Mon, Jan 27th, 2020, 15:13UTC
 
RS Chart
Assessment - STOXX Europe 50 - 1/20/20 - RS = 22
 ⇐ 
  instrument freshest Δday 1/20/20 Δwk 8/19/19  prc diff Δ22  Curr ∅-RS
real-time RS chart chart L add note Stoxx 50 3,393.540  13:54 -2.09 3,418.620 -0.73 3,094.120 324.500 10.49  EUR 8.05 
real-time RS chart chart add note ASML 264.400  09:03 -2.31 263.100 0.49 195.080 68.020 34.87  EUR 34.97 
real-time RS chart chart L add note Schneider Electric 91.660  13:25 -2.72 92.700 -1.12 73.060 19.640 26.88  EUR 21.34 
real-time RS chart chart L add note ABB 22.750  13:14 -2.82 23.630 -3.72 18.300 5.330 29.13  CHF 19.24 
real-time RS chart chart add note Enel 7.746  13:35 -0.93 7.226 7.20 6.359 0.867 13.63  EUR 18.49 
real-time RS chart chart add note LVMH 400.800  13:25 -3.72 415.150 -3.46 356.850 58.300 16.34  EUR 18.27 
real-time RS chart chart L add note BNP Paribas 49.190  13:25 -1.44 52.680 -6.62 40.795 11.885 29.13  EUR 17.54 
real-time RS chart chart L add note Sanofi 87.220  13:25 -2.12 91.350 -4.52 77.240 14.110 18.27  EUR 16.21 
real-time RS chart chart L add note AstraZeneca 7,543.000  09:23 -1.51 7,623.000 -1.05 7,281.000 342.000 4.70  GBP 15.69 
real-time RS chart chart L add note BAT 3,350.000  09:23 -1.83 3,350.000 3,036.500 313.500 10.32  GBP 14.36 
real-time RS chart chart add note Zurich Insurance 406.900  13:14 -1.48 400.100 1.70 351.200 48.900 13.92  CHF 14.24 
real-time RS chart chart L add note Barclays 170.680  09:22 -1.59 180.980 -5.69 140.600 40.380 28.72  GBP 13.72 
real-time RS chart chart L add note Siemens 115.100  12:55 -0.43 115.820 -0.62 87.230 28.590 32.78  EUR 13.69 
real-time RS chart chart L add note Roche 318.250  13:15 -1.62 315.750 0.79 274.700 41.050 14.94  CHF 13.22 
real-time RS chart chart L add note Bayer 73.890  12:54 -1.81 71.740 3.00 66.300 5.440 8.21  EUR 12.76 
real-time RS chart chart add note Novo Nordisk 410.450  09:30 -2.01 382.050 7.43 344.000 38.050 11.06  DKK 11.66 
real-time RS chart chart add note Airbus 134.480  13:25 -1.41 133.460 0.76 124.780 8.680 6.96  EUR 10.64 
real-time RS chart chart add note Intesa Sanpaolo 2.266  13:35 -0.55 2.340 -3.18 1.914 0.426 22.24  EUR 10.53 
real-time RS chart chart L add note National Grid 1,015.600  09:24 0.12 946.300 7.32 867.900 78.400 9.03  GBP 10.35 
real-time RS chart chart add note Axa 23.850  13:25 -1.89 25.135 -5.11 21.720 3.415 15.72  EUR 9.63 
real-time RS chart chart add note SAP 123.860  13:05 -2.40 119.560 3.60 107.980 11.580 10.72  EUR 9.62 
real-time RS chart chart add note Novartis 90.330  13:14 -1.33 92.090 -1.91 87.890 4.200 4.78  CHF 9.11 
real-time RS chart chart add note L´Oreal 260.400  13:25 -3.73 263.000 -0.99 237.600 25.400 10.69  EUR 8.83 
real-time RS chart chart add note GlaxoSmithKline 1,792.800  09:22 -1.65 1,770.400 1.27 1,664.600 105.800 6.36  GBP 8.73 
real-time RS chart chart L add note Lloyds Bank 57.310  09:24 -1.34 63.250 -9.39 49.935 13.315 26.66  GBP 8.49 
  instrument freshest Δday 1/20/20 Δwk 8/19/19  prc diff Δ22  Curr ∅-RS
real-time RS chart chart add note Iberdrola 9.888  09:07 0.02 9.132 8.28 9.298 -0.166 -1.79  EUR 8.44 
real-time RS chart chart add note Vinci 100.550  13:23 -1.81 98.720 1.85 97.460 1.260 1.29  EUR 8.22 
real-time RS chart chart add note Nestlé 107.780  13:15 -0.54 106.260 1.43 109.080 -2.820 -2.59  CHF 6.32 
real-time RS chart chart add note Air Liquide 128.250  13:24 -1.80 125.450 2.23 123.450 2.000 1.62  EUR 6.29 
real-time RS chart chart L add note ING Groep 10.060  09:04 -1.57 10.862 -7.38 8.492 2.370 27.91  EUR 5.87 
real-time RS chart chart add note Safran 144.800  13:24 -1.50 136.450 6.12 126.950 9.500 7.48  EUR 5.53 
real-time RS chart chart add note Allianz 216.850  12:54 -1.86 217.700 -0.39 201.150 16.550 8.23  EUR 5.20 
real-time RS chart chart L add note Total 46.475  13:25 -1.92 50.440 -7.86 44.150 6.290 14.25  EUR 4.86 
real-time RS chart chart add note RELX 2,022.000  09:23 -1.37 1,898.500 6.51 1,947.500 -49.000 -2.52  GBP 4.66 
real-time RS chart chart L add note UBS 12.170  13:14 -1.82 12.290 -0.98 10.265 2.025 19.73  CHF 3.15 
real-time RS chart chart add note Vodafone 154.680  09:24 -1.16 147.080 5.17 150.320 -3.240 -2.16  GBP 2.63 
real-time RS chart chart add note BASF 62.130  12:54 -1.52 66.270 -6.25 57.970 8.300 14.32  EUR 2.17 
real-time RS chart chart L add note Rio Tinto 4,231.450  09:24 -4.66 4,430.000 -4.48 4,065.000 365.000 8.98  GBP 1.16 
real-time RS chart chart L add note Reckitt Benckiser 6,126.000  09:23 -0.39 6,156.000 -0.49 6,193.000 -37.000 -0.60  GBP 0.32 
real-time RS chart chart L add note Eni 13.202  13:34 -1.99 14.316 -7.78 13.274 1.042 7.85  EUR -0.12 
real-time RS chart chart L add note Royal Dutch Shell A 25.605  09:04 -1.18 27.150 -5.69 25.340 1.810 7.14  EUR -0.13 
real-time RS chart chart S add note Diageo 3,204.500  09:22 -1.10 3,183.500 0.66 3,446.000 -262.500 -7.62  GBP -0.38 
real-time RS chart chart add note Daimler 42.790  12:55 -3.69 48.805 -12.32 41.970 6.835 16.29  EUR -1.43 
real-time RS chart chart S add note Unilever 51.780  09:04 -0.15 50.960 1.61 54.350 -3.390 -6.24  EUR -2.37 
real-time RS chart chart S add note AB InBev 69.380  09:04 -1.88 74.270 -6.58 86.570 -12.300 -14.21  EUR -2.56 
real-time RS chart chart S add note Deutsche Telekom 14.636  13:03 -1.11 14.578 0.40 14.982 -0.404 -2.70  EUR -2.67 
real-time RS chart chart add note BP 476.902  09:23 -1.89 504.100 -5.40 500.100 4.000 0.80  GBP -3.37 
real-time RS chart chart L add note Banco Santander 3.503  09:06 -1.06 3.775 -7.21 3.549 0.226 6.37  EUR -4.05 
real-time RS chart chart add note Unilever Plc 4,451.400  09:24 -0.51 4,324.500 2.93 5,091.000 -766.500 -15.06  GBP -5.71 
real-time RS chart chart L add note Prudential 1,349.750  09:24 -4.78 1,429.500 -5.58 1,399.000 30.500 2.18  GBP -5.83 
  instrument freshest Δday 1/20/20 Δwk 8/19/19  prc diff Δ22  Curr ∅-RS
real-time RS chart chart add note HSBC 560.800  09:23 -3.21 585.200 -4.17 603.700 -18.500 -3.06  GBP -6.20 
 Europe 50 - 50 out of 50 instruments rated - 1/20/20 / 8/19/19 - 39 did rise, Market-Ratio(22) = 78.00 % 
 
Technical Chart
Europe 50 RS = 22 - B/S = 28/27
Market Chart
1/04/16 scale up chart 1/20/20
 


Transactions STOXX Europe 50 * A22 - 28/27 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
1/02/06 6/12/06 161    - cash -
short 6/12/06   6/26/06 14  RT RS QC  Vodafone 100  8,510  GBP 1.175  1.153 1.198  0.023 2  10,195 65  
long 6/26/06   1/21/08 574  RT RS QC  ABB 100  668  CHF 15.250  23.800    8.550 56  15,906 33  
short 1/21/08   4/21/08 91  RT RS QC  UBS 100  394  CHF 40.300  35.940 45.189  4.889 12  17,833 58  
long 4/21/08   4/28/08 7  RT RS QC  Rio Tinto 100  346  GBP 51.524  51.433    -0.091 0  17,801 -9  
short 4/28/08   6/23/08 56  RT RS QC  UBS 100  489  CHF 36.340  22.060 59.864  23.524 65  29,304 2,488  
long 6/23/08   6/30/08 7  RT RS QC  Rio Tinto 100  593  GBP 49.352  49.641    0.289 1  29,476 36  
short 6/30/08   8/11/08 42  RT RS QC  UBS 100  1,374  CHF 21.440  23.180 19.700  -1.740 -8  27,085 -52  
long 8/11/08   9/08/08 28  RT RS QC  AstraZeneca 100  1,049  GBP 25.810  26.090    0.280 1  27,379 15  
short 9/08/08   3/30/09 203  RT RS QC  UBS 100  1,128  CHF 24.260  10.140 58.042  33.782 139  65,485 380  
long 3/30/09   4/06/09 7  RT RS QC  AstraZeneca 100  2,784  GBP 23.520  23.750    0.230 1  66,125 66  
short 4/06/09   4/13/09 7  RT RS QC  Lloyds Bank 100  82,967  GBP 0.797  0.879 0.715  -0.082 -10  59,322 -100  
long 4/13/09   8/30/10 504  RT RS QC  Deutsche Bank 100  1,768  EUR 33.544  43.046    9.502 28  76,121 20  
short 8/30/10   9/06/10 7  RT RS QC  BP 100  20,000  GBP 3.806  4.065 3.547  -0.259 -7  70,941 -97  
long 9/06/10   8/08/11 336  RT RS QC  Novo Nordisk 100  700  DKK 101.300  114.100    12.800 13  79,901 14  
short 8/08/11  12/19/11 133  RT RS QC  Lloyds Bank 100  243,527  GBP 0.328  0.235 0.459  0.131 40  111,730 151  
long 12/19/11  10/20/14 1036  RT RS QC  Roche 100  705  CHF 158.400  268.600    110.200 70  189,421 20  
short 10/20/14  11/10/14 21  RT RS QC  Deutsche Bank 100  7,846  EUR 24.140  24.160 24.120  -0.020 0  189,265 -1  
long 11/10/14   8/24/15 287  RT RS QC  Novartis 100  2,541  CHF 74.460  74.670    0.210 0  189,798 0  
short 8/24/15  10/26/15 63  RT RS QC  Rio Tinto 100  8,809  GBP 21.545  24.875 18.215  -3.330 -15  160,464 -62  
long 10/26/15  12/14/15 49  RT RS QC  SAP 100  2,288  EUR 70.130  69.400    -0.730 -1  158,794 -7  
short 12/14/15  12/28/15 14  RT RS QC  Rio Tinto 100  8,592  GBP 18.480  20.065 16.895  -1.585 -9  145,176 -90  
long 12/28/15   1/04/16 7  RT RS QC  SAP 100  1,992  EUR 72.860  70.580    -2.280 -3  140,634 -81  
short 1/04/16   1/25/16 21  RT RS QC  Rio Tinto 100  7,392  GBP 19.025  16.090 22.495  3.470 18  166,287 1,740  
long 1/25/16   3/28/16 63  RT RS QC  SAP 100  2,287  EUR 72.680  70.840    -1.840 -3  162,079 -14  
short 3/28/16   4/18/16 21  RT RS QC  Credit Suisse 100  11,618  CHF 13.950  14.540 13.360  -0.590 -4  155,224 -53  
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
long 4/18/16   4/25/16 7  RT RS QC  BAT 100  3,626  GBP 42.805  41.625    -1.180 -3  150,946 -77  
short 4/25/16   5/16/16 21  RT RS QC  Credit Suisse 100  10,240  CHF 14.740  13.390 16.226  1.486 10  166,163 431  
long 5/16/16   3/05/18 658  RT RS QC  BAT 100  3,947  GBP 42.097  42.210    0.113 0  166,609 0  
short 3/05/18   4/23/18 49  RT RS QC  Imperial Brands 100  6,456  GBP 25.805  23.955 27.798  1.993 8  179,475 74  
long 4/23/18  10/15/18 175  RT RS QC  LVMH 100  638  EUR 281.050  260.450    -20.600 -7  166,332 -15  
short 10/15/18  11/12/18 28  RT RS QC  Intesa Sanpaolo 100  81,475  EUR 2.042  1.960 2.126  0.085 4  173,233 70  
long 11/12/18  12/10/18 28  RT RS QC  AstraZeneca 100  2,771  GBP 62.510  60.070    -2.440 -4  166,472 -40  
short 12/10/18   2/11/19 63  RT RS QC  Bayer 100  2,738  EUR 60.800  68.170 53.430  -7.370 -12  146,293 -53  
long 2/11/19   1/27/20 350  RT RS QC  Roche 100  536  CHF 272.550  318.250    45.700 17  170,788 18  
accum 6/12/06 1/27/204977 days out of 5138 invested (97%) 1,608 170,788 23  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UBSshort  1/21/08  4/21/089140.3035.9445.194.89 12.13 
 short  4/28/08  6/23/085636.3422.0659.8623.52 64.73 
 short  6/30/08  8/11/084221.4423.1819.70-1.74 -8.12 
 short  9/08/08  3/30/0920324.2610.1458.0433.78 139.25306.07 
 Rochelong 12/19/11 10/20/141036158.40268.60110.20 69.57 
 long  2/11/19  1/27/20350272.55318.2545.70 16.7798.00 
 ABBlong  6/26/06  1/21/0857415.2523.808.55 56.0756.07 
 Deutsche Banklong  4/13/09  8/30/1050433.5443.059.50 28.33 
 short 10/20/14 11/10/142124.1424.1624.12-0.02 -0.0828.22 
 Lloyds Bankshort  4/06/09  4/13/0970.800.880.72-0.08 -10.29 
 short  8/08/11 12/19/111330.330.230.460.13 39.8425.45 
 Novo Nordisklong  9/06/10  8/08/11336101.30114.1012.80 12.6412.64 
 Imperial Brandsshort  3/05/18  4/23/184925.8123.9627.801.99 7.727.72 
 Credit Suisseshort  3/28/16  4/18/162113.9514.5413.36-0.59 -4.23 
 short  4/25/16  5/16/162114.7413.3916.231.49 10.085.43 
 Intesa Sanpaoloshort 10/15/18 11/12/18282.041.962.130.08 4.154.15 
 Vodafoneshort  6/12/06  6/26/06141.181.151.200.02 1.951.95 
 Novartislong 11/10/14  8/24/1528774.4674.670.21 0.280.28 
 AstraZenecalong  8/11/08  9/08/082825.8126.090.28 1.08 
 long  3/30/09  4/06/09723.5223.750.23 0.98 
 long 11/12/18 12/10/182862.5160.07-2.44 -3.90-1.91 
 BATlong  4/18/16  4/25/16742.8141.63-1.18 -2.76 
 long  5/16/16  3/05/1865842.1042.210.11 0.27-2.50 
 SAPlong 10/26/15 12/14/154970.1369.40-0.73 -1.04 
 long 12/28/15  1/04/16772.8670.58-2.28 -3.13 
 long  1/25/16  3/28/166372.6870.84-1.84 -2.53-6.56 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 BPshort  8/30/10  9/06/1073.814.073.55-0.26 -6.81-6.81 
 LVMHlong  4/23/18 10/15/18175281.05260.45-20.60 -7.33-7.33 
 Rio Tintolong  4/21/08  4/28/08751.5251.43-0.09 -0.18 
 long  6/23/08  6/30/08749.3549.640.29 0.59 
 short  8/24/15 10/26/156321.5524.8818.22-3.33 -15.46 
 short 12/14/15 12/28/151418.4820.0716.90-1.59 -8.58 
 short  1/04/16  1/25/162119.0316.0922.503.47 18.24-8.23 
 Bayershort 12/10/18  2/11/196360.8068.1753.43-7.37 -12.12-12.12 


Annotations
9/24/18Europe 50Safran replaces Imperial Brands
5/31/17Europe 50Glencore replaces Syngenta (acquired by ChemChina)
10/04/16AB InBevacquisition of SAB Miller completed
9/19/16Europe 50Syngenta replaces Richemont
8/08/16Europe 50ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15Europe 50Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15Europe 50complete analysis
ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15Europe 50complete analysis
7/09/15Europe 50market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14Europe 50BT Group and Prudential replace Ericsson and Tesco.