| |
| |
Assessment - STOXX Europe 50 - 2/22/21 - RS = 22
⇐
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
9/21/20 |
prc diff |
⇓ Δ22 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Stoxx 50 |
3,163.800 |
13:55 |
1.26 |
3,193.970 |
-0.94 |
2,892.800 |
301.170 |
10.41 |
EUR |
8.09 |
| |  |
 |
 |
 |
L |
 |
ABB |
26.640 |
13:14 |
1.99 |
26.840 |
-0.75 |
22.920 |
3.920 |
17.10 |
CHF |
23.93 |
| |  |
 |
 |
 |
|
 |
Air Liquide |
126.700 |
13:24 |
1.60 |
131.100 |
-3.36 |
135.800 |
-4.700 |
-3.46 |
EUR |
1.42 |
| |  |
 |
 |
 |
L |
 |
Airbus |
100.340 |
13:25 |
4.62 |
95.800 |
4.74 |
64.090 |
31.710 |
49.48 |
EUR |
34.99 |
| |  |
 |
 |
 |
L |
 |
Allianz |
201.700 |
12:54 |
0.95 |
194.920 |
3.48 |
168.820 |
26.100 |
15.46 |
EUR |
10.42 |
| |  |
 |
 |
 |
|
 |
AB InBev |
49.755 |
09:04 |
4.84 |
53.180 |
-6.44 |
46.100 |
7.080 |
15.36 |
EUR |
12.22 |
| |  |
 |
 |
 |
L |
 |
ASML |
473.000 |
09:04 |
1.64 |
483.700 |
-2.21 |
302.950 |
180.750 |
59.66 |
EUR |
53.22 |
| |  |
 |
 |
 |
|
 |
AstraZeneca |
7,043.000 |
09:24 |
1.41 |
7,196.000 |
-2.13 |
8,612.000 |
-1,416.000 |
-16.44 |
GBP |
-9.78 |
| |  |
 |
 |
 |
L |
 |
Axa |
21.315 |
13:25 |
2.48 |
19.930 |
6.95 |
16.000 |
3.930 |
24.56 |
EUR |
15.37 |
| |  |
 |
 |
 |
L |
 |
Banco Santander |
2.952 |
09:07 |
1.86 |
2.896 |
1.93 |
1.590 |
1.306 |
82.11 |
EUR |
35.24 |
| |  |
 |
 |
 |
L |
 |
Barclays |
162.600 |
09:24 |
1.88 |
154.260 |
5.41 |
92.160 |
62.100 |
67.38 |
GBP |
34.43 |
| |  |
 |
 |
 |
L |
 |
BASF |
68.850 |
12:54 |
1.65 |
68.990 |
-0.20 |
50.620 |
18.370 |
36.29 |
EUR |
31.50 |
| |  |
 |
 |
 |
L |
 |
Bayer |
51.970 |
12:55 |
3.69 |
53.770 |
-3.35 |
53.860 |
-0.090 |
-0.17 |
EUR |
-0.85 |
| |  |
 |
 |
 |
L |
 |
BNP Paribas |
49.610 |
13:25 |
0.68 |
49.300 |
0.63 |
32.390 |
16.910 |
52.21 |
EUR |
40.54 |
| |  |
 |
 |
 |
L |
 |
BP |
298.100 |
09:24 |
2.18 |
279.950 |
6.48 |
236.050 |
43.900 |
18.60 |
GBP |
0.74 |
| |  |
 |
 |
 |
|
 |
BAT |
2,534.500 |
09:24 |
1.97 |
2,575.500 |
-1.59 |
2,625.000 |
-49.500 |
-1.89 |
GBP |
-7.61 |
| |  |
 |
 |
 |
L |
 |
Daimler |
66.170 |
12:55 |
-0.12 |
66.800 |
-0.94 |
43.485 |
23.315 |
53.62 |
EUR |
66.26 |
| |  |
 |
 |
 |
|
 |
Deutsche Telekom |
14.940 |
13:05 |
-0.60 |
14.805 |
0.91 |
14.500 |
0.305 |
2.10 |
EUR |
4.06 |
| |  |
 |
 |
 |
L |
 |
Diageo |
2,877.500 |
09:24 |
2.31 |
2,945.500 |
-2.31 |
2,486.500 |
459.000 |
18.46 |
GBP |
7.29 |
| |  |
 |
 |
 |
|
 |
Enel |
7.858 |
13:35 |
0.18 |
8.077 |
-2.71 |
7.259 |
0.818 |
11.27 |
EUR |
9.15 |
| |  |
 |
 |
 |
L |
 |
Eni |
9.530 |
13:35 |
0.51 |
9.356 |
1.86 |
6.950 |
2.406 |
34.62 |
EUR |
14.93 |
| |  |
 |
 |
 |
S |
 |
GlaxoSmithKline |
1,211.940 |
09:24 |
1.78 |
1,205.400 |
0.54 |
1,487.600 |
-282.200 |
-18.97 |
GBP |
-19.12 |
| |  |
 |
 |
 |
L |
 |
HSBC |
427.800 |
09:24 |
0.38 |
431.650 |
-0.89 |
288.000 |
143.650 |
49.88 |
GBP |
13.87 |
| |  |
 |
 |
 |
S |
 |
Iberdrola |
10.495 |
09:07 |
0.67 |
10.290 |
1.99 |
10.410 |
-0.120 |
-1.15 |
EUR |
-0.71 |
| |  |
 |
 |
 |
L |
 |
ING Groep |
9.218 |
09:04 |
1.98 |
8.962 |
2.86 |
5.989 |
2.973 |
49.64 |
EUR |
38.96 |
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
9/21/20 |
prc diff |
⇓ Δ22 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Intesa Sanpaolo |
2.155 |
13:34 |
0.98 |
2.100 |
2.62 |
1.636 |
0.464 |
28.39 |
EUR |
23.31 |
| |  |
 |
 |
 |
L |
 |
L´Oreal |
305.200 |
13:24 |
0.79 |
310.900 |
-1.83 |
271.100 |
39.800 |
14.68 |
EUR |
13.18 |
| |  |
 |
 |
 |
L |
 |
Lloyds Bank |
39.465 |
09:55 |
1.19 |
38.420 |
2.72 |
23.980 |
14.440 |
60.22 |
GBP |
20.98 |
| |  |
 |
 |
 |
L |
 |
LVMH |
532.000 |
13:24 |
1.33 |
542.900 |
-2.01 |
395.550 |
147.350 |
37.25 |
EUR |
33.83 |
| |  |
 |
 |
 |
|
 |
National Grid |
817.800 |
09:55 |
1.41 |
826.400 |
-1.04 |
835.200 |
-8.800 |
-1.05 |
GBP |
-8.28 |
| |  |
 |
 |
 |
S |
 |
Nestlé |
96.410 |
13:15 |
1.48 |
98.220 |
-1.84 |
108.420 |
-10.200 |
-9.41 |
CHF |
-5.60 |
| |  |
 |
 |
 |
|
 |
Novartis |
79.050 |
13:15 |
1.10 |
79.100 |
-0.06 |
81.580 |
-2.480 |
-3.04 |
CHF |
-1.90 |
| |  |
 |
 |
 |
L |
 |
Novo Nordisk |
444.950 |
09:31 |
1.60 |
446.800 |
-0.41 |
434.950 |
11.850 |
2.72 |
DKK |
4.78 |
| |  |
 |
 |
 |
L |
 |
Prudential |
1,441.000 |
09:55 |
2.31 |
1,426.500 |
1.02 |
1,100.000 |
326.500 |
29.68 |
GBP |
23.21 |
| |  |
 |
 |
 |
S |
 |
Reckitt Benckiser |
6,038.000 |
09:56 |
0.63 |
5,854.000 |
3.14 |
7,340.000 |
-1,486.000 |
-20.25 |
GBP |
-13.83 |
| |  |
 |
 |
 |
|
 |
RELX |
1,716.000 |
09:55 |
1.39 |
1,739.000 |
-1.32 |
1,712.000 |
27.000 |
1.58 |
GBP |
-2.18 |
| |  |
 |
 |
 |
L |
 |
Rio Tinto |
6,277.800 |
09:56 |
1.47 |
6,320.000 |
-0.67 |
4,804.000 |
1,516.000 |
31.56 |
GBP |
39.45 |
| |  |
 |
 |
 |
|
 |
Roche |
296.750 |
13:15 |
-0.40 |
302.850 |
-2.01 |
338.000 |
-35.150 |
-10.40 |
CHF |
-5.01 |
| |  |
 |
 |
 |
L |
 |
Royal Dutch Shell A |
17.320 |
09:04 |
2.46 |
16.714 |
3.63 |
11.088 |
5.626 |
50.74 |
EUR |
18.74 |
| |  |
 |
 |
 |
L |
 |
Safran |
117.200 |
13:25 |
3.49 |
114.800 |
2.09 |
88.720 |
26.080 |
29.40 |
EUR |
21.18 |
| |  |
 |
 |
 |
S |
 |
Sanofi |
76.440 |
13:25 |
0.84 |
76.300 |
0.18 |
85.880 |
-9.580 |
-11.16 |
EUR |
-10.00 |
| |  |
 |
 |
 |
L |
 |
SAP |
102.980 |
13:04 |
0.90 |
103.900 |
-0.89 |
131.000 |
-27.100 |
-20.69 |
EUR |
-8.13 |
| |  |
 |
 |
 |
L |
 |
Schneider Electric |
124.200 |
13:24 |
1.10 |
125.800 |
-1.27 |
101.050 |
24.750 |
24.49 |
EUR |
26.33 |
| |  |
 |
 |
 |
L |
 |
Siemens |
130.060 |
12:55 |
1.63 |
131.500 |
-1.10 |
112.160 |
19.340 |
17.24 |
EUR |
27.97 |
| |  |
 |
 |
 |
L |
 |
Total |
38.685 |
13:25 |
0.81 |
37.470 |
3.24 |
29.730 |
7.740 |
26.03 |
EUR |
13.70 |
| |  |
 |
 |
 |
L |
 |
UBS |
14.375 |
13:14 |
1.95 |
14.090 |
2.02 |
10.305 |
3.785 |
36.73 |
CHF |
29.21 |
| |  |
 |
 |
 |
S |
 |
Unilever |
43.785 |
09:04 |
1.70 |
44.300 |
-1.16 |
49.840 |
-5.540 |
-11.12 |
EUR |
-7.87 |
| |  |
 |
 |
 |
S |
 |
Unilever Plc |
3,784.000 |
09:56 |
1.37 |
3,829.000 |
-1.18 |
4,660.000 |
-831.000 |
-17.83 |
GBP |
-12.50 |
| |  |
 |
 |
 |
L |
 |
Vinci |
87.740 |
13:25 |
1.98 |
85.540 |
2.57 |
72.800 |
12.740 |
17.50 |
EUR |
7.99 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
124.120 |
09:56 |
1.72 |
130.420 |
-4.83 |
103.260 |
27.160 |
26.30 |
GBP |
9.06 |
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
9/21/20 |
prc diff |
⇓ Δ22 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
378.300 |
13:15 |
1.83 |
375.000 |
0.88 |
331.400 |
43.600 |
13.16 |
CHF |
11.96 |
Europe 50 - 50 out of 50 instruments rated - 2/22/21 / 9/21/20 - 35 did rise, Market-Ratio(22) = 70.00 % |
Technical Chart
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 |
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 |
 |
 |
 |
AB InBev |
100 |
3,247 |
EUR |
52.000 |
44.950 |
60.156 |
8.156 |
16 |
195,367 |
61 |
|
long |
6/22/20 |
6/29/20 |
7 |
 |
 |
 |
ASML |
100 |
605 |
EUR |
322.550 |
322.200 |
|
-0.350 |
0 |
195,155 |
-6 |
|
short |
6/29/20 |
7/27/20 |
28 |
 |
 |
 |
Airbus |
100 |
3,080 |
EUR |
63.350 |
61.920 |
64.813 |
1.463 |
2 |
199,661 |
35 |
|
long |
7/27/20 |
3/01/21 |
217 |
 |
 |
 |
ASML |
100 |
616 |
EUR |
323.950 |
473.000 |
|
149.050 |
46 |
291,476 |
89 |
|
accum | 6/12/06 |
3/01/21 | 5376 |
days out of 5537 invested (97%) |
2,815 |
291,476 |
26 |
|
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 | 3/01/21 | 217 | 323.95 | 473.00 | | 149.05 | 46.01 | | | 45.85 |
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 |
AB InBev | short | 3/02/20 | 6/22/20 | 112 | 52.00 | 44.95 | 60.16 | 8.16 | 15.68 | | | 15.68 |
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 |
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 |
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 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
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 |
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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