Share-o-matic - Portfolio

Sat, Sep 30th, 2023, 6:01UTC

Assessment - STOXX Europe 50 - 9/25/23 - RS = 22

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	4/24/23	prc diff	⇓ Δ22	Curr	∅-RS
		Stoxx 50	3,919.860	Fri	0.07	3,926.530	-0.17	4,074.470	-147.940	-3.63	EUR	2.41
	L	UBS	22.690	Fri	0.18	23.090	-1.73	18.195	4.895	26.90	CHF	27.29
	L	Novo Nordisk	643.900	Fri	-1.17	637.200	1.05	576.700	60.500	10.49	DKK	26.93
		Safran	148.640	Fri	-0.81	147.140	1.02	142.420	4.720	3.31	EUR	14.41
		HSBC	644.900	Fri		638.600	0.99	573.300	65.300	11.39	GBP	14.07
	L	RELX	2,775.000	Fri	0.40	2,773.000	0.07	2,719.000	54.000	1.99	GBP	12.80
		SAP	122.820	Fri	1.10	124.420	-1.29	119.880	4.540	3.79	EUR	12.34
	L	Sanofi	101.480	Fri	0.71	102.640	-1.13	102.820	-0.180	-0.18	EUR	11.25
	L	Allianz	225.700	Fri	-1.25	229.350	-1.59	223.750	5.600	2.50	EUR	10.91
	L	TotalEnergies	62.310	Fri	-2.06	62.130	0.29	58.210	3.920	6.73	EUR	10.86
		Adidas	166.620	Fri	6.22	161.600	3.11	161.360	0.240	0.15	EUR	10.68
	L	Shell	30.505	Fri	-2.07	30.435	0.23	28.040	2.395	8.54	EUR	10.63
		Banco Santander	3.619	Fri	-0.86	3.450	4.88	3.542	-0.091	-2.58	EUR	10.38
		Novartis	93.870	Fri	0.17	92.500	1.48	89.510	2.990	3.34	CHF	9.14
		Enel	5.820	Fri	0.52	5.975	-2.59	6.028	-0.053	-0.88	EUR	9.05
	L	GSK	1,492.000	Fri	-0.13	1,535.800	-2.85	1,474.000	61.800	4.19	GBP	9.00
	L	BNP Paribas	60.430	Fri	-0.07	60.420	0.02	59.140	1.280	2.16	EUR	8.70
		Air Liquide	159.840	Fri	-0.06	160.260	-0.26	163.280	-3.020	-1.85	EUR	8.63
	L	BP	531.400	Fri	-1.79	527.300	0.78	533.900	-6.600	-1.24	GBP	8.25
	L	Axa	28.180	Fri	-0.60	28.620	-1.54	29.320	-0.700	-2.39	EUR	5.80
		Schneider Electric	156.980	Fri	0.31	155.380	1.03	153.240	2.140	1.40	EUR	5.61
		ABB	32.800	Fri	-0.36	32.470	1.02	31.670	0.800	2.53	CHF	4.99
		Vinci	105.020	Fri	-0.19	104.540	0.46	111.080	-6.540	-5.89	EUR	3.28
		Airbus	126.980	Fri	0.19	122.960	3.27	128.240	-5.280	-4.12	EUR	3.19
		Hermes International	1,729.800	Fri	0.58	1,732.800	-0.17	2,014.000	-281.200	-13.96	EUR	3.05
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	4/24/23	prc diff	⇓ Δ22	Curr	∅-RS
		L´Oreal	393.200	Fri	0.74	391.500	0.43	437.200	-45.700	-10.45	EUR	2.98
		AstraZeneca	11,102.000	Fri	0.87	11,194.000	-0.82	12,164.000	-970.000	-7.97	GBP	1.77
	L	Deutsche Telekom	19.868	Fri	0.09	20.195	-1.62	22.060	-1.865	-8.45	EUR	1.10
	S	Mercedes-Benz	65.890	Fri		66.380	-0.74	69.890	-3.510	-5.02	EUR	-0.56
		Zurich Insurance	420.100	Fri	-0.21	423.500	-0.80	433.200	-9.700	-2.24	CHF	-0.96
		Unilever Plc	4,062.000	Fri	0.68	4,081.000	-0.47	4,388.000	-307.000	-7.00	GBP	-0.97
		Iberdrola	10.595	Fri	0.24	10.770	-1.62	11.820	-1.050	-8.88	EUR	-1.46
		Nestlé	103.740	Fri	0.82	107.140	-3.17	114.660	-7.520	-6.56	CHF	-1.73
		Reckitt Benckiser	5,794.000	Fri	0.73	5,812.000	-0.31	6,478.000	-666.000	-10.28	GBP	-2.04
		National Grid	980.000	Fri	1.41	1,003.000	-2.29	1,139.000	-136.000	-11.94	GBP	-2.24
	S	EssilorLuxottica	165.160	Fri	0.61	165.780	-0.37	184.780	-19.000	-10.28	EUR	-2.43
	S	DHL	38.535	Fri	0.88	38.830	-0.76	43.690	-4.860	-11.12	EUR	-2.79
	L	Anheuser-Busch InBev	52.510	Fri	3.37	52.220	0.56	59.820	-7.600	-12.70	EUR	-2.93
	S	Siemens	135.660	Fri	0.06	132.480	2.40	145.660	-13.180	-9.05	EUR	-3.01
	L	Rio Tinto	5,174.000	Fri	-0.23	5,085.000	1.75	5,141.000	-56.000	-1.09	GBP	-3.31
	S	ASML	559.100	Fri	1.51	554.700	0.79	573.300	-18.600	-3.24	EUR	-3.56
		Prosus	27.920	Fri	0.50	27.935	-0.05	30.760	-2.825	-9.18	EUR	-4.69
	S	LVMH	716.400	Fri	1.47	713.300	0.43	902.000	-188.700	-20.92	EUR	-7.16
		BASF	42.950	Fri	0.70	42.780	0.40	50.240	-7.460	-14.85	EUR	-9.14
	L	BAT	2,577.000	Fri	0.25	2,622.000	-1.72	2,922.000	-300.000	-10.27	GBP	-10.50
	S	Richemont	112.000	Fri	1.91	114.250	-1.97	151.750	-37.500	-24.71	CHF	-11.42
	S	Diageo	3,034.000	Fri	-0.13	3,102.500	-2.21	3,743.500	-641.000	-17.12	GBP	-12.07
	S	Roche	250.450	Fri	0.30	249.550	0.36	280.750	-31.200	-11.11	CHF	-12.11
		Bayer	45.450	Fri	0.22	46.320	-1.88	60.430	-14.110	-23.35	EUR	-13.12
	S	Kering	431.900	Fri	0.57	439.550	-1.74	584.800	-145.250	-24.84	EUR	-15.38
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	4/24/23	prc diff	⇓ Δ22	Curr	∅-RS
	S	Adyen	705.700	Fri	5.00	646.100	9.22	1,446.400	-800.300	-55.33	EUR	-50.99
Europe 50 - 50 out of 50 instruments rated - 9/25/23 / 4/24/23 - 15 did rise, Market-Ratio(22) = 30.00 %

Technical Chart

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

1/07/19	scale up chart	9/25/23

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	1,400	DKK	50.650	57.050		6.400	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	502	DKK	418.450	391.400		-27.050	-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	9/29/23	326		BP	100	49,495	GBP	5.018	5.314		0.296	6	263,017	7
accum	6/12/06	9/29/23	6319	days out of 6480 invested (98%)								2,530		263,017	21

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	50.65	57.05		6.40	12.64
	long	7/25/22	9/05/22	42	418.45	391.40		-27.05	-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	9/29/23	326	5.02	5.31		0.30	5.90	-1.31
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

9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/13/23	Novo Nordisk	stock split 1:2 (two for one)
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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