 8/04/14 357 64,613.60 103,309.38 38,695.78 59.89 long 8/18/14 10/06/14 49 107,462.66 140,671.20 33,208.54 30.90 long 7/04/16 2/12/18 588 103,915.44 163,817.02 59,901.58 57.64 long 3/11/19 8/05/19 147 94,886.48 95,621.38 734.90 0.77 208.55 Athex Large Cap short 2/08/10 3/22/10 42 1,093,169.39 1,214,198.78 972,140.00 -121,029.39 -11.07 short 5/03/10 10/11/10 161 1,137,785.30 865,129.58 1,496,371.67 358,586.36 31.52 short 5/23/11 1/16/12 238 658,149.79 244,591.30 1,770,958.91 1,112,809.12 169.08 short 5/21/12 9/10/12 112 204,736.70 267,837.93 141,635.47 -63,101.23 -30.82 short 6/27/16 7/04/16 7 156,185.87 164,025.40 148,346.33 -7,839.54 -5.02 short 3/02/20 5/29/20 88 219,691.86 184,457.97 261,655.87 41,964.02 19.10 146.28 OMXC 20 long 9/10/12 6/17/13 280 6,657.01 8,790.73 2,133.73 32.05 32.05 SDAX long 10/11/10 5/23/11 224 523,299.62 622,777.16 99,477.54 19.01 19.01 PSI 20 short 8/04/14 8/18/14 14 805,911.20 774,917.36 838,144.68 32,233.48 4.00 short 10/06/14 2/23/15 140 762,155.03 740,172.50 784,790.42 22,635.40 2.97 7.09 RTX short 6/17/13 8/12/13 56 175,007.49 179,348.13 170,666.85 -4,340.64 -2.48 short 7/27/15 6/06/16 315 144,049.57 134,910.65 153,807.56 9,757.99 6.77 4.13 IBEX 35 short 2/12/18 7/09/18 147 1,301,002.42 1,292,346.50 1,309,716.33 8,713.90 0.67 0.67 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total TecDAX long 7/30/18 9/10/18 42 378,442.68 374,829.18 -3,613.50 -0.95 -0.95 NZX 50 long 6/06/16 6/27/16 21 522,995.55 482,211.18 -40,784.36 -7.80 long 10/07/19 3/02/20 147 739,134.05 749,625.08 10,491.03 1.42 -6.49 IPC short 8/05/19 10/07/19 63 213,927.15 235,028.61 192,825.70 -21,101.45 -9.86 -9.86 NASDAQ-100 short 6/05/06 10/09/06 126 176,273.62 201,276.22 151,271.02 -25,002.60 -14.18 long 7/09/18 7/23/18 14 806,184.13 821,201.59 15,017.47 1.86 -12.59
Annotations
2/20/15 Indices Build and analyzed.
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