Share-o-matic - Portfolio

Thu, Feb 9th, 2023, 9:11UTC

Assessment - STOXX Europe 50 - 2/06/23 - RS = 22

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ22	Curr	∅-RS
	L	Stoxx 50	3,918.410	08:06	0.77	3,856.400	1.61	3,501.140	355.260	10.15	EUR	6.70
	L	Hermes International	1,697.500	08:45	0.44	1,742.500	-2.58	1,255.000	487.500	38.84	EUR	38.34
	L	Prosus	75.290	08:46	2.14	73.250	2.78	59.360	13.890	23.40	EUR	31.87
	L	Richemont	141.350	08:46	1.07	140.800	0.39	105.950	34.850	32.89	CHF	26.76
	L	LVMH	807.900	08:46	0.97	814.200	-0.77	635.000	179.200	28.22	EUR	26.38
	L	Banco Santander	3.536	08:06	0.21	3.446	2.63	2.395	1.051	43.86	EUR	24.56
	L	Siemens	149.680	08:48	6.87	142.960	4.70	102.060	40.900	40.07	EUR	22.67
	L	BNP Paribas	63.850	08:07		60.750	5.10	46.460	14.290	30.76	EUR	20.75
	L	Novo Nordisk	967.900	09:01	-0.30	958.000	1.03	782.800	175.200	22.38	DKK	20.47
	L	UBS	20.050	08:47	0.75	19.845	1.03	15.430	4.415	28.61	CHF	19.66
	L	ASML	625.400	08:06	0.97	620.600	0.77	477.200	143.400	30.05	EUR	18.93
	L	Mercedes-Benz	72.650	08:46	1.20	71.850	1.11	53.640	18.210	33.95	EUR	17.65
	L	SAP	111.400	08:47	0.67	111.840	-0.39	84.510	27.330	32.34	EUR	17.53
	L	Schneider Electric	153.760	08:48	3.49	152.060	1.12	118.400	33.660	28.43	EUR	15.75
	L	HSBC	617.400	08:45	0.82	596.000	3.59	536.800	59.200	11.03	GBP	15.69
	L	Axa	28.735	08:06	0.75	28.485	0.88	23.570	4.915	20.85	EUR	15.45
	L	Allianz	223.600	08:51	1.29	219.300	1.96	168.740	50.560	29.96	EUR	13.83
	L	Vinci	106.740	08:47	2.32	104.500	2.14	92.950	11.550	12.43	EUR	13.56
	L	Rio Tinto	6,116.000	08:46	1.07	6,047.000	1.14	4,732.500	1,314.500	27.78	GBP	13.22
		BP	532.900	08:07	-0.06	478.350	11.40	463.350	15.000	3.24	GBP	12.52
	L	L´Oreal	376.200	08:45	0.23	381.950	-1.51	341.650	40.300	11.80	EUR	11.40
	L	Kering	575.400	08:45	1.32	576.000	-0.10	494.250	81.750	16.54	EUR	11.07
	L	BASF	53.080	08:51	0.42	52.950	0.25	41.270	11.680	28.30	EUR	10.59
	L	EssilorLuxottica	174.950	08:45	0.43	175.000	-0.03	148.400	26.600	17.92	EUR	10.44
	L	ABB	31.240	08:05	1.76	31.430	-0.60	26.730	4.700	17.58	CHF	10.18
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ22	Curr	∅-RS
	L	Airbus	113.840	08:51	0.48	115.740	-1.64	96.860	18.880	19.49	EUR	10.06
	L	Deutsche Telekom	20.370	08:07	1.04	20.135	1.17	18.902	1.233	6.52	EUR	9.96
	L	Deutsche Post	41.755	08:07	0.83	41.945	-0.45	35.610	6.335	17.79	EUR	9.92
		Unilever Plc	4,103.500	08:48	0.10	4,163.500	-1.44	3,880.000	283.500	7.31	GBP	8.52
		TotalEnergies	57.330	08:48	1.58	55.660	3.00	53.180	2.480	4.66	EUR	7.83
	L	RELX	2,433.000	08:46	0.37	2,442.000	-0.37	2,236.000	206.000	9.21	GBP	6.33
	L	Bayer	62.550	08:52	0.10	58.190	7.49	51.810	6.380	12.31	EUR	5.06
		Anheuser-Busch InBev	54.750	08:06	0.48	54.750		48.975	5.775	11.79	EUR	4.12
	L	Air Liquide	146.900	08:05	0.18	143.640	2.27	120.640	23.000	19.06	EUR	3.85
		Iberdrola	10.695	08:45	0.42	10.690	0.05	10.610	0.080	0.75	EUR	3.61
		Shell	27.965	08:48	1.51	26.850	4.15	27.245	-0.395	-1.45	EUR	3.60
	L	Adyen	1,315.400	08:06	2.81	1,540.000	-14.58	1,504.800	35.200	2.34	EUR	3.26
		Linde	313.850	08:46	-0.55	299.300	4.86	275.800	23.500	8.52	EUR	3.21
		AstraZeneca	10,882.000	08:06	1.21	10,580.000	2.85	10,648.000	-68.000	-0.64	GBP	2.01
		Zurich Insurance	439.100	08:48	-1.33	439.500	-0.09	430.000	9.500	2.21	CHF	1.95
	L	Enel	5.374	08:06	0.45	5.379	-0.09	4.700	0.679	14.45	EUR	1.34
	L	Adidas	155.440	08:51	0.94	155.360	0.05	145.200	10.160	7.00	EUR	0.58
	L	Nestlé	109.820	08:47	-0.51	111.480	-1.49	113.000	-1.520	-1.35	CHF	-2.20
	L	National Grid	1,023.750	08:46	-0.17	1,040.000	-1.56	1,090.500	-50.500	-4.63	GBP	-2.76
		Novartis	80.340	08:47	0.02	79.150	1.50	79.820	-0.670	-0.84	CHF	-3.40
		Diageo	3,530.500	08:07	0.47	3,561.500	-0.87	3,737.500	-176.000	-4.71	GBP	-4.18
	L	Reckitt Benckiser	5,722.000	08:46		5,784.000	-1.07	6,440.000	-656.000	-10.19	GBP	-4.67
	L	GSK	1,507.000	08:46	0.40	1,461.000	3.15	1,357.800	103.200	7.60	GBP	-4.89
		Sanofi	89.240	08:47	0.82	84.910	5.10	80.760	4.150	5.14	EUR	-6.70
	S	BAT	2,995.000	08:07	-3.11	3,112.000	-3.76	3,471.500	-359.500	-10.36	GBP	-6.73
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ22	Curr	∅-RS
	S	Roche	284.750	08:47	-0.70	283.900	0.30	319.200	-35.300	-11.06	CHF	-12.78
Europe 50 - 50 out of 50 instruments rated - 2/06/23 / 9/05/22 - 41 did rise, Market-Ratio(22) = 82.00 %

Technical Chart

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

1/07/19	scale up chart	2/06/23

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
1/02/06		6/12/06	161		- cash -
short	6/12/06	6/26/06	14		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		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	1/21/08	4/21/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	4/21/08	4/28/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	4/28/08	6/23/08	56		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		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	6/30/08	8/11/08	42		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		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	9/08/08	3/30/09	203		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		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	4/06/09	4/13/09	7		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		Deutsche Bank	100	1,973	EUR	30.053	38.566		8.513	28	76,118	20
short	8/30/10	9/06/10	7		BP	100	19,999	GBP	3.806	4.065	3.547	-0.259	-7	70,939	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,899	14
short	8/08/11	12/19/11	133		Lloyds Bank	100	243,519	GBP	0.328	0.235	0.459	0.131	40	111,727	151
long	12/19/11	10/20/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,418	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,791	EUR	21.545	21.563	21.527	-0.018	0	189,260	-1
long	11/10/14	8/24/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,794	0
short	8/24/15	10/26/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,460	-62
long	10/26/15	12/14/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,790	-7
short	12/14/15	12/28/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,171	-90
long	12/28/15	1/04/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,630	-81
short	1/04/16	1/25/16	21		Rio Tinto	100	7,391	GBP	19.025	16.090	22.495	3.470	18	166,279	1,740
long	1/25/16	3/28/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,071	-14
short	3/28/16	4/18/16	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	4/18/16	4/25/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,938	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,156	431
long	5/16/16	3/05/18	658		BAT	100	3,946	GBP	42.097	42.210		0.113	0	166,601	0
short	3/05/18	4/23/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,467	74
long	4/23/18	10/15/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,325	-15
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	81,471	EUR	2.042	1.960	2.126	0.085	4	173,225	70
long	11/12/18	12/10/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,464	-40
short	12/10/18	2/11/19	63		Bayer	100	2,737	EUR	60.800	68.170	53.430	-7.370	-12	146,292	-53
long	2/11/19	3/02/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	3,247	EUR	52.000	44.950	60.156	8.156	16	195,366	61
long	6/22/20	6/29/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,154	-6
short	6/29/20	7/27/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,660	35
long	7/27/20	6/20/22	693		ASML	100	616	EUR	323.950	457.250		133.300	41	281,773	20
short	6/20/22	6/27/22	7		Adyen	100	227	EUR	1,238.600	1,419.800	1,057.400	-181.200	-15	240,641	-100
long	6/27/22	7/11/22	14		BAT	100	6,737	GBP	35.715	33.890		-1.825	-5	228,346	-75
short	7/11/22	7/25/22	14		Adidas	100	1,400	EUR	163.080	176.020	150.140	-12.940	-8	210,230	-88
long	7/25/22	9/05/22	42		Novo Nordisk	100	251	DKK	836.900	782.800		-54.100	-6	196,651	-44
short	9/05/22	11/07/22	63		Adidas	100	1,354	EUR	145.200	114.960	183.395	38.195	26	248,366	287
long	11/07/22	2/09/23	94		BP	100	49,495	GBP	5.018	5.329		0.311	6	263,759	26
accum	6/12/06	2/09/23	6086	days out of 6247 invested (97%)								2,538		263,759	22

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	1/21/08	4/21/08	91	40.30	35.94	45.19	4.89	12.13
	short	4/28/08	6/23/08	56	36.34	22.06	59.86	23.52	64.73
	short	6/30/08	8/11/08	42	21.44	23.18	19.70	-1.74	-8.12
	short	9/08/08	3/30/09	203	24.26	10.14	58.04	33.78	139.25	306.07
Roche	long	12/19/11	10/20/14	1036	158.40	268.60		110.20	69.57
	long	2/11/19	3/02/20	385	272.55	314.70		42.15	15.47	95.79
ABB	long	6/26/06	1/21/08	574	15.25	23.80		8.55	56.07	56.07
ASML	long	6/22/20	6/29/20	7	322.55	322.20		-0.35	-0.11
	long	7/27/20	6/20/22	693	323.95	457.25		133.30	41.15	41.00
Deutsche Bank	long	4/13/09	8/30/10	504	30.05	38.57		8.51	28.33
	short	10/20/14	11/10/14	21	21.55	21.56	21.53	-0.02	-0.08	28.22
Lloyds Bank	short	4/06/09	4/13/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	12/19/11	133	0.33	0.23	0.46	0.13	39.84	25.45
Adidas	short	7/11/22	7/25/22	14	163.08	176.02	150.14	-12.94	-7.93
	short	9/05/22	11/07/22	63	145.20	114.96	183.39	38.19	26.30	16.28
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	52.00	44.95	60.16	8.16	15.68	15.68
Imperial Brands	short	3/05/18	4/23/18	49	25.81	23.96	27.80	1.99	7.72	7.72
Credit Suisse	short	3/28/16	4/18/16	21	13.95	14.54	13.36	-0.59	-4.23
	short	4/25/16	5/16/16	21	14.74	13.39	16.23	1.49	10.08	5.43
Novo Nordisk	long	9/06/10	8/08/11	336	101.30	114.10		12.80	12.64
	long	7/25/22	9/05/22	42	836.90	782.80		-54.10	-6.46	5.35
Intesa Sanpaolo	short	10/15/18	11/12/18	28	2.04	1.96	2.13	0.08	4.15	4.15
Airbus	short	6/29/20	7/27/20	28	63.35	61.92	64.81	1.46	2.31	2.31
Vodafone	short	6/12/06	6/26/06	14	1.18	1.15	1.20	0.02	1.95	1.95
Novartis	long	11/10/14	8/24/15	287	74.46	74.67		0.21	0.28	0.28
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BP	short	8/30/10	9/06/10	7	3.81	4.07	3.55	-0.26	-6.81
	long	11/07/22	2/09/23	94	5.02	5.33		0.31	6.20	-1.03
AstraZeneca	long	8/11/08	9/08/08	28	25.81	26.09		0.28	1.08
	long	3/30/09	4/06/09	7	23.52	23.75		0.23	0.98
	long	11/12/18	12/10/18	28	62.51	60.07		-2.44	-3.90	-1.91
SAP	long	10/26/15	12/14/15	49	70.13	69.40		-0.73	-1.04
	long	12/28/15	1/04/16	7	72.86	70.58		-2.28	-3.13
	long	1/25/16	3/28/16	63	72.68	70.84		-1.84	-2.53	-6.56
LVMH	long	4/23/18	10/15/18	175	281.05	260.45		-20.60	-7.33	-7.33
BAT	long	4/18/16	4/25/16	7	42.81	41.63		-1.18	-2.76
	long	5/16/16	3/05/18	658	42.10	42.21		0.11	0.27
	long	6/27/22	7/11/22	14	35.72	33.89		-1.83	-5.11	-7.48
Rio Tinto	long	4/21/08	4/28/08	7	51.52	51.43		-0.09	-0.18
	long	6/23/08	6/30/08	7	49.35	49.64		0.29	0.59
	short	8/24/15	10/26/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	12/14/15	12/28/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	1/04/16	1/25/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	12/10/18	2/11/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12
Adyen	short	6/20/22	6/27/22	7	1,238.60	1,419.80	1,057.40	-181.20	-14.63	-14.63

Annotations

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


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