Share-o-matic - Portfolio

Fri, May 14th, 2021, 11:15UTC

Assessment - Euro STOXX 50 in Swiss Franc - 5/10/21 - RS = 22

		⇓instrument	freshest		Δday	5/10/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ22	⇓∅-RS
	L	Euro Stoxx 50	4,318.883	Thu	0.03	4,401.947	-1.89	3,809.451	592.497	15.55	19.00
		Ahold Delhaize	25.755	Thu	3.04	25.438	1.25	25.025	0.413	1.65	-1.41
		Total	42.998	Thu	2.29	43.042	-0.10	40.101	2.941	7.33	16.16
	L	Societe Generale	28.200	Thu	2.08	28.047	0.55	19.202	8.845	46.06	66.25
	L	Eni	11.442	Thu	2.07	11.387	0.48	9.461	1.927	20.36	25.69
	L	Vinci	103.031	Thu	1.54	103.721	-0.66	93.734	9.987	10.65	16.71
	L	BNP Paribas	61.926	Thu	1.43	61.073	1.40	48.027	13.046	27.16	44.31
		Danone	62.101	Thu	1.39	62.998	-1.42	55.921	7.077	12.66	2.84
		Siemens	155.581	09:42	1.34	157.332	-1.11	121.317	36.015	29.69	25.59
		Volkswagen	228.010	09:43	1.34	231.840	-1.65	155.871	75.969	48.74	40.97
	L	AB InBev	67.484	Thu	1.33	67.922	-0.64	62.515	5.407	8.65	25.79
	L	Orange	11.471	Thu	1.26	11.597	-1.09	11.007	0.590	5.36	6.81
		Adidas	315.265	09:42	1.16	313.405	0.59	301.943	11.462	3.80	9.58
	L	Sanofi	94.093	Thu	1.00	94.497	-0.43	89.374	5.123	5.73	3.44
	L	Fresenius	48.726	09:43	0.95	47.342	2.92	40.554	6.788	16.74	12.72
	L	Unilever	54.185	Thu	0.88	54.393	-0.38	51.432	2.961	5.76	4.07
		Münchener Rück	264.061	09:41	0.86	270.844	-2.50	258.346	12.498	4.84	7.69
		Daimler	79.727	09:43	0.83	80.701	-1.21	62.266	18.434	29.61	53.15
	L	Deutsche Telekom	18.333	09:43	0.83	18.215	0.65	16.376	1.839	11.23	12.77
		Airbus	105.865	09:45	0.79	107.616	-1.63	102.745	4.871	4.74	29.46
		Allianz	237.310	09:43	0.79	235.450	0.79	212.332	23.119	10.89	16.63
		BMW	90.252	09:42	0.78	93.195	-3.16	79.533	13.663	17.18	31.17
	L	Deutsche Post	55.449	09:42	0.64	56.291	-1.50	42.464	13.827	32.56	36.34
		Axa	24.831	Thu	0.55	25.214	-1.52	21.322	3.892	18.25	25.97
		Engie	13.398	Thu	0.51	13.840	-3.19	13.532	0.308	2.28	8.56
		⇓instrument	freshest		Δday	5/10/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ22	⇓∅-RS
	L	SAP	123.283	09:42	0.46	126.478	-2.53	109.770	16.708	15.22	2.60
	L	Deutsche Börse	151.697	09:43	0.43	154.651	-1.91	146.655	7.996	5.45	-1.30
	L	ING Groep	11.818	Thu	0.43	12.048	-1.91	8.882	3.166	35.64	53.31
		Iberdrola	12.227	Thu	0.36	12.549	-2.57	12.097	0.452	3.74	7.86
		BASF	75.657	09:42	0.35	77.419	-2.28	65.558	11.861	18.09	24.96
	L	Linde	270.079	09:42	0.28	271.720	-0.60	224.677	47.043	20.94	21.52
	L	Intesa Sanpaolo	2.607	Thu	0.08	2.614	-0.29	2.127	0.487	22.90	31.85
		EssilorLuxottica	150.942	Thu	0.04	153.021	-1.36	137.644	15.377	11.17	16.64
	L	Nokia	4.390	10:30	0.04	4.575	-4.04	3.599	0.976	27.10	19.77
	L	Kering	758.758	Thu	-0.01	770.684	-1.55	636.045	134.639	21.17	31.10
	L	L´Oreal	378.887	Thu	-0.03	385.561	-1.73	328.059	57.502	17.53	21.66
	L	Inditex	33.545	Thu	-0.13	34.377	-2.42	29.784	4.592	15.42	25.97
	L	Banco Bilbao Viz	5.352	Thu	-0.22	5.392	-0.73	4.532	0.859	18.96	53.39
	L	LVMH	667.620	Thu	-0.34	683.813	-2.37	532.771	151.041	28.35	40.52
	L	Air Liquide	153.765	Thu	-0.41	156.785	-1.93	146.979	9.806	6.67	8.16
		Amadeus IT	64.289	Thu	-0.41	64.836	-0.84	69.583	-4.747	-6.82	16.53
	L	Telefónica	4.287	Thu	-0.46	4.450	-3.68	4.149	0.301	7.25	13.24
		Philips	49.541	Thu	-0.54	51.029	-2.92	46.500	4.529	9.74	8.15
	L	Banco Santander	3.571	Thu	-0.71	3.617	-1.27	2.942	0.675	22.96	49.60
	L	CRH	44.869	Thu	-0.87	46.280	-3.05	36.583	9.698	26.51	27.60
	L	Safran	132.846	Thu	-0.88	137.594	-3.45	131.925	5.669	4.30	24.42
		Enel	8.744	Thu	-0.89	9.053	-3.41	8.828	0.224	2.54	6.99
		Schneider Electric	139.892	Thu	-0.90	143.240	-2.34	123.454	19.786	16.03	20.28
	L	Bayer	61.707	09:42	-1.19	59.486	3.73	50.898	8.589	16.87	2.82
		ASML	551.098	Thu	-2.14	575.168	-4.18	417.411	157.757	37.79	45.90
		⇓instrument	freshest		Δday	5/10/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ22	⇓∅-RS
	L	Vivendi	31.357	Thu	-2.52	32.845	-4.53	26.871	5.974	22.23	21.97
Euro 50 - 50 out of 50 instruments rated - 5/10/21 / 12/07/20 - 49 did rise, Market-Ratio(22) in CHF = 98.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	Euro 50 RS = 22 - B/S = 30/10

1/02/17	scale up chart	5/10/21

Transactions Euro STOXX 50 in Swiss Franc * A22- 30/10 (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		3/03/08	791		- cash -
short	3/03/08	6/23/08	112		Societe Generale	50	47	104.237	85.021	127.796	23.559	23	11,107	94
					Saint-Gobain	50	62	81.659	64.700	103.063	21.404	26	12,434	114
100							24						104
long	6/23/08	9/08/08	77		Fresenius	50	206	30.084	29.584		-0.500	-2	12,331	-8
					Engie	50	92	67.287	58.680		-8.607	-13	11,540	-48
100							-7						-30
short	9/08/08	3/30/09	203		Daimler	50	89	64.467	28.749	144.560	80.094	124	18,668	327
					Nokia	50	248	23.370	15.161	36.022	12.653	54	21,806	118
100							89						214
long	3/30/09	9/05/11	889		ASML	50	554	19.678	26.064		6.386	32	25,344	12
					Inditex	50	1,271	8.574	12.963		4.389	51	30,922	18
100							42						15
short	9/05/11	1/09/12	126		Societe Generale	50	681	22.672	18.227	28.202	5.530	24	34,688	88
					Unicredit	50	503	30.744	13.919	67.908	37.164	121	53,381	893
100							73						387
long	1/09/12	8/24/15	1323		ASML	50	677	39.369	80.833		41.464	105	81,452	22
					AB InBev	50	463	57.711	98.655		40.944	71	100,409	16
100							88						19
short	8/24/15	10/26/15	63		E.on	50	5,339	9.403	9.771	9.035	-0.368	-4	98,446	-21
					Banco Santander	50	8,916	5.631	5.682	5.580	-0.051	-1	97,988	-5
100							-2						-13
long	10/26/15	1/11/16	77		Fresenius	50	702	69.699	64.619		-5.080	-7	94,422	-30
					Inditex	50	1,343	36.517	32.005		-4.512	-12	88,362	-46
100							-10						-39
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/11/16	1/25/16	14		Volkswagen	50	347	127.292	121.714	133.125	5.833	5	90,386	222
					Banco Santander	50	9,959	4.437	4.242	4.641	0.204	5	92,416	222
100							5						222
long	1/25/16	4/04/16	70		SAP	50	578	79.875	76.526		-3.350	-4	90,479	-20
					Vinci	50	682	67.731	71.511		3.779	6	93,057	33
100							1						4
short	4/04/16	5/16/16	42		Deutsche Bank	50	2,877	16.170	16.248	16.093	-0.077	0	92,834	-4
					Unicredit	50	2,818	16.512	15.918	17.129	0.617	4	94,572	38
100							2						15
long	5/16/16	3/16/20	1400		Deutsche Post	50	1,591	29.718	21.725		-7.993	-27	81,855	-8
					Vinci	50	652	72.518	62.385		-10.133	-14	75,249	-4
100							-20						-6
short	3/16/20	8/03/20	140		ING Groep	50	7,624	4.935	6.540	3.330	-1.605	-33	63,012	-64
					AB InBev	50	1,030	36.507	50.025	22.990	-13.517	-37	49,089	-70
100							-35						-67
long	8/03/20	5/14/21	284		SAP	50	165	148.524	123.283		-25.241	-17	44,924	-21
		5/13/21	283		ASML	50	73	334.865	551.098		216.234	65	60,709	90
100							24						31
accum	3/03/08	5/13/21	4820	days out of 5611 invested (86%)							507		60,709	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ASML	long	3/30/09	9/05/11	889	19.68	26.06		6.39	32.45	50	16.23
	long	1/09/12	8/24/15	1323	39.37	80.83		41.46	105.32		52.66
	long	8/03/20	5/13/21	283	334.86	551.10		216.23	64.57		32.29	134.72
Unicredit	short	9/05/11	1/09/12	126	30.74	13.92	67.91	37.16	120.88		60.44
	short	4/04/16	5/16/16	42	16.51	15.92	17.13	0.62	3.73		1.87	63.44
Daimler	short	9/08/08	3/30/09	203	64.47	28.75	144.56	80.09	124.24		62.12	62.12
Nokia	short	9/08/08	3/30/09	203	23.37	15.16	36.02	12.65	54.14		27.07	27.07
Societe Generale	short	3/03/08	6/23/08	112	104.24	85.02	127.80	23.56	22.60		11.30
	short	9/05/11	1/09/12	126	22.67	18.23	28.20	5.53	24.39		12.19	24.87
Inditex	long	3/30/09	9/05/11	889	8.57	12.96		4.39	51.19		25.60
	long	10/26/15	1/11/16	77	36.52	32.01		-4.51	-12.36		-6.18	17.84
Saint-Gobain	short	3/03/08	6/23/08	112	81.66	64.70	103.06	21.40	26.21		13.11	13.11
AB InBev	long	1/09/12	8/24/15	1323	57.71	98.66		40.94	70.95		35.47
	short	3/16/20	8/03/20	140	36.51	50.02	22.99	-13.52	-37.03		-18.51	10.39
Volkswagen	short	1/11/16	1/25/16	14	127.29	121.71	133.13	5.83	4.58		2.29	2.29
Banco Santander	short	8/24/15	10/26/15	63	5.63	5.68	5.58	-0.05	-0.91		-0.46
	short	1/11/16	1/25/16	14	4.44	4.24	4.64	0.20	4.59		2.30	1.83
Deutsche Bank	short	4/04/16	5/16/16	42	16.17	16.25	16.09	-0.08	-0.48		-0.24	-0.24
E.on	short	8/24/15	10/26/15	63	9.40	9.77	9.04	-0.37	-3.91		-1.96	-1.96
Vinci	long	1/25/16	4/04/16	70	67.73	71.51		3.78	5.58		2.79
	long	5/16/16	3/16/20	1400	72.52	62.38		-10.13	-13.97		-6.99	-4.39
Fresenius	long	6/23/08	9/08/08	77	30.08	29.58		-0.50	-1.66		-0.83
	long	10/26/15	1/11/16	77	69.70	64.62		-5.08	-7.29		-3.64	-4.44
Engie	long	6/23/08	9/08/08	77	67.29	58.68		-8.61	-12.79		-6.40	-6.40
SAP	long	1/25/16	4/04/16	70	79.88	76.53		-3.35	-4.19		-2.10
	long	8/03/20	5/14/21	284	148.52	123.28		-25.24	-16.99		-8.50	-10.42
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Deutsche Post	long	5/16/16	3/16/20	1400	29.72	21.72		-7.99	-26.90		-13.45	-13.45
ING Groep	short	3/16/20	8/03/20	140	4.93	6.54	3.33	-1.61	-32.53		-16.26	-16.26

Annotations

9/24/18	Euro 50	Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Euro 50	Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit
7/24/16	Ahold Delhaize	merger
9/21/15	Euro 50	Fresenius and Safran replace Repsol and RWE
9/12/15	Euro 50	complete analysis ex Repsol, RWE - in Fresenius, Safran
8/22/15	Euro 50	complete analysis - difficult market
4/24/15	GDF Suez	changes name to Engie
9/22/14	€-Stoxx 50	Nokia replaces CRH.


	is taking down something concerning