Share-o-matic - Portfolio

Mon, Jan 27th, 2020, 15:13UTC

Assessment - STOXX Europe 50 - 1/20/20 - RS = 22

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

1/04/16	scale up chart	1/20/20

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	1,768	EUR	33.544	43.046		9.502	28	76,121	20
short	8/30/10	9/06/10	7		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		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,901	14
short	8/08/11	12/19/11	133		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		Roche	100	705	CHF	158.400	268.600		110.200	70	189,421	20
short	10/20/14	11/10/14	21		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		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,798	0
short	8/24/15	10/26/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,464	-62
long	10/26/15	12/14/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,794	-7
short	12/14/15	12/28/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,176	-90
long	12/28/15	1/04/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,634	-81
short	1/04/16	1/25/16	21		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		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,079	-14
short	3/28/16	4/18/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,224	-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	150,946	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,163	431
long	5/16/16	3/05/18	658		BAT	100	3,947	GBP	42.097	42.210		0.113	0	166,609	0
short	3/05/18	4/23/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,475	74
long	4/23/18	10/15/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,332	-15
short	10/15/18	11/12/18	28		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		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,472	-40
short	12/10/18	2/11/19	63		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		Roche	100	536	CHF	272.550	318.250		45.700	17	170,788	18
accum	6/12/06	1/27/20	4977	days out of 5138 invested (97%)								1,608		170,788	23

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	1/27/20	350	272.55	318.25		45.70	16.77	98.00
ABB	long	6/26/06	1/21/08	574	15.25	23.80		8.55	56.07	56.07
Deutsche Bank	long	4/13/09	8/30/10	504	33.54	43.05		9.50	28.33
	short	10/20/14	11/10/14	21	24.14	24.16	24.12	-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
Novo Nordisk	long	9/06/10	8/08/11	336	101.30	114.10		12.80	12.64	12.64
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
Intesa Sanpaolo	short	10/15/18	11/12/18	28	2.04	1.96	2.13	0.08	4.15	4.15
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
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
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	-2.50
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
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	-6.81
LVMH	long	4/23/18	10/15/18	175	281.05	260.45		-20.60	-7.33	-7.33
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

Annotations

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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