| Tue, Mar 19th, 2024, 5:14UTC |
| |
Assessment - Euro STOXX 50 - 3/11/24 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/11/24 |
⇓ Δwk |
10/09/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| | |
|
|
|
L |
|
Euro Stoxx 50 |
4,982.760 |
Mon |
-0.07 |
4,930.420 |
1.06 |
4,112.570 |
817.850 |
19.89 |
|
13.23 |
| | |
|
|
|
L |
|
Stellantis |
26.150 |
Mon |
0.46 |
25.295 |
3.38 |
17.998 |
7.297 |
40.54 |
|
42.94 |
| | |
|
|
|
L |
|
Unicredit |
33.170 |
Mon |
0.82 |
31.030 |
6.90 |
22.140 |
8.890 |
40.15 |
|
41.13 |
| | |
|
|
|
L |
|
ASML |
870.800 |
Mon |
1.53 |
884.500 |
-1.55 |
555.100 |
329.400 |
59.34 |
|
39.03 |
| | |
|
|
|
L |
|
Banco Bilbao Viz |
10.385 |
Mon |
-0.24 |
9.936 |
4.52 |
7.422 |
2.514 |
33.87 |
|
34.81 |
| | |
|
|
|
L |
|
SAP |
172.220 |
Mon |
0.17 |
173.520 |
-0.75 |
122.240 |
51.280 |
41.95 |
|
33.27 |
| | |
|
|
|
L |
|
Adyen |
1,443.800 |
Mon |
-0.91 |
1,481.200 |
-2.52 |
702.800 |
778.400 |
110.76 |
|
32.26 |
| | |
|
|
|
L |
|
Ferrari |
393.600 |
Mon |
1.39 |
380.500 |
3.44 |
283.000 |
97.500 |
34.45 |
|
30.41 |
| | |
|
|
|
L |
|
Safran |
203.350 |
Mon |
0.49 |
194.520 |
4.54 |
145.860 |
48.660 |
33.36 |
|
29.60 |
| | |
|
|
|
L |
|
Schneider Electric |
214.700 |
Mon |
-0.14 |
208.450 |
3.00 |
152.600 |
55.850 |
36.60 |
|
27.84 |
| | |
|
|
|
L |
|
Intesa Sanpaolo |
3.229 |
Mon |
0.05 |
3.071 |
5.14 |
2.377 |
0.695 |
29.22 |
|
22.48 |
| | |
|
|
|
L |
|
Münchener Rück |
445.800 |
Mon |
|
438.500 |
1.66 |
373.300 |
65.200 |
17.47 |
|
22.42 |
| | |
|
|
|
L |
|
Siemens |
183.620 |
Mon |
-0.72 |
180.620 |
1.66 |
132.720 |
47.900 |
36.09 |
|
21.32 |
| | |
|
|
|
L |
|
Wolters Kluwer |
145.200 |
Mon |
0.45 |
143.800 |
0.97 |
118.400 |
25.400 |
21.45 |
|
19.91 |
| | |
|
|
|
L |
|
Saint-Gobain |
69.130 |
Mon |
-0.83 |
68.150 |
1.44 |
54.060 |
14.090 |
26.06 |
|
19.01 |
| | |
|
|
|
L |
|
Airbus |
163.220 |
Mon |
0.28 |
156.800 |
4.09 |
123.080 |
33.720 |
27.40 |
|
18.74 |
| | |
|
|
|
L |
|
Air Liquide |
194.060 |
Mon |
-0.55 |
192.840 |
0.63 |
158.300 |
34.540 |
21.82 |
|
17.46 |
| | |
|
|
|
L |
|
Axa |
34.235 |
Mon |
-0.28 |
33.280 |
2.87 |
27.875 |
5.405 |
19.39 |
|
17.39 |
| | |
|
|
|
L |
|
EssilorLuxottica |
207.100 |
Mon |
-1.05 |
204.750 |
1.15 |
163.300 |
41.450 |
25.38 |
|
16.94 |
| | |
|
|
|
|
|
Inditex |
44.980 |
Mon |
-0.22 |
40.370 |
11.42 |
34.890 |
5.480 |
15.71 |
|
16.69 |
| | |
|
|
|
L |
|
Allianz |
266.200 |
Mon |
-0.17 |
260.250 |
2.29 |
222.500 |
37.750 |
16.97 |
|
16.12 |
| | |
|
|
|
|
|
Banco Santander |
4.138 |
Mon |
0.49 |
3.984 |
3.85 |
3.513 |
0.472 |
13.42 |
|
13.38 |
| | |
|
|
|
L |
|
Vivendi |
9.944 |
Mon |
-0.26 |
9.996 |
-0.52 |
8.344 |
1.652 |
19.80 |
|
12.00 |
| | |
|
|
|
L |
|
ING Groep |
14.290 |
Mon |
1.64 |
13.670 |
4.54 |
12.520 |
1.150 |
9.19 |
|
10.34 |
| | |
|
|
|
|
|
Adidas |
200.100 |
Mon |
-2.39 |
188.860 |
5.95 |
166.100 |
22.760 |
13.70 |
|
10.25 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/11/24 |
⇓ Δwk |
10/09/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| | |
|
|
|
|
|
Deutsche Börse |
185.050 |
Mon |
-0.11 |
189.600 |
-2.40 |
163.000 |
26.600 |
16.32 |
|
10.18 |
| | |
|
|
|
L |
|
Vinci |
117.100 |
Mon |
0.09 |
118.640 |
-1.30 |
102.220 |
16.420 |
16.06 |
|
9.63 |
| | |
|
|
|
L |
|
LVMH |
858.100 |
Mon |
-0.49 |
850.400 |
0.91 |
710.700 |
139.700 |
19.66 |
|
9.35 |
| | |
|
|
|
L |
|
Nordea Bank |
10.952 |
Mon |
-1.16 |
11.256 |
-2.70 |
10.288 |
0.968 |
9.41 |
|
9.18 |
| | |
|
|
|
L |
|
Mercedes-Benz |
73.360 |
Mon |
0.36 |
72.400 |
1.33 |
63.450 |
8.950 |
14.11 |
|
8.95 |
| | |
|
|
|
L |
|
BASF |
49.005 |
Mon |
-0.62 |
49.060 |
-0.11 |
40.940 |
8.120 |
19.83 |
|
8.03 |
| | |
|
|
|
|
|
L´Oreal |
441.550 |
Mon |
-1.03 |
448.250 |
-1.49 |
387.050 |
61.200 |
15.81 |
|
7.73 |
| | |
|
|
|
L |
|
BMW |
105.980 |
Mon |
0.28 |
106.880 |
-0.84 |
94.650 |
12.230 |
12.92 |
|
6.67 |
| | |
|
|
|
|
|
Anheuser-Busch InBev |
55.180 |
Mon |
-0.38 |
57.550 |
-4.12 |
49.490 |
8.060 |
16.29 |
|
4.73 |
| | |
|
|
|
|
|
Deutsche Telekom |
21.685 |
Mon |
-0.57 |
21.810 |
-0.57 |
20.320 |
1.490 |
7.33 |
|
3.68 |
| | |
|
|
|
|
|
Danone |
59.340 |
Mon |
-0.44 |
58.970 |
0.63 |
52.710 |
6.260 |
11.88 |
|
3.46 |
| | |
|
|
|
|
|
TotalEnergies |
62.630 |
Mon |
0.24 |
60.130 |
4.16 |
61.390 |
-1.260 |
-2.05 |
|
3.41 |
| | |
|
|
|
|
|
Eni |
14.216 |
Mon |
-0.38 |
14.558 |
-2.35 |
14.972 |
-0.414 |
-2.77 |
|
2.99 |
| | |
|
|
|
|
|
BNP Paribas |
61.360 |
Mon |
0.25 |
59.050 |
3.91 |
59.030 |
0.020 |
0.03 |
|
2.09 |
| | |
|
|
|
|
|
Enel |
6.074 |
Mon |
-0.91 |
6.156 |
-1.33 |
5.604 |
0.552 |
9.85 |
|
1.56 |
| | |
|
|
|
L |
|
Volkswagen |
115.420 |
Mon |
1.44 |
117.220 |
-1.54 |
105.720 |
11.500 |
10.88 |
|
1.00 |
| | |
|
|
|
S |
|
Infineon |
32.000 |
Mon |
0.28 |
33.730 |
-5.13 |
31.945 |
1.785 |
5.59 |
|
-1.00 |
| | |
|
|
|
S |
|
Iberdrola |
10.985 |
Mon |
0.05 |
11.045 |
-0.54 |
10.240 |
0.805 |
7.86 |
|
-1.13 |
| | |
|
|
|
L |
|
Ahold Delhaize |
27.150 |
Mon |
-1.49 |
27.550 |
-1.45 |
28.150 |
-0.600 |
-2.13 |
|
-4.66 |
| | |
|
|
|
L |
|
Nokia |
3.227 |
Mon |
-3.97 |
3.316 |
-2.68 |
3.355 |
-0.039 |
-1.16 |
|
-6.13 |
| | |
|
|
|
S |
|
Sanofi |
88.000 |
Mon |
-0.23 |
88.320 |
-0.36 |
102.580 |
-14.260 |
-13.90 |
|
-6.40 |
| | |
|
|
|
L |
|
Kering |
423.450 |
Mon |
-0.63 |
420.150 |
0.79 |
419.650 |
0.500 |
0.12 |
|
-8.50 |
| | |
|
|
|
S |
|
Deutsche Post |
38.535 |
Mon |
-1.55 |
38.730 |
-0.50 |
38.440 |
0.290 |
0.75 |
|
-8.57 |
| | |
|
|
|
S |
|
Prosus |
27.315 |
Mon |
0.76 |
26.730 |
2.19 |
27.465 |
-0.735 |
-2.68 |
|
-8.85 |
| | |
|
|
|
L |
|
Pernod Ricard |
148.900 |
Mon |
-1.65 |
151.100 |
-1.46 |
157.150 |
-6.050 |
-3.85 |
|
-15.12 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/11/24 |
⇓ Δwk |
10/09/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| | |
|
|
|
S |
|
Bayer |
26.215 |
Mon |
-0.10 |
26.820 |
-2.26 |
43.440 |
-16.620 |
-38.26 |
|
-36.84 |
Euro 50 - 50 out of 50 instruments rated - 3/11/24 / 10/09/23 - 42 did rise, Market-Ratio(22) = 84.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 * 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 |
75 |
|
65.956 |
52.602 |
82.700 |
16.744 |
25 |
11,256 |
109 |
|
|
|
|
|
|
|
|
Saint-Gobain |
50 |
97 |
|
51.670 |
40.030 |
66.695 |
15.025 |
29 |
12,713 |
130 |
|
100 |
27 |
119 | |
long |
6/23/08 |
9/08/08 |
77 |
|
|
|
Fresenius |
50 |
341 |
|
18.613 |
18.533 |
|
-0.080 |
0 |
12,686 |
-2 |
|
|
|
|
|
|
|
|
Engie |
50 |
152 |
|
41.630 |
36.760 |
|
-4.870 |
-12 |
11,946 |
-45 |
|
100 |
-6 |
-26 | |
short |
9/08/08 |
3/30/09 |
203 |
|
|
|
Mercedes-Benz |
50 |
147 |
|
40.385 |
18.905 |
86.271 |
45.886 |
114 |
18,691 |
291 |
|
|
|
|
|
|
|
|
Nokia |
50 |
410 |
|
14.640 |
9.970 |
21.498 |
6.858 |
47 |
21,502 |
100 |
|
100 |
80 |
188 | |
long |
3/30/09 |
9/05/11 |
889 |
|
|
|
ASML |
50 |
830 |
|
12.940 |
23.280 |
|
10.340 |
80 |
30,085 |
27 |
|
|
|
|
|
|
|
|
Inditex |
50 |
1,908 |
|
5.638 |
11.578 |
|
5.940 |
105 |
41,418 |
34 |
|
100 |
93 |
31 | |
short |
9/05/11 |
1/09/12 |
126 |
|
|
|
Societe Generale |
50 |
1,022 |
|
20.250 |
15.000 |
27.338 |
7.088 |
35 |
48,662 |
139 |
|
|
|
|
|
|
|
|
Unicredit |
50 |
754 |
|
27.460 |
11.455 |
65.827 |
38.367 |
140 |
77,591 |
1,159 |
|
100 |
87 |
517 | |
long |
1/09/12 |
8/24/15 |
1323 |
|
|
|
ASML |
50 |
1,197 |
|
32.400 |
74.790 |
|
42.390 |
131 |
128,331 |
26 |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev |
50 |
817 |
|
47.495 |
91.280 |
|
43.785 |
92 |
164,104 |
20 |
|
100 |
112 |
23 | |
short |
8/24/15 |
10/26/15 |
63 |
|
|
|
E.on |
50 |
9,431 |
|
8.700 |
8.993 |
8.407 |
-0.293 |
-3 |
161,343 |
-18 |
|
|
|
|
|
|
|
|
Banco Santander |
50 |
15,749 |
|
5.210 |
5.230 |
5.190 |
-0.020 |
0 |
161,028 |
-2 |
|
100 |
-2 |
-10 | |
long |
10/26/15 |
1/11/16 |
77 |
|
|
|
Fresenius |
50 |
1,255 |
|
64.150 |
59.420 |
|
-4.730 |
-7 |
155,092 |
-30 |
|
|
|
|
|
|
|
|
Inditex |
50 |
2,395 |
|
33.610 |
29.430 |
|
-4.180 |
-12 |
145,081 |
-47 |
|
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 |
619 |
|
117.050 |
110.750 |
123.708 |
6.658 |
6 |
149,203 |
323 |
|
|
|
|
|
|
|
|
Banco Santander |
50 |
17,800 |
|
4.080 |
3.860 |
4.313 |
0.233 |
6 |
153,341 |
324 |
|
100 |
6 |
324 | |
long |
1/25/16 |
4/04/16 |
70 |
|
|
|
SAP |
50 |
1,054 |
|
72.680 |
70.040 |
|
-2.640 |
-4 |
150,559 |
-18 |
|
|
|
|
|
|
|
|
Vinci |
50 |
1,245 |
|
61.630 |
65.450 |
|
3.820 |
6 |
155,314 |
37 |
|
100 |
1 |
7 | |
short |
4/04/16 |
5/16/16 |
42 |
|
|
|
Deutsche Bank |
50 |
5,879 |
|
13.209 |
12.861 |
13.567 |
0.358 |
3 |
157,416 |
26 |
|
|
|
|
|
|
|
|
Unicredit |
50 |
5,138 |
|
15.113 |
14.382 |
15.881 |
0.768 |
5 |
161,363 |
54 |
|
100 |
4 |
39 | |
long |
5/16/16 |
3/16/20 |
1400 |
|
|
|
Deutsche Post |
50 |
3,004 |
|
26.850 |
20.560 |
|
-6.290 |
-23 |
142,468 |
-7 |
|
|
|
|
|
|
|
|
Vinci |
50 |
1,231 |
|
65.520 |
59.040 |
|
-6.480 |
-10 |
134,491 |
-3 |
|
100 |
-17 |
-5 | |
short |
3/16/20 |
8/03/20 |
140 |
|
|
|
ING Groep |
50 |
14,399 |
|
4.670 |
6.056 |
3.284 |
-1.386 |
-30 |
114,534 |
-60 |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev |
50 |
1,946 |
|
34.550 |
46.325 |
22.775 |
-11.775 |
-34 |
91,620 |
-66 |
|
100 |
-32 |
-63 | |
long |
8/03/20 |
6/20/22 |
686 |
|
|
|
SAP |
50 |
333 |
|
137.540 |
89.240 |
|
-48.300 |
-35 |
75,536 |
-21 |
|
|
|
|
|
|
|
|
ASML |
50 |
147 |
|
310.100 |
457.250 |
|
147.150 |
47 |
97,167 |
23 |
|
100 |
6 |
3 | |
short |
6/20/22 |
8/08/22 |
49 |
|
|
|
Philips |
50 |
2,465 |
|
19.704 |
20.310 |
19.098 |
-0.606 |
-3 |
95,673 |
-21 |
|
|
|
|
|
|
|
|
Adyen |
50 |
39 |
|
1,238.600 |
1,820.000 |
657.200 |
-581.400 |
-47 |
72,999 |
-99 |
|
100 |
-25 |
-88 | |
long |
8/08/22 |
3/18/24 |
588 |
|
|
|
Deutsche Börse |
50 |
208 |
|
174.750 |
185.050 |
|
10.300 |
6 |
75,141 |
4 |
|
|
|
|
|
|
|
|
TotalEnergies |
50 |
735 |
|
49.820 |
62.630 |
|
12.810 |
26 |
84,556 |
15 |
|
100 |
16 |
10 | |
accum | 3/03/08 |
3/18/24 | 5860 |
days out of 6651 invested (88%) |
746 |
84,556 |
14 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
ASML | long | 3/30/09 | 9/05/11 | 889 | 12.94 | 23.28 | | 10.34 | 79.91 | 50 | 39.95 | |
| long | 1/09/12 | 8/24/15 | 1323 | 32.40 | 74.79 | | 42.39 | 130.83 | | 65.42 | |
| long | 8/03/20 | 6/20/22 | 686 | 310.10 | 457.25 | | 147.15 | 47.45 | | 23.73 | 186.43 |
Unicredit | short | 9/05/11 | 1/09/12 | 126 | 27.46 | 11.46 | 65.83 | 38.37 | 139.72 | | 69.86 | |
| short | 4/04/16 | 5/16/16 | 42 | 15.11 | 14.38 | 15.88 | 0.77 | 5.08 | | 2.54 | 74.18 |
Mercedes-Benz | short | 9/08/08 | 3/30/09 | 203 | 40.39 | 18.91 | 86.27 | 45.89 | 113.62 | | 56.81 | 56.81 |
Inditex | long | 3/30/09 | 9/05/11 | 889 | 5.64 | 11.58 | | 5.94 | 105.36 | | 52.68 | |
| long | 10/26/15 | 1/11/16 | 77 | 33.61 | 29.43 | | -4.18 | -12.44 | | -6.22 | 43.18 |
Societe Generale | short | 3/03/08 | 6/23/08 | 112 | 65.96 | 52.60 | 82.70 | 16.74 | 25.39 | | 12.69 | |
| short | 9/05/11 | 1/09/12 | 126 | 20.25 | 15.00 | 27.34 | 7.09 | 35.00 | | 17.50 | 32.41 |
Nokia | short | 9/08/08 | 3/30/09 | 203 | 14.64 | 9.97 | 21.50 | 6.86 | 46.84 | | 23.42 | 23.42 |
Anheuser-Busch InBev | long | 1/09/12 | 8/24/15 | 1323 | 47.50 | 91.28 | | 43.79 | 92.19 | | 46.09 | |
| short | 3/16/20 | 8/03/20 | 140 | 34.55 | 46.33 | 22.78 | -11.78 | -34.08 | | -17.04 | 21.20 |
Saint-Gobain | short | 3/03/08 | 6/23/08 | 112 | 51.67 | 40.03 | 66.69 | 15.02 | 29.08 | | 14.54 | 14.54 |
TotalEnergies | long | 8/08/22 | 3/18/24 | 588 | 49.82 | 62.63 | | 12.81 | 25.71 | | 12.86 | 12.86 |
Deutsche Börse | long | 8/08/22 | 3/18/24 | 588 | 174.75 | 185.05 | | 10.30 | 5.89 | | 2.95 | 2.95 |
Volkswagen | short | 1/11/16 | 1/25/16 | 14 | 117.05 | 110.75 | 123.71 | 6.66 | 5.69 | | 2.84 | 2.84 |
Banco Santander | short | 8/24/15 | 10/26/15 | 63 | 5.21 | 5.23 | 5.19 | -0.02 | -0.38 | | -0.19 | |
| short | 1/11/16 | 1/25/16 | 14 | 4.08 | 3.86 | 4.31 | 0.23 | 5.70 | | 2.85 | 2.65 |
Deutsche Bank | short | 4/04/16 | 5/16/16 | 42 | 13.21 | 12.86 | 13.57 | 0.36 | 2.71 | | 1.35 | 1.35 |
Philips | short | 6/20/22 | 8/08/22 | 49 | 19.70 | 20.31 | 19.10 | -0.61 | -3.08 | | -1.54 | -1.54 |
E.on | short | 8/24/15 | 10/26/15 | 63 | 8.70 | 8.99 | 8.41 | -0.29 | -3.36 | | -1.68 | -1.68 |
Vinci | long | 1/25/16 | 4/04/16 | 70 | 61.63 | 65.45 | | 3.82 | 6.20 | | 3.10 | |
| long | 5/16/16 | 3/16/20 | 1400 | 65.52 | 59.04 | | -6.48 | -9.89 | | -4.95 | -2.00 |
Fresenius | long | 6/23/08 | 9/08/08 | 77 | 18.61 | 18.53 | | -0.08 | -0.43 | | -0.21 | |
| long | 10/26/15 | 1/11/16 | 77 | 64.15 | 59.42 | | -4.73 | -7.37 | | -3.69 | -3.89 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Engie | long | 6/23/08 | 9/08/08 | 77 | 41.63 | 36.76 | | -4.87 | -11.70 | | -5.85 | -5.85 |
Deutsche Post | long | 5/16/16 | 3/16/20 | 1400 | 26.85 | 20.56 | | -6.29 | -23.43 | | -11.71 | -11.71 |
ING Groep | short | 3/16/20 | 8/03/20 | 140 | 4.67 | 6.06 | 3.28 | -1.39 | -29.68 | | -14.84 | -14.84 |
SAP | long | 1/25/16 | 4/04/16 | 70 | 72.68 | 70.04 | | -2.64 | -3.63 | | -1.82 | |
| long | 8/03/20 | 6/20/22 | 686 | 137.54 | 89.24 | | -48.30 | -35.12 | | -17.56 | -19.06 |
Adyen | short | 6/20/22 | 8/08/22 | 49 | 1,238.60 | 1,820.00 | 657.20 | -581.40 | -46.94 | | -23.47 | -23.47 |
Annotations
2/19/24 | Euro 50 | | | Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter,
Hermes and Vonovia |
9/14/23 | Prosus | | | stock split 1:2.1796 (two-point-onesevenninesix for one) |
9/24/18 | Euro 50 | | | Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain |
1/23/17 | Unicredit | | | reverse stock split 10:1 (one for ten) |
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 |
9/22/14 | €-Stoxx 50 | | | Nokia replaces CRH. |
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