Share-o-matic - Portfolio

Tue, 22nd Oct 2019, 16:23UTC

Assessment - STOXX Europe 50 - 21/10/19 - RS = 22

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

5/01/15	scale up chart	21/10/19

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	1,768	EUR	33.544	43.046		9.502	28	76,121	20
short	30/08/10	6/09/10	7		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		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,901	14
short	8/08/11	19/12/11	133		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		Roche	100	705	CHF	158.400	268.600		110.200	70	189,421	20
short	20/10/14	10/11/14	21		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		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,798	0
short	24/08/15	26/10/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,464	-62
long	26/10/15	14/12/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,794	-7
short	14/12/15	28/12/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,176	-90
long	28/12/15	4/01/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,634	-81
short	4/01/16	25/01/16	21		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		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,079	-14
short	28/03/16	18/04/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,224	-53
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	25/04/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,946	-77
short	25/04/16	16/05/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,163	431
long	16/05/16	5/03/18	658		BAT	100	3,947	GBP	42.097	42.210		0.113	0	166,609	0
short	5/03/18	23/04/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,475	74
long	23/04/18	15/10/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,332	-15
short	15/10/18	12/11/18	28		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		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,472	-40
short	10/12/18	11/02/19	63		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		Roche	100	536	CHF	272.550	288.950		16.400	6	155,083	9
accum	12/06/06	22/10/19	4880	days out of 5041 invested (97%)								1,451		155,083	23

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	22/10/19	253	272.55	288.95		16.40	6.02	79.77
ABB	long	26/06/06	21/01/08	574	15.25	23.80		8.55	56.07	56.07
Deutsche Bank	long	13/04/09	30/08/10	504	33.54	43.05		9.50	28.33
	short	20/10/14	10/11/14	21	24.14	24.16	24.12	-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
Novo Nordisk	long	6/09/10	8/08/11	336	101.30	114.10		12.80	12.64	12.64
Imperial Brands	short	5/03/18	23/04/18	49	25.81	23.96	27.80	1.99	7.72	7.72
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
Intesa Sanpaolo	short	15/10/18	12/11/18	28	2.04	1.96	2.13	0.08	4.15	4.15
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
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
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	-2.50
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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

Annotations

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.


	is taking down something concerning