Share-o-matic - Portfolio

Wed, 5th Oct 2022, 11:45UTC

Assessment - STOXX Europe 50 - 3/10/22 - RS = 22

		⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	2/05/22	prc diff	⇓ Δ22	Curr	∅-RS
		Stoxx 50	3,436.570	08:05	-0.30	3,347.440	2.66	3,673.190	-325.750	-8.87	EUR	-7.73
		BP	452.450	08:06	-0.45	442.700	2.20	391.550	51.150	13.06	GBP	15.55
		Shell	26.575	08:09	-0.86	26.455	0.45	25.015	1.440	5.76	EUR	13.74
		Novo Nordisk	787.000	08:22	0.15	773.600	1.73	806.000	-32.400	-4.02	DKK	5.65
		TotalEnergies	50.930	08:09	-0.74	49.760	2.35	46.980	2.780	5.92	EUR	4.55
		BAT	3,239.500	08:05	-0.58	3,244.000	-0.14	3,352.000	-108.000	-3.22	GBP	4.54
		Deutsche Telekom	18.048	08:14	-1.95	17.856	1.08	17.290	0.566	3.27	EUR	3.15
		Unilever Plc	3,939.000	08:09	-0.61	3,876.500	1.61	3,719.000	157.500	4.24	GBP	2.51
		AstraZeneca	9,885.000	08:05	-0.73	9,806.000	0.81	10,688.000	-882.000	-8.25	GBP	2.26
		Linde	286.000	08:14	-0.52	279.350	2.38	297.450	-18.100	-6.09	EUR	-1.13
		Diageo	3,789.300	08:06	-0.06	3,707.500	2.21	4,018.500	-311.000	-7.74	GBP	-1.16
	S	Reckitt Benckiser	5,978.000	08:07	0.20	5,926.000	0.88	6,240.000	-314.000	-5.03	GBP	-3.58
		Rio Tinto	5,021.000	08:08	-1.34	4,940.000	1.64	5,706.000	-766.000	-13.42	GBP	-3.67
	S	Iberdrola	9.808	08:06	-0.55	9.720	0.91	10.920	-1.200	-10.99	EUR	-3.84
		RELX	2,279.000	08:07	0.40	2,200.000	3.59	2,393.000	-193.000	-8.07	GBP	-3.97
	S	Zurich Insurance	408.000	08:08	-0.44	399.400	2.15	442.900	-43.500	-9.82	CHF	-4.86
	S	Novartis	77.120	08:07	0.19	75.980	1.50	85.640	-9.660	-11.28	CHF	-5.39
		LVMH	647.800	08:07	0.15	608.000	6.55	606.600	1.400	0.23	EUR	-5.59
	S	HSBC	474.800	08:06	-1.48	461.400	2.90	501.300	-39.900	-7.96	GBP	-6.54
	L	Roche	332.400	08:08	-0.11	322.100	3.20	356.800	-34.700	-9.73	CHF	-6.60
		Vinci	83.790	08:09	-1.72	83.580	0.25	91.070	-7.490	-8.22	EUR	-8.19
		Prosus	55.970	08:08	-1.46	54.000	3.65	45.635	8.365	18.33	EUR	-8.82
		L´Oreal	337.700	08:07	-0.15	326.700	3.37	340.100	-13.400	-3.94	EUR	-8.98
		Axa	23.380	08:05	-1.83	22.230	5.17	25.185	-2.955	-11.73	EUR	-9.29
	S	Nestlé	107.640	08:07	0.15	106.460	1.11	125.800	-19.340	-15.37	CHF	-9.69
		⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	2/05/22	prc diff	⇓ Δ22	Curr	∅-RS
	S	Eni	11.516	08:07	-0.21	11.242	2.44	13.200	-1.958	-14.83	EUR	-10.00
		UBS	15.205	08:08	-0.78	14.680	3.58	16.365	-1.685	-10.30	CHF	-10.71
		Bayer	48.970	08:13	0.67	47.955	2.12	60.180	-12.225	-20.31	EUR	-10.97
	S	AB InBev	47.930	08:04	-0.89	46.445	3.20	53.680	-7.235	-13.48	EUR	-11.24
	S	Sanofi	80.160	08:07	0.19	79.800	0.45	101.020	-21.220	-21.01	EUR	-12.54
	S	Vodafone	102.260	08:09	-2.59	103.720	-1.41	121.540	-17.820	-14.66	GBP	-13.78
		Banco Santander	2.590	08:05	-1.78	2.465	5.07	2.740	-0.276	-10.05	EUR	-13.89
	S	Schneider Electric	123.720	08:08	-0.21	116.620	6.09	132.940	-16.320	-12.28	EUR	-15.22
		Airbus	93.880	08:12	-0.87	89.210	5.23	103.980	-14.770	-14.20	EUR	-15.49
	L	Intesa Sanpaolo	1.752	08:07	-2.04	1.734	1.01	1.922	-0.188	-9.80	EUR	-16.08
	L	SAP	88.080	08:15	-0.49	84.810	3.86	96.510	-11.700	-12.12	EUR	-16.24
		BNP Paribas	44.195	08:06	-2.81	43.880	0.72	48.805	-4.925	-10.09	EUR	-16.44
	S	GlaxoSmithKline	1,316.200	08:06	-0.92	1,319.600	-0.26	1,808.010	-488.410	-27.01	GBP	-17.33
		Siemens	105.400	08:15	-0.87	100.920	4.44	115.120	-14.200	-12.33	EUR	-17.50
		Allianz	165.460	08:13	-1.04	161.540	2.43	215.000	-53.460	-24.87	EUR	-17.71
	S	Air Liquide	121.860	08:05	-0.80	117.800	3.45	163.020	-45.220	-27.74	EUR	-18.03
	S	ABB	25.780	08:05	-0.27	24.350	5.87	28.750	-4.400	-15.30	CHF	-18.20
	S	Mercedes-Benz	53.490	08:14	-2.75	52.990	0.94	62.220	-9.230	-14.83	EUR	-19.53
		Kering	477.450	08:07	-0.63	454.800	4.98	504.200	-49.400	-9.80	EUR	-20.20
		Prudential	934.800	08:07	-1.20	882.400	5.94	1,010.000	-127.600	-12.63	GBP	-20.66
		BASF	41.585	08:13	-1.69	40.940	1.58	47.435	-6.495	-13.69	EUR	-21.64
	S	ASML	468.850	08:05		441.300	6.24	535.800	-94.500	-17.64	EUR	-21.89
		Adyen	1,411.200	08:05	0.33	1,313.800	7.41	1,580.600	-266.800	-16.88	EUR	-24.90
		Enel	4.403	08:06	-1.36	4.357	1.06	6.173	-1.816	-29.42	EUR	-26.60
		Deutsche Post	32.425	08:13	-1.04	31.605	2.59	40.330	-8.725	-21.63	EUR	-26.93
		⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	2/05/22	prc diff	⇓ Δ22	Curr	∅-RS
	S	Adidas	125.160	08:12	-0.82	119.000	5.18	194.180	-75.180	-38.72	EUR	-40.54
Europe 50 - 50 out of 50 instruments rated - 3/10/22 / 2/05/22 - 7 did rise, Market-Ratio(22) = 14.00 %

Technical Chart

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

1/01/18	scale up chart	3/10/22

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
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		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		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	21/01/08	21/04/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	21/04/08	28/04/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	28/04/08	23/06/08	56		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		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	30/06/08	11/08/08	42		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		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	8/09/08	30/03/09	203		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		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	6/04/09	13/04/09	7		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		Deutsche Bank	100	1,973	EUR	30.053	38.566		8.513	28	76,118	20
short	30/08/10	6/09/10	7		BP	100	19,999	GBP	3.806	4.065	3.547	-0.259	-7	70,939	-97
long	6/09/10	8/08/11	336		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,899	14
short	8/08/11	19/12/11	133		Lloyds Bank	100	243,519	GBP	0.328	0.235	0.459	0.131	40	111,727	151
long	19/12/11	20/10/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,418	20
short	20/10/14	10/11/14	21		Deutsche Bank	100	8,791	EUR	21.545	21.563	21.527	-0.018	0	189,260	-1
long	10/11/14	24/08/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,794	0
short	24/08/15	26/10/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,460	-62
long	26/10/15	14/12/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,790	-7
short	14/12/15	28/12/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,171	-90
long	28/12/15	4/01/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,630	-81
short	4/01/16	25/01/16	21		Rio Tinto	100	7,391	GBP	19.025	16.090	22.495	3.470	18	166,279	1,740
long	25/01/16	28/03/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,071	-14
short	28/03/16	18/04/16	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	18/04/16	25/04/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,938	-77
short	25/04/16	16/05/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,156	431
long	16/05/16	5/03/18	658		BAT	100	3,946	GBP	42.097	42.210		0.113	0	166,601	0
short	5/03/18	23/04/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,467	74
long	23/04/18	15/10/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,325	-15
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	81,471	EUR	2.042	1.960	2.126	0.085	4	173,225	70
long	12/11/18	10/12/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,464	-40
short	10/12/18	11/02/19	63		Bayer	100	2,737	EUR	60.800	68.170	53.430	-7.370	-12	146,292	-53
long	11/02/19	2/03/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	2/03/20	22/06/20	112		AB InBev	100	3,247	EUR	52.000	44.950	60.156	8.156	16	195,366	61
long	22/06/20	29/06/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,154	-6
short	29/06/20	27/07/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,660	35
long	27/07/20	20/06/22	693		ASML	100	616	EUR	323.950	457.250		133.300	41	281,773	20
short	20/06/22	27/06/22	7		Adyen	100	227	EUR	1,238.600	1,419.800	1,057.400	-181.200	-15	240,641	-100
long	27/06/22	11/07/22	14		BAT	100	6,737	GBP	35.715	33.890		-1.825	-5	228,346	-75
short	11/07/22	25/07/22	14		Adidas	100	1,400	EUR	163.080	176.020	150.140	-12.940	-8	210,230	-88
long	25/07/22	5/09/22	42		Novo Nordisk	100	251	DKK	836.900	782.800		-54.100	-6	196,651	-44
short	5/09/22	5/10/22	30		Adidas	100	1,354	EUR	145.200	125.160	168.449	23.249	16	228,129	509
accum	12/06/06	5/10/22	5959	days out of 6120 invested (97%)								2,181		228,129	21

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	21/01/08	21/04/08	91	40.30	35.94	45.19	4.89	12.13
	short	28/04/08	23/06/08	56	36.34	22.06	59.86	23.52	64.73
	short	30/06/08	11/08/08	42	21.44	23.18	19.70	-1.74	-8.12
	short	8/09/08	30/03/09	203	24.26	10.14	58.04	33.78	139.25	306.07
Roche	long	19/12/11	20/10/14	1036	158.40	268.60		110.20	69.57
	long	11/02/19	2/03/20	385	272.55	314.70		42.15	15.47	95.79
ABB	long	26/06/06	21/01/08	574	15.25	23.80		8.55	56.07	56.07
ASML	long	22/06/20	29/06/20	7	322.55	322.20		-0.35	-0.11
	long	27/07/20	20/06/22	693	323.95	457.25		133.30	41.15	41.00
Deutsche Bank	long	13/04/09	30/08/10	504	30.05	38.57		8.51	28.33
	short	20/10/14	10/11/14	21	21.55	21.56	21.53	-0.02	-0.08	28.22
Lloyds Bank	short	6/04/09	13/04/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	19/12/11	133	0.33	0.23	0.46	0.13	39.84	25.45
AB InBev	short	2/03/20	22/06/20	112	52.00	44.95	60.16	8.16	15.68	15.68
Imperial Brands	short	5/03/18	23/04/18	49	25.81	23.96	27.80	1.99	7.72	7.72
Adidas	short	11/07/22	25/07/22	14	163.08	176.02	150.14	-12.94	-7.93
	short	5/09/22	5/10/22	30	145.20	125.16	168.45	23.25	16.01	6.81
Credit Suisse	short	28/03/16	18/04/16	21	13.95	14.54	13.36	-0.59	-4.23
	short	25/04/16	16/05/16	21	14.74	13.39	16.23	1.49	10.08	5.43
Novo Nordisk	long	6/09/10	8/08/11	336	101.30	114.10		12.80	12.64
	long	25/07/22	5/09/22	42	836.90	782.80		-54.10	-6.46	5.35
Intesa Sanpaolo	short	15/10/18	12/11/18	28	2.04	1.96	2.13	0.08	4.15	4.15
Airbus	short	29/06/20	27/07/20	28	63.35	61.92	64.81	1.46	2.31	2.31
Vodafone	short	12/06/06	26/06/06	14	1.18	1.15	1.20	0.02	1.95	1.95
Novartis	long	10/11/14	24/08/15	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
AstraZeneca	long	11/08/08	8/09/08	28	25.81	26.09		0.28	1.08
	long	30/03/09	6/04/09	7	23.52	23.75		0.23	0.98
	long	12/11/18	10/12/18	28	62.51	60.07		-2.44	-3.90	-1.91
SAP	long	26/10/15	14/12/15	49	70.13	69.40		-0.73	-1.04
	long	28/12/15	4/01/16	7	72.86	70.58		-2.28	-3.13
	long	25/01/16	28/03/16	63	72.68	70.84		-1.84	-2.53	-6.56
BP	short	30/08/10	6/09/10	7	3.81	4.07	3.55	-0.26	-6.81	-6.81
LVMH	long	23/04/18	15/10/18	175	281.05	260.45		-20.60	-7.33	-7.33
BAT	long	18/04/16	25/04/16	7	42.81	41.63		-1.18	-2.76
	long	16/05/16	5/03/18	658	42.10	42.21		0.11	0.27
	long	27/06/22	11/07/22	14	35.72	33.89		-1.83	-5.11	-7.48
Rio Tinto	long	21/04/08	28/04/08	7	51.52	51.43		-0.09	-0.18
	long	23/06/08	30/06/08	7	49.35	49.64		0.29	0.59
	short	24/08/15	26/10/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	14/12/15	28/12/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	4/01/16	25/01/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	10/12/18	11/02/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12
Adyen	short	20/06/22	27/06/22	7	1,238.60	1,419.80	1,057.40	-181.20	-14.63	-14.63

Annotations

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


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