Tue, 22nd Oct 2019, 16:23UTC
 
RS Chart
Assessment - STOXX Europe 50 - 21/10/19 - RS = 22
 ⇐ 
  instrument freshest Δday 21/10/19 Δwk 20/05/19  prc diff Δ22  Curr ∅-RS
real-time RS chart chart L add note Stoxx 50 3,239.010  12:54 0.18 3,233.050 0.18 3,106.040 127.010 4.09  EUR 6.30 
real-time RS chart chart L add note Novo Nordisk 360.900  14:59 2.27 352.900 2.27 316.900 36.000 11.36  DKK 9.70 
real-time RS chart chart add note Total 47.115  12:25 1.37 46.480 1.37 49.225 -2.745 -5.58  EUR -3.44 
real-time RS chart chart L add note Siemens 103.200  15:35 1.24 101.940 1.24 105.500 -3.560 -3.37  EUR 3.09 
real-time RS chart chart add note Deutsche Telekom 16.142  15:35 1.00 15.982 1.00 15.286 0.696 4.55  EUR 7.06 
real-time RS chart chart L add note Intesa Sanpaolo 2.275  15:37 0.98 2.253 0.98 1.978 0.275 13.90  EUR 10.64 
real-time RS chart chart add note Novartis 85.950  15:30 0.95 85.140 0.95 82.930 2.210 2.66  CHF 6.76 
real-time RS chart chart L add note Daimler 49.645  15:35 0.90 49.200 0.90 52.020 -2.820 -5.42  EUR 0.01 
real-time RS chart chart add note Eni 13.954  15:36 0.84 13.838 0.84 14.416 -0.578 -4.01  EUR -4.39 
real-time RS chart chart L add note ASML 234.750  08:04 0.77 232.950 0.77 171.320 61.630 35.97  EUR 36.76 
real-time RS chart chart S add note BP 493.700  08:23 0.76 490.000 0.76 557.200 -67.200 -12.06  GBP -7.43 
real-time RS chart chart add note Schneider Electric 83.900  12:24 0.74 83.280 0.74 72.220 11.060 15.31  EUR 19.50 
real-time RS chart chart add note SAP 119.500  15:35 0.64 118.740 0.64 111.900 6.840 6.11  EUR 17.43 
real-time RS chart chart add note Allianz 220.600  15:35 0.59 219.300 0.59 201.700 17.600 8.73  EUR 11.12 
real-time RS chart chart add note Iberdrola 9.106  15:35 0.51 9.060 0.51 8.174 0.886 10.84  EUR 16.33 
real-time RS chart chart add note Nestlé 102.500  15:30 0.47 102.020 0.47 99.550 2.470 2.48  CHF 8.36 
real-time RS chart chart L add note National Grid 900.900  08:23 0.38 897.500 0.38 817.800 79.700 9.75  GBP 7.69 
real-time RS chart chart add note Enel 6.848  15:35 0.29 6.828 0.29 5.690 1.138 20.00  EUR 23.16 
real-time RS chart chart L add note Safran 138.400  12:24 0.29 138.000 0.29 124.800 13.200 10.58  EUR 14.67 
real-time RS chart chart add note AstraZeneca 6,746.000  08:23 0.25 6,729.000 0.25 5,824.000 905.000 15.54  GBP 7.56 
real-time RS chart chart add note Air Liquide 116.800  12:21 0.21 116.550 0.21 113.150 3.400 3.00  EUR 2.32 
real-time RS chart chart add note LVMH 375.350  12:22 0.20 374.600 0.20 330.050 44.550 13.50  EUR 19.74 
real-time RS chart chart add note HSBC 605.800  08:23 0.18 604.700 0.18 650.100 -45.400 -6.98  GBP -5.46 
real-time RS chart chart add note Diageo 3,099.000  08:23 0.10 3,096.000 0.10 3,344.000 -248.000 -7.42  GBP 0.31 
real-time RS chart chart L add note Vodafone 159.880  08:24 0.05 159.800 0.05 126.400 33.400 26.42  GBP 11.11 
  instrument freshest Δday 21/10/19 Δwk 20/05/19  prc diff Δ22  Curr ∅-RS
real-time RS chart chart add note L´Oreal 237.900  12:23 0.04 237.800 0.04 241.200 -3.400 -1.41  EUR 4.86 
real-time RS chart chart add note Royal Dutch Shell A 26.090  08:03 0.02 26.085 0.02 28.915 -2.830 -9.79  EUR -4.12 
real-time RS chart chart add note RELX 1,747.000  08:23 1,747.000 1,810.000 -63.000 -3.48  GBP 0.18 
real-time RS chart chart L add note UBS 11.445  15:30 11.445 12.070 -0.625 -5.18  CHF -5.71 
real-time RS chart chart add note Banco Santander 3.965  15:35 -0.01 3.966 -0.01 4.093 -0.128 -3.12  EUR -1.72 
real-time RS chart chart L add note BNP Paribas 47.800  12:22 -0.02 47.810 -0.02 44.625 3.185 7.14  EUR 10.79 
real-time RS chart chart add note GlaxoSmithKline 1,638.480  08:23 -0.08 1,639.800 -0.08 1,551.400 88.400 5.70  GBP 4.22 
real-time RS chart chart add note Airbus 121.860  15:36 -0.11 122.000 -0.11 119.080 2.920 2.45  EUR 11.41 
real-time RS chart chart L add note Roche 288.950  15:30 -0.17 289.450 -0.17 265.950 23.500 8.84  CHF 9.29 
real-time RS chart chart L add note Zurich Insurance 390.700  15:30 -0.20 391.500 -0.20 326.000 65.500 20.09  CHF 19.31 
real-time RS chart chart add note BAT 2,642.000  08:23 -0.23 2,648.000 -0.23 2,972.000 -324.000 -10.90  GBP -7.87 
real-time RS chart chart add note Axa 24.040  12:22 -0.29 24.110 -0.29 22.415 1.695 7.56  EUR 10.26 
real-time RS chart chart add note Unilever Plc 4,544.000  08:24 -0.31 4,558.000 -0.31 4,787.500 -229.500 -4.79  GBP 1.46 
real-time RS chart chart add note Vinci 96.840  12:22 -0.33 97.160 -0.33 88.920 8.240 9.27  EUR 14.50 
real-time RS chart chart L add note ABB 19.245  15:30 -0.39 19.320 -0.39 19.060 0.260 1.36  CHF 0.40 
real-time RS chart chart L add note Barclays 164.781  08:23 -0.51 165.620 -0.51 156.360 9.260 5.92  GBP 6.06 
real-time RS chart chart L add note BASF 67.240  15:35 -0.55 67.610 -0.55 61.930 5.680 9.17  EUR 5.89 
real-time RS chart chart L add note ING Groep 10.300  08:03 -0.60 10.362 -0.60 9.957 0.405 4.07  EUR 1.72 
real-time RS chart chart S add note Rio Tinto 3,972.500  08:24 -0.66 3,999.000 -0.66 4,676.500 -677.500 -14.49  GBP -5.43 
real-time RS chart chart L add note Sanofi 82.050  12:22 -0.91 82.800 -0.91 74.340 8.460 11.38  EUR 8.24 
real-time RS chart chart add note Unilever 52.980  08:04 -0.99 53.510 -0.99 54.060 -0.550 -1.02  EUR 5.13 
real-time RS chart chart add note AB InBev 82.840  15:35 -1.03 83.700 -1.03 72.970 10.730 14.70  EUR 13.87 
real-time RS chart chart L add note Lloyds Bank 60.800  08:24 -1.04 61.440 -1.04 59.500 1.940 3.26  GBP 8.29 
real-time RS chart chart L add note Bayer 65.000  15:35 -1.11 65.730 -1.11 55.800 9.930 17.80  EUR 5.03 
real-time RS chart chart S add note Prudential 1,348.500  08:24 -1.28 1,366.000 -1.28 1,638.500 -272.500 -16.63  GBP -11.73 
  instrument freshest Δday 21/10/19 Δwk 20/05/19  prc diff Δ22  Curr ∅-RS
real-time RS chart chart S add note Reckitt Benckiser 5,609.000  08:24 -4.48 5,872.000 -4.48 6,268.000 -396.000 -6.32  GBP -5.54 
 Europe 50 - 50 out of 50 instruments rated - 21/10/19 / 20/05/19 - 32 did rise, Market-Ratio(22) = 64.00 % 
 
Technical Chart
Europe 50 RS = 22 - B/S = 28/27
Market Chart
5/01/15 scale up chart 21/10/19
 


Transactions STOXX Europe 50 * A22 - 28/27 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
2/01/06 12/06/06 161    - cash -
short 12/06/06  26/06/06 14  RT RS QC  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  RT RS QC  ABB 100  668  CHF 15.250  23.800    8.550 56  15,906 33  
short 21/01/08  21/04/08 91  RT RS QC  UBS 100  394  CHF 40.300  35.940 45.189  4.889 12  17,833 58  
long 21/04/08  28/04/08 7  RT RS QC  Rio Tinto 100  346  GBP 51.524  51.433    -0.091 0  17,801 -9  
short 28/04/08  23/06/08 56  RT RS QC  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  RT RS QC  Rio Tinto 100  593  GBP 49.352  49.641    0.289 1  29,476 36  
short 30/06/08  11/08/08 42  RT RS QC  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  RT RS QC  AstraZeneca 100  1,049  GBP 25.810  26.090    0.280 1  27,379 15  
short 8/09/08  30/03/09 203  RT RS QC  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  RT RS QC  AstraZeneca 100  2,784  GBP 23.520  23.750    0.230 1  66,125 66  
short 6/04/09  13/04/09 7  RT RS QC  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  RT RS QC  Deutsche Bank 100  1,768  EUR 33.544  43.046    9.502 28  76,121 20  
short 30/08/10   6/09/10 7  RT RS QC  BP 100  20,000  GBP 3.806  4.065 3.547  -0.259 -7  70,941 -97  
long 6/09/10   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  19/12/11 133  RT RS QC  Lloyds Bank 100  243,527  GBP 0.328  0.235 0.459  0.131 40  111,730 151  
long 19/12/11  20/10/14 1036  RT RS QC  Roche 100  705  CHF 158.400  268.600    110.200 70  189,421 20  
short 20/10/14  10/11/14 21  RT RS QC  Deutsche Bank 100  7,846  EUR 24.140  24.160 24.120  -0.020 0  189,265 -1  
long 10/11/14  24/08/15 287  RT RS QC  Novartis 100  2,541  CHF 74.460  74.670    0.210 0  189,798 0  
short 24/08/15  26/10/15 63  RT RS QC  Rio Tinto 100  8,809  GBP 21.545  24.875 18.215  -3.330 -15  160,464 -62  
long 26/10/15  14/12/15 49  RT RS QC  SAP 100  2,288  EUR 70.130  69.400    -0.730 -1  158,794 -7  
short 14/12/15  28/12/15 14  RT RS QC  Rio Tinto 100  8,592  GBP 18.480  20.065 16.895  -1.585 -9  145,176 -90  
long 28/12/15   4/01/16 7  RT RS QC  SAP 100  1,992  EUR 72.860  70.580    -2.280 -3  140,634 -81  
short 4/01/16  25/01/16 21  RT RS QC  Rio Tinto 100  7,392  GBP 19.025  16.090 22.495  3.470 18  166,287 1,740  
long 25/01/16  28/03/16 63  RT RS QC  SAP 100  2,287  EUR 72.680  70.840    -1.840 -3  162,079 -14  
short 28/03/16  18/04/16 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 18/04/16  25/04/16 7  RT RS QC  BAT 100  3,626  GBP 42.805  41.625    -1.180 -3  150,946 -77  
short 25/04/16  16/05/16 21  RT RS QC  Credit Suisse 100  10,240  CHF 14.740  13.390 16.226  1.486 10  166,163 431  
long 16/05/16   5/03/18 658  RT RS QC  BAT 100  3,947  GBP 42.097  42.210    0.113 0  166,609 0  
short 5/03/18  23/04/18 49  RT RS QC  Imperial Brands 100  6,456  GBP 25.805  23.955 27.798  1.993 8  179,475 74  
long 23/04/18  15/10/18 175  RT RS QC  LVMH 100  638  EUR 281.050  260.450    -20.600 -7  166,332 -15  
short 15/10/18  12/11/18 28  RT RS QC  Intesa Sanpaolo 100  81,475  EUR 2.042  1.960 2.126  0.085 4  173,233 70  
long 12/11/18  10/12/18 28  RT RS QC  AstraZeneca 100  2,771  GBP 62.510  60.070    -2.440 -4  166,472 -40  
short 10/12/18  11/02/19 63  RT RS QC  Bayer 100  2,738  EUR 60.800  68.170 53.430  -7.370 -12  146,293 -53  
long 11/02/19  22/10/19 253  RT RS QC  Roche 100  536  CHF 272.550  288.950    16.400 6  155,083 9  
accum12/06/06 22/10/194880 days out of 5041 invested (97%) 1,451 155,083 23  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UBSshort 21/01/08 21/04/089140.3035.9445.194.89 12.13 
 short 28/04/08 23/06/085636.3422.0659.8623.52 64.73 
 short 30/06/08 11/08/084221.4423.1819.70-1.74 -8.12 
 short  8/09/08 30/03/0920324.2610.1458.0433.78 139.25306.07 
 Rochelong 19/12/11 20/10/141036158.40268.60110.20 69.57 
 long 11/02/19 22/10/19253272.55288.9516.40 6.0279.77 
 ABBlong 26/06/06 21/01/0857415.2523.808.55 56.0756.07 
 Deutsche Banklong 13/04/09 30/08/1050433.5443.059.50 28.33 
 short 20/10/14 10/11/142124.1424.1624.12-0.02 -0.0828.22 
 Lloyds Bankshort  6/04/09 13/04/0970.800.880.72-0.08 -10.29 
 short  8/08/11 19/12/111330.330.230.460.13 39.8425.45 
 Novo Nordisklong  6/09/10  8/08/11336101.30114.1012.80 12.6412.64 
 Imperial Brandsshort  5/03/18 23/04/184925.8123.9627.801.99 7.727.72 
 Credit Suisseshort 28/03/16 18/04/162113.9514.5413.36-0.59 -4.23 
 short 25/04/16 16/05/162114.7413.3916.231.49 10.085.43 
 Intesa Sanpaoloshort 15/10/18 12/11/18282.041.962.130.08 4.154.15 
 Vodafoneshort 12/06/06 26/06/06141.181.151.200.02 1.951.95 
 Novartislong 10/11/14 24/08/1528774.4674.670.21 0.280.28 
 AstraZenecalong 11/08/08  8/09/082825.8126.090.28 1.08 
 long 30/03/09  6/04/09723.5223.750.23 0.98 
 long 12/11/18 10/12/182862.5160.07-2.44 -3.90-1.91 
 BATlong 18/04/16 25/04/16742.8141.63-1.18 -2.76 
 long 16/05/16  5/03/1865842.1042.210.11 0.27-2.50 
 SAPlong 26/10/15 14/12/154970.1369.40-0.73 -1.04 
 long 28/12/15  4/01/16772.8670.58-2.28 -3.13 
 long 25/01/16 28/03/166372.6870.84-1.84 -2.53-6.56 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 BPshort 30/08/10  6/09/1073.814.073.55-0.26 -6.81-6.81 
 LVMHlong 23/04/18 15/10/18175281.05260.45-20.60 -7.33-7.33 
 Rio Tintolong 21/04/08 28/04/08751.5251.43-0.09 -0.18 
 long 23/06/08 30/06/08749.3549.640.29 0.59 
 short 24/08/15 26/10/156321.5524.8818.22-3.33 -15.46 
 short 14/12/15 28/12/151418.4820.0716.90-1.59 -8.58 
 short  4/01/16 25/01/162119.0316.0922.503.47 18.24-8.23 
 Bayershort 10/12/18 11/02/196360.8068.1753.43-7.37 -12.12-12.12 


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