Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 - 22/11/21 - RS = 22

		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	21/06/21	prc diff	⇓ Δ22	Curr	∅-RS
		Stoxx 50	3,606.580	Fri	-3.80	3,769.560	-4.32	3,546.360	223.200	6.29	EUR	11.27
	L	Novo Nordisk	712.500	Fri	-1.04	742.300	-4.01	516.300	226.000	43.77	DKK	46.54
		ASML	685.600	Fri	-3.57	747.300	-8.26	568.700	178.600	31.40	EUR	40.97
		ING Groep	12.096	Fri	-7.28	13.106	-7.71	11.102	2.004	18.05	EUR	29.60
	L	Daimler	83.160	Fri	-5.91	90.970	-8.59	79.360	11.610	14.63	EUR	29.54
		Eni	11.530	Fri	-6.23	12.328	-6.47	10.418	1.910	18.33	EUR	23.41
		LVMH	692.000	Fri	-5.81	728.300	-4.98	680.100	48.200	7.09	EUR	22.55
	L	RELX	2,309.000	Fri	-1.74	2,367.000	-2.45	1,933.000	434.000	22.45	GBP	21.78
		Schneider Electric	151.580	Fri	-3.28	162.100	-6.49	134.380	27.720	20.63	EUR	21.74
		L´Oreal	402.300	Fri	-3.18	417.850	-3.72	389.250	28.600	7.35	EUR	20.49
		Diageo	3,759.500	Fri	-3.90	3,901.500	-3.64	3,487.000	414.500	11.89	GBP	19.99
	L	Siemens	145.240	Fri	-5.43	155.920	-6.85	136.500	19.420	14.23	EUR	16.97
		Lloyds Bank	46.000	Fri	-7.42	49.730	-7.50	46.995	2.735	5.82	GBP	16.67
		BNP Paribas	55.290	Fri	-5.86	58.640	-5.71	53.860	4.780	8.87	EUR	15.45
		Axa	24.225	Fri	-4.89	25.395	-4.61	21.825	3.570	16.36	EUR	15.34
		ABB	31.500	Fri	-4.23	33.520	-6.03	30.820	2.700	8.76	CHF	14.36
		UBS	15.615	Fri	-5.79	16.380	-4.67	14.270	2.110	14.79	CHF	14.28
		Barclays	181.660	Fri	-7.08	194.740	-6.72	172.940	21.800	12.61	GBP	14.27
		Royal Dutch Shell A	18.362	Fri	-6.34	19.238	-4.55	16.796	2.442	14.54	EUR	14.13
	L	Nestlé	120.500	Fri	-1.26	122.620	-1.73	116.200	6.420	5.52	CHF	12.93
		Roche	358.600	Fri	-0.95	366.600	-2.18	349.150	17.450	5.00	CHF	12.06
		BP	317.650	Fri	-7.86	334.400	-5.01	316.850	17.550	5.54	GBP	11.24
	L	GlaxoSmithKline	1,510.800	Fri	-1.90	1,526.200	-1.01	1,415.000	111.200	7.86	GBP	10.82
		TotalEnergies	40.530	Fri	-5.93	42.395	-4.40	39.960	2.435	6.09	EUR	10.54
	L	National Grid	1,002.200	Fri	-0.48	985.000	1.75	926.900	58.100	6.27	GBP	9.28
		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	21/06/21	prc diff	⇓ Δ22	Curr	∅-RS
	L	Air Liquide	148.540	Fri	-1.86	153.420	-3.18	148.200	5.220	3.52	EUR	8.98
		SAP	115.220	Fri	-3.84	121.660	-5.29	118.060	3.600	3.05	EUR	7.25
	L	Sanofi	85.010	Fri	-1.89	89.360	-4.87	88.220	1.140	1.29	EUR	6.38
		Airbus	99.360	Fri	-11.49	108.780	-8.66	112.920	-4.140	-3.67	EUR	6.35
		AstraZeneca	8,411.000	Fri	-1.14	8,443.000	-0.38	8,408.000	35.000	0.42	GBP	6.03
	L	HSBC	414.050	Fri	-6.70	436.950	-5.24	426.550	10.400	2.44	GBP	5.72
		Intesa Sanpaolo	2.157	Fri	-5.75	2.327	-7.33	2.367	-0.039	-1.67	EUR	4.19
		Banco Santander	2.783	Fri	-8.92	3.102	-10.28	3.280	-0.178	-5.43	EUR	3.95
		Zurich Insurance	382.700	Fri	-3.31	393.000	-2.62	374.800	18.200	4.86	CHF	2.93
		Deutsche Telekom	16.148	Fri	-4.17	16.910	-4.51	17.812	-0.902	-5.06	EUR	2.83
		Vinci	84.020	Fri	-8.45	89.530	-6.15	94.020	-4.490	-4.78	EUR	0.69
		Prudential	1,303.500	Fri	-8.17	1,436.000	-9.23	1,456.500	-20.500	-1.41	GBP	0.63
	L	Reckitt Benckiser	6,186.000	Fri	-0.18	6,213.000	-0.43	6,450.000	-237.000	-3.67	GBP	0.41
		Allianz	191.440	Fri	-5.53	203.050	-5.72	217.200	-14.150	-6.51	EUR	-0.56
	S	Safran	101.100	Fri	-10.26	111.600	-9.41	125.940	-14.340	-11.39	EUR	-3.63
		Unilever	46.850	Fri	-0.89	45.920	2.03	50.260	-4.340	-8.64	EUR	-3.76
		AB InBev	51.190	Fri	-5.81	52.440	-2.38	63.770	-11.330	-17.77	EUR	-4.28
	L	Bayer	45.540	Fri	-3.97	48.200	-5.52	52.190	-3.990	-7.65	EUR	-4.61
	S	BAT	2,541.000	Fri	-2.70	2,579.500	-1.49	2,811.500	-232.000	-8.25	GBP	-4.82
		Vodafone	109.620	Fri	-3.93	117.240	-6.50	129.460	-12.220	-9.44	GBP	-5.51
	S	Novartis	74.720	Fri	-2.42	76.190	-1.93	86.160	-9.970	-11.57	CHF	-5.83
	L	Iberdrola	9.946	Fri	-3.11	10.025	-0.79	10.845	-0.820	-7.56	EUR	-5.89
	S	BASF	57.910	Fri	-6.01	61.930	-6.49	65.690	-3.760	-5.72	EUR	-6.59
		Unilever Plc	3,951.500	Fri	-0.57	3,858.000	2.42	4,304.500	-446.500	-10.37	GBP	-6.67
		Enel	6.816	Fri	-4.66	6.952	-1.96	8.120	-1.168	-14.38	EUR	-12.14
		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	21/06/21	prc diff	⇓ Δ22	Curr	∅-RS
	S	Rio Tinto	4,542.500	Fri	-2.69	4,539.500	0.07	5,792.000	-1,252.500	-21.62	GBP	-18.65
Europe 50 - 50 out of 50 instruments rated - 22/11/21 / 21/06/21 - 30 did rise, Market-Ratio(22) = 60.00 %

Technical Chart

	Europe 50 RS = 22 - B/S = 28/27

2/01/17	scale up chart	22/11/21

Transactions STOXX Europe 50 * A22 - 28/27 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	8,510	GBP	1.175	1.153	1.198	0.023	2	10,195	65
long	26/06/06	21/01/08	574		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	21/01/08	21/04/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	21/04/08	28/04/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	28/04/08	23/06/08	56		UBS	100	489	CHF	36.340	22.060	59.864	23.524	65	29,304	2,488
long	23/06/08	30/06/08	7		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	30/06/08	11/08/08	42		UBS	100	1,374	CHF	21.440	23.180	19.700	-1.740	-8	27,085	-52
long	11/08/08	8/09/08	28		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	8/09/08	30/03/09	203		UBS	100	1,128	CHF	24.260	10.140	58.042	33.782	139	65,485	380
long	30/03/09	6/04/09	7		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	6/04/09	13/04/09	7		Lloyds Bank	100	82,967	GBP	0.797	0.879	0.715	-0.082	-10	59,322	-100
long	13/04/09	30/08/10	504		Deutsche Bank	100	1,973	EUR	30.053	38.566		8.513	28	76,118	20
short	30/08/10	6/09/10	7		BP	100	19,999	GBP	3.806	4.065	3.547	-0.259	-7	70,939	-97
long	6/09/10	8/08/11	336		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,899	14
short	8/08/11	19/12/11	133		Lloyds Bank	100	243,519	GBP	0.328	0.235	0.459	0.131	40	111,727	151
long	19/12/11	20/10/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,418	20
short	20/10/14	10/11/14	21		Deutsche Bank	100	8,791	EUR	21.545	21.563	21.527	-0.018	0	189,260	-1
long	10/11/14	24/08/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,794	0
short	24/08/15	26/10/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,460	-62
long	26/10/15	14/12/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,790	-7
short	14/12/15	28/12/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,171	-90
long	28/12/15	4/01/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,630	-81
short	4/01/16	25/01/16	21		Rio Tinto	100	7,391	GBP	19.025	16.090	22.495	3.470	18	166,279	1,740
long	25/01/16	28/03/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,071	-14
short	28/03/16	18/04/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,217	-53
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	25/04/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,938	-77
short	25/04/16	16/05/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,156	431
long	16/05/16	5/03/18	658		BAT	100	3,946	GBP	42.097	42.210		0.113	0	166,601	0
short	5/03/18	23/04/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,467	74
long	23/04/18	15/10/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,325	-15
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	81,471	EUR	2.042	1.960	2.126	0.085	4	173,225	70
long	12/11/18	10/12/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,464	-40
short	10/12/18	11/02/19	63		Bayer	100	2,737	EUR	60.800	68.170	53.430	-7.370	-12	146,292	-53
long	11/02/19	2/03/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	2/03/20	22/06/20	112		AB InBev	100	3,247	EUR	52.000	44.950	60.156	8.156	16	195,366	61
long	22/06/20	29/06/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,154	-6
short	29/06/20	27/07/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,660	35
long	27/07/20	26/11/21	487		ASML	100	616	EUR	323.950	685.600		361.650	112	422,437	75
accum	12/06/06	26/11/21	5647	days out of 5808 invested (97%)								4,124		422,437	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	21/01/08	21/04/08	91	40.30	35.94	45.19	4.89	12.13
	short	28/04/08	23/06/08	56	36.34	22.06	59.86	23.52	64.73
	short	30/06/08	11/08/08	42	21.44	23.18	19.70	-1.74	-8.12
	short	8/09/08	30/03/09	203	24.26	10.14	58.04	33.78	139.25	306.07
ASML	long	22/06/20	29/06/20	7	322.55	322.20		-0.35	-0.11
	long	27/07/20	26/11/21	487	323.95	685.60		361.65	111.64	111.41
Roche	long	19/12/11	20/10/14	1036	158.40	268.60		110.20	69.57
	long	11/02/19	2/03/20	385	272.55	314.70		42.15	15.47	95.79
ABB	long	26/06/06	21/01/08	574	15.25	23.80		8.55	56.07	56.07
Deutsche Bank	long	13/04/09	30/08/10	504	30.05	38.57		8.51	28.33
	short	20/10/14	10/11/14	21	21.55	21.56	21.53	-0.02	-0.08	28.22
Lloyds Bank	short	6/04/09	13/04/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	19/12/11	133	0.33	0.23	0.46	0.13	39.84	25.45
AB InBev	short	2/03/20	22/06/20	112	52.00	44.95	60.16	8.16	15.68	15.68
Novo Nordisk	long	6/09/10	8/08/11	336	101.30	114.10		12.80	12.64	12.64
Imperial Brands	short	5/03/18	23/04/18	49	25.81	23.96	27.80	1.99	7.72	7.72
Credit Suisse	short	28/03/16	18/04/16	21	13.95	14.54	13.36	-0.59	-4.23
	short	25/04/16	16/05/16	21	14.74	13.39	16.23	1.49	10.08	5.43
Intesa Sanpaolo	short	15/10/18	12/11/18	28	2.04	1.96	2.13	0.08	4.15	4.15
Airbus	short	29/06/20	27/07/20	28	63.35	61.92	64.81	1.46	2.31	2.31
Vodafone	short	12/06/06	26/06/06	14	1.18	1.15	1.20	0.02	1.95	1.95
Novartis	long	10/11/14	24/08/15	287	74.46	74.67		0.21	0.28	0.28
AstraZeneca	long	11/08/08	8/09/08	28	25.81	26.09		0.28	1.08
	long	30/03/09	6/04/09	7	23.52	23.75		0.23	0.98
	long	12/11/18	10/12/18	28	62.51	60.07		-2.44	-3.90	-1.91
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BAT	long	18/04/16	25/04/16	7	42.81	41.63		-1.18	-2.76
	long	16/05/16	5/03/18	658	42.10	42.21		0.11	0.27	-2.50
SAP	long	26/10/15	14/12/15	49	70.13	69.40		-0.73	-1.04
	long	28/12/15	4/01/16	7	72.86	70.58		-2.28	-3.13
	long	25/01/16	28/03/16	63	72.68	70.84		-1.84	-2.53	-6.56
BP	short	30/08/10	6/09/10	7	3.81	4.07	3.55	-0.26	-6.81	-6.81
LVMH	long	23/04/18	15/10/18	175	281.05	260.45		-20.60	-7.33	-7.33
Rio Tinto	long	21/04/08	28/04/08	7	51.52	51.43		-0.09	-0.18
	long	23/06/08	30/06/08	7	49.35	49.64		0.29	0.59
	short	24/08/15	26/10/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	14/12/15	28/12/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	4/01/16	25/01/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	10/12/18	11/02/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12

Annotations

24/09/18	Europe 50	Safran replaces Imperial Brands
31/05/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
4/10/16	AB InBev	acquisition of SAB Miller completed
19/09/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
21/09/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
14/09/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
5/09/15	Europe 50	complete analysis
9/07/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
22/09/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


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